Chore: Make release 1.0.82

goldmansachs · Jun 11, 2024 · 5437102 · 5437102
1 parent 279075c
commit 5437102
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Showing 2 changed files with 37 additions and 12 deletions.
diff --git a/gs_quant/markets/position_set.py b/gs_quant/markets/position_set.py
@@ -28,7 +28,7 @@
 from gs_quant.api.gs.price import GsPriceApi
 from gs_quant.errors import MqValueError, MqRequestError
 from gs_quant.target.common import Position as CommonPosition, PositionPriceInput, PositionSet as CommonPositionSet, \
-    PositionTag, Currency, PositionSetWeightingStrategy
+    PositionTag, Currency, PositionSetWeightingStrategy, MarketDataFrequency
 from gs_quant.target.price import PriceParameters, PositionSetPriceInput
 from gs_quant.target.positions_v2_pricing import PositionsPricingParameters, PositionsRequest, PositionSetRequest, \
     PositionsPricingRequest
@@ -662,13 +662,18 @@ def price(self, currency: Optional[Currency] = Currency.USD,
         positions = self.__convert_positions_for_pricing(self.positions, weighting_strategy)
         price_parameters = PriceParameters(currency=currency,
                                            divisor=self.divisor,
-                                           asset_data_set_id='GSEOD',
+                                           frequency=MarketDataFrequency.End_Of_Day,
                                            target_notional=self.reference_notional,
                                            notional_type='Gross',
                                            pricing_date=self.date,
                                            price_regardless_of_assets_missing_prices=True,
                                            weighting_strategy=weighting_strategy,
                                            use_unadjusted_close_price=use_unadjusted_close_price)
+
+        if 'dataset' in kwargs:
+            price_parameters.asset_data_set_id = kwargs['dataset']
+            price_parameters.frequency = None
+
         for k, v in kwargs.items():
             price_parameters[k] = v
         results = GsPriceApi.price_positions(PositionSetPriceInput(positions=positions, parameters=price_parameters))

diff --git a/gs_quant/target/workflow_quote.py b/gs_quant/target/workflow_quote.py
@@ -50,6 +50,14 @@ class ImgType(EnumBase, Enum):
     WEBP = 'WEBP'    
 
 
+class MarketRefOverrideType(EnumBase, Enum):    
+
+    """Market Ref Override Type Spot or Fwd"""
+
+    Spot = 'Spot'
+    Fwd = 'Fwd'    
+
+
 class OverlayType(EnumBase, Enum):    
 
     """Type"""
@@ -92,16 +100,6 @@ class HyperLinkImageComments(CustomComments):
     name: Optional[str] = field(default=None, metadata=name_metadata)
 
 
-@handle_camel_case_args
-@dataclass_json(letter_case=LetterCase.CAMEL)
-@dataclass(unsafe_hash=True, repr=False)
-class MarketDataParameters(Base):
-    max_history: Optional[datetime.date] = field(default=None, metadata=field_metadata)
-    timestamp: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
-    spot_ref: Optional[float] = field(default=None, metadata=field_metadata)
-    name: Optional[str] = field(default=None, metadata=name_metadata)
-
-
 @handle_camel_case_args
 @dataclass_json(letter_case=LetterCase.CAMEL)
 @dataclass(unsafe_hash=True, repr=False)
@@ -159,6 +157,17 @@ class DeltaHedge(HedgeTypes):
     name: Optional[str] = field(default=None, metadata=name_metadata)
 
 
+@handle_camel_case_args
+@dataclass_json(letter_case=LetterCase.CAMEL)
+@dataclass(unsafe_hash=True, repr=False)
+class MarketRefOverride(Base):
+    asset: Optional[str] = field(default=None, metadata=field_metadata)
+    value: Optional[float] = field(default=None, metadata=field_metadata)
+    mkt_ref_override_type: Optional[MarketRefOverrideType] = field(default=None, metadata=field_metadata)
+    ref_date: Optional[datetime.date] = field(default=None, metadata=field_metadata)
+    name: Optional[str] = field(default=None, metadata=name_metadata)
+
+
 @handle_camel_case_args
 @dataclass_json(letter_case=LetterCase.CAMEL)
 @dataclass(unsafe_hash=True, repr=False)
@@ -196,6 +205,17 @@ class WorkflowEntitlements(Base):
     name: Optional[str] = field(default=None, metadata=name_metadata)
 
 
+@handle_camel_case_args
+@dataclass_json(letter_case=LetterCase.CAMEL)
+@dataclass(unsafe_hash=True, repr=False)
+class MarketDataParameters(Base):
+    max_history: Optional[datetime.date] = field(default=None, metadata=field_metadata)
+    timestamp: Optional[datetime.datetime] = field(default=None, metadata=field_metadata)
+    spot_ref: Optional[float] = field(default=None, metadata=field_metadata)
+    mkt_ref_override: Optional[Tuple[MarketRefOverride, ...]] = field(default=None, metadata=field_metadata)
+    name: Optional[str] = field(default=None, metadata=name_metadata)
+
+
 @handle_camel_case_args
 @dataclass_json(letter_case=LetterCase.CAMEL)
 @dataclass(unsafe_hash=True, repr=False)