Chore: Make release 1.0.70

goldmansachs · Mar 27, 2024 · 312e082 · 312e082
1 parent 3f9bd37
commit 312e082
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Showing 9 changed files with 200 additions and 133 deletions.
diff --git a/gs_quant/api/gs/reports.py b/gs_quant/api/gs/reports.py
@@ -178,7 +178,6 @@ def get_factor_risk_report_results(cls,
     @classmethod
     def get_factor_risk_report_view(cls,
                                     risk_report_id: str,
-                                    view: str = None,
                                     factor: str = None,
                                     factor_category: str = None,
                                     currency: Currency = None,
@@ -188,26 +187,27 @@ def get_factor_risk_report_view(cls,
 
         query_string = urllib.parse.urlencode(
             dict(filter(lambda item: item[1] is not None,
-                        dict(view=view, factor=factor, factorCategory=factor_category,
+                        dict(factor=factor, factorCategory=factor_category,
                              currency=currency, startDate=start_date, endDate=end_date, unit=unit).items())))
 
-        url = f'/risk/factors/reports/{risk_report_id}/views?{query_string}'
-        return GsSession.current._get(url)
+        GsSession.current.api_version = "v2"
+        url = f'/factor/risk/{risk_report_id}/views?{query_string}'
+        response = GsSession.current._get(url)
+        GsSession.current.api_version = "v1"
+        return response
 
     @classmethod
     def get_factor_risk_report_table(cls,
                                      risk_report_id: str,
                                      mode: FactorRiskTableMode = None,
-                                     factors: List[str] = None,
-                                     factor_categories: List[str] = None,
                                      unit: str = None,
                                      currency: Currency = None,
                                      date: dt.date = None,
                                      start_date: dt.date = None,
-                                     end_date: dt.date = None,
-                                     order_by_column: str = None,
-                                     order_type: OrderType = None) -> dict:
-        url = f'/risk/factors/reports/{risk_report_id}/tables?'
+                                     end_date: dt.date = None) -> dict:
+
+        GsSession.current.api_version = "v2"
+        url = f'/factor/risk/{risk_report_id}/tables?'
         if mode is not None:
             url += f'&mode={mode.value}'
         if unit is not None:
@@ -220,17 +220,10 @@ def get_factor_risk_report_table(cls,
             url += f'&startDate={start_date.strftime("%Y-%m-%d")}'
         if end_date is not None:
             url += f'&endDate={end_date.strftime("%Y-%m-%d")}'
-        if factors is not None:
-            factors = map(urllib.parse.quote, factors)
-            url += f'&factor={"&factor=".join(factors)}'
-        if factor_categories is not None:
-            url += f'&factorCategory={"&factorCategory=".join(factor_categories)}'
-        if order_by_column is not None:
-            url += f'&orderByColumn={order_by_column}'
-        if order_type is not None:
-            url += f'&orderType={order_type}'
 
-        return GsSession.current._get(url)
+        response = GsSession.current._get(url)
+        GsSession.current.api_version = "v1"
+        return response
 
     @classmethod
     def get_brinson_attribution_results(cls,

diff --git a/gs_quant/documentation/10_one_delta/demos/02_Get Factor Attribution Data.ipynb b/gs_quant/documentation/10_one_delta/demos/02_Get Factor Attribution Data.ipynb
@@ -106,7 +106,6 @@
    "source": [
     "# Get Pnl By Type Table\n",
     "table_data = risk_report.get_view(\n",
-    "    mode=FactorRiskViewsMode.Attribution,\n",
     "    start_date=risk_report.latest_end_date - relativedelta(years=1),\n",
     "    end_date=risk_report.latest_end_date).get('factorCategoriesTable')\n",
     "\n",

diff --git a/gs_quant/documentation/10_one_delta/demos/03_Get Factor Risk Data.ipynb b/gs_quant/documentation/10_one_delta/demos/03_Get Factor Risk Data.ipynb
@@ -63,7 +63,6 @@
    "outputs": [],
    "source": [
     "risk_data = risk_report.get_view(\n",
-    "    mode=FactorRiskViewsMode.Risk,\n",
     "    start_date=risk_report.latest_end_date - relativedelta(years=1),\n",
     "    end_date=risk_report.latest_end_date)\n",
     "\n",
@@ -129,7 +128,7 @@
    "metadata": {
     "pycharm": {
      "name": "#%%\n"
-    }    
+    }
    },
    "outputs": [],
    "source": [
@@ -151,7 +150,7 @@
    "metadata": {
     "pycharm": {
      "name": "#%%\n"
-    }   
+    }
    },
    "outputs": [],
    "source": [
@@ -173,7 +172,7 @@
    "metadata": {
     "pycharm": {
      "name": "#%%\n"
-    }       
+    }
    },
    "outputs": [],
    "source": [
@@ -230,4 +229,4 @@
  },
  "nbformat": 4,
  "nbformat_minor": 1
-}
+}
diff --git a/gs_quant/documentation/10_one_delta/scripts/portfolios/Get Factor Attribution Data.ipynb b/gs_quant/documentation/10_one_delta/scripts/portfolios/Get Factor Attribution Data.ipynb
@@ -125,7 +125,6 @@
    "outputs": [],
    "source": [
     "attr_data = risk_report.get_view(\n",
-    "  mode=FactorRiskViewsMode.Attribution,\n",
     "  start_date=risk_report.earliest_start_date,\n",
     "  end_date=risk_report.latest_end_date,\n",
     "  unit=FactorRiskUnit.Notional\n",

diff --git a/gs_quant/documentation/10_one_delta/scripts/portfolios/Get Factor Risk Data.ipynb b/gs_quant/documentation/10_one_delta/scripts/portfolios/Get Factor Risk Data.ipynb
@@ -129,7 +129,6 @@
    "outputs": [],
    "source": [
     "category_table = risk_report.get_view(\n",
-    "  mode=FactorRiskViewsMode.Risk,\n",
     "  start_date=risk_report.latest_end_date,\n",
     "  end_date=risk_report.latest_end_date,\n",
     "  unit=FactorRiskUnit.Notional\n",
@@ -171,7 +170,6 @@
    "outputs": [],
    "source": [
     "factor_table = risk_report.get_view(\n",
-    "  mode=FactorRiskViewsMode.Risk,\n",
     "  factor_category='Style',\n",
     "  start_date=risk_report.latest_end_date,\n",
     "  end_date=risk_report.latest_end_date,\n",
@@ -241,7 +239,6 @@
    "outputs": [],
    "source": [
     "risk_data = risk_report.get_view(\n",
-    "  mode=FactorRiskViewsMode.Risk,\n",
     "  start_date=risk_report.earliest_start_date,\n",
     "  end_date=risk_report.latest_end_date,\n",
     "  unit=FactorRiskUnit.Notional\n",