pushing rebalance mappings for review #769
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The first sentence is technically correct, but we also want to add in the business interpretation alongside it, probably before the technical details. The business side of this is that we want to set up a portfolio and a benchmark that can be used for performance tracking or rebalancing.
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...use-cases/rebalance-mapping/rebalance-mapping-configuration/rebalance_mappings_example.ipynb
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...les/use-cases/rebalance-mapping/rebalance-mapping-configuration/rebalance_mappings_module.py
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| recipe_code: str | ||
| rebalance_configuration_scope: str | ||
| rebalance_configuration_code: str | ||
| # rebalance_configuration_user_id: str |
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if you don't need this line, remove it
| "scope": self.configuration.rebalance_configuration_scope, | ||
| "code": self.configuration.rebalance_configuration_code | ||
| }, | ||
| # "rebalanceConfigurationUserId": self.configuration.rebalance_configuration_user_id, |
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if you don't need this line, delete it
| target_weights: list[RebalanceTargetWeight] | ||
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| @root_validator | ||
| def check_weights_sum_to_100(cls, values): |
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is this something that we need to enforce at this point? what happens if you call the API with weights that do not sum to 100? it might error but possibly that is something we want to allow because we don't do this sort of validation elsewhere in our sdks (unless i'm mistaken)
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From what I can see, the sum to 100 requirement is implemented in the fe. One can upload weights which do not sum to 100, but they visually error:
So I have implemented this validator in the python client to mirror this structure and hopefully prevent issues down the line.
I will try to run an incomplete mapping programatically to see if the api complains.
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Pull Request Checklist
developbranchDescription of the PR
Describe the code changes for the reviewers, explain the solution you have provided and how it fixes the issue
FIL need a notebook that shows how to create a portfolio, create a benchmark (reference portfolio - with weighted constituents), relate the two (relationships endpoint), define a mapping - all programatically, so that it works for a user in the UI afterwards. To fulfill this, I've built an api connector in python.