# 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 List, Dict, Optional, Any, Union, TYPE_CHECKING
from typing_extensions import Annotated
from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
from datetime import datetime
from lusid.models.dependency_source_filter import DependencySourceFilter
[docs]
class MarketDataSpecificRule(BaseModel):
"""
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. For example, a market data rule might instruct all rates curves to be retrieved from a particular scope. This class gives the ability to set different behaviour depending on what is requesting the rates curve. 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. # noqa: E501
"""
key: StrictStr = Field(...,alias="key", description="The market data key pattern which this is a rule for. A dot separated string (A.B.C.D.*)")
supplier: StrictStr = Field(...,alias="supplier", description="The market data supplier (where the data comes from)")
data_scope: StrictStr = Field(...,alias="dataScope", description="The scope in which the data should be found when using this rule.")
quote_type: StrictStr = Field(...,alias="quoteType", description="Available values: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor.")
field: StrictStr = Field(...,alias="field", description="The conceptual qualification for the field, such as bid, mid, or ask. The field must be one of a defined set for the given supplier, in the same way as it is for the Quotes.QuoteSeriesId\"")
quote_interval: Optional[StrictStr] = Field(None,alias="quoteInterval", description="Shorthand for the time interval used to select market data. This must be a dot-separated string nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), W(eek), M(onth) or Y(ear).")
as_at: Optional[datetime] = Field(default=None, description="Deprecated field which no longer has any effect on market data resolution.", alias="asAt")
price_source: Optional[StrictStr] = Field(None,alias="priceSource", description="The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote")
mask: Optional[StrictStr] = Field(None,alias="mask", description="Allows for partial or complete override of the market asset resolved for a dependency Either a named override or a dot separated string (A.B.C.D.*). e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.")
dependency_source_filter: DependencySourceFilter = Field(alias="dependencySourceFilter")
source_system: Optional[StrictStr] = Field(None,alias="sourceSystem", description="Determines from where LUSID should attempt to find the data. Optional and, if omitted, will default to \"Lusid\". This means that data will be retrieved from the Quotes store and the ComplexMarketData store. These can be populated using the Quotes and ComplexMarketData endpoints.")
fall_through_on_access_denied: Optional[StrictBool] = Field(default=None, description="When a user attempts to use a rule to access data to which they are not entitled, the rule will fail to resolve any market data. By default, such an access denied failure will stop any further attempts to resolve market data. This is so that differently entitled users always receive the same market data from market data resolution, if they have sufficient entitlements to retrieve the required data. If set to true, then an access denied failure will not stop further market data resolution, and resolution will continue with the next specified MarketDataKeyRule. Optional, and defaults to false.", alias="fallThroughOnAccessDenied")
__properties = ["key", "supplier", "dataScope", "quoteType", "field", "quoteInterval", "asAt", "priceSource", "mask", "dependencySourceFilter", "sourceSystem", "fallThroughOnAccessDenied"]
[docs]
@validator('quote_type')
def quote_type_validate_enum(cls, value):
"""Validates the enum"""
# Finbourne have removed enum validation on all models, except for this use case:
# Workflow and notification application SDK use the property name 'type' as the discriminator on a number of classes.
# During instantiation, the value of 'type' is checked against the enum values,
# check it's a class that uses the 'type' property as a discriminator
# list of classes can be found by searching for 'actual_instance: Union[' in the generated code
if 'MarketDataSpecificRule' not in [
# For notification application classes
'AmazonSqsNotificationType',
'AmazonSqsNotificationTypeResponse',
'AmazonSqsPrincipalAuthNotificationType',
'AmazonSqsPrincipalAuthNotificationTypeResponse',
'AzureServiceBusTypeResponse',
'AzureServiceBusNotificationType',
'EmailNotificationType',
'EmailNotificationTypeResponse',
'SmsNotificationType',
'SmsNotificationTypeResponse',
'WebhookNotificationType',
'WebhookNotificationTypeResponse',
# For workflow application classes
'CreateChildTasksAction',
'RunWorkerAction',
'TriggerParentTaskAction',
'CreateChildTasksActionResponse',
'RunWorkerActionResponse',
'TriggerChildTasksAction',
'TriggerChildTasksActionResponse',
'TriggerParentTaskActionResponse',
'CreateNewTaskActivity',
'UpdateMatchingTasksActivity',
'CreateNewTaskActivityResponse',
'UpdateMatchingTasksActivityResponse',
'Fail',
'GroupReconciliation',
'HealthCheck',
'LuminesceView',
'SchedulerJob',
'Sleep',
'FailResponse',
'GroupReconciliationResponse',
'HealthCheckResponse',
'LuminesceViewResponse',
'SchedulerJobResponse',
'SleepResponse',
'Library',
'LibraryResponse',
'DayRegularity',
'RelativeMonthRegularity',
'SpecificMonthRegularity',
'WeekRegularity',
'YearRegularity',
'LusidEntityDataQualityCheck',
'LusidEntityDataQualityCheckResponse',
'TriggerChildTasksActionResponse']:
return value
# Only validate the 'type' property of the class
if "quote_type" != "type":
return value
if value not in ['Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice', 'PrincipalWriteOff', 'InterestDeferred', 'InterestShortfall', 'ConstituentWeightFactor']:
raise ValueError("must be one of enum values ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice', 'PrincipalWriteOff', 'InterestDeferred', 'InterestShortfall', 'ConstituentWeightFactor')")
return value
[docs]
class Config:
"""Pydantic configuration"""
allow_population_by_field_name = True
validate_assignment = True
def __str__(self):
"""For `print` and `pprint`"""
return pprint.pformat(self.dict(by_alias=False))
def __repr__(self):
"""For `print` and `pprint`"""
return self.to_str()
[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) -> MarketDataSpecificRule:
"""Create an instance of MarketDataSpecificRule 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 dependency_source_filter
if self.dependency_source_filter:
_dict['dependencySourceFilter'] = self.dependency_source_filter.to_dict()
# set to None if quote_interval (nullable) is None
# and __fields_set__ contains the field
if self.quote_interval is None and "quote_interval" in self.__fields_set__:
_dict['quoteInterval'] = None
# set to None if as_at (nullable) is None
# and __fields_set__ contains the field
if self.as_at is None and "as_at" in self.__fields_set__:
_dict['asAt'] = None
# set to None if price_source (nullable) is None
# and __fields_set__ contains the field
if self.price_source is None and "price_source" in self.__fields_set__:
_dict['priceSource'] = None
# set to None if mask (nullable) is None
# and __fields_set__ contains the field
if self.mask is None and "mask" in self.__fields_set__:
_dict['mask'] = None
# set to None if source_system (nullable) is None
# and __fields_set__ contains the field
if self.source_system is None and "source_system" in self.__fields_set__:
_dict['sourceSystem'] = None
return _dict
[docs]
@classmethod
def from_dict(cls, obj: dict) -> MarketDataSpecificRule:
"""Create an instance of MarketDataSpecificRule from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return MarketDataSpecificRule.parse_obj(obj)
_obj = MarketDataSpecificRule.parse_obj({
"key": obj.get("key"),
"supplier": obj.get("supplier"),
"data_scope": obj.get("dataScope"),
"quote_type": obj.get("quoteType"),
"field": obj.get("field"),
"quote_interval": obj.get("quoteInterval"),
"as_at": obj.get("asAt"),
"price_source": obj.get("priceSource"),
"mask": obj.get("mask"),
"dependency_source_filter": DependencySourceFilter.from_dict(obj.get("dependencySourceFilter")) if obj.get("dependencySourceFilter") is not None else None,
"source_system": obj.get("sourceSystem"),
"fall_through_on_access_denied": obj.get("fallThroughOnAccessDenied")
})
return _obj
MarketDataSpecificRule.update_forward_refs()