PyQuantimClient 2.0.60__tar.gz → 2.0.62__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-2.0.60 → pyquantimclient-2.0.62}/PKG-INFO +1 -1
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/PyQuantimClient.egg-info/PKG-INFO +1 -1
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/setup.py +1 -1
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/returns.py +25 -1
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/risk.py +0 -4
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/PyQuantimClient.egg-info/SOURCES.txt +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/PyQuantimClient.egg-info/dependency_links.txt +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/PyQuantimClient.egg-info/top_level.txt +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/README.md +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/setup.cfg +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/__init__.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/alm.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/api.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/benchmarks.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/bi.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/credit.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/data.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/energy.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/mstar.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/performance.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/portfolios.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/preprocess_co.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/private_debt.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/product.py +0 -0
- {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/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='2.0.62',
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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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@@ -32,4 +32,28 @@ class returns(quantim):
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resp = {'success':False, 'message':'Check permissions!'}
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exp_ret, views_df, valid_dates_df = pd.DataFrame(resp['expected_rets']), pd.Series(resp['views_abs']) if resp['views_abs'] is not None else None, pd.Series(resp['valid_dates'])
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return exp_ret, views_df, valid_dates_df
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return exp_ret, views_df, valid_dates_df
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def views_transform(self, ref_curr, gaps_df, optim_assets_df, cons_df=None, since_date="2008-01-01", rets_period="monthly"):
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'''
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Gaps.
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'''
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gaps = gaps_df.to_dict(orient="records")
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optim_assets = optim_assets_df.to_dict(orient="records")
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cons = cons_df.to_dict(orient="records") if cons_df is not None else None
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data = {'ref_curr':ref_curr, 'gaps':gaps, "optim_assets":optim_assets, "cons":cons,
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"since_date":since_date, "rets_period":rets_period}
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for attempt in range(2):
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try:
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resp = self.api_call('views_transform', method="post", data=data, verify=False)
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break # success → exit loop
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except Exception as e:
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if attempt == 1: # last attempt
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resp = {'success': False, 'message': 'Cannot optimize gaps!', 'error': str(e)}
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if getattr(resp, "status", None) == "error":
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resp = {'success': False, 'message': 'Cannot optimize gaps!', 'error': resp.msg}
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else:
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gaps_consol_df, te_df, invalid_assets, ref_dates = pd.DataFrame(resp['gaps_df']).set_index("Asset"), pd.Series(resp['te']), resp['invalid_assets'], resp['ref_dates']
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return gaps_consol_df, te_df, invalid_assets, ref_dates
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@@ -207,13 +207,9 @@ class risk_data(quantim):
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Load limits parameters file to s3.
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'''
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# Validate filename:
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sep=';'
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filename = file_path.split('/')[-1]
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if filename.split('.')[-1]!='csv':
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raise ValueError('Extension must be csv. Please check file.')
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if not np.any(np.in1d(filename.split('.')[-2], ['LIMITES_GEN', 'LIMITES_GEN_AGG', 'EMISIONES', 'Agregacion', 'emisores_aprobados'])):
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raise ValueError('You can only load LIMITES_GEN.csv, LIMITES_GEN_AGG.csv, EMISIONES.csv, Agregacion.csv or emisores_aprobados.csv. Please check file name.')
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resp = self.upload_with_presigned_url(file_path, "condor-sura", f"inputs/risk/limits/CO/{filename}")
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return resp
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{pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/PyQuantimClient.egg-info/dependency_links.txt
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