Feature custom deserializer

gs_quant/base.py

@@ -32,7 +32,7 @@
 from gs_quant.context_base import ContextBase, ContextMeta
 from gs_quant.json_convertors import encode_date_or_str, decode_date_or_str, decode_optional_date, encode_datetime, \
     decode_datetime, decode_float_or_str, decode_instrument, encode_dictable, decode_quote_report, decode_quote_reports, \
-    decode_custom_comment, decode_custom_comments
+    decode_custom_comment, decode_custom_comments, decode_hedge_type, decode_hedge_types
 
 _logger = logging.getLogger(__name__)
 
@@ -584,6 +584,11 @@ class CustomComments(Base, ABC):
     pass
 
 
+@dataclass
+class HedgeTypes(Base):
+    pass
+
+
 def get_enum_value(enum_type: EnumMeta, value: Union[EnumBase, str]):
     if value in (None,):
         return None
@@ -622,6 +627,8 @@ def get_enum_value(enum_type: EnumMeta, value: Union[EnumBase, str]):
 global_config.decoders[Optional[Tuple[QuoteReport, ...]]] = decode_quote_reports
 global_config.decoders[CustomComments] = decode_custom_comment
 global_config.decoders[Optional[Tuple[CustomComments, ...]]] = decode_custom_comments
-
+global_config.decoders[Optional[HedgeTypes]] = decode_hedge_type
+global_config.decoders[HedgeTypes] = decode_hedge_type
+global_config.decoders[Optional[Tuple[HedgeTypes, ...]]] = decode_hedge_types
 global_config.encoders[Market] = encode_dictable
 global_config.encoders[Optional[Market]] = encode_dictable

gs_quant/json_convertors.py

@@ -166,5 +166,15 @@ def decode_custom_comments(value: Optional[Iterable[Dict]]):
     return custom_comments_from_dicts(value) if value else None
 
 
+def decode_hedge_type(value: Optional[dict]):
+    from gs_quant.quote_reports.core import hedge_type_from_dict
+    return hedge_type_from_dict(value) if value else None
+
+
+def decode_hedge_types(value: Optional[Iterable[Dict]]):
+    from gs_quant.quote_reports.core import hedge_type_from_dicts
+    return hedge_type_from_dicts(value) if value else None
+
+
 def encode_dictable(o):
     return o if o is None else o.to_dict()

gs_quant/quote_reports/core.py

@@ -17,7 +17,8 @@
 
 from dataclasses_json.cfg import _GlobalConfig
 
-from gs_quant.target.workflow_quote import VisualStructuringReport, BinaryImageComments, HyperLinkImageComments
+from gs_quant.target.workflow_quote import VisualStructuringReport, BinaryImageComments, HyperLinkImageComments, \
+    CustomDeltaHedge, DeltaHedge
 
 global_config = _GlobalConfig()
 
@@ -61,3 +62,25 @@ def custom_comments_from_dicts(in_dicts: Iterable[Dict[str, Any]]):
             comments.append(report)
         return comments
     return None
+
+
+def hedge_type_from_dict(hedge_type_dict: Dict[str, Any]):
+    if hedge_type_dict is not None:
+        type = hedge_type_dict.get('type')
+        if 'CustomDeltaHedge' == type:
+            hedge_type = CustomDeltaHedge.from_dict(hedge_type_dict)
+            return hedge_type
+        if 'DeltaHedge' == type:
+            hedge_type = DeltaHedge.from_dict(hedge_type_dict)
+            return hedge_type
+    return None
+
+
+def hedge_type_from_dicts(in_dicts: Iterable[Dict[str, Any]]):
+    if in_dicts is not None:
+        hedge_types = []
+        for in_dict in in_dicts:
+            hedge_type = hedge_type_from_dict(in_dict)
+            hedge_types.append(hedge_type)
+        return hedge_types
+    return None

gs_quant/target/workflow_quote.py

@@ -65,12 +65,7 @@ class OverlayType(EnumBase, Enum):
     MacroEvents = 'MacroEvents'
     MicroEvents = 'MicroEvents'
     Gamma = 'Gamma'
-    _None = 'None'    
-
-
-@dataclass
-class HedgeTypes(Base):
-    pass
+    _None = 'None'
 
 
 @handle_camel_case_args