lusid-sdk 2.0.50b0__py3-none-any.whl → 2.0.470__py3-none-any.whl

lusid/models/upsert_translation_script_request.py

@@ -0,0 +1,75 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict
+from pydantic import BaseModel, Field, constr
+from lusid.models.translation_script_id import TranslationScriptId
+
+class UpsertTranslationScriptRequest(BaseModel):
+    """
+    UpsertTranslationScriptRequest
+    """
+    id: TranslationScriptId = Field(...)
+    body: constr(strict=True, max_length=500000, min_length=0) = Field(..., description="Body of the translation script, i.e. the actual translation code.")
+    __properties = ["id", "body"]
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def to_str(self) -> str:
+        """Returns the string representation of the model using alias"""
+        return pprint.pformat(self.dict(by_alias=True))
+
+    def to_json(self) -> str:
+        """Returns the JSON representation of the model using alias"""
+        return json.dumps(self.to_dict())
+
+    @classmethod
+    def from_json(cls, json_str: str) -> UpsertTranslationScriptRequest:
+        """Create an instance of UpsertTranslationScriptRequest from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of id
+        if self.id:
+            _dict['id'] = self.id.to_dict()
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> UpsertTranslationScriptRequest:
+        """Create an instance of UpsertTranslationScriptRequest from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return UpsertTranslationScriptRequest.parse_obj(obj)
+
+        _obj = UpsertTranslationScriptRequest.parse_obj({
+            "id": TranslationScriptId.from_dict(obj.get("id")) if obj.get("id") is not None else None,
+            "body": obj.get("body")
+        })
+        return _obj

lusid/models/valuation_schedule.py

@@ -28,10 +28,11 @@ class ValuationSchedule(BaseModel):
     effective_from: Optional[StrictStr] = Field(None, alias="effectiveFrom", description="If present, the EffectiveFrom and EffectiveAt dates are interpreted as a range of dates for which to perform a valuation.  In this case, valuation is calculated for the portfolio(s) for each business day in the given range.")
     effective_at: constr(strict=True, min_length=1) = Field(..., alias="effectiveAt", description="The market data time, i.e. the time to run the valuation request effective of.")
     tenor: Optional[constr(strict=True, max_length=16, min_length=0)] = Field(None, description="Tenor, e.g \"1D\", \"1M\" to be used in generating the date schedule when effectiveFrom and effectiveAt are both given and are not the same.")
-    roll_convention: Optional[constr(strict=True, max_length=50, min_length=0)] = Field(None, alias="rollConvention", description="When Tenor is given and is not equal to \"1D\", there may be cases where \"date + tenor\" land on non-business days around month end.  In that case, the RollConvention, e.g. modified following \"MF\" would be applied to determine the next GBD.")
+    roll_convention: Optional[constr(strict=True, max_length=50, min_length=0)] = Field(None, alias="rollConvention", description="When Tenor is given and is \"1M\" or longer, this specifies the rule which should be used to generate the date schedule.    For example, \"EndOfMonth\" to generate end of month dates, or \"1\" to specify the first day of the applicable month.")
     holiday_calendars: Optional[conlist(StrictStr)] = Field(None, alias="holidayCalendars", description="The holiday calendar(s) that should be used in determining the date schedule.  Holiday calendar(s) are supplied by their names, for example, \"CoppClark\".   Note that when the calendars are not available (e.g. when the user has insufficient permissions),   a recipe setting will be used to determine whether the whole batch should then fail or whether the calendar not being available should simply be ignored.")
     valuation_date_times: Optional[conlist(StrictStr)] = Field(None, alias="valuationDateTimes", description="If given, this is the exact set of dates on which to perform a valuation. This will replace/override all other specified values if given.")
-    __properties = ["effectiveFrom", "effectiveAt", "tenor", "rollConvention", "holidayCalendars", "valuationDateTimes"]
+    business_day_convention: Optional[constr(strict=True, max_length=50, min_length=0)] = Field(None, alias="businessDayConvention", description="When Tenor is given and is not equal to \"1D\", there may be cases where \"date + tenor\" land on non-business days around month end.  In that case, the BusinessDayConvention, e.g. modified following \"MF\" would be applied to determine the next GBD.")
+    __properties = ["effectiveFrom", "effectiveAt", "tenor", "rollConvention", "holidayCalendars", "valuationDateTimes", "businessDayConvention"]
 
     class Config:
         """Pydantic configuration"""
@@ -82,6 +83,11 @@ class ValuationSchedule(BaseModel):
         if self.valuation_date_times is None and "valuation_date_times" in self.__fields_set__:
             _dict['valuationDateTimes'] = None
 
+        # set to None if business_day_convention (nullable) is None
+        # and __fields_set__ contains the field
+        if self.business_day_convention is None and "business_day_convention" in self.__fields_set__:
+            _dict['businessDayConvention'] = None
+
         return _dict
 
     @classmethod
@@ -99,6 +105,7 @@ class ValuationSchedule(BaseModel):
             "tenor": obj.get("tenor"),
             "roll_convention": obj.get("rollConvention"),
             "holiday_calendars": obj.get("holidayCalendars"),
-            "valuation_date_times": obj.get("valuationDateTimes")
+            "valuation_date_times": obj.get("valuationDateTimes"),
+            "business_day_convention": obj.get("businessDayConvention")
         })
         return _obj

lusid/models/weighted_instrument.py

@@ -21,6 +21,7 @@ import json
 from typing import Any, Dict, Optional, Union
 from pydantic import BaseModel, Field, StrictFloat, StrictInt, constr
 from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.weighted_instrument_in_line_lookup_identifiers import WeightedInstrumentInLineLookupIdentifiers
 
 class WeightedInstrument(BaseModel):
     """
@@ -29,7 +30,8 @@ class WeightedInstrument(BaseModel):
     quantity: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The quantity of the instrument that is owned.")
     holding_identifier: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, alias="holdingIdentifier", description="Identifier for the instrument.  For a single, unique trade or transaction this can be thought of as equivalent to the transaction identifier, or  a composite of the sub-holding keys for a regular sub-holding. When there are multiple transactions sharing the same underlying instrument  such as purchase of shares on multiple dates where tax implications are different this would not be the case.    In an inlined aggregation request if this is wanted to identify a line item, it can be specified in the set of aggregation keys given on the aggregation  request that accompanies the set of weighted instruments.")
     instrument: Optional[LusidInstrument] = None
-    __properties = ["quantity", "holdingIdentifier", "instrument"]
+    in_line_lookup_identifiers: Optional[WeightedInstrumentInLineLookupIdentifiers] = Field(None, alias="inLineLookupIdentifiers")
+    __properties = ["quantity", "holdingIdentifier", "instrument", "inLineLookupIdentifiers"]
 
     class Config:
         """Pydantic configuration"""
@@ -58,11 +60,19 @@ class WeightedInstrument(BaseModel):
         # override the default output from pydantic by calling `to_dict()` of instrument
         if self.instrument:
             _dict['instrument'] = self.instrument.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of in_line_lookup_identifiers
+        if self.in_line_lookup_identifiers:
+            _dict['inLineLookupIdentifiers'] = self.in_line_lookup_identifiers.to_dict()
         # set to None if holding_identifier (nullable) is None
         # and __fields_set__ contains the field
         if self.holding_identifier is None and "holding_identifier" in self.__fields_set__:
             _dict['holdingIdentifier'] = None
 
+        # set to None if in_line_lookup_identifiers (nullable) is None
+        # and __fields_set__ contains the field
+        if self.in_line_lookup_identifiers is None and "in_line_lookup_identifiers" in self.__fields_set__:
+            _dict['inLineLookupIdentifiers'] = None
+
         return _dict
 
     @classmethod
@@ -77,6 +87,7 @@ class WeightedInstrument(BaseModel):
         _obj = WeightedInstrument.parse_obj({
             "quantity": obj.get("quantity"),
             "holding_identifier": obj.get("holdingIdentifier"),
-            "instrument": LusidInstrument.from_dict(obj.get("instrument")) if obj.get("instrument") is not None else None
+            "instrument": LusidInstrument.from_dict(obj.get("instrument")) if obj.get("instrument") is not None else None,
+            "in_line_lookup_identifiers": WeightedInstrumentInLineLookupIdentifiers.from_dict(obj.get("inLineLookupIdentifiers")) if obj.get("inLineLookupIdentifiers") is not None else None
         })
         return _obj

lusid/models/weighted_instrument_in_line_lookup_identifiers.py

@@ -0,0 +1,89 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict, Optional
+from pydantic import BaseModel, Field, StrictStr
+
+class WeightedInstrumentInLineLookupIdentifiers(BaseModel):
+    """
+    External market codes and identifiers for the equity, e.g. IBM.  Required for valuation via SimpleStatic (look-up pricing).  Valuation will not succeed without a matching quote.  # noqa: E501
+    """
+    lusid_instrument_id: Optional[StrictStr] = Field(None, alias="LusidInstrumentId")
+    isin: Optional[StrictStr] = Field(None, alias="Isin")
+    sedol: Optional[StrictStr] = Field(None, alias="Sedol")
+    cusip: Optional[StrictStr] = Field(None, alias="Cusip")
+    client_internal: Optional[StrictStr] = Field(None, alias="ClientInternal")
+    figi: Optional[StrictStr] = Field(None, alias="Figi")
+    ric: Optional[StrictStr] = Field(None, alias="RIC")
+    quote_perm_id: Optional[StrictStr] = Field(None, alias="QuotePermId")
+    red_code: Optional[StrictStr] = Field(None, alias="REDCode")
+    bbgid: Optional[StrictStr] = Field(None, alias="BBGId")
+    ice_code: Optional[StrictStr] = Field(None, alias="ICECode")
+    __properties = ["LusidInstrumentId", "Isin", "Sedol", "Cusip", "ClientInternal", "Figi", "RIC", "QuotePermId", "REDCode", "BBGId", "ICECode"]
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def to_str(self) -> str:
+        """Returns the string representation of the model using alias"""
+        return pprint.pformat(self.dict(by_alias=True))
+
+    def to_json(self) -> str:
+        """Returns the JSON representation of the model using alias"""
+        return json.dumps(self.to_dict())
+
+    @classmethod
+    def from_json(cls, json_str: str) -> WeightedInstrumentInLineLookupIdentifiers:
+        """Create an instance of WeightedInstrumentInLineLookupIdentifiers from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                          },
+                          exclude_none=True)
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> WeightedInstrumentInLineLookupIdentifiers:
+        """Create an instance of WeightedInstrumentInLineLookupIdentifiers from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return WeightedInstrumentInLineLookupIdentifiers.parse_obj(obj)
+
+        _obj = WeightedInstrumentInLineLookupIdentifiers.parse_obj({
+            "lusid_instrument_id": obj.get("LusidInstrumentId"),
+            "isin": obj.get("Isin"),
+            "sedol": obj.get("Sedol"),
+            "cusip": obj.get("Cusip"),
+            "client_internal": obj.get("ClientInternal"),
+            "figi": obj.get("Figi"),
+            "ric": obj.get("RIC"),
+            "quote_perm_id": obj.get("QuotePermId"),
+            "red_code": obj.get("REDCode"),
+            "bbgid": obj.get("BBGId"),
+            "ice_code": obj.get("ICECode")
+        })
+        return _obj

lusid/models/yield_curve_data.py

@@ -34,15 +34,15 @@ class YieldCurveData(ComplexMarketData):
     quotes: conlist(MarketQuote) = Field(..., description="The market quotes corresponding to the the instruments used to define the curve")
     lineage: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.")
     market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
-    market_data_type: StrictStr = Field(..., alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData")
+    market_data_type: StrictStr = Field(..., alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface")
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "baseDate", "instruments", "quotes", "lineage", "marketDataOptions"]
 
     @validator('market_data_type')
     def market_data_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData'):
-            raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData')")
+        if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface'):
+            raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface')")
         return value
 
     class Config:

lusid/rest.py

@@ -159,7 +159,7 @@ class RESTClientObject:
             # Pass a `bytes` parameter directly in the body to support
             # other content types than Json when `body` argument is provided
             # in serialized form
-            elif isinstance(body, bytes):
+            elif isinstance(body, str) or isinstance(body, bytes):
                 args["data"] = body
             else:
                 # Cannot generate the request from given parameters