Chore: Make release 1.0.71

goldmansachs · Mar 28, 2024 · 8d099ed · 8d099ed
1 parent 312e082
commit 8d099ed
Show file tree

Hide file tree

Showing 2 changed files with 10 additions and 1 deletion.
diff --git a/gs_quant/api/gs/data.py b/gs_quant/api/gs/data.py
@@ -1113,7 +1113,7 @@ def get_field_types(cls, field_names: Union[str, List[str]]):
             for field in fields:
                 field_name = field.name
                 field_type = field.type_
-                field_format = field.parameters.get('format')
+                field_format = field.parameters.get('format') if field.parameters else None
                 field_types[field_name] = field_format or field_type
             return field_types
         return {}

diff --git a/gs_quant/markets/report.py b/gs_quant/markets/report.py
@@ -1149,6 +1149,15 @@ def get_factor_pnl(self,
             aum_df = format_aum_for_return_calculation(performance_report, start_date, end_date)
 
             total_data = [d for d in factor_data if d.get('factor') == 'Total']
+            # Total pnl must be retieved when using smoothening to calculate Pnl %
+            if len(total_data) == 0:
+                total_data = self.get_results(mode=mode,
+                                              factors=['Total'],
+                                              start_date=start_date,
+                                              end_date=end_date,
+                                              currency=currency,
+                                              return_format=ReturnFormat.JSON,
+                                              unit=FactorRiskUnit.Notional)
 
             smoothened_factor_data = {}
             for factor_name in factor_names: