# coding: utf-8
"""
LUSID API
FINBOURNE Technology # noqa: E501
Contact: info@finbourne.com
Generated by OpenAPI Generator (https://openapi-generator.tech)
Do not edit the class manually.
"""
from __future__ import annotations
import pprint
import re # noqa: F401
import json
from typing import Any, Dict, List, Optional
from pydantic.v1 import BaseModel, Field, StrictStr, conlist, constr
from lusid.models.performance_returns_metric import PerformanceReturnsMetric
from lusid.models.resource_id import ResourceId
[docs]
class AggregatedReturnsRequest(BaseModel):
"""
The request used in the AggregatedReturns. # noqa: E501
"""
metrics: conlist(PerformanceReturnsMetric) = Field(..., description="A list of metrics to calculate in the AggregatedReturns.")
return_ids: Optional[conlist(ResourceId)] = Field(None, alias="returnIds", description="The Scope and code of the returns.")
recipe_id: Optional[ResourceId] = Field(None, alias="recipeId")
composite_method: Optional[StrictStr] = Field(None, alias="compositeMethod", description="The method used to calculate the Portfolio performance: Equal/Asset.")
period: Optional[StrictStr] = Field(None, description="The type of the returns used to calculate the aggregation result: Daily/Monthly.")
output_frequency: Optional[StrictStr] = Field(None, alias="outputFrequency", description="The type of calculated output: Daily/Weekly/Monthly/Quarterly/Half-Yearly/Yearly.")
alternative_inception_date: Optional[StrictStr] = Field(None, alias="alternativeInceptionDate", description="Optional - either a date, or the key for a portfolio property containing a date. If provided, the given date will override the inception date for this request.")
holiday_calendars: Optional[conlist(StrictStr)] = Field(None, alias="holidayCalendars", description="The holiday calendar(s) that should be used in determining the date schedule. Holiday calendar(s) are supplied by their codes, for example, 'CoppClark'. Note that when the calendars are not available (e.g. when the user has insufficient permissions), a recipe setting will be used to determine whether the whole batch should then fail or whether the calendar not being available should simply be ignored.")
currency: Optional[constr(strict=True, max_length=6000, min_length=0)] = Field(None, description="Optional - either a string or a property. If provided, the results will be converted to the specified currency")
run_mode: Optional[StrictStr] = Field(None, alias="runMode", description="The dates the AggregatedReturns output will be calculated: ReturnData/WeekDays/AllDays/MonthEnd. Defaults to ReturnData.")
__properties = ["metrics", "returnIds", "recipeId", "compositeMethod", "period", "outputFrequency", "alternativeInceptionDate", "holidayCalendars", "currency", "runMode"]
[docs]
class Config:
"""Pydantic configuration"""
allow_population_by_field_name = True
validate_assignment = True
[docs]
def to_str(self) -> str:
"""Returns the string representation of the model using alias"""
return pprint.pformat(self.dict(by_alias=True))
[docs]
def to_json(self) -> str:
"""Returns the JSON representation of the model using alias"""
return json.dumps(self.to_dict())
[docs]
@classmethod
def from_json(cls, json_str: str) -> AggregatedReturnsRequest:
"""Create an instance of AggregatedReturnsRequest from a JSON string"""
return cls.from_dict(json.loads(json_str))
[docs]
def to_dict(self):
"""Returns the dictionary representation of the model using alias"""
_dict = self.dict(by_alias=True,
exclude={
},
exclude_none=True)
# override the default output from pydantic by calling `to_dict()` of each item in metrics (list)
_items = []
if self.metrics:
for _item in self.metrics:
if _item:
_items.append(_item.to_dict())
_dict['metrics'] = _items
# override the default output from pydantic by calling `to_dict()` of each item in return_ids (list)
_items = []
if self.return_ids:
for _item in self.return_ids:
if _item:
_items.append(_item.to_dict())
_dict['returnIds'] = _items
# override the default output from pydantic by calling `to_dict()` of recipe_id
if self.recipe_id:
_dict['recipeId'] = self.recipe_id.to_dict()
# set to None if return_ids (nullable) is None
# and __fields_set__ contains the field
if self.return_ids is None and "return_ids" in self.__fields_set__:
_dict['returnIds'] = None
# set to None if composite_method (nullable) is None
# and __fields_set__ contains the field
if self.composite_method is None and "composite_method" in self.__fields_set__:
_dict['compositeMethod'] = None
# set to None if period (nullable) is None
# and __fields_set__ contains the field
if self.period is None and "period" in self.__fields_set__:
_dict['period'] = None
# set to None if output_frequency (nullable) is None
# and __fields_set__ contains the field
if self.output_frequency is None and "output_frequency" in self.__fields_set__:
_dict['outputFrequency'] = None
# set to None if alternative_inception_date (nullable) is None
# and __fields_set__ contains the field
if self.alternative_inception_date is None and "alternative_inception_date" in self.__fields_set__:
_dict['alternativeInceptionDate'] = None
# set to None if holiday_calendars (nullable) is None
# and __fields_set__ contains the field
if self.holiday_calendars is None and "holiday_calendars" in self.__fields_set__:
_dict['holidayCalendars'] = None
# set to None if currency (nullable) is None
# and __fields_set__ contains the field
if self.currency is None and "currency" in self.__fields_set__:
_dict['currency'] = None
# set to None if run_mode (nullable) is None
# and __fields_set__ contains the field
if self.run_mode is None and "run_mode" in self.__fields_set__:
_dict['runMode'] = None
return _dict
[docs]
@classmethod
def from_dict(cls, obj: dict) -> AggregatedReturnsRequest:
"""Create an instance of AggregatedReturnsRequest from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return AggregatedReturnsRequest.parse_obj(obj)
_obj = AggregatedReturnsRequest.parse_obj({
"metrics": [PerformanceReturnsMetric.from_dict(_item) for _item in obj.get("metrics")] if obj.get("metrics") is not None else None,
"return_ids": [ResourceId.from_dict(_item) for _item in obj.get("returnIds")] if obj.get("returnIds") is not None else None,
"recipe_id": ResourceId.from_dict(obj.get("recipeId")) if obj.get("recipeId") is not None else None,
"composite_method": obj.get("compositeMethod"),
"period": obj.get("period"),
"output_frequency": obj.get("outputFrequency"),
"alternative_inception_date": obj.get("alternativeInceptionDate"),
"holiday_calendars": obj.get("holidayCalendars"),
"currency": obj.get("currency"),
"run_mode": obj.get("runMode")
})
return _obj