# 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, conlist
from lusid.models.group_of_market_data_key_rules import GroupOfMarketDataKeyRules
from lusid.models.market_context_suppliers import MarketContextSuppliers
from lusid.models.market_data_key_rule import MarketDataKeyRule
from lusid.models.market_data_specific_rule import MarketDataSpecificRule
from lusid.models.market_options import MarketOptions
[docs]
class MarketContext(BaseModel):
"""
Market context node. This defines how LUSID processes parts of a request that require resolution of market data such as instrument prices or Fx rates. It controls where the data is loaded from and which sources take precedence. # noqa: E501
"""
market_rules: Optional[conlist(MarketDataKeyRule)] = Field(None, alias="marketRules", description="The set of rules that define how to resolve particular use cases. These can be relatively general or specific in nature. Nominally any number are possible and will be processed in order where applicable. However, there is evidently a potential for increased computational cost where many rules must be applied to resolve data. Ensuring that portfolios are structured in such a way as to reduce the number of rules required is therefore sensible.")
suppliers: Optional[MarketContextSuppliers] = None
options: Optional[MarketOptions] = None
specific_rules: Optional[conlist(MarketDataSpecificRule)] = Field(None, alias="specificRules", description="Extends market data key rules to be able to catch dependencies depending on where the dependency comes from, as opposed to what the dependency is asking for. Using two specific rules, one could instruct rates curves requested by bonds to be retrieved from a different scope than rates curves requested by swaps. WARNING: The use of specific rules impacts performance. Where possible, one should use MarketDataKeyRules only.")
grouped_market_rules: Optional[conlist(GroupOfMarketDataKeyRules)] = Field(None, alias="groupedMarketRules", description="The list of groups of rules that will be used in market data resolution. Rules given within a group will, if the group is being used to resolve data, all be applied with the results of those individual resolution attempts combined into a single result. The method for combining results is determined by the operation detailed in the GroupOfMarketDataKeyRules. Notes: - When resolving MarketData, MarketRules will be applied first followed by GroupedMarketRules if data could not be found using only the MarketRules provided. - GroupedMarketRules can only be used for resolving data from the QuoteStore. Caution: As every rule in a given group will be applied in resolution if the group is applied, groups are computationally expensive for market data resolution. Therefore, heuristically, rule groups should be kept as small as possible.")
__properties = ["marketRules", "suppliers", "options", "specificRules", "groupedMarketRules"]
[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) -> MarketContext:
"""Create an instance of MarketContext 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 market_rules (list)
_items = []
if self.market_rules:
for _item in self.market_rules:
if _item:
_items.append(_item.to_dict())
_dict['marketRules'] = _items
# override the default output from pydantic by calling `to_dict()` of suppliers
if self.suppliers:
_dict['suppliers'] = self.suppliers.to_dict()
# override the default output from pydantic by calling `to_dict()` of options
if self.options:
_dict['options'] = self.options.to_dict()
# override the default output from pydantic by calling `to_dict()` of each item in specific_rules (list)
_items = []
if self.specific_rules:
for _item in self.specific_rules:
if _item:
_items.append(_item.to_dict())
_dict['specificRules'] = _items
# override the default output from pydantic by calling `to_dict()` of each item in grouped_market_rules (list)
_items = []
if self.grouped_market_rules:
for _item in self.grouped_market_rules:
if _item:
_items.append(_item.to_dict())
_dict['groupedMarketRules'] = _items
# set to None if market_rules (nullable) is None
# and __fields_set__ contains the field
if self.market_rules is None and "market_rules" in self.__fields_set__:
_dict['marketRules'] = None
# set to None if suppliers (nullable) is None
# and __fields_set__ contains the field
if self.suppliers is None and "suppliers" in self.__fields_set__:
_dict['suppliers'] = None
# set to None if specific_rules (nullable) is None
# and __fields_set__ contains the field
if self.specific_rules is None and "specific_rules" in self.__fields_set__:
_dict['specificRules'] = None
# set to None if grouped_market_rules (nullable) is None
# and __fields_set__ contains the field
if self.grouped_market_rules is None and "grouped_market_rules" in self.__fields_set__:
_dict['groupedMarketRules'] = None
return _dict
[docs]
@classmethod
def from_dict(cls, obj: dict) -> MarketContext:
"""Create an instance of MarketContext from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return MarketContext.parse_obj(obj)
_obj = MarketContext.parse_obj({
"market_rules": [MarketDataKeyRule.from_dict(_item) for _item in obj.get("marketRules")] if obj.get("marketRules") is not None else None,
"suppliers": MarketContextSuppliers.from_dict(obj.get("suppliers")) if obj.get("suppliers") is not None else None,
"options": MarketOptions.from_dict(obj.get("options")) if obj.get("options") is not None else None,
"specific_rules": [MarketDataSpecificRule.from_dict(_item) for _item in obj.get("specificRules")] if obj.get("specificRules") is not None else None,
"grouped_market_rules": [GroupOfMarketDataKeyRules.from_dict(_item) for _item in obj.get("groupedMarketRules")] if obj.get("groupedMarketRules") is not None else None
})
return _obj