lusid-sdk 1.1.131__py3-none-any.whl → 2.0.50b0__py3-none-any.whl
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- lusid/__init__.py +247 -197
- lusid/api/__init__.py +14 -3
- lusid/api/abor_api.py +1963 -0
- lusid/api/abor_configuration_api.py +943 -0
- lusid/api/address_key_definition_api.py +296 -269
- lusid/api/aggregation_api.py +469 -260
- lusid/api/allocations_api.py +419 -404
- lusid/api/application_metadata_api.py +266 -244
- lusid/api/blocks_api.py +409 -402
- lusid/api/calendars_api.py +1185 -1248
- lusid/api/chart_of_accounts_api.py +4087 -0
- lusid/api/complex_market_data_api.py +469 -308
- lusid/api/compliance_api.py +1081 -1169
- lusid/api/configuration_recipe_api.py +381 -375
- lusid/api/conventions_api.py +1982 -0
- lusid/api/corporate_action_sources_api.py +961 -885
- lusid/api/counterparties_api.py +729 -711
- lusid/api/custom_entities_api.py +1186 -1465
- lusid/api/custom_entity_definitions_api.py +387 -364
- lusid/api/custom_entity_types_api.py +393 -369
- lusid/api/cut_label_definitions_api.py +492 -453
- lusid/api/data_types_api.py +726 -734
- lusid/api/derived_transaction_portfolios_api.py +204 -213
- lusid/api/entities_api.py +113 -113
- lusid/api/executions_api.py +409 -402
- lusid/api/instrument_events_api.py +734 -0
- lusid/api/instruments_api.py +2407 -1721
- lusid/api/legacy_compliance_api.py +1449 -0
- lusid/api/legal_entities_api.py +1982 -2102
- lusid/api/order_graph_api.py +357 -364
- lusid/api/order_instructions_api.py +745 -0
- lusid/api/order_management_api.py +240 -342
- lusid/api/orders_api.py +423 -408
- lusid/api/packages_api.py +745 -0
- lusid/api/participations_api.py +407 -400
- lusid/api/persons_api.py +1791 -1945
- lusid/api/placements_api.py +411 -404
- lusid/api/portfolio_groups_api.py +2810 -2975
- lusid/api/portfolios_api.py +2859 -3031
- lusid/api/property_definitions_api.py +981 -1267
- lusid/api/quotes_api.py +1314 -517
- lusid/api/reconciliations_api.py +3548 -855
- lusid/api/reference_lists_api.py +388 -388
- lusid/api/reference_portfolio_api.py +409 -432
- lusid/api/relation_definitions_api.py +538 -0
- lusid/api/relations_api.py +414 -0
- lusid/api/relationship_definitions_api.py +484 -494
- lusid/api/relationships_api.py +204 -222
- lusid/api/schemas_api.py +374 -322
- lusid/api/scopes_api.py +100 -241
- lusid/api/scripted_translation_api.py +784 -795
- lusid/api/search_api.py +408 -423
- lusid/api/sequences_api.py +376 -404
- lusid/api/structured_result_data_api.py +1472 -325
- lusid/api/system_configuration_api.py +979 -143
- lusid/api/tax_rule_sets_api.py +900 -0
- lusid/api/transaction_configuration_api.py +1066 -1104
- lusid/api/transaction_fees_api.py +935 -0
- lusid/api/transaction_portfolios_api.py +5287 -3537
- lusid/api/translation_api.py +364 -0
- lusid/api_client.py +195 -124
- lusid/api_response.py +25 -0
- lusid/configuration.py +58 -81
- lusid/exceptions.py +17 -15
- lusid/extensions/__init__.py +15 -0
- lusid/extensions/api_client.py +764 -0
- lusid/extensions/api_client_builder.py +138 -0
- lusid/extensions/api_client_factory.py +137 -0
- lusid/{utilities → extensions}/api_configuration.py +4 -5
- lusid/extensions/configuration_loaders.py +203 -0
- lusid/{utilities → extensions}/proxy_config.py +21 -6
- lusid/{utilities → extensions}/refreshing_token.py +82 -35
- lusid/extensions/rest.py +300 -0
- lusid/extensions/retry.py +357 -0
- lusid/extensions/socket_keep_alive.py +53 -0
- lusid/extensions/tcp_keep_alive_connector.py +66 -0
- lusid/models/__init__.py +232 -188
- lusid/models/a2_b_breakdown.py +65 -187
- lusid/models/a2_b_category.py +60 -154
- lusid/models/a2_b_data_record.py +178 -540
- lusid/models/a2_b_movement_record.py +192 -635
- lusid/models/abor.py +150 -0
- lusid/models/abor_configuration.py +159 -0
- lusid/models/abor_configuration_properties.py +115 -0
- lusid/models/abor_configuration_request.py +145 -0
- lusid/models/abor_properties.py +115 -0
- lusid/models/abor_request.py +131 -0
- lusid/models/access_controlled_action.py +87 -221
- lusid/models/access_controlled_resource.py +105 -283
- lusid/models/access_metadata_operation.py +84 -234
- lusid/models/access_metadata_value.py +58 -166
- lusid/models/account.py +126 -0
- lusid/models/account_properties.py +115 -0
- lusid/models/accounting_method.py +42 -0
- lusid/models/accounts_upsert_response.py +110 -0
- lusid/models/action_id.py +55 -204
- lusid/models/action_result_of_portfolio.py +57 -154
- lusid/models/add_business_days_to_date_request.py +63 -214
- lusid/models/add_business_days_to_date_response.py +52 -127
- lusid/models/additional_payment.py +58 -228
- lusid/models/address_definition.py +97 -284
- lusid/models/address_key_compliance_parameter.py +80 -166
- lusid/models/address_key_definition.py +74 -222
- lusid/models/address_key_filter.py +69 -191
- lusid/models/address_key_list.py +73 -170
- lusid/models/address_key_list_compliance_parameter.py +77 -164
- lusid/models/address_key_option_definition.py +69 -293
- lusid/models/adjust_holding.py +101 -216
- lusid/models/adjust_holding_for_date_request.py +109 -285
- lusid/models/adjust_holding_request.py +107 -250
- lusid/models/aggregate_spec.py +67 -196
- lusid/models/aggregated_return.py +106 -373
- lusid/models/aggregated_returns_dispersion_request.py +102 -291
- lusid/models/aggregated_returns_request.py +128 -403
- lusid/models/aggregated_returns_response.py +95 -186
- lusid/models/aggregated_transactions_request.py +131 -0
- lusid/models/aggregation_context.py +55 -125
- lusid/models/aggregation_measure_failure_detail.py +80 -238
- lusid/models/aggregation_op.py +49 -0
- lusid/models/aggregation_options.py +55 -189
- lusid/models/aggregation_query.py +106 -439
- lusid/models/aggregation_type.py +44 -0
- lusid/models/allocation.py +207 -737
- lusid/models/allocation_request.py +175 -611
- lusid/models/allocation_service_run_response.py +102 -0
- lusid/models/allocation_set_request.py +64 -126
- lusid/models/amortisation_event.py +82 -266
- lusid/models/annul_quotes_response.py +99 -217
- lusid/models/annul_single_structured_data_response.py +74 -188
- lusid/models/annul_structured_data_response.py +99 -217
- lusid/models/asset_class.py +44 -0
- lusid/models/barrier.py +62 -228
- lusid/models/basket.py +85 -229
- lusid/models/basket_identifier.py +57 -224
- lusid/models/batch_adjust_holdings_response.py +128 -216
- lusid/models/batch_upsert_instrument_properties_response.py +101 -223
- lusid/models/batch_upsert_portfolio_transactions_response.py +128 -216
- lusid/models/batch_upsert_property_definition_properties_response.py +97 -223
- lusid/models/block.py +133 -544
- lusid/models/block_request.py +108 -448
- lusid/models/block_set_request.py +64 -126
- lusid/models/bond.py +144 -570
- lusid/models/bond_default_event.py +84 -167
- lusid/models/book_transactions_response.py +107 -0
- lusid/models/bool_compliance_parameter.py +73 -164
- lusid/models/bool_list_compliance_parameter.py +77 -164
- lusid/models/bucketed_cash_flow_request.py +172 -0
- lusid/models/bucketed_cash_flow_response.py +129 -0
- lusid/models/bucketing_schedule.py +74 -0
- lusid/models/calculation_info.py +73 -0
- lusid/models/calendar.py +88 -309
- lusid/models/calendar_date.py +84 -407
- lusid/models/calendar_dependency.py +73 -166
- lusid/models/cap_floor.py +85 -295
- lusid/models/cash_dependency.py +76 -199
- lusid/models/cash_dividend_event.py +78 -291
- lusid/models/cash_flow_event.py +82 -199
- lusid/models/cash_flow_lineage.py +91 -276
- lusid/models/cash_flow_value.py +90 -289
- lusid/models/cash_flow_value_set.py +86 -164
- lusid/models/cash_ladder_record.py +58 -216
- lusid/models/cash_perpetual.py +78 -231
- lusid/models/cds_flow_conventions.py +113 -514
- lusid/models/cds_index.py +100 -382
- lusid/models/cds_protection_detail_specification.py +57 -230
- lusid/models/change.py +110 -357
- lusid/models/change_history.py +90 -299
- lusid/models/change_history_action.py +39 -0
- lusid/models/change_item.py +80 -252
- lusid/models/chart_of_accounts.py +135 -0
- lusid/models/chart_of_accounts_properties.py +115 -0
- lusid/models/chart_of_accounts_request.py +120 -0
- lusid/models/client.py +75 -0
- lusid/models/close_event.py +76 -197
- lusid/models/complete_portfolio.py +142 -495
- lusid/models/complete_relation.py +96 -0
- lusid/models/complete_relationship.py +88 -378
- lusid/models/complex_bond.py +129 -326
- lusid/models/complex_market_data.py +81 -151
- lusid/models/complex_market_data_id.py +74 -274
- lusid/models/compliance_breached_order_info.py +83 -0
- lusid/models/compliance_parameter.py +83 -156
- lusid/models/compliance_parameter_type.py +53 -0
- lusid/models/compliance_rule.py +137 -0
- lusid/models/compliance_rule_breakdown.py +76 -257
- lusid/models/compliance_rule_breakdown_request.py +76 -252
- lusid/models/compliance_rule_response.py +149 -411
- lusid/models/compliance_rule_result.py +91 -0
- lusid/models/compliance_rule_result_detail.py +91 -414
- lusid/models/compliance_rule_result_portfolio_detail.py +57 -159
- lusid/models/compliance_rule_upsert_request.py +178 -0
- lusid/models/compliance_rule_upsert_response.py +82 -0
- lusid/models/compliance_run_info.py +81 -0
- lusid/models/compliance_run_info_v2.py +64 -253
- lusid/models/compliance_run_summary.py +72 -250
- lusid/models/compliance_summary_rule_result.py +97 -342
- lusid/models/compliance_summary_rule_result_request.py +97 -348
- lusid/models/compliance_template.py +89 -253
- lusid/models/compliance_template_parameter.py +55 -201
- lusid/models/compliance_template_variation.py +84 -292
- lusid/models/composite_breakdown.py +72 -188
- lusid/models/composite_breakdown_request.py +97 -281
- lusid/models/composite_breakdown_response.py +90 -188
- lusid/models/composite_dispersion.py +91 -339
- lusid/models/composite_dispersion_response.py +95 -186
- lusid/models/compounding.py +76 -299
- lusid/models/configuration_recipe.py +123 -362
- lusid/models/configuration_recipe_snippet.py +121 -354
- lusid/models/constituents_adjustment_header.py +73 -187
- lusid/models/contract_for_difference.py +90 -430
- lusid/models/corporate_action.py +82 -313
- lusid/models/corporate_action_source.py +104 -304
- lusid/models/corporate_action_transition.py +69 -155
- lusid/models/corporate_action_transition_component.py +59 -262
- lusid/models/corporate_action_transition_component_request.py +55 -192
- lusid/models/corporate_action_transition_request.py +69 -153
- lusid/models/counterparty_agreement.py +73 -292
- lusid/models/counterparty_risk_information.py +78 -197
- lusid/models/counterparty_signatory.py +57 -161
- lusid/models/create_address_key_definition_request.py +53 -163
- lusid/models/create_calendar_request.py +94 -262
- lusid/models/create_corporate_action_source_request.py +100 -291
- lusid/models/create_custom_entity_type_request.py +79 -242
- lusid/models/create_cut_label_definition_request.py +85 -256
- lusid/models/create_data_map_request.py +79 -0
- lusid/models/create_data_type_request.py +143 -462
- lusid/models/create_date_request.py +111 -368
- lusid/models/create_derived_property_definition_request.py +79 -331
- lusid/models/create_derived_transaction_portfolio_request.py +153 -535
- lusid/models/create_portfolio_details.py +55 -125
- lusid/models/create_portfolio_group_request.py +117 -314
- lusid/models/create_property_definition_request.py +98 -424
- lusid/models/create_recipe_request.py +90 -0
- lusid/models/create_reconciliation_request.py +140 -0
- lusid/models/create_reference_portfolio_request.py +102 -317
- lusid/models/create_relation_definition_request.py +95 -0
- lusid/models/create_relation_request.py +71 -0
- lusid/models/create_relationship_definition_request.py +112 -437
- lusid/models/create_relationship_request.py +87 -238
- lusid/models/create_sequence_request.py +105 -327
- lusid/models/create_tax_rule_set_request.py +103 -0
- lusid/models/create_transaction_portfolio_request.py +145 -574
- lusid/models/create_unit_definition.py +83 -241
- lusid/models/credit_default_swap.py +105 -384
- lusid/models/credit_rating.py +67 -178
- lusid/models/credit_spread_curve_data.py +109 -420
- lusid/models/credit_support_annex.py +73 -432
- lusid/models/criterion_type.py +39 -0
- lusid/models/currency_and_amount.py +58 -153
- lusid/models/curve_options.py +110 -0
- lusid/models/custodian_account.py +93 -396
- lusid/models/custodian_account_properties.py +115 -0
- lusid/models/custodian_account_request.py +148 -0
- lusid/models/custodian_accounts_upsert_response.py +110 -0
- lusid/models/custom_entity_definition.py +79 -323
- lusid/models/custom_entity_definition_request.py +79 -242
- lusid/models/custom_entity_field.py +73 -222
- lusid/models/custom_entity_field_definition.py +71 -296
- lusid/models/custom_entity_id.py +91 -280
- lusid/models/custom_entity_request.py +78 -228
- lusid/models/custom_entity_response.py +118 -382
- lusid/models/custom_entity_type.py +79 -323
- lusid/models/cut_label_definition.py +105 -324
- lusid/models/cut_local_time.py +53 -154
- lusid/models/data_definition.py +104 -0
- lusid/models/data_map_key.py +101 -0
- lusid/models/data_mapping.py +82 -0
- lusid/models/data_scope.py +80 -0
- lusid/models/data_type.py +139 -477
- lusid/models/data_type_summary.py +111 -398
- lusid/models/data_type_value_range.py +38 -0
- lusid/models/date_attributes.py +140 -371
- lusid/models/date_or_diary_entry.py +91 -0
- lusid/models/date_range.py +59 -155
- lusid/models/date_time_comparison_type.py +38 -0
- lusid/models/date_time_compliance_parameter.py +74 -165
- lusid/models/date_time_list_compliance_parameter.py +77 -164
- lusid/models/day_of_week.py +20 -102
- lusid/models/decimal_compliance_parameter.py +73 -164
- lusid/models/decimal_list.py +73 -170
- lusid/models/decimal_list_compliance_parameter.py +77 -164
- lusid/models/decorated_compliance_run_summary.py +65 -156
- lusid/models/delete_accounts_response.py +95 -0
- lusid/models/delete_custodian_accounts_response.py +103 -0
- lusid/models/delete_instrument_properties_response.py +67 -159
- lusid/models/delete_instrument_response.py +74 -189
- lusid/models/delete_instruments_response.py +74 -189
- lusid/models/delete_modes.py +38 -0
- lusid/models/delete_relation_request.py +71 -0
- lusid/models/delete_relationship_request.py +87 -238
- lusid/models/deleted_entity_response.py +81 -219
- lusid/models/dependency_source_filter.py +70 -198
- lusid/models/described_address_key.py +81 -0
- lusid/models/dialect.py +61 -185
- lusid/models/dialect_id.py +89 -330
- lusid/models/dialect_schema.py +58 -167
- lusid/models/diary_entry.py +155 -0
- lusid/models/diary_entry_request.py +120 -0
- lusid/models/discount_factor_curve_data.py +91 -296
- lusid/models/discounting_dependency.py +76 -199
- lusid/models/discounting_method.py +39 -0
- lusid/models/economic_dependency.py +82 -150
- lusid/models/economic_dependency_type.py +50 -0
- lusid/models/economic_dependency_with_complex_market_data.py +61 -156
- lusid/models/economic_dependency_with_quote.py +68 -186
- lusid/models/empty_model_options.py +71 -134
- lusid/models/entity_identifier.py +60 -190
- lusid/models/equity.py +84 -225
- lusid/models/equity_all_of_identifiers.py +83 -415
- lusid/models/equity_curve_by_prices_data.py +91 -296
- lusid/models/equity_curve_dependency.py +80 -281
- lusid/models/equity_model_options.py +73 -169
- lusid/models/equity_option.py +117 -554
- lusid/models/equity_swap.py +107 -487
- lusid/models/equity_vol_dependency.py +80 -275
- lusid/models/equity_vol_surface_data.py +101 -267
- lusid/models/error_detail.py +77 -216
- lusid/models/event_date_range.py +54 -155
- lusid/models/ex_dividend_configuration.py +57 -221
- lusid/models/exchange_traded_option.py +84 -261
- lusid/models/exchange_traded_option_contract_details.py +80 -535
- lusid/models/execution.py +144 -673
- lusid/models/execution_request.py +119 -577
- lusid/models/execution_set_request.py +64 -126
- lusid/models/exercise_event.py +85 -228
- lusid/models/exotic_instrument.py +79 -199
- lusid/models/expanded_group.py +121 -340
- lusid/models/fee_rule.py +138 -0
- lusid/models/fee_rule_upsert_request.py +142 -0
- lusid/models/fee_rule_upsert_response.py +97 -0
- lusid/models/field_definition.py +62 -195
- lusid/models/field_schema.py +83 -247
- lusid/models/field_value.py +60 -165
- lusid/models/file_response.py +69 -181
- lusid/models/fixed_leg.py +95 -287
- lusid/models/fixed_leg_all_of_overrides.py +65 -154
- lusid/models/fixed_schedule.py +136 -0
- lusid/models/float_schedule.py +147 -0
- lusid/models/floating_leg.py +109 -349
- lusid/models/flow_convention_name.py +60 -193
- lusid/models/flow_conventions.py +120 -578
- lusid/models/forward_rate_agreement.py +90 -356
- lusid/models/funding_leg.py +89 -259
- lusid/models/funding_leg_options.py +91 -0
- lusid/models/future.py +100 -388
- lusid/models/futures_contract_details.py +112 -537
- lusid/models/fx_dependency.py +78 -231
- lusid/models/fx_forward.py +97 -481
- lusid/models/fx_forward_curve_by_quote_reference.py +114 -387
- lusid/models/fx_forward_curve_data.py +95 -360
- lusid/models/fx_forward_model_options.py +91 -242
- lusid/models/fx_forward_pips_curve_data.py +95 -360
- lusid/models/fx_forward_tenor_curve_data.py +117 -420
- lusid/models/fx_forward_tenor_pips_curve_data.py +117 -420
- lusid/models/fx_forwards_dependency.py +80 -269
- lusid/models/fx_option.py +159 -629
- lusid/models/fx_rate_schedule.py +111 -0
- lusid/models/fx_swap.py +89 -224
- lusid/models/fx_tenor_convention.py +53 -166
- lusid/models/fx_vol_dependency.py +80 -269
- lusid/models/fx_vol_surface_data.py +101 -267
- lusid/models/general_ledger_profile_mapping.py +78 -0
- lusid/models/general_ledger_profile_request.py +112 -0
- lusid/models/general_ledger_profile_response.py +146 -0
- lusid/models/get_cds_flow_conventions_response.py +115 -0
- lusid/models/get_complex_market_data_response.py +111 -216
- lusid/models/get_counterparty_agreement_response.py +97 -215
- lusid/models/get_credit_support_annex_response.py +97 -215
- lusid/models/get_data_map_response.py +129 -0
- lusid/models/get_flow_conventions_response.py +115 -0
- lusid/models/get_index_convention_response.py +115 -0
- lusid/models/get_instruments_response.py +111 -216
- lusid/models/get_quotes_response.py +130 -246
- lusid/models/get_recipe_response.py +77 -185
- lusid/models/get_reference_portfolio_constituents_response.py +117 -321
- lusid/models/get_structured_result_data_response.py +129 -0
- lusid/models/get_virtual_document_response.py +129 -0
- lusid/models/grouped_result_of_address_key.py +89 -0
- lusid/models/holding_adjustment.py +121 -313
- lusid/models/holding_adjustment_with_date.py +124 -345
- lusid/models/holding_context.py +51 -127
- lusid/models/holding_contributor.py +55 -126
- lusid/models/holdings_adjustment.py +92 -259
- lusid/models/holdings_adjustment_header.py +82 -227
- lusid/models/i_unit_definition_dto.py +85 -217
- lusid/models/id_selector_definition.py +75 -227
- lusid/models/identifier_part_schema.py +74 -295
- lusid/models/index_convention.py +100 -388
- lusid/models/index_model_options.py +80 -172
- lusid/models/index_projection_dependency.py +80 -275
- lusid/models/industry_classifier.py +60 -172
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- lusid/utilities/lusid_retry.py +0 -47
- lusid_sdk-1.1.131.dist-info/METADATA +0 -21
- lusid_sdk-1.1.131.dist-info/RECORD +0 -866
- lusid_sdk-1.1.131.dist-info/top_level.txt +0 -1
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FINBOURNE Technology # noqa: E501
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The version of the OpenAPI document: 1.1.131
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Contact: info@finbourne.com
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Generated by
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Generated by OpenAPI Generator (https://openapi-generator.tech)
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Do not edit the class manually.
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"""
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from inspect import getfullargspec
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from inspect import getargspec as getfullargspec
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from __future__ import annotations
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import pprint
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import re # noqa: F401
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import
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from lusid.configuration import Configuration
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import json
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from datetime import datetime
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from typing import Any, Dict, Optional
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from pydantic import BaseModel, Field, StrictStr, constr, validator
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class MarketDataKeyRule(
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"""NOTE: This class is auto generated by OpenAPI Generator.
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Ref: https://openapi-generator.tech
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class MarketDataKeyRule(BaseModel):
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openapi_types (dict): The key is attribute name
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attribute_map (dict): The key is attribute name
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required_map (dict): The key is attribute name
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and the value is whether it is 'required' or 'optional'.
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When performing analytics, instruments and models have dependencies on market data. A market data key rule essentially tells lusid to \"resolve dependencies matching the pattern 'X' using data of the form 'Y'\". The parameter 'X' is defined by the key of the key rule, and might specify \"all USD rates curves\" or \"all RIC-based prices\". The parameter 'Y' is defined by the remaining fields of the key rule, and allows the user to configure things such as where to look for data, what sort of data should be looked for (e.g. bid/mid/ask), and how old the data is allowed to be. # noqa: E501
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"""Sets the key of this MarketDataKeyRule.
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A dot-separated string that defines a pattern for matching market data dependencies. The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info. Quote lookup: \"Quote.{CodeType}.*\" e.g. \"Quote.RIC.*\" refers to 'any RIC quote' Fx rates: \"Fx.CurrencyPair.*\", which refers to 'any FX rate' Discounting curves: \"Rates.{Currency}.{Currency}OIS e.g. \"Rates.USD.USDOIS\" refers to the OIS USD discounting curve For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character '*'. e.g. \"Rates.*.*\" matches any dependency on a discounting curve. # noqa: E501
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:param key: The key of this MarketDataKeyRule. # noqa: E501
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:type key: str
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"""
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raise ValueError("Invalid value for `key`, must not be `None`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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key is not None and len(key) > 128):
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raise ValueError("Invalid value for `key`, length must be less than or equal to `128`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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key is not None and len(key) < 0):
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raise ValueError("Invalid value for `key`, length must be greater than or equal to `0`") # noqa: E501
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self._key = key
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@property
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def supplier(self):
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"""Gets the supplier of this MarketDataKeyRule. # noqa: E501
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The market data supplier (where the data comes from) # noqa: E501
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:return: The supplier of this MarketDataKeyRule. # noqa: E501
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:rtype: str
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"""
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return self._supplier
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@supplier.setter
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def supplier(self, supplier):
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"""Sets the supplier of this MarketDataKeyRule.
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The market data supplier (where the data comes from) # noqa: E501
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:param supplier: The supplier of this MarketDataKeyRule. # noqa: E501
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:type supplier: str
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"""
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if self.local_vars_configuration.client_side_validation and supplier is None: # noqa: E501
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raise ValueError("Invalid value for `supplier`, must not be `None`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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supplier is not None and len(supplier) > 32):
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raise ValueError("Invalid value for `supplier`, length must be less than or equal to `32`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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supplier is not None and len(supplier) < 0):
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raise ValueError("Invalid value for `supplier`, length must be greater than or equal to `0`") # noqa: E501
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self._supplier = supplier
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@property
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def data_scope(self):
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"""Gets the data_scope of this MarketDataKeyRule. # noqa: E501
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The scope in which the data should be found when using this rule. # noqa: E501
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:return: The data_scope of this MarketDataKeyRule. # noqa: E501
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:rtype: str
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"""
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return self._data_scope
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@data_scope.setter
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def data_scope(self, data_scope):
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"""Sets the data_scope of this MarketDataKeyRule.
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The scope in which the data should be found when using this rule. # noqa: E501
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:param data_scope: The data_scope of this MarketDataKeyRule. # noqa: E501
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:type data_scope: str
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"""
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raise ValueError("Invalid value for `data_scope`, must not be `None`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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data_scope is not None and len(data_scope) > 256):
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raise ValueError("Invalid value for `data_scope`, length must be less than or equal to `256`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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data_scope is not None and len(data_scope) < 1):
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raise ValueError("Invalid value for `data_scope`, length must be greater than or equal to `1`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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data_scope is not None and not re.search(r'^[a-zA-Z0-9\-_]+$', data_scope)): # noqa: E501
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raise ValueError(r"Invalid value for `data_scope`, must be a follow pattern or equal to `/^[a-zA-Z0-9\-_]+$/`") # noqa: E501
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self._data_scope = data_scope
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@property
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def quote_type(self):
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"""Gets the quote_type of this MarketDataKeyRule. # noqa: E501
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The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice # noqa: E501
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:return: The quote_type of this MarketDataKeyRule. # noqa: E501
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:rtype: str
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"""
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return self._quote_type
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@quote_type.setter
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def quote_type(self, quote_type):
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"""Sets the quote_type of this MarketDataKeyRule.
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The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice # noqa: E501
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:param quote_type: The quote_type of this MarketDataKeyRule. # noqa: E501
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:type quote_type: str
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"""
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if self.local_vars_configuration.client_side_validation and quote_type is None: # noqa: E501
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raise ValueError("Invalid value for `quote_type`, must not be `None`") # noqa: E501
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allowed_values = ["Price", "Spread", "Rate", "LogNormalVol", "NormalVol", "ParSpread", "IsdaSpread", "Upfront", "Index", "Ratio", "Delta", "PoolFactor", "InflationAssumption", "DirtyPrice"] # noqa: E501
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if self.local_vars_configuration.client_side_validation and quote_type not in allowed_values: # noqa: E501
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raise ValueError(
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"Invalid value for `quote_type` ({0}), must be one of {1}" # noqa: E501
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.format(quote_type, allowed_values)
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)
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self._quote_type = quote_type
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@property
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def field(self):
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"""Gets the field of this MarketDataKeyRule. # noqa: E501
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The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc. When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here will be accepted as market data. When resolving data from an external supplier, the Field must be one of a defined set for the given supplier. Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data. # noqa: E501
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:return: The field of this MarketDataKeyRule. # noqa: E501
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:rtype: str
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"""
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return self._field
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@field.setter
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def field(self, field):
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"""Sets the field of this MarketDataKeyRule.
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The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc. When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here will be accepted as market data. When resolving data from an external supplier, the Field must be one of a defined set for the given supplier. Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data. # noqa: E501
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:param field: The field of this MarketDataKeyRule. # noqa: E501
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:type field: str
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"""
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if (self.local_vars_configuration.client_side_validation and
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field is not None and len(field) > 32):
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raise ValueError("Invalid value for `field`, length must be less than or equal to `32`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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field is not None and len(field) < 0):
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raise ValueError("Invalid value for `field`, length must be greater than or equal to `0`") # noqa: E501
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self._field = field
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@property
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def quote_interval(self):
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"""Gets the quote_interval of this MarketDataKeyRule. # noqa: E501
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Shorthand for the time interval used to select market data. This must be a dot-separated string nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), Bd(business day), W(eek), M(onth) or Y(ear). Business days are calculated using the calendars specified on the Valuation Request. If no calendar is provided in the request, then it will default to only skipping weekends. For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\", looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window. # noqa: E501
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:return: The quote_interval of this MarketDataKeyRule. # noqa: E501
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:rtype: str
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"""
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return self._quote_interval
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@quote_interval.setter
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def quote_interval(self, quote_interval):
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"""Sets the quote_interval of this MarketDataKeyRule.
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Shorthand for the time interval used to select market data. This must be a dot-separated string nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), Bd(business day), W(eek), M(onth) or Y(ear). Business days are calculated using the calendars specified on the Valuation Request. If no calendar is provided in the request, then it will default to only skipping weekends. For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\", looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window. # noqa: E501
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:param quote_interval: The quote_interval of this MarketDataKeyRule. # noqa: E501
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:type quote_interval: str
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"""
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if (self.local_vars_configuration.client_side_validation and
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quote_interval is not None and len(quote_interval) > 16):
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raise ValueError("Invalid value for `quote_interval`, length must be less than or equal to `16`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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quote_interval is not None and len(quote_interval) < 0):
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raise ValueError("Invalid value for `quote_interval`, length must be greater than or equal to `0`") # noqa: E501
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self._quote_interval = quote_interval
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@property
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def as_at(self):
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"""Gets the as_at of this MarketDataKeyRule. # noqa: E501
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The AsAt predicate specification. # noqa: E501
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:return: The as_at of this MarketDataKeyRule. # noqa: E501
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:rtype: datetime
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"""
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return self._as_at
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@as_at.setter
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def as_at(self, as_at):
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"""Sets the as_at of this MarketDataKeyRule.
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The AsAt predicate specification. # noqa: E501
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:param as_at: The as_at of this MarketDataKeyRule. # noqa: E501
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:type as_at: datetime
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"""
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self._as_at = as_at
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@property
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def price_source(self):
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"""Gets the price_source of this MarketDataKeyRule. # noqa: E501
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The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote # noqa: E501
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:return: The price_source of this MarketDataKeyRule. # noqa: E501
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:rtype: str
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"""
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return self._price_source
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@price_source.setter
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def price_source(self, price_source):
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"""Sets the price_source of this MarketDataKeyRule.
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The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote # noqa: E501
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:param price_source: The price_source of this MarketDataKeyRule. # noqa: E501
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:type price_source: str
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"""
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if (self.local_vars_configuration.client_side_validation and
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price_source is not None and len(price_source) > 256):
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raise ValueError("Invalid value for `price_source`, length must be less than or equal to `256`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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price_source is not None and len(price_source) < 0):
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raise ValueError("Invalid value for `price_source`, length must be greater than or equal to `0`") # noqa: E501
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self._price_source = price_source
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@property
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def mask(self):
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"""Gets the mask of this MarketDataKeyRule. # noqa: E501
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-
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Allows for partial or complete override of the market asset resolved for a dependency Either a named override or a dot separated string (A.B.C.D.*). e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule. # noqa: E501
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-
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:return: The mask of this MarketDataKeyRule. # noqa: E501
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:rtype: str
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"""
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return self._mask
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@mask.setter
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def mask(self, mask):
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"""Sets the mask of this MarketDataKeyRule.
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-
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384
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Allows for partial or complete override of the market asset resolved for a dependency Either a named override or a dot separated string (A.B.C.D.*). e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule. # noqa: E501
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385
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-
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:param mask: The mask of this MarketDataKeyRule. # noqa: E501
|
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:type mask: str
|
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-
"""
|
389
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if (self.local_vars_configuration.client_side_validation and
|
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mask is not None and len(mask) > 256):
|
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raise ValueError("Invalid value for `mask`, length must be less than or equal to `256`") # noqa: E501
|
392
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if (self.local_vars_configuration.client_side_validation and
|
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mask is not None and len(mask) < 0):
|
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raise ValueError("Invalid value for `mask`, length must be greater than or equal to `0`") # noqa: E501
|
395
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-
|
396
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self._mask = mask
|
397
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-
|
398
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@property
|
399
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def source_system(self):
|
400
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"""Gets the source_system of this MarketDataKeyRule. # noqa: E501
|
401
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-
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402
|
-
If set, this parameter will seek an external source of market data. Optional and, if omitted, will default to \"Lusid\". This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store. This can be set to \"MarketDataOverrides\" if Supplier is set to \"Client\". # noqa: E501
|
403
|
-
|
404
|
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:return: The source_system of this MarketDataKeyRule. # noqa: E501
|
405
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:rtype: str
|
406
|
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"""
|
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|
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return self._source_system
|
408
|
-
|
409
|
-
@source_system.setter
|
410
|
-
def source_system(self, source_system):
|
411
|
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"""Sets the source_system of this MarketDataKeyRule.
|
412
|
-
|
413
|
-
If set, this parameter will seek an external source of market data. Optional and, if omitted, will default to \"Lusid\". This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store. This can be set to \"MarketDataOverrides\" if Supplier is set to \"Client\". # noqa: E501
|
414
|
-
|
415
|
-
:param source_system: The source_system of this MarketDataKeyRule. # noqa: E501
|
416
|
-
:type source_system: str
|
417
|
-
"""
|
418
|
-
if (self.local_vars_configuration.client_side_validation and
|
419
|
-
source_system is not None and len(source_system) > 256):
|
420
|
-
raise ValueError("Invalid value for `source_system`, length must be less than or equal to `256`") # noqa: E501
|
421
|
-
if (self.local_vars_configuration.client_side_validation and
|
422
|
-
source_system is not None and len(source_system) < 0):
|
423
|
-
raise ValueError("Invalid value for `source_system`, length must be greater than or equal to `0`") # noqa: E501
|
424
|
-
|
425
|
-
self._source_system = source_system
|
426
|
-
|
427
|
-
def to_dict(self, serialize=False):
|
428
|
-
"""Returns the model properties as a dict"""
|
429
|
-
result = {}
|
430
|
-
|
431
|
-
def convert(x):
|
432
|
-
if hasattr(x, "to_dict"):
|
433
|
-
args = getfullargspec(x.to_dict).args
|
434
|
-
if len(args) == 1:
|
435
|
-
return x.to_dict()
|
436
|
-
else:
|
437
|
-
return x.to_dict(serialize)
|
438
|
-
else:
|
439
|
-
return x
|
440
|
-
|
441
|
-
for attr, _ in six.iteritems(self.openapi_types):
|
442
|
-
value = getattr(self, attr)
|
443
|
-
attr = self.attribute_map.get(attr, attr) if serialize else attr
|
444
|
-
if isinstance(value, list):
|
445
|
-
result[attr] = list(map(
|
446
|
-
lambda x: convert(x),
|
447
|
-
value
|
448
|
-
))
|
449
|
-
elif isinstance(value, dict):
|
450
|
-
result[attr] = dict(map(
|
451
|
-
lambda item: (item[0], convert(item[1])),
|
452
|
-
value.items()
|
453
|
-
))
|
454
|
-
else:
|
455
|
-
result[attr] = convert(value)
|
456
|
-
|
457
|
-
return result
|
458
|
-
|
459
|
-
def to_str(self):
|
460
|
-
"""Returns the string representation of the model"""
|
461
|
-
return pprint.pformat(self.to_dict())
|
462
|
-
|
463
|
-
def __repr__(self):
|
464
|
-
"""For `print` and `pprint`"""
|
465
|
-
return self.to_str()
|
466
|
-
|
467
|
-
def __eq__(self, other):
|
468
|
-
"""Returns true if both objects are equal"""
|
469
|
-
if not isinstance(other, MarketDataKeyRule):
|
470
|
-
return False
|
471
|
-
|
472
|
-
return self.to_dict() == other.to_dict()
|
473
|
-
|
474
|
-
def __ne__(self, other):
|
475
|
-
"""Returns true if both objects are not equal"""
|
476
|
-
if not isinstance(other, MarketDataKeyRule):
|
477
|
-
return True
|
478
|
-
|
479
|
-
return self.to_dict() != other.to_dict()
|
28
|
+
key: constr(strict=True, max_length=128, min_length=0) = Field(..., description="A dot-separated string that defines a pattern for matching market data dependencies. The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info. Quote lookup: \"Quote.{CodeType}.*\" e.g. \"Quote.RIC.*\" refers to 'any RIC quote' Fx rates: \"Fx.CurrencyPair.*\", which refers to 'any FX rate' Discounting curves: \"Rates.{Currency}.{Currency}OIS e.g. \"Rates.USD.USDOIS\" refers to the OIS USD discounting curve For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character '*'. e.g. \"Rates.*.*\" matches any dependency on a discounting curve.")
|
29
|
+
supplier: constr(strict=True, max_length=32, min_length=0) = Field(..., description="The market data supplier (where the data comes from)")
|
30
|
+
data_scope: constr(strict=True, max_length=256, min_length=1) = Field(..., alias="dataScope", description="The scope in which the data should be found when using this rule.")
|
31
|
+
quote_type: StrictStr = Field(..., alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice")
|
32
|
+
field: Optional[constr(strict=True, max_length=32, min_length=0)] = Field(None, description="The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc. When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here will be accepted as market data. When resolving data from an external supplier, the Field must be one of a defined set for the given supplier. Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data.")
|
33
|
+
quote_interval: Optional[constr(strict=True, max_length=16, min_length=0)] = Field(None, alias="quoteInterval", description="Shorthand for the time interval used to select market data. This must be a dot-separated string nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), Bd(business day), W(eek), M(onth) or Y(ear). Business days are calculated using the calendars specified on the Valuation Request. If no calendar is provided in the request, then it will default to only skipping weekends. For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\", looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window.")
|
34
|
+
as_at: Optional[datetime] = Field(None, alias="asAt", description="The AsAt predicate specification.")
|
35
|
+
price_source: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, alias="priceSource", description="The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote")
|
36
|
+
mask: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, description="Allows for partial or complete override of the market asset resolved for a dependency Either a named override or a dot separated string (A.B.C.D.*). e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.")
|
37
|
+
source_system: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, alias="sourceSystem", description="If set, this parameter will seek an external source of market data. Optional and, if omitted, will default to \"Lusid\". This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store. This can be set to \"MarketDataOverrides\" if Supplier is set to \"Client\".")
|
38
|
+
__properties = ["key", "supplier", "dataScope", "quoteType", "field", "quoteInterval", "asAt", "priceSource", "mask", "sourceSystem"]
|
39
|
+
|
40
|
+
@validator('data_scope')
|
41
|
+
def data_scope_validate_regular_expression(cls, value):
|
42
|
+
"""Validates the regular expression"""
|
43
|
+
if not re.match(r"^[a-zA-Z0-9\-_]+$", value):
|
44
|
+
raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-_]+$/")
|
45
|
+
return value
|
46
|
+
|
47
|
+
@validator('quote_type')
|
48
|
+
def quote_type_validate_enum(cls, value):
|
49
|
+
"""Validates the enum"""
|
50
|
+
if value not in ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice'):
|
51
|
+
raise ValueError("must be one of enum values ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice')")
|
52
|
+
return value
|
53
|
+
|
54
|
+
class Config:
|
55
|
+
"""Pydantic configuration"""
|
56
|
+
allow_population_by_field_name = True
|
57
|
+
validate_assignment = True
|
58
|
+
|
59
|
+
def to_str(self) -> str:
|
60
|
+
"""Returns the string representation of the model using alias"""
|
61
|
+
return pprint.pformat(self.dict(by_alias=True))
|
62
|
+
|
63
|
+
def to_json(self) -> str:
|
64
|
+
"""Returns the JSON representation of the model using alias"""
|
65
|
+
return json.dumps(self.to_dict())
|
66
|
+
|
67
|
+
@classmethod
|
68
|
+
def from_json(cls, json_str: str) -> MarketDataKeyRule:
|
69
|
+
"""Create an instance of MarketDataKeyRule from a JSON string"""
|
70
|
+
return cls.from_dict(json.loads(json_str))
|
71
|
+
|
72
|
+
def to_dict(self):
|
73
|
+
"""Returns the dictionary representation of the model using alias"""
|
74
|
+
_dict = self.dict(by_alias=True,
|
75
|
+
exclude={
|
76
|
+
},
|
77
|
+
exclude_none=True)
|
78
|
+
# set to None if field (nullable) is None
|
79
|
+
# and __fields_set__ contains the field
|
80
|
+
if self.field is None and "field" in self.__fields_set__:
|
81
|
+
_dict['field'] = None
|
82
|
+
|
83
|
+
# set to None if quote_interval (nullable) is None
|
84
|
+
# and __fields_set__ contains the field
|
85
|
+
if self.quote_interval is None and "quote_interval" in self.__fields_set__:
|
86
|
+
_dict['quoteInterval'] = None
|
87
|
+
|
88
|
+
# set to None if as_at (nullable) is None
|
89
|
+
# and __fields_set__ contains the field
|
90
|
+
if self.as_at is None and "as_at" in self.__fields_set__:
|
91
|
+
_dict['asAt'] = None
|
92
|
+
|
93
|
+
# set to None if price_source (nullable) is None
|
94
|
+
# and __fields_set__ contains the field
|
95
|
+
if self.price_source is None and "price_source" in self.__fields_set__:
|
96
|
+
_dict['priceSource'] = None
|
97
|
+
|
98
|
+
# set to None if mask (nullable) is None
|
99
|
+
# and __fields_set__ contains the field
|
100
|
+
if self.mask is None and "mask" in self.__fields_set__:
|
101
|
+
_dict['mask'] = None
|
102
|
+
|
103
|
+
# set to None if source_system (nullable) is None
|
104
|
+
# and __fields_set__ contains the field
|
105
|
+
if self.source_system is None and "source_system" in self.__fields_set__:
|
106
|
+
_dict['sourceSystem'] = None
|
107
|
+
|
108
|
+
return _dict
|
109
|
+
|
110
|
+
@classmethod
|
111
|
+
def from_dict(cls, obj: dict) -> MarketDataKeyRule:
|
112
|
+
"""Create an instance of MarketDataKeyRule from a dict"""
|
113
|
+
if obj is None:
|
114
|
+
return None
|
115
|
+
|
116
|
+
if not isinstance(obj, dict):
|
117
|
+
return MarketDataKeyRule.parse_obj(obj)
|
118
|
+
|
119
|
+
_obj = MarketDataKeyRule.parse_obj({
|
120
|
+
"key": obj.get("key"),
|
121
|
+
"supplier": obj.get("supplier"),
|
122
|
+
"data_scope": obj.get("dataScope"),
|
123
|
+
"quote_type": obj.get("quoteType"),
|
124
|
+
"field": obj.get("field"),
|
125
|
+
"quote_interval": obj.get("quoteInterval"),
|
126
|
+
"as_at": obj.get("asAt"),
|
127
|
+
"price_source": obj.get("priceSource"),
|
128
|
+
"mask": obj.get("mask"),
|
129
|
+
"source_system": obj.get("sourceSystem")
|
130
|
+
})
|
131
|
+
return _obj
|