PyQuantimClient 2.0.24__tar.gz → 2.0.26__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/PKG-INFO +1 -1
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/PyQuantimClient.egg-info/PKG-INFO +1 -1
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/setup.py +1 -1
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/api.py +4 -2
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/risk.py +13 -2
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/PyQuantimClient.egg-info/SOURCES.txt +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/PyQuantimClient.egg-info/dependency_links.txt +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/PyQuantimClient.egg-info/top_level.txt +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/README.md +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/setup.cfg +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/__init__.py +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/alm.py +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/benchmarks.py +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/bi.py +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/credit.py +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/data.py +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/energy.py +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/performance.py +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/portfolios.py +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/preprocess_co.py +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/returns.py +0 -0
- {pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/src/utils.py +0 -0
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@@ -4,7 +4,7 @@ setup(
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name='PyQuantimClient',
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packages=['PyQuantimClient'],
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package_dir={'PyQuantimClient': 'src'},
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version='2.0.
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version='2.0.26',
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description='Python client to access quantIM services',
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author='Daniel Velasquez',
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author_email='daniel.velasquez@sura-im.com',
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@@ -71,12 +71,14 @@ class quantim:
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resp = api_call_response.text
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return resp
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def retrieve_s3_df(self, bucket, key, sep=','):
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def retrieve_s3_df(self, bucket, key, sep = ',', res_url = False):
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'''
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Get series
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'''
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data = {'bucket':bucket, 'key':key, 'sep':sep}
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data = {'bucket':bucket, 'key':key, 'sep':sep, 'res_url':res_url}
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resp = self.api_call('retrieve_data_s3', method="post", data=data, verify=False)
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if res_url:
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return resp
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df = pd.DataFrame(resp)
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return df
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@@ -83,8 +83,6 @@ class risk_data(quantim):
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cols=['type', 'secDesc1', 'counterparty', 'isin', 'assetId', 'issuerId', 'issuerLongName', 'ccy', 'duration', 'avgRating', 'ratingType', 'SIM_SECTOR', 'linkedEntity', 'quantity', 'mktValue', 'maturity']
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if not set(cols).issubset(new_oper.columns):
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raise ValueError(f"Las nuevas operaciones deben contener la siguiente informacion: {cols}. Por favor revisar")
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else:
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new_oper = new_oper[cols]
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if not set(new_oper["type"].unique()).issubset({"BUY", "SELL"}):
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raise ValueError("La columna type unicamente recibe los valores 'BUY' o 'SELL'.")
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new_oper=new_oper.to_dict(orient="records")
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@@ -278,3 +276,16 @@ class risk_data(quantim):
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ref_dates = resp['ref_dates']
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return metrics, ref_dates
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def get_bd_pat(self, country, date, bucket="condor-pat", sep='|'):
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'''
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Get Value at Risk results.
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'''
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prefix = f"performance/{country}/{date.strftime('%Y/%m/%d')}/pat_{date.strftime('%Y%m%d')}.csv"
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try:
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url = self.retrieve_s3_df(bucket, prefix, sep = sep, res_url = True)
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df = pd.read_csv(url, sep = sep)
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except:
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print("Archivo no disponible")
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return None
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return df
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{pyquantimclient-2.0.24 → pyquantimclient-2.0.26}/PyQuantimClient.egg-info/dependency_links.txt
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