PyQuantimClient 2.0.32__tar.gz → 2.0.34__tar.gz

{pyquantimclient-2.0.32 → pyquantimclient-2.0.34}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: PyQuantimClient
-Version: 2.0.32
+Version: 2.0.34
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-2.0.32 → pyquantimclient-2.0.34}/PyQuantimClient.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: PyQuantimClient
-Version: 2.0.32
+Version: 2.0.34
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-2.0.32 → pyquantimclient-2.0.34}/setup.py

@@ -4,7 +4,7 @@ setup(
    name='PyQuantimClient',
    packages=['PyQuantimClient'],
    package_dir={'PyQuantimClient': 'src'},
-   version='2.0.32',
+   version='2.0.34',
    description='Python client to access quantIM services',
    author='Daniel Velasquez',
    author_email='daniel.velasquez@sura-im.com',

{pyquantimclient-2.0.32 → pyquantimclient-2.0.34}/src/data.py

@@ -12,9 +12,14 @@ class time_series(quantim):
         '''
         Get series
         '''
-        data = {'tks':list(tks), 'ref_curr':ref_curr, 'join':join, 'since_date':since_date}
+        res_url = True if len(tks)>10 else False
+        data = {'tks':list(tks), 'ref_curr':ref_curr, 'join':join, 'since_date':since_date, 'res_url':res_url}
         resp = self.api_call('get_series', method="post", data=data, verify=verify)
-        ts, summ, tks_invalid = pd.DataFrame(resp['ts']).set_index("Date"), pd.DataFrame(resp['summ']), resp['tks_invalid']
+        summ, tks_invalid = pd.DataFrame(resp['summ']), resp['tks_invalid']
+        if res_url:
+            ts = pd.read_csv(resp['ts']).set_index("Date")
+        else:
+            ts = pd.DataFrame(resp['ts']).set_index("Date")
         return ts, summ, tks_invalid
 
     def clustering(self, tks, ref_curr='USD', ini_date=None, cluster_method='graph', ncluster=None, factor_tickers=None, use_pca=True, verify=False):

{pyquantimclient-2.0.32 → pyquantimclient-2.0.34}/src/risk.py

@@ -4,7 +4,7 @@ import numpy as np
 import datetime as dt
 from dateutil.relativedelta import relativedelta as rd
 from .api import quantim
-from .utils import get_csv_separator
+from .utils import generate_unique_id, generate_timestamp
 
 class risk_data(quantim):
     def __init__(self, username, password, secretpool, env="pdn", api_url=None):
@@ -80,7 +80,7 @@ class risk_data(quantim):
         
         '''
         if new_oper is not False:
-            cols=['type', 'secDesc1', 'counterparty', 'isin', 'assetId', 'issuerId', 'issuerLongName', 'ccy', 'duration', 'avgRating', 'ratingType', 'SIM_SECTOR', 'linkedEntity', 'quantity', 'mktValue', 'maturity']
+            cols=['type', 'secDesc1', 'counterparty', 'isin', 'assetId', 'issuerId', 'issuerLongName', 'ccy', 'duration', 'avgRating', 'ratingType', 'SIM_SECTOR', 'linkedEntity', 'quantity', 'mktValue', 'maturity', 'indexRate', 'cpn', 'modDur', 'yieldToMaturity']
             if not set(cols).issubset(new_oper.columns):
                 raise ValueError(f"Las nuevas operaciones deben contener la siguiente informacion: {cols}. Por favor revisar")
             if not set(new_oper["type"].unique()).issubset({"BUY", "SELL"}):
@@ -106,7 +106,7 @@ class risk_data(quantim):
         '''
         if not subgroup:
             subgroup = portfolioName
-        cols=['type', 'secDesc1', 'counterparty', 'isin', 'assetId', 'issuerId', 'issuerLongName', 'ccy', 'duration', 'avgRating', 'ratingType', 'SIM_SECTOR', 'linkedEntity', 'quantity', 'mktValue', 'maturity']
+        cols=['type', 'secDesc1', 'counterparty', 'isin', 'assetId', 'issuerId', 'issuerLongName', 'ccy', 'duration', 'avgRating', 'ratingType', 'SIM_SECTOR', 'linkedEntity', 'quantity', 'mktValue', 'maturity', 'indexRate', 'cpn', 'modDur', 'yieldToMaturity']
         missing_cols = set(cols) - set(new_data.columns)
         if missing_cols:
             raise ValueError(f"Las nuevas operaciones deben contener las siguientes columnas faltantes: {missing_cols}. Por favor revisar.")
@@ -115,7 +115,10 @@ class risk_data(quantim):
         if  not set(["portfolioName","subGroup"]).issubset(new_data.columns):
             new_data["portfolioName"],new_data["subGroup"]=portfolioName,subgroup
         new_data = new_data[["portfolioName","subGroup"]+cols]
-        new_data["registered"]=True
+        new_data["status"] = "created"
+        new_data["id"] = generate_unique_id()
+        new_data["timeStamp"] = generate_timestamp()
+        new_data["user"] = self.username
         new_data=new_data.to_dict(orient="records")
         fecha=dt.date.today().strftime("%Y/%m/%d")
         data = {'bucket': 'condor-sura', 'key': f'output/pretrade/CO/trades/{fecha}/trades.csv', 'sep': sep, 'new_data': new_data}