Fix some code quality and bug-risk issues

.deepsource.toml

@@ -0,0 +1,15 @@
+version = 1
+
+test_patterns = ["*/test/**"]
+
+exclude_patterns = [
+    "*/data/**",
+    "*/examples/**"
+]
+
+[[analyzers]]
+name = "python"
+enabled = true
+
+  [analyzers.meta]
+  runtime_version = "3.x.x"

dco/Prajjwal Nijhara.dco

@@ -0,0 +1,9 @@
+1) I, Prajjwal Nijhara, certify that all work committed with the commit message 
+"covered by: Prajjwal Nijhara.dco" is my original work and I own the copyright 
+to this work. I agree to contribute this code under the Apache 2.0 license.
+
+2) I understand and agree all contribution including all personal 
+information I submit with it is maintained indefinitely and may be 
+redistributed consistent with the open source license(s) involved. 
+
+This certification is effective for all code contributed from 2020-04-28 to 9999-01-01.

gs_quant/api/fred/data.py

@@ -137,7 +137,7 @@ def construct_dataframe_with_types(self, dataset_id: str, data: pd.Series) -> pd
         :param data: Data to convert with correct types
         :return: Dataframe with correct types
         """
-        if len(data) and isinstance(data, pd.Series):
+        if data and isinstance(data, pd.Series):
             return data.to_frame()
         else:
             return pd.DataFrame({})

gs_quant/api/gs/content.py

@@ -47,7 +47,7 @@ def get_contents(
             tags: set = None,
             offset: int = 0,
             limit: int = 10,
-            order_by: dict = {'direction': OrderBy.DESC, 'field': 'createdTime'}
+            order_by: dict = None
     ) -> List[ContentResponse]:
         """
         Get contents for given parameters
@@ -69,6 +69,8 @@ def get_contents(
         >>> GsSession.use()
         >>> contents = GsContentApi.get_contents(channels=['G10'])
         """
+        if order_by is None:
+            order_by = {'direction': OrderBy.DESC, 'field': 'createdTime'}
 
         if limit and limit > 1000:
             raise ValueError('Limit is too large. Limit must be <= 1000.')

gs_quant/target/backtests.py

@@ -2552,9 +2552,11 @@ def __init__(
         trading_parameters: BacktestTradingParameters,
         index_initial_value: float,
         underliers: Tuple[BacktestStrategyUnderlier, ...] = None,
-        measures: Tuple[Union[FlowVolBacktestMeasure, str], ...] = ['ALL MEASURES'],
+        measures: Tuple[Union[FlowVolBacktestMeasure, str], ...] = None,
         name: str = None
-    ):        
+    ):
+        if measures is None:
+            measures = ['ALL MEASURES']
         super().__init__()
         self.index_initial_value = index_initial_value
         self.underliers = underliers

gs_quant/timeseries/measures.py

@@ -1321,6 +1321,15 @@ def vol_term(asset: Asset, strike_reference: VolReference, relative_strike: Real
         raise NotImplementedError('realtime forward term not implemented')  # TODO
 
     if asset.asset_class == AssetClass.FX:
+        if strike_reference in (VolReference.FORWARD, VolReference.SPOT) and relative_strike != 100:
+            raise MqValueError('relative strike must be 100 for Spot or Forward strike reference')
+        if strike_reference == VolReference.NORMALIZED:
+            raise MqValueError(f'strike reference {strike_reference} not supported for FX')
+        if strike_reference == VolReference.DELTA_NEUTRAL and relative_strike != 0:
+            raise MqValueError('relative_strike must be 0 for delta_neutral')
+
+        if strike_reference == VolReference.DELTA_PUT:
+            relative_strike *= -1
         sr_string, relative_strike = _preprocess_implied_vol_strikes_fx(strike_reference, relative_strike)
         asset_id = cross_stored_direction_for_fx_vol(asset)
         buffer = 1  # FX vol data is loaded later