PyQuantimClient 2.0.54__tar.gz → 2.0.56__tar.gz

{pyquantimclient-2.0.54 → pyquantimclient-2.0.56}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: PyQuantimClient
-Version: 2.0.54
+Version: 2.0.56
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-2.0.54 → pyquantimclient-2.0.56}/PyQuantimClient.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: PyQuantimClient
-Version: 2.0.54
+Version: 2.0.56
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-2.0.54 → pyquantimclient-2.0.56}/setup.py

@@ -4,7 +4,7 @@ setup(
    name='PyQuantimClient',
    packages=['PyQuantimClient'],
    package_dir={'PyQuantimClient': 'src'},
-   version='2.0.54',
+   version='2.0.56',
    description='Python client to access quantIM services',
    author='Daniel Velasquez',
    author_email='daniel.velasquez@sura-im.com',

{pyquantimclient-2.0.54 → pyquantimclient-2.0.56}/src/risk.py

@@ -3,6 +3,7 @@ import re
 import pandas as pd
 import numpy as np
 import datetime as dt
+import requests, io
 from dateutil.relativedelta import relativedelta as rd
 from .api import quantim
 from .utils import generate_unique_id, generate_timestamp
@@ -233,8 +234,11 @@ class risk_data(quantim):
         data = {'ref_date':ref_date, 'return_cfs':return_cfs}
         resp = self.api_call('irl', method="post", data=data, verify=False)
         irl_report = pd.DataFrame(resp['irl'])
-        cfs = pd.read_csv(resp['cf_url']) if return_cfs else None
-
+        cfs = None
+        # cfs_bkup = pd.read_csv(resp['cf_url']) if return_cfs else None
+        if return_cfs:
+            irl_cfs = requests.get(resp['cf_url'], verify=False)
+            cfs = pd.read_csv(io.StringIO(irl_cfs.content.decode('utf-8-sig')), sep=',')
         return irl_report, cfs
 
     def load_series_cl(self, file_path_performance=None, file_path_peers=None):
@@ -332,7 +336,7 @@ class risk_data(quantim):
         patron = r"^Positions_(\d{8})\.csv$"
         match = re.match(patron, filename)
         if not match:
-            raise ValueError('You can only update files named Positions_AAAAMMDD.csv. Please check.')
+            raise ValueError('You can only update files named Positions_YYYYMMDD.csv. Please check.')
         # validar que la fecha sea valida
         fecha_str = match.group(1)
         try:
@@ -343,4 +347,27 @@ class risk_data(quantim):
         key= f"inputs/portfolios/CO/{filename}"
         bucket="condor-sura"
         resp = self.upload_with_presigned_url(file_path, bucket, key, prefix)
+        return resp
+    
+    def load_haircuts(self, file_path):
+        '''
+        Load haircuts banrep.
+        '''
+        # Load data
+        filename = file_path.split("/")[-1]
+        # validar el nombre del archivo
+        patron = r"^haircuts_(\d{6})\.xlsx$"
+        match = re.match(patron, filename)
+        if not match:
+            raise ValueError('You can only update files named haircuts_YYYYMM.xlsx. Please check.')
+        # validar que la fecha sea valida
+        fecha_str = match.group(1)
+        try:
+            dt.datetime.strptime(fecha_str, "%Y%m")
+        except ValueError:
+            raise ValueError('The date is not valid. Format must be YYYYMM')
+        prefix="inputs/risk/varliquid/haircuts/haircuts_"
+        key= f"inputs/risk/varliquid/haircuts/{filename}"
+        bucket="condor-sura"
+        resp = self.upload_with_presigned_url(file_path, bucket, key, prefix)
         return resp