Chore: Make release 1.4.66

Author: martinroberson

gs_quant/api/gs/assets.py

@@ -297,14 +297,16 @@ def get_many_assets_data(
             fields: IdList = None,
             as_of: dt.datetime = None,
             limit: int = None,
+            source: Optional[str] = None,
             **kwargs
     ) -> dict:
         span = Tracer.active_span()
         tracer = Tracer('GsAsset.get_many_assets_data') if span and span.is_recording() else nullcontext()
         with tracer as scope:
             cls._set_tags(scope, kwargs)
             query = cls.__create_query(fields, as_of, limit, **kwargs)
-            response = GsSession.current._post('/assets/data/query', payload=query)
+            request_headers = {'X-Application': 'Studio'} if source == "Basket" else None
+            response = GsSession.current._post('/assets/data/query', payload=query, request_headers=request_headers)
             return response['results']
 
     @classmethod
@@ -332,18 +334,20 @@ def get_many_assets_data_scroll(
             fields: IdList = None,
             as_of: dt.datetime = None,
             limit: int = None,
+            source: Optional[str] = None,
             **kwargs
     ) -> dict:
         span = Tracer.active_span()
         tracer = Tracer('GsAsset.get_many_assets_data_scroll') if span and span.is_recording() else nullcontext()
         with tracer as scope:
             cls._set_tags(scope, kwargs)
             query = cls.__create_query(fields, as_of, limit, scroll, **kwargs)
-            response = GsSession.current._post('/assets/data/query', payload=query)
+            request_headers = {'X-Application': 'Studio'} if source == "Basket" else None
+            response = GsSession.current._post('/assets/data/query', payload=query, request_headers=request_headers)
             results = get(response, 'results')
             while (has(response, 'scrollId') and len(get(response, 'results'))):
                 query = cls.__create_query(fields, as_of, limit, scroll, get(response, 'scrollId'), **kwargs)
-                response = GsSession.current._post('/assets/data/query', payload=query)
+                response = GsSession.current._post('/assets/data/query', payload=query, request_headers=request_headers)
                 results += get(response, 'results')
             return results
 

gs_quant/markets/baskets.py

@@ -531,6 +531,43 @@ def get_type(self) -> Optional[SecAssetType]:
         if self.__gs_asset_type:
             return SecAssetType[self.__gs_asset_type.name.upper()]
 
+    @_validate(ErrorMessage.UNINITIALIZED)
+    def get_latest_position_set(self,
+                                position_type: PositionType = PositionType.CLOSE,
+                                source: str = "Basket") -> PositionSet:
+        if self.positioned_entity_type == EntityType.ASSET:
+            response = GsAssetApi.get_latest_positions(self.id, position_type)
+            return PositionSet.from_target(response, source=source)
+        raise NotImplementedError
+
+    @_validate(ErrorMessage.UNINITIALIZED)
+    def get_position_set_for_date(self,
+                                  date: dt.date,
+                                  position_type: PositionType = PositionType.CLOSE,
+                                  source: str = "Basket") -> PositionSet:
+        if self.positioned_entity_type == EntityType.ASSET:
+            response = GsAssetApi.get_asset_positions_for_date(self.id, date, position_type)
+            if len(response) == 0:
+                _logger.info("No positions available for {}".format(date))
+                return PositionSet([], date=date)
+            return PositionSet.from_target(response[0], source=source)
+        raise NotImplementedError
+
+    @_validate(ErrorMessage.UNINITIALIZED)
+    def get_position_sets(self,
+                          start: dt.date = DateLimit.LOW_LIMIT.value,
+                          end: dt.date = dt.date.today(),
+                          position_type: PositionType = PositionType.CLOSE,
+                          source: str = "Basket") -> List[PositionSet]:
+        if self.positioned_entity_type == EntityType.ASSET:
+            response = GsAssetApi.get_asset_positions_for_dates(self.id, start, end, position_type)
+            if len(response) == 0:
+                _logger.info("No positions available in the date range {} - {}".format(start, end))
+                return []
+            return [PositionSet.from_target(position_set, source=source)
+                    for position_set in response]
+        raise NotImplementedError
+
     @_validate(ErrorMessage.UNINITIALIZED)
     def get_url(self) -> str:
         """

gs_quant/markets/indices_utils.py

@@ -499,7 +499,8 @@ def get_flagships_constituents(fields: List[str] = [],
     batch_size = 100
     for i in range(0, len(asset_ids), batch_size):
         batch = asset_ids[i:i + batch_size]
-        asset_data += GsAssetApi.get_many_assets_data_scroll(id=batch, fields=fields, limit=QUERY_LIMIT, scroll='1m')
+        asset_data += GsAssetApi.get_many_assets_data_scroll(id=batch, fields=fields, limit=QUERY_LIMIT,
+                                                             scroll='1m', source="Basket")
     asset_data_map = {get(asset, 'id'): asset for asset in asset_data}
 
     for row in constituents_data:

gs_quant/markets/position_set.py

@@ -871,11 +871,11 @@ def to_target(self, common: bool = True) -> Union[CommonPositionSet, List[Positi
         return CommonPositionSet(positions, self.date) if common else list(positions)
 
     @classmethod
-    def from_target(cls, position_set: CommonPositionSet):
+    def from_target(cls, position_set: CommonPositionSet, source: Optional[str] = None):
         """ Create PostionSet instance from PostionSet type defined in target file """
         positions = position_set.positions
         mqids = [position.asset_id for position in positions]
-        position_data = cls.__get_positions_data(mqids)
+        position_data = cls.__get_positions_data(mqids, source=source)
         converted_positions = []
         for p in positions:
             asset = get(position_data, p.asset_id)
@@ -1040,8 +1040,9 @@ def __resolve_identifiers(identifiers: List[str], date: dt.date, **kwargs) -> Li
         return [id_map, unmapped_assets]
 
     @staticmethod
-    def __get_positions_data(mqids: List[str]) -> Dict:
-        response = GsAssetApi.get_many_assets_data(id=mqids, fields=['id', 'name', 'bbid'])
+    def __get_positions_data(mqids: List[str], source: Optional[str] = None) -> Dict:
+        response = GsAssetApi.get_many_assets_data(id=mqids, fields=['id', 'name', 'bbid'],
+                                                   source=source)
         data = {}
         for asset in response:
             data[get(asset, 'id')] = dict(name=get(asset, 'name'), bbid=get(asset, 'bbid'))