PyQuantimClient 2.0.7__tar.gz → 2.0.9__tar.gz

{pyquantimclient-2.0.7 → pyquantimclient-2.0.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyQuantimClient
-Version: 2.0.7
+Version: 2.0.9
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-2.0.7 → pyquantimclient-2.0.9}/PyQuantimClient.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyQuantimClient
-Version: 2.0.7
+Version: 2.0.9
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-2.0.7 → pyquantimclient-2.0.9}/PyQuantimClient.egg-info/SOURCES.txt

@@ -5,6 +5,7 @@ PyQuantimClient.egg-info/SOURCES.txt
 PyQuantimClient.egg-info/dependency_links.txt
 PyQuantimClient.egg-info/top_level.txt
 src/__init__.py
+src/alm.py
 src/api.py
 src/benchmarks.py
 src/bi.py

{pyquantimclient-2.0.7 → pyquantimclient-2.0.9}/setup.py

@@ -4,7 +4,7 @@ setup(
    name='PyQuantimClient',
    packages=['PyQuantimClient'],
    package_dir={'PyQuantimClient': 'src'},
-   version='2.0.7',
+   version='2.0.9',
    description='Python client to access quantIM services',
    author='Daniel Velasquez',
    author_email='daniel.velasquez@sura-im.com',

pyquantimclient-2.0.9/src/alm.py

@@ -0,0 +1,44 @@
+# -*- coding: utf-8 -*-
+import pandas as pd
+import numpy as np
+import datetime as dt
+from dateutil.relativedelta import relativedelta as rd
+from .api import quantim
+
+class alm(quantim):
+    def __init__(self, username, password, secretpool, env="pdn", api_url=None):
+        super().__init__(username, password, secretpool, env, api_url)
+        self.default_params = {}
+
+    def assets(self, client_id, port_type, params=None, views=None):
+        '''
+        Assets summary.
+        '''
+        data = {'client_id':client_id , 'port_type': port_type, 'params':params , 'views': views}
+
+        try:
+            resp = self.api_call('assets', method="post", data=data, verify=False)
+        except Exception as e:
+            raise valueError(f"Error: {str(e)}")
+
+        assets_summ, assets_real_rets, assets_series = pd.DataFrame(resp['assets_summ']),pd.DataFrame(resp['assets_real_rets']), pd.DataFrame(resp['assets_series'])
+        print(resp['info']['rets'])
+
+        return assets_summ, assets_real_rets, assets_series
+
+    def saa_alm(self, client_id, port_type, params=None, views=None, ref_date=None):
+        '''
+        Saa
+        '''
+        data = {**{'client_id':client_id, 'port_type':port_type, 'port_form':params, 'views':views}, **({'ref_date':ref_date} if ref_date is not None else {})}
+
+        try:
+            resp = self.api_call('saa_alm', method="post", data=data, verify=False)
+        except Exception as e:
+            raise valueError(f"Error: {str(e)}")
+
+        ports_summ = pd.DataFrame(resp['port_summ']).set_index(['id'])
+        ports_alloc = pd.DataFrame(resp['portfolios']['data'], index=resp['portfolios']['index'], columns=resp['portfolios']['columns'])
+        risk_matrix = pd.DataFrame(resp['Rho']).set_index('Variables')
+
+        return ports_alloc, ports_summ, risk_matrix