PyQuantimClient 2.0.60__tar.gz → 2.0.62__tar.gz

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Files changed (25) hide show
  1. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/PKG-INFO +1 -1
  2. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/PyQuantimClient.egg-info/PKG-INFO +1 -1
  3. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/setup.py +1 -1
  4. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/returns.py +25 -1
  5. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/risk.py +0 -4
  6. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/PyQuantimClient.egg-info/SOURCES.txt +0 -0
  7. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/PyQuantimClient.egg-info/dependency_links.txt +0 -0
  8. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/PyQuantimClient.egg-info/top_level.txt +0 -0
  9. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/README.md +0 -0
  10. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/setup.cfg +0 -0
  11. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/__init__.py +0 -0
  12. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/alm.py +0 -0
  13. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/api.py +0 -0
  14. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/benchmarks.py +0 -0
  15. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/bi.py +0 -0
  16. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/credit.py +0 -0
  17. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/data.py +0 -0
  18. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/energy.py +0 -0
  19. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/mstar.py +0 -0
  20. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/performance.py +0 -0
  21. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/portfolios.py +0 -0
  22. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/preprocess_co.py +0 -0
  23. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/private_debt.py +0 -0
  24. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/product.py +0 -0
  25. {pyquantimclient-2.0.60 → pyquantimclient-2.0.62}/src/utils.py +0 -0
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: PyQuantimClient
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- Version: 2.0.60
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+ Version: 2.0.62
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  Summary: Python client to access quantIM services
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  Author: Daniel Velasquez
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  Author-email: daniel.velasquez@sura-im.com
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: PyQuantimClient
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- Version: 2.0.60
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+ Version: 2.0.62
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  Summary: Python client to access quantIM services
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  Author: Daniel Velasquez
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  Author-email: daniel.velasquez@sura-im.com
@@ -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='2.0.60',
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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',
@@ -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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+
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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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+
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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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+
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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
@@ -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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-
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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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