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buildParams( prefix, obj, traditional, add ) { function addToPrefiltersOrTransports (line 9039) | function addToPrefiltersOrTransports( structure ) { function inspectPrefiltersOrTransports (line 9073) | function inspectPrefiltersOrTransports( structure, options, originalOpti... function ajaxExtend (line 9102) | function ajaxExtend( target, src ) { function ajaxHandleResponses (line 9122) | function ajaxHandleResponses( s, jqXHR, responses ) { function ajaxConvert (line 9180) | function ajaxConvert( s, response, jqXHR, isSuccess ) { function done (line 9696) | function done( status, nativeStatusText, responses, headers ) { FILE: docs/_build/html/_static/jquery.js function b (line 2) | function b(e,t,n){var r,i,o=(n=n||E).createElement("script");if(o.text=e... function w (line 2) | function w(e){return null==e?e+"":"object"==typeof e||"function"==typeof... function p (line 2) | function p(e){var t=!!e&&"length"in e&&e.length,n=w(e);return!m(e)&&!x(e... function se (line 2) | function 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e.getElementsByTagName&&e} function me (line 2) | function me(){} function xe (line 2) | function xe(e){for(var t=0,n=e.length,r="";t Dict: method get_default_params (line 355) | def get_default_params(self): method from_dict (line 363) | def from_dict(cls, obj: Dict, reference_list: List): FILE: gs_quant/analytics/core/processor_result.py class ProcessorResult (line 24) | class ProcessorResult: FILE: gs_quant/analytics/core/query_helpers.py function aggregate_queries (line 34) | def aggregate_queries(query_infos): function fetch_query (line 84) | def fetch_query(query_info: Dict): function build_query_string (line 112) | def build_query_string(dimensions): function valid_dimensions (line 125) | def valid_dimensions(query_dimensions: Tuple[str, Union[str, float, bool... FILE: gs_quant/analytics/datagrid/data_cell.py class DataCell (line 32) | class DataCell: method __init__ (line 37) | def __init__( method build_cell_graph (line 66) | def build_cell_graph( method update (line 82) | def update(self, result: ProcessorResult) -> None: FILE: gs_quant/analytics/datagrid/data_column.py class RenderType (line 24) | class RenderType: class HeatMapColorRange (line 34) | class HeatMapColorRange: method from_dict (line 44) | def from_dict(cls, dict_: dict): class MultiColumnGroup (line 50) | class MultiColumnGroup: method asdict (line 68) | def asdict(self): method from_dict (line 78) | def from_dict(cls, dict_: dict): class ColumnFormat (line 88) | class ColumnFormat: method __init__ (line 89) | def __init__( method as_dict (line 113) | def as_dict(self): method from_dict (line 129) | def from_dict(cls, obj: dict): class DataColumn (line 139) | class DataColumn: method __init__ (line 142) | def __init__( method as_dict (line 162) | def as_dict(self): method from_dict (line 175) | def from_dict(cls, obj: Dict, reference_list: List): FILE: gs_quant/analytics/datagrid/data_row.py class Override (line 38) | class Override(ABC): method __init__ (line 41) | def __init__(self, column_names: List[str]): method as_dict (line 49) | def as_dict(self) -> Dict: method from_dict (line 53) | def from_dict(cls, obj, reference_list): class ValueOverride (line 57) | class ValueOverride(Override): method __init__ (line 58) | def __init__(self, column_names: List[str], value: Union[float, str, b... method as_dict (line 68) | def as_dict(self): method from_dict (line 75) | def from_dict(cls, obj, ref): class DimensionsOverride (line 79) | class DimensionsOverride(Override): method __init__ (line 80) | def __init__( method as_dict (line 97) | def as_dict(self): method from_dict (line 107) | def from_dict(cls, obj, reference_list): class ProcessorOverride (line 123) | class ProcessorOverride(Override): method __init__ (line 124) | def __init__(self, column_names: List[str], processor: BaseProcessor): method as_dict (line 133) | def as_dict(self): method from_dict (line 145) | def from_dict(cls, obj, reference_list): class RowSeparator (line 152) | class RowSeparator: method __init__ (line 153) | def __init__(self, name: str): method as_dict (line 160) | def as_dict(self): method from_dict (line 164) | def from_dict(cls, obj): class DataRow (line 168) | class DataRow: method __init__ (line 171) | def __init__(self, entity: Entity, overrides: Optional[List[Override]]... method as_dict (line 180) | def as_dict(self): method from_dict (line 191) | def from_dict(cls, obj, reference_list): FILE: gs_quant/analytics/datagrid/datagrid.py class DataGrid (line 74) | class DataGrid: method __init__ (line 122) | def __init__( method get_id (line 163) | def get_id(self) -> Optional[str]: method initialize (line 167) | def initialize(self) -> None: method poll (line 236) | def poll(self) -> None: method save (line 245) | def save(self) -> str: method create (line 259) | def create(self): method delete (line 270) | def delete(self): method open (line 280) | def open(self): method polling_time (line 294) | def polling_time(self): method polling_time (line 298) | def polling_time(self, value): method _process_special_cells (line 305) | def _process_special_cells(self) -> None: method _resolve_rdates (line 334) | def _resolve_rdates(self, rule_cache: Dict = None): method _resolve_queries (line 363) | def _resolve_queries(self, availability_cache: Dict = None) -> None: method _fetch_queries (line 413) | def _fetch_queries(self): method aggregate_queries (line 452) | def aggregate_queries(query_infos): method _post_process (line 467) | def _post_process(self) -> pd.DataFrame: method __handle_sorts (line 496) | def __handle_sorts(self, df): method __handle_filters (line 510) | def __handle_filters(self, df) -> pd.DataFrame: method to_frame (line 580) | def to_frame(self) -> pd.DataFrame: method from_dict (line 592) | def from_dict(cls, obj, reference_list: Optional[List] = None): method as_dict (line 627) | def as_dict(self): method set_primary_column_index (line 652) | def set_primary_column_index(self, index: int): method set_sorts (line 660) | def set_sorts(self, sorts: List[DataGridSort]): method add_sort (line 668) | def add_sort(self, sort: DataGridSort, index: int = None): method set_filters (line 680) | def set_filters(self, filters: List[DataGridFilter]): method add_filter (line 688) | def add_filter(self, filter_: DataGridFilter, index: int = None): method __as_json (line 700) | def __as_json(self) -> str: function _get_overrides (line 704) | def _get_overrides( FILE: gs_quant/analytics/datagrid/serializers.py function row_from_dict (line 22) | def row_from_dict(row: Dict, reference_list: List): FILE: gs_quant/analytics/datagrid/utils.py function get_utc_now (line 23) | def get_utc_now() -> str: class SortType (line 27) | class SortType(str, Enum): class SortOrder (line 32) | class SortOrder(str, Enum): class FilterOperation (line 37) | class FilterOperation(str, Enum): class FilterCondition (line 50) | class FilterCondition(str, Enum): class DataGridSort (line 56) | class DataGridSort: method __post_init__ (line 61) | def __post_init__(self): method from_dict (line 66) | def from_dict(cls, dict_): class DataGridFilter (line 72) | class DataGridFilter: method __post_init__ (line 78) | def __post_init__(self): method from_dict (line 83) | def from_dict(cls, dict_): FILE: gs_quant/analytics/processors/analysis_processors.py class DiffProcessor (line 24) | class DiffProcessor(BaseProcessor): method __init__ (line 25) | def __init__( method process (line 55) | def process(self): method get_plot_expression (line 68) | def get_plot_expression(self): FILE: gs_quant/analytics/processors/econometrics_processors.py class VolatilityProcessor (line 42) | class VolatilityProcessor(BaseProcessor): method __init__ (line 43) | def __init__( method process (line 73) | def process(self): method get_plot_expression (line 86) | def get_plot_expression(self): class SharpeRatioProcessor (line 90) | class SharpeRatioProcessor(BaseProcessor): method __init__ (line 91) | def __init__( method get_excess_returns_query (line 125) | def get_excess_returns_query(self) -> DataQueryInfo: method process (line 135) | def process(self): method get_plot_expression (line 149) | def get_plot_expression(self): class CorrelationProcessor (line 153) | class CorrelationProcessor(BaseProcessor): method __init__ (line 154) | def __init__( method get_benchmark_coordinate (line 193) | def get_benchmark_coordinate(self) -> DataQueryInfo: method process (line 198) | def process(self): method get_plot_expression (line 212) | def get_plot_expression(self): class ChangeProcessor (line 216) | class ChangeProcessor(BaseProcessor): method __init__ (line 217) | def __init__( method process (line 239) | def process(self): method get_plot_expression (line 248) | def get_plot_expression(self): class ReturnsProcessor (line 252) | class ReturnsProcessor(BaseProcessor): method __init__ (line 253) | def __init__( method process (line 282) | def process(self): method get_plot_expression (line 298) | def get_plot_expression(self): class BetaProcessor (line 302) | class BetaProcessor(BaseProcessor): method __init__ (line 303) | def __init__( method process (line 337) | def process(self): method get_plot_expression (line 358) | def get_plot_expression(self): class FXImpliedCorrProcessor (line 362) | class FXImpliedCorrProcessor(MeasureProcessor): method __init__ (line 363) | def __init__( method process (line 392) | def process(self, cross1: Entity) -> ProcessorResult: method get_plot_expression (line 405) | def get_plot_expression(self): FILE: gs_quant/analytics/processors/scale_processors.py class SpotMarkerProcessor (line 25) | class SpotMarkerProcessor(BaseProcessor): method __init__ (line 26) | def __init__(self, a: BaseProcessor, *, name: str, shape: ScaleShape): method process (line 42) | def process(self): method get_plot_expression (line 56) | def get_plot_expression(self): class BarMarkerProcessor (line 60) | class BarMarkerProcessor(BaseProcessor): method __init__ (line 61) | def __init__(self, start: BaseProcessor, end: BaseProcessor, *, name: ... method process (line 76) | def process(self): method get_plot_expression (line 92) | def get_plot_expression(self): function validate_markers_data (line 99) | def validate_markers_data(result: Dict, marker_data: Dict) -> Tuple[bool... class ScaleProcessor (line 137) | class ScaleProcessor(BaseProcessor): method __init__ (line 138) | def __init__(self, minimum: BaseProcessor, maximum: BaseProcessor, *, ... method process (line 155) | def process(self): method get_plot_expression (line 177) | def get_plot_expression(self): FILE: gs_quant/analytics/processors/special_processors.py class EntityProcessor (line 28) | class EntityProcessor(BaseProcessor): method __init__ (line 29) | def __init__(self, field: str): method process (line 38) | def process(self, entity: Entity) -> ProcessorResult: method update (line 62) | def update(self, attribute: str, result: ProcessorResult) -> None: method get_plot_expression (line 66) | def get_plot_expression(self): class CoordinateProcessor (line 71) | class CoordinateProcessor(BaseProcessor): method __init__ (line 72) | def __init__(self, a: DataCoordinate, dimension: Union[DataDimension, ... method process (line 84) | def process(self): method update (line 93) | def update(self, attribute: str, result: ProcessorResult): method get_plot_expression (line 96) | def get_plot_expression(self): class MeasureProcessor (line 100) | class MeasureProcessor(BaseProcessor): method __init__ (line 101) | def __init__(self, **kwargs): method process (line 104) | def process(self, *args): method get_plot_expression (line 107) | def get_plot_expression(self): FILE: gs_quant/analytics/processors/statistics_processors.py class PercentilesProcessor (line 27) | class PercentilesProcessor(BaseProcessor): method __init__ (line 28) | def __init__( method process (line 56) | def process(self): method get_plot_expression (line 77) | def get_plot_expression(self): class PercentileProcessor (line 81) | class PercentileProcessor(BaseProcessor): method __init__ (line 82) | def __init__( method process (line 109) | def process(self): method get_plot_expression (line 128) | def get_plot_expression(self): class MeanProcessor (line 132) | class MeanProcessor(BaseProcessor): method __init__ (line 133) | def __init__( method process (line 166) | def process(self): method get_plot_expression (line 183) | def get_plot_expression(self): class SumProcessor (line 187) | class SumProcessor(BaseProcessor): method __init__ (line 188) | def __init__( method process (line 221) | def process(self): method get_plot_expression (line 238) | def get_plot_expression(self): class StdDevProcessor (line 242) | class StdDevProcessor(BaseProcessor): method __init__ (line 243) | def __init__( method process (line 275) | def process(self): method get_plot_expression (line 292) | def get_plot_expression(self): class VarianceProcessor (line 296) | class VarianceProcessor(BaseProcessor): method __init__ (line 297) | def __init__( method process (line 328) | def process(self): method get_plot_expression (line 345) | def get_plot_expression(self): class CovarianceProcessor (line 349) | class CovarianceProcessor(BaseProcessor): method __init__ (line 350) | def __init__( method process (line 384) | def process(self): method get_plot_expression (line 405) | def get_plot_expression(self): class ZscoresProcessor (line 409) | class ZscoresProcessor(BaseProcessor): method __init__ (line 410) | def __init__( method process (line 445) | def process(self): method get_plot_expression (line 458) | def get_plot_expression(self): class StdMoveProcessor (line 462) | class StdMoveProcessor(BaseProcessor): method __init__ (line 463) | def __init__( method process (line 488) | def process(self): method get_plot_expression (line 510) | def get_plot_expression(self): class CompoundGrowthRate (line 514) | class CompoundGrowthRate(BaseProcessor): method __init__ (line 515) | def __init__( method process (line 538) | def process(self): method get_plot_expression (line 552) | def get_plot_expression(self): FILE: gs_quant/analytics/processors/utility_processors.py class LastProcessor (line 25) | class LastProcessor(BaseProcessor): method __init__ (line 26) | def __init__( method process (line 48) | def process(self): method get_plot_expression (line 57) | def get_plot_expression(self): class MinProcessor (line 61) | class MinProcessor(BaseProcessor): method __init__ (line 62) | def __init__( method process (line 84) | def process(self): method get_plot_expression (line 97) | def get_plot_expression(self): class MaxProcessor (line 101) | class MaxProcessor(BaseProcessor): method __init__ (line 102) | def __init__( method process (line 124) | def process(self): method get_plot_expression (line 137) | def get_plot_expression(self): class AppendProcessor (line 141) | class AppendProcessor(BaseProcessor): method __init__ (line 142) | def __init__( method process (line 167) | def process(self): method get_plot_expression (line 181) | def get_plot_expression(self): class AdditionProcessor (line 185) | class AdditionProcessor(BaseProcessor): method __init__ (line 186) | def __init__( method process (line 215) | def process(self): method get_plot_expression (line 235) | def get_plot_expression(self): class SubtractionProcessor (line 239) | class SubtractionProcessor(BaseProcessor): method __init__ (line 240) | def __init__( method process (line 269) | def process(self): method get_plot_expression (line 289) | def get_plot_expression(self): class MultiplicationProcessor (line 293) | class MultiplicationProcessor(BaseProcessor): method __init__ (line 296) | def __init__( method process (line 325) | def process(self): method get_plot_expression (line 345) | def get_plot_expression(self): class DivisionProcessor (line 349) | class DivisionProcessor(BaseProcessor): method __init__ (line 350) | def __init__( method process (line 379) | def process(self): method get_plot_expression (line 399) | def get_plot_expression(self): class OneDayProcessor (line 403) | class OneDayProcessor(BaseProcessor): method __init__ (line 404) | def __init__(self, a: DataCoordinateOrProcessor, **kwargs): method process (line 408) | def process(self): method get_plot_expression (line 425) | def get_plot_expression(self): class NthLastProcessor (line 429) | class NthLastProcessor(BaseProcessor): method __init__ (line 430) | def __init__( method process (line 454) | def process(self): method get_plot_expression (line 467) | def get_plot_expression(self): FILE: gs_quant/analytics/workspaces/components.py class Selection (line 25) | class Selection: method __init__ (line 26) | def __init__(self, selector_id: str, tag: str): method selector_id (line 36) | def selector_id(self): method selector_id (line 40) | def selector_id(self, value): method tag (line 44) | def tag(self): method tag (line 48) | def tag(self, value): method as_dict (line 51) | def as_dict(self): method from_dict (line 55) | def from_dict(cls, obj): class LegendItem (line 59) | class LegendItem: method __init__ (line 60) | def __init__(self, color: str, icon: str, name: str, tooltip: str = No... method as_dict (line 73) | def as_dict(self): method from_dict (line 80) | def from_dict(cls, obj): class RelatedLinkType (line 84) | class RelatedLinkType(Enum): class RelatedLink (line 92) | class RelatedLink: method __init__ (line 93) | def __init__(self, type_: RelatedLinkType, name: str, link: str, descr... method as_dict (line 107) | def as_dict(self): method from_dict (line 114) | def from_dict(cls, obj): class PromoSize (line 120) | class PromoSize(Enum): class Component (line 125) | class Component(ABC): method __init__ (line 126) | def __init__( method id_ (line 143) | def id_(self): method id_ (line 147) | def id_(self, value): method width (line 151) | def width(self): method width (line 155) | def width(self, value): method height (line 159) | def height(self): method height (line 163) | def height(self, value): method selections (line 167) | def selections(self): method selections (line 171) | def selections(self, value): method container_ids (line 175) | def container_ids(self): method container_ids (line 179) | def container_ids(self, value): method as_dict (line 183) | def as_dict(self) -> Dict: method from_dict (line 193) | def from_dict(cls, obj, scale: int = None): class PlotComponent (line 211) | class PlotComponent(Component): method __init__ (line 212) | def __init__( method as_dict (line 236) | def as_dict(self) -> Dict: class DataVizComponent (line 244) | class DataVizComponent(Component): method __init__ (line 245) | def __init__(self, height: int, id_: str, *, width: int = None): method as_dict (line 255) | def as_dict(self) -> Dict: class DataGridComponent (line 259) | class DataGridComponent(Component): method __init__ (line 260) | def __init__( method as_dict (line 275) | def as_dict(self) -> Dict: class DataScreenerComponent (line 283) | class DataScreenerComponent(Component): method __init__ (line 284) | def __init__(self, height: int, id_: str, *, width: int = None, toolti... method as_dict (line 296) | def as_dict(self) -> Dict: class ArticleComponent (line 304) | class ArticleComponent(Component): method __init__ (line 305) | def __init__( method as_dict (line 332) | def as_dict(self) -> Dict: class CommentaryComponent (line 344) | class CommentaryComponent(Component): method __init__ (line 345) | def __init__( method as_dict (line 372) | def as_dict(self) -> Dict: class ContainerComponent (line 384) | class ContainerComponent(Component): method __init__ (line 385) | def __init__(self, id_: Optional[str] = None, *, width: int = None, co... method as_dict (line 396) | def as_dict(self) -> Dict: class SelectorComponent (line 404) | class SelectorComponent(Component): method __init__ (line 405) | def __init__( method as_dict (line 436) | def as_dict(self) -> Dict: method from_dict (line 455) | def from_dict(cls, obj, scale: int = None): class PromoComponent (line 470) | class PromoComponent(Component): method __init__ (line 471) | def __init__( method as_dict (line 504) | def as_dict(self) -> Dict: method from_dict (line 520) | def from_dict(cls, obj: Dict, scale: int = None): class SeparatorComponent (line 535) | class SeparatorComponent(Component): method __init__ (line 536) | def __init__( method as_dict (line 563) | def as_dict(self) -> Dict: class LegendComponent (line 575) | class LegendComponent(Component): method __init__ (line 576) | def __init__( method as_dict (line 603) | def as_dict(self) -> Dict: method from_dict (line 614) | def from_dict(cls, obj: Dict, scale: int = None): class MonitorComponent (line 629) | class MonitorComponent(Component): method __init__ (line 630) | def __init__( method as_dict (line 645) | def as_dict(self) -> Dict: class RelatedLinksComponent (line 653) | class RelatedLinksComponent(Component): method __init__ (line 654) | def __init__( method as_dict (line 678) | def as_dict(self) -> Dict: method from_dict (line 685) | def from_dict(cls, obj, scale: int = None): FILE: gs_quant/analytics/workspaces/workspace.py class WorkspaceCallToAction (line 44) | class WorkspaceCallToAction: method __init__ (line 45) | def __init__(self, actions: List[RelatedLink], text: str, name: str = ... method as_dict (line 56) | def as_dict(self): method from_dict (line 69) | def from_dict(cls, obj): class WorkspaceTab (line 79) | class WorkspaceTab: method __init__ (line 80) | def __init__(self, id_: str, name: str): method as_dict (line 89) | def as_dict(self): method from_dict (line 93) | def from_dict(cls, obj): class WorkspaceColumn (line 97) | class WorkspaceColumn: method __init__ (line 98) | def __init__(self, components: List[Union[Component, 'WorkspaceRow']],... method components (line 107) | def components(self): method components (line 111) | def components(self, value): method width (line 133) | def width(self): method width (line 137) | def width(self, value): method get_layout (line 140) | def get_layout(self, count): method _add_components (line 186) | def _add_components(self, components): class WorkspaceRow (line 194) | class WorkspaceRow: method __init__ (line 199) | def __init__(self, components: List[Union[Component, WorkspaceColumn]]): method components (line 207) | def components(self): method components (line 211) | def components(self, value): method get_layout (line 232) | def get_layout(self, count: int) -> Tuple[str, int]: method _add_components (line 294) | def _add_components(self, components): class Workspace (line 302) | class Workspace: method __init__ (line 310) | def __init__( method get_by_id (line 338) | def get_by_id(cls, workspace_id: str) -> 'Workspace': method get_by_alias (line 343) | def get_by_alias(cls, alias: str) -> 'Workspace': method save (line 349) | def save(self): method open (line 359) | def open(self): method create (line 369) | def create(self): method delete (line 373) | def delete(self): method delete_all (line 379) | def delete_all(self, include_tabs: bool = False): method name (line 394) | def name(self): method name (line 398) | def name(self, value): method alias (line 402) | def alias(self): method alias (line 406) | def alias(self, value): method rows (line 410) | def rows(self) -> List[WorkspaceRow]: method rows (line 414) | def rows(self, value: List[WorkspaceRow]): method entitlements (line 418) | def entitlements(self): method entitlements (line 422) | def entitlements(self, value): method description (line 426) | def description(self): method description (line 430) | def description(self, value): method disclaimer (line 434) | def disclaimer(self): method disclaimer (line 438) | def disclaimer(self, value): method maintainers (line 442) | def maintainers(self): method maintainers (line 446) | def maintainers(self, value): method tabs (line 450) | def tabs(self): method tabs (line 454) | def tabs(self, value): method selector_components (line 458) | def selector_components(self): method selector_components (line 462) | def selector_components(self, value): method call_to_action (line 466) | def call_to_action(self): method call_to_action (line 470) | def call_to_action(self, value): method tags (line 474) | def tags(self): method tags (line 478) | def tags(self, value): method id (line 482) | def id(self): method _parse (line 486) | def _parse(cls, layout: str, workspace_components: List[Dict]): method from_dict (line 524) | def from_dict(cls, obj): method as_dict (line 566) | def as_dict(self): method __delete_components (line 613) | def __delete_components(cls, components: List[Component]): function __get_layout (line 628) | def __get_layout(components, count): FILE: gs_quant/api/api_cache.py class CacheEvent (line 28) | class CacheEvent(Enum): class ApiRequestCache (line 33) | class ApiRequestCache(ABC): method get (line 34) | def get(self, session: GsSession, key: Any, **kwargs): method _get (line 41) | def _get(self, session: GsSession, key: Any, **kwargs): method record (line 44) | def record(self, session: GsSession, key: Any, method: CacheEvent, **k... method put (line 47) | def put(self, session: GsSession, key: Any, value, **kwargs): method _put (line 52) | def _put(self, session: GsSession, key: Any, value, **kwargs): class InMemoryApiRequestCache (line 56) | class InMemoryApiRequestCache(ApiRequestCache): method __init__ (line 57) | def __init__(self, max_size=1000, ttl_in_seconds=3600): method get_events (line 61) | def get_events(self) -> Tuple[Tuple[CacheEvent, Any], ...]: method clear_events (line 64) | def clear_events(self): method _make_str_key (line 67) | def _make_str_key(self, key: Any): method _get (line 76) | def _get(self, session: GsSession, key: Any, **kwargs): method record (line 79) | def record(self, session: GsSession, key: Any, method: CacheEvent, **k... method _put (line 82) | def _put(self, session: GsSession, key, value, **kwargs): FILE: gs_quant/api/api_session.py class ApiWithCustomSession (line 22) | class ApiWithCustomSession: method set_session_provider (line 26) | def set_session_provider(cls, session_supplier: Callable[[], GsSession]): method set_session (line 35) | def set_session(cls, session: GsSession): method get_session (line 44) | def get_session(cls) -> GsSession: FILE: gs_quant/api/data.py class DataApi (line 34) | class DataApi(ApiWithCustomSession, metaclass=ABCMeta): method query_data (line 36) | def query_data(cls, query: Union[DataQuery, FredQuery], dataset_id: st... method last_data (line 40) | def last_data(cls, query: DataQuery, dataset_id: str = None) -> Union[... method symbol_dimensions (line 44) | def symbol_dimensions(cls, dataset_id: str) -> tuple: method time_field (line 48) | def time_field(cls, dataset_id: str) -> str: method construct_dataframe_with_types (line 52) | def construct_dataframe_with_types( method build_query (line 58) | def build_query( FILE: gs_quant/api/fred/data.py class FredDataApi (line 43) | class FredDataApi(DataApi): method __init__ (line 48) | def __init__(self, api_key=None): method build_query (line 58) | def build_query( method query_data (line 86) | def query_data(self, query: FredQuery, dataset_id: str, asset_id_type:... method last_data (line 100) | def last_data(self, query: FredQuery, dataset_id: str) -> pd.Series: method __handle_response (line 114) | def __handle_response(response: str) -> pd.Series: method construct_dataframe_with_types (line 135) | def construct_dataframe_with_types( method symbol_dimensions (line 149) | def symbol_dimensions(self, dataset_id: str) -> tuple: method time_field (line 154) | def time_field(self, dataset_id: str) -> str: FILE: gs_quant/api/fred/fred_query.py class FredQuery (line 28) | class FredQuery: FILE: gs_quant/api/gs/assets.py class AssetCache (line 55) | class AssetCache: method __init__ (line 56) | def __init__(self, cache: ApiRequestCache, ttl: int, construct_key_fn:... method ttl (line 62) | def ttl(self): method cache (line 66) | def cache(self): method construct_key_fn (line 70) | def construct_key_fn(self): method construct_key (line 73) | def construct_key(self, session: GsSession, *args, **kwargs): function get_default_cache (line 77) | def get_default_cache() -> AssetCache: function _cached (line 92) | def _cached(fn): function _cached_async (line 124) | def _cached_async(fn): class GsIdType (line 156) | class GsIdType(Enum): class GsAsset (line 173) | class GsAsset(__Asset): class GsTemporalXRef (line 179) | class GsTemporalXRef(TemporalXRef): class GsAssetApi (line 183) | class GsAssetApi: method set_cache (line 189) | def set_cache(cls, cache: AssetCache): method get_cache (line 193) | def get_cache(cls) -> Optional[AssetCache]: method __create_query (line 197) | def __create_query( method _set_tags (line 226) | def _set_tags(scope, kwargs): method get_many_assets (line 239) | def get_many_assets( method get_many_assets_async (line 258) | async def get_many_assets_async( method get_many_assets_scroll (line 277) | def get_many_assets_scroll( method get_many_assets_data (line 302) | def get_many_assets_data( method get_many_assets_data_async (line 316) | async def get_many_assets_data_async( method get_many_assets_data_scroll (line 329) | def get_many_assets_data_scroll( method resolve_assets (line 358) | def resolve_assets( method get_many_asset_xrefs (line 371) | def get_many_asset_xrefs( method get_asset_xrefs (line 386) | def get_asset_xrefs(cls, asset_id: str) -> Tuple[GsTemporalXRef, ...]: method put_asset_xrefs (line 391) | def put_asset_xrefs(cls, asset_id: str, xrefs: List[TemporalXRef]): method get_asset (line 396) | def get_asset( method get_asset_async (line 404) | async def get_asset_async( method get_asset_by_name (line 411) | def get_asset_by_name(cls, name: str) -> GsAsset: method create_asset (line 423) | def create_asset(cls, asset: GsAsset) -> GsAsset: method delete_asset (line 427) | def delete_asset(cls, asset_id: str): method get_position_dates (line 431) | def get_position_dates(asset_id: str) -> Tuple[dt.date, ...]: method get_asset_positions_for_date (line 436) | def get_asset_positions_for_date( method get_asset_positions_for_dates (line 451) | def get_asset_positions_for_dates( method get_latest_positions (line 482) | def get_latest_positions(asset_id: str, position_type: PositionType = ... method get_or_create_asset_from_instrument (line 494) | def get_or_create_asset_from_instrument(instrument: Instrument) -> str: method get_instruments_for_asset_ids (line 506) | def get_instruments_for_asset_ids(asset_ids: Tuple[str, ...]) -> Tuple... method get_instruments_for_positions (line 514) | def get_instruments_for_positions(positions: Iterable[Position]) -> Tu... method get_asset_positions_data (line 546) | def get_asset_positions_data( method update_asset_entitlements (line 568) | def update_asset_entitlements(asset_id: str, entitlements: Entitlement... method get_reports (line 577) | def get_reports(cls, asset_id: str) -> Tuple[Report, ...]: method map_identifiers (line 582) | def map_identifiers( FILE: gs_quant/api/gs/backtests.py class GsBacktestApi (line 37) | class GsBacktestApi: method get_many_backtests (line 41) | def get_many_backtests( method get_backtest (line 55) | def get_backtest(cls, backtest_id: str) -> Backtest: method create_backtest (line 59) | def create_backtest(cls, backtest: Backtest) -> Backtest: method update_backtest (line 64) | def update_backtest(cls, backtest: Backtest): method delete_backtest (line 71) | def delete_backtest(cls, backtest_id: str) -> dict: method get_results (line 75) | def get_results(cls, backtest_id: str) -> Tuple[BacktestResult, ...]: method get_comparison_results (line 79) | def get_comparison_results( method schedule_backtest (line 111) | def schedule_backtest(cls, backtest_id: str) -> dict: method run_backtest (line 115) | def run_backtest( method backtest_result_from_response (line 134) | def backtest_result_from_response(cls, response: dict) -> BacktestResult: method calculate_position_risk (line 147) | def calculate_position_risk( method get_ref_data (line 156) | def get_ref_data(cls) -> BacktestRefData: method update_ref_data (line 160) | def update_ref_data(cls, backtest_ref_data: BacktestRefData): class GsBacktestApiAsync (line 167) | class GsBacktestApiAsync(GsBacktestApi): method calculate_position_risk (line 169) | async def calculate_position_risk( method run_backtest (line 179) | async def run_backtest( FILE: gs_quant/api/gs/backtests_xasset/apis.py class GsBacktestXassetApi (line 22) | class GsBacktestXassetApi: method calculate_risk (line 27) | def calculate_risk(cls, risk_request: RiskRequest) -> RiskResponse: method calculate_basic_backtest (line 35) | def calculate_basic_backtest( class GsBacktestXassetApiAsync (line 48) | class GsBacktestXassetApiAsync(GsBacktestXassetApi): method calculate_risk (line 50) | async def calculate_risk(cls, risk_request: RiskRequest) -> RiskResponse: method calculate_basic_backtest (line 58) | async def calculate_basic_backtest( FILE: gs_quant/api/gs/backtests_xasset/json_encoders/request_encoders.py function encode_request_object (line 25) | def encode_request_object(data: Any): function legs_decoder (line 34) | def legs_decoder(data: Any): function legs_encoder (line 52) | def legs_encoder(data: Iterable[Instrument]): function enum_decode (line 56) | def enum_decode(enum_class): FILE: gs_quant/api/gs/backtests_xasset/json_encoders/response_datatypes/generic_datatype_encoders.py function decode_inst (line 23) | def decode_inst(i: dict) -> Instrument: function decode_inst_tuple (line 27) | def decode_inst_tuple(t: tuple) -> Tuple[Instrument, ...]: function decode_daily_portfolio (line 31) | def decode_daily_portfolio(results: dict, decode_instruments: bool = Tru... FILE: gs_quant/api/gs/backtests_xasset/json_encoders/response_datatypes/risk_result_datatype_encoders.py function encode_series_result (line 22) | def encode_series_result(s: pd.Series) -> Dict: function encode_dataframe_result (line 26) | def encode_dataframe_result(df: pd.DataFrame) -> Dict: function _convert_list_to_dates (line 30) | def _convert_list_to_dates(lst: list): function decode_series_result (line 40) | def decode_series_result(s: dict) -> pd.Series: function decode_dataframe_result (line 44) | def decode_dataframe_result(s: dict) -> pd.DataFrame: FILE: gs_quant/api/gs/backtests_xasset/json_encoders/response_datatypes/risk_result_encoders.py function map_result_to_datatype (line 49) | def map_result_to_datatype(data: Any) -> Type[RiskResultWithData]: function decode_risk_result_with_data (line 65) | def decode_risk_result_with_data(r: dict) -> RiskResultWithData: function decode_risk_result (line 69) | def decode_risk_result(d: dict) -> RiskResults: FILE: gs_quant/api/gs/backtests_xasset/json_encoders/response_datatypes/test_backtest_datatypes_encoders.py function test_transaction_cost_config_encoding (line 30) | def test_transaction_cost_config_encoding(): FILE: gs_quant/api/gs/backtests_xasset/json_encoders/response_encoders.py function encode_response_obj (line 42) | def encode_response_obj(data: Any) -> Dict: function decode_leg_refs (line 52) | def decode_leg_refs(d: dict) -> Dict[str, PriceableImpl]: function decode_risk_measure_refs (line 56) | def decode_risk_measure_refs(d: dict) -> Dict[str, RiskMeasure]: function decode_result_tuple (line 60) | def decode_result_tuple(results: tuple): function decode_basic_bt_measure_dict (line 64) | def decode_basic_bt_measure_dict(results: dict) -> Dict[FlowVolBacktestM... function decode_basic_bt_transactions (line 71) | def decode_basic_bt_transactions( FILE: gs_quant/api/gs/backtests_xasset/request.py class RiskProviderEnum (line 41) | class RiskProviderEnum(EnumBase, Enum): class RiskRequest (line 49) | class RiskRequest: class BasicBacktestRequest (line 68) | class BasicBacktestRequest: class GenericBacktestRequest (line 83) | class GenericBacktestRequest: FILE: gs_quant/api/gs/backtests_xasset/response.py class RiskResponse (line 45) | class RiskResponse: class BasicBacktestResponse (line 53) | class BasicBacktestResponse: method from_dict_custom (line 66) | def from_dict_custom(cls, data: Any, decode_instruments: bool = True): class GenericBacktestResponse (line 81) | class GenericBacktestResponse: FILE: gs_quant/api/gs/backtests_xasset/response_datatypes/backtest_datatypes.py class TransactionCostModel (line 43) | class TransactionCostModel(Enum): class TransactionDirection (line 47) | class TransactionDirection(Enum): class RollDateMode (line 52) | class RollDateMode(Enum): method _missing_ (line 57) | def _missing_(cls, value): class TransactionCostScalingType (line 66) | class TransactionCostScalingType(Enum): class CostAggregationType (line 73) | class CostAggregationType(Enum): class HedgeRiskMeasure (line 79) | class HedgeRiskMeasure(Enum): class Transaction (line 85) | class Transaction: class TradeEvent (line 96) | class TradeEvent: function decode_trade_event_tuple_dict (line 102) | def decode_trade_event_tuple_dict(results: dict) -> Dict[dt.date, Tuple[... class AdditionalResults (line 108) | class AdditionalResults: method from_dict_custom (line 122) | def from_dict_custom(cls, data: Any, decode_instruments: bool = True): class DateConfig (line 136) | class DateConfig: class Trade (line 145) | class Trade: class Model (line 163) | class Model(AlgebraicType): method scaling_property (line 168) | def scaling_property(self): ... method set_scaling_property (line 170) | def set_scaling_property(self, value: float): method __add__ (line 173) | def __add__(self, other): method __sub__ (line 188) | def __sub__(self, other): method __mul__ (line 191) | def __mul__(self, other): method __div__ (line 194) | def __div__(self, other): class FixedCostModel (line 200) | class FixedCostModel(Model): method scaling_property (line 205) | def scaling_property(self): method __eq__ (line 208) | def __eq__(self, other): class ScaledCostModel (line 216) | class ScaledCostModel(Model): method scaling_property (line 222) | def scaling_property(self): method __eq__ (line 225) | def __eq__(self, other): function basic_tc_tuple_decoder (line 239) | def basic_tc_tuple_decoder(data: Optional[Tuple[dict, ...]]) -> Optional... class AggregateCostModel (line 247) | class AggregateCostModel(Model): method scaling_property (line 253) | def scaling_property(self): method set_scaling_property (line 256) | def set_scaling_property(self, value: float): method __add__ (line 259) | def __add__(self, other): method __eq__ (line 264) | def __eq__(self, other): function tcm_decoder (line 270) | def tcm_decoder(data: Optional[dict]) -> Optional[Union[FixedCostModel, ... class TradingCosts (line 280) | class TradingCosts: class TransactionCostConfig (line 291) | class TransactionCostConfig: class Configuration (line 298) | class Configuration: class StrategyHedge (line 308) | class StrategyHedge: FILE: gs_quant/api/gs/backtests_xasset/response_datatypes/generic_backtest_datatypes.py class Strategy (line 23) | class Strategy(object): FILE: gs_quant/api/gs/backtests_xasset/response_datatypes/risk_result.py class RefType (line 28) | class RefType(Enum): class RiskResults (line 35) | class RiskResults: class RiskResultsByDate (line 41) | class RiskResultsByDate(RiskResults): class RiskResultsError (line 47) | class RiskResultsError(RiskResults): FILE: gs_quant/api/gs/backtests_xasset/response_datatypes/risk_result_datatypes.py class RiskResultWithData (line 35) | class RiskResultWithData: method check_can_aggregate (line 38) | def check_can_aggregate(self, other): method __add__ (line 46) | def __add__(self, other): method __radd__ (line 51) | def __radd__(self, other): method __sub__ (line 56) | def __sub__(self, other): method __mul__ (line 61) | def __mul__(self, other): method __rmul__ (line 66) | def __rmul__(self, other): method __truediv__ (line 71) | def __truediv__(self, other): class FloatWithData (line 79) | class FloatWithData(RiskResultWithData): class StringWithData (line 86) | class StringWithData(RiskResultWithData): class VectorWithData (line 93) | class VectorWithData(RiskResultWithData): class MatrixWithData (line 102) | class MatrixWithData(RiskResultWithData): class DefnValuesWithData (line 111) | class DefnValuesWithData(RiskResultWithData): class DictsWithData (line 118) | class DictsWithData(RiskResultWithData): FILE: gs_quant/api/gs/base_screener.py class GsBaseScreenerApi (line 25) | class GsBaseScreenerApi: method get_screeners (line 27) | def get_screeners(cls) -> Tuple[Screener, ...]: method get_screener (line 36) | def get_screener(cls, screener_id: str) -> Screener: method create_screener (line 48) | def create_screener(cls, screener: Screener) -> Screener: method edit_screener (line 65) | def edit_screener(cls, screener_id: str, screener: Screener) -> Screener: method publish_to_screener (line 93) | def publish_to_screener(cls, screener_id: str, data: Dict[str, List[Di... method clear_screener (line 114) | def clear_screener(cls, screener_id: str) -> Dict[str, Any]: method delete_screener (line 132) | def delete_screener(cls, screener_id: str) -> None: FILE: gs_quant/api/gs/carbon.py class CarbonCard (line 28) | class CarbonCard(Enum): method __str__ (line 41) | def __str__(self): class CarbonCoverageCategory (line 45) | class CarbonCoverageCategory(Enum): method __str__ (line 53) | def __str__(self): class CarbonTargetCoverageCategory (line 57) | class CarbonTargetCoverageCategory(Enum): method __str__ (line 65) | def __str__(self): class CarbonScope (line 69) | class CarbonScope(Enum): method __str__ (line 78) | def __str__(self): class CarbonEmissionsAllocationCategory (line 82) | class CarbonEmissionsAllocationCategory(Enum): method __str__ (line 91) | def __str__(self): class CarbonEmissionsIntensityType (line 95) | class CarbonEmissionsIntensityType(Enum): method __str__ (line 104) | def __str__(self): class CarbonEntityType (line 108) | class CarbonEntityType(Enum): method __str__ (line 116) | def __str__(self): class CarbonAnalyticsView (line 120) | class CarbonAnalyticsView(Enum): method __str__ (line 128) | def __str__(self): class GsCarbonApi (line 132) | class GsCarbonApi: method get_carbon_analytics (line 136) | def get_carbon_analytics( FILE: gs_quant/api/gs/content.py class OrderBy (line 27) | class OrderBy(Enum): method __str__ (line 35) | def __str__(self): class GsContentApi (line 39) | class GsContentApi: method get_contents (line 43) | def get_contents( method get_text (line 95) | def get_text(contents: List[ContentResponse]) -> List[Tuple[str, str]]: method _build_parameters_dict (line 114) | def _build_parameters_dict(cls, **kwargs) -> dict: method _build_query_string (line 127) | def _build_query_string(cls, parameters: dict) -> str: method _convert_order_by (line 158) | def _convert_order_by(cls, order_by: dict) -> str: FILE: gs_quant/api/gs/countries.py class GsCountryApi (line 23) | class GsCountryApi: method get_many_countries (line 27) | def get_many_countries(cls, limit: int = 100) -> Tuple[Country, ...]: method get_many_countries_async (line 31) | async def get_many_countries_async(cls, limit: int = 100) -> Tuple[Cou... method get_country (line 36) | def get_country(cls, country_id: str) -> Country: method get_country_async (line 40) | async def get_country_async(cls, country_id: str) -> Country: method create_country (line 45) | def create_country(cls, country: Country) -> Country: method update_country (line 49) | def update_country(cls, country: Country): method delete_country (line 53) | def delete_country(cls, country_id: str) -> dict: method get_many_subdivisions (line 57) | def get_many_subdivisions(cls, limit: int = 100) -> Tuple[Subdivision,... method get_subdivision (line 63) | def get_subdivision(cls, subdivision_id: str) -> Subdivision: method create_subdivision (line 67) | def create_subdivision(cls, subdivision: Subdivision) -> Subdivision: method update_subdivision (line 71) | def update_subdivision(cls, subdivision: Subdivision): method delete_subdivision (line 77) | def delete_subdivision(cls, subdivision_id: str) -> dict: FILE: gs_quant/api/gs/data.py class QueryType (line 51) | class QueryType(Enum): class GsDataApi (line 193) | class GsDataApi(DataApi): method set_api_request_cache (line 202) | def set_api_request_cache(cls, cache: ApiRequestCache): method _construct_cache_key (line 206) | def _construct_cache_key(cls, url, **kwargs) -> tuple: method _check_cache (line 222) | def _check_cache(cls, url, **kwargs): method _post_with_cache_check (line 231) | def _post_with_cache_check(cls, url, validator=lambda x: x, domain=Non... method _get_with_cache_check (line 240) | def _get_with_cache_check(cls, url, validator=lambda x: x, domain=None... method _get_with_cache_check_async (line 249) | async def _get_with_cache_check_async(cls, url, validator=lambda x: x,... method _post_with_cache_check_async (line 259) | async def _post_with_cache_check_async(cls, url, validator=lambda x: x... method query_data (line 269) | def query_data( method query_data_async (line 283) | async def query_data_async( method execute_query (line 298) | def execute_query(cls, dataset_id: str, query: Union[DataQuery, MDAPID... method execute_query_async (line 307) | async def execute_query_async(cls, dataset_id: str, query: Union[DataQ... method _check_data_on_cloud (line 317) | def _check_data_on_cloud(cls, dataset_id: str): method _check_data_on_cloud_async (line 328) | async def _check_data_on_cloud_async(cls, dataset_id: str): method _get_results (line 339) | def _get_results(response: Union[DataQueryResponse, dict]): method get_results (line 357) | def get_results( method get_results_async (line 373) | async def get_results_async( method last_data (line 389) | def last_data( method symbol_dimensions (line 406) | def symbol_dimensions(cls, dataset_id: str) -> tuple: method time_field (line 411) | def time_field(cls, dataset_id: str) -> str: method _build_params (line 417) | def _build_params( method get_coverage (line 440) | def get_coverage( method get_coverage_async (line 468) | async def get_coverage_async( method create (line 493) | def create(cls, definition: Union[DataSetEntity, dict]) -> DataSetEntity: method get_catalog_url (line 498) | def get_catalog_url(cls, dataset_id: str) -> DataSetEntity: method delete_dataset (line 507) | def delete_dataset(cls, dataset_id: str) -> dict: method undelete_dataset (line 512) | def undelete_dataset(cls, dataset_id: str) -> dict: method update_definition (line 517) | def update_definition(cls, dataset_id: str, definition: Union[DataSetE... method upload_data (line 524) | def upload_data(cls, dataset_id: str, data: Union[pd.DataFrame, list, ... method delete_data (line 536) | def delete_data(cls, dataset_id: str, delete_query: Dict) -> Dict: method get_definition (line 544) | def get_definition(cls, dataset_id: str) -> DataSetEntity: method get_many_definitions (line 556) | def get_many_definitions( method get_catalog (line 583) | def get_catalog( method get_many_coordinates (line 619) | def get_many_coordinates( method _to_zulu (line 657) | def _to_zulu(cls, d): method get_mxapi_curve_measure (line 661) | def get_mxapi_curve_measure( method get_mxapi_vector_measure (line 757) | def get_mxapi_vector_measure( method get_mxapi_backtest_data (line 835) | def get_mxapi_backtest_data( method _get_market_data_filters (line 932) | def _get_market_data_filters( method build_interval_chunked_market_data_queries (line 954) | def build_interval_chunked_market_data_queries( method build_market_data_query (line 993) | def build_market_data_query( method get_data_providers (line 1020) | def get_data_providers(cls, entity_id: str, availability: Optional[Dic... method get_market_data (line 1062) | def get_market_data(cls, query, request_id=None, ignore_errors: bool =... method __normalise_coordinate_data (line 1109) | def __normalise_coordinate_data( method __df_from_coordinate_data (line 1137) | def __df_from_coordinate_data( method _sort_coordinate_data (line 1148) | def _sort_coordinate_data( method _coordinate_from_str (line 1168) | def _coordinate_from_str(cls, coordinate_str: str) -> MarketDataCoordi... method coordinates_last (line 1189) | def coordinates_last( method coordinates_data (line 1254) | def coordinates_data( method coordinates_data_series (line 1304) | def coordinates_data_series( method get_types (line 1349) | def get_types(cls, dataset_id: str): method get_field_types (line 1362) | def get_field_types(cls, field_names: Union[str, List[str]]): method construct_dataframe_with_types (line 1379) | def construct_dataframe_with_types( method get_dataset_fields (line 1429) | def get_dataset_fields( method create_dataset_fields (line 1456) | def create_dataset_fields( method update_dataset_fields (line 1481) | def update_dataset_fields( class MarketDataResponseFrame (line 1508) | class MarketDataResponseFrame(pd.DataFrame): method _constructor (line 1513) | def _constructor(self): method __finalize__ (line 1516) | def __finalize__(self, other, method=None, **kwargs): FILE: gs_quant/api/gs/data_screen.py class GsDataScreenApi (line 25) | class GsDataScreenApi: method get_screens (line 27) | def get_screens(cls) -> Tuple[AnalyticsScreen, ...]: method get_screen (line 36) | def get_screen(cls, screen_id: str) -> AnalyticsScreen: method get_column_info (line 47) | def get_column_info(cls, screen_id: str) -> Dict[str, Dict]: method delete_screen (line 60) | def delete_screen(cls, screen_id: str) -> None: method create_screen (line 71) | def create_screen(cls, screen: AnalyticsScreen) -> AnalyticsScreen: method filter_screen (line 87) | def filter_screen(cls, screen_id: str, filter_request: FilterRequest) ... method update_screen (line 110) | def update_screen(cls, screen_id: str, screen: AnalyticsScreen) -> Ana... FILE: gs_quant/api/gs/datagrid.py class GsDataGridApi (line 28) | class GsDataGridApi: method get_datagrids (line 32) | def get_datagrids(cls, limit: int = 10, **kwargs) -> List[DataGrid]: method get_my_datagrids (line 43) | def get_my_datagrids(cls, limit: int = 10, **kwargs) -> List[DataGrid]: method get_datagrid (line 55) | def get_datagrid(cls, datagrid_id: str) -> DataGrid: method create_datagrid (line 60) | def create_datagrid(cls, datagrid: DataGrid) -> DataGrid: method update_datagrid (line 66) | def update_datagrid(cls, datagrid: DataGrid): method delete_datagrid (line 72) | def delete_datagrid(cls, datagrid: DataGrid): FILE: gs_quant/api/gs/esg.py class ESGCard (line 27) | class ESGCard(Enum): method __str__ (line 43) | def __str__(self): class ESGMeasure (line 47) | class ESGMeasure(Enum): method __str__ (line 58) | def __str__(self): class GsEsgApi (line 62) | class GsEsgApi: method get_esg (line 66) | def get_esg( FILE: gs_quant/api/gs/federated_secmaster.py class FederatedIdentifiers (line 29) | class FederatedIdentifiers(Enum): class GsSecurityMasterFederatedApi (line 46) | class GsSecurityMasterFederatedApi: method get_a_security (line 48) | def get_a_security(cls, id: str, effective_date: dt.date = None) -> Op... method get_security_identifiers (line 67) | def get_security_identifiers(cls, id: str) -> Optional[dict]: method get_many_securities (line 80) | def get_many_securities( method get_securities_data (line 110) | def get_securities_data( method search_many_securities (line 140) | def search_many_securities( method search_securities_data (line 171) | def search_securities_data( method __query_securities (line 202) | def __query_securities( method __search_securities (line 224) | def __search_securities( method __prepare_params (line 245) | def __prepare_params(cls, params, effective_date, offset_key, is_prima... FILE: gs_quant/api/gs/groups.py class GsGroupsApi (line 23) | class GsGroupsApi: method get_groups (line 25) | def get_groups( method create_group (line 61) | def create_group(cls, group: Group) -> Dict: method get_group (line 65) | def get_group(cls, group_id: str) -> Group: method update_group (line 69) | def update_group(cls, group_id: str, group: Group) -> Group: method delete_group (line 78) | def delete_group(cls, group_id: str): method get_users_in_group (line 82) | def get_users_in_group(cls, group_id: str) -> List: method add_users_to_group (line 86) | def add_users_to_group(cls, group_id: str, user_ids: List[str]): method delete_users_from_group (line 90) | def delete_users_from_group(cls, group_id: str, user_ids: List[str]): FILE: gs_quant/api/gs/hedges.py class GsHedgeApi (line 29) | class GsHedgeApi: method get_many_hedges (line 33) | def get_many_hedges(cls, ids: List[str] = None, names: List[str] = Non... method create_hedge (line 42) | def create_hedge(cls, hedge: Dict) -> Hedge: method get_hedge (line 46) | def get_hedge(cls, hedge_id: str) -> Hedge: method get_hedge_data (line 50) | def get_hedge_data(cls, ids: List[str] = None, names: List[str] = None... method get_hedge_results (line 59) | def get_hedge_results(cls, hedge_id: str, start_date: dt.date = None, ... method update_hedge (line 68) | def update_hedge(cls, hedge_id: str, hedge: Hedge) -> Hedge: method delete_hedge (line 72) | def delete_hedge(cls, hedge_id: str): method construct_performance_hedge_query (line 76) | def construct_performance_hedge_query( method calculate_hedge (line 192) | def calculate_hedge(cls, hedge_query: dict) -> dict: method share_hedge_group (line 203) | def share_hedge_group( FILE: gs_quant/api/gs/indices.py class GsIndexApi (line 57) | class GsIndexApi: method create (line 71) | def create(cls, inputs: CreateRequest) -> CreateRepsonse: method edit (line 77) | def edit(cls, id_: str, inputs: CustomBasketsEditInputs) -> CustomBask... method rebalance (line 84) | def rebalance(cls, id_: str, inputs: RebalanceRequest) -> RebalanceRes... method cancel_rebalance (line 92) | def cancel_rebalance(cls, id_: str, inputs: RebalanceCancelRequest) ->... method last_rebalance_data (line 99) | def last_rebalance_data(cls, id_: str) -> Dict: method last_rebalance_approval (line 105) | def last_rebalance_approval(cls, id_: str) -> ApprovalCustomBasketResp... method initial_price (line 111) | def initial_price(cls, id_: str, date: dt.date) -> Dict: method validate_ticker (line 117) | def validate_ticker(cls, ticker: str): method backcast (line 123) | def backcast(cls, _id: str, inputs: CustomBasketsBackcastInputs) -> Cu... method update_risk_reports (line 130) | def update_risk_reports(cls, _id: str, inputs: CustomBasketRiskParams): method get_positions_data (line 139) | def get_positions_data( method get_last_positions_data (line 161) | def get_last_positions_data( FILE: gs_quant/api/gs/monitors.py class GsMonitorsApi (line 27) | class GsMonitorsApi: method get_monitors (line 31) | def get_monitors( method get_monitor (line 60) | def get_monitor(cls, monitor_id: str) -> Monitor: method create_monitor (line 64) | def create_monitor(cls, monitor: Monitor) -> Monitor: method update_monitor (line 69) | def update_monitor(cls, monitor: Monitor): method delete_monitor (line 76) | def delete_monitor(cls, monitor_id: str) -> dict: method calculate_monitor (line 80) | def calculate_monitor(cls, monitor_id) -> MonitorResponseData: FILE: gs_quant/api/gs/parser.py class GsParserApi (line 24) | class GsParserApi: method get_instrument_from_text_asset_class (line 28) | def get_instrument_from_text_asset_class(cls, text: str, asset_class: ... method get_instrument_from_text (line 33) | def get_instrument_from_text(cls, text: str) -> dict: FILE: gs_quant/api/gs/plots.py class GsPlotApi (line 28) | class GsPlotApi: method get_many_charts (line 34) | def get_many_charts(cls, limit: int = 100) -> Tuple[Chart, ...]: method get_many_charts_async (line 38) | async def get_many_charts_async(cls, limit: int = 100) -> Tuple[Chart,... method get_chart (line 42) | def get_chart(cls, chart_id: str) -> Chart: method get_chart_async (line 46) | async def get_chart_async(cls, chart_id: str) -> Chart: method create_chart (line 50) | def create_chart(cls, chart: Chart) -> Chart: method create_chart_async (line 54) | async def create_chart_async(cls, chart: Chart) -> Chart: method update_chart (line 58) | def update_chart(cls, chart: Chart): method update_chart_async (line 62) | async def update_chart_async(cls, chart: Chart): method delete_chart (line 66) | def delete_chart(cls, chart_id: str) -> dict: method delete_chart_async (line 70) | async def delete_chart_async(cls, chart_id: str) -> dict: method _build_plot_payload (line 76) | def _build_plot_payload( method plot_runner_async (line 104) | async def plot_runner_async( method plot_runner (line 121) | def plot_runner( method share_chart (line 138) | def share_chart(cls, chart_id: str, users: Iterable): method share_chart_async (line 147) | async def share_chart_async(cls, chart_id: str, users: Iterable): FILE: gs_quant/api/gs/portfolios.py class GsPortfolioApi (line 40) | class GsPortfolioApi(ApiWithCustomSession): method get_portfolios (line 46) | def get_portfolios( method get_portfolio (line 64) | def get_portfolio(cls, portfolio_id: str) -> Portfolio: method get_portfolio_by_name (line 68) | def get_portfolio_by_name(cls, name: str) -> Portfolio: method create_portfolio (line 80) | def create_portfolio(cls, portfolio: Portfolio) -> Portfolio: method update_portfolio (line 84) | def update_portfolio(cls, portfolio: Portfolio): method delete_portfolio (line 88) | def delete_portfolio(cls, portfolio_id: str) -> dict: method get_portfolio_analyze (line 93) | def get_portfolio_analyze(cls, portfolio_id: str) -> dict: method get_positions (line 101) | def get_positions( method get_positions_for_date (line 114) | def get_positions_for_date( method get_position_set_by_position_type (line 124) | def get_position_set_by_position_type( method _unpack_position_set (line 137) | def _unpack_position_set(cls, kvs: dict) -> PositionSet: method get_instruments_by_position_type (line 146) | def get_instruments_by_position_type( method get_latest_positions (line 169) | def get_latest_positions(cls, portfolio_id: str, position_type: str = ... method get_instruments_by_workflow_id (line 181) | def get_instruments_by_workflow_id( method get_position_dates (line 202) | def get_position_dates(cls, portfolio_id: str) -> Tuple[dt.date, ...]: method update_positions (line 211) | def update_positions(cls, portfolio_id: str, position_sets: List[Posit... method get_positions_data (line 218) | def get_positions_data( method update_quote (line 243) | def update_quote(cls, quote_id: str, request: RiskRequest): method save_quote (line 247) | def save_quote(cls, request: RiskRequest) -> str: method update_workflow_quote (line 251) | def update_workflow_quote(cls, quote_id: str, request: SaveQuoteRequest): method save_workflow_quote (line 258) | def save_workflow_quote(cls, request: SaveQuoteRequest) -> str: method share_workflow_quote (line 265) | def share_workflow_quote(cls, request: SaveQuoteRequest) -> str: method get_workflow_quote (line 272) | def get_workflow_quote(cls, workflow_id: str) -> Tuple[WorkflowPositio... method get_shared_workflow_quote (line 282) | def get_shared_workflow_quote(cls, workflow_id: str) -> Tuple[Workflow... method save_to_shadowbook (line 292) | def save_to_shadowbook(cls, request: RiskRequest, name: str) -> str: method get_risk_models_by_coverage (line 296) | def get_risk_models_by_coverage(cls, portfolio_id: str, term: Term = T... method get_reports (line 302) | def get_reports(cls, portfolio_id: str, tags: Dict) -> Tuple[Report, .... method schedule_reports (line 312) | def schedule_reports( method get_schedule_dates (line 337) | def get_schedule_dates(cls, portfolio_id: str, backcast: bool = False)... method get_custom_aum (line 351) | def get_custom_aum(cls, portfolio_id: str, start_date: dt.date = None,... method upload_custom_aum (line 364) | def upload_custom_aum(cls, portfolio_id: str, aum_data: List[Dict], cl... method update_portfolio_tree (line 372) | def update_portfolio_tree(cls, portfolio_id: str): method get_portfolio_tree (line 376) | def get_portfolio_tree(cls, portfolio_id: str): method get_attribution (line 380) | def get_attribution( FILE: gs_quant/api/gs/price.py class GsPriceApi (line 25) | class GsPriceApi: method price_positions (line 31) | def price_positions(cls, inputs: PositionSetPriceInput) -> PositionSet... method price_many_positions (line 36) | def price_many_positions(cls, pricing_request: PositionsPricingRequest... FILE: gs_quant/api/gs/reports.py class OrderType (line 34) | class OrderType(EnumBase, Enum): class FactorRiskTableMode (line 41) | class FactorRiskTableMode(EnumBase, Enum): class GsReportApi (line 50) | class GsReportApi: method create_report (line 54) | def create_report(cls, report: Report) -> Report: method get_report (line 58) | def get_report(cls, report_id: str) -> Report: method get_reports (line 62) | def get_reports( method update_report (line 109) | def update_report(cls, report: Report) -> dict: method delete_report (line 113) | def delete_report(cls, report_id: str) -> dict: method schedule_report (line 119) | def schedule_report(cls, report_id: str, start_date: dt.date, end_date... method get_report_status (line 129) | def get_report_status(cls, report_id: str) -> Tuple[dict, ...]: method get_report_jobs (line 133) | def get_report_jobs(cls, report_id: str) -> Tuple[dict, ...]: method get_report_job (line 137) | def get_report_job(cls, report_job_id: str) -> dict: method reschedule_report_job (line 141) | def reschedule_report_job(cls, report_job_id: str): method cancel_report_job (line 145) | def cancel_report_job(cls, report_job_id: str) -> dict: method update_report_job (line 149) | def update_report_job(cls, report_job_id: str, status: str) -> dict: method get_custom_aum (line 156) | def get_custom_aum(cls, report_id: str, start_date: dt.date = None, en... method upload_custom_aum (line 165) | def upload_custom_aum(cls, report_id: str, aum_data: List[dict], clear... method get_factor_risk_report_results (line 175) | def get_factor_risk_report_results( method get_factor_risk_report_view (line 206) | def get_factor_risk_report_view( method get_factor_risk_report_table (line 239) | def get_factor_risk_report_table( method get_brinson_attribution_results (line 269) | def get_brinson_attribution_results( FILE: gs_quant/api/gs/risk.py class WebsocketUnavailable (line 42) | class WebsocketUnavailable(Exception): class GsRiskApi (line 46) | class GsRiskApi(RiskApi): method calc_multi (line 53) | def calc_multi(cls, requests: Iterable[RiskRequest]) -> dict: method calc (line 63) | def calc(cls, request: RiskRequest) -> Iterable: method _exec (line 67) | def _exec(cls, request: Union[RiskRequest, Iterable[RiskRequest]]) -> ... method __url (line 87) | def __url(cls, request: Union[RiskRequest, Iterable[RiskRequest]]): method get_results (line 92) | async def get_results( method __get_results_poll (line 108) | async def __get_results_poll(cls, responses: asyncio.Queue, results: a... method __get_results_ws (line 154) | async def __get_results_ws(cls, responses: asyncio.Queue, results: asy... method create_pretrade_execution_optimization (line 336) | def create_pretrade_execution_optimization(cls, request: OptimizationR... method get_pretrade_execution_optimization (line 347) | def get_pretrade_execution_optimization(cls, optimization_id: str, max... method get_liquidity_and_factor_analysis (line 376) | def get_liquidity_and_factor_analysis( FILE: gs_quant/api/gs/risk_models.py class IntradayFactorDataSource (line 40) | class IntradayFactorDataSource(Enum): class GsRiskModelApi (line 51) | class GsRiskModelApi: method create_risk_model (line 55) | def create_risk_model(cls, model: RiskModel) -> RiskModel: method get_risk_model (line 61) | def get_risk_model(cls, model_id: str) -> RiskModel: method get_risk_models (line 65) | def get_risk_models( method update_risk_model (line 99) | def update_risk_model(cls, model: RiskModel) -> RiskModel: method delete_risk_model (line 103) | def delete_risk_model(cls, model_id: str) -> Dict: method get_risk_model_calendar (line 109) | def get_risk_model_calendar(cls, model_id: str) -> RiskModelCalendar: method upload_risk_model_calendar (line 113) | def upload_risk_model_calendar(cls, model_id: str, model_calendar: Ris... method get_risk_model_dates (line 119) | def get_risk_model_dates( class GsFactorRiskModelApi (line 132) | class GsFactorRiskModelApi(GsRiskModelApi): method __init__ (line 133) | def __init__(self): method get_risk_model_factors (line 137) | def get_risk_model_factors(cls, model_id: str) -> Tuple[Factor, ...]: method create_risk_model_factor (line 141) | def create_risk_model_factor(cls, model_id: str, factor: Factor) -> Fa... method get_risk_model_factor (line 145) | def get_risk_model_factor(cls, model_id: str, factor_id: str) -> Factor: method update_risk_model_factor (line 149) | def update_risk_model_factor(cls, model_id: str, factor: Factor) -> Fa... method delete_risk_model_factor (line 154) | def delete_risk_model_factor(cls, model_id: str, factor_id: str) -> Dict: method get_risk_model_factor_data (line 160) | def get_risk_model_factor_data( method get_risk_model_factor_data_intraday (line 190) | def get_risk_model_factor_data_intraday( method get_risk_model_coverage (line 218) | def get_risk_model_coverage( method upload_risk_model_data (line 231) | def upload_risk_model_data( method get_risk_model_data (line 258) | def get_risk_model_data( FILE: gs_quant/api/gs/scenarios.py class GsScenarioApi (line 27) | class GsScenarioApi: method create_scenario (line 31) | def create_scenario(cls, scenario: Scenario) -> Scenario: method get_scenario (line 35) | def get_scenario(cls, scenario_id: str) -> Scenario: method get_many_scenarios (line 39) | def get_many_scenarios( method get_scenario_by_name (line 54) | def get_scenario_by_name(cls, name: str) -> Scenario: method update_scenario (line 67) | def update_scenario(cls, scenario: Scenario) -> Dict: method delete_scenario (line 71) | def delete_scenario(cls, scenario_id: str) -> Dict: method calculate_scenario (line 75) | def calculate_scenario(cls, request: Dict) -> Dict: class GsFactorScenarioApi (line 79) | class GsFactorScenarioApi(GsScenarioApi): method __init__ (line 80) | def __init__(self): method get_many_scenarios (line 84) | def get_many_scenarios( method calculate_scenario (line 119) | def calculate_scenario(cls, calculation_request: Dict) -> Dict: FILE: gs_quant/api/gs/screens.py class GsScreenApi (line 27) | class GsScreenApi: method get_screens (line 29) | def get_screens( method get_screen (line 40) | def get_screen(cls, screen_id: str) -> Screen: method create_screen (line 44) | def create_screen(cls, screen: Screen) -> Screen: method update_screen (line 48) | def update_screen(cls, screen: Screen) -> Screen: method delete_screen (line 52) | def delete_screen(cls, screen_id: str) -> str: method get_filter_options (line 56) | def get_filter_options(cls) -> dict: method calculate (line 60) | def calculate(cls, payload: AssetScreenerRequest) -> dict: FILE: gs_quant/api/gs/secmaster.py class SecMasterIdentifiers (line 35) | class SecMasterIdentifiers(Enum): function __extend_enum (line 59) | def __extend_enum(base_enum, new_values): class ExchangeId (line 69) | class ExchangeId(Enum): class GsSecurityMasterApi (line 91) | class GsSecurityMasterApi: method get_security (line 93) | def get_security(cls, id_value: str, id_type: SecMasterIdentifiers, ef... method get_many_securities (line 109) | def get_many_securities( method get_all_securities (line 150) | def get_all_securities( method get_security_data (line 201) | def get_security_data( method get_identifiers (line 219) | def get_identifiers(cls, secmaster_id: str) -> dict: method get_many_identifiers (line 232) | def get_many_identifiers(cls, ids: Iterable[str], limit=100, xref_form... method map (line 350) | def map( method search (line 391) | def search( method __stringify_boolean (line 422) | def __stringify_boolean(cls, bool_value): method __fetch_all (line 426) | def __fetch_all(cls, fetch_fn, offset_key, total_batches=None, extract... method _get_corporate_actions (line 449) | def _get_corporate_actions(cls, id_value: str, id_type: SecMasterIdent... method get_corporate_actions (line 463) | def get_corporate_actions( method get_capital_structure (line 484) | def get_capital_structure( method __capital_structure_aggregate (line 528) | def __capital_structure_aggregate(cls, asset_types_total, results): method _get_capital_structure (line 547) | def _get_capital_structure( method prepare_params (line 563) | def prepare_params(cls, params, is_primary, offset_key, type_, effecti... method _get_deltas (line 574) | def _get_deltas( method get_deltas (line 602) | def get_deltas( method get_exchanges (line 635) | def get_exchanges(cls, effective_date: dt.date = None, **query_params:... method _get_exchanges (line 657) | def _get_exchanges( method get_exchange_identifiers_history (line 680) | def get_exchange_identifiers_history(cls, gs_exchange_id: str) -> Iter... method _prepare_string_or_list_param (line 691) | def _prepare_string_or_list_param(cls, value: Union[str, list], param_... method _prepare_underlyers_params (line 700) | def _prepare_underlyers_params( method _get_securities_by_underlyers (line 739) | def _get_securities_by_underlyers( method get_securities_by_underlyers (line 771) | def get_securities_by_underlyers( FILE: gs_quant/api/gs/thematics.py class ThematicMeasure (line 25) | class ThematicMeasure(Enum): method __str__ (line 37) | def __str__(self): class Region (line 41) | class Region(Enum): class GsThematicApi (line 51) | class GsThematicApi: method get_thematics (line 55) | def get_thematics( FILE: gs_quant/api/gs/users.py class GsUsersApi (line 42) | class GsUsersApi: method get_users (line 44) | def get_users( method get_my_guid (line 65) | def get_my_guid(cls) -> str: method get_current_user_info (line 69) | def get_current_user_info(cls) -> Dict[str, Any]: method get_current_app_managers (line 77) | def get_current_app_managers(cls) -> List[str]: method get_many (line 81) | def get_many(cls, key_type: str, keys: List[str], fields: Optional[Lis... method search (line 97) | def search( FILE: gs_quant/api/gs/workspaces.py class GsWorkspacesMarketsApi (line 31) | class GsWorkspacesMarketsApi: method get_workspaces (line 35) | def get_workspaces(cls, limit: int = 10, **kwargs) -> Tuple[Workspace,... method get_workspace (line 41) | def get_workspace(cls, workspace_id: str): method get_workspace_by_alias (line 45) | def get_workspace_by_alias(cls, alias: str) -> Workspace: method create_workspace (line 52) | def create_workspace(cls, workspace: Workspace) -> Workspace: method update_workspace (line 58) | def update_workspace(cls, workspace: Workspace): method delete_workspace (line 64) | def delete_workspace(cls, workspace_id: str) -> Dict: method open_workspace (line 68) | def open_workspace(cls, workspace: Workspace): FILE: gs_quant/api/risk.py class GenericRiskApi (line 40) | class GenericRiskApi(ApiWithCustomSession, metaclass=ABCMeta): method populate_pending_futures (line 45) | def populate_pending_futures( method build_keyed_results (line 51) | def build_keyed_results( class RiskApi (line 56) | class RiskApi(GenericRiskApi, metaclass=ABCMeta): method populate_pending_futures (line 60) | def populate_pending_futures( method get_results (line 92) | async def get_results( method calc (line 102) | def calc(cls, request: RiskRequest) -> Iterable: ... method calc_multi (line 105) | def calc_multi(cls, requests: Iterable[RiskRequest]) -> dict: method __handle_queue_update (line 109) | def __handle_queue_update(cls, q: Union[queue.Queue, asyncio.Queue], f... method drain_queue (line 129) | def drain_queue(cls, q: queue.Queue, timeout: Optional[int] = None) ->... method drain_queue_async (line 136) | async def drain_queue_async(cls, q: asyncio.Queue, timeout: Optional[i... method enqueue (line 144) | def enqueue( method shutdown_queue_listener (line 165) | def shutdown_queue_listener( method run (line 174) | def run( method build_keyed_results (line 347) | def build_keyed_results( FILE: gs_quant/api/utils.py function handle_proxy (line 30) | def handle_proxy(url, params): class ThreadPoolManager (line 48) | class ThreadPoolManager: method initialize (line 52) | def initialize(cls, max_workers: int): method run_async (line 56) | def run_async(cls, tasks: List[Callable]) -> List: method __run (line 73) | def __run(session, data_context, span: Optional[TracingSpan], func): FILE: gs_quant/backtests/action_handler.py class ActionHandler (line 25) | class ActionHandler: method __init__ (line 26) | def __init__(self, action: TAction) -> None: method action (line 30) | def action(self) -> TAction: method apply_action (line 34) | def apply_action( class ActionHandlerBaseFactory (line 46) | class ActionHandlerBaseFactory: method get_action_handler (line 48) | def get_action_handler(self, action: TAction) -> TActionHandler: FILE: gs_quant/backtests/actions.py function default_transaction_cost (line 50) | def default_transaction_cost(): class ScalingActionType (line 54) | class ScalingActionType(Enum): class Action (line 62) | class Action(object): method __init_subclass__ (line 71) | def __init_subclass__(cls, **kwargs): method sub_classes (line 76) | def sub_classes(): method __post_init__ (line 79) | def __post_init__(self): method calc_type (line 83) | def calc_type(self): method risk (line 87) | def risk(self): method set_name (line 90) | def set_name(self, name: str): method transaction_cost (line 97) | def transaction_cost(self): method transaction_cost (line 101) | def transaction_cost(self, value): method transaction_cost_exit (line 105) | def transaction_cost_exit(self): method transaction_cost_exit (line 109) | def transaction_cost_exit(self, value): class AddTradeAction (line 118) | class AddTradeAction(Action): method __post_init__ (line 149) | def __post_init__(self): method set_dated_priceables (line 166) | def set_dated_priceables(self, state, priceables): method dated_priceables (line 170) | def dated_priceables(self): class AddScaledTradeAction (line 184) | class AddScaledTradeAction(Action): method __post_init__ (line 225) | def __post_init__(self): class AddWeightedTradeAction (line 242) | class AddWeightedTradeAction(Action): method __post_init__ (line 279) | def __post_init__(self): class EnterPositionQuantityScaledAction (line 297) | class EnterPositionQuantityScaledAction(Action): method __post_init__ (line 332) | def __post_init__(self): class ExitPositionAction (line 349) | class ExitPositionAction(Action): class ExitTradeAction (line 356) | class ExitTradeAction(Action): method __post_init__ (line 364) | def __post_init__(self): class ExitAllPositionsAction (line 371) | class ExitAllPositionsAction(ExitTradeAction): method __post_init__ (line 378) | def __post_init__(self): class HedgeAction (line 385) | class HedgeAction(Action): method __post_init__ (line 426) | def __post_init__(self): method priceable (line 463) | def priceable(self): class RebalanceAction (line 469) | class RebalanceAction(Action): method __post_init__ (line 483) | def __post_init__(self): FILE: gs_quant/backtests/backtest_engine.py class BacktestBaseEngine (line 23) | class BacktestBaseEngine: method get_action_handler (line 25) | def get_action_handler(self, action: TAction) -> TActionHandler: FILE: gs_quant/backtests/backtest_objects.py class BaseBacktest (line 48) | class BaseBacktest(ABC): class TransactionAggType (line 55) | class TransactionAggType(Enum): class PnlAttribute (line 63) | class PnlAttribute: method get_risks (line 70) | def get_risks(self): class PnlDefinition (line 76) | class PnlDefinition: method get_risks (line 79) | def get_risks(self): class BackTest (line 85) | class BackTest(BaseBacktest): method __post_init__ (line 97) | def __post_init__(self): method cash_dict (line 114) | def cash_dict(self): method portfolio_dict (line 118) | def portfolio_dict(self): method portfolio_dict (line 122) | def portfolio_dict(self, portfolio_dict): method cash_payments (line 126) | def cash_payments(self): method cash_payments (line 130) | def cash_payments(self, cash_payments): method transaction_costs (line 134) | def transaction_costs(self): method transaction_costs (line 138) | def transaction_costs(self, transaction_costs): method transaction_cost_entries (line 142) | def transaction_cost_entries(self): method hedges (line 146) | def hedges(self): method hedges (line 150) | def hedges(self, hedges): method weighted_trades (line 154) | def weighted_trades(self): method weighted_trades (line 158) | def weighted_trades(self, weighted_trades): method results (line 162) | def results(self): method set_results (line 165) | def set_results(self, date, results): method add_results (line 168) | def add_results(self, date, results, replace=False): method trade_exit_risk_results (line 175) | def trade_exit_risk_results(self): method calc_calls (line 179) | def calc_calls(self): method calc_calls (line 183) | def calc_calls(self, calc_calls): method calculations (line 187) | def calculations(self): method calculations (line 191) | def calculations(self, calculations): method get_risk_summary_df (line 194) | def get_risk_summary_df(self, zero_on_empty_dates=False): method result_summary (line 219) | def result_summary(self): method risk_summary (line 247) | def risk_summary(self): method trade_ledger (line 253) | def trade_ledger(self): method strategy_as_time_series (line 292) | def strategy_as_time_series(self): method pnl_explain (line 332) | def pnl_explain(self): method summary_stats (line 381) | def summary_stats(self, annualisation_factor: int = 252) -> pd.Series: class ScalingPortfolio (line 517) | class ScalingPortfolio: method __init__ (line 518) | def __init__( class TransactionModel (line 532) | class TransactionModel: method get_unit_cost (line 533) | def get_unit_cost(self, state, info, instrument) -> float: class ConstantTransactionModel (line 539) | class ConstantTransactionModel(TransactionModel): method get_unit_cost (line 543) | def get_unit_cost(self, state, info, instrument) -> float: class ScaledTransactionModel (line 549) | class ScaledTransactionModel(TransactionModel): method get_unit_cost (line 554) | def get_unit_cost(self, state, info, instrument) -> Union[float, Prici... class AggregateTransactionModel (line 569) | class AggregateTransactionModel(TransactionModel): method get_unit_cost (line 573) | def get_unit_cost(self, state, info, instrument) -> float: class TransactionCostEntry (line 586) | class TransactionCostEntry: method __init__ (line 593) | def __init__(self, date: dt.date, instrument: Instrument, transaction_... method all_instruments (line 601) | def all_instruments(self) -> Tuple[Instrument, ...]: method all_transaction_models (line 605) | def all_transaction_models(self): method cost_aggregation_func (line 613) | def cost_aggregation_func(self) -> Callable: method additional_scaling (line 624) | def additional_scaling(self): method additional_scaling (line 628) | def additional_scaling(self, value: float): method date (line 632) | def date(self): method date (line 636) | def date(self, value: dt.date): method no_of_risk_calcs (line 640) | def no_of_risk_calcs(self) -> int: method calculate_unit_cost (line 649) | def calculate_unit_cost(self): method __resolved_cost (line 656) | def __resolved_cost(cost: Union[float, PricingFuture]) -> float: method get_final_cost (line 663) | def get_final_cost(self): method get_cost_by_component (line 673) | def get_cost_by_component(self) -> Tuple[float, float]: class CashPayment (line 703) | class CashPayment: method __init__ (line 704) | def __init__( method to_frame (line 713) | def to_frame(self): class Hedge (line 720) | class Hedge: method __init__ (line 721) | def __init__( class WeightedScalingPortfolio (line 729) | class WeightedScalingPortfolio: method __init__ (line 735) | def __init__( class WeightedTrade (line 751) | class WeightedTrade: method __init__ (line 757) | def __init__( class PredefinedAssetBacktest (line 770) | class PredefinedAssetBacktest(BaseBacktest): method __post_init__ (line 774) | def __post_init__(self): method set_start_date (line 783) | def set_start_date(self, start: dt.date): method record_orders (line 787) | def record_orders(self, orders: Iterable[OrderBase]): method update_fill (line 790) | def update_fill(self, fill: FillEvent): method trade_ledger (line 795) | def trade_ledger(self): method mark_to_market (line 852) | def mark_to_market(self, state: dt.datetime, valuation_method: Valuati... method get_level (line 883) | def get_level(self, date: dt.date) -> float: method get_costs (line 886) | def get_costs(self) -> pd.Series(dtype=float): method get_orders_for_date (line 894) | def get_orders_for_date(self, date: dt.date) -> pd.DataFrame(): class CashAccrualModel (line 902) | class CashAccrualModel: method get_accrued_value (line 905) | def get_accrued_value(self, current_value, to_state) -> dict: class ConstantCashAccrualModel (line 911) | class ConstantCashAccrualModel(CashAccrualModel): method get_accrued_value (line 916) | def get_accrued_value(self, current_value, to_state) -> dict: class DataCashAccrualModel (line 928) | class DataCashAccrualModel(CashAccrualModel): method get_accrued_value (line 935) | def get_accrued_value(self, current_value, to_state) -> dict: class OisFixingCashAccrualModel (line 950) | class OisFixingCashAccrualModel(CashAccrualModel): method get_accrued_value (line 955) | def get_accrued_value(self, current_value, to_state) -> dict: FILE: gs_quant/backtests/backtest_utils.py class CalcType (line 32) | class CalcType(Enum): class CustomDuration (line 40) | class CustomDuration: method __hash__ (line 44) | def __hash__(self): function make_list (line 48) | def make_list(thing): function get_final_date (line 65) | def get_final_date(inst, create_date, duration, holiday_calendar=None, t... function scale_trade (line 92) | def scale_trade(inst: Instrument, ratio: float): function map_ccy_name_to_ccy (line 97) | def map_ccy_name_to_ccy(currency_name: Union[str, CurrencyName]): function interpolate_signal (line 122) | def interpolate_signal(signal: dict[dt.date, float], method=Interpolate.... FILE: gs_quant/backtests/core.py class TradeInMethod (line 28) | class TradeInMethod(EnumBase, Enum): class Backtest (line 32) | class Backtest(__Backtest): method get_results (line 33) | def get_results(self) -> Tuple[BacktestResult, ...]: class MarketModel (line 39) | class MarketModel(EnumBase, Enum): class TimeWindow (line 44) | class TimeWindow(NamedTuple): class ValuationFixingType (line 49) | class ValuationFixingType(EnumBase, Enum): class ValuationMethod (line 53) | class ValuationMethod(NamedTuple): FILE: gs_quant/backtests/data_handler.py class Clock (line 22) | class Clock(object): method __init__ (line 23) | def __init__(self): method update (line 27) | def update(self, time: dt.datetime): method reset (line 38) | def reset(self): method time_check (line 41) | def time_check(self, state: Union[dt.date, dt.datetime]): class DataHandler (line 54) | class DataHandler(object): method __init__ (line 55) | def __init__(self, data_mgr: DataManager, tz: dt.timezone): method reset_clock (line 60) | def reset_clock(self): method update (line 63) | def update(self, state: dt.datetime): method _utc_time (line 66) | def _utc_time(self, state: Union[dt.date, dt.datetime]): method get_data (line 73) | def get_data(self, state: Union[dt.date, dt.datetime], *key): method get_data_range (line 77) | def get_data_range(self, start: Union[dt.date, dt.datetime], end: Unio... FILE: gs_quant/backtests/data_sources.py class MissingDataStrategy (line 32) | class MissingDataStrategy(Enum): class DataSource (line 40) | class DataSource: method __init_subclass__ (line 43) | def __init_subclass__(cls, **kwargs): method sub_classes (line 48) | def sub_classes(): method get_data (line 51) | def get_data(self, state, **kwargs): method get_data_range (line 54) | def get_data_range(self, start: Union[dt.date, dt.datetime], end: Unio... class GsDataSource (line 60) | class GsDataSource(DataSource): method __post_init__ (line 68) | def __post_init__(self): method get_data (line 71) | def get_data(self, state: Union[dt.date, dt.datetime] = None, **kwargs): method get_data_range (line 82) | def get_data_range(self, start: Union[dt.date, dt.datetime], end: Unio... class GenericDataSource (line 98) | class GenericDataSource(DataSource): method __eq__ (line 114) | def __eq__(self, other): method __post_init__ (line 119) | def __post_init__(self): method get_data (line 122) | def get_data(self, state: Union[dt.date, dt.datetime, Iterable]): method get_data_range (line 160) | def get_data_range(self, start: Union[dt.date, dt.datetime], end: Unio... class DataManager (line 176) | class DataManager: method __post_init__ (line 177) | def __post_init__(self): method add_data_source (line 180) | def add_data_source( method get_data (line 198) | def get_data(self, state: Union[dt.date, dt.datetime], instrument: Ins... method get_data_range (line 206) | def get_data_range( FILE: gs_quant/backtests/decorator.py function plot_backtest (line 18) | def plot_backtest(): FILE: gs_quant/backtests/equity_vol_engine.py function get_backtest_trading_quantity_type (line 59) | def get_backtest_trading_quantity_type(scaling_type, risk): function is_synthetic_forward (line 73) | def is_synthetic_forward(priceable): class BacktestResult (line 96) | class BacktestResult: method __init__ (line 97) | def __init__(self, results): method get_measure_series (line 100) | def get_measure_series(self, measure: FlowVolBacktestMeasure): method get_portfolio_history (line 109) | def get_portfolio_history(self): method get_trade_history (line 122) | def get_trade_history(self): class EquityVolEngine (line 146) | class EquityVolEngine(object): method check_strategy (line 148) | def check_strategy(cls, strategy): method supports_strategy (line 295) | def supports_strategy(cls, strategy): method run_backtest (line 303) | def run_backtest(cls, strategy, start, end, market_model=EquityMarketM... method __get_underlier_list (line 404) | def __get_underlier_list(cls, priceables): method __map_tc_model (line 418) | def __map_tc_model(cls, model: TransactionModel): class TenorParser (line 437) | class TenorParser(object): method __init__ (line 441) | def __init__(self, expiry: Union[str, dt.date]): method get_date (line 444) | def get_date(self): method get_mode (line 454) | def get_mode(self): FILE: gs_quant/backtests/event.py class Event (line 20) | class Event(object): class MarketEvent (line 24) | class MarketEvent(Event): method __init__ (line 25) | def __init__(self): class ValuationEvent (line 29) | class ValuationEvent(Event): method __init__ (line 30) | def __init__(self): class OrderEvent (line 34) | class OrderEvent(Event): method __init__ (line 35) | def __init__(self, order: OrderBase): class FillEvent (line 40) | class FillEvent(Event): method __init__ (line 41) | def __init__(self, order: OrderBase, filled_units: float, filled_price... FILE: gs_quant/backtests/execution_engine.py class ExecutionEngine (line 24) | class ExecutionEngine(object): class SimulatedExecutionEngine (line 28) | class SimulatedExecutionEngine(ExecutionEngine): method __init__ (line 29) | def __init__(self, data_handler: DataHandler): method submit_order (line 33) | def submit_order(self, order: OrderEvent): method ping (line 37) | def ping(self, state: dt.datetime): FILE: gs_quant/backtests/generic_engine.py function raiser (line 61) | def raiser(ex): class GenericEngineActionFactory (line 68) | class GenericEngineActionFactory(ActionHandlerBaseFactory): method __init__ (line 69) | def __init__(self, action_impl_map=None): method get_action_handler (line 80) | def get_action_handler(self, action: Action) -> ActionHandler: class GenericEngine (line 86) | class GenericEngine(BacktestBaseEngine): method __init__ (line 87) | def __init__(self, action_impl_map=None, price_measure=Price): method get_action_handler (line 94) | def get_action_handler(self, action: Action) -> ActionHandler: method supports_strategy (line 98) | def supports_strategy(self, strategy): method new_pricing_context (line 107) | def new_pricing_context(self): method run_backtest (line 134) | def run_backtest( method _trace (line 203) | def _trace(self, label: str): method __run (line 209) | def __run( method _resolve_initial_portfolio (line 338) | def _resolve_initial_portfolio( method _build_simple_and_semi_triggers_and_actions (line 372) | def _build_simple_and_semi_triggers_and_actions(self, strategy, backte... method _price_semi_det_triggers (line 406) | def _price_semi_det_triggers(backtest, risks): method __ensure_risk_results (line 433) | def __ensure_risk_results(dates, backtest: BackTest, risks): method _process_triggers_and_actions_for_date (line 453) | def _process_triggers_and_actions_for_date(self, d, strategy, backtest... method _calc_new_trades (line 616) | def _calc_new_trades(self, backtest, risks): method _handle_cash (line 647) | def _handle_cash( FILE: gs_quant/backtests/generic_engine_action_impls.py class OrderBasedActionImpl (line 59) | class OrderBasedActionImpl(ActionHandler, metaclass=ABCMeta): method __init__ (line 60) | def __init__(self, action: Action): method get_base_orders_for_states (line 64) | def get_base_orders_for_states(self, states: Collection[dt.date], **kw... method get_instrument_final_date (line 74) | def get_instrument_final_date(self, inst: Instrument, order_date: dt.d... class AddTradeActionImpl (line 78) | class AddTradeActionImpl(OrderBasedActionImpl): method __init__ (line 79) | def __init__(self, action: AddTradeAction): method _raise_order (line 82) | def _raise_order( method apply_action (line 102) | def apply_action( class AddScaledTradeActionImpl (line 141) | class AddScaledTradeActionImpl(OrderBasedActionImpl): method __init__ (line 142) | def __init__(self, action: AddScaledTradeAction): method __portfolio_scaling_for_available_cash (line 149) | def __portfolio_scaling_for_available_cash( method _nav_scale_orders (line 182) | def _nav_scale_orders(self, orders, price_measure, trigger_infos): method _scaling_level_for_date (line 258) | def _scaling_level_for_date(self, d: dt.date) -> float: method _scale_order (line 266) | def _scale_order(self, orders, daily_risk, price_measure, trigger_infos): method _raise_order (line 279) | def _raise_order( method apply_action (line 311) | def apply_action( class HedgeActionImpl (line 355) | class HedgeActionImpl(OrderBasedActionImpl): method __init__ (line 356) | def __init__(self, action: HedgeAction): method get_base_orders_for_states (line 359) | def get_base_orders_for_states(self, states: Collection[dt.date], **kw... method apply_action (line 364) | def apply_action( class ExitTradeActionImpl (line 427) | class ExitTradeActionImpl(ActionHandler): method __init__ (line 428) | def __init__(self, action: ExitTradeAction): method apply_action (line 431) | def apply_action( class RebalanceActionImpl (line 528) | class RebalanceActionImpl(ActionHandler): method __init__ (line 529) | def __init__(self, action: RebalanceAction): method apply_action (line 532) | def apply_action( class AddWeightedTradeActionImpl (line 588) | class AddWeightedTradeActionImpl(OrderBasedActionImpl): method __init__ (line 589) | def __init__(self, action: AddWeightedTradeAction): method get_base_orders_for_states (line 592) | def get_base_orders_for_states(self, states: Collection[dt.date], **kw... method apply_action (line 597) | def apply_action( FILE: gs_quant/backtests/order.py class OrderBase (line 25) | class OrderBase(metaclass=ABCMeta): method __init__ (line 26) | def __init__(self, instrument: Instrument, quantity: float, generation... method execution_end_time (line 40) | def execution_end_time(self) -> dt.datetime: method _execution_price (line 43) | def _execution_price(self, data_handler: DataHandler) -> float: method execution_price (line 46) | def execution_price(self, data_handler: DataHandler) -> float: method execution_quantity (line 53) | def execution_quantity(self) -> float: method execution_notional (line 56) | def execution_notional(self, data_hander: DataHandler) -> float: method _short_name (line 59) | def _short_name(self) -> str: method to_dict (line 62) | def to_dict(self, data_hander: DataHandler) -> dict: class OrderTWAP (line 71) | class OrderTWAP(OrderBase): method __init__ (line 72) | def __init__( method execution_end_time (line 82) | def execution_end_time(self) -> dt.datetime: method _execution_price (line 85) | def _execution_price(self, data_handler: DataHandler) -> float: method execution_quantity (line 93) | def execution_quantity(self) -> float: method _short_name (line 96) | def _short_name(self) -> str: class OrderMarketOnClose (line 100) | class OrderMarketOnClose(OrderBase): method __init__ (line 101) | def __init__( method execution_end_time (line 112) | def execution_end_time(self) -> dt.datetime: method _execution_price (line 115) | def _execution_price(self, data_handler: DataHandler) -> float: method execution_quantity (line 120) | def execution_quantity(self) -> float: method _short_name (line 123) | def _short_name(self) -> str: class OrderCost (line 127) | class OrderCost(OrderBase): method __init__ (line 128) | def __init__(self, currency: str, quantity: float, source: str, execut... method execution_end_time (line 136) | def execution_end_time(self) -> dt.datetime: method _execution_price (line 139) | def _execution_price(self, data_handler: DataHandler) -> float: method execution_quantity (line 144) | def execution_quantity(self) -> float: method _short_name (line 147) | def _short_name(self) -> str: method to_dict (line 150) | def to_dict(self, data_hander: DataHandler) -> dict: class OrderAtMarket (line 159) | class OrderAtMarket(OrderBase): method __init__ (line 160) | def __init__( method execution_end_time (line 171) | def execution_end_time(self) -> dt.datetime: method _execution_price (line 174) | def _execution_price(self, data_handler: DataHandler) -> float: method execution_quantity (line 181) | def execution_quantity(self) -> float: method _short_name (line 184) | def _short_name(self) -> str: class OrderTwapBTIC (line 188) | class OrderTwapBTIC(OrderTWAP): method __init__ (line 189) | def __init__( method _execution_price (line 206) | def _execution_price(self, data_handler: DataHandler) -> float: method _short_name (line 216) | def _short_name(self) -> str: FILE: gs_quant/backtests/predefined_asset_engine.py class AddTradeActionImpl (line 44) | class AddTradeActionImpl(ActionHandler): method __init__ (line 45) | def __init__(self, action: AddTradeAction): method generate_orders (line 48) | def generate_orders(self, state: dt.datetime, backtest: PredefinedAsse... method apply_action (line 74) | def apply_action(self, state: dt.datetime, backtest: PredefinedAssetBa... class SubmitOrderActionImpl (line 79) | class SubmitOrderActionImpl(ActionHandler): method __init__ (line 84) | def __init__(self, action: Action): method apply_action (line 87) | def apply_action(self, state: dt.datetime, backtest: PredefinedAssetBa... class PredefinedAssetEngineActionFactory (line 91) | class PredefinedAssetEngineActionFactory(ActionHandlerBaseFactory): method __init__ (line 92) | def __init__(self, action_impl_map=None): method get_action_handler (line 97) | def get_action_handler(self, action: Action) -> Action: class PredefinedAssetEngine (line 103) | class PredefinedAssetEngine(BacktestBaseEngine): method get_action_handler (line 104) | def get_action_handler(self, action: Action) -> Action: method supports_strategy (line 108) | def supports_strategy(self, strategy): method __init__ (line 117) | def __init__( method _eod_valuation_time (line 134) | def _eod_valuation_time(self): method _timer (line 140) | def _timer(self, strategy, start, end, frequency, states=None): method _adjust_date (line 181) | def _adjust_date(self, date): method run_backtest (line 188) | def run_backtest(self, strategy, start, end, frequency="B", states=Non... method _run (line 219) | def _run(self, strategy, timer, backtest: PredefinedAssetBacktest): FILE: gs_quant/backtests/strategy.py function _backtest_engines (line 29) | def _backtest_engines(): class Strategy (line 39) | class Strategy: method __post_init__ (line 53) | def __post_init__(self): method get_risks (line 59) | def get_risks(self): method get_available_engines (line 65) | def get_available_engines(self): FILE: gs_quant/backtests/strategy_systematic.py class StrategySystematic (line 63) | class StrategySystematic: method __init__ (line 68) | def __init__( method __run_service_based_backtest (line 199) | def __run_service_based_backtest( method __position_quantity (line 268) | def __position_quantity(self, instrument: dict) -> float: method backtest (line 275) | def backtest( FILE: gs_quant/backtests/triggers.py class TriggerDirection (line 45) | class TriggerDirection(Enum): class AggType (line 51) | class AggType(Enum): class TriggerRequirements (line 58) | class TriggerRequirements: method __init_subclass__ (line 61) | def __init_subclass__(cls, **kwargs): method sub_classes (line 66) | def sub_classes(): method get_trigger_times (line 69) | def get_trigger_times(self): method calc_type (line 73) | def calc_type(self): class TriggerInfo (line 79) | class TriggerInfo(object): method __eq__ (line 83) | def __eq__(self, other): method __bool__ (line 86) | def __bool__(self): function check_barrier (line 90) | def check_barrier(direction, test_value, trigger_level) -> TriggerInfo: class PeriodicTriggerRequirements (line 105) | class PeriodicTriggerRequirements(TriggerRequirements): method get_trigger_times (line 115) | def get_trigger_times(self) -> [dt.date]: method has_triggered (line 122) | def has_triggered(self, state: dt.date, backtest: BackTest = None) -> ... class IntradayTriggerRequirements (line 142) | class IntradayTriggerRequirements(TriggerRequirements): method __post_init__ (line 148) | def __post_init__(self): method get_trigger_times (line 156) | def get_trigger_times(self): method has_triggered (line 159) | def has_triggered(self, state: Union[dt.date, dt.datetime], backtest: ... class MktTriggerRequirements (line 165) | class MktTriggerRequirements(TriggerRequirements): method has_triggered (line 173) | def has_triggered(self, state: dt.date, backtest: BackTest = None) -> ... class RiskTriggerRequirements (line 184) | class RiskTriggerRequirements(TriggerRequirements): method has_triggered (line 191) | def has_triggered(self, state: dt.date, backtest: BackTest = None) -> ... method calc_type (line 205) | def calc_type(self): class AggregateTriggerRequirements (line 211) | class AggregateTriggerRequirements(TriggerRequirements): method __setattr__ (line 216) | def __setattr__(self, key, value): method has_triggered (line 222) | def has_triggered(self, state: dt.date, backtest: BackTest = None) -> ... method calc_type (line 246) | def calc_type(self): class NotTriggerRequirements (line 261) | class NotTriggerRequirements(TriggerRequirements): method __setattr__ (line 265) | def __setattr__(self, key, value): method has_triggered (line 271) | def has_triggered(self, state: dt.date, backtest: BackTest = None) -> ... class DateTriggerRequirements (line 281) | class DateTriggerRequirements(TriggerRequirements): method __post_init__ (line 289) | def __post_init__(self): method has_triggered (line 294) | def has_triggered(self, state: Union[dt.date, dt.datetime], backtest: ... method get_trigger_times (line 315) | def get_trigger_times(self): class PortfolioTriggerRequirements (line 321) | class PortfolioTriggerRequirements(TriggerRequirements): method has_triggered (line 327) | def has_triggered(self, state: dt.date, backtest: BackTest = None) -> ... class MeanReversionTriggerRequirements (line 344) | class MeanReversionTriggerRequirements(TriggerRequirements): method has_triggered (line 354) | def has_triggered(self, state: dt.date, backtest: BackTest = None) -> ... class TradeCountTriggerRequirements (line 381) | class TradeCountTriggerRequirements(TriggerRequirements): method has_triggered (line 386) | def has_triggered(self, state: dt.date, backtest: BackTest = None) -> ... method calc_type (line 400) | def calc_type(self): class EventTriggerRequirements (line 406) | class EventTriggerRequirements(TriggerRequirements): method __post_init__ (line 415) | def __post_init__(self): method get_trigger_times (line 419) | def get_trigger_times(self) -> [dt.date]: method has_triggered (line 427) | def has_triggered(self, state: dt.date, backtest: BackTest = None) -> ... method list_events (line 444) | def list_events(currency: str, start=Optional[dt.datetime], end=Option... class Trigger (line 452) | class Trigger: method __init_subclass__ (line 459) | def __init_subclass__(cls, **kwargs): method sub_classes (line 464) | def sub_classes(): method __post_init__ (line 467) | def __post_init__(self): method has_triggered (line 470) | def has_triggered(self, state: dt.date, backtest: BackTest = None) -> ... method get_trigger_times (line 481) | def get_trigger_times(self): method calc_type (line 485) | def calc_type(self): method risks (line 489) | def risks(self): class PeriodicTrigger (line 495) | class PeriodicTrigger(Trigger): class IntradayPeriodicTrigger (line 503) | class IntradayPeriodicTrigger(Trigger): class MktTrigger (line 510) | class MktTrigger(Trigger): class StrategyRiskTrigger (line 517) | class StrategyRiskTrigger(Trigger): method risks (line 522) | def risks(self): class AggregateTrigger (line 528) | class AggregateTrigger(Trigger): class NotTrigger (line 535) | class NotTrigger(Trigger): class DateTrigger (line 542) | class DateTrigger(Trigger): class PortfolioTrigger (line 549) | class PortfolioTrigger(Trigger): class MeanReversionTrigger (line 556) | class MeanReversionTrigger(Trigger): class TradeCountTrigger (line 563) | class TradeCountTrigger(Trigger): class EventTrigger (line 570) | class EventTrigger(Trigger): class OrdersGeneratorTrigger (line 577) | class OrdersGeneratorTrigger(Trigger): method __post_init__ (line 580) | def __post_init__(self): method get_trigger_times (line 585) | def get_trigger_times(self) -> list: method generate_orders (line 592) | def generate_orders(self, state: dt.datetime, backtest: PredefinedAsse... method has_triggered (line 601) | def has_triggered(self, state: dt.datetime, backtest: PredefinedAssetB... FILE: gs_quant/base.py function exclude_none (line 63) | def exclude_none(o): function exclude_always (line 67) | def exclude_always(_o): function is_iterable (line 71) | def is_iterable(o, t): function is_instance_or_iterable (line 75) | def is_instance_or_iterable(o, t): function _get_underscore (line 79) | def _get_underscore(arg): function _get_is_supported_generic (line 86) | def _get_is_supported_generic(arg): function handle_camel_case_args (line 95) | def handle_camel_case_args(cls): function static_field (line 119) | def static_field(val): class RiskKey (line 127) | class RiskKey(namedtuple('RiskKey', ('provider', 'date', 'market', 'para... method ex_measure (line 129) | def ex_measure(self): method ex_historical_diddle (line 142) | def ex_historical_diddle(self): method fields (line 155) | def fields(self): class EnumBase (line 159) | class EnumBase: method _missing_ (line 161) | def _missing_(cls: EnumMeta, key): method __reduce_ex__ (line 166) | def __reduce_ex__(self, protocol): method __lt__ (line 169) | def __lt__(self: EnumMeta, other): method __repr__ (line 172) | def __repr__(self): method __str__ (line 175) | def __str__(self): class HashableDict (line 179) | class HashableDict(dict): method hashables (line 181) | def hashables(in_dict) -> Tuple: method __hash__ (line 190) | def __hash__(self): class DictBase (line 194) | class DictBase(HashableDict): method __init__ (line 197) | def __init__(self, *args, **kwargs): method __getitem__ (line 207) | def __getitem__(self, item): method __setitem__ (line 210) | def __setitem__(self, key, value): method __getattr__ (line 214) | def __getattr__(self, item): method __setattr__ (line 223) | def __setattr__(self, key, value): method properties (line 232) | def properties(cls) -> set: class Base (line 236) | class Base(ABC): method __getattr__ (line 242) | def __getattr__(self, item): method __setattr__ (line 258) | def __setattr__(self, key, value): method __repr__ (line 273) | def __repr__(self): method __is_type_match (line 280) | def __is_type_match(cls, tp, val): method __coerce_value (line 314) | def __coerce_value(cls, typ: type, value): method _fields_by_name (line 332) | def _fields_by_name(cls) -> Mapping[str, Field]: method _field_mappings (line 342) | def _field_mappings(cls) -> Mapping[str, str]: method clone (line 358) | def clone(self, **kwargs): method properties (line 376) | def properties(cls) -> set: method properties_init (line 381) | def properties_init(cls) -> set: method as_dict (line 385) | def as_dict(self, as_camel_case: bool = False) -> dict: method default_instance (line 407) | def default_instance(cls): method from_instance (line 414) | def from_instance(self, instance): class Priceable (line 430) | class Priceable(Base): method resolve (line 431) | def resolve(self, in_place: bool = True): method dollar_price (line 451) | def dollar_price(self): method price (line 482) | def price(self): method calc (line 497) | def calc(self, risk_measure, fn=None): class __ScenarioMeta (line 541) | class __ScenarioMeta(ABCMeta, ContextMeta): class Scenario (line 546) | class Scenario(Base, ContextBase, ABC, metaclass=__ScenarioMeta): method __lt__ (line 547) | def __lt__(self, other): method __repr__ (line 552) | def __repr__(self): class RiskMeasureParameter (line 565) | class RiskMeasureParameter(Base, ABC): method __repr__ (line 566) | def __repr__(self): class InstrumentBase (line 577) | class InstrumentBase(Base, ABC): method provider (line 582) | def provider(self): ... method instrument_quantity (line 585) | def instrument_quantity(self) -> float: method resolution_key (line 589) | def resolution_key(self) -> Optional[RiskKey]: method unresolved (line 596) | def unresolved(self): method metadata (line 603) | def metadata(self): method metadata (line 610) | def metadata(self, value): method from_instance (line 613) | def from_instance(self, instance): method resolved (line 619) | def resolved(self, values: dict, resolution_key: RiskKey): method clone (line 628) | def clone(self, **kwargs): class Market (line 637) | class Market(ABC): method __hash__ (line 638) | def __hash__(self): method __eq__ (line 641) | def __eq__(self, other): method __lt__ (line 644) | def __lt__(self, other): method market (line 649) | def market(self): ... method location (line 653) | def location(self): ... method to_dict (line 655) | def to_dict(self): class Sentinel (line 659) | class Sentinel: method __init__ (line 660) | def __init__(self, name: str): method __eq__ (line 663) | def __eq__(self, other): class QuoteReport (line 668) | class QuoteReport(Base, ABC): class CustomComments (line 673) | class CustomComments(Base, ABC): function get_enum_value (line 677) | def get_enum_value(enum_type: EnumMeta, value: Union[EnumBase, str]): class MarketDataScenario (line 696) | class MarketDataScenario(Base): FILE: gs_quant/common.py class PositionType (line 28) | class PositionType(Enum): class DateLimit (line 40) | class DateLimit(Enum): class PayReceive (line 46) | class PayReceive(EnumBase, Enum): method _missing_ (line 54) | def _missing_(cls, key): class RiskMeasure (line 61) | class RiskMeasure(__RiskMeasure): method __lt__ (line 62) | def __lt__(self, other): method __repr__ (line 76) | def __repr__(self): method pricing_context (line 80) | def pricing_context(self): class ParameterisedRiskMeasure (line 86) | class ParameterisedRiskMeasure(RiskMeasure): method __init__ (line 87) | def __init__( method __repr__ (line 103) | def __repr__(self): method parameter_is_empty (line 115) | def parameter_is_empty(self): FILE: gs_quant/config/options.py class DisplayOptions (line 18) | class DisplayOptions: method __init__ (line 23) | def __init__(self, show_na: bool = False): method show_na (line 27) | def show_na(self): method show_na (line 31) | def show_na(self, show_na): FILE: gs_quant/content/events/00_gsquant_meets_markets/02_optimizing_equity_trading/qes_utils.py function persistXls (line 9) | def persistXls(xls_report, path, filename, merge_cells=False, indentifie... function plotGross (line 23) | def plotGross(intraday, color_pal='Blues_r'): function plotCost (line 34) | def plotCost(intraday): function plotVar (line 54) | def plotVar(intraday): function plotBuySellNet (line 71) | def plotBuySellNet(intraday): function plotGrossRemaining (line 83) | def plotGrossRemaining(intraday): function plotMultiStrategyPortfolioLevelAnalytics (line 95) | def plotMultiStrategyPortfolioLevelAnalytics(results_dict_multi, metrics... FILE: gs_quant/content/reports_and_screens/00_fx/vol_screen_app.py function format_df (line 19) | def format_df(data_dict): function volatility_screen (line 25) | def volatility_screen(crosses, start_date, end_date, tenor='3m', plot=Tr... FILE: gs_quant/context_base.py class ContextMeta (line 24) | class ContextMeta(type): method __path_key (line 26) | def __path_key(cls) -> str: method __default_key (line 30) | def __default_key(cls) -> str: method default_value (line 34) | def default_value(mcs) -> object: method path (line 38) | def path(cls) -> tuple: method current (line 42) | def current(cls): method current (line 54) | def current(cls, current): method current_is_set (line 70) | def current_is_set(cls) -> bool: method __default (line 74) | def __default(cls): method prior (line 84) | def prior(cls): method has_prior (line 92) | def has_prior(cls): method push (line 96) | def push(cls, context): method pop (line 99) | def pop(cls): class ContextBase (line 105) | class ContextBase(metaclass=ContextMeta): method __enter__ (line 106) | def __enter__(self): method __exit__ (line 112) | def __exit__(self, exc_type, exc_val, exc_tb): method __aenter__ (line 119) | async def __aenter__(self): method __aexit__ (line 125) | async def __aexit__(self, exc_type, exc_val, exc_tb): method __entered_key (line 133) | def __entered_key(self) -> str: method _cls (line 137) | def _cls(self) -> ContextMeta: method is_entered (line 155) | def is_entered(self) -> bool: method _on_enter (line 158) | def _on_enter(self): method _on_exit (line 161) | def _on_exit(self, exc_type, exc_val, exc_tb): method _on_aenter (line 164) | async def _on_aenter(self): method _on_aexit (line 167) | async def _on_aexit(self, exc_type, exc_val, exc_tb): class ContextBaseWithDefault (line 171) | class ContextBaseWithDefault(ContextBase): method default_value (line 173) | def default_value(cls) -> object: class nullcontext (line 182) | class nullcontext(AbstractContextManager): method __init__ (line 183) | def __init__(self, enter_result=None): method __enter__ (line 186) | def __enter__(self): method __exit__ (line 189) | def __exit__(self, exc_type, exc_val, exc_tb): FILE: gs_quant/data/coordinate.py class BaseDataCoordinate (line 34) | class BaseDataCoordinate(metaclass=ABCMeta): method __init__ (line 39) | def __init__(self, measure: Union[DataMeasure, str], dimensions: Optio... method measure (line 50) | def measure(self) -> DataMeasure: method dimensions (line 54) | def dimensions(self) -> Dict: method get_series (line 57) | def get_series(self, start: Optional[DateOrDatetime] = None, end: Opti... method set_dimensions (line 60) | def set_dimensions(self, dimensions: DataDimensions): class DataCoordinate (line 75) | class DataCoordinate(BaseDataCoordinate): method __init__ (line 80) | def __init__( method dataset_id (line 110) | def dataset_id(self) -> str: method frequency (line 114) | def frequency(self) -> DataFrequency: method id (line 118) | def id(self) -> str: method id (line 122) | def id(self, value): method __eq__ (line 125) | def __eq__(self, other): method get_dimensions (line 139) | def get_dimensions(self) -> Tuple: method __hash__ (line 142) | def __hash__(self): method __str__ (line 145) | def __str__(self): method get_range (line 152) | def get_range( method get_series (line 171) | def get_series( method last_value (line 192) | def last_value(self, before: Optional[DateOrDatetime] = None) -> Union... method as_dict (line 209) | def as_dict(self): method from_dict (line 230) | def from_dict(cls, obj): FILE: gs_quant/data/core.py function _now (line 25) | def _now(): class DataFrequency (line 29) | class DataFrequency(Enum): class DataAggregationOperator (line 46) | class DataAggregationOperator: class IntervalFrequency (line 53) | class IntervalFrequency(Enum): class DataContext (line 60) | class DataContext(ContextBaseWithDefault): method __init__ (line 61) | def __init__(self, start=None, end=None, interval=None): method _get_date (line 76) | def _get_date(o, default): method _get_datetime (line 92) | def _get_datetime(o, default): method start_date (line 106) | def start_date(self): method end_date (line 110) | def end_date(self): method start_time (line 114) | def start_time(self): method end_time (line 118) | def end_time(self): method interval (line 122) | def interval(self): FILE: gs_quant/data/dataset.py class InvalidInputException (line 47) | class InvalidInputException(Exception): class Dataset (line 51) | class Dataset: class Vendor (line 54) | class Vendor(Enum): class GS (line 57) | class GS(Vendor): class TR (line 87) | class TR(Vendor): class FRED (line 92) | class FRED(Vendor): class TradingEconomics (line 95) | class TradingEconomics(Vendor): method __init__ (line 98) | def __init__(self, dataset_id: Union[str, Vendor], provider: Optional[... method _get_dataset_id_str (line 107) | def _get_dataset_id_str(self, dataset_id): method id (line 111) | def id(self) -> str: method name (line 118) | def name(self): method provider (line 122) | def provider(self): method _build_data_query (line 127) | def _build_data_query( method _build_data_frame (line 159) | def _build_data_frame(self, data, schema_varies, standard_fields) -> p... method get_data (line 170) | def get_data( method get_data_async (line 208) | async def get_data_async( method _build_data_series_query (line 246) | def _build_data_series_query( method _build_data_series (line 266) | def _build_data_series(self, data, field_value, symbol_dimension, stan... method get_data_series (line 282) | def get_data_series( method get_data_series_async (line 321) | async def get_data_series_async( method get_data_last (line 360) | def get_data_last( method get_coverage (line 392) | def get_coverage( method get_coverage_async (line 422) | async def get_coverage_async( method delete (line 452) | def delete(self) -> Dict: method undelete (line 465) | def undelete(self) -> Dict: method delete_data (line 478) | def delete_data(self, delete_query: Dict): method upload_data (line 493) | def upload_data(self, data: Union[pd.DataFrame, list, tuple]) -> Dict: method get_data_bulk (line 520) | def get_data_bulk( class PTPDataset (line 615) | class PTPDataset(Dataset): method __init__ (line 640) | def __init__(self, series: Union[pd.Series, pd.DataFrame], name: Optio... method sync (line 654) | def sync(self): method plot (line 670) | def plot(self, open_in_browser: bool = True, field: Optional[str] = No... class MarqueeDataIngestionLibrary (line 694) | class MarqueeDataIngestionLibrary: method __init__ (line 713) | def __init__(self, provider: Optional[DataApi] = None): method provider (line 722) | def provider(self): method _create_parameters (line 727) | def _create_parameters( method _check_and_create_field (line 743) | def _check_and_create_field(self, fieldMap: Dict[str, str], dataframe:... method _create_dimensions (line 758) | def _create_dimensions( method to_upper_underscore (line 814) | def to_upper_underscore(self, name: str) -> str: method to_camel_case (line 817) | def to_camel_case(self, name: str) -> str: method create_dataset (line 820) | def create_dataset( method write_data (line 894) | def write_data(self, df: pd.DataFrame, dataset_id: str) -> None: FILE: gs_quant/data/fields.py class DataMeasure (line 23) | class DataMeasure(Enum): method __repr__ (line 86) | def __repr__(self): method list_fundamentals (line 90) | def list_fundamentals(cls): class DataDimension (line 121) | class DataDimension(Enum): class Fields (line 139) | class Fields(Enum): method unit (line 147) | def unit(self) -> Optional[str]: class AssetMeasure (line 161) | class AssetMeasure: FILE: gs_quant/data/log.py function log_debug (line 20) | def log_debug(request_id, logger, fmt_str, *args, **kwargs): function log_warning (line 24) | def log_warning(request_id, logger, fmt_str, *args, **kwargs): function log_info (line 28) | def log_info(request_id, logger, fmt_str, *args, **kwargs): FILE: gs_quant/data/query.py class DataQueryType (line 28) | class DataQueryType(Enum): class DataQuery (line 33) | class DataQuery: method __init__ (line 36) | def __init__( method get_series (line 50) | def get_series(self) -> Union[pd.Series, None]: method get_data_series (line 59) | def get_data_series(self) -> DataSeries: method get_range_string (line 62) | def get_range_string(self) -> str: FILE: gs_quant/data/stream.py class DataSeries (line 25) | class DataSeries: method __init__ (line 28) | def __init__(self, series: pd.Series, coordinate: DataCoordinate): class DataEvent (line 33) | class DataEvent: method __init__ (line 36) | def __init__(self, time: dt.datetime, value: Union[None, str, float], ... FILE: gs_quant/data/utilities.py class Utilities (line 31) | class Utilities: class AssetApi (line 32) | class AssetApi: method __create_query (line 36) | def __create_query( method get_many_assets_data (line 65) | def get_many_assets_data( method target_folder (line 73) | def target_folder(): method pre_checks (line 91) | def pre_checks(final_end, original_start, time_field, datetime_delta_o... method batch (line 123) | def batch(iterable, n=1): method fetch_data (line 129) | def fetch_data(dataset, symbols, start=dt.datetime.now(), end=dt.datet... method execute_parallel_query (line 139) | def execute_parallel_query( method get_dataset_parameter (line 164) | def get_dataset_parameter(dataset): method write_consolidated_results (line 174) | def write_consolidated_results( method iterate_over_series (line 186) | def iterate_over_series( method extract_xref (line 235) | def extract_xref(assets, out_type): method map_identifiers (line 240) | def map_identifiers(input_type: str, output_type: str, ids, as_of=dt.d... method get_dataset_coverage (line 260) | def get_dataset_coverage(identifier, symbol_dimension, dataset): class SecmasterXrefFormatter (line 273) | class SecmasterXrefFormatter: class EventType (line 274) | class EventType(Enum): class Event (line 279) | class Event: method __post_init__ (line 284) | def __post_init__(self): method convert (line 293) | def convert(data: Dict[str, Any]) -> Dict[str, Dict[str, List[Dict[str... method _convert_entity_records (line 301) | def _convert_entity_records(records: List[Dict[str, Any]]) -> List[Dic... method _create_events (line 329) | def _create_events(records: List[Dict[str, Any]]) -> List[Event]: method _process_events (line 356) | def _process_events(events: List[Event]) -> List[Dict[str, Any]]: method _date_sort_key (line 430) | def _date_sort_key(date_str: str) -> dt.datetime: method _add_one_day (line 436) | def _add_one_day(date_str: str) -> str: method _subtract_one_day (line 451) | def _subtract_one_day(date_str: str) -> str: FILE: gs_quant/datetime/date.py class PaymentFrequency (line 38) | class PaymentFrequency(IntEnum): class DayCountConvention (line 56) | class DayCountConvention(Enum): function is_business_day (line 83) | def is_business_day( function business_day_offset (line 105) | def business_day_offset( function prev_business_date (line 132) | def prev_business_date( function business_day_count (line 151) | def business_day_count( function date_range (line 177) | def date_range( function today (line 230) | def today(location: Optional[PricingLocation] = None) -> dt.date: function has_feb_29 (line 242) | def has_feb_29(start: dt.date, end: dt.date): function day_count_fraction (line 270) | def day_count_fraction( FILE: gs_quant/datetime/gscalendar.py function _split_list (line 37) | def _split_list(items, predicate) -> Tuple[Tuple[str, ...], Tuple[str, .... class GsCalendar (line 49) | class GsCalendar: method __init__ (line 54) | def __init__(self, calendars: Union[str, PricingLocation, Currency, Tu... method get (line 64) | def get(calendars: Union[str, Tuple], skip_valid_check=True): method reset (line 68) | def reset(): method calendars (line 71) | def calendars(self) -> Tuple: method is_currency (line 75) | def is_currency(currency: Union[str, PricingLocation, Currency]) -> bool: method _get_dataset_coverage (line 87) | def _get_dataset_coverage(self, dataset: Dataset, query_key: str): method holidays_from_dataset (line 92) | def holidays_from_dataset(self, dataset: Dataset, query_key: str, quer... method holidays (line 114) | def holidays(self) -> Tuple[dt.date, ...]: method business_day_calendar (line 121) | def business_day_calendar(self, week_mask: str = None) -> np.busdaycal... FILE: gs_quant/datetime/point.py function relative_date_add (line 98) | def relative_date_add(date_rule: str, strict: bool = False) -> float: function point_sort_order (line 125) | def point_sort_order(point: str, ref_date: Optional[dt.date] = None) -> ... FILE: gs_quant/datetime/relative_date.py class RelativeDate (line 34) | class RelativeDate: method __init__ (line 60) | def __init__(self, rule: str, base_date: Optional[dt.date] = None): method apply_rule (line 75) | def apply_rule( method _get_rules (line 111) | def _get_rules(self) -> List[str]: method __handle_rule (line 135) | def __handle_rule( method as_dict (line 190) | def as_dict(self): class RelativeDateSchedule (line 197) | class RelativeDateSchedule: method __init__ (line 219) | def __init__(self, rule: str, base_date: Optional[dt.date] = None, end... method apply_rule (line 234) | def apply_rule( method as_dict (line 269) | def as_dict(self): FILE: gs_quant/datetime/rules.py class RDateRule (line 35) | class RDateRule(ABC): method __init__ (line 44) | def __init__(self, result: dt.date, **params): method handle (line 57) | def handle(self) -> dt.date: method _get_holidays (line 64) | def _get_holidays(self) -> List[dt.date]: method _apply_business_days_logic (line 90) | def _apply_business_days_logic(self, holidays: List[dt.date], offset: ... method _get_nth_day_of_month (line 99) | def _get_nth_day_of_month(self, calendar_day): method add_years (line 106) | def add_years(self, holidays: List[dt.date]): method is_weekend (line 113) | def is_weekend(d: dt.date): method roll_convention (line 116) | def roll_convention(self, default=None): class ARule (line 120) | class ARule(RDateRule): method handle (line 121) | def handle(self) -> dt.date: class bRule (line 126) | class bRule(RDateRule): method handle (line 127) | def handle(self) -> dt.date: class dRule (line 133) | class dRule(RDateRule): method handle (line 134) | def handle(self) -> dt.date: class eRule (line 138) | class eRule(RDateRule): method handle (line 139) | def handle(self) -> dt.date: class FRule (line 144) | class FRule(RDateRule): method handle (line 145) | def handle(self) -> dt.date: class gRule (line 149) | class gRule(RDateRule): method handle (line 150) | def handle(self) -> dt.date: class NRule (line 156) | class NRule(RDateRule): method handle (line 157) | def handle(self) -> dt.date: class GRule (line 161) | class GRule(RDateRule): method handle (line 162) | def handle(self) -> dt.date: class IRule (line 166) | class IRule(RDateRule): method handle (line 167) | def handle(self) -> dt.date: class JRule (line 171) | class JRule(RDateRule): method handle (line 172) | def handle(self) -> dt.date: class kRule (line 176) | class kRule(RDateRule): method handle (line 177) | def handle(self) -> dt.date: class mRule (line 185) | class mRule(RDateRule): method handle (line 186) | def handle(self) -> dt.date: class MRule (line 191) | class MRule(RDateRule): method handle (line 192) | def handle(self) -> dt.date: class PRule (line 196) | class PRule(RDateRule): method handle (line 197) | def handle(self) -> dt.date: class rRule (line 201) | class rRule(RDateRule): method handle (line 202) | def handle(self) -> dt.date: class RRule (line 206) | class RRule(RDateRule): method handle (line 207) | def handle(self) -> dt.date: class SRule (line 211) | class SRule(RDateRule): method handle (line 212) | def handle(self) -> dt.date: class TRule (line 216) | class TRule(RDateRule): method handle (line 217) | def handle(self) -> dt.date: class uRule (line 221) | class uRule(RDateRule): method handle (line 222) | def handle(self) -> dt.date: class URule (line 228) | class URule(RDateRule): method handle (line 229) | def handle(self) -> dt.date: class vRule (line 233) | class vRule(RDateRule): method handle (line 234) | def handle(self) -> dt.date: class VRule (line 242) | class VRule(RDateRule): method handle (line 243) | def handle(self) -> dt.date: class WRule (line 247) | class WRule(RDateRule): method handle (line 248) | def handle(self) -> dt.date: class wRule (line 252) | class wRule(RDateRule): method handle (line 253) | def handle(self) -> dt.date: class xRule (line 260) | class xRule(RDateRule): method handle (line 261) | def handle(self) -> dt.date: class XRule (line 268) | class XRule(RDateRule): method handle (line 269) | def handle(self) -> dt.date: class yRule (line 273) | class yRule(RDateRule): method handle (line 274) | def handle(self) -> dt.date: class ZRule (line 282) | class ZRule(RDateRule): method handle (line 283) | def handle(self) -> dt.date: FILE: gs_quant/datetime/time.py class Timer (line 43) | class Timer: method __init__ (line 44) | def __init__(self, print_on_exit: bool = True, label: str = 'Execution... method __enter__ (line 49) | def __enter__(self): method __exit__ (line 52) | def __exit__(self, *args): function to_zulu_string (line 62) | def to_zulu_string(time: dt.datetime): function time_difference_as_string (line 66) | def time_difference_as_string(time_delta: np.timedelta64, resolution: st... FILE: gs_quant/entities/entitlements.py class User (line 32) | class User: method __init__ (line 33) | def __init__(self, user_id: str, name: str = None, email: str = None, ... method __eq__ (line 39) | def __eq__(self, other): method __hash__ (line 42) | def __hash__(self): method id (line 46) | def id(self): method email (line 50) | def email(self): method name (line 54) | def name(self): method company (line 58) | def company(self): method get (line 62) | def get(cls, user_id: str = None, name: str = None, email: str = None): method get_many (line 86) | def get_many( method save (line 115) | def save(self): class Group (line 119) | class Group: method __init__ (line 120) | def __init__(self, group_id: str, name: str, entitlements=None, descri... method __eq__ (line 127) | def __eq__(self, other): method __hash__ (line 130) | def __hash__(self): method id (line 134) | def id(self): method name (line 138) | def name(self): method name (line 142) | def name(self, value: str): method entitlements (line 146) | def entitlements(self): method entitlements (line 150) | def entitlements(self, value): method description (line 154) | def description(self): method description (line 158) | def description(self, value: str): method tags (line 162) | def tags(self): method tags (line 166) | def tags(self, value: List): method get (line 170) | def get(cls, group_id: str): method get_many (line 192) | def get_many(cls, group_ids: List[str] = None, names: List[str] = None): method save (line 219) | def save(self): method _group_exists (line 241) | def _group_exists(self): method delete (line 251) | def delete(self): method get_users (line 258) | def get_users(self) -> List[User]: method add_users (line 268) | def add_users(self, users: List[User]): method delete_users (line 277) | def delete_users(self, users: List[User]): method to_dict (line 286) | def to_dict(self): method to_target (line 298) | def to_target(self): class EntitlementBlock (line 311) | class EntitlementBlock: method __init__ (line 312) | def __init__( method __eq__ (line 324) | def __eq__(self, other) -> bool: method users (line 334) | def users(self): method users (line 338) | def users(self, value: List[User]): method groups (line 342) | def groups(self): method groups (line 346) | def groups(self, value: List[Group]): method roles (line 350) | def roles(self): method roles (line 354) | def roles(self, value: List[str]): method unconverted_tokens (line 358) | def unconverted_tokens(self) -> List[str]: method is_empty (line 361) | def is_empty(self): method to_list (line 364) | def to_list(self, as_dicts: bool = False, action: str = None, include_... class Entitlements (line 384) | class Entitlements: method __init__ (line 385) | def __init__( method __eq__ (line 411) | def __eq__(self, other) -> bool: method admin (line 433) | def admin(self): method admin (line 437) | def admin(self, value: EntitlementBlock): method delete (line 441) | def delete(self): method delete (line 445) | def delete(self, value: EntitlementBlock): method display (line 449) | def display(self): method display (line 453) | def display(self, value: EntitlementBlock): method upload (line 457) | def upload(self): method upload (line 461) | def upload(self, value: EntitlementBlock): method edit (line 465) | def edit(self): method edit (line 469) | def edit(self, value: EntitlementBlock): method execute (line 473) | def execute(self): method execute (line 477) | def execute(self, value: EntitlementBlock): method plot (line 481) | def plot(self): method plot (line 485) | def plot(self, value: EntitlementBlock): method query (line 489) | def query(self): method query (line 493) | def query(self, value: EntitlementBlock): method rebalance (line 497) | def rebalance(self): method rebalance (line 501) | def rebalance(self, value: EntitlementBlock): method trade (line 505) | def trade(self): method trade (line 509) | def trade(self, value: EntitlementBlock): method view (line 513) | def view(self): method view (line 517) | def view(self, value: EntitlementBlock): method to_target (line 520) | def to_target(self, include_all_tokens: bool = False) -> TargetEntitle... method to_dict (line 550) | def to_dict(self) -> Dict: method to_frame (line 557) | def to_frame(self) -> pd.DataFrame: method from_target (line 573) | def from_target(cls, entitlements: TargetEntitlements): method from_dict (line 583) | def from_dict(cls, entitlements: Dict): FILE: gs_quant/entities/entity.py class EntityType (line 73) | class EntityType(Enum): class EntityKey (line 88) | class EntityKey: class EntityIdentifier (line 93) | class EntityIdentifier(Enum): class ScenarioCalculationType (line 97) | class ScenarioCalculationType(Enum): class ScenarioCalculationMeasure (line 101) | class ScenarioCalculationMeasure(Enum): class Entity (line 110) | class Entity(metaclass=ABCMeta): method __init__ (line 123) | def __init__(self, id_: str, entity_type: EntityType, entity: Optional... method data_dimension (line 130) | def data_dimension(self) -> str: method entity_type (line 135) | def entity_type(cls) -> EntityType: method get (line 139) | def get( method _get_entity_from_type (line 164) | def _get_entity_from_type(cls, entity: Dict, entity_type: EntityType =... method get_marquee_id (line 176) | def get_marquee_id(self) -> str: method get_entity (line 179) | def get_entity(self) -> Optional[Dict]: method get_unique_entity_key (line 182) | def get_unique_entity_key(self) -> EntityKey: method get_data_coordinate (line 185) | def get_data_coordinate( method get_entitlements (line 207) | def get_entitlements(self): class Country (line 214) | class Country(Entity): class Identifier (line 215) | class Identifier(EntityIdentifier): method __init__ (line 219) | def __init__(self, id_: str, entity: Optional[Dict] = None): method data_dimension (line 223) | def data_dimension(self) -> str: method entity_type (line 227) | def entity_type(cls) -> EntityType: method get_by_identifier (line 231) | def get_by_identifier(cls, id_value: str, id_type: Identifier) -> Opti... method get_name (line 234) | def get_name(self) -> Optional[str]: method get_region (line 237) | def get_region(self) -> Optional[str]: method get_sub_region (line 240) | def get_sub_region(self): method get_region_code (line 243) | def get_region_code(self): method get_sub_region_code (line 246) | def get_sub_region_code(self): method get_alpha3 (line 249) | def get_alpha3(self): method get_bbid (line 252) | def get_bbid(self): method get_alpha2 (line 255) | def get_alpha2(self): method get_country_code (line 258) | def get_country_code(self): class Subdivision (line 262) | class Subdivision(Entity): class Identifier (line 263) | class Identifier(EntityIdentifier): method __init__ (line 267) | def __init__(self, id_: str, entity: Optional[Dict] = None): method data_dimension (line 271) | def data_dimension(self) -> str: method entity_type (line 275) | def entity_type(cls) -> EntityType: method get_by_identifier (line 279) | def get_by_identifier(cls, id_value: str, id_type: Identifier) -> Opti... method get_name (line 282) | def get_name(self) -> Optional[str]: class KPI (line 286) | class KPI(Entity): class Identifier (line 287) | class Identifier(EntityIdentifier): method __init__ (line 291) | def __init__(self, id_: str, entity: Optional[Dict] = None): method data_dimension (line 295) | def data_dimension(self) -> str: method entity_type (line 299) | def entity_type(cls) -> EntityType: method get_by_identifier (line 303) | def get_by_identifier(cls, id_value: str, id_type: Identifier) -> Opti... method get_name (line 306) | def get_name(self) -> Optional[str]: method get_category (line 309) | def get_category(self) -> Optional[str]: method get_sub_category (line 312) | def get_sub_category(self): class RiskModelEntity (line 316) | class RiskModelEntity(Entity): class Identifier (line 317) | class Identifier(EntityIdentifier): method __init__ (line 321) | def __init__(self, id_: str, entity: Optional[Dict] = None): method data_dimension (line 325) | def data_dimension(self) -> str: method entity_type (line 329) | def entity_type(cls) -> EntityType: method get_by_identifier (line 333) | def get_by_identifier(cls, id_value: str, id_type: Identifier) -> Opti... method get_name (line 336) | def get_name(self) -> Optional[str]: method get_coverage (line 339) | def get_coverage(self) -> Optional[str]: method get_term (line 342) | def get_term(self) -> Optional[str]: method get_vendor (line 345) | def get_vendor(self) -> Optional[str]: class PositionedEntity (line 349) | class PositionedEntity(metaclass=ABCMeta): method __init__ (line 350) | def __init__(self, id_: str, entity_type: EntityType): method id (line 355) | def id(self) -> str: method positioned_entity_type (line 359) | def positioned_entity_type(self) -> EntityType: method get_entitlements (line 362) | def get_entitlements(self) -> Entitlements: method get_latest_position_set (line 371) | def get_latest_position_set(self, position_type: PositionType = Positi... method get_position_set_for_date (line 380) | def get_position_set_for_date(self, date: dt.date, position_type: Posi... method get_position_sets (line 394) | def get_position_sets( method update_positions (line 411) | def update_positions(self, position_sets: List[PositionSet], net_posit... method get_positions_data (line 429) | def get_positions_data( method get_last_positions_data (line 445) | def get_last_positions_data( method get_position_dates (line 457) | def get_position_dates(self) -> Tuple[dt.date, ...]: method get_reports (line 464) | def get_reports(self, tags: Dict = None) -> List[Report]: method get_status_of_reports (line 483) | def get_status_of_reports(self, tags: Dict = None) -> pd.DataFrame: method get_factor_risk_reports (line 496) | def get_factor_risk_reports(self, fx_hedged: bool = None, tags: Dict =... method get_factor_risk_report (line 514) | def get_factor_risk_report( method get_thematic_report (line 536) | def get_thematic_report(self, tags: Dict = None) -> ThematicReport: method poll_report (line 552) | def poll_report(self, report_id: str, timeout: int = 600, step: int = ... method get_all_esg_data (line 588) | def get_all_esg_data( method get_esg_summary (line 611) | def get_esg_summary(self, pricing_date: dt.date = None) -> pd.DataFrame: method get_esg_quintiles (line 617) | def get_esg_quintiles(self, measure: ESGMeasure, pricing_date: dt.date... method get_esg_by_sector (line 634) | def get_esg_by_sector(self, measure: ESGMeasure, pricing_date: dt.date... method get_esg_by_region (line 643) | def get_esg_by_region(self, measure: ESGMeasure, pricing_date: dt.date... method get_esg_top_ten (line 652) | def get_esg_top_ten(self, measure: ESGMeasure, pricing_date: dt.date =... method get_esg_bottom_ten (line 661) | def get_esg_bottom_ten(self, measure: ESGMeasure, pricing_date: dt.dat... method _get_esg_ranked_card (line 670) | def _get_esg_ranked_card(self, card: ESGCard, measure: ESGMeasure, pri... method _get_esg_breakdown (line 678) | def _get_esg_breakdown(self, card: ESGCard, measure: ESGMeasure, prici... method get_carbon_analytics (line 686) | def get_carbon_analytics( method get_carbon_coverage (line 709) | def get_carbon_coverage( method get_carbon_sbti_netzero_coverage (line 731) | def get_carbon_sbti_netzero_coverage( method get_carbon_emissions (line 756) | def get_carbon_emissions( method get_carbon_emissions_allocation (line 780) | def get_carbon_emissions_allocation( method get_carbon_attribution_table (line 808) | def get_carbon_attribution_table( method get_thematic_exposure (line 844) | def get_thematic_exposure( method get_thematic_beta (line 876) | def get_thematic_beta( method get_all_thematic_exposures (line 902) | def get_all_thematic_exposures( method get_top_five_thematic_exposures (line 922) | def get_top_five_thematic_exposures( method get_bottom_five_thematic_exposures (line 942) | def get_bottom_five_thematic_exposures( method get_thematic_breakdown (line 959) | def get_thematic_breakdown(self, date: dt.date, basket_id: str) -> pd.... method get_factor_scenario_analytics (line 969) | def get_factor_scenario_analytics( FILE: gs_quant/entities/entity_utils.py function _explode_data (line 22) | def _explode_data(data: pd.Series, parent_label: str) -> Union[pd.DataFr... FILE: gs_quant/entities/tree_entity.py class AssetTreeNode (line 28) | class AssetTreeNode: method __init__ (line 29) | def __init__(self, id, depth: Optional[int] = 0, date: Optional[dt.dat... method __str__ (line 41) | def __str__(self): method to_frame (line 45) | def to_frame(self) -> pd.DataFrame: method populate_values (line 57) | def populate_values(self, dataset, value_column, underlier_column): method build_tree (line 66) | def build_tree(self, dataset, underlier_column): method __get_direct_underliers (line 83) | def __get_direct_underliers(self, asset_id, dataset) -> pd.DataFrame: method __build_constituents_df (line 99) | def __build_constituents_df(self, constituents_df) -> pd.DataFrame: class TreeHelper (line 121) | class TreeHelper: method __init__ (line 122) | def __init__( method populate_weights (line 138) | def populate_weights(self, dataset, weight_column: Optional[str] = 'we... method populate_attribution (line 145) | def populate_attribution(self, dataset, attribution_column: Optional[s... method to_frame (line 152) | def to_frame(self) -> pd.DataFrame: method build_tree (line 173) | def build_tree(self): method get_tree (line 179) | def get_tree(self) -> AssetTreeNode: method get_visualisation (line 197) | def get_visualisation(self, visualise_by: str = 'name'): FILE: gs_quant/errors.py class MqError (line 20) | class MqError(Exception): class MqValueError (line 26) | class MqValueError(MqError, ValueError): class MqTypeError (line 30) | class MqTypeError(MqError): class MqWrappedError (line 34) | class MqWrappedError(MqError): class MqRequestError (line 38) | class MqRequestError(MqError): method __init__ (line 39) | def __init__(self, status, message, context=None): method __str__ (line 44) | def __str__(self): class MqAuthenticationError (line 52) | class MqAuthenticationError(MqRequestError): class MqAuthorizationError (line 56) | class MqAuthorizationError(MqRequestError): class MqUninitialisedError (line 60) | class MqUninitialisedError(MqError): class MqRateLimitedError (line 65) | class MqRateLimitedError(MqRequestError): class MqTimeoutError (line 69) | class MqTimeoutError(MqRequestError): class MqInternalServerError (line 73) | class MqInternalServerError(MqRequestError): function error_builder (line 77) | def error_builder(status, message, context=None): FILE: gs_quant/instrument/core.py class Instrument (line 44) | class Instrument(PriceableImpl, InstrumentBase): method __repr__ (line 48) | def __repr__(self): method __asset_class_and_type_to_instrument (line 52) | def __asset_class_and_type_to_instrument(cls): method provider (line 71) | def provider(self): method resolve (line 74) | def resolve(self, in_place: bool = True) -> Optional[Union[PriceableIm... method calc (line 116) | def calc( method from_dict (line 217) | def from_dict(cls, values: dict): method from_quick_entry (line 251) | def from_quick_entry(cls, text: str, asset_class: Optional[AssetClass]... method from_asset_ids (line 273) | def from_asset_ids(cls, asset_ids: Tuple[str, ...]) -> Tuple[Instrumen... method from_asset_id (line 291) | def from_asset_id(cls, asset_id: str) -> InstrumentBase: method compose (line 295) | def compose(components: Iterable): method flip (line 298) | def flip(self, in_place: bool = True): method scale (line 301) | def scale(self, scaling: float, in_place: bool = True, check_resolved=... class DummyInstrument (line 314) | class DummyInstrument(Instrument): method __init__ (line 315) | def __init__(self, dummy_result: Union[str, float] = None): method dummy_result (line 320) | def dummy_result(self) -> Union[str, float]: method dummy_result (line 324) | def dummy_result(self, value: Union[str, float]): method type (line 328) | def type(self) -> AssetType: class Security (line 332) | class Security(XRef, Instrument): method __init__ (line 335) | def __init__( method from_dict (line 363) | def from_dict(cls, env): function encode_instrument (line 367) | def encode_instrument(instrument: Optional[Instrument]) -> Optional[dict]: function encode_instruments (line 372) | def encode_instruments(instruments: Optional[Iterable[Instrument]]) -> O... FILE: gs_quant/interfaces/algebra.py class AlgebraicType (line 20) | class AlgebraicType(abc.ABC): method __add__ (line 22) | def __add__(self, other): ... method __radd__ (line 24) | def __radd__(self, other): method __sub__ (line 28) | def __sub__(self, other): ... method __mul__ (line 31) | def __mul__(self, other): ... method __rmul__ (line 33) | def __rmul__(self, other): method __div__ (line 37) | def __div__(self, other): ... FILE: gs_quant/json_convertors.py function encode_date_or_str (line 37) | def encode_date_or_str(value: Optional[Union[str, dt.date]]) -> Optional... function decode_optional_date (line 41) | def decode_optional_date(value: Optional[str]) -> Optional[dt.date]: function decode_optional_time (line 54) | def decode_optional_time(value: Optional[str]) -> Optional[dt.time]: function encode_optional_time (line 65) | def encode_optional_time(value: Optional[Union[str, dt.time]]) -> Option... function decode_date_tuple (line 69) | def decode_date_tuple(blob: Tuple[str, ...]): function encode_date_tuple (line 73) | def encode_date_tuple(values: Tuple[Optional[Union[str, dt.date]], ...]): function decode_iso_date_or_datetime (line 81) | def decode_iso_date_or_datetime(value: Any) -> Union[Tuple[DateOrDateTim... function optional_from_isodatetime (line 94) | def optional_from_isodatetime(datetime: Union[str, dt.datetime, None]) -... function optional_to_isodatetime (line 100) | def optional_to_isodatetime(datetime: Optional[dt.datetime]): function decode_dict_date_key (line 108) | def decode_dict_date_key(value): function decode_dict_date_key_or_float (line 112) | def decode_dict_date_key_or_float(value): function decode_dict_dict_date_key (line 118) | def decode_dict_dict_date_key(value): function decode_dict_date_value (line 129) | def decode_dict_date_value(value): function decode_datetime_tuple (line 133) | def decode_datetime_tuple(blob: Tuple[str, ...]): function __try_decode_valid_date_formats (line 137) | def __try_decode_valid_date_formats(value: str) -> Optional[dt.date]: function decode_date_or_str (line 146) | def decode_date_or_str(value: Union[dt.date, float, str]) -> Optional[Un... function encode_datetime (line 164) | def encode_datetime(value: Optional[dt.datetime]) -> Optional[str]: function decode_datetime (line 177) | def decode_datetime(value: Optional[Union[int, str]]) -> Optional[dt.dat... function decode_float_or_str (line 194) | def decode_float_or_str(value: Optional[Union[float, int, str]]) -> Opti... function decode_instrument (line 211) | def decode_instrument(value: Optional[Dict]): function decode_named_instrument (line 217) | def decode_named_instrument(value: Optional[Union[Iterable[Dict], dict]]): function decode_named_portfolio (line 227) | def decode_named_portfolio(value): function encode_named_instrument (line 233) | def encode_named_instrument(obj): function encode_named_portfolio (line 243) | def encode_named_portfolio(obj): function encode_pandas_series (line 247) | def encode_pandas_series(obj): function decode_pandas_series (line 254) | def decode_pandas_series(value: dict): function decode_quote_report (line 259) | def decode_quote_report(value: Optional[dict]): function decode_quote_reports (line 265) | def decode_quote_reports(value: Optional[Iterable[Dict]]): function decode_custom_comment (line 271) | def decode_custom_comment(value: Optional[dict]): function decode_custom_comments (line 277) | def decode_custom_comments(value: Optional[Iterable[Dict]]): function decode_hedge_type (line 283) | def decode_hedge_type(value: Optional[dict]): function decode_hedge_types (line 289) | def decode_hedge_types(value: Optional[Iterable[Dict]]): function encode_dictable (line 295) | def encode_dictable(o): function encode_named_dictable (line 299) | def encode_named_dictable(o): function _get_dc_type (line 306) | def _get_dc_type(cls, name_field: str, allow_missing: bool): function _value_decoder (line 318) | def _value_decoder(type_to_cls_map, explicit_cls=None, str_mapper=None): function dc_decode (line 346) | def dc_decode(*classes, name_field='class_type', allow_missing=False): FILE: gs_quant/json_convertors_common.py function gsq_rm_for_name (line 29) | def gsq_rm_for_name(name: str) -> Optional[RiskMeasure]: function encode_risk_measure (line 35) | def encode_risk_measure(rm: RiskMeasure) -> Dict: function encode_risk_measure_tuple (line 42) | def encode_risk_measure_tuple(blob: Tuple[RiskMeasure, ...]) -> Tuple[Di... function _decode_param (line 46) | def _decode_param(data: dict) -> Optional[RiskMeasureParameter]: function _decode_gsq_risk_measure (line 56) | def _decode_gsq_risk_measure(data: dict) -> Optional[RiskMeasure]: function decode_risk_measure (line 75) | def decode_risk_measure(data: Dict) -> RiskMeasure: function decode_risk_measure_tuple (line 87) | def decode_risk_measure_tuple(blob: Tuple[Dict, ...]) -> Tuple[RiskMeasu... FILE: gs_quant/json_encoder.py function encode_default (line 26) | def encode_default(o): class JSONEncoder (line 41) | class JSONEncoder(json.JSONEncoder): method default (line 42) | def default(self, o): FILE: gs_quant/markets/baskets.py class ErrorMessage (line 79) | class ErrorMessage(Enum): function _validate (line 89) | def _validate(*error_msgs): class Basket (line 108) | class Basket(Asset, PositionedEntity): method __init__ (line 113) | def __init__(self, gs_asset: GsAsset = None, **kwargs): method get (line 139) | def get(cls, identifier: str, **kwargs): method get_details (line 162) | def get_details(self) -> pd.DataFrame: method create (line 190) | def create(self) -> dict: method clone (line 224) | def clone(self): method update (line 251) | def update(self) -> dict: method upload_position_history (line 290) | def upload_position_history(self, position_sets: List[PositionSet]) ->... method poll_status (line 330) | def poll_status(self, timeout: int = 600, step: int = 30) -> ReportSta... method get_latest_rebalance_data (line 360) | def get_latest_rebalance_data(self) -> dict: method get_latest_rebalance_date (line 384) | def get_latest_rebalance_date(self) -> dt.date: method get_rebalance_approval_status (line 411) | def get_rebalance_approval_status(self) -> str: method cancel_rebalance (line 438) | def cancel_rebalance(self) -> dict: method get_corporate_actions (line 462) | def get_corporate_actions( method get_fundamentals (line 500) | def get_fundamentals( method get_live_date (line 542) | def get_live_date(self) -> Optional[dt.date]: method get_type (line 559) | def get_type(self) -> Optional[SecAssetType]: method get_latest_position_set (line 578) | def get_latest_position_set( method get_position_set_for_date (line 587) | def get_position_set_for_date( method get_position_sets (line 599) | def get_position_sets( method get_url (line 615) | def get_url(self) -> str: method add_factor_risk_report (line 635) | def add_factor_risk_report(self, risk_model_id: str, fx_hedged: bool): method delete_factor_risk_report (line 661) | def delete_factor_risk_report(self, risk_model_id: str): method allow_ca_restricted_assets (line 686) | def allow_ca_restricted_assets(self) -> Optional[bool]: method allow_ca_restricted_assets (line 692) | def allow_ca_restricted_assets(self, value: bool): method allow_limited_access_assets (line 696) | def allow_limited_access_assets(self) -> Optional[bool]: method allow_limited_access_assets (line 702) | def allow_limited_access_assets(self, value: bool): method asset_class (line 706) | def asset_class(self) -> Optional[AssetClass]: method asset_class (line 712) | def asset_class(self, value: AssetClass): method benchmark (line 716) | def benchmark(self) -> Optional[str]: method benchmark (line 722) | def benchmark(self, value: str): method backtest_parameters (line 726) | def backtest_parameters(self) -> Optional[EqBasketBacktestParameters]: method backtest_parameters (line 732) | def backtest_parameters(self, value: EqBasketBacktestParameters): method bloomberg_publish_parameters (line 738) | def bloomberg_publish_parameters(self) -> Optional[BloombergPublishPar... method bloomberg_publish_parameters (line 744) | def bloomberg_publish_parameters(self, value: BloombergPublishParamete... method cash_reinvestment_treatment (line 748) | def cash_reinvestment_treatment(self) -> Optional[CashReinvestmentTrea... method cash_reinvestment_treatment (line 754) | def cash_reinvestment_treatment(self, value: Union[CashReinvestmentTre... method clone_parent_id (line 763) | def clone_parent_id(self) -> Optional[str]: method currency (line 768) | def currency(self) -> Optional[IndicesCurrency]: method currency (line 774) | def currency(self, value: IndicesCurrency): method default_backcast (line 778) | def default_backcast(self) -> Optional[bool]: method default_backcast (line 784) | def default_backcast(self, value: bool): method description (line 790) | def description(self) -> Optional[str]: method description (line 796) | def description(self, value: str): method divisor (line 801) | def divisor(self) -> Optional[float]: method divisor (line 807) | def divisor(self, value: float): method entitlements (line 813) | def entitlements(self) -> Optional[BasketEntitlements]: method entitlements (line 819) | def entitlements(self, value: BasketEntitlements): method flagship (line 823) | def flagship(self) -> Optional[bool]: method flagship (line 829) | def flagship(self, value: bool): method hedge_id (line 833) | def hedge_id(self) -> Optional[str]: method historical_methodology (line 838) | def historical_methodology(self) -> Optional[EqBasketHistoryMethodology]: method historical_methodology (line 844) | def historical_methodology(self, value: EqBasketHistoryMethodology): method include_price_history (line 849) | def include_price_history(self) -> Optional[bool]: method include_price_history (line 855) | def include_price_history(self, value: bool): method initial_price (line 860) | def initial_price(self) -> Optional[float]: method initial_price (line 866) | def initial_price(self, value: float): method name (line 871) | def name(self) -> Optional[str]: method name (line 877) | def name(self, value: str): method parent_basket (line 883) | def parent_basket(self) -> Optional[str]: method parent_basket (line 891) | def parent_basket(self, value: str): method position_set (line 897) | def position_set(self) -> Optional[PositionSet]: method position_set (line 903) | def position_set(self, value: PositionSet): method preferred_risk_model (line 908) | def preferred_risk_model(self) -> Optional[str]: method preferred_risk_model (line 914) | def preferred_risk_model(self, value: str): method publish_to_bloomberg (line 919) | def publish_to_bloomberg(self) -> Optional[bool]: method publish_to_bloomberg (line 925) | def publish_to_bloomberg(self, value: bool): method publish_to_factset (line 930) | def publish_to_factset(self) -> Optional[bool]: method publish_to_factset (line 936) | def publish_to_factset(self, value: bool): method publish_to_reuters (line 940) | def publish_to_reuters(self) -> Optional[bool]: method publish_to_reuters (line 946) | def publish_to_reuters(self, value: bool): method rebalance_calendar (line 950) | def rebalance_calendar(self) -> Optional[EqBasketRebalanceCalendar]: method rebalance_calendar (line 956) | def rebalance_calendar(self, value: EqBasketRebalanceCalendar): method return_type (line 960) | def return_type(self) -> Optional[ReturnType]: method return_type (line 966) | def return_type(self, value: ReturnType): method reweight (line 970) | def reweight(self) -> Optional[bool]: method reweight (line 976) | def reweight(self, value: bool): method target_notional (line 980) | def target_notional(self) -> Optional[float]: method target_notional (line 986) | def target_notional(self, value: float): method ticker (line 990) | def ticker(self) -> Optional[str]: method ticker (line 996) | def ticker(self, value: str): method weighting_strategy (line 1001) | def weighting_strategy(self) -> Optional[WeightingStrategy]: method weighting_strategy (line 1007) | def weighting_strategy(self, value: WeightingStrategy): method pricing_date (line 1011) | def pricing_date(self) -> Optional[dt.date]: method pricing_date (line 1017) | def pricing_date(self, value: dt.date): method action_date (line 1021) | def action_date(self) -> Optional[dt.date]: method action_date (line 1027) | def action_date(self, value: dt.date): method allow_system_approval (line 1031) | def allow_system_approval(self) -> Optional[bool]: method allow_system_approval (line 1038) | def allow_system_approval(self, value: bool): method __edit_and_rebalance (line 1041) | def __edit_and_rebalance( method __finish_initialization (line 1062) | def __finish_initialization(self): method __get_gs_asset (line 1094) | def __get_gs_asset(identifier: str) -> GsAsset: method __get_latest_create_report (line 1101) | def __get_latest_create_report(self) -> Report: method __get_updates (line 1108) | def __get_updates(self) -> Tuple[Optional[CustomBasketsEditInputs], Op... method __populate_current_attributes_for_existing_basket (line 1159) | def __populate_current_attributes_for_existing_basket(self, gs_asset: ... method __populate_default_attributes_for_new_basket (line 1185) | def __populate_default_attributes_for_new_basket(self, **kwargs): method __set_error_messages (line 1223) | def __set_error_messages(self): method __validate_position_set (line 1243) | def __validate_position_set(position_set: PositionSet): method __validate_ticker (line 1258) | def __validate_ticker(ticker: str): FILE: gs_quant/markets/core.py class PricingCache (line 54) | class PricingCache(metaclass=ABCMeta): method clear (line 62) | def clear(cls): method get (line 66) | def get(cls, risk_key: RiskKey, instrument: InstrumentBase) -> Optiona... method put (line 70) | def put(cls, risk_key: RiskKey, instrument: InstrumentBase, result: Ca... method drop (line 75) | def drop(cls, instrument: InstrumentBase): class PricingContext (line 80) | class PricingContext(ContextBaseWithDefault): method __init__ (line 85) | def __init__( method __save_attrs_to (line 220) | def __save_attrs_to(self, attr_dict): method _inherited_val (line 240) | def _inherited_val(self, parameter, default=None, from_active=False): method _on_enter (line 264) | def _on_enter(self): method __reset_atts (line 286) | def __reset_atts(self): method _on_exit (line 307) | def _on_exit(self, exc_type, exc_val, exc_tb): method __calc (line 316) | def __calc(self): method __risk_key (line 451) | def __risk_key(self, risk_measure: RiskMeasure, provider: type) -> Ris... method _parameters (line 455) | def _parameters(self) -> RiskRequestParameters: method _scenario (line 464) | def _scenario(self) -> Optional[MarketDataScenario]: method active_context (line 474) | def active_context(self): method is_current (line 480) | def is_current(self) -> bool: method _max_concurrent (line 484) | def _max_concurrent(self) -> int: method _max_concurrent (line 488) | def _max_concurrent(self, value): method _max_per_batch (line 492) | def _max_per_batch(self) -> int: method _max_per_batch (line 496) | def _max_per_batch(self, value): method _dates_per_batch (line 500) | def _dates_per_batch(self) -> int: method _dates_per_batch (line 504) | def _dates_per_batch(self, value): method is_async (line 508) | def is_async(self) -> bool: method is_batch (line 514) | def is_batch(self) -> bool: method market (line 518) | def market(self) -> Market: method market_data_location (line 529) | def market_data_location(self) -> PricingLocation: method csa_term (line 537) | def csa_term(self) -> str: method show_progress (line 541) | def show_progress(self) -> bool: method timeout (line 545) | def timeout(self) -> int: method request_priority (line 549) | def request_priority(self) -> int: method use_server_cache (line 553) | def use_server_cache(self) -> bool: method provider (line 561) | def provider(self) -> Type[GenericRiskApi]: method market_behaviour (line 565) | def market_behaviour(self) -> str: method pricing_date (line 573) | def pricing_date(self) -> dt.date: method use_cache (line 581) | def use_cache(self) -> bool: method visible_to_gs (line 586) | def visible_to_gs(self) -> Optional[bool]: method set_parameters_only (line 591) | def set_parameters_only(self) -> bool: method use_historical_diddles_only (line 595) | def use_historical_diddles_only(self) -> bool: method clone (line 600) | def clone(self, **kwargs): method _calc (line 605) | def _calc(self, instrument: InstrumentBase, risk_key: RiskKey) -> Pric... method calc (line 626) | def calc(self, instrument: InstrumentBase, risk_measure: RiskMeasure) ... class PositionContext (line 646) | class PositionContext(ContextBaseWithDefault): method __init__ (line 651) | def __init__(self, position_date: Optional[dt.date] = None): method position_date (line 695) | def position_date(self): method default_value (line 699) | def default_value(cls) -> object: method clone (line 702) | def clone(self, **kwargs): FILE: gs_quant/markets/factor.py class ReturnFormat (line 42) | class ReturnFormat(Enum): class Factor (line 49) | class Factor: method __init__ (line 50) | def __init__( method id (line 71) | def id(self): method name (line 75) | def name(self): method type (line 79) | def type(self) -> str: method category (line 83) | def category(self) -> str: method tooltip (line 87) | def tooltip(self): method description (line 91) | def description(self): method glossary_description (line 95) | def glossary_description(self): method risk_model_id (line 99) | def risk_model_id(self): method covariance (line 102) | def covariance( method variance (line 133) | def variance( method volatility (line 149) | def volatility( method correlation (line 175) | def correlation( method returns (line 211) | def returns( method intraday_returns (line 241) | def intraday_returns( method mimicking_portfolio (line 275) | def mimicking_portfolio( FILE: gs_quant/markets/factor_analytics.py class FactorAnalytics (line 29) | class FactorAnalytics: method __init__ (line 35) | def __init__(self, risk_model_id: str, currency: str = 'USD', particip... method get_factor_analysis (line 47) | def get_factor_analysis(self, position_set: PositionSet) -> Dict: method convert_hedge_factor_exposures (line 132) | def convert_hedge_factor_exposures(self, style_factors: List) -> Dict: method create_exposure_bar_chart (line 155) | def create_exposure_bar_chart(self, exposures: Dict[str, float], title... method create_style_factor_chart (line 212) | def create_style_factor_chart( method create_exposure_summary_table (line 264) | def create_exposure_summary_table(self, factor_analysis: Dict) -> pd.D... method create_performance_chart (line 290) | def create_performance_chart( method create_dynamic_performance_chart (line 326) | def create_dynamic_performance_chart( method create_factor_heatmap_comparison (line 443) | def create_factor_heatmap_comparison( FILE: gs_quant/markets/hedge.py class FactorExposureCategory (line 37) | class FactorExposureCategory(Enum): class ConstraintType (line 44) | class ConstraintType(Enum): class HedgeExclusions (line 53) | class HedgeExclusions: method __init__ (line 58) | def __init__( method assets (line 73) | def assets(self) -> List[str]: method assets (line 77) | def assets(self, value: List[str]): method countries (line 81) | def countries(self) -> List[str]: method countries (line 85) | def countries(self, value: List[str]): method regions (line 89) | def regions(self) -> List[str]: method regions (line 93) | def regions(self, value: List[str]): method sectors (line 97) | def sectors(self) -> List[str]: method sectors (line 101) | def sectors(self, value: List[str]): method industries (line 105) | def industries(self) -> List[str]: method industries (line 109) | def industries(self, value: List[str]): method to_dict (line 112) | def to_dict(self): method _get_exclusions (line 130) | def _get_exclusions(exclusions_list: List, constraint_type: Constraint... class Constraint (line 137) | class Constraint: method __init__ (line 138) | def __init__( method constraint_name (line 151) | def constraint_name(self) -> str: method constraint_name (line 155) | def constraint_name(self, value: str): method minimum (line 159) | def minimum(self) -> float: method minimum (line 163) | def minimum(self, value: float): method maximum (line 167) | def maximum(self) -> float: method maximum (line 171) | def maximum(self, value: float): method constraint_type (line 175) | def constraint_type(self) -> Optional[ConstraintType]: method constraint_type (line 179) | def constraint_type(self, value: ConstraintType): method from_dict (line 183) | def from_dict(cls, as_dict: Dict): method to_dict (line 197) | def to_dict(self): class HedgeConstraints (line 208) | class HedgeConstraints: method __init__ (line 213) | def __init__( method assets (line 242) | def assets(self) -> List[Constraint]: method assets (line 246) | def assets(self, value: List[Constraint]): method countries (line 250) | def countries(self) -> List[Constraint]: method countries (line 254) | def countries(self, value: List[Constraint]): method regions (line 258) | def regions(self) -> List[Constraint]: method regions (line 262) | def regions(self, value: List[Constraint]): method sectors (line 266) | def sectors(self) -> List[Constraint]: method sectors (line 270) | def sectors(self, value: List[Constraint]): method industries (line 274) | def industries(self) -> List[Constraint]: method industries (line 278) | def industries(self, value: List[Constraint]): method esg (line 282) | def esg(self) -> List[Constraint]: method esg (line 286) | def esg(self, value: List[Constraint]): method to_dict (line 289) | def to_dict(self): class PerformanceHedgeParameters (line 310) | class PerformanceHedgeParameters: method __init__ (line 313) | def __init__( method initial_portfolio (line 362) | def initial_portfolio(self) -> PositionSet: method initial_portfolio (line 367) | def initial_portfolio(self, value: PositionSet): method universe (line 371) | def universe(self) -> List[str]: method universe (line 377) | def universe(self, value: List[str]): method observation_start_date (line 381) | def observation_start_date(self) -> dt.date: method observation_start_date (line 386) | def observation_start_date(self, value: dt.date): method exclusions (line 390) | def exclusions(self) -> Optional[HedgeExclusions]: method exclusions (line 395) | def exclusions(self, value: HedgeExclusions): method constraints (line 399) | def constraints(self) -> Optional[HedgeConstraints]: method constraints (line 404) | def constraints(self, value: HedgeConstraints): method sampling_period (line 408) | def sampling_period(self) -> str: method sampling_period (line 413) | def sampling_period(self, value: str): method max_leverage (line 417) | def max_leverage(self) -> float: method max_leverage (line 422) | def max_leverage(self, value: float): method percentage_in_cash (line 426) | def percentage_in_cash(self) -> Optional[float]: method percentage_in_cash (line 431) | def percentage_in_cash(self, value: float): method explode_universe (line 435) | def explode_universe(self) -> bool: method explode_universe (line 441) | def explode_universe(self, value: bool): method exclude_target_assets (line 445) | def exclude_target_assets(self) -> bool: method exclude_target_assets (line 450) | def exclude_target_assets(self, value: bool): method exclude_corporate_actions_types (line 454) | def exclude_corporate_actions_types(self) -> Optional[List[Union[Corpo... method exclude_corporate_actions_types (line 459) | def exclude_corporate_actions_types(self, value: List[Union[CorporateA... method exclude_hard_to_borrow_assets (line 463) | def exclude_hard_to_borrow_assets(self) -> bool: method exclude_hard_to_borrow_assets (line 469) | def exclude_hard_to_borrow_assets(self, value: bool): method exclude_restricted_assets (line 473) | def exclude_restricted_assets(self) -> bool: method exclude_restricted_assets (line 478) | def exclude_restricted_assets(self, value: bool): method max_adv_percentage (line 482) | def max_adv_percentage(self) -> float: method max_adv_percentage (line 488) | def max_adv_percentage(self, value: float): method max_return_deviation (line 492) | def max_return_deviation(self) -> float: method max_return_deviation (line 498) | def max_return_deviation(self, value: float): method max_weight (line 502) | def max_weight(self) -> float: method max_weight (line 507) | def max_weight(self, value: float): method min_market_cap (line 511) | def min_market_cap(self) -> Optional[float]: method min_market_cap (line 516) | def min_market_cap(self, value: float): method max_market_cap (line 520) | def max_market_cap(self) -> Optional[float]: method max_market_cap (line 525) | def max_market_cap(self, value: float): method market_participation_rate (line 529) | def market_participation_rate(self) -> float: method market_participation_rate (line 535) | def market_participation_rate(self, value: float): method benchmarks (line 539) | def benchmarks(self) -> List[str]: method benchmarks (line 544) | def benchmarks(self, value: List[str]): method lasso_weight (line 548) | def lasso_weight(self) -> float: method lasso_weight (line 553) | def lasso_weight(self, value: float): method ridge_weight (line 557) | def ridge_weight(self) -> float: method ridge_weight (line 562) | def ridge_weight(self, value: float): method to_dict (line 565) | def to_dict(self, resolved_identifiers): method resolve_identifiers_in_payload (line 669) | def resolve_identifiers_in_payload(self, hedge_date) -> tuple: class Hedge (line 686) | class Hedge: method __init__ (line 691) | def __init__(self, parameters, objective: HedgeObjective): method parameters (line 697) | def parameters(self): method parameters (line 701) | def parameters(self, value): method objective (line 705) | def objective(self): method result (line 709) | def result(self) -> Dict: method calculate (line 712) | def calculate(self) -> Dict: method get_constituents (line 733) | def get_constituents(self) -> pd.DataFrame: method get_statistics (line 749) | def get_statistics(self) -> pd.DataFrame: method get_backtest_performance (line 761) | def get_backtest_performance(self) -> pd.DataFrame: method get_backtest_correlation (line 768) | def get_backtest_correlation(self) -> pd.DataFrame: method _get_timeseries (line 775) | def _get_timeseries(self, timeseries_name: str) -> pd.DataFrame: method _format_hedge_calculate_results (line 789) | def _format_hedge_calculate_results(calculation_results): method _enhance_result_with_benchmark_curves (line 803) | def _enhance_result_with_benchmark_curves(formatted_results, benchmark... method format_dictionary_key_to_readable_format (line 818) | def format_dictionary_key_to_readable_format(renamed_results): method find_optimal_hedge (line 827) | def find_optimal_hedge(hedge_query: dict, hyperparams: dict, metric: s... method create_optimization_mappings (line 861) | def create_optimization_mappings() -> dict: method construct_portfolio_weights_and_asset_numbers (line 880) | def construct_portfolio_weights_and_asset_numbers(results: dict) -> Un... method asset_id_diffs (line 895) | def asset_id_diffs(portfolio_asset_ids, thomson_reuters_asset_ids): method create_transaction_cost_data_structures (line 911) | def create_transaction_cost_data_structures( method t_cost (line 974) | def t_cost(basis_points, notional_traded): method compute_notional_traded (line 988) | def compute_notional_traded(notional_on_the_day, prev_weight, curr_wei... method compute_tcosts (line 1002) | def compute_tcosts(basis_points, asset_weights, asset_notionals, backt... class PerformanceHedge (line 1039) | class PerformanceHedge(Hedge): method __init__ (line 1040) | def __init__(self, parameters: PerformanceHedgeParameters = None, **kw... FILE: gs_quant/markets/historical.py class HistoricalPricingContext (line 30) | class HistoricalPricingContext(PricingContext): method __init__ (line 35) | def __init__( method _market (line 109) | def _market(self, date: dt.date, location: str) -> CloseMarket: method calc (line 112) | def calc(self, instrument: InstrumentBase, risk_measure: RiskMeasure) ... method date_range (line 127) | def date_range(self): class BackToTheFuturePricingContext (line 131) | class BackToTheFuturePricingContext(HistoricalPricingContext): method __init__ (line 136) | def __init__( method calc (line 211) | def calc(self, instrument: InstrumentBase, risk_measure: RiskMeasure) ... FILE: gs_quant/markets/index.py class Index (line 38) | class Index(Asset, PositionedEntity): method __init__ (line 44) | def __init__( method __str__ (line 65) | def __str__(self): method get_type (line 68) | def get_type(self) -> AssetType: method get_currency (line 71) | def get_currency(self) -> Optional[Currency]: method get_return_type (line 74) | def get_return_type(self) -> ReturnType: method get (line 81) | def get(cls, identifier: str) -> Optional['Index']: method get_fundamentals (line 114) | def get_fundamentals( method get_latest_close_price (line 158) | def get_latest_close_price(self, price_type: List[PriceType] = None) -... method get_close_price_for_date (line 199) | def get_close_price_for_date( method get_close_prices (line 242) | def get_close_prices( method get_underlier_tree (line 294) | def get_underlier_tree(self, refresh_tree: Optional[bool] = False) -> ... method get_underlier_weights (line 324) | def get_underlier_weights(self) -> pd.DataFrame: method get_underlier_attribution (line 348) | def get_underlier_attribution(self) -> pd.DataFrame: method visualise_tree (line 371) | def visualise_tree(self, visualise_by: Optional[str] = 'asset_name'): method get_latest_constituents (line 393) | def get_latest_constituents(self) -> pd.DataFrame: method get_constituents_for_date (line 415) | def get_constituents_for_date(self, date: dt.date = dt.date.today()) -... method get_constituents (line 438) | def get_constituents( method get_latest_constituent_instruments (line 463) | def get_latest_constituent_instruments(self) -> Tuple[Instrument, ...]: method get_constituent_instruments_for_date (line 485) | def get_constituent_instruments_for_date(self, date: dt.date = dt.date... method get_constituent_instruments (line 508) | def get_constituent_instruments( method __is_sts_index (line 536) | def __is_sts_index(self) -> bool: method __query_indicative_levels_dataset (line 543) | def __query_indicative_levels_dataset(self, start=None, end=None) -> p... method __get_gs_asset (line 560) | def __get_gs_asset(identifier: str) -> GsAsset: FILE: gs_quant/markets/indices_utils.py class BasketType (line 40) | class BasketType(EnumBase, Enum): method __repr__ (line 46) | def __repr__(self): method to_list (line 50) | def to_list(cls): class CorporateActionType (line 54) | class CorporateActionType(EnumBase, Enum): method __repr__ (line 67) | def __repr__(self): method to_list (line 71) | def to_list(cls): class CustomBasketStyles (line 75) | class CustomBasketStyles(EnumBase, Enum): method __repr__ (line 104) | def __repr__(self): class IndicesDatasets (line 108) | class IndicesDatasets(EnumBase, Enum): method __repr__ (line 123) | def __repr__(self): class PriceType (line 127) | class PriceType(EnumBase, Enum): method __repr__ (line 133) | def __repr__(self): method to_list (line 137) | def to_list(cls): class Region (line 141) | class Region(EnumBase, Enum): method __repr__ (line 150) | def __repr__(self): class ResearchBasketStyles (line 154) | class ResearchBasketStyles(EnumBase, Enum): method __repr__ (line 184) | def __repr__(self): class ReturnType (line 188) | class ReturnType(EnumBase, Enum): method __repr__ (line 195) | def __repr__(self): class STSIndexType (line 199) | class STSIndexType(EnumBase, Enum): method __repr__ (line 207) | def __repr__(self): method to_list (line 211) | def to_list(cls): class WeightingStrategy (line 215) | class WeightingStrategy(EnumBase, Enum): method __repr__ (line 223) | def __repr__(self): function get_my_baskets (line 227) | def get_my_baskets(user_id: str = None) -> Optional[pd.DataFrame]: function __get_baskets (line 268) | def __get_baskets( function __get_dataset_id (line 291) | def __get_dataset_id(asset_class: AssetClass, basket_type: BasketType, d... function get_flagship_baskets (line 302) | def get_flagship_baskets( function get_flagships_with_assets (line 351) | def get_flagships_with_assets( function get_flagships_performance (line 405) | def get_flagships_performance( function get_flagships_constituents (line 467) | def get_flagships_constituents( function get_constituents_dataset_coverage (line 569) | def get_constituents_dataset_coverage( FILE: gs_quant/markets/markets.py function historical_risk_key (line 38) | def historical_risk_key(risk_key: RiskKey) -> RiskKey: function market_location (line 43) | def market_location(location: Optional[PricingLocation] = None) -> Prici... function close_market_date (line 60) | def close_market_date( class MarketDataCoordinate (line 92) | class MarketDataCoordinate(__MarketDataCoordinate): method __repr__ (line 93) | def __repr__(self): method from_string (line 105) | def from_string(cls, value: str): class MarketDataCoordinateValue (line 116) | class MarketDataCoordinateValue(__MarketDataCoordinateValue): method __repr__ (line 117) | def __repr__(self): class LocationOnlyMarket (line 125) | class LocationOnlyMarket(Market): method __init__ (line 126) | def __init__(self, location: Optional[Union[str, PricingLocation]]): method market (line 132) | def market(self): method location (line 136) | def location(self) -> PricingLocation: class CloseMarket (line 140) | class CloseMarket(Market): method __init__ (line 148) | def __init__( method __repr__ (line 160) | def __repr__(self): method market (line 164) | def market(self): method to_dict (line 167) | def to_dict(self): method __hash__ (line 170) | def __hash__(self): method __eq__ (line 173) | def __eq__(self, other): method location (line 177) | def location(self) -> PricingLocation: method date (line 184) | def date(self) -> dt.date: class TimestampedMarket (line 191) | class TimestampedMarket(Market): method __init__ (line 196) | def __init__(self, timestamp: dt.datetime, location: Optional[Union[st... method __repr__ (line 202) | def __repr__(self): method market (line 206) | def market(self): method location (line 210) | def location(self) -> PricingLocation: class LiveMarket (line 214) | class LiveMarket(Market): method __init__ (line 219) | def __init__(self, location: Optional[Union[str, PricingLocation]] = N... method __repr__ (line 224) | def __repr__(self): method location (line 228) | def location(self) -> PricingLocation: method market (line 232) | def market(self): class OverlayMarket (line 236) | class OverlayMarket(Market): method __init__ (line 241) | def __init__( method __getitem__ (line 254) | def __getitem__(self, item): method __setitem__ (line 260) | def __setitem__(self, key, value): method __repr__ (line 269) | def __repr__(self): method market_data (line 273) | def market_data(self) -> Tuple[MarketDataCoordinateValue, ...]: method market_model_data (line 277) | def market_model_data(self) -> str: method market_data_dict (line 281) | def market_data_dict(self) -> MarketDataMap: method location (line 285) | def location(self) -> PricingLocation: method market (line 289) | def market(self): method coordinates (line 297) | def coordinates(self) -> Coordinates: method redacted_coordinates (line 301) | def redacted_coordinates(self) -> Coordinates: class RefMarket (line 305) | class RefMarket(Market): method __init__ (line 308) | def __init__(self, market_ref: str): method __repr__ (line 311) | def __repr__(self): method market (line 315) | def market(self): method location (line 319) | def location(self) -> PricingLocation: class RelativeMarket (line 323) | class RelativeMarket(Market): method __init__ (line 328) | def __init__(self, from_market: Market, to_market: Market): method __repr__ (line 332) | def __repr__(self): method market (line 336) | def market(self): method location (line 340) | def location(self) -> PricingLocation: FILE: gs_quant/markets/optimizer.py function resolve_assets_in_batches (line 41) | def resolve_assets_in_batches( class OptimizationConstraintUnit (line 76) | class OptimizationConstraintUnit(Enum): class HedgeTarget (line 82) | class HedgeTarget(Enum): class OptimizerObjective (line 88) | class OptimizerObjective(Enum): class OptimizerRiskType (line 92) | class OptimizerRiskType(Enum): class OptimizerObjectiveTerm (line 96) | class OptimizerObjectiveTerm: method __init__ (line 103) | def __init__(self, weight: float = 1, params: Dict[str, float] = DEFAU... method params (line 108) | def params(self) -> Dict: method params (line 112) | def params(self, params: Dict[str, float]): method weight (line 116) | def weight(self) -> float: method weight (line 120) | def weight(self, weight: float): method to_dict (line 123) | def to_dict(self) -> Dict: class OptimizerObjectiveParameters (line 133) | class OptimizerObjectiveParameters: method __init__ (line 134) | def __init__( method objective (line 143) | def objective(self): method objective (line 147) | def objective(self, objective: OptimizerObjective): method terms (line 151) | def terms(self): method terms (line 155) | def terms(self, terms: List[OptimizerObjectiveTerm]): method to_dict (line 158) | def to_dict(self): class OptimizerType (line 164) | class OptimizerType(Enum): class PrioritySetting (line 168) | class PrioritySetting(Enum): class TurnoverNotionalType (line 177) | class TurnoverNotionalType(Enum): class AssetUniverse (line 183) | class AssetUniverse: method __init__ (line 184) | def __init__(self, identifiers: List[str], asset_ids: List[str] = None... method identifiers (line 190) | def identifiers(self): method identifiers (line 194) | def identifiers(self, identifiers: List[str]): method asset_ids (line 198) | def asset_ids(self): method asset_ids (line 202) | def asset_ids(self, asset_ids: List[str]): method as_of_date (line 206) | def as_of_date(self): method as_of_date (line 210) | def as_of_date(self, date: dt.date): method resolve (line 213) | def resolve(self): class AssetConstraint (line 226) | class AssetConstraint: method __init__ (line 227) | def __init__( method asset (line 240) | def asset(self) -> Union[Asset, str]: method asset (line 244) | def asset(self, value: Union[Asset, str]): method minimum (line 248) | def minimum(self) -> float: method minimum (line 252) | def minimum(self, value: float): method maximum (line 256) | def maximum(self) -> float: method maximum (line 260) | def maximum(self, value: float): method unit (line 264) | def unit(self) -> OptimizationConstraintUnit: method unit (line 268) | def unit(self, value: OptimizationConstraintUnit): method to_dict (line 271) | def to_dict(self): method build_many_constraints (line 279) | def build_many_constraints( class CountryConstraint (line 382) | class CountryConstraint: method __init__ (line 383) | def __init__( method country_name (line 406) | def country_name(self) -> str: method country_name (line 410) | def country_name(self, value: str): method minimum (line 414) | def minimum(self) -> float: method minimum (line 418) | def minimum(self, value: float): method maximum (line 422) | def maximum(self) -> float: method maximum (line 426) | def maximum(self, value: float): method unit (line 430) | def unit(self) -> OptimizationConstraintUnit: method unit (line 434) | def unit(self, value: OptimizationConstraintUnit): method to_dict (line 439) | def to_dict(self): method build_many_constraints (line 448) | def build_many_constraints(cls, country_constraints: Union[pd.DataFram... class SectorConstraint (line 496) | class SectorConstraint: method __init__ (line 497) | def __init__( method sector_name (line 520) | def sector_name(self) -> str: method sector_name (line 524) | def sector_name(self, value: str): method minimum (line 528) | def minimum(self) -> float: method minimum (line 532) | def minimum(self, value: float): method maximum (line 536) | def maximum(self) -> float: method maximum (line 540) | def maximum(self, value: float): method unit (line 544) | def unit(self) -> OptimizationConstraintUnit: method unit (line 548) | def unit(self, value: OptimizationConstraintUnit): method to_dict (line 553) | def to_dict(self): method build_many_constraints (line 562) | def build_many_constraints(cls, sector_constraints: Union[pd.DataFrame... class IndustryConstraint (line 610) | class IndustryConstraint: method __init__ (line 611) | def __init__( method industry_name (line 634) | def industry_name(self) -> str: method industry_name (line 638) | def industry_name(self, value: str): method minimum (line 642) | def minimum(self) -> float: method minimum (line 646) | def minimum(self, value: float): method maximum (line 650) | def maximum(self) -> float: method maximum (line 654) | def maximum(self, value: float): method unit (line 658) | def unit(self) -> OptimizationConstraintUnit: method unit (line 662) | def unit(self, value: OptimizationConstraintUnit): method to_dict (line 667) | def to_dict(self): method build_many_constraints (line 676) | def build_many_constraints(cls, industry_constraints: Union[pd.DataFra... class FactorConstraint (line 724) | class FactorConstraint: method __init__ (line 725) | def __init__(self, factor: Factor, max_exposure: float): method factor (line 736) | def factor(self) -> Factor: method factor (line 740) | def factor(self, value: Factor): method max_exposure (line 744) | def max_exposure(self) -> float: method max_exposure (line 748) | def max_exposure(self, value: float): method to_dict (line 751) | def to_dict(self): method build_many_constraints (line 755) | def build_many_constraints(cls, factor_constraints: Union[pd.DataFrame... class OptimizerUniverse (line 803) | class OptimizerUniverse: method __init__ (line 804) | def __init__( method assets (line 838) | def assets(self) -> List[Asset]: method assets (line 842) | def assets(self, assets: List[Asset]): method explode_composites (line 846) | def explode_composites(self) -> bool: method explode_composites (line 850) | def explode_composites(self, value: bool): method exclude_initial_position_set_assets (line 854) | def exclude_initial_position_set_assets(self) -> bool: method exclude_initial_position_set_assets (line 858) | def exclude_initial_position_set_assets(self, value: bool): method exclude_corporate_actions_types (line 862) | def exclude_corporate_actions_types(self) -> List[CorporateActionsTypes]: method exclude_corporate_actions_types (line 866) | def exclude_corporate_actions_types(self, value: List[CorporateActions... method exclude_hard_to_borrow_assets (line 870) | def exclude_hard_to_borrow_assets(self) -> bool: method exclude_hard_to_borrow_assets (line 874) | def exclude_hard_to_borrow_assets(self, value: bool): method exclude_restricted_assets (line 878) | def exclude_restricted_assets(self) -> bool: method exclude_restricted_assets (line 882) | def exclude_restricted_assets(self, value: bool): method min_market_cap (line 886) | def min_market_cap(self) -> float: method min_market_cap (line 890) | def min_market_cap(self, value: float): method max_market_cap (line 894) | def max_market_cap(self) -> float: method max_market_cap (line 898) | def max_market_cap(self, value: float): method to_dict (line 901) | def to_dict(self): class MaxFactorProportionOfRiskConstraint (line 923) | class MaxFactorProportionOfRiskConstraint: method __init__ (line 924) | def __init__( method max_factor_proportion_of_risk (line 937) | def max_factor_proportion_of_risk(self) -> float: method max_factor_proportion_of_risk (line 941) | def max_factor_proportion_of_risk(self, value: float): class MaxProportionOfRiskByGroupConstraint (line 945) | class MaxProportionOfRiskByGroupConstraint: method __init__ (line 946) | def __init__( method factors (line 968) | def factors(self) -> List[Factor]: method factors (line 972) | def factors(self, value: List[Factor]): method max_factor_proportion_of_risk (line 976) | def max_factor_proportion_of_risk(self) -> float: method max_factor_proportion_of_risk (line 980) | def max_factor_proportion_of_risk(self, value: float): method to_dict (line 983) | def to_dict(self): class OptimizerConstraints (line 987) | class OptimizerConstraints: method __init__ (line 988) | def __init__( method asset_constraints (line 1017) | def asset_constraints(self) -> List[AssetConstraint]: method asset_constraints (line 1021) | def asset_constraints(self, value: List[AssetConstraint]): method country_constraints (line 1025) | def country_constraints(self) -> List[CountryConstraint]: method country_constraints (line 1029) | def country_constraints(self, value: List[CountryConstraint]): method sector_constraints (line 1033) | def sector_constraints(self) -> List[SectorConstraint]: method sector_constraints (line 1037) | def sector_constraints(self, value: List[SectorConstraint]): method industry_constraints (line 1041) | def industry_constraints(self) -> List[IndustryConstraint]: method industry_constraints (line 1045) | def industry_constraints(self, value: List[IndustryConstraint]): method factor_constraints (line 1049) | def factor_constraints(self) -> List[FactorConstraint]: method factor_constraints (line 1053) | def factor_constraints(self, value: List[FactorConstraint]): method max_factor_proportion_of_risk (line 1057) | def max_factor_proportion_of_risk(self) -> MaxFactorProportionOfRiskCo... method max_factor_proportion_of_risk (line 1061) | def max_factor_proportion_of_risk(self, value: MaxFactorProportionOfRi... method max_proportion_of_risk_by_groups (line 1065) | def max_proportion_of_risk_by_groups(self) -> List[MaxProportionOfRisk... method max_proportion_of_risk_by_groups (line 1069) | def max_proportion_of_risk_by_groups(self, value: List[MaxProportionOf... method to_dict (line 1072) | def to_dict(self): class ConstraintPriorities (line 1094) | class ConstraintPriorities: method __init__ (line 1095) | def __init__( method min_sector_weights (line 1133) | def min_sector_weights(self) -> PrioritySetting: method min_sector_weights (line 1137) | def min_sector_weights(self, value: PrioritySetting): method max_sector_weights (line 1141) | def max_sector_weights(self) -> PrioritySetting: method max_sector_weights (line 1145) | def max_sector_weights(self, value: PrioritySetting): method min_industry_weights (line 1149) | def min_industry_weights(self) -> PrioritySetting: method min_industry_weights (line 1153) | def min_industry_weights(self, value: PrioritySetting): method max_industry_weights (line 1157) | def max_industry_weights(self) -> PrioritySetting: method max_industry_weights (line 1161) | def max_industry_weights(self, value: PrioritySetting): method min_region_weights (line 1165) | def min_region_weights(self) -> PrioritySetting: method min_region_weights (line 1169) | def min_region_weights(self, value: PrioritySetting): method max_region_weights (line 1173) | def max_region_weights(self) -> PrioritySetting: method max_region_weights (line 1177) | def max_region_weights(self, value: PrioritySetting): method min_country_weights (line 1181) | def min_country_weights(self) -> PrioritySetting: method min_country_weights (line 1185) | def min_country_weights(self, value: PrioritySetting): method max_country_weights (line 1189) | def max_country_weights(self) -> PrioritySetting: method max_country_weights (line 1193) | def max_country_weights(self, value: PrioritySetting): method style_factor_exposures (line 1197) | def style_factor_exposures(self) -> PrioritySetting: method style_factor_exposures (line 1201) | def style_factor_exposures(self, value: PrioritySetting): method to_dict (line 1204) | def to_dict(self) -> Dict: class OptimizerSettings (line 1224) | class OptimizerSettings: method __init__ (line 1225) | def __init__( method _validate_settings (line 1294) | def _validate_settings(self): method notional (line 1347) | def notional(self) -> float: method notional (line 1351) | def notional(self, value: float): method allow_long_short (line 1356) | def allow_long_short(self) -> bool: method allow_long_short (line 1360) | def allow_long_short(self, value: bool): method gross_notional (line 1365) | def gross_notional(self) -> float: method gross_notional (line 1373) | def gross_notional(self, value: float): method net_notional (line 1378) | def net_notional(self) -> float: method net_notional (line 1387) | def net_notional(self, value: float): method min_names (line 1392) | def min_names(self) -> float: method min_names (line 1396) | def min_names(self, value: float): method min_weight_per_constituent (line 1400) | def min_weight_per_constituent(self) -> float: method min_weight_per_constituent (line 1404) | def min_weight_per_constituent(self, value: float): method max_weight_per_constituent (line 1409) | def max_weight_per_constituent(self) -> float: method max_weight_per_constituent (line 1413) | def max_weight_per_constituent(self, value: float): method max_names (line 1418) | def max_names(self) -> float: method max_names (line 1422) | def max_names(self, value: float): method max_adv (line 1426) | def max_adv(self) -> float: method max_adv (line 1430) | def max_adv(self, value: float): method constraint_priorities (line 1434) | def constraint_priorities(self) -> ConstraintPriorities: method constraint_priorities (line 1438) | def constraint_priorities(self, value: ConstraintPriorities): method to_dict (line 1441) | def to_dict(self): class TurnoverConstraint (line 1482) | class TurnoverConstraint: method __init__ (line 1483) | def __init__( method turnover_portfolio (line 1501) | def turnover_portfolio(self) -> PositionSet: method turnover_portfolio (line 1505) | def turnover_portfolio(self, value: PositionSet): method max_turnover_percent (line 1509) | def max_turnover_percent(self) -> float: method max_turnover_percent (line 1513) | def max_turnover_percent(self, value: float): method turnover_notional_type (line 1517) | def turnover_notional_type(self): method turnover_notional_type (line 1521) | def turnover_notional_type(self, value: Optional[TurnoverNotionalType]): method to_dict (line 1524) | def to_dict(self): function _ensure_completed (line 1535) | def _ensure_completed(func): class OptimizerStrategy (line 1546) | class OptimizerStrategy: method __init__ (line 1554) | def __init__( method initial_position_set (line 1587) | def initial_position_set(self) -> PositionSet: method initial_position_set (line 1591) | def initial_position_set(self, value: PositionSet): method universe (line 1595) | def universe(self) -> OptimizerUniverse: method universe (line 1599) | def universe(self, value: OptimizerUniverse): method risk_model (line 1603) | def risk_model(self) -> FactorRiskModel: method risk_model (line 1607) | def risk_model(self, value: FactorRiskModel): method constraints (line 1611) | def constraints(self) -> OptimizerConstraints: method constraints (line 1615) | def constraints(self, value: OptimizerConstraints): method turnover (line 1619) | def turnover(self) -> TurnoverConstraint: method turnover (line 1623) | def turnover(self, value: TurnoverConstraint): method settings (line 1627) | def settings(self) -> OptimizerSettings: method settings (line 1631) | def settings(self, value: OptimizerSettings): method objective (line 1635) | def objective(self) -> OptimizerObjective: method objective (line 1639) | def objective(self, value: OptimizerObjective): method objective_parameters (line 1643) | def objective_parameters(self): method objective_parameters (line 1647) | def objective_parameters(self): method to_dict (line 1650) | def to_dict(self, fail_on_unpriced_positions: bool = True): method handle_error (line 1735) | def handle_error(self, error_message: str) -> List: method run (line 1741) | def run( method run_save_share (line 1794) | def run_save_share( method __construct_position_set_from_hedge_result (line 1851) | def __construct_position_set_from_hedge_result(self, result_key: str, ... method get_optimization (line 1868) | def get_optimization(self, by_weight: bool = False): method get_optimized_position_set (line 1877) | def get_optimized_position_set(self, by_weight: bool = False): method get_hedge_exposure_summary (line 1886) | def get_hedge_exposure_summary(self) -> Dict: method get_hedge_constituents_by_direction (line 1955) | def get_hedge_constituents_by_direction(self) -> Dict: method get_cumulative_pnl_performance (line 2006) | def get_cumulative_pnl_performance(self, target: HedgeTarget = HedgeTa... method get_style_factor_exposures (line 2022) | def get_style_factor_exposures(self, target: HedgeTarget = HedgeTarget... method get_risk_buckets (line 2038) | def get_risk_buckets(self, target: HedgeTarget = HedgeTarget.HEDGED_TA... method get_transaction_and_liquidity_constituents_performance (line 2054) | def get_transaction_and_liquidity_constituents_performance( method get_performance_summary (line 2088) | def get_performance_summary(self) -> Dict: method build_hedge_payload (line 2189) | def build_hedge_payload( method save_to_marquee (line 2227) | def save_to_marquee( FILE: gs_quant/markets/portfolio.py class Portfolio (line 46) | class Portfolio(PriceableImpl): method __init__ (line 53) | def __init__( method __repr__ (line 76) | def __repr__(self): method _to_records (line 85) | def _to_records(self): method __getitem__ (line 110) | def __getitem__(self, item): method __contains__ (line 123) | def __contains__(self, item): method __len__ (line 131) | def __len__(self): method __iter__ (line 134) | def __iter__(self): method __hash__ (line 137) | def __hash__(self): method __eq__ (line 144) | def __eq__(self, other): method __add__ (line 159) | def __add__(self, other): method __position_context (line 166) | def __position_context(self) -> PositionContext: method id (line 170) | def id(self) -> str: method quote_id (line 174) | def quote_id(self) -> str: method priceables (line 178) | def priceables(self) -> Tuple[PriceableImpl, ...]: method priceables (line 182) | def priceables(self, priceables: Union[PriceableImpl, Iterable[Priceab... method priceables (line 191) | def priceables(self): method instruments (line 196) | def instruments(self) -> Tuple[Instrument, ...]: method all_instruments (line 200) | def all_instruments(self) -> Tuple[Instrument, ...]: method portfolios (line 205) | def portfolios(self) -> Tuple[PriceableImpl, ...]: method all_portfolios (line 209) | def all_portfolios(self) -> Tuple[PriceableImpl, ...]: method subset (line 224) | def subset(self, paths: Iterable[PortfolioPath], name=None): method __from_internal_positions (line 233) | def __from_internal_positions(id_type: str, positions_id, activity_typ... method from_eti (line 238) | def from_eti(eti: str): method from_book (line 242) | def from_book(book: str, book_type: str = 'risk', activity_type: str =... method from_asset_id (line 246) | def from_asset_id(asset_id: str, date=None): method from_asset_name (line 261) | def from_asset_name(name: str): method get (line 266) | def get(cls, portfolio_id: str = None, portfolio_name: str = None, que... method from_portfolio_id (line 283) | def from_portfolio_id(cls, portfolio_id: str): method from_portfolio_name (line 292) | def from_portfolio_name(cls, name: str): method from_quote (line 296) | def from_quote(quote_id: str): method save (line 302) | def save(self, overwrite: Optional[bool] = False): method save_as_quote (line 324) | def save_as_quote(self, overwrite: Optional[bool] = False) -> str: method save_to_shadowbook (line 350) | def save_to_shadowbook(self, name: str): method from_frame (line 368) | def from_frame(cls, data: pd.DataFrame, mappings: dict = None): method from_csv (line 394) | def from_csv(cls, csv_file: str, mappings: Optional[dict] = None): method scale (line 402) | def scale(self, scaling: int, in_place: bool = True): method append (line 410) | def append(self, priceables: Union[PriceableImpl, Iterable[PriceableIm... method pop (line 413) | def pop(self, item) -> PriceableImpl: method extend (line 418) | def extend(self, portfolio: Iterable): method to_frame (line 421) | def to_frame(self, mappings: Optional[dict] = None) -> pd.DataFrame: method to_csv (line 459) | def to_csv(self, csv_file: str, mappings: Optional[dict] = None, ignor... method all_paths (line 467) | def all_paths(self) -> Tuple[PortfolioPath, ...]: method paths (line 482) | def paths(self, key: Union[str, PriceableImpl]) -> Tuple[PortfolioPath... method resolve (line 503) | def resolve(self, in_place: bool = True) -> Optional[Union[PricingFutu... method market (line 534) | def market(self) -> Union[OverlayMarket, PricingFuture, dict]: method calc (line 585) | def calc(self, risk_measure: Union[RiskMeasure, Iterable[RiskMeasure]]... method _get_instruments (line 597) | def _get_instruments(self, position_date: dt.date, in_place: bool, ret... method clone (line 611) | def clone(self, clone_instruments: bool = False): class Grid (line 625) | class Grid(Portfolio): method __init__ (line 632) | def __init__( FILE: gs_quant/markets/portfolio_manager.py class CustomAUMDataPoint (line 54) | class CustomAUMDataPoint: method __init__ (line 61) | def __init__(self, date: dt.date, aum: float): method date (line 66) | def date(self) -> dt.date: method date (line 70) | def date(self, value: dt.date): method aum (line 74) | def aum(self) -> float: method aum (line 78) | def aum(self, value: float): class PortfolioManager (line 82) | class PortfolioManager(PositionedEntity): method __init__ (line 87) | def __init__(self, portfolio_id: str): method portfolio_id (line 97) | def portfolio_id(self) -> str: method portfolio_id (line 101) | def portfolio_id(self, value: str): method get_performance_report (line 104) | def get_performance_report(self, tags: Dict = None) -> PerformanceReport: method schedule_reports (line 131) | def schedule_reports( method run_reports (line 218) | def run_reports( method set_entitlements (line 264) | def set_entitlements(self, entitlements: Entitlements): method share (line 294) | def share(self, emails: List[str], admin: bool = False): method set_currency (line 317) | def set_currency(self, currency: Currency): method get_tag_name_hierarchy (line 327) | def get_tag_name_hierarchy(self) -> List: method set_tag_name_hierarchy (line 336) | def set_tag_name_hierarchy(self, tag_names: List): method update_portfolio_tree (line 346) | def update_portfolio_tree(self): method get_portfolio_tree (line 353) | def get_portfolio_tree(self) -> PortfolioTree: method get_all_fund_of_fund_tags (line 359) | def get_all_fund_of_fund_tags(self) -> List: method get_schedule_dates (line 375) | def get_schedule_dates(self, backcast: bool = False) -> List[dt.date]: method get_aum_source (line 389) | def get_aum_source(self) -> RiskAumSource: method set_aum_source (line 403) | def set_aum_source(self, aum_source: RiskAumSource): method get_custom_aum (line 419) | def get_custom_aum(self, start_date: dt.date = None, end_date: dt.date... method get_aum (line 437) | def get_aum(self, start_date: dt.date, end_date: dt.date): method upload_custom_aum (line 467) | def upload_custom_aum(self, aum_data: List[CustomAUMDataPoint], clear_... method get_pnl_contribution (line 482) | def get_pnl_contribution( method get_macro_exposure (line 500) | def get_macro_exposure( method get_factor_scenario_analytics (line 573) | def get_factor_scenario_analytics( method get_risk_model_predicted_beta (line 629) | def get_risk_model_predicted_beta( FILE: gs_quant/markets/portfolio_manager_utils.py function build_macro_portfolio_exposure_df (line 32) | def build_macro_portfolio_exposure_df( function build_portfolio_constituents_df (line 146) | def build_portfolio_constituents_df(performance_report: PerformanceRepor... function build_sensitivity_df (line 183) | def build_sensitivity_df( function build_exposure_df (line 205) | def build_exposure_df( function get_batched_dates (line 280) | def get_batched_dates(dates: List[dt.date], batch_size: int = 90) -> Lis... FILE: gs_quant/markets/position_set.py class PositionTag (line 56) | class PositionTag(PositionTagTarget): method from_dict (line 58) | def from_dict(cls, tag_dict: Dict): class Position (line 64) | class Position: method __init__ (line 65) | def __init__( method __eq__ (line 87) | def __eq__(self, other) -> bool: method __hash__ (line 101) | def __hash__(self): method identifier (line 105) | def identifier(self) -> str: method identifier (line 109) | def identifier(self, value: str): method weight (line 113) | def weight(self) -> float: method weight (line 117) | def weight(self, value: float): method quantity (line 121) | def quantity(self) -> float: method quantity (line 125) | def quantity(self, value: float): method notional (line 129) | def notional(self) -> float: method notional (line 133) | def notional(self, value: float): method name (line 137) | def name(self) -> str: method name (line 141) | def name(self, value: str): method asset_id (line 145) | def asset_id(self) -> str: method asset_id (line 149) | def asset_id(self, value: str): method tags (line 153) | def tags(self) -> List[PositionTag]: method tags (line 157) | def tags(self, value: List[PositionTag]): method hard_to_borrow (line 161) | def hard_to_borrow(self) -> bool: method _hard_to_borrow (line 165) | def _hard_to_borrow(self, value: bool): method restricted (line 169) | def restricted(self) -> bool: method _restricted (line 173) | def _restricted(self, value: bool): method add_tag (line 176) | def add_tag(self, name: str, value: str): method tags_as_dict (line 184) | def tags_as_dict(self): method as_dict (line 187) | def as_dict(self, tags_as_keys: bool = False) -> Dict: method from_dict (line 204) | def from_dict(cls, position_dict: Dict, add_tags: bool = True): method clone (line 222) | def clone(self): method to_target (line 225) | def to_target(self, common: bool = True) -> Union[CommonPosition, Posi... class PositionSet (line 233) | class PositionSet: method __init__ (line 240) | def __init__( method __eq__ (line 264) | def __eq__(self, other) -> bool: method positions (line 281) | def positions(self) -> List[Position]: method positions (line 285) | def positions(self, value: List[Position]): method date (line 289) | def date(self) -> dt.date: method date (line 293) | def date(self, value: dt.date): method divisor (line 297) | def divisor(self) -> float: method reference_notional (line 301) | def reference_notional(self) -> float: method reference_notional (line 305) | def reference_notional(self, value: float): method unresolved_positions (line 309) | def unresolved_positions(self) -> List[Position]: method unpriced_positions (line 313) | def unpriced_positions(self) -> List[Position]: method clone (line 316) | def clone(self, keep_reference_notional: bool = False): method get_positions (line 333) | def get_positions(self) -> pd.DataFrame: method get_unresolved_positions (line 360) | def get_unresolved_positions(self) -> pd.DataFrame: method remove_unresolved_positions (line 388) | def remove_unresolved_positions(self): method get_unpriced_positions (line 415) | def get_unpriced_positions(self) -> pd.DataFrame: method remove_unpriced_positions (line 445) | def remove_unpriced_positions(self): method get_restricted_positions (line 471) | def get_restricted_positions(self) -> pd.DataFrame: method remove_restricted_positions (line 501) | def remove_restricted_positions(self): method get_hard_to_borrow_positions (line 527) | def get_hard_to_borrow_positions(self) -> pd.DataFrame: method remove_hard_to_borrow_positions (line 558) | def remove_hard_to_borrow_positions(self): method equalize_position_weights (line 585) | def equalize_position_weights(self): method to_frame (line 616) | def to_frame(self, add_tags: bool = False) -> pd.DataFrame: method resolve (line 659) | def resolve(self, **kwargs): method redistribute_weights (line 696) | def redistribute_weights(self): method price (line 736) | def price( method get_subset (line 860) | def get_subset(self, copy: bool = True, **kwargs): method to_target (line 897) | def to_target(self, common: bool = True) -> Union[CommonPositionSet, L... method from_target (line 903) | def from_target(cls, position_set: CommonPositionSet, source: Optional... method from_list (line 923) | def from_list(cls, positions: List[str], date: dt.date = dt.date.today... method from_dicts (line 949) | def from_dicts( method from_frame (line 980) | def from_frame( method __get_tag_columns (line 1037) | def __get_tag_columns(positions: pd.DataFrame) -> List[str]: method __normalize_position_columns (line 1045) | def __normalize_position_columns(positions: pd.DataFrame) -> List[str]: method __resolve_identifiers (line 1058) | def __resolve_identifiers(identifiers: List[str], date: dt.date, **kwa... method __get_positions_data (line 1088) | def __get_positions_data(mqids: List[str], source: Optional[str] = Non... method __get_default_weighting_strategy (line 1096) | def __get_default_weighting_strategy( method __convert_positions_for_pricing (line 1134) | def __convert_positions_for_pricing( method __hash_position_tag_list (line 1162) | def __hash_position_tag_list(position_tags: List[PositionTag]) -> str: method to_frame_many (line 1170) | def to_frame_many(position_sets: List['PositionSet']) -> pd.DataFrame: method __build_positions_from_frame (line 1193) | def __build_positions_from_frame( method resolve_many (line 1220) | def resolve_many(cls, position_sets: List['PositionSet'], **kwargs): method price_many (line 1344) | def price_many( FILE: gs_quant/markets/position_set_utils.py function _get_asset_temporal_xrefs (line 26) | def _get_asset_temporal_xrefs(position_sets_df: pd.DataFrame) -> Tuple[p... function _group_temporal_xrefs_into_discrete_time_ranges (line 89) | def _group_temporal_xrefs_into_discrete_time_ranges(xref_df: pd.DataFrame): function _resolve_many_assets (line 111) | def _resolve_many_assets(historical_xref_df: pd.DataFrame, identifier_ty... FILE: gs_quant/markets/report.py class ReturnFormat (line 42) | class ReturnFormat(Enum): class ReportDataset (line 49) | class ReportDataset(Enum): class FactorRiskViewsMode (line 63) | class FactorRiskViewsMode(Enum): class FactorRiskResultsMode (line 68) | class FactorRiskResultsMode(Enum): class FactorRiskUnit (line 73) | class FactorRiskUnit(Enum): class AttributionAggregationType (line 78) | class AttributionAggregationType(Enum): class AggregationCategoryType (line 83) | class AggregationCategoryType(Enum): class CustomAUMDataPoint (line 90) | class CustomAUMDataPoint: method __init__ (line 97) | def __init__(self, date: dt.date, aum: float): method date (line 102) | def date(self) -> dt.date: method date (line 106) | def date(self, value: dt.date): method aum (line 110) | def aum(self) -> float: method aum (line 114) | def aum(self, value: float): class ReportJobFuture (line 118) | class ReportJobFuture: method __init__ (line 121) | def __init__(self, report_id: str, job_id: str, report_type: ReportTyp... method job_id (line 129) | def job_id(self) -> str: method end_date (line 133) | def end_date(self) -> dt.date: method status (line 136) | def status(self) -> ReportStatus: method done (line 143) | def done(self) -> bool: method result (line 150) | def result(self): method wait_for_completion (line 174) | def wait_for_completion(self, sleep_time: int = 10, max_retries: int =... method reschedule (line 193) | def reschedule(self): class Report (line 197) | class Report: method __init__ (line 200) | def __init__( method id (line 233) | def id(self) -> str: method name (line 237) | def name(self) -> str: method position_source_id (line 241) | def position_source_id(self) -> str: method position_source_id (line 245) | def position_source_id(self, value: str): method position_source_type (line 249) | def position_source_type(self) -> PositionSourceType: method position_source_type (line 253) | def position_source_type(self, value: Union[str, PositionSourceType]): method type (line 257) | def type(self) -> ReportType: method type (line 261) | def type(self, value: Union[str, ReportType]): method parameters (line 265) | def parameters(self) -> ReportParameters: method parameters (line 269) | def parameters(self, value: ReportParameters): method earliest_start_date (line 273) | def earliest_start_date(self) -> dt.date: method latest_end_date (line 277) | def latest_end_date(self) -> dt.date: method latest_execution_time (line 281) | def latest_execution_time(self) -> dt.datetime: method status (line 285) | def status(self) -> ReportStatus: method percentage_complete (line 289) | def percentage_complete(self) -> float: method get (line 293) | def get(cls, report_id: str, acceptable_types: List[ReportType] = None): method from_target (line 297) | def from_target(cls, report: TargetReport): method save (line 312) | def save(self): method delete (line 328) | def delete(self): method set_position_source (line 332) | def set_position_source(self, entity_id: str): method get_most_recent_job (line 342) | def get_most_recent_job(self): method schedule (line 354) | def schedule(self, start_date: dt.date = None, end_date: dt.date = Non... method run (line 380) | def run(self, start_date: dt.date = None, end_date: dt.date = None, ba... class PerformanceReport (line 419) | class PerformanceReport(Report): method __init__ (line 424) | def __init__( method get (line 474) | def get(cls, report_id: str, **kwargs): method from_target (line 484) | def from_target(cls, report: TargetReport): method get_pnl (line 501) | def get_pnl( method get_long_exposure (line 514) | def get_long_exposure(self, start_date: dt.date = None, end_date: dt.d... method get_short_exposure (line 524) | def get_short_exposure(self, start_date: dt.date = None, end_date: dt.... method get_asset_count (line 534) | def get_asset_count(self, start_date: dt.date = None, end_date: dt.dat... method get_turnover (line 544) | def get_turnover(self, start_date: dt.date = None, end_date: dt.date =... method get_asset_count_long (line 554) | def get_asset_count_long(self, start_date: dt.date = None, end_date: d... method get_asset_count_short (line 564) | def get_asset_count_short( method get_net_exposure (line 576) | def get_net_exposure(self, start_date: dt.date = None, end_date: dt.da... method get_gross_exposure (line 586) | def get_gross_exposure(self, start_date: dt.date = None, end_date: dt.... method get_position_net_weights (line 596) | def get_position_net_weights( method get_trading_pnl (line 630) | def get_trading_pnl( method get_trading_cost_pnl (line 643) | def get_trading_cost_pnl( method get_servicing_cost_long_pnl (line 656) | def get_servicing_cost_long_pnl( method get_servicing_cost_short_pnl (line 669) | def get_servicing_cost_short_pnl( method get_asset_count_priced (line 682) | def get_asset_count_priced(self, start_date: dt.date = None, end_date:... method get_measure (line 692) | def get_measure( method get_pnl_measure (line 713) | def get_pnl_measure(self, field: str, unit: FactorRiskUnit, start_date... method get_many_measures (line 723) | def get_many_measures( method get_aum_source (line 746) | def get_aum_source(self) -> RiskAumSource: method set_aum_source (line 755) | def set_aum_source(self, aum_source: RiskAumSource): method get_custom_aum (line 766) | def get_custom_aum(self, start_date: dt.date = None, end_date: dt.date... method get_aum (line 780) | def get_aum(self, start_date: dt.date, end_date: dt.date): method upload_custom_aum (line 805) | def upload_custom_aum(self, aum_data: List[CustomAUMDataPoint], clear_... method get_positions_data (line 815) | def get_positions_data( method get_portfolio_constituents (line 834) | def get_portfolio_constituents( method get_pnl_contribution (line 880) | def get_pnl_contribution( method get_brinson_attribution (line 895) | def get_brinson_attribution( class FactorRiskReport (line 948) | class FactorRiskReport(Report): method __init__ (line 954) | def __init__( method get (line 1028) | def get(cls, report_id: str, **kwargs): method from_target (line 1038) | def from_target(cls, report: TargetReport): method get_risk_model_id (line 1056) | def get_risk_model_id(self) -> str: method get_benchmark_id (line 1062) | def get_benchmark_id(self) -> str: method get_results (line 1068) | def get_results( method get_view (line 1114) | def get_view( method get_table (line 1163) | def get_table( method get_factor_pnl (line 1233) | def get_factor_pnl( method get_factor_exposure (line 1310) | def get_factor_exposure( method get_factor_proportion_of_risk (line 1344) | def get_factor_proportion_of_risk( method get_annual_risk (line 1372) | def get_annual_risk( method get_daily_risk (line 1397) | def get_daily_risk( method get_ex_ante_var (line 1422) | def get_ex_ante_var( function _format_multiple_factor_table (line 1451) | def _format_multiple_factor_table(factor_data: List[Dict], key: str) -> ... class ThematicReport (line 1463) | class ThematicReport(Report): method __init__ (line 1468) | def __init__( method get (line 1534) | def get(cls, report_id: str, **kwargs): method from_target (line 1544) | def from_target(cls, report: TargetReport): method get_thematic_data (line 1561) | def get_thematic_data( method get_thematic_exposure (line 1580) | def get_thematic_exposure( method get_thematic_betas (line 1593) | def get_thematic_betas( method _get_measures (line 1613) | def _get_measures( method get_all_thematic_exposures (line 1633) | def get_all_thematic_exposures( method get_top_five_thematic_exposures (line 1659) | def get_top_five_thematic_exposures( method get_bottom_five_thematic_exposures (line 1685) | def get_bottom_five_thematic_exposures( method get_thematic_breakdown (line 1711) | def get_thematic_breakdown(self, date: dt.date, basket_id: str) -> pd.... function get_thematic_breakdown_as_df (line 1723) | def get_thematic_breakdown_as_df(entity_id: str, date: dt.date, basket_i... function flatten_results_into_df (line 1752) | def flatten_results_into_df(results: List): function get_pnl_percent (line 1770) | def get_pnl_percent( function get_factor_pnl_percent_for_single_factor (line 1783) | def get_factor_pnl_percent_for_single_factor(factor_data, total_data, au... function format_factor_pnl_for_return_calculation (line 1789) | def format_factor_pnl_for_return_calculation(factor_data: list, total_da... function format_aum_for_return_calculation (line 1797) | def format_aum_for_return_calculation( function generate_daily_returns (line 1805) | def generate_daily_returns( function __smooth_percent_returns (line 1826) | def __smooth_percent_returns(daily_factor_returns: np.array, daily_total... function _filter_table_by_factor_and_category (line 1852) | def _filter_table_by_factor_and_category(column_info: Dict, factors: Lis... FILE: gs_quant/markets/report_utils.py function _get_ppaa_batches (line 24) | def _get_ppaa_batches(asset_count: pd.DataFrame, max_row_limit: int) -> ... function _batch_dates (line 35) | def _batch_dates(start_date: dt.date, end_date: dt.date, batch_size: int... FILE: gs_quant/markets/scenario.py class ScenarioCalculationType (line 31) | class ScenarioCalculationType(Enum): class FactorShock (line 35) | class FactorShock: method __init__ (line 38) | def __init__(self, factor: Union[str, Factor], shock: float): method __eq__ (line 42) | def __eq__(self, other) -> bool: method __repr__ (line 51) | def __repr__(self): method factor (line 55) | def factor(self) -> Union[str, Factor]: method shock (line 60) | def shock(self) -> float: method shock (line 65) | def shock(self, shock: float): method to_dict (line 68) | def to_dict(self): method from_dict (line 72) | def from_dict(cls, obj): class FactorShockParameters (line 76) | class FactorShockParameters: method __init__ (line 77) | def __init__(self, factor_shocks: List[FactorShock] = None, propagate_... method __eq__ (line 82) | def __eq__(self, other) -> bool: method __repr__ (line 92) | def __repr__(self): method factor_shocks (line 101) | def factor_shocks(self) -> List[FactorShock]: method factor_shocks (line 105) | def factor_shocks(self, factor_shocks: Union[List[FactorShock], Dict, ... method propagate_shocks (line 118) | def propagate_shocks(self) -> bool: method propagate_shocks (line 122) | def propagate_shocks(self, propagate_shocks: bool): method risk_model (line 126) | def risk_model(self) -> str: method from_dict (line 130) | def from_dict(cls, obj: Dict) -> 'FactorShockParameters': method to_dict (line 137) | def to_dict(self) -> Dict: class HistoricalSimulationParameters (line 145) | class HistoricalSimulationParameters: method __init__ (line 146) | def __init__(self, start_date: dt.date = None, end_date: dt.date = None): method __eq__ (line 150) | def __eq__(self, other) -> bool: method __repr__ (line 156) | def __repr__(self): method start_date (line 160) | def start_date(self) -> dt.date: method start_date (line 164) | def start_date(self, start_date: dt.date): method end_date (line 168) | def end_date(self) -> dt.date: method end_date (line 172) | def end_date(self, end_date: dt.date): method from_dict (line 176) | def from_dict(cls, obj: Dict) -> 'HistoricalSimulationParameters': method to_dict (line 182) | def to_dict(self) -> Dict: class FactorScenario (line 189) | class FactorScenario: method __init__ (line 192) | def __init__( method __repr__ (line 218) | def __repr__(self): method __str__ (line 232) | def __str__(self): method id (line 241) | def id(self) -> str: method name (line 245) | def name(self) -> str: method name (line 249) | def name(self, name: str): method type (line 253) | def type(self) -> Union[str, FactorScenarioType]: method description (line 257) | def description(self) -> str: method description (line 261) | def description(self, description: str): method parameters (line 265) | def parameters(self) -> ScenarioParameters: method parameters (line 269) | def parameters(self, parameters: ScenarioParameters): method entitlements (line 273) | def entitlements(self) -> Entitlements: method entitlements (line 277) | def entitlements(self, entitlements: Union[Dict, Entitlements]): method tags (line 281) | def tags(self) -> List[str]: method tags (line 285) | def tags(self, tags: List[str]): method from_dict (line 289) | def from_dict(cls, scenario_as_dict: Dict) -> 'FactorScenario': method from_target (line 302) | def from_target(cls, target_scenario: TargetScenario): method get (line 321) | def get(cls, scenario_id: str) -> 'FactorScenario': method get_by_name (line 335) | def get_by_name(cls, scenario_name: str) -> 'FactorScenario': method get_many (line 349) | def get_many( method save (line 426) | def save(self): method delete (line 444) | def delete(self): method clone (line 451) | def clone(self): FILE: gs_quant/markets/screens.py class RangeFilter (line 39) | class RangeFilter: method __init__ (line 42) | def __init__(self, min_: Union[float, str] = None, max_: Union[float, ... method __str__ (line 46) | def __str__(self) -> str: method min (line 51) | def min(self) -> Union[float, str]: method min (line 55) | def min(self, value: Union[float, str]): method max (line 59) | def max(self) -> Union[float, str]: method max (line 63) | def max(self, value: Union[float, str]): class CheckboxType (line 68) | class CheckboxType(Enum): class Sector (line 74) | class Sector(Enum): class Seniority (line 89) | class Seniority(Enum): class Direction (line 97) | class Direction(Enum): class Currency (line 103) | class Currency(CurrencyImport, Enum): class CheckboxFilter (line 107) | class CheckboxFilter: method __init__ (line 110) | def __init__(self, checkbox_type: CheckboxType = None, selections: Tup... method __str__ (line 114) | def __str__(self) -> str: method checkbox_type (line 119) | def checkbox_type(self) -> CheckboxType: method checkbox_type (line 123) | def checkbox_type(self, value: CheckboxType): method selections (line 127) | def selections(self) -> Tuple[Enum, ...]: method selections (line 131) | def selections(self, value: Tuple[Enum, ...]): method add (line 134) | def add(self, new_selections: Tuple[Enum, ...]): method remove (line 139) | def remove(self, remove_selections: Tuple[Enum, ...]): class ScreenFilters (line 145) | class ScreenFilters: method __init__ (line 146) | def __init__( method __str__ (line 184) | def __str__(self) -> str: method face_value (line 193) | def face_value(self) -> float: method face_value (line 198) | def face_value(self, value: float): method direction (line 202) | def direction(self) -> str: method direction (line 207) | def direction(self, value: str): method liquidity_score (line 211) | def liquidity_score(self) -> RangeFilter: method liquidity_score (line 216) | def liquidity_score(self, value: RangeFilter): method gs_charge_bps (line 221) | def gs_charge_bps(self) -> RangeFilter: method gs_charge_bps (line 226) | def gs_charge_bps(self, value: RangeFilter): method gs_charge_dollars (line 231) | def gs_charge_dollars(self) -> RangeFilter: method gs_charge_dollars (line 236) | def gs_charge_dollars(self, value: RangeFilter): method duration (line 241) | def duration(self) -> RangeFilter: method duration (line 246) | def duration(self, value: RangeFilter): method yield_ (line 251) | def yield_(self) -> RangeFilter: method yield_ (line 256) | def yield_(self, value: RangeFilter): method spread (line 261) | def spread(self) -> RangeFilter: method spread (line 267) | def spread(self, value: RangeFilter): method z_spread (line 272) | def z_spread(self) -> RangeFilter: method z_spread (line 277) | def z_spread(self, value: RangeFilter): method g_spread (line 281) | def g_spread(self) -> RangeFilter: method g_spread (line 287) | def g_spread(self, value: RangeFilter): method mid_price (line 291) | def mid_price(self) -> RangeFilter: method mid_price (line 296) | def mid_price(self, value: RangeFilter): method maturity (line 301) | def maturity(self) -> RangeFilter: method maturity (line 306) | def maturity(self, value: RangeFilter): method amount_outstanding (line 311) | def amount_outstanding(self) -> RangeFilter: method amount_outstanding (line 317) | def amount_outstanding(self, value: RangeFilter): method rating (line 322) | def rating(self) -> RangeFilter: method rating (line 327) | def rating(self, value: RangeFilter): method seniority (line 331) | def seniority(self) -> CheckboxFilter: method seniority (line 336) | def seniority(self, value: CheckboxFilter): method currency (line 340) | def currency(self) -> CheckboxFilter: method currency (line 345) | def currency(self, value: CheckboxFilter): method sector (line 349) | def sector(self) -> CheckboxFilter: method sector (line 354) | def sector(self, value: CheckboxFilter): method __validate_range_settings (line 358) | def __validate_range_settings(min_: int, max_: int, value: RangeFilter): class Screen (line 365) | class Screen: method __init__ (line 368) | def __init__(self, filters: ScreenFilters = None, screen_id: str = Non... method id (line 378) | def id(self) -> str: method name (line 382) | def name(self) -> str: method name (line 386) | def name(self, name: str): method filters (line 390) | def filters(self) -> ScreenFilters: method filters (line 394) | def filters(self, filters: ScreenFilters): method get (line 398) | def get(cls, screen_id: str): method calculate (line 402) | def calculate(self, format_: str = None): method save (line 414) | def save(self): method delete (line 426) | def delete(self): method __from_target (line 431) | def __from_target(cls, screen): method __to_target_filters (line 434) | def __to_target_filters(self) -> AssetScreenerCreditRequestFilters: method __set_up_filters (line 450) | def __set_up_filters(self) -> dict: method __to_target_parameters (line 456) | def __to_target_parameters(self) -> TargetScreenParameters: method __set_up_parameters (line 470) | def __set_up_parameters(self) -> dict: FILE: gs_quant/markets/securities.py class ExchangeCode (line 57) | class ExchangeCode(Enum): class AssetType (line 68) | class AssetType(Enum): class AssetIdentifier (line 207) | class AssetIdentifier(EntityIdentifier): class SecurityIdentifier (line 227) | class SecurityIdentifier(EntityIdentifier): class ReturnType (line 249) | class ReturnType(Enum): class Asset (line 260) | class Asset(Entity, metaclass=ABCMeta): method __init__ (line 261) | def __init__( method get_marquee_id (line 280) | def get_marquee_id(self): method get_url (line 283) | def get_url(self) -> str: method get_identifiers (line 291) | def get_identifiers(self, as_of: dt.date = None) -> dict: method get_identifier (line 354) | def get_identifier(self, id_type: AssetIdentifier, as_of: dt.date = No... method get_asset_measures (line 398) | def get_asset_measures(self) -> List[AssetMeasure]: method get_data_series (line 434) | def get_data_series( method get_latest_close_price (line 481) | def get_latest_close_price(self) -> float: method get_close_price_for_date (line 490) | def get_close_price_for_date(self, date: dt.date) -> pd.Series: method get_close_prices (line 493) | def get_close_prices(self, start: dt.date = DateLimit.LOW_LIMIT.value,... method get_hloc_prices (line 519) | def get_hloc_prices( method get_type (line 623) | def get_type(self) -> AssetType: method entity_type (line 627) | def entity_type(cls) -> EntityType: method data_dimension (line 631) | def data_dimension(self) -> str: method get (line 635) | def get( class SecMasterAsset (line 648) | class SecMasterAsset(Asset): method __init__ (line 649) | def __init__( method get_type (line 673) | def get_type(self) -> AssetType: method get_marquee_id (line 676) | def get_marquee_id(self): method get_identifier (line 692) | def get_identifier(self, id_type: Union[AssetIdentifier, SecurityIdent... method get_identifiers (line 706) | def get_identifiers(self, as_of: dt.date = None) -> dict: method get_data_series (line 735) | def get_data_series( method get_hloc_prices (line 766) | def get_hloc_prices( method __is_validate_range (line 778) | def __is_validate_range(self, start: DateOrDatetime, end: DateOrDateti... method __load_identifiers (line 849) | def __load_identifiers(self) -> None: class Stock (line 869) | class Stock(Asset): method __init__ (line 877) | def __init__( method get_type (line 887) | def get_type(self) -> AssetType: method get_currency (line 890) | def get_currency(self) -> Optional[Currency]: method get_thematic_beta (line 893) | def get_thematic_beta( class Cross (line 918) | class Cross(Asset): method __init__ (line 926) | def __init__( method get_type (line 937) | def get_type(self) -> AssetType: class Future (line 941) | class Future(Asset): method __init__ (line 949) | def __init__( method get_type (line 962) | def get_type(self) -> AssetType: method get_currency (line 965) | def get_currency(self) -> Optional[Currency]: class Currency (line 969) | class Currency(Asset): method __init__ (line 977) | def __init__(self, id_: str, name: str, entity: Optional[Dict] = None): method get_type (line 980) | def get_type(self) -> AssetType: class Rate (line 984) | class Rate(Asset): method __init__ (line 992) | def __init__(self, id_: str, name: str, entity: Optional[Dict] = None): method get_type (line 995) | def get_type(self) -> AssetType: class Cash (line 999) | class Cash(Asset): method __init__ (line 1007) | def __init__(self, id_: str, name: str, entity: Optional[Dict] = None): method get_type (line 1010) | def get_type(self) -> AssetType: class WeatherIndex (line 1014) | class WeatherIndex(Asset): method __init__ (line 1022) | def __init__(self, id_: str, name: str, entity: Optional[Dict] = None): method get_type (line 1025) | def get_type(self) -> AssetType: class CommodityReferencePrice (line 1029) | class CommodityReferencePrice(Asset): method __init__ (line 1037) | def __init__(self, id_: str, name: str, entity: Optional[Dict] = None): method get_type (line 1040) | def get_type(self) -> AssetType: class CommodityNaturalGasHub (line 1044) | class CommodityNaturalGasHub(Asset): method __init__ (line 1051) | def __init__(self, id_: str, name: str, entity: Optional[Dict] = None): method get_type (line 1054) | def get_type(self) -> AssetType: class CommodityEUNaturalGasHub (line 1058) | class CommodityEUNaturalGasHub(Asset): method __init__ (line 1065) | def __init__(self, id_: str, name: str, entity: Optional[Dict] = None): method get_type (line 1068) | def get_type(self) -> AssetType: class Cryptocurrency (line 1072) | class Cryptocurrency(Asset): method __init__ (line 1079) | def __init__(self, id_: str, asset_class: Union[AssetClass, str], name... method get_type (line 1082) | def get_type(self) -> AssetType: class CommodityPowerNode (line 1086) | class CommodityPowerNode(Asset): method __init__ (line 1093) | def __init__(self, id_: str, name: str, entity: Optional[Dict] = None): method get_type (line 1096) | def get_type(self) -> AssetType: class CommodityPowerAggregatedNodes (line 1100) | class CommodityPowerAggregatedNodes(Asset): method __init__ (line 1107) | def __init__(self, id_: str, name: str, entity: Optional[Dict] = None): method get_type (line 1110) | def get_type(self) -> AssetType: class Commodity (line 1114) | class Commodity(Asset): method __init__ (line 1121) | def __init__(self, id_: str, name: str, entity: Optional[Dict] = None): method get_type (line 1124) | def get_type(self) -> AssetType: class Bond (line 1128) | class Bond(Asset): method __init__ (line 1135) | def __init__(self, id_: str, name: str, asset_class: AssetClass = Asse... method get_type (line 1138) | def get_type(self) -> AssetType: class Fund (line 1142) | class Fund(Asset): method __init__ (line 1147) | def __init__(self, id_: str, name: str, asset_class: AssetClass, entit... method get_type (line 1150) | def get_type(self) -> AssetType: class FutureMarket (line 1154) | class FutureMarket(Asset): method __init__ (line 1161) | def __init__(self, id_: str, asset_class: Union[AssetClass, str], name... method get_type (line 1166) | def get_type(self) -> AssetType: class FutureContract (line 1170) | class FutureContract(Asset): method __init__ (line 1177) | def __init__(self, id_: str, asset_class: Union[AssetClass, str], name... method get_type (line 1182) | def get_type(self) -> AssetType: class Swap (line 1186) | class Swap(Asset): method __init__ (line 1193) | def __init__(self, id_: str, asset_class: Union[AssetClass, str], name... method get_type (line 1199) | def get_type(self) -> AssetType: class Option (line 1203) | class Option(Asset): method __init__ (line 1210) | def __init__(self, id_: str, asset_class: Union[AssetClass, str], name... method get_type (line 1216) | def get_type(self) -> AssetType: class Forward (line 1220) | class Forward(Asset): method __init__ (line 1221) | def __init__(self, id_: str, asset_class: Union[AssetClass, str], name... method get_type (line 1227) | def get_type(self) -> AssetType: class ETF (line 1231) | class ETF(Asset, PositionedEntity): method __init__ (line 1237) | def __init__( method get_type (line 1249) | def get_type(self) -> AssetType: method get_currency (line 1252) | def get_currency(self) -> Optional[Currency]: class Swaption (line 1256) | class Swaption(Asset): method __init__ (line 1263) | def __init__(self, id_: str, name: str, entity: Optional[Dict] = None): method get_type (line 1266) | def get_type(self) -> AssetType: class Binary (line 1270) | class Binary(Asset): method __init__ (line 1275) | def __init__(self, id_: str, name: str, asset_class: AssetClass, entit... method get_type (line 1278) | def get_type(self) -> AssetType: class DefaultSwap (line 1282) | class DefaultSwap(Asset): method __init__ (line 1289) | def __init__(self, id_: str, name: str, entity: Optional[Dict] = None): method get_type (line 1292) | def get_type(self) -> AssetType: class XccySwapMTM (line 1296) | class XccySwapMTM(Asset): method __init__ (line 1303) | def __init__(self, id_: str, name: str, entity: Optional[Dict] = None): method get_type (line 1306) | def get_type(self) -> AssetType: class MutualFund (line 1310) | class MutualFund(Asset): method __init__ (line 1316) | def __init__(self, id_: str, name: str, asset_class: AssetClass, entit... method get_type (line 1319) | def get_type(self) -> AssetType: class SecurityMasterSource (line 1323) | class SecurityMasterSource(Enum): class Security (line 1328) | class Security: method __init__ (line 1329) | def __init__(self, json: dict): method __str__ (line 1336) | def __str__(self): method get_identifiers (line 1339) | def get_identifiers(self): function _get_with_retries (line 1344) | def _get_with_retries(url, payload): class SecurityMaster (line 1348) | class SecurityMaster: method __gs_asset_to_asset (line 1367) | def __gs_asset_to_asset(cls, gs_asset: GsAsset) -> Asset: method __asset_type_to_gs_types (line 1486) | def __asset_type_to_gs_types(cls, asset_type: AssetType) -> Tuple[GsAs... method set_source (line 1505) | def set_source(cls, source: SecurityMasterSource): method get_asset_query (line 1509) | def get_asset_query( method _get_asset_results (line 1534) | def _get_asset_results(cls, results, sort_by_rank) -> Asset: method _get_many_assets_results (line 1546) | def _get_many_assets_results(cls, results) -> List[Asset]: method get_asset (line 1552) | def get_asset( method get_asset_async (line 1619) | async def get_asset_async( method get_many_assets (line 1686) | def get_many_assets( method get_many_assets_async (line 1744) | async def get_many_assets_async( method _get_security_master_asset_params (line 1804) | def _get_security_master_asset_params( method _get_security_master_asset_response (line 1824) | def _get_security_master_asset_response(cls, response) -> SecMasterAsset: method _get_security_master_asset (line 1851) | def _get_security_master_asset( method _get_security_master_asset_async (line 1863) | async def _get_security_master_asset_async( method get_identifiers (line 1875) | def get_identifiers( method asset_type_to_str (line 1927) | def asset_type_to_str(asset_class: AssetClass, asset_type: AssetType): method get_all_identifiers_gen (line 1935) | def get_all_identifiers_gen( method get_all_identifiers (line 2003) | def get_all_identifiers( method map_identifiers (line 2035) | def map_identifiers( FILE: gs_quant/models/epidemiology.py class CompartmentalModel (line 29) | class CompartmentalModel(ABC): method calibrate (line 32) | def calibrate(cls, xs, t, parameters) -> tuple: method get_parameters (line 39) | def get_parameters(cls, *args, **kwargs) -> tuple: class SIR (line 43) | class SIR(CompartmentalModel): method calibrate (line 47) | def calibrate(cls, xs: tuple, t: float, parameters: Union[Parameters, ... method get_parameters (line 74) | def get_parameters( class SEIR (line 124) | class SEIR(CompartmentalModel): method calibrate (line 128) | def calibrate(cls, xs: tuple, t: float, parameters: Union[Parameters, ... method get_parameters (line 157) | def get_parameters( function switch (line 220) | def switch(t: float, T: float, eta: float = 0, xi: float = 0.1, nu: floa... class SEIRCM (line 246) | class SEIRCM(CompartmentalModel): method calibrate (line 251) | def calibrate(cls, xs: tuple, t: float, parameters: Union[Parameters, ... method get_parameters (line 292) | def get_parameters( class SEIRCMAgeStratified (line 387) | class SEIRCMAgeStratified(CompartmentalModel): method calibrate (line 391) | def calibrate(cls, y: list, t: float, parameters: Parameters) -> list: method get_parameters (line 434) | def get_parameters( class EpidemicModel (line 541) | class EpidemicModel: method __init__ (line 544) | def __init__( method solve (line 576) | def solve(self, time_range: np.ndarray, initial_conditions: Union[list... method residual (line 589) | def residual(self, parameters: Parameters, time_range: np.arange, data... method fit (line 613) | def fit( FILE: gs_quant/models/risk_model.py class ReturnFormat (line 67) | class ReturnFormat(Enum): class Unit (line 74) | class Unit(Enum): class FactorType (line 81) | class FactorType(EnumBase, Enum): method __repr__ (line 87) | def __repr__(self): class RiskModel (line 91) | class RiskModel: method __init__ (line 94) | def __init__(self, id_: str, name: str): method id (line 99) | def id(self) -> str: method name (line 104) | def name(self) -> str: method name (line 109) | def name(self, name: str): method __str__ (line 113) | def __str__(self): method __repr__ (line 116) | def __repr__(self): class MarqueeRiskModel (line 123) | class MarqueeRiskModel(RiskModel): method __init__ (line 126) | def __init__( method type (line 160) | def type(self) -> RiskModelType: method type (line 165) | def type(self, type_: RiskModelType): method vendor (line 170) | def vendor(self) -> str: method vendor (line 175) | def vendor(self, vendor): method version (line 180) | def version(self) -> float: method version (line 185) | def version(self, version: float): method coverage (line 190) | def coverage(self) -> CoverageType: method coverage (line 195) | def coverage(self, coverage: CoverageType): method universe_identifier (line 200) | def universe_identifier(self) -> UniverseIdentifier: method term (line 205) | def term(self) -> Term: method term (line 210) | def term(self, term: Term): method description (line 215) | def description(self) -> str: method description (line 220) | def description(self, description: str): method universe_size (line 225) | def universe_size(self) -> int: method universe_size (line 230) | def universe_size(self, universe_size: int): method entitlements (line 235) | def entitlements(self) -> Entitlements: method entitlements (line 240) | def entitlements(self, entitlements: Union[Entitlements, Dict]): method expected_update_time (line 245) | def expected_update_time(self) -> dt.time: method expected_update_time (line 250) | def expected_update_time(self, expected_update_time: dt.time): method delete (line 254) | def delete(self): method get_dates (line 258) | def get_dates( method get_calendar (line 292) | def get_calendar(self, start_date: dt.date = None, end_date: dt.date =... method upload_calendar (line 329) | def upload_calendar(self, calendar: RiskModelCalendar): method get_missing_dates (line 336) | def get_missing_dates(self, start_date: dt.date = None, end_date: dt.d... method get_most_recent_date_from_calendar (line 375) | def get_most_recent_date_from_calendar(self) -> dt.date: method save (line 381) | def save(self): method get (line 403) | def get(cls, model_id: str): method get_asset_universe (line 412) | def get_asset_universe( method get_factor (line 467) | def get_factor(self, name: str, start_date: dt.date = None, end_date: ... method get_many_factors (line 497) | def get_many_factors( method save_factor_metadata (line 575) | def save_factor_metadata(self, factor_metadata: RiskModelFactor): method delete_factor_metadata (line 585) | def delete_factor_metadata(self, factor_id: str): method get_intraday_factor_data (line 592) | def get_intraday_factor_data( method get_factor_data (line 677) | def get_factor_data( method get_factor_returns_by_name (line 789) | def get_factor_returns_by_name( method get_factor_returns_by_id (line 828) | def get_factor_returns_by_id( method _get_factor_data_measure (line 870) | def _get_factor_data_measure( method _get_asset_data_measure (line 892) | def _get_asset_data_measure( method get_universe_exposure (line 912) | def get_universe_exposure( method get_specific_risk (line 972) | def get_specific_risk( method get_factor_standard_deviation (line 1010) | def get_factor_standard_deviation( method get_factor_mean (line 1055) | def get_factor_mean( method get_factor_cross_sectional_mean (line 1099) | def get_factor_cross_sectional_mean( method get_factor_cross_sectional_standard_deviation (line 1144) | def get_factor_cross_sectional_standard_deviation( method get_data (line 1196) | def get_data( method upload_data (line 1242) | def upload_data(self, data: Union[RiskModelData, Dict], max_asset_batc... method upload_partial_data (line 1278) | def upload_partial_data(self, data: Union[RiskModelData, dict], final_... method upload_asset_coverage_data (line 1290) | def upload_asset_coverage_data(self, date: dt.date = None, batch_size:... method from_target (line 1309) | def from_target(cls, model): method from_many_targets (line 1334) | def from_many_targets(cls, models: Tuple[RiskModelBuilder, ...]): method __str__ (line 1337) | def __str__(self): method __repr__ (line 1340) | def __repr__(self): class FactorRiskModel (line 1365) | class FactorRiskModel(MarqueeRiskModel): method __init__ (line 1368) | def __init__( method from_target (line 1414) | def from_target(cls, model: RiskModelBuilder): method get_many (line 1433) | def get_many( method get_total_risk (line 1464) | def get_total_risk( method get_historical_beta (line 1502) | def get_historical_beta( method get_predicted_beta (line 1540) | def get_predicted_beta( method get_global_predicted_beta (line 1578) | def get_global_predicted_beta( method get_daily_return (line 1616) | def get_daily_return( method get_specific_return (line 1652) | def get_specific_return( method get_bid_ask_spread (line 1688) | def get_bid_ask_spread( method get_trading_volume (line 1730) | def get_trading_volume( method get_traded_value (line 1772) | def get_traded_value( method get_composite_volume (line 1814) | def get_composite_volume( method get_composite_value (line 1856) | def get_composite_value( method get_issuer_market_cap (line 1898) | def get_issuer_market_cap( method get_asset_price (line 1934) | def get_asset_price( method get_asset_capitalization (line 1970) | def get_asset_capitalization( method get_currency (line 2006) | def get_currency( method get_unadjusted_specific_risk (line 2042) | def get_unadjusted_specific_risk( method get_dividend_yield (line 2078) | def get_dividend_yield( method get_universe_factor_exposure (line 2114) | def get_universe_factor_exposure( method _build_covariance_matrix_measure (line 2159) | def _build_covariance_matrix_measure( method get_covariance_matrix (line 2188) | def get_covariance_matrix( method get_unadjusted_covariance_matrix (line 2226) | def get_unadjusted_covariance_matrix( method get_pre_vra_covariance_matrix (line 2266) | def get_pre_vra_covariance_matrix( method _build_currency_rates_data (line 2306) | def _build_currency_rates_data( method get_risk_free_rate (line 2319) | def get_risk_free_rate( method get_currency_exchange_rate (line 2361) | def get_currency_exchange_rate( method get_factor_volatility (line 2403) | def get_factor_volatility( method get_estimation_universe_weights (line 2455) | def get_estimation_universe_weights( method get_issuer_specific_covariance (line 2496) | def get_issuer_specific_covariance( method get_factor_portfolios (line 2544) | def get_factor_portfolios( method get_asset_contribution_to_risk (line 2597) | def get_asset_contribution_to_risk( method get_asset_factor_attribution (line 2692) | def get_asset_factor_attribution( method __repr__ (line 2767) | def __repr__(self): class MacroRiskModel (line 2791) | class MacroRiskModel(MarqueeRiskModel): method __init__ (line 2794) | def __init__( method from_target (line 2839) | def from_target(cls, model: RiskModelBuilder): method get_many (line 2858) | def get_many( method get_universe_sensitivity (line 2891) | def get_universe_sensitivity( method get_r_squared (line 2976) | def get_r_squared( method get_fair_value_gap (line 3015) | def get_fair_value_gap( method get_factor_z_score (line 3072) | def get_factor_z_score( method get_model_price (line 3116) | def get_model_price( method __repr__ (line 3152) | def __repr__(self): class ThematicRiskModel (line 3175) | class ThematicRiskModel(MarqueeRiskModel): method __init__ (line 3178) | def __init__( method from_target (line 3224) | def from_target(cls, model: RiskModelBuilder): method get_many (line 3243) | def get_many( method get_universe_sensitivity (line 3274) | def get_universe_sensitivity( method __repr__ (line 3296) | def __repr__(self): FILE: gs_quant/models/risk_model_utils.py function _map_measure_to_field_name (line 34) | def _map_measure_to_field_name(measure: Measure): function build_factor_id_to_name_map (line 80) | def build_factor_id_to_name_map(results: List) -> dict: function build_asset_data_map (line 90) | def build_asset_data_map( function build_factor_data_map (line 113) | def build_factor_data_map( function build_pfp_data_dataframe (line 146) | def build_pfp_data_dataframe( function get_optional_data_as_dataframe (line 185) | def get_optional_data_as_dataframe(results: List, optional_data_key: str... function get_covariance_matrix_dataframe (line 196) | def get_covariance_matrix_dataframe( function build_factor_volatility_dataframe (line 212) | def build_factor_volatility_dataframe(results: List, group_by_name: bool... function get_closest_date_index (line 235) | def get_closest_date_index(date: dt.date, dates: List[str], direction: s... function divide_request (line 247) | def divide_request(data, n): function batch_and_upload_partial_data_use_target_universe_size (line 252) | def batch_and_upload_partial_data_use_target_universe_size(model_id: str... function _upload_factor_data_if_present (line 261) | def _upload_factor_data_if_present(model_id: str, data: dict, date: str,... function _batch_data_if_present (line 281) | def _batch_data_if_present(model_id: str, data, max_asset_size, date): function only_factor_data_is_present (line 311) | def only_factor_data_is_present(model_type: Type, data: dict) -> bool: function batch_and_upload_partial_data (line 321) | def batch_and_upload_partial_data(model_id: str, data: dict, max_asset_s... function _batch_data_v2 (line 350) | def _batch_data_v2(model_id: str, data: dict, data_type: str, max_asset_... function batch_and_upload_coverage_data (line 367) | def batch_and_upload_coverage_data(date: dt.date, gsid_list: list, model... function upload_model_data (line 382) | def upload_model_data(model_id: str, data: dict, **kwargs): function risk_model_data_to_json (line 386) | def risk_model_data_to_json(risk_model_data: RiskModelData) -> dict: function get_universe_size (line 399) | def get_universe_size(data_to_split: dict) -> int: function _batch_input_data (line 414) | def _batch_input_data(input_data: dict, max_asset_size: int): function _batch_asset_input (line 439) | def _batch_asset_input(input_data: dict, i: int, split_idx: int, split_n... function _batch_pfp_input (line 455) | def _batch_pfp_input(input_data: dict, i: int, split_idx: int, split_num... function _batch_isc_input (line 469) | def _batch_isc_input(input_data: dict, i: int, split_idx: int, split_num... function _repeat_try_catch_request (line 478) | def _repeat_try_catch_request( FILE: gs_quant/priceable.py class PriceableImpl (line 31) | class PriceableImpl(Priceable, ABC): method _pricing_context (line 33) | def _pricing_context(self) -> PricingContext: method _return_future (line 38) | def _return_future(self) -> bool: method dollar_price (line 44) | def dollar_price(self) -> Union[FloatWithInfo, PortfolioRiskResult, Pr... method price (line 75) | def price(self, currency=None) -> Union[FloatWithInfo, PortfolioRiskRe... method market (line 90) | def market(self) -> Union[OverlayMarket, PricingFuture]: FILE: gs_quant/quote_reports/core.py function quote_report_from_dict (line 34) | def quote_report_from_dict(quote_report_dict: Union[Dict[str, Any], Visu... function quote_reports_from_dicts (line 45) | def quote_reports_from_dicts(quote_report_dicts: Iterable[Dict[str, Any]]): function custom_comment_from_dict (line 55) | def custom_comment_from_dict(in_dict: Union[Dict[str, Any], CustomCommen... function custom_comments_from_dicts (line 69) | def custom_comments_from_dicts(in_dicts: Iterable[Dict[str, Any]]): function hedge_type_from_dict (line 79) | def hedge_type_from_dict(hedge_type_dict: Union[Dict[str, Any], HedgeTyp... function hedge_type_from_dicts (line 93) | def hedge_type_from_dicts(in_dicts: Iterable[Dict[str, Any]]): FILE: gs_quant/risk/core.py class ResultInfo (line 36) | class ResultInfo(metaclass=ABCMeta): method __init__ (line 37) | def __init__( method raw_value (line 51) | def raw_value(self): ... method risk_key (line 54) | def risk_key(self) -> RiskKey: method unit (line 58) | def unit(self) -> dict: method error (line 63) | def error(self) -> Union[str, dict]: method request_id (line 68) | def request_id(self) -> Optional[str]: method composition_info (line 73) | def composition_info(components: Iterable): class ErrorValue (line 103) | class ErrorValue(ResultInfo): method __init__ (line 104) | def __init__(self, risk_key: RiskKey, error: Union[str, dict], request... method __repr__ (line 107) | def __repr__(self): method __getattr__ (line 110) | def __getattr__(self, item): method raw_value (line 115) | def raw_value(self): method _to_records (line 118) | def _to_records(self, extra_dict, display_options: DisplayOptions = No... class UnsupportedValue (line 122) | class UnsupportedValue(ResultInfo): method __init__ (line 123) | def __init__(self, risk_key: RiskKey, request_id: Optional[str] = None): method __repr__ (line 126) | def __repr__(self): method raw_value (line 130) | def raw_value(self): method compose (line 134) | def compose(components: Iterable): method _to_records (line 140) | def _to_records(self, extra_dict, display_options: DisplayOptions = No... class ScalarWithInfo (line 150) | class ScalarWithInfo(ResultInfo, metaclass=ABCMeta): method __init__ (line 151) | def __init__( method __reduce__ (line 162) | def __reduce__(self): method raw_value (line 167) | def raw_value(self): ... method compose (line 170) | def compose(components: Iterable): method _to_records (line 176) | def _to_records(self, extra_dict, display_options: DisplayOptions = No... class FloatWithInfo (line 180) | class FloatWithInfo(ScalarWithInfo, float): method __new__ (line 181) | def __new__( method raw_value (line 192) | def raw_value(self) -> float: method __str__ (line 195) | def __str__(self): method __repr__ (line 198) | def __repr__(self): method __add__ (line 232) | def __add__(self, other): method __mul__ (line 242) | def __mul__(self, other): method to_frame (line 250) | def to_frame(self): class StringWithInfo (line 254) | class StringWithInfo(ScalarWithInfo, str): method __new__ (line 255) | def __new__( method raw_value (line 266) | def raw_value(self) -> str: method __repr__ (line 269) | def __repr__(self): class DictWithInfo (line 273) | class DictWithInfo(ScalarWithInfo, dict): method __new__ (line 274) | def __new__( method __init__ (line 284) | def __init__( method raw_value (line 296) | def raw_value(self) -> dict: method __repr__ (line 299) | def __repr__(self): class SeriesWithInfo (line 303) | class SeriesWithInfo(pd.Series, ResultInfo): method __init__ (line 309) | def __init__( method __repr__ (line 321) | def __repr__(self): method _constructor (line 327) | def _constructor(self): method _constructor_expanddim (line 331) | def _constructor_expanddim(self): method raw_value (line 335) | def raw_value(self) -> pd.Series: method compose (line 339) | def compose(components: Iterable): method _to_records (line 345) | def _to_records(self, extra_dict, display_options: DisplayOptions = No... method __mul__ (line 352) | def __mul__(self, other): method copy_with_resultinfo (line 359) | def copy_with_resultinfo(self, deep=True): class DataFrameWithInfo (line 369) | class DataFrameWithInfo(pd.DataFrame, ResultInfo): method __init__ (line 375) | def __init__( method __repr__ (line 387) | def __repr__(self): method _constructor (line 393) | def _constructor(self): method _constructor_sliced (line 397) | def _constructor_sliced(self): method raw_value (line 401) | def raw_value(self) -> pd.DataFrame: method compose (line 411) | def compose(components: Iterable): method to_frame (line 417) | def to_frame(self): method _to_records (line 420) | def _to_records(self, extra_dict, display_options: DisplayOptions = No... method copy_with_resultinfo (line 432) | def copy_with_resultinfo(self, deep=True): method filter_by_coord (line 441) | def filter_by_coord(self, coordinate): class MQVSValidationTarget (line 456) | class MQVSValidationTarget: class MQVSValidatorDefn (line 469) | class MQVSValidatorDefn: class MQVSValidatorDefnsWithInfo (line 478) | class MQVSValidatorDefnsWithInfo(ResultInfo): method __init__ (line 481) | def __init__( method raw_value (line 496) | def raw_value(self): function aggregate_risk (line 500) | def aggregate_risk( function aggregate_results (line 554) | def aggregate_results( function subtract_risk (line 604) | def subtract_risk(left: DataFrameWithInfo, right: DataFrameWithInfo) -> ... function sort_values (line 635) | def sort_values(data: Iterable, columns: Tuple[str, ...], by: Tuple[str,... function sort_risk (line 647) | def sort_risk(df: pd.DataFrame, by: Tuple[str, ...] = __risk_columns) ->... function combine_risk_key (line 667) | def combine_risk_key(key_1: RiskKey, key_2: RiskKey) -> RiskKey: FILE: gs_quant/risk/measures.py class __RelativeRiskMeasure (line 26) | class __RelativeRiskMeasure(RiskMeasure): method __init__ (line 27) | def __init__( method pricing_context (line 41) | def pricing_context(self): class PnlExplain (line 48) | class PnlExplain(__RelativeRiskMeasure): method __init__ (line 51) | def __init__(self, to_market: Market): class PnlExplainClose (line 55) | class PnlExplainClose(PnlExplain): method __init__ (line 56) | def __init__(self): class PnlExplainLive (line 62) | class PnlExplainLive(PnlExplain): method __init__ (line 63) | def __init__(self): class PnlPredictLive (line 69) | class PnlPredictLive(__RelativeRiskMeasure): method __init__ (line 72) | def __init__(self): FILE: gs_quant/risk/result_handlers.py function __dataframe_handler (line 40) | def __dataframe_handler( function __dataframe_handler_unsorted (line 66) | def __dataframe_handler_unsorted( function cashflows_handler (line 82) | def cashflows_handler( function error_handler (line 105) | def error_handler( function leg_definition_handler (line 116) | def leg_definition_handler( function message_handler (line 122) | def message_handler( function number_and_unit_handler (line 132) | def number_and_unit_handler( function required_assets_handler (line 138) | def required_assets_handler( function dict_risk_handler (line 145) | def dict_risk_handler( function risk_handler (line 151) | def risk_handler( function risk_by_class_handler (line 168) | def risk_by_class_handler( function risk_vector_handler (line 206) | def risk_vector_handler( function fixing_table_handler (line 228) | def fixing_table_handler( function simple_valtable_handler (line 242) | def simple_valtable_handler( function canonical_projection_table_handler (line 261) | def canonical_projection_table_handler( function risk_float_handler (line 293) | def risk_float_handler( function map_coordinate_to_column (line 299) | def map_coordinate_to_column(coordinate_struct, tag): function __is_single_row_2nd_order_risk (line 311) | def __is_single_row_2nd_order_risk(risk_key: RiskKey): function mdapi_second_order_table_handler (line 320) | def mdapi_second_order_table_handler( function mdapi_table_handler (line 354) | def mdapi_table_handler( function mmapi_table_handler (line 379) | def mmapi_table_handler( function mmapi_pca_table_handler (line 409) | def mmapi_pca_table_handler( function mmapi_pca_hedge_table_handler (line 448) | def mmapi_pca_hedge_table_handler( function mqvs_validators_handler (line 474) | def mqvs_validators_handler( function market_handler (line 481) | def market_handler( function unsupported_handler (line 487) | def unsupported_handler( FILE: gs_quant/risk/results.py function get_default_pivots (line 46) | def get_default_pivots( function pivot_to_frame (line 91) | def pivot_to_frame(df, values, index, columns, aggfunc): function _compose (line 109) | def _compose(lhs: ResultInfo, rhs: ResultInfo) -> ResultInfo: function _value_for_date (line 136) | def _value_for_date( function _get_value_with_info (line 170) | def _get_value_with_info(value, risk_key, unit, error): function _risk_keys_compatible (line 181) | def _risk_keys_compatible(lhs, rhs) -> bool: function _value_for_measure_or_scen (line 193) | def _value_for_measure_or_scen(res: dict, item: Union[Iterable, RiskMeas... class PricingFuture (line 206) | class PricingFuture(Future): method __init__ (line 209) | def __init__(self, result: Optional[Any] = __RESULT_SENTINEL): method __add__ (line 220) | def __add__(self, other): method __mul__ (line 230) | def __mul__(self, other): method result (line 236) | def result(self, timeout=None): class CompositeResultFuture (line 259) | class CompositeResultFuture(PricingFuture): method __init__ (line 260) | def __init__(self, futures: Iterable[PricingFuture]): method __getitem__ (line 273) | def __getitem__(self, item): method __cb (line 276) | def __cb(self, future: PricingFuture): method _set_result (line 281) | def _set_result(self): method futures (line 285) | def futures(self) -> Tuple[PricingFuture, ...]: class MultipleRiskMeasureResult (line 289) | class MultipleRiskMeasureResult(dict): method __init__ (line 290) | def __init__(self, instrument, dict_values: Iterable): method __getitem__ (line 294) | def __getitem__(self, item): method __mul__ (line 315) | def __mul__(self, other): method __add__ (line 321) | def __add__(self, other): method __op (line 363) | def __op(self, operator, operand): method instrument (line 381) | def instrument(self): method dates (line 385) | def dates(self) -> Tuple[dt.date, ...]: method _multi_scen_key (line 395) | def _multi_scen_key(self) -> Iterable[Scenario]: method to_frame (line 401) | def to_frame( method _to_records (line 427) | def _to_records(self, extra_dict, display_options: DisplayOptions = No... class MultipleRiskMeasureFuture (line 436) | class MultipleRiskMeasureFuture(CompositeResultFuture): method __init__ (line 437) | def __init__(self, instrument: InstrumentBase, measures_to_futures: Ma... method __add__ (line 442) | def __add__(self, other): method _set_result (line 446) | def _set_result(self): method measures_to_futures (line 454) | def measures_to_futures(self) -> Mapping[RiskMeasure, PricingFuture]: class MultipleScenarioFuture (line 458) | class MultipleScenarioFuture(CompositeResultFuture): method __init__ (line 459) | def __init__(self, instrument: InstrumentBase, scenarios: Iterable[Sce... method _set_result (line 464) | def _set_result(self): class MultipleScenarioResult (line 475) | class MultipleScenarioResult(dict): method __init__ (line 476) | def __init__(self, instrument, dict_values: Iterable): method __getitem__ (line 480) | def __getitem__(self, item): method to_frame (line 490) | def to_frame( method instrument (line 514) | def instrument(self): method scenarios (line 518) | def scenarios(self): method _to_records (line 521) | def _to_records(self, extra_dict, display_options: DisplayOptions = No... class HistoricalPricingFuture (line 530) | class HistoricalPricingFuture(CompositeResultFuture): method _set_result (line 531) | def _set_result(self): class PortfolioPath (line 548) | class PortfolioPath: method __init__ (line 549) | def __init__(self, path): method __repr__ (line 552) | def __repr__(self): method __iter__ (line 555) | def __iter__(self): method __len__ (line 558) | def __len__(self): method __add__ (line 561) | def __add__(self, other): method __eq__ (line 564) | def __eq__(self, other): method __hash__ (line 567) | def __hash__(self): method __call__ (line 570) | def __call__(self, target, rename_to_parent: Optional[bool] = False): method path (line 589) | def path(self): class PortfolioRiskResult (line 593) | class PortfolioRiskResult(CompositeResultFuture): method __init__ (line 594) | def __init__(self, portfolio, risk_measures: Iterable[RiskMeasure], fu... method __getitem__ (line 599) | def __getitem__(self, item): method __contains__ (line 678) | def __contains__(self, item): method __repr__ (line 686) | def __repr__(self): method __len__ (line 693) | def __len__(self): method __iter__ (line 696) | def __iter__(self): method __mul__ (line 699) | def __mul__(self, other): method __add__ (line 705) | def __add__(self, other): method portfolio (line 779) | def portfolio(self): method risk_measures (line 783) | def risk_measures(self) -> Tuple[RiskMeasure, ...]: method dates (line 787) | def dates(self) -> Tuple[dt.date, ...]: method _multi_scen_key (line 802) | def _multi_scen_key(self) -> Iterable[Scenario]: method result (line 810) | def result(self, timeout: Optional[int] = None): method subset (line 814) | def subset(self, items: Iterable[Union[int, str, PortfolioPath, Pricea... method transform (line 819) | def transform(self, risk_transformation: Transformer = None): method aggregate (line 838) | def aggregate( method _to_records (line 850) | def _to_records(self, display_options: DisplayOptions = None): method to_frame (line 872) | def to_frame( method __paths (line 925) | def __paths(self, items: Union[int, slice, str, Priceable]) -> Tuple[P... method __results (line 945) | def __results(self, items: Optional[Union[int, slice, str, Priceable]]... method __result (line 955) | def __result(self, path: PortfolioPath, risk_measure: Optional[RiskMea... method get (line 967) | def get(self, item, default): FILE: gs_quant/risk/scenario_utils.py function build_eq_vol_scenario_intraday (line 24) | def build_eq_vol_scenario_intraday( function build_eq_vol_scenario_eod (line 41) | def build_eq_vol_scenario_eod( FILE: gs_quant/risk/scenarios.py class MarketDataShockBasedScenario (line 32) | class MarketDataShockBasedScenario(__MarketDataShockBasedScenario): method __init__ (line 33) | def __init__(self, shocks: Mapping[MarketDataPattern, MarketDataShock]... class MarketDataVolShockScenario (line 37) | class MarketDataVolShockScenario(__MarketDataVolShockScenario): method from_dataframe (line 39) | def from_dataframe(cls, asset_ric: str, df: pd.DataFrame, ref_spot: fl... FILE: gs_quant/risk/transform.py class Transformer (line 28) | class Transformer(ABC, Generic[_InputT, _ResultT]): method apply (line 30) | def apply(self, data: _InputT, *args, **kwargs) -> _ResultT: class GenericResultWithInfoTransformer (line 34) | class GenericResultWithInfoTransformer(Transformer[ResultType, ResultTyp... method __init__ (line 35) | def __init__(self, fn: Callable[[ResultType, Sequence[Any]], ResultTyp... method apply (line 38) | def apply(self, data: ResultType, *args, **kwargs) -> ResultType: class ResultWithInfoAggregator (line 44) | class ResultWithInfoAggregator(Transformer[Iterable[ResultType], FloatWi... method apply (line 48) | def apply( FILE: gs_quant/session.py class Environment (line 56) | class Environment(Enum): class CustomHttpAdapter (line 62) | class CustomHttpAdapter(requests.adapters.HTTPAdapter): method ssl_context (line 68) | def ssl_context(cls) -> ssl.SSLContext: method init_poolmanager (line 78) | def init_poolmanager(self, connections, maxsize=100, block=False): class Domain (line 84) | class Domain: class _SyncSessionAPI (line 90) | class _SyncSessionAPI: method __init__ (line 93) | def __init__(self, session: 'GsSession'): method get (line 96) | def get( method post (line 118) | def post( method put (line 140) | def put( method delete (line 162) | def delete( class _AsyncSessionAPI (line 187) | class _AsyncSessionAPI: method __init__ (line 190) | def __init__(self, session: 'GsSession'): method get (line 193) | async def get( method post (line 215) | async def post( method put (line 237) | async def put( method delete (line 259) | async def delete( method connect_websocket (line 284) | async def connect_websocket( class GsSession (line 298) | class GsSession(ContextBase): class Scopes (line 301) | class Scopes(Enum): method get_default (line 314) | def get_default(cls): method __init__ (line 322) | def __init__( method _authenticate (line 367) | def _authenticate(self): method _authenticate_async (line 370) | def _authenticate_async(self): method _authenticate_all_sessions (line 376) | def _authenticate_all_sessions(self): method _on_enter (line 380) | def _on_enter(self): method _on_exit (line 385) | def _on_exit(self, exc_type, exc_val, exc_tb): method _has_async_session (line 390) | def _has_async_session(self) -> bool: method _init_async (line 393) | def _init_async(self): method _on_aenter (line 402) | async def _on_aenter(self): method _on_aexit (line 410) | async def _on_aexit(self, exc_type, exc_val, exc_tb): method init (line 418) | def init(self): method close (line 432) | def close(self): method _close_async (line 445) | async def _close_async(self): method __del__ (line 450) | def __del__(self): method __unpack (line 454) | def __unpack(results: Union[dict, list], cls: type) -> Union[Base, tup... method _build_url (line 466) | def _build_url(self, domain: Optional[str], path: str, include_version... method _build_request_params (line 472) | def _build_request_params( method _parse_response (line 537) | def _parse_response( method __request (line 563) | def __request( method __request_async (line 613) | async def __request_async( method _get (line 664) | def _get( method _get_async (line 687) | async def _get_async( method _post (line 711) | def _post( method _post_async (line 734) | async def _post_async( method _delete (line 758) | def _delete( method _delete_async (line 783) | async def _delete_async( method _put (line 809) | def _put( method _put_async (line 832) | async def _put_async( method _connect_websocket (line 857) | async def _connect_websocket( method _connect_websocket_raw (line 879) | def _connect_websocket_raw( method _headers (line 907) | def _headers(self): method _get_mds_domain (line 925) | def _get_mds_domain(self): method _get_web_domain (line 940) | def _get_web_domain(self): method _config_for_environment (line 945) | def _config_for_environment(cls, environment): method use (line 953) | def use( method post_to_activity_service (line 985) | def post_to_activity_service(self): method get (line 1009) | def get( method is_internal (line 1105) | def is_internal(self) -> bool: method sync (line 1109) | def sync(self) -> '_SyncSessionAPI': method async_ (line 1116) | def async_(self) -> '_AsyncSessionAPI': class OAuth2Session (line 1123) | class OAuth2Session(GsSession): method __init__ (line 1124) | def __init__( method _authenticate (line 1155) | def _authenticate(self): method _headers (line 1169) | def _headers(self): class PassThroughSession (line 1173) | class PassThroughSession(GsSession): method domain_and_verify (line 1177) | def domain_and_verify(cls, environment_or_domain: str, domain: Optiona... method __init__ (line 1190) | def __init__( method _authenticate (line 1213) | def _authenticate(self): method _headers (line 1216) | def _headers(self): class KerberosSession (line 1223) | class KerberosSession(KerberosSessionMixin, GsSession): method __init__ (line 1224) | def __init__( class PassThroughGSSSOSession (line 1244) | class PassThroughGSSSOSession(KerberosSessionMixin, GsSession): method __init__ (line 1245) | def __init__( method _authenticate (line 1268) | def _authenticate(self): class MQLoginSession (line 1288) | class MQLoginSession(MQLoginMixin, GsSession): method __init__ (line 1289) | def __init__( method _authenticate (line 1318) | def _authenticate(self): FILE: gs_quant/target/assets.py class AllocatorType (line 26) | class AllocatorType(EnumBase, Enum): class Commodities (line 49) | class Commodities(EnumBase, Enum): class CommodityFamily (line 97) | class CommodityFamily(EnumBase, Enum): class CommoditySubFamily (line 107) | class CommoditySubFamily(EnumBase, Enum): class AssetMetadata (line 120) | class AssetMetadata(Base): class Benchmark (line 128) | class Benchmark(Base): class CommodityEUNaturalGasHub (line 137) | class CommodityEUNaturalGasHub(Base): class CommodityNaturalGasHub (line 146) | class CommodityNaturalGasHub(Base): class CommodityPowerAggregatedNodes (line 156) | class CommodityPowerAggregatedNodes(Base): class CommodityPowerNode (line 166) | class CommodityPowerNode(Base): class CommodityReferencePriceParameters (line 175) | class CommodityReferencePriceParameters(Base): class FutureContract (line 188) | class FutureContract(Base): class FutureMarket (line 197) | class FutureMarket(Base): class NumberRange (line 207) | class NumberRange(Base): class People (line 216) | class People(Base): class WeatherIndexParameters (line 224) | class WeatherIndexParameters(Base): class AssetStats (line 243) | class AssetStats(Base): class CommodConfigParameters (line 256) | class CommodConfigParameters(Base): class CreditBasketParameters (line 265) | class CreditBasketParameters(Base): class HedgeFundParameters (line 288) | class HedgeFundParameters(Base): class SecuritiesLendingLoan (line 315) | class SecuritiesLendingLoan(Base): class ShareClassParameters (line 338) | class ShareClassParameters(Base): class TemporalPeople (line 374) | class TemporalPeople(Base): class TemporalXRef (line 384) | class TemporalXRef(Base): class AssetGetRequestPathSchema (line 394) | class AssetGetRequestPathSchema(Base): class Asset (line 479) | class Asset(Base): class AssetToInstrumentResponse (line 524) | class AssetToInstrumentResponse(Base): FILE: gs_quant/target/assets_screener.py class AssetScreenerCreditResponseItem (line 28) | class AssetScreenerCreditResponseItem(Base): class AssetScreenerCreditResponse (line 86) | class AssetScreenerCreditResponse(Base): class AssetScreenerRequest (line 96) | class AssetScreenerRequest(Base): FILE: gs_quant/target/backtests.py class BacktestRiskMeasureType (line 26) | class BacktestRiskMeasureType(EnumBase, Enum): class BacktestTradingQuantityType (line 47) | class BacktestTradingQuantityType(EnumBase, Enum): class BacktestType (line 60) | class BacktestType(EnumBase, Enum): class EquityMarketModel (line 71) | class EquityMarketModel(EnumBase, Enum): class FlowVolBacktestMeasure (line 80) | class FlowVolBacktestMeasure(EnumBase, Enum): class BacktestComparison (line 106) | class BacktestComparison(Base): class BacktestRebalanceParameters (line 115) | class BacktestRebalanceParameters(Base): class BacktestSignalSeriesItem (line 126) | class BacktestSignalSeriesItem(Base): class BacktestStrategyTransactionCostModelFixed (line 138) | class BacktestStrategyTransactionCostModelFixed(Base): class BacktestStrategyTransactionCostModelScaled (line 147) | class BacktestStrategyTransactionCostModelScaled(Base): class BaseIndexRefData (line 157) | class BaseIndexRefData(Base): class BuySellRefData (line 166) | class BuySellRefData(Base): class DeltaHedgeParameters (line 175) | class DeltaHedgeParameters(Base): class DeltaHedgingParameters (line 186) | class DeltaHedgingParameters(Base): class EnhancedBetaUnderlier (line 197) | class EnhancedBetaUnderlier(Base): class EnhancedBetaUnderlierRefData (line 209) | class EnhancedBetaUnderlierRefData(Base): class EntityCorrelation (line 219) | class EntityCorrelation(Base): class ExpirationRefData (line 229) | class ExpirationRefData(Base): class FixingTimeRefData (line 238) | class FixingTimeRefData(Base): class FrequencyRefData (line 247) | class FrequencyRefData(Base): class HistoricalUnderlier (line 256) | class HistoricalUnderlier(Base): class LookBackPeriodRefData (line 266) | class LookBackPeriodRefData(Base): class NotionalPercentageRefData (line 275) | class NotionalPercentageRefData(Base): class OptionStrikeTypeRefData (line 285) | class OptionStrikeTypeRefData(Base): class OptionTypeRefData (line 294) | class OptionTypeRefData(Base): class ScalingMethodRefData (line 303) | class ScalingMethodRefData(Base): class StrikeRefData (line 312) | class StrikeRefData(Base): class TradeInMethodRefData (line 322) | class TradeInMethodRefData(Base): class TradeInTimeRefData (line 331) | class TradeInTimeRefData(Base): class VolatilityWeightedWeightingModifier (line 340) | class VolatilityWeightedWeightingModifier(Base): class VolatilityWeightedWeightingModifierRefData (line 350) | class VolatilityWeightedWeightingModifierRefData(Base): class BacktestStrategyUnderlierHedge (line 359) | class BacktestStrategyUnderlierHedge(Base): class BasketBacktestParameters (line 368) | class BasketBacktestParameters(Base): class CurrencyRefData (line 379) | class CurrencyRefData(Base): class DeltaHedgingRefData (line 388) | class DeltaHedgingRefData(Base): class EnhancedBetaBacktestParameters (line 398) | class EnhancedBetaBacktestParameters(Base): class ISelectBacktestParameters (line 409) | class ISelectBacktestParameters(Base): class OptionBacktestUnderlier (line 418) | class OptionBacktestUnderlier(Base): class PerformanceRange (line 434) | class PerformanceRange(Base): class UnderlyingAssetIdDataRefData (line 443) | class UnderlyingAssetIdDataRefData(Base): class BacktestPerformanceDecomposition (line 453) | class BacktestPerformanceDecomposition(Base): class BacktestRisk (line 462) | class BacktestRisk(Base): class BacktestRiskPosition (line 470) | class BacktestRiskPosition(Base): class BacktestStrategyTransactionCostModelAggregate (line 481) | class BacktestStrategyTransactionCostModelAggregate(Base): class BacktestStrategyTransactionCost (line 491) | class BacktestStrategyTransactionCost(Base): class BacktestTradingParameters (line 500) | class BacktestTradingParameters(Base): class BasketBacktestRefData (line 515) | class BasketBacktestRefData(Base): class ComparisonBacktestResult (line 526) | class ComparisonBacktestResult(Base): class EnhancedBetaRefData (line 536) | class EnhancedBetaRefData(Base): class UnderlyingAssetIdRefData (line 548) | class UnderlyingAssetIdRefData(Base): class VolatilityBacktestParameters (line 558) | class VolatilityBacktestParameters(Base): class BacktestResult (line 568) | class BacktestResult(Base): class BacktestRiskRequest (line 586) | class BacktestRiskRequest(Base): class BacktestStrategyUnderlierTransactionCost (line 598) | class BacktestStrategyUnderlierTransactionCost(Base): class VolBacktestRefData (line 607) | class VolBacktestRefData(Base): class BacktestRefData (line 629) | class BacktestRefData(Base): class BacktestStrategyUnderlier (line 645) | class BacktestStrategyUnderlier(Base): class VolatilityFlowBacktestParameters (line 658) | class VolatilityFlowBacktestParameters(Base): class Backtest (line 669) | class Backtest(Base): FILE: gs_quant/target/base_screener.py class ScreenerColumn (line 28) | class ScreenerColumn(Base): class ScreenerRow (line 38) | class ScreenerRow(Base): class ScreenerData (line 49) | class ScreenerData(Base): class ScreenerParameters (line 57) | class ScreenerParameters(Base): class Screener (line 66) | class Screener(Base): FILE: gs_quant/target/charts.py class ChartAnnotationFontStyle (line 26) | class ChartAnnotationFontStyle(EnumBase, Enum): class ChartAnnotationFontWeight (line 34) | class ChartAnnotationFontWeight(EnumBase, Enum): class ChartAnnotationLineType (line 42) | class ChartAnnotationLineType(EnumBase, Enum): class ChartAnnotationRangeLabelType (line 50) | class ChartAnnotationRangeLabelType(EnumBase, Enum): class ChartAnnotationTextAlign (line 58) | class ChartAnnotationTextAlign(EnumBase, Enum): class ChartAnnotationTextDecoration (line 67) | class ChartAnnotationTextDecoration(EnumBase, Enum): class ChartAnnotationType (line 76) | class ChartAnnotationType(EnumBase, Enum): class ChartFill (line 89) | class ChartFill(EnumBase, Enum): class ChartLineDrawType (line 98) | class ChartLineDrawType(EnumBase, Enum): class ChartLineType (line 113) | class ChartLineType(EnumBase, Enum): class ChartRegressionStrokeType (line 124) | class ChartRegressionStrokeType(EnumBase, Enum): class ChartRegressionType (line 132) | class ChartRegressionType(EnumBase, Enum): class ChartType (line 141) | class ChartType(EnumBase, Enum): class ChartDisplaySettings (line 153) | class ChartDisplaySettings(Base): class ChartLabelSettings (line 163) | class ChartLabelSettings(Base): class ChartProperties (line 171) | class ChartProperties(Base): class ChartShare (line 184) | class ChartShare(Base): class ChartTime (line 193) | class ChartTime(Base): class ParameterField (line 203) | class ParameterField(Base): class XAxisSettings (line 212) | class XAxisSettings(Base): class YAxisSettings (line 224) | class YAxisSettings(Base): class ChartAnnotation (line 241) | class ChartAnnotation(Base): class ChartControls (line 269) | class ChartControls(DictBase): class ChartExpression (line 276) | class ChartExpression(Base): class ChartRegression (line 302) | class ChartRegression(Base): class ConstructorParameter (line 316) | class ConstructorParameter(Base): class TemplateVariable (line 326) | class TemplateVariable(Base): class Chart (line 339) | class Chart(Base): FILE: gs_quant/target/common.py class AccrualConvention (line 26) | class AccrualConvention(EnumBase, Enum): class AccumOrDecum (line 32) | class AccumOrDecum(EnumBase, Enum): class AccumulatorType (line 39) | class AccumulatorType(EnumBase, Enum): class AggregationLevel (line 45) | class AggregationLevel(EnumBase, Enum): class AssetClass (line 55) | class AssetClass(EnumBase, Enum): class AssetStatsPeriod (line 80) | class AssetStatsPeriod(EnumBase, Enum): class AssetStatsType (line 90) | class AssetStatsType(EnumBase, Enum): class AssetType (line 99) | class AssetType(EnumBase, Enum): class AswType (line 266) | class AswType(EnumBase, Enum): class BasketAction (line 274) | class BasketAction(EnumBase, Enum): class BasketValuationSource (line 283) | class BasketValuationSource(EnumBase, Enum): class BestWorst (line 292) | class BestWorst(EnumBase, Enum): class BondStrikeType (line 298) | class BondStrikeType(EnumBase, Enum): class BusinessDayConvention (line 306) | class BusinessDayConvention(EnumBase, Enum): class BuySell (line 316) | class BuySell(EnumBase, Enum): class CDOptionType (line 324) | class CDOptionType(EnumBase, Enum): class CapOrFloor (line 337) | class CapOrFloor(EnumBase, Enum): class CashReinvestmentTreatmentType (line 344) | class CashReinvestmentTreatmentType(EnumBase, Enum): class CommodMeanRule (line 352) | class CommodMeanRule(EnumBase, Enum): class CommodUnit (line 361) | class CommodUnit(EnumBase, Enum): class CommoditySector (line 375) | class CommoditySector(EnumBase, Enum): class CountryCode (line 386) | class CountryCode(EnumBase, Enum): class CreditBasketType (line 641) | class CreditBasketType(EnumBase, Enum): class CreditOptionStrikeType (line 652) | class CreditOptionStrikeType(EnumBase, Enum): class CreditOptionType (line 658) | class CreditOptionType(EnumBase, Enum): class Currency (line 664) | class Currency(EnumBase, Enum): class CurrencyName (line 1011) | class CurrencyName(EnumBase, Enum): class DayCountFraction (line 1035) | class DayCountFraction(EnumBase, Enum): class EqBasketHistoryMethodology (line 1050) | class EqBasketHistoryMethodology(EnumBase, Enum): class EqBasketHolidayCalendar (line 1060) | class EqBasketHolidayCalendar(EnumBase, Enum): class EqBasketRebalanceFrequencyRule (line 1069) | class EqBasketRebalanceFrequencyRule(EnumBase, Enum): class FVAStrikeType (line 1082) | class FVAStrikeType(EnumBase, Enum): class FVAUnderlyingOptionType (line 1089) | class FVAUnderlyingOptionType(EnumBase, Enum): class FallbackType (line 1096) | class FallbackType(EnumBase, Enum): class Field (line 1104) | class Field(EnumBase, Enum): class FiniteDifferenceMethod (line 4016) | class FiniteDifferenceMethod(EnumBase, Enum): class Format (line 4026) | class Format(EnumBase, Enum): class FrequencyInterval (line 4036) | class FrequencyInterval(EnumBase, Enum): class InOut (line 4046) | class InOut(EnumBase, Enum): class IndexCalculationType (line 4052) | class IndexCalculationType(EnumBase, Enum): class IndexNotTradingReasons (line 4059) | class IndexNotTradingReasons(EnumBase, Enum): class KnockoutConvention (line 4071) | class KnockoutConvention(EnumBase, Enum): class LiquidityMeasure (line 4084) | class LiquidityMeasure(EnumBase, Enum): class LongShort (line 4112) | class LongShort(EnumBase, Enum): class MarketBehaviour (line 4120) | class MarketBehaviour(EnumBase, Enum): class MarketDataFrequency (line 4126) | class MarketDataFrequency(EnumBase, Enum): class MarketDataShockType (line 4132) | class MarketDataShockType(EnumBase, Enum): class MarketDataVendor (line 4147) | class MarketDataVendor(EnumBase, Enum): class NewOrUnwind (line 4217) | class NewOrUnwind(EnumBase, Enum): class NotionalOrStrike (line 4226) | class NotionalOrStrike(EnumBase, Enum): class OptionExerciseStyle (line 4235) | class OptionExerciseStyle(EnumBase, Enum): class OptionExpiryType (line 4243) | class OptionExpiryType(EnumBase, Enum): class OptionSettlementMethod (line 4253) | class OptionSettlementMethod(EnumBase, Enum): class OptionStrikeType (line 4264) | class OptionStrikeType(EnumBase, Enum): class OptionStyle (line 4270) | class OptionStyle(EnumBase, Enum): class OptionType (line 4280) | class OptionType(EnumBase, Enum): class PCOActionType (line 4293) | class PCOActionType(EnumBase, Enum): class PCOCurrencyType (line 4304) | class PCOCurrencyType(EnumBase, Enum): class PCOOrigin (line 4313) | class PCOOrigin(EnumBase, Enum): class PayReceive (line 4321) | class PayReceive(EnumBase, Enum): class PaymentFrequency (line 4333) | class PaymentFrequency(EnumBase, Enum): class PayoutType (line 4339) | class PayoutType(EnumBase, Enum): class Period (line 4347) | class Period(EnumBase, Enum): class PositionSetWeightingStrategy (line 4358) | class PositionSetWeightingStrategy(EnumBase, Enum): class PricingLocation (line 4369) | class PricingLocation(EnumBase, Enum): class PrincipalExchange (line 4379) | class PrincipalExchange(EnumBase, Enum): class ProductCode (line 4389) | class ProductCode(EnumBase, Enum): class ProductType (line 4463) | class ProductType(EnumBase, Enum): class QuoteType (line 4475) | class QuoteType(EnumBase, Enum): class Region (line 4490) | class Region(EnumBase, Enum): class ReportJobPriority (line 4502) | class ReportJobPriority(EnumBase, Enum): class ReturnStyle (line 4510) | class ReturnStyle(EnumBase, Enum): class ReturnType (line 4518) | class ReturnType(EnumBase, Enum): class RiskMeasureType (line 4526) | class RiskMeasureType(EnumBase, Enum): class RiskMeasureUnit (line 4645) | class RiskMeasureUnit(EnumBase, Enum): class RiskModelType (line 4655) | class RiskModelType(EnumBase, Enum): class ScenarioType (line 4664) | class ScenarioType(EnumBase, Enum): class SettlementType (line 4672) | class SettlementType(EnumBase, Enum): class Side (line 4680) | class Side(EnumBase, Enum): class Strategy (line 4689) | class Strategy(EnumBase, Enum): class StrikeMethodType (line 4766) | class StrikeMethodType(EnumBase, Enum): class SwapClearingHouse (line 4774) | class SwapClearingHouse(EnumBase, Enum): class SwapSettlement (line 4785) | class SwapSettlement(EnumBase, Enum): class SwapType (line 4795) | class SwapType(EnumBase, Enum): class TargetPaymentType (line 4805) | class TargetPaymentType(EnumBase, Enum): class TargetType (line 4812) | class TargetType(EnumBase, Enum): class TouchNoTouch (line 4821) | class TouchNoTouch(EnumBase, Enum): class TradeAs (line 4829) | class TradeAs(EnumBase, Enum): class TradeType (line 4839) | class TradeType(EnumBase, Enum): class UnderlierType (line 4847) | class UnderlierType(EnumBase, Enum): class UpDown (line 4860) | class UpDown(EnumBase, Enum): class ValuationTime (line 4866) | class ValuationTime(EnumBase, Enum): class VarianceConvention (line 4879) | class VarianceConvention(EnumBase, Enum): class WeightingType (line 4887) | class WeightingType(EnumBase, Enum): class YesNo (line 4896) | class YesNo(EnumBase, Enum): class SingleMarket (line 4903) | class SingleMarket(Base): class BaseMarket (line 4908) | class BaseMarket(SingleMarket): class AssetIdPriceable (line 4915) | class AssetIdPriceable(Priceable): class AssetScreenerCreditStandardAndPoorsRatingOptions (line 4923) | class AssetScreenerCreditStandardAndPoorsRatingOptions(Base): class AssetScreenerRequestFilterDateLimits (line 4932) | class AssetScreenerRequestFilterDateLimits(Base): class AssetScreenerRequestFilterLimits (line 4941) | class AssetScreenerRequestFilterLimits(Base): class AssetScreenerRequestStringOptions (line 4950) | class AssetScreenerRequestStringOptions(Base): class AssetValueParameters (line 4959) | class AssetValueParameters(Base): class BasketPositionTradeOnMetadata (line 4970) | class BasketPositionTradeOnMetadata(Base): class BlendedBenchmarkAttribute (line 4982) | class BlendedBenchmarkAttribute(Base): class BloombergPublishParameters (line 4991) | class BloombergPublishParameters(Base): class CSLDate (line 5003) | class CSLDate(Base): class CSLDouble (line 5011) | class CSLDouble(Base): class CSLFXCross (line 5019) | class CSLFXCross(Base): class CSLIndex (line 5027) | class CSLIndex(Base): class CSLSimpleSchedule (line 5035) | class CSLSimpleSchedule(Base): class CSLStock (line 5044) | class CSLStock(Base): class CSLString (line 5052) | class CSLString(Base): class CSLSymCaseNamedParam (line 5060) | class CSLSymCaseNamedParam(Base): class CurrencyParameter (line 5068) | class CurrencyParameter(RiskMeasureParameter): class CurveOverlay (line 5077) | class CurveOverlay(Scenario): class DataRow (line 5090) | class DataRow(DictBase): class DateRange (line 5097) | class DateRange(Base): class DoubleParameter (line 5106) | class DoubleParameter(RiskMeasureParameter): class EqBasketRebalanceDateOverride (line 5115) | class EqBasketRebalanceDateOverride(Base): class ISelectNewUnit (line 5124) | class ISelectNewUnit(Base): class ISelectNewWeight (line 5133) | class ISelectNewWeight(Base): class Identifier (line 5142) | class Identifier(Base): class LiquidityReportParameters (line 5151) | class LiquidityReportParameters(Base): class ListOfNumberParameter (line 5161) | class ListOfNumberParameter(RiskMeasureParameter): class ListOfStringParameter (line 5170) | class ListOfStringParameter(RiskMeasureParameter): class MapParameter (line 5179) | class MapParameter(RiskMeasureParameter): class MarketDataCoordinate (line 5188) | class MarketDataCoordinate(Base): class MarketDataVolSlice (line 5200) | class MarketDataVolSlice(Base): class MktMarkingOptions (line 5210) | class MktMarkingOptions(Base): class Op (line 5218) | class Op(Base): class OrderByBody (line 5229) | class OrderByBody(Base): class PCOBenchmarkOptions (line 5238) | class PCOBenchmarkOptions(Base): class PCOExposureAdjustments (line 5246) | class PCOExposureAdjustments(Base): class PCOMtMHistoricalData (line 5258) | class PCOMtMHistoricalData(Base): class PCONetSubscription (line 5267) | class PCONetSubscription(Base): class PCOSettlementsData (line 5277) | class PCOSettlementsData(Base): class PCOTargetDeviationData (line 5286) | class PCOTargetDeviationData(Base): class PatternPropertiesDateTime (line 5295) | class PatternPropertiesDateTime(Base): class PerformanceStats (line 5304) | class PerformanceStats(Base): class PositionTag (line 5343) | class PositionTag(Base): class RefMarket (line 5351) | class RefMarket(BaseMarket): class ReportSubscriptionParameters (line 5360) | class ReportSubscriptionParameters(Base): class SimpleParty (line 5372) | class SimpleParty(Base): class StringParameter (line 5386) | class StringParameter(RiskMeasureParameter): class SystematicHedgeThreshold (line 5395) | class SystematicHedgeThreshold(Base): class TimeFilter (line 5405) | class TimeFilter(Base): class UserTag (line 5415) | class UserTag(Base): class WeightedPosition (line 5429) | class WeightedPosition(Base): class XRef (line 5438) | class XRef(Base): class AssetClassifications (line 5492) | class AssetClassifications(Base): class AssetScreenerBbgRequestFilter (line 5530) | class AssetScreenerBbgRequestFilter(Base): class AssetScreenerCarbonRequestFilter (line 5542) | class AssetScreenerCarbonRequestFilter(Base): class AssetScreenerESGRequestFilter (line 5553) | class AssetScreenerESGRequestFilter(Base): class AssetScreenerPbRequestFilter (line 5565) | class AssetScreenerPbRequestFilter(Base): class BasketPositionTradeOn (line 5574) | class BasketPositionTradeOn(Base): class CSLCurrency (line 5584) | class CSLCurrency(Base): class CSLDateArray (line 5592) | class CSLDateArray(Base): class CSLDateArrayNamedParam (line 5600) | class CSLDateArrayNamedParam(Base): class CSLDoubleArray (line 5608) | class CSLDoubleArray(Base): class CSLFXCrossArray (line 5616) | class CSLFXCrossArray(Base): class CSLIndexArray (line 5624) | class CSLIndexArray(Base): class CSLSimpleScheduleArray (line 5632) | class CSLSimpleScheduleArray(Base): class CSLStockArray (line 5640) | class CSLStockArray(Base): class CSLStringArray (line 5648) | class CSLStringArray(Base): class CarryScenario (line 5656) | class CarryScenario(Scenario): class CashReinvestmentTreatment (line 5668) | class CashReinvestmentTreatment(Base): class CloseMarket (line 5678) | class CloseMarket(BaseMarket): class CommodPrice (line 5688) | class CommodPrice(Base): class EntitlementExclusions (line 5698) | class EntitlementExclusions(Base): class Entitlements (line 5716) | class Entitlements(Base): class EqBasketBacktestParameters (line 5735) | class EqBasketBacktestParameters(Base): class EqBasketRebalanceCustomFrequencyRule (line 5745) | class EqBasketRebalanceCustomFrequencyRule(Base): class FieldValueMap (line 5752) | class FieldValueMap(DictBase): class FilterRequest (line 5759) | class FilterRequest(Base): class FilteredData (line 5772) | class FilteredData(Base): class FiniteDifferenceParameter (line 5783) | class FiniteDifferenceParameter(RiskMeasureParameter): class ISelectNewParameter (line 5798) | class ISelectNewParameter(Base): class LiborFallbackScenario (line 5887) | class LiborFallbackScenario(Scenario): class LiveMarket (line 5899) | class LiveMarket(BaseMarket): class MarketDataCoordinateValue (line 5908) | class MarketDataCoordinateValue(Base): class MarketDataPattern (line 5917) | class MarketDataPattern(Base): class MarketDataShock (line 5937) | class MarketDataShock(Base): class PCOBenchmark (line 5951) | class PCOBenchmark(Base): class PCOCashBalance (line 5960) | class PCOCashBalance(Base): class PCOCurrencyWeight (line 5976) | class PCOCurrencyWeight(Base): class PCOParameterValues (line 5985) | class PCOParameterValues(Base): class PCOSettlements (line 5994) | class PCOSettlements(Base): class PCOShareClass (line 6003) | class PCOShareClass(Base): class PCOTargetDeviation (line 6017) | class PCOTargetDeviation(Base): class PCOUnrealisedMarkToMarket (line 6026) | class PCOUnrealisedMarkToMarket(Base): class PerformanceStatsRequest (line 6038) | class PerformanceStatsRequest(Base): class PositionPriceInput (line 6055) | class PositionPriceInput(Base): class PositionsRequest (line 6067) | class PositionsRequest(Base): class RiskRequestParameters (line 6079) | class RiskRequestParameters(Base): class RollFwd (line 6090) | class RollFwd(Scenario): class TimestampedMarket (line 6101) | class TimestampedMarket(BaseMarket): class AssetScreenerCreditRequestFilters (line 6112) | class AssetScreenerCreditRequestFilters(Base): class AssetStatsRequest (line 6157) | class AssetStatsRequest(Base): class CSLCurrencyArray (line 6168) | class CSLCurrencyArray(Base): class CSLSchedule (line 6176) | class CSLSchedule(Base): class CurveScenario (line 6197) | class CurveScenario(Scenario): class EqBasketRebalanceFrequency (line 6212) | class EqBasketRebalanceFrequency(Base): class FieldFilterMap (line 6221) | class FieldFilterMap(Base): class IndexCurveShift (line 6564) | class IndexCurveShift(Scenario): class MarketDataPatternAndShock (line 6583) | class MarketDataPatternAndShock(Base): class MarketDataVolShockScenario (line 6592) | class MarketDataVolShockScenario(Scenario): class PCOExposureLeg (line 6604) | class PCOExposureLeg(Base): class PCOSecurityWeight (line 6630) | class PCOSecurityWeight(Base): class User (line 6640) | class User(Base): class AssetParameters (line 6688) | class AssetParameters(Base): class CSLScheduleArray (line 6815) | class CSLScheduleArray(Base): class EqBasketRebalanceCalendar (line 6823) | class EqBasketRebalanceCalendar(Base): class MarketDataShockBasedScenario (line 6832) | class MarketDataShockBasedScenario(Scenario): class OverlayMarket (line 6841) | class OverlayMarket(SingleMarket): class PCOExposure (line 6852) | class PCOExposure(Base): class PCOSecurity (line 6867) | class PCOSecurity(Base): class RiskMeasure (line 6882) | class RiskMeasure(Base): class DataSetFieldMap (line 6894) | class DataSetFieldMap(Base): class EntityQuery (line 6905) | class EntityQuery(Base): class MeasureScenario (line 6926) | class MeasureScenario(Scenario): class PCOSecurityBreakdown (line 6936) | class PCOSecurityBreakdown(Base): class Position (line 6946) | class Position(Base): class RelativeMarket (line 6966) | class RelativeMarket(Base): class CompositeScenario (line 6976) | class CompositeScenario(Scenario): class MultiScenario (line 6985) | class MultiScenario(Scenario): class PositionSetRequest (line 6994) | class PositionSetRequest(Base): class PricingDateAndMarketDataAsOf (line 7004) | class PricingDateAndMarketDataAsOf(Base): class LiquidityRequest (line 7014) | class LiquidityRequest(Base): class PositionSet (line 7038) | class PositionSet(Base): class RiskPosition (line 7053) | class RiskPosition(Base): class RiskRequest (line 7063) | class RiskRequest(Base): class ReportParameters (line 7080) | class ReportParameters(Base): class ReportScheduleRequest (line 7173) | class ReportScheduleRequest(Base): FILE: gs_quant/target/content.py class Division (line 26) | class Division(EnumBase, Enum): class InvestmentRecommendationDirection (line 36) | class InvestmentRecommendationDirection(EnumBase, Enum): class Language (line 44) | class Language(EnumBase, Enum): class Origin (line 228) | class Origin(EnumBase, Enum): class QueryableStatus (line 239) | class QueryableStatus(EnumBase, Enum): class ChannelMetadata (line 251) | class ChannelMetadata(Base): class Content (line 261) | class Content(Base): class Object (line 268) | class Object(DictBase): class Author (line 275) | class Author(Base): class BulkDeleteContentResponse (line 287) | class BulkDeleteContentResponse(Base): class Certification (line 297) | class Certification(Base): class DeleteContentResponse (line 310) | class DeleteContentResponse(Base): class InvestmentRecommendationAsset (line 320) | class InvestmentRecommendationAsset(Base): class InvestmentRecommendationCustomAsset (line 332) | class InvestmentRecommendationCustomAsset(Base): class ContentResponse (line 344) | class ContentResponse(Base): class ContentUpdateRequest (line 361) | class ContentUpdateRequest(Base): class InvestmentRecommendations (line 371) | class InvestmentRecommendations(Base): class BulkContentUpdateRequestItem (line 380) | class BulkContentUpdateRequestItem(Base): class ContentAuditFields (line 389) | class ContentAuditFields(Base): class ContentParameters (line 404) | class ContentParameters(Base): class GetManyContentsResponse (line 428) | class GetManyContentsResponse(Base): class BulkContentUpdateResponse (line 438) | class BulkContentUpdateResponse(Base): class ContentCreateRequest (line 448) | class ContentCreateRequest(Base): class ContentCreateResponse (line 459) | class ContentCreateResponse(Base): class ContentUpdateResponse (line 469) | class ContentUpdateResponse(Base): FILE: gs_quant/target/coordinates.py class MDAPIQueryField (line 26) | class MDAPIQueryField(EnumBase, Enum): class MDAPIDataQuery (line 38) | class MDAPIDataQuery(Base): class MDAPIDataQueryResponse (line 59) | class MDAPIDataQueryResponse(Base): class MDAPIDataBatchResponse (line 67) | class MDAPIDataBatchResponse(Base): FILE: gs_quant/target/countries.py class CountryXref (line 28) | class CountryXref(Base): class Country (line 39) | class Country(Base): class Subdivision (line 58) | class Subdivision(Base): FILE: gs_quant/target/data.py class DataSetType (line 26) | class DataSetType(EnumBase, Enum): class DelayExclusionType (line 37) | class DelayExclusionType(EnumBase, Enum): class DevelopmentStatus (line 44) | class DevelopmentStatus(EnumBase, Enum): class FieldFormat (line 52) | class FieldFormat(EnumBase, Enum): class MarketDataMeasure (line 61) | class MarketDataMeasure(EnumBase, Enum): class MeasureEntityType (line 69) | class MeasureEntityType(EnumBase, Enum): class AdvancedFilter (line 87) | class AdvancedFilter(Base): class AlloyService (line 99) | class AlloyService(Base): class ColumnEnumPair (line 107) | class ColumnEnumPair(Base): class DataSetCondition (line 116) | class DataSetCondition(Base): class DataSetDefaults (line 127) | class DataSetDefaults(Base): class DataSetFieldEntityAttributes (line 137) | class DataSetFieldEntityAttributes(Base): class DataSetFieldEntityClassifications (line 146) | class DataSetFieldEntityClassifications(Base): class DataSetFieldEntityNumberParameters (line 155) | class DataSetFieldEntityNumberParameters(Base): class EntityMetadata (line 164) | class EntityMetadata(Base): class ErrorInfo (line 175) | class ErrorInfo(Base): class FieldLinkSelector (line 186) | class FieldLinkSelector(Base): class MDAPI (line 196) | class MDAPI(Base): class MarketDataField (line 206) | class MarketDataField(Base): class MarketDataFilteredField (line 214) | class MarketDataFilteredField(Base): class MeasureBacktest (line 226) | class MeasureBacktest(Base): class MeasureKpi (line 231) | class MeasureKpi(Base): class MidPrice (line 238) | class MidPrice(Base): class ParserEntity (line 248) | class ParserEntity(Base): class QueryProcessor (line 265) | class QueryProcessor(Base): class RemapFieldPair (line 275) | class RemapFieldPair(Base): class ResponseInfo (line 284) | class ResponseInfo(Base): class StoredEntity (line 293) | class StoredEntity(Base): class SymbolFilterLink (line 301) | class SymbolFilterLink(Base): class AlloyConfig (line 310) | class AlloyConfig(Base): class DBConfig (line 318) | class DBConfig(Base): class DataFilter (line 327) | class DataFilter(Base): class DataSetCoverageProperties (line 338) | class DataSetCoverageProperties(Base): class DataSetDelay (line 350) | class DataSetDelay(Base): class DataSetFieldEntityStringParameters (line 363) | class DataSetFieldEntityStringParameters(Base): class DataSetTransforms (line 375) | class DataSetTransforms(Base): class FieldFilterMapDataQuery (line 382) | class FieldFilterMapDataQuery(DictBase): class FieldLink (line 389) | class FieldLink(Base): class MarketDataMapping (line 400) | class MarketDataMapping(Base): class ProcessorEntity (line 423) | class ProcessorEntity(Base): class SymbolFilterDimension (line 438) | class SymbolFilterDimension(Base): class ComplexFilter (line 448) | class ComplexFilter(Base): class DataGroup (line 457) | class DataGroup(Base): class DataQuery (line 466) | class DataQuery(Base): class DataSetFieldEntity (line 523) | class DataSetFieldEntity(Base): class DataSetParameters (line 540) | class DataSetParameters(Base): class DataSetTransformation (line 582) | class DataSetTransformation(Base): class DeleteCoverageQuery (line 591) | class DeleteCoverageQuery(Base): class FieldColumnPair (line 600) | class FieldColumnPair(Base): class HistoryFilter (line 614) | class HistoryFilter(Base): class DataQueryResponse (line 626) | class DataQueryResponse(Base): class DataSetCatalogEntry (line 643) | class DataSetCatalogEntry(Base): class DataSetDimensions (line 671) | class DataSetDimensions(Base): class DataSetFieldEntityBulkRequest (line 689) | class DataSetFieldEntityBulkRequest(Base): class EntityFilter (line 697) | class EntityFilter(Base): class DataSetFilters (line 707) | class DataSetFilters(Base): class DataSetEntity (line 719) | class DataSetEntity(Base): FILE: gs_quant/target/data_screen.py class AnalyticsScreen (line 28) | class AnalyticsScreen(Base): FILE: gs_quant/target/groups.py class GroupWithMembersCount (line 28) | class GroupWithMembersCount(Base): class UpdateGroupMembershipRequest (line 36) | class UpdateGroupMembershipRequest(Base): class UserCoverage (line 44) | class UserCoverage(Base): class GroupResponse (line 55) | class GroupResponse(Base): class CreateGroupRequest (line 65) | class CreateGroupRequest(Base): class UpdateGroupRequest (line 78) | class UpdateGroupRequest(Base): class Group (line 90) | class Group(Base): FILE: gs_quant/target/hedge.py class CorporateActionsTypes (line 26) | class CorporateActionsTypes(EnumBase, Enum): class HedgeObjective (line 39) | class HedgeObjective(EnumBase, Enum): class HedgeUniverseAssetType (line 47) | class HedgeUniverseAssetType(EnumBase, Enum): class HedgerComparisonType (line 57) | class HedgerComparisonType(EnumBase, Enum): class HedgerConstraintPrioritySetting (line 64) | class HedgerConstraintPrioritySetting(EnumBase, Enum): class SamplingPeriod (line 80) | class SamplingPeriod(EnumBase, Enum): class AssetConstraint (line 91) | class AssetConstraint(Base): class BasketConditions (line 99) | class BasketConditions(Base): class ClassificationConstraint (line 106) | class ClassificationConstraint(Base): class ESGConstraint (line 116) | class ESGConstraint(Base): class FactorConstraint (line 125) | class FactorConstraint(Base): class FactorExposure (line 134) | class FactorExposure(Base): class FactorMCTRByGroupConstraint (line 143) | class FactorMCTRByGroupConstraint(Base): class HedgerComparisonProperties (line 152) | class HedgerComparisonProperties(Base): class FactorExposures (line 161) | class FactorExposures(Base): class FactorHedgeUniverse (line 172) | class FactorHedgeUniverse(Base): class FactorHedgerConstraintPrioritySettings (line 181) | class FactorHedgerConstraintPrioritySettings(Base): class HedgeConstituent (line 201) | class HedgeConstituent(Base): class FactorHedgerResultPositions (line 224) | class FactorHedgerResultPositions(Base): class HedgeBenchmark (line 253) | class HedgeBenchmark(Base): class HedgeGetManyRequestPathSchema (line 262) | class HedgeGetManyRequestPathSchema(Base): class PerformanceHedgeResult (line 287) | class PerformanceHedgeResult(Base): class FactorHedgeResult (line 298) | class FactorHedgeResult(Base): class HedgerComparison (line 308) | class HedgerComparison(Base): class Target (line 319) | class Target(Base): class FactorHedgeParameters (line 330) | class FactorHedgeParameters(Base): class PerformanceHedgeParameters (line 380) | class PerformanceHedgeParameters(Base): class Hedge (line 419) | class Hedge(Base): FILE: gs_quant/target/indices.py class ApprovalStatus (line 26) | class ApprovalStatus(EnumBase, Enum): class ISelectActionType (line 40) | class ISelectActionType(EnumBase, Enum): class IndicesCurrency (line 65) | class IndicesCurrency(EnumBase, Enum): class IndicesConstructRequestTypes (line 105) | class IndicesConstructRequestTypes(Base): class IndicesConstructResponseTypes (line 110) | class IndicesConstructResponseTypes(Base): class IndicesRebalanceActionTypes (line 115) | class IndicesRebalanceActionTypes(Base): class IndicesRebalanceInputTypes (line 120) | class IndicesRebalanceInputTypes(Base): class ApprovalComment (line 127) | class ApprovalComment(Base): class CryptoBasketParameters (line 136) | class CryptoBasketParameters(Base): class CustomBasketRiskParams (line 146) | class CustomBasketRiskParams(Base): class CustomBasketsRebalanceAction (line 156) | class CustomBasketsRebalanceAction(IndicesRebalanceActionTypes): class CustomBasketsResponse (line 165) | class CustomBasketsResponse(IndicesConstructResponseTypes): class ISelectActionRequest (line 175) | class ISelectActionRequest(IndicesRebalanceActionTypes): class ISelectError (line 185) | class ISelectError(Base): class ISelectIndexParameter (line 197) | class ISelectIndexParameter(Base): class ISelectIndexParameters (line 205) | class ISelectIndexParameters(Base): class ISelectSeries (line 213) | class ISelectSeries(Base): class IndicesPositionInput (line 223) | class IndicesPositionInput(Base): class Link (line 232) | class Link(Base): class CreditCustomBasketPricingParameters (line 241) | class CreditCustomBasketPricingParameters(Base): class CustomBasketsPricingParameters (line 254) | class CustomBasketsPricingParameters(Base): class CustomBasketsRiskScheduleInputs (line 273) | class CustomBasketsRiskScheduleInputs(Base): class GIRDomain (line 281) | class GIRDomain(Base): class ISelectConstituentColumn (line 289) | class ISelectConstituentColumn(Base): class IndicesPositionSet (line 308) | class IndicesPositionSet(Base): class CryptoBasketCreateInputs (line 317) | class CryptoBasketCreateInputs(IndicesConstructRequestTypes): class CryptoBasketRebalanceInputs (line 329) | class CryptoBasketRebalanceInputs(IndicesRebalanceInputTypes): class CustomBasketsBackcastInputs (line 339) | class CustomBasketsBackcastInputs(Base): class DynamicConstructionResponse (line 347) | class DynamicConstructionResponse(IndicesConstructResponseTypes): class ISelectRebalance (line 369) | class ISelectRebalance(Base): class ISelectRequest (line 383) | class ISelectRequest(IndicesRebalanceInputTypes): class ISelectResponse (line 405) | class ISelectResponse(Base): class IndicesDynamicConstructInputs (line 442) | class IndicesDynamicConstructInputs(IndicesConstructRequestTypes): class PublishParameters (line 453) | class PublishParameters(Base): class CreditCustomBasketCreateInputs (line 467) | class CreditCustomBasketCreateInputs(IndicesConstructRequestTypes): class CreditCustomBasketEditInputs (line 490) | class CreditCustomBasketEditInputs(Base): class CreditCustomBasketRebalanceInputs (line 510) | class CreditCustomBasketRebalanceInputs(IndicesRebalanceInputTypes): class IndicesBackcastInputs (line 525) | class IndicesBackcastInputs(Base): class CustomBasketsCreateInputs (line 533) | class CustomBasketsCreateInputs(IndicesConstructRequestTypes): class CustomBasketsEditInputs (line 564) | class CustomBasketsEditInputs(Base): class CustomBasketsRebalanceInputs (line 589) | class CustomBasketsRebalanceInputs(Base): class IndicesEditInputTypes (line 614) | class IndicesEditInputTypes(Base): class IndicesEditInputs (line 622) | class IndicesEditInputs(Base): class IndicesRebalanceInputs (line 629) | class IndicesRebalanceInputs(IndicesRebalanceInputTypes): class ApprovalCustomBasketResponse (line 637) | class ApprovalCustomBasketResponse(Base): FILE: gs_quant/target/instrument.py class EqSyntheticDateInfo (line 29) | class EqSyntheticDateInfo(Instrument): class EqSyntheticOETTerms (line 39) | class EqSyntheticOETTerms(Instrument): class FXCorrelationSwapLeg (line 57) | class FXCorrelationSwapLeg(Instrument): class AssetRef (line 67) | class AssetRef(Instrument): class Bond (line 81) | class Bond(Instrument): class Cash (line 96) | class Cash(Instrument): class CommodIndexSwap (line 108) | class CommodIndexSwap(Instrument): class CommodListedOptionPeriod (line 135) | class CommodListedOptionPeriod(Instrument): class CommodListedSwapPeriod (line 146) | class CommodListedSwapPeriod(Instrument): class CommodOTCOptionPeriod (line 157) | class CommodOTCOptionPeriod(Instrument): class CommodOTCSwapLeg (line 170) | class CommodOTCSwapLeg(Instrument): class CommodOTCSwapPeriod (line 186) | class CommodOTCSwapPeriod(Instrument): class CommodSwapData (line 198) | class CommodSwapData(Instrument): class EqAsianOption (line 232) | class EqAsianOption(Instrument): class EqAutoroll (line 273) | class EqAutoroll(Instrument): class EqBarrier (line 303) | class EqBarrier(Instrument): class EqBinary (line 328) | class EqBinary(Instrument): class EqCliquet (line 347) | class EqCliquet(Instrument): class EqContractDivOption (line 373) | class EqContractDivOption(Instrument): method scale_in_place (line 402) | def scale_in_place(self, scaling: Optional[float] = None, check_resolv... class EqConvertibleBond (line 424) | class EqConvertibleBond(Instrument): class EqDigital (line 443) | class EqDigital(Instrument): class EqForward (line 480) | class EqForward(Instrument): class EqForwardVarianceSwap (line 494) | class EqForwardVarianceSwap(Instrument): class EqFuture (line 522) | class EqFuture(Instrument): class EqLockedLadder (line 546) | class EqLockedLadder(Instrument): class EqOption (line 570) | class EqOption(Instrument): method scale_in_place (line 598) | def scale_in_place(self, scaling: Optional[float] = None, check_resolv... class EqOptionLeg (line 620) | class EqOptionLeg(Instrument): class EqQuantoOption (line 645) | class EqQuantoOption(Instrument): class EqStock (line 669) | class EqStock(Instrument): class EqSyntheticSchedule (line 685) | class EqSyntheticSchedule(Instrument): class EqVarianceSwap (line 698) | class EqVarianceSwap(Instrument): method scale_in_place (line 723) | def scale_in_place(self, scaling: Optional[float] = None, check_resolv... class EqVolatilitySwap (line 745) | class EqVolatilitySwap(Instrument): class FXAccumulatorScheduleLeg (line 772) | class FXAccumulatorScheduleLeg(Instrument): class FXBinary (line 788) | class FXBinary(Instrument): method scale_in_place (line 806) | def scale_in_place(self, scaling: Optional[float] = None, check_resolv... class FXBinaryDoubleKnockout (line 828) | class FXBinaryDoubleKnockout(Instrument): class FXCorrelationSwap (line 855) | class FXCorrelationSwap(Instrument): method scale_in_place (line 874) | def scale_in_place(self, scaling: Optional[float] = None, check_resolv... class FXDoubleKnockout (line 896) | class FXDoubleKnockout(Instrument): class FXDoubleOneTouch (line 924) | class FXDoubleOneTouch(Instrument): class FXDualDoubleKnockoutLeg (line 951) | class FXDualDoubleKnockoutLeg(Instrument): class FXEuropeanKnockout (line 964) | class FXEuropeanKnockout(Instrument): class FXForward (line 991) | class FXForward(Instrument): method scale_in_place (line 1003) | def scale_in_place(self, scaling: Optional[float] = None, check_resolv... class FXForwardVolatilityAgreement (line 1026) | class FXForwardVolatilityAgreement(Instrument): class FXKnockout (line 1051) | class FXKnockout(Instrument): class FXMultiCrossBinaryLeg (line 1079) | class FXMultiCrossBinaryLeg(Instrument): class FXMultiCrossDoubleBinaryLeg (line 1092) | class FXMultiCrossDoubleBinaryLeg(Instrument): class FXMultiCrossDoubleOneTouchLeg (line 1105) | class FXMultiCrossDoubleOneTouchLeg(Instrument): class FXOneTouch (line 1118) | class FXOneTouch(Instrument): method scale_in_place (line 1141) | def scale_in_place(self, scaling: Optional[float] = None, check_resolv... class FXOption (line 1163) | class FXOption(Instrument): method scale_in_place (line 1185) | def scale_in_place(self, scaling: Optional[float] = None, check_resolv... class FXOptionLeg (line 1208) | class FXOptionLeg(Instrument): class FXPivotScheduleLeg (line 1233) | class FXPivotScheduleLeg(Instrument): class FXShiftingBermForward (line 1252) | class FXShiftingBermForward(Instrument): class FXTarfScheduleLeg (line 1275) | class FXTarfScheduleLeg(Instrument): class FXVarianceSwap (line 1291) | class FXVarianceSwap(Instrument): method scale_in_place (line 1311) | def scale_in_place(self, scaling: Optional[float] = None, check_resolv... class FXVolatilityKnockout (line 1333) | class FXVolatilityKnockout(Instrument): class FXVolatilitySwap (line 1360) | class FXVolatilitySwap(Instrument): method scale_in_place (line 1380) | def scale_in_place(self, scaling: Optional[float] = None, check_resolv... class FXWindowDoubleKnockout (line 1402) | class FXWindowDoubleKnockout(Instrument): class FXWindowKnockout (line 1433) | class FXWindowKnockout(Instrument): class FXWorstOfKOLeg (line 1463) | class FXWorstOfKOLeg(Instrument): class FXWorstOfLeg (line 1483) | class FXWorstOfLeg(Instrument): class Forward (line 1501) | class Forward(Instrument): class IRBondFuture (line 1513) | class IRBondFuture(Instrument): class IRCap (line 1533) | class IRCap(Instrument): class IRCapFloor (line 1557) | class IRCapFloor(Instrument): class IRFloor (line 1582) | class IRFloor(Instrument): class InflationSwap (line 1606) | class InflationSwap(Instrument): method scale_in_place (line 1623) | def scale_in_place(self, scaling: Optional[float] = None, check_resolv... class InstrumentsRepoIRDiscreteLock (line 1646) | class InstrumentsRepoIRDiscreteLock(Instrument): class MetalForward (line 1665) | class MetalForward(Instrument): class CDIndex (line 1680) | class CDIndex(Instrument): class CDIndexOption (line 1706) | class CDIndexOption(Instrument): class CommodListedOption (line 1745) | class CommodListedOption(Instrument): class CommodListedSwap (line 1769) | class CommodListedSwap(Instrument): class CommodOTCOptionLeg (line 1789) | class CommodOTCOptionLeg(Instrument): class CommodOTCSwap (line 1808) | class CommodOTCSwap(Instrument): class CommodOption (line 1826) | class CommodOption(Instrument): class CommodSwap (line 1868) | class CommodSwap(Instrument): class CommodVolVarSwap (line 1903) | class CommodVolVarSwap(Instrument): class EqOptionStrategy (line 1937) | class EqOptionStrategy(Instrument): class EqSyntheticLeg (line 1966) | class EqSyntheticLeg(Instrument): class FRA (line 1981) | class FRA(Instrument): class FXAccumulator (line 2008) | class FXAccumulator(Instrument): class FXDualDoubleKnockout (line 2041) | class FXDualDoubleKnockout(Instrument): class FXMultiCrossBinary (line 2065) | class FXMultiCrossBinary(Instrument): class FXMultiCrossDoubleBinary (line 2084) | class FXMultiCrossDoubleBinary(Instrument): class FXMultiCrossDoubleOneTouch (line 2103) | class FXMultiCrossDoubleOneTouch(Instrument): class FXOptionStrategy (line 2126) | class FXOptionStrategy(Instrument): class FXPivot (line 2154) | class FXPivot(Instrument): class FXTarf (line 2191) | class FXTarf(Instrument): class FXWorstOf (line 2226) | class FXWorstOf(Instrument): class FXWorstOfKO (line 2243) | class FXWorstOfKO(Instrument): class IRAssetSwapFxdFlt (line 2262) | class IRAssetSwapFxdFlt(Instrument): class IRAssetSwapFxdFxd (line 2301) | class IRAssetSwapFxdFxd(Instrument): class IRBasisSwap (line 2337) | class IRBasisSwap(Instrument): class IRBondOption (line 2367) | class IRBondOption(Instrument): class IRCMSOption (line 2390) | class IRCMSOption(Instrument): class IRCMSOptionStrip (line 2415) | class IRCMSOptionStrip(Instrument): class IRCMSSpreadOption (line 2442) | class IRCMSSpreadOption(Instrument): class IRCMSSpreadOptionStrip (line 2465) | class IRCMSSpreadOptionStrip(Instrument): class IRFixedLeg (line 2492) | class IRFixedLeg(Instrument): class IRFloatLeg (line 2515) | class IRFloatLeg(Instrument): class IRSwap (line 2541) | class IRSwap(Instrument): method scale_in_place (line 2576) | def scale_in_place(self, scaling: Optional[float] = None, check_resolv... class IRSwaption (line 2599) | class IRSwaption(Instrument): method scale_in_place (line 2628) | def scale_in_place(self, scaling: Optional[float] = None, check_resolv... class IRXccySwap (line 2651) | class IRXccySwap(Instrument): class IRXccySwapFixFix (line 2689) | class IRXccySwapFixFix(Instrument): class IRXccySwapFixFlt (line 2716) | class IRXccySwapFixFlt(Instrument): class IRXccySwapFltFlt (line 2752) | class IRXccySwapFltFlt(Instrument): class MacroBasket (line 2789) | class MacroBasket(Instrument): class CommodOTCOption (line 2814) | class CommodOTCOption(Instrument): class EqSynthetic (line 2834) | class EqSynthetic(Instrument): class InvoiceSpread (line 2878) | class InvoiceSpread(Instrument): class CSLPython (line 2892) | class CSLPython(Instrument): FILE: gs_quant/target/measures.py class RiskMeasureWithCurrencyParameter (line 26) | class RiskMeasureWithCurrencyParameter(ParameterisedRiskMeasure): method currency (line 28) | def currency(self): method __call__ (line 31) | def __call__(self, currency=None, name=None): class RiskMeasureWithDoubleParameter (line 49) | class RiskMeasureWithDoubleParameter(ParameterisedRiskMeasure): method double (line 51) | def double(self): method __call__ (line 54) | def __call__(self, double=None, name=None): class RiskMeasureWithListOfNumberParameter (line 72) | class RiskMeasureWithListOfNumberParameter(ParameterisedRiskMeasure): method list_of_number (line 74) | def list_of_number(self): method __call__ (line 77) | def __call__(self, list_of_number=None, name=None): class RiskMeasureWithListOfStringParameter (line 95) | class RiskMeasureWithListOfStringParameter(ParameterisedRiskMeasure): method list_of_string (line 97) | def list_of_string(self): method __call__ (line 100) | def __call__(self, list_of_string=None, name=None): class RiskMeasureWithMapParameter (line 118) | class RiskMeasureWithMapParameter(ParameterisedRiskMeasure): method map (line 120) | def map(self): method __call__ (line 123) | def __call__(self, map=None, name=None): class RiskMeasureWithStringParameter (line 141) | class RiskMeasureWithStringParameter(ParameterisedRiskMeasure): method string (line 143) | def string(self): method __call__ (line 146) | def __call__(self, string=None, name=None): class RiskMeasureWithFiniteDifferenceParameter (line 164) | class RiskMeasureWithFiniteDifferenceParameter(ParameterisedRiskMeasure): method aggregation_level (line 166) | def aggregation_level(self): method bump_size (line 170) | def bump_size(self): method currency (line 174) | def currency(self): method finite_difference_method (line 178) | def finite_difference_method(self): method local_curve (line 182) | def local_curve(self): method mkt_marking_options (line 186) | def mkt_marking_options(self): method scale_factor (line 190) | def scale_factor(self): method __call__ (line 193) | def __call__(self, aggregation_level=None, bump_size=None, currency=... FILE: gs_quant/target/monitor.py class AvailableUnitTypes (line 26) | class AvailableUnitTypes(EnumBase, Enum): class EntitiesSupported (line 37) | class EntitiesSupported(EnumBase, Enum): class ParameterPeriod (line 45) | class ParameterPeriod(EnumBase, Enum): class ParameterRender (line 63) | class ParameterRender(EnumBase, Enum): class RateIds (line 87) | class RateIds(EnumBase, Enum): class SortDirection (line 99) | class SortDirection(EnumBase, Enum): class SortType (line 108) | class SortType(EnumBase, Enum): class WipiFilterOperation (line 116) | class WipiFilterOperation(EnumBase, Enum): class WipiFilterType (line 129) | class WipiFilterType(EnumBase, Enum): class ColumnProperty (line 140) | class ColumnProperty(Base): class FieldMap (line 146) | class FieldMap(DictBase): class Historical (line 153) | class Historical(Base): class MonitorResponseData (line 161) | class MonitorResponseData(Base): class Movers (line 170) | class Movers(Base): class ColumnFormat (line 180) | class ColumnFormat(Base): class ColumnMappings (line 200) | class ColumnMappings(Base): class ColumnOperation (line 210) | class ColumnOperation(Base): class ExportParameters (line 221) | class ExportParameters(Base): class Function (line 233) | class Function(Base): class RateRow (line 252) | class RateRow(Base): class Sort (line 266) | class Sort(Base): class WipiRequestFilter (line 276) | class WipiRequestFilter(Base): class ColumnDefinition (line 287) | class ColumnDefinition(Base): class EntityId (line 311) | class EntityId(Base): class RatesResponseData (line 322) | class RatesResponseData(Base): class RowGroup (line 332) | class RowGroup(Base): class MonitorParameters (line 343) | class MonitorParameters(Base): class Monitor (line 358) | class Monitor(Base): FILE: gs_quant/target/portfolios.py class ActiveWeightType (line 29) | class ActiveWeightType(EnumBase, Enum): class ClientPositionFilter (line 37) | class ClientPositionFilter(EnumBase, Enum): class PortfolioType (line 50) | class PortfolioType(EnumBase, Enum): class RefreshInterval (line 61) | class RefreshInterval(EnumBase, Enum): class RiskAumSource (line 72) | class RiskAumSource(EnumBase, Enum): class SecDbBookDetail (line 86) | class SecDbBookDetail(Base): class CreditPreTradePortfolioParameters (line 95) | class CreditPreTradePortfolioParameters(Base): class GRDBPortfolioParameters (line 105) | class GRDBPortfolioParameters(Base): class PCOTrade (line 121) | class PCOTrade(Base): class TemporalPortfolioParameters (line 141) | class TemporalPortfolioParameters(Base): class PCOPortfolioParameters (line 151) | class PCOPortfolioParameters(Base): class Portfolio (line 185) | class Portfolio(Base): class PortfolioTree (line 212) | class PortfolioTree(Base): FILE: gs_quant/target/positions_v2_pricing.py class PositionsPricingParameters (line 28) | class PositionsPricingParameters(Base): class PositionsPricingRequest (line 40) | class PositionsPricingRequest(Base): FILE: gs_quant/target/price.py class BasketPricingEngine (line 26) | class BasketPricingEngine(EnumBase, Enum): class PositionPriceResponse (line 37) | class PositionPriceResponse(Base): class PriceParameters (line 63) | class PriceParameters(Base): class PositionSetPriceInput (line 86) | class PositionSetPriceInput(Base): class PositionSetPriceResponse (line 95) | class PositionSetPriceResponse(Base): FILE: gs_quant/target/reports.py class PositionSourceType (line 26) | class PositionSourceType(EnumBase, Enum): class ReportGenerateTemplateId (line 37) | class ReportGenerateTemplateId(EnumBase, Enum): class ReportMeasures (line 45) | class ReportMeasures(EnumBase, Enum): class ReportStatus (line 73) | class ReportStatus(EnumBase, Enum): class ReportType (line 88) | class ReportType(EnumBase, Enum): class AumTimeseriesDataPoint (line 115) | class AumTimeseriesDataPoint(Base): class AumTimeseries (line 124) | class AumTimeseries(Base): class ParametersOverrides (line 132) | class ParametersOverrides(Base): class ReportGenerateRequest (line 141) | class ReportGenerateRequest(Base): class ReportRescheduleRequest (line 152) | class ReportRescheduleRequest(Base): class ReportWithParametersOverrides (line 160) | class ReportWithParametersOverrides(Base): class ReportToggleEntityRequest (line 169) | class ReportToggleEntityRequest(Base): class Report (line 180) | class Report(Base): class ReportBatchScheduleRequest (line 208) | class ReportBatchScheduleRequest(Base): class ReportJob (line 223) | class ReportJob(Base): FILE: gs_quant/target/risk.py class FactorRiskTableMode (line 26) | class FactorRiskTableMode(EnumBase, Enum): class FactorScenarioType (line 36) | class FactorScenarioType(EnumBase, Enum): class OptimizationStatus (line 44) | class OptimizationStatus(EnumBase, Enum): class OptimizationType (line 52) | class OptimizationType(EnumBase, Enum): class OptimizationUrgency (line 59) | class OptimizationUrgency(EnumBase, Enum): class RiskViewsUnit (line 73) | class RiskViewsUnit(EnumBase, Enum): class ShockUnit (line 81) | class ShockUnit(EnumBase, Enum): class AdvCurveTick (line 92) | class AdvCurveTick(Base): class ExecutionCostForHorizon (line 101) | class ExecutionCostForHorizon(Base): class FactorHistoricalSimulationScenarioParameters (line 112) | class FactorHistoricalSimulationScenarioParameters(Base): class FactorShock (line 121) | class FactorShock(Base): class LiquidityBucket (line 131) | class LiquidityBucket(Base): class LiquidityFactor (line 162) | class LiquidityFactor(Base): class LiquiditySummarySection (line 170) | class LiquiditySummarySection(Base): class OptimizationAssetAnalyticsDaily (line 200) | class OptimizationAssetAnalyticsDaily(Base): class OptimizationAssetAnalyticsDayOne (line 217) | class OptimizationAssetAnalyticsDayOne(Base): class OptimizationAssetAnalyticsIntraday (line 227) | class OptimizationAssetAnalyticsIntraday(Base): class OptimizationCloseAuctionAnalytics (line 264) | class OptimizationCloseAuctionAnalytics(Base): class OptimizationClusterAnalytics (line 280) | class OptimizationClusterAnalytics(Base): class OptimizationClusterAnalyticsIntradayItem (line 292) | class OptimizationClusterAnalyticsIntradayItem(Base): class OptimizationEodCashPositionsItem (line 303) | class OptimizationEodCashPositionsItem(Base): class OptimizationExcludedAsset (line 312) | class OptimizationExcludedAsset(Base): class OptimizationFactorAnalyticsItem (line 323) | class OptimizationFactorAnalyticsItem(Base): class OptimizationPortfolioAnalyticsDaily (line 336) | class OptimizationPortfolioAnalyticsDaily(Base): class OptimizationPortfolioAnalyticsIntraday (line 347) | class OptimizationPortfolioAnalyticsIntraday(Base): class OptimizationPortfolioSummarySection (line 382) | class OptimizationPortfolioSummarySection(Base): class OptimizationTradedPosition (line 400) | class OptimizationTradedPosition(Base): class PRateForHorizon (line 410) | class PRateForHorizon(Base): class RiskAtHorizon (line 421) | class RiskAtHorizon(Base): class ScenarioGetManyRequestPathSchema (line 432) | class ScenarioGetManyRequestPathSchema(Base): class TradeCompleteAtHorizon (line 455) | class TradeCompleteAtHorizon(Base): class FactorShockScenarioParameters (line 466) | class FactorShockScenarioParameters(Base): class LiquidityConstituent (line 477) | class LiquidityConstituent(Base): class LiquidityFactorCategory (line 511) | class LiquidityFactorCategory(Base): class LiquiditySummary (line 519) | class LiquiditySummary(Base): class OptimizationClusterAnalyticsIntraday (line 530) | class OptimizationClusterAnalyticsIntraday(Base): class OptimizationEodCashPositions (line 541) | class OptimizationEodCashPositions(Base): class OptimizationPortfolioCharacteristics (line 550) | class OptimizationPortfolioCharacteristics(Base): class ShockScopeFilter (line 561) | class ShockScopeFilter(Base): class LiquidityTableRow (line 577) | class LiquidityTableRow(Base): class LiquidityTimeSeriesItem (line 595) | class LiquidityTimeSeriesItem(Base): class OptimizationFactorAnalyticsIntraday (line 611) | class OptimizationFactorAnalyticsIntraday(Base): class OptimizationTradeSchedule (line 626) | class OptimizationTradeSchedule(Base): class ShockScope (line 638) | class ShockScope(Base): class LiquidityResponse (line 648) | class LiquidityResponse(Base): class OptimizationAnalytics (line 686) | class OptimizationAnalytics(Base): class Shock (line 706) | class Shock(Base): class OptimizationResult (line 716) | class OptimizationResult(Base): class Scenario (line 734) | class Scenario(Base): class OptimizationRequest (line 757) | class OptimizationRequest(Base): FILE: gs_quant/target/risk_models.py class RiskModelCoverage (line 26) | class RiskModelCoverage(EnumBase, Enum): class RiskModelDataMeasure (line 36) | class RiskModelDataMeasure(EnumBase, Enum): class RiskModelEventType (line 95) | class RiskModelEventType(EnumBase, Enum): class RiskModelLogicalDb (line 107) | class RiskModelLogicalDb(EnumBase, Enum): class RiskModelTerm (line 113) | class RiskModelTerm(EnumBase, Enum): class RiskModelUniverseIdentifier (line 124) | class RiskModelUniverseIdentifier(EnumBase, Enum): class RiskModelUniverseIdentifierRequest (line 135) | class RiskModelUniverseIdentifierRequest(EnumBase, Enum): class Factor (line 152) | class Factor(Base): class RiskModelCalendar (line 168) | class RiskModelCalendar(Base): class RiskModelCurrencyRatesData (line 180) | class RiskModelCurrencyRatesData(Base): class RiskModelFactorData (line 190) | class RiskModelFactorData(Base): class RiskModelFactorPortfolio (line 210) | class RiskModelFactorPortfolio(Base): class RiskModelIssuerSpecificCovarianceData (line 219) | class RiskModelIssuerSpecificCovarianceData(Base): class RiskModelAssetData (line 229) | class RiskModelAssetData(Base): class RiskModelCoverageRequest (line 271) | class RiskModelCoverageRequest(Base): class RiskModelDataAssetsRequest (line 283) | class RiskModelDataAssetsRequest(Base): class RiskModelFactorPortfoliosData (line 292) | class RiskModelFactorPortfoliosData(Base): class RiskModel (line 301) | class RiskModel(Base): class RiskModelData (line 324) | class RiskModelData(Base): class RiskModelDataRequest (line 340) | class RiskModelDataRequest(Base): class RiskModelDataResponse (line 355) | class RiskModelDataResponse(Base): FILE: gs_quant/target/scenarios.py class ByAssetPnlResult (line 28) | class ByAssetPnlResult(Base): class ErroredScenario (line 44) | class ErroredScenario(Base): class SummaryResult (line 53) | class SummaryResult(Base): class PnlResult (line 63) | class PnlResult(Base): class ScenarioResponse (line 75) | class ScenarioResponse(Base): class ScenarioCalculationResponse (line 88) | class ScenarioCalculationResponse(Base): class ScenarioCalculationAPIRequest (line 98) | class ScenarioCalculationAPIRequest(Base): FILE: gs_quant/target/screens.py class ScreenerQueryBuilder (line 28) | class ScreenerQueryBuilder(Base): class Screen (line 38) | class Screen(Base): FILE: gs_quant/target/secmaster.py class SecMasterAssetType (line 26) | class SecMasterAssetType(EnumBase, Enum): class SecMasterCorporateActionStatus (line 93) | class SecMasterCorporateActionStatus(EnumBase, Enum): class SecMasterCorporateActionType (line 112) | class SecMasterCorporateActionType(EnumBase, Enum): class SecMasterAuditFields (line 131) | class SecMasterAuditFields(Base): class SecMasterIdentifiers (line 140) | class SecMasterIdentifiers(DictBase): class SecMasterRecord (line 147) | class SecMasterRecord(Base): class SecMasterResourceCompany (line 159) | class SecMasterResourceCompany(Base): class SecMasterTemporalCompany (line 173) | class SecMasterTemporalCompany(Base): class ExchangeGetRequestPathSchema (line 184) | class ExchangeGetRequestPathSchema(Base): class SecMasterAssetSources (line 203) | class SecMasterAssetSources(Base): class SecMasterCorporateAction (line 217) | class SecMasterCorporateAction(Base): class SecMasterExchange (line 234) | class SecMasterExchange(Base): class SecMasterGetActionsRequestPathSchema (line 247) | class SecMasterGetActionsRequestPathSchema(Base): class SecMasterGetCapitalStructureRequestPathSchema (line 265) | class SecMasterGetCapitalStructureRequestPathSchema(Base): class SecMasterGetRequestPathSchema (line 289) | class SecMasterGetRequestPathSchema(Base): class SecMasterResourceExchange (line 317) | class SecMasterResourceExchange(Base): class SecMasterResourceProduct (line 325) | class SecMasterResourceProduct(Base): class SecMasterTemporalProduct (line 333) | class SecMasterTemporalProduct(Base): class SecMasterAsset (line 351) | class SecMasterAsset(Base): class SecMasterResponseActions (line 377) | class SecMasterResponseActions(Base): class SecMasterResponseMulti (line 387) | class SecMasterResponseMulti(Base): class SecMasterResponseAssets (line 400) | class SecMasterResponseAssets(Base): FILE: gs_quant/target/trades.py class MqexsAssetClass (line 26) | class MqexsAssetClass(EnumBase, Enum): class MqexsAssetClassExt (line 43) | class MqexsAssetClassExt(EnumBase, Enum): class MqexsClearer (line 54) | class MqexsClearer(EnumBase, Enum): class MqexsCurrencyExt (line 66) | class MqexsCurrencyExt(EnumBase, Enum): class MqexsErrorSeverity (line 386) | class MqexsErrorSeverity(EnumBase, Enum): class MqexsOtcSettlementType (line 396) | class MqexsOtcSettlementType(EnumBase, Enum): class MqexsPricingType (line 412) | class MqexsPricingType(EnumBase, Enum): class MqexsSide (line 437) | class MqexsSide(EnumBase, Enum): class MqexsErrorInfo (line 453) | class MqexsErrorInfo(Base): class MqexsProductDetails (line 464) | class MqexsProductDetails(Base): class MqexsTradeDetails (line 474) | class MqexsTradeDetails(Base): class MqexsTradeExt (line 488) | class MqexsTradeExt(Base): class MqexsTradesWErrorExt (line 505) | class MqexsTradesWErrorExt(Base): FILE: gs_quant/target/workflow_quote.py class Encoding (line 26) | class Encoding(EnumBase, Enum): class HedgeModel (line 36) | class HedgeModel(EnumBase, Enum): class ImgType (line 42) | class ImgType(EnumBase, Enum): class MarketRefOverrideType (line 53) | class MarketRefOverrideType(EnumBase, Enum): class OverlayType (line 61) | class OverlayType(EnumBase, Enum): class PriceFormat (line 83) | class PriceFormat(EnumBase, Enum): class RelativeExpiryType (line 94) | class RelativeExpiryType(EnumBase, Enum): class RelativeStrikeType (line 100) | class RelativeStrikeType(EnumBase, Enum): class HedgeTypes (line 109) | class HedgeTypes(Base): class CustomDeltaHedge (line 116) | class CustomDeltaHedge(HedgeTypes): class GenericResponse (line 122) | class GenericResponse(DictBase): class HyperLinkImageComments (line 129) | class HyperLinkImageComments(CustomComments): class SalesPremiumAdjustment (line 138) | class SalesPremiumAdjustment(Base): class SolvingTarget (line 147) | class SolvingTarget(Base): class WorkflowEntitlement (line 155) | class WorkflowEntitlement(Base): class BinaryImageComments (line 164) | class BinaryImageComments(CustomComments): class ChartingParameters (line 175) | class ChartingParameters(Base): class DeltaHedge (line 186) | class DeltaHedge(HedgeTypes): class MarketRefOverride (line 195) | class MarketRefOverride(Base): class OverlayParameters (line 206) | class OverlayParameters(Base): class SolvingInfo (line 214) | class SolvingInfo(Base): class StrategyDescription (line 222) | class StrategyDescription(Base): class WorkflowEntitlements (line 233) | class WorkflowEntitlements(Base): class MarketDataParameters (line 243) | class MarketDataParameters(Base): class VisualStructuringReport (line 254) | class VisualStructuringReport(QuoteReport): class SaveQuoteRequest (line 277) | class SaveQuoteRequest(Base): class WorkflowPosition (line 297) | class WorkflowPosition(Base): class WorkflowPositionsResponse (line 314) | class WorkflowPositionsResponse(Base): FILE: gs_quant/target/workspaces_markets.py class ComponentType (line 26) | class ComponentType(EnumBase, Enum): class WorkspaceType (line 57) | class WorkspaceType(EnumBase, Enum): class ComponentSelection (line 69) | class ComponentSelection(Base): class ContainerComponentParameters (line 78) | class ContainerComponentParameters(Base): class LegendItem (line 86) | class LegendItem(Base): class MarketComponentParameters (line 96) | class MarketComponentParameters(Base): class NotificationTokenBody (line 101) | class NotificationTokenBody(DictBase): class PromoComponentParameters (line 108) | class PromoComponentParameters(Base): class SeparatorComponentParameters (line 120) | class SeparatorComponentParameters(Base): class VideoComponentParameters (line 130) | class VideoComponentParameters(Base): class WebinarProvider (line 143) | class WebinarProvider(Base): class WebinarSpeaker (line 151) | class WebinarSpeaker(Base): class WorkspaceDate (line 160) | class WorkspaceDate(Base): class WorkspaceTab (line 169) | class WorkspaceTab(Base): class ArticleComponentParameters (line 177) | class ArticleComponentParameters(Base): class AssetPlotComponentParameters (line 188) | class AssetPlotComponentParameters(Base): class BarChartComponentParameters (line 197) | class BarChartComponentParameters(Base): class ChartComponentParameters (line 208) | class ChartComponentParameters(Base): class CommentaryComponentParameters (line 220) | class CommentaryComponentParameters(Base): class CommentaryPromoComponentParameters (line 231) | class CommentaryPromoComponentParameters(Base): class DataGridComponentParameters (line 243) | class DataGridComponentParameters(Base): class LegendComponentParameters (line 252) | class LegendComponentParameters(Base): class MonitorComponentParameters (line 263) | class MonitorComponentParameters(Base): class NotificationTokens (line 272) | class NotificationTokens(Base): class PlotComponentParameters (line 280) | class PlotComponentParameters(Base): class ResearchComponentParameters (line 291) | class ResearchComponentParameters(Base): class ScreenerComponentParameters (line 302) | class ScreenerComponentParameters(Base): class SelectorComponentOption (line 311) | class SelectorComponentOption(Base): class TreemapComponentParameters (line 320) | class TreemapComponentParameters(Base): class WebinarComponentParameters (line 329) | class WebinarComponentParameters(Base): class RelatedLink (line 347) | class RelatedLink(Base): class SelectorComponentParameters (line 358) | class SelectorComponentParameters(Base): class RelatedLinksComponentParameters (line 373) | class RelatedLinksComponentParameters(Base): class WorkspaceCallToAction (line 383) | class WorkspaceCallToAction(Base): class WorkspaceComponent (line 392) | class WorkspaceComponent(Base): class WorkspaceParameters (line 406) | class WorkspaceParameters(Base): class Workspace (line 422) | class Workspace(Base): FILE: gs_quant/test/analytics/test_datagrid.py function test_simple_datagrid (line 29) | def test_simple_datagrid(): function test_rdate_datagrid (line 50) | def test_rdate_datagrid(mocker): FILE: gs_quant/test/analytics/test_sorting_and_filtering.py class TestSortingAndFiltering (line 27) | class TestSortingAndFiltering: method get_test_entities (line 28) | def get_test_entities(self): method get_test_datagrid (line 34) | def get_test_datagrid(self): method test_post_processing_base_case (line 54) | def test_post_processing_base_case(self): method test_sorting (line 67) | def test_sorting(self): method test_filtering (line 104) | def test_filtering(self): FILE: gs_quant/test/analytics/test_workspace.py function test_layout_creation (line 22) | def test_layout_creation(): function test_layout_parsing (line 78) | def test_layout_parsing(): FILE: gs_quant/test/api/backtests_xasset/json_encoders/response_datatypes/test_risk_result_datatype_encoders.py function test_encode_series_result (line 30) | def test_encode_series_result(): function test_encode_dataframe_result (line 37) | def test_encode_dataframe_result(): function test_decode_series_result (line 43) | def test_decode_series_result(): function test_decode_dataframe_result (line 54) | def test_decode_dataframe_result(): FILE: gs_quant/test/api/backtests_xasset/json_encoders/response_datatypes/test_risk_result_encoders.py function test_map_result_to_datatype (line 34) | def test_map_result_to_datatype(): function test_decode_risk_result (line 42) | def test_decode_risk_result(): FILE: gs_quant/test/api/backtests_xasset/json_encoders/test_request_encoders.py function test_legs_decoder (line 22) | def test_legs_decoder(): function test_legs_encoder (line 38) | def test_legs_encoder(): FILE: gs_quant/test/api/backtests_xasset/json_encoders/test_response_encoders.py function test_decode_basic_bt_transactions (line 24) | def test_decode_basic_bt_transactions(): FILE: gs_quant/test/api/backtests_xasset/response_datatypes/test_backtest_datatypes.py function test_request_types (line 35) | def test_request_types(): function test_model_addition (line 41) | def test_model_addition(): FILE: gs_quant/test/api/backtests_xasset/response_datatypes/test_risk_result.py function test_request_types (line 22) | def test_request_types(): FILE: gs_quant/test/api/backtests_xasset/response_datatypes/test_risk_result_datatypes.py function test_request_types (line 30) | def test_request_types(): function test_arithmetics (line 37) | def test_arithmetics(): FILE: gs_quant/test/api/backtests_xasset/test_request.py function test_request_types (line 22) | def test_request_types(): FILE: gs_quant/test/api/backtests_xasset/test_response.py function test_response_types (line 22) | def test_response_types(): FILE: gs_quant/test/api/test_assets.py function test_get_asset (line 28) | def test_get_asset(mocker): function test_get_many_assets (line 47) | def test_get_many_assets(mocker, monkeypatch): function test_get_asset_xrefs (line 87) | def test_get_asset_xrefs(mocker): function test_get_asset_positions_for_date (line 146) | def test_get_asset_positions_for_date(mocker): FILE: gs_quant/test/api/test_backtests.py function test_get_many_backtests (line 21) | def test_get_many_backtests(mocker): function test_get_backtest (line 50) | def test_get_backtest(mocker): function test_create_backtest (line 66) | def test_create_backtest(mocker): function test_update_backtest (line 86) | def test_update_backtest(mocker): function test_delete_backtest (line 106) | def test_delete_backtest(mocker): function test_schedule_backtest (line 123) | def test_schedule_backtest(mocker): FILE: gs_quant/test/api/test_base_screener.py function test_get_all_screeners (line 22) | def test_get_all_screeners(mocker): function test_get_screen (line 49) | def test_get_screen(mocker): function test_create_screener (line 69) | def test_create_screener(mocker): function test_edit_screener (line 92) | def test_edit_screener(mocker): function test_publish_to_screener (line 115) | def test_publish_to_screener(mocker): function test_clear_screener (line 156) | def test_clear_screener(mocker): function test_delete_screener (line 177) | def test_delete_screener(mocker): FILE: gs_quant/test/api/test_cache.py function set_session (line 29) | def set_session(): function test_cache_addition_removal (line 37) | def test_cache_addition_removal(): function test_cache_subset (line 121) | def test_cache_subset(mocker): function test_multiple_measures (line 172) | def test_multiple_measures(mocker): FILE: gs_quant/test/api/test_carbon.py function test_get_carbon_data (line 24) | def test_get_carbon_data(mocker): FILE: gs_quant/test/api/test_content.py function set_session (line 28) | def set_session(): function test_get_contents (line 67) | def test_get_contents( function test_get_text (line 104) | def test_get_text(): FILE: gs_quant/test/api/test_data.py function test_coordinates_data (line 137) | def test_coordinates_data(mocker): function test_coordinate_data_series (line 189) | def test_coordinate_data_series(mocker): function test_coordinate_last (line 240) | def test_coordinate_last(mocker): function test_get_coverage_api (line 307) | def test_get_coverage_api(mocker): function test_get_many_defns_api (line 319) | def test_get_many_defns_api(mocker): function test_coordinates_converter (line 338) | def test_coordinates_converter(): function test_get_many_coordinates (line 355) | def test_get_many_coordinates(mocker): function test_auto_scroll_on_pages (line 365) | def test_auto_scroll_on_pages(mocker): function mock_fields_response (line 381) | def mock_fields_response(): function test_get_dataset_fields (line 429) | def test_get_dataset_fields(mocker): function test_get_field_types (line 447) | def test_get_field_types(mocker): FILE: gs_quant/test/api/test_data_screen.py function test_get_all_screens (line 22) | def test_get_all_screens(mocker): function test_get_screen (line 48) | def test_get_screen(mocker): function test_get_column_info (line 65) | def test_get_column_info(mocker): function test_delete_screen (line 93) | def test_delete_screen(mocker): function test_create_screen (line 110) | def test_create_screen(mocker): function test_filter_screen (line 132) | def test_filter_screen(mocker): function test_update_screen (line 163) | def test_update_screen(mocker): FILE: gs_quant/test/api/test_esg.py function test_get_risk_models (line 23) | def test_get_risk_models(mocker): FILE: gs_quant/test/api/test_fred.py function _mock_requests_response (line 71) | def _mock_requests_response(status=200, content='', json_data=None, rais... function test_get_data (line 87) | def test_get_data(mocker): function test_failed_get_data (line 101) | def test_failed_get_data(mocker): function test_get_data_series (line 108) | def test_get_data_series(mocker): function test_failed_get_data_series (line 123) | def test_failed_get_data_series(mocker): FILE: gs_quant/test/api/test_groups.py function test_get_groups (line 22) | def test_get_groups(mocker): function test_get_group (line 52) | def test_get_group(mocker): function test_create_group (line 77) | def test_create_group(mocker): FILE: gs_quant/test/api/test_index.py function mock_session (line 49) | def mock_session(mocker): function test_basket_create (line 54) | def test_basket_create(mocker): function test_basket_edit (line 71) | def test_basket_edit(mocker): function test_basket_rebalance (line 86) | def test_basket_rebalance(mocker): function test_basket_cancel_rebalance (line 101) | def test_basket_cancel_rebalance(mocker): function test_basket_last_rebalance_data (line 116) | def test_basket_last_rebalance_data(mocker): function test_basket_initial_price (line 130) | def test_basket_initial_price(mocker): function test_get_asset_positions_data (line 143) | def test_get_asset_positions_data(mocker): FILE: gs_quant/test/api/test_instruments.py function test_from_dict (line 21) | def test_from_dict(): FILE: gs_quant/test/api/test_json.py function test_datetime_serialisation (line 34) | def test_datetime_serialisation(): function test_date_or_datetime (line 52) | def test_date_or_datetime(): function test_time (line 69) | def test_time(): function test_custom_comments (line 75) | def test_custom_comments(): FILE: gs_quant/test/api/test_monitor.py function test_get_many_monitors (line 22) | def test_get_many_monitors(mocker): function test_get_monitor (line 54) | def test_get_monitor(mocker): function test_create_monitor (line 70) | def test_create_monitor(mocker): function test_update_monitor (line 89) | def test_update_monitor(mocker): function test_delete_monitor (line 111) | def test_delete_monitor(mocker): function test_calculate_monitor (line 128) | def test_calculate_monitor(mocker): FILE: gs_quant/test/api/test_portfolios.py function test_get_many_portfolios (line 26) | def test_get_many_portfolios(mocker): function test_get_portfolio (line 55) | def test_get_portfolio(mocker): function test_create_portfolio (line 71) | def test_create_portfolio(mocker): function test_update_portfolio (line 88) | def test_update_portfolio(mocker): function test_delete_portfolio (line 105) | def test_delete_portfolio(mocker): function test_get_portfolio_positions (line 122) | def test_get_portfolio_positions(mocker): function test_get_portfolio_positions_for_date (line 175) | def test_get_portfolio_positions_for_date(mocker): function test_get_latest_portfolio_positions (line 215) | def test_get_latest_portfolio_positions(mocker): function test_get_portfolio_position_dates (line 249) | def test_get_portfolio_position_dates(mocker): function test_portfolio_positions_data (line 270) | def test_portfolio_positions_data(mocker): function test_get_risk_models_by_coverage (line 319) | def test_get_risk_models_by_coverage(mocker): function test_get_portfolio_analyze (line 346) | def test_get_portfolio_analyze(mocker): FILE: gs_quant/test/api/test_reports.py function test_get_reports (line 24) | def test_get_reports(mocker): function test_get_report (line 81) | def test_get_report(mocker): function test_create_report (line 105) | def test_create_report(mocker): function test_update_report (line 130) | def test_update_report(mocker): function test_delete_portfolio (line 155) | def test_delete_portfolio(mocker): function test_schedule_report (line 172) | def test_schedule_report(mocker): function test_get_report_status (line 195) | def test_get_report_status(mocker): function test_get_report_jobs (line 215) | def test_get_report_jobs(mocker): function test_report_job (line 267) | def test_report_job(mocker): function test_cancel_report_job (line 288) | def test_cancel_report_job(mocker): function test_update_report_job (line 305) | def test_update_report_job(mocker): function test_get_factor_risk_report_results (line 323) | def test_get_factor_risk_report_results(mocker): function test_get_factor_risk_report_view (line 357) | def test_get_factor_risk_report_view(mocker): FILE: gs_quant/test/api/test_risk.py function set_session (line 55) | def set_session(): function structured_calc (line 62) | def structured_calc(mocker, priceable: Priceable, measure: risk.RiskMeas... function scalar_calc (line 103) | def scalar_calc(mocker, priceable: Priceable, measure: risk.RiskMeasure): function price (line 126) | def price(mocker, priceable: Priceable): function test_price (line 150) | def test_price(mocker): function test_structured_calc (line 156) | def test_structured_calc(mocker): function test_scalar_calc (line 187) | def test_scalar_calc(mocker): function test_async_calc (line 198) | def test_async_calc(mocker): function test_disjoint_priceables_measures (line 211) | def test_disjoint_priceables_measures(mocker): function test_create_pretrade_execution_optimization (line 227) | def test_create_pretrade_execution_optimization(): function test_get_pretrade_execution_optimization (line 255) | def test_get_pretrade_execution_optimization(): FILE: gs_quant/test/api/test_risk_models.py function test_get_risk_models (line 31) | def test_get_risk_models(mocker): function test_get_risk_model (line 97) | def test_get_risk_model(mocker): function test_create_risk_model (line 135) | def test_create_risk_model(mocker): function test_update_risk_model (line 172) | def test_update_risk_model(mocker): function test_delete_risk_model (line 197) | def test_delete_risk_model(mocker): function test_get_risk_model_calendar (line 212) | def test_get_risk_model_calendar(mocker): function test_upload_risk_model_calendar (line 227) | def test_upload_risk_model_calendar(mocker): function test_get_risk_model_factors (line 244) | def test_get_risk_model_factors(mocker): function test_create_risk_model_factor (line 267) | def test_create_risk_model_factor(mocker): function test_update_risk_model_factor (line 284) | def test_update_risk_model_factor(mocker): function test_get_risk_model_coverage (line 301) | def test_get_risk_model_coverage(mocker): function test_upload_risk_model_data (line 321) | def test_upload_risk_model_data(mocker): function test_upload_macro_risk_model_data (line 353) | def test_upload_macro_risk_model_data(mocker): function test_get_risk_model_data (line 405) | def test_get_risk_model_data(mocker): function test_get_r_squared (line 451) | def test_get_r_squared(mocker): function test_get_fair_value_gap (line 487) | def test_get_fair_value_gap(mocker): function test_get_factor_standard_deviation (line 527) | def test_get_factor_standard_deviation(mocker): function test_get_factor_z_score (line 566) | def test_get_factor_z_score(mocker): function test_get_predicted_beta (line 605) | def test_get_predicted_beta(mocker): function test_get_global_predicted_beta (line 641) | def test_get_global_predicted_beta(mocker): function test_get_daily_return (line 680) | def test_get_daily_return(mocker): function test_get_specific_return (line 716) | def test_get_specific_return(mocker): FILE: gs_quant/test/api/test_scenarios.py function test_get_many_scenarios (line 24) | def test_get_many_scenarios(mocker): function test_get_scenario (line 54) | def test_get_scenario(mocker): function test_create_scenario (line 77) | def test_create_scenario(mocker): function test_update_scenario (line 107) | def test_update_scenario(mocker): function test_delete_scenario (line 130) | def test_delete_scenario(mocker): function test_scenario_calculate (line 145) | def test_scenario_calculate(mocker): FILE: gs_quant/test/api/test_target.py function classes (line 26) | def classes(module_name) -> list: function test_enum (line 33) | def test_enum(): function test_classes (line 41) | def test_classes(): FILE: gs_quant/test/api/test_thread_manager.py class NullContextManager (line 25) | class NullContextManager(object): method __init__ (line 26) | def __init__(self, dummy_resource=None): method __enter__ (line 29) | def __enter__(self): method __exit__ (line 32) | def __exit__(self, *args): function dummy_function (line 36) | def dummy_function(number: int): function test_thread_manager (line 40) | def test_thread_manager(): FILE: gs_quant/test/api/test_users.py function test_get_users (line 26) | def test_get_users(mocker): function test_get_current_user_info (line 83) | def test_get_current_user_info(mocker): FILE: gs_quant/test/backtest/test_backtest_eq_vol_engine.py function set_session (line 74) | def set_session(): function api_mock_data (line 81) | def api_mock_data() -> BasicBacktestResponse: function mock_api_response (line 168) | def mock_api_response(mocker, mock_result: BasicBacktestResponse): function test_eq_vol_engine_result (line 173) | def test_eq_vol_engine_result(mocker): function test_engine_mapping_basic (line 240) | def test_engine_mapping_basic(mocker): function test_engine_mapping_trade_quantity (line 342) | def test_engine_mapping_trade_quantity(mocker): function test_engine_mapping_with_signals (line 436) | def test_engine_mapping_with_signals(mocker): function test_engine_mapping_trade_quantity_nav (line 527) | def test_engine_mapping_trade_quantity_nav(mocker): function test_engine_mapping_listed_expiry_date (line 621) | def test_engine_mapping_listed_expiry_date(mocker): function test_engine_mapping_listed_roll_date (line 711) | def test_engine_mapping_listed_roll_date(mocker): function test_engine_mapping_market_model (line 781) | def test_engine_mapping_market_model(mocker): function test_engine_mapping_portfolio (line 869) | def test_engine_mapping_portfolio(mocker): function test_supports_strategy (line 966) | def test_supports_strategy(): function test_engine_mapping_basic_leg_size (line 1280) | def test_engine_mapping_basic_leg_size(mocker): function test_engine_mapping_fixed_expiry (line 1366) | def test_engine_mapping_fixed_expiry(mocker): function test_engine_mapping_delta_hedge (line 1442) | def test_engine_mapping_delta_hedge(mocker): FILE: gs_quant/test/backtest/test_backtest_flow_vol.py function set_session (line 50) | def set_session(): function test_eqstrategies_backtest (line 58) | def test_eqstrategies_backtest(mocker): FILE: gs_quant/test/backtest/test_backtest_predefined.py class ExampleTestTrigger (line 37) | class ExampleTestTrigger(OrdersGeneratorTrigger): method __init__ (line 38) | def __init__(self): method generate_orders (line 41) | def generate_orders(self, time: dt.datetime, backtest: PredefinedAsset... method get_trigger_times (line 56) | def get_trigger_times(self) -> list: class FuturesExample (line 60) | class FuturesExample(OrdersGeneratorTrigger): method __init__ (line 61) | def __init__(self): method get_trigger_times (line 64) | def get_trigger_times(self): method generate_orders (line 68) | def generate_orders(self, state: dt.datetime, backtest: PredefinedAsse... function test_backtest_predefined_timezone_aware (line 103) | def test_backtest_predefined_timezone_aware(): function test_backtest_predefined (line 137) | def test_backtest_predefined(): FILE: gs_quant/test/backtest/test_generic_engine.py function mock_pricing_context (line 73) | def mock_pricing_context(self): function instrument_name (line 78) | def instrument_name(test_name: str, leg_name: str): function test_generic_engine_simple (line 83) | def test_generic_engine_simple(mocker): function test_hedge_action_risk_trigger (line 123) | def test_hedge_action_risk_trigger(mocker): function test_hedge_without_risk (line 173) | def test_hedge_without_risk(mocker): function test_mkt_trigger_data_sources (line 245) | def test_mkt_trigger_data_sources(mocker): function test_exit_action_noarg (line 269) | def test_exit_action_noarg(mocker): function test_exit_action_emptyresults (line 310) | def test_exit_action_emptyresults(mocker): function test_exit_action_bytradename (line 353) | def test_exit_action_bytradename(mocker): function test_add_scaled_action (line 398) | def test_add_scaled_action(mocker): function test_scaled_transaction_cost (line 473) | def test_scaled_transaction_cost(mocker): function test_agg_transaction_cost (line 505) | def test_agg_transaction_cost(mocker): function test_risk_scaled_transaction_cost (line 538) | def test_risk_scaled_transaction_cost(mocker): function test_hedge_transaction_costs (line 570) | def test_hedge_transaction_costs(mocker): function test_exit_transaction_costs (line 642) | def test_exit_transaction_costs(mocker): function test_add_scaled_action_nav (line 686) | def test_add_scaled_action_nav(mocker): function nav_scaled_action_transaction_cost_test_for_agg_type (line 750) | def nav_scaled_action_transaction_cost_test_for_agg_type(mocker, agg_type): function test_add_scaled_action_nav_with_transaction_costs (line 826) | def test_add_scaled_action_nav_with_transaction_costs(mocker): function test_generic_engine_custom_price_measure (line 832) | def test_generic_engine_custom_price_measure(mocker): function test_serialisation (line 860) | def test_serialisation(mocker): function test_initial_portfolio (line 923) | def test_initial_portfolio(mocker): function test_add_scaled_trade_action_with_quantity_signal (line 974) | def test_add_scaled_trade_action_with_quantity_signal(mocker): function test_add_weighted_trade_action (line 1023) | def test_add_weighted_trade_action(mocker): FILE: gs_quant/test/backtest/test_triggers.py function test_date_trigger (line 31) | def test_date_trigger(): function test_aggregate_triggger (line 63) | def test_aggregate_triggger(): function test_not_triggger (line 91) | def test_not_triggger(): FILE: gs_quant/test/config/test_options.py function test_display_options (line 26) | def test_display_options(mocker): FILE: gs_quant/test/data/test_data_caching.py class _FakeSyncAPI (line 27) | class _FakeSyncAPI: method __init__ (line 28) | def __init__(self, session_cls): method get (line 31) | def get(self, url, **kwargs): method post (line 34) | def post(self, url, **kwargs): class NotExpectedToBeCalledSession (line 38) | class NotExpectedToBeCalledSession: method _get (line 42) | def _get(cls, url, **kwargs): method _post (line 49) | def _post(cls, url, **kwargs): method sync (line 53) | def sync(self): class MarketDataErrorSession (line 57) | class MarketDataErrorSession: method _post (line 61) | def _post(cls, url, **kwargs): method sync (line 68) | def sync(self): class FakeSession (line 72) | class FakeSession: method _get (line 76) | def _get(cls, url, **kwargs): method _post (line 95) | def _post(cls, url, **kwargs): method sync (line 164) | def sync(self): class TestDataApiCache (line 168) | class TestDataApiCache: method setup_method (line 169) | def setup_method(self, test_method): method teardown_method (line 173) | def teardown_method(self, test_method): method test_last_data (line 176) | def test_last_data(self): method test_query_data (line 191) | def test_query_data(self): method test_market_data (line 206) | def test_market_data(self): FILE: gs_quant/test/data/test_data_coordinate.py function test_immutability (line 22) | def test_immutability(): function test_equals (line 48) | def test_equals(): function test_equals_measure_str (line 75) | def test_equals_measure_str(): FILE: gs_quant/test/data/test_dataset.py function test_query_data (line 225) | def test_query_data(mocker): function test_query_data_intervals (line 238) | def test_query_data_intervals(mocker): function test_query_data_types (line 257) | def test_query_data_types(mocker): function test_last_data (line 265) | def test_last_data(mocker): function test_get_data_series (line 273) | def test_get_data_series(mocker): function test_get_coverage (line 292) | def test_get_coverage(mocker): function test_construct_dataframe_with_types (line 301) | def test_construct_dataframe_with_types(mocker): function test_construct_dataframe_var_schema (line 312) | def test_construct_dataframe_var_schema(mocker): function test_dataframe_with_mixed_date_type (line 325) | def test_dataframe_with_mixed_date_type(mocker): function test_data_series_format (line 335) | def test_data_series_format(mocker): function test_get_data_bulk (line 373) | def test_get_data_bulk(mocker): FILE: gs_quant/test/data/test_query.py function test_build_market_data_query (line 25) | def test_build_market_data_query(): FILE: gs_quant/test/datetime_/test_date.py function test_has_feb_29 (line 24) | def test_has_feb_29(): function test_today_with_location (line 34) | def test_today_with_location(): function test_day_count_fraction (line 41) | def test_day_count_fraction(): FILE: gs_quant/test/datetime_/test_gscalendar.py function test_gs_calendar_single (line 33) | def test_gs_calendar_single(mocker, _mocker_cov): function test_gs_calendar_tuple (line 44) | def test_gs_calendar_tuple(mocker, _mocker_cov): FILE: gs_quant/test/datetime_/test_point.py function test_point_sort_order (line 21) | def test_point_sort_order(): FILE: gs_quant/test/datetime_/test_relative_date.py function test_rule_parsing (line 29) | def test_rule_parsing(): function test_rule_a_ (line 39) | def test_rule_a_(): function test_rule_b (line 45) | def test_rule_b(): function test_rule_d (line 53) | def test_rule_d(): function test_rule_e (line 59) | def test_rule_e(): function test_rule_m_ (line 65) | def test_rule_m_(): function test_rule_t_ (line 73) | def test_rule_t_(): function test_rule_w_ (line 81) | def test_rule_w_(): function test_rule_r_ (line 89) | def test_rule_r_(): function test_rule_f_ (line 97) | def test_rule_f_(): function test_rule_v_ (line 105) | def test_rule_v_(): function test_rule_z_ (line 113) | def test_rule_z_(): function test_rule_g (line 121) | def test_rule_g(): function test_rule_n_ (line 131) | def test_rule_n_(): function test_rule_u_ (line 137) | def test_rule_u_(): function test_rule_x_ (line 143) | def test_rule_x_(): function test_rule_s_ (line 149) | def test_rule_s_(): function test_rule_g_ (line 155) | def test_rule_g_(): function test_rule_i_ (line 161) | def test_rule_i_(): function test_rule_p_ (line 167) | def test_rule_p_(): function test_rule_w (line 173) | def test_rule_w(): function test_rule_k (line 183) | def test_rule_k(): function test_rule_r (line 191) | def test_rule_r(): function test_rule_u (line 197) | def test_rule_u(): function test_rule_v (line 211) | def test_rule_v(): function test_rule_x (line 217) | def test_rule_x(): function test_rule_y (line 223) | def test_rule_y(): function test_chaining (line 231) | def test_chaining(): function test_rule_e_minus_u (line 237) | def test_rule_e_minus_u(): function test_rule_roll_convention (line 242) | def test_rule_roll_convention(): function mock_holiday_data (line 249) | def mock_holiday_data(*args, **kwargs): function test_currency_holiday_calendars (line 262) | def test_currency_holiday_calendars(mocker): FILE: gs_quant/test/datetime_/test_time.py function test_time_difference_as_string (line 22) | def test_time_difference_as_string(): FILE: gs_quant/test/entities/test_entitlements.py function get_fake_user (line 26) | def get_fake_user(): function get_fake_group (line 40) | def get_fake_group(): function test_to_target (line 52) | def test_to_target(): function test_to_dict (line 58) | def test_to_dict(): function test_from_target (line 64) | def test_from_target(): function test_from_dict (line 78) | def test_from_dict(): FILE: gs_quant/test/entities/test_group.py function test_get (line 24) | def test_get(): function test_get_many (line 33) | def test_get_many(): function test_save_update (line 45) | def test_save_update(): function test_save_create (line 57) | def test_save_create(): FILE: gs_quant/test/entities/test_user.py function test_get (line 24) | def test_get(): function test_get_many (line 35) | def test_get_many(): FILE: gs_quant/test/fixtures/content.py class ContentFixtures (line 24) | class ContentFixtures: method _get_content_response (line 52) | def _get_content_response(cls): method get_many_contents_response (line 73) | def get_many_contents_response(cls, status: int = 200, message: str = ... FILE: gs_quant/test/markets/test_baskets.py function mock_session (line 86) | def mock_session(mocker): function mock_response (line 91) | def mock_response(mocker, mock_object, mock_fn, mock_response): function mock_basket_init (line 97) | def mock_basket_init(mocker, user: Dict, existing: bool = True): function test_basket_error_messages (line 110) | def test_basket_error_messages(mocker): function test_basket_create (line 138) | def test_basket_create(mocker): function test_basket_clone (line 159) | def test_basket_clone(mocker): function test_basket_edit (line 182) | def test_basket_edit(mocker): function test_basket_rebalance (line 215) | def test_basket_rebalance(mocker): function test_basket_edit_and_rebalance (line 232) | def test_basket_edit_and_rebalance(mocker): function test_basket_update_entitlements (line 256) | def test_basket_update_entitlements(mocker): function test_upload_position_history (line 273) | def test_upload_position_history(mocker): function test_update_risk_reports (line 300) | def test_update_risk_reports(mocker): FILE: gs_quant/test/markets/test_close_market.py function test_close_market_dict (line 27) | def test_close_market_dict(): function test_close_market_roll (line 35) | def test_close_market_roll(): function test_close_market_roll_diff_days (line 47) | def test_close_market_roll_diff_days(): FILE: gs_quant/test/markets/test_hedger.py function test_hedge_exclusions_to_dict (line 3687) | def test_hedge_exclusions_to_dict(): function test_hedge_constraints_to_dict (line 3703) | def test_hedge_constraints_to_dict(): function test_format_hedge_calculate_results (line 3714) | def test_format_hedge_calculate_results(): function get_mock_hedge (line 3718) | def get_mock_hedge(mocker): function test_get_constituents (line 3736) | def test_get_constituents(mocker): function test_get_statistics (line 3742) | def test_get_statistics(mocker): function test_get_backtest_performance (line 3748) | def test_get_backtest_performance(mocker): FILE: gs_quant/test/markets/test_instrument.py function test_instrument_resolve (line 21) | def test_instrument_resolve(mocker): function test_nested_leg_from_dict (line 35) | def test_nested_leg_from_dict(): FILE: gs_quant/test/markets/test_portfolio.py function set_session (line 41) | def set_session(): function test_portfolio (line 48) | def test_portfolio(mocker): function test_construction (line 101) | def test_construction(): function test_historical_pricing (line 119) | def test_historical_pricing(mocker): function test_backtothefuture_pricing (line 166) | def test_backtothefuture_pricing(mocker): function test_duplicate_instrument (line 194) | def test_duplicate_instrument(mocker): function test_nested_portfolios (line 211) | def test_nested_portfolios(mocker): function test_single_instrument (line 229) | def test_single_instrument(mocker): function test_results_with_resolution (line 243) | def test_results_with_resolution(mocker): function test_portfolio_overrides (line 317) | def test_portfolio_overrides(mocker): function test_from_frame (line 358) | def test_from_frame(): function test_single_instrument_new_mock (line 369) | def test_single_instrument_new_mock(mocker): function test_get_instruments (line 383) | def test_get_instruments(mocker): function test_clone (line 404) | def test_clone(): FILE: gs_quant/test/markets/test_portfolio_manager.py function test_get_reports (line 1833) | def test_get_reports(mocker): function test_get_schedule_dates (line 1873) | def test_get_schedule_dates(mocker): function test_set_entitlements (line 1888) | def test_set_entitlements(mocker): function test_run_reports (line 1910) | def test_run_reports(mocker): function test_batched_schedule_reports (line 1976) | def test_batched_schedule_reports(mocker): function test_batched_schedule_reports_wo_dates (line 2008) | def test_batched_schedule_reports_wo_dates(mocker): function test_batched_schedule_validations (line 2029) | def test_batched_schedule_validations(mocker): function test_esg_summary (line 2056) | def test_esg_summary(mocker): function test_esg_quintiles (line 2065) | def test_esg_quintiles(mocker): function test_esg_by_sector (line 2074) | def test_esg_by_sector(mocker): function test_esg_by_region (line 2083) | def test_esg_by_region(mocker): function test_esg_top_ten (line 2092) | def test_esg_top_ten(mocker): function test_esg_bottom_ten (line 2101) | def test_esg_bottom_ten(mocker): function test_carbon_coverage (line 2110) | def test_carbon_coverage(mocker): function test_carbon_sbti_netzero_coverage (line 2120) | def test_carbon_sbti_netzero_coverage(mocker): function test_carbon_emissions (line 2134) | def test_carbon_emissions(mocker): function test_carbon_emissions_allocation (line 2144) | def test_carbon_emissions_allocation(mocker): function test_carbon_attribution_table (line 2156) | def test_carbon_attribution_table(mocker): function test_get_macro_exposure (line 2181) | def test_get_macro_exposure(mocker): function test_get_factor_scenario_analytics (line 2240) | def test_get_factor_scenario_analytics(mocker): FILE: gs_quant/test/markets/test_position_set.py function test_position_resolve_many (line 28) | def test_position_resolve_many(mocker): function position_sets_with_tags_and_notional (line 199) | def position_sets_with_tags_and_notional(): function expected_position_pricing_result (line 245) | def expected_position_pricing_result(): function test_position_price_many (line 298) | def test_position_price_many(mocker, position_sets_with_tags_and_notiona... FILE: gs_quant/test/markets/test_pricing_context.py class TestProvider (line 40) | class TestProvider: function test_pricing_context (line 44) | def test_pricing_context(mocker): function test_pricing_dates (line 66) | def test_pricing_dates(): function test_weekend_dates (line 77) | def test_weekend_dates(): function test_market_data_object (line 86) | def test_market_data_object(): function test_pricing_context_metadata (line 116) | def test_pricing_context_metadata(): function test_creation (line 147) | def test_creation(): function test_inheritance (line 162) | def test_inheritance(): function test_max_concurrent (line 194) | def test_max_concurrent(): function test_dates_per_batch (line 214) | def test_dates_per_batch(): function test_current_inheritance (line 234) | def test_current_inheritance(): function test_cleanup (line 257) | def test_cleanup(): function test_market_props (line 275) | def test_market_props(): function test_pricing_does_not_affect_context (line 321) | def test_pricing_does_not_affect_context(mocker): function test_different_nested_locations (line 353) | def test_different_nested_locations(mocker): function test_async_behaviour (line 369) | def test_async_behaviour(queue_mock, run_mock): function test_use_context_for_inheritance (line 384) | def test_use_context_for_inheritance(): function test_provider (line 402) | def test_provider(calc_mock): FILE: gs_quant/test/markets/test_report.py function test_get_performance_report (line 144) | def test_get_performance_report(mocker): function test_get_aum_source (line 166) | def test_get_aum_source(mocker): function test_get_custom_aum (line 179) | def test_get_custom_aum(mocker): function test_get_aum (line 191) | def test_get_aum(mocker): function test_get_risk_model_id (line 205) | def test_get_risk_model_id(): function test_set_position_target (line 209) | def test_set_position_target(): function test_get_factor_risk_report (line 223) | def test_get_factor_risk_report(mocker): function test_get_factor_pnl (line 245) | def test_get_factor_pnl(mocker): function test_get_factor_proportion_of_risk (line 257) | def test_get_factor_proportion_of_risk(mocker): function test_get_factor_exposure (line 269) | def test_get_factor_exposure(mocker): function test_get_annual_risk (line 281) | def test_get_annual_risk(mocker): function test_get_daily_risk (line 293) | def test_get_daily_risk(mocker): function test_get_measures (line 305) | def test_get_measures(mocker): function test_flatten_results_into_df (line 317) | def test_flatten_results_into_df(): function test_get_thematic_breakdown (line 510) | def test_get_thematic_breakdown(mocker): FILE: gs_quant/test/markets/test_scenarios.py function mock_factor_scenario (line 45) | def mock_factor_scenario(mocker): function test_create_factor_scenario (line 59) | def test_create_factor_scenario(mocker): function test_update_scenario_entitlements (line 84) | def test_update_scenario_entitlements(mocker): FILE: gs_quant/test/markets/test_securities.py function test_get_asset (line 42) | def test_get_asset(mocker): function test_asset_identifiers (line 123) | def test_asset_identifiers(mocker): function test_asset_types (line 189) | def test_asset_types(mocker): class SecMasterContext (line 207) | class SecMasterContext: method __enter__ (line 208) | def __enter__(self): method __exit__ (line 211) | def __exit__(self, exc_type, exc_value, traceback): class AssetContext (line 215) | class AssetContext: method __enter__ (line 216) | def __enter__(self): method __exit__ (line 220) | def __exit__(self, exc_type, exc_value, traceback): function test_get_security (line 224) | def test_get_security(mocker): function test_get_security_fields (line 303) | def test_get_security_fields(mocker): function test_get_identifiers (line 380) | def test_get_identifiers(mocker): function test_get_all_identifiers (line 433) | def test_get_all_identifiers(mocker): function test_get_all_identifiers_with_assetTypes_not_none (line 481) | def test_get_all_identifiers_with_assetTypes_not_none(mocker): function test_offset_key (line 544) | def test_offset_key(mocker): function test_map_identifiers (line 630) | def test_map_identifiers(mocker): function test_map_identifiers_change (line 734) | def test_map_identifiers_change(mocker): function test_map_identifiers_empty (line 833) | def test_map_identifiers_empty(mocker): function test_map_identifiers_eq_index (line 842) | def test_map_identifiers_eq_index(mocker): function test_secmaster_map_identifiers_with_passed_input_types (line 867) | def test_secmaster_map_identifiers_with_passed_input_types(mocker): function test_secmaster_map_identifiers_return_array_results (line 940) | def test_secmaster_map_identifiers_return_array_results(mocker): function test_secmaster_get_asset_no_asset_id_response_should_fail (line 1007) | def test_secmaster_get_asset_no_asset_id_response_should_fail(mocker): function test_secmaster_get_asset_returning_secmasterassets (line 1044) | def test_secmaster_get_asset_returning_secmasterassets(mocker): function test_get_asset_get_data_series_with_range_over_many_asset_id_should_throw_mqerror (line 1480) | def test_get_asset_get_data_series_with_range_over_many_asset_id_should_... function test_map_identifiers_asset_service (line 1522) | def test_map_identifiers_asset_service(mocker): function test_map_identifiers_asset_service_exceptions (line 1548) | def test_map_identifiers_asset_service_exceptions(): FILE: gs_quant/test/mock_data_test_utils.py function did_anything_fail (line 24) | def did_anything_fail(): function did_anything_run (line 28) | def did_anything_run(): function log_mock_data_event (line 32) | def log_mock_data_event(event: str): function pytest_addoption (line 36) | def pytest_addoption(parser): function pytest_configure (line 40) | def pytest_configure(config): function pytest_runtest_makereport (line 45) | def pytest_runtest_makereport(item, call) -> None: function pytest_terminal_summary (line 57) | def pytest_terminal_summary(terminalreporter, exitstatus, config): function pytest_collection_modifyitems (line 66) | def pytest_collection_modifyitems(items): FILE: gs_quant/test/models/test_epidemiology.py function test_SIR (line 22) | def test_SIR(): function test_SEIR (line 95) | def test_SEIR(): FILE: gs_quant/test/models/test_risk_model.py function mock_risk_model (line 70) | def mock_risk_model(mocker): function mock_macro_risk_model (line 84) | def mock_macro_risk_model(mocker): function test_create_risk_model (line 98) | def test_create_risk_model(mocker): function test_update_risk_model_entitlements (line 129) | def test_update_risk_model_entitlements(mocker): function test_update_risk_model (line 155) | def test_update_risk_model(mocker): function test_get_r_squared (line 209) | def test_get_r_squared(mocker): function test_get_fair_value_gap_standard_deviation (line 254) | def test_get_fair_value_gap_standard_deviation(mocker): function test_get_fair_value_gap_percent (line 299) | def test_get_fair_value_gap_percent(mocker): function test_get_statistical_factor_data (line 357) | def test_get_statistical_factor_data(mocker, statistical_measure, fieldK... function test_get_factor_z_score (line 425) | def test_get_factor_z_score(mocker): function test_get_predicted_beta (line 482) | def test_get_predicted_beta(mocker): function test_get_global_predicted_beta (line 530) | def test_get_global_predicted_beta(mocker): function test_get_estimation_universe_weights (line 578) | def test_get_estimation_universe_weights(mocker): function test_get_daily_return (line 626) | def test_get_daily_return(mocker): function test_get_specific_return (line 674) | def test_get_specific_return(mocker): function test_upload_risk_model_data (line 723) | def test_upload_risk_model_data(mocker, aws_upload): function test_get_bid_ask_spread (line 853) | def test_get_bid_ask_spread(mocker, days): function test_get_trading_volume (line 896) | def test_get_trading_volume(mocker, days): function test_get_traded_value (line 939) | def test_get_traded_value(mocker, days): function test_get_composite_volume (line 976) | def test_get_composite_volume(mocker, days): function test_get_composite_value (line 1019) | def test_get_composite_value(mocker, days): function test_get_issuer_market_cap (line 1055) | def test_get_issuer_market_cap(mocker): function test_get_asset_price (line 1093) | def test_get_asset_price(mocker): function test_get_asset_capitalization (line 1126) | def test_get_asset_capitalization(mocker): function test_get_currency (line 1164) | def test_get_currency(mocker): function test_get_unadjusted_specific_risk (line 1199) | def test_get_unadjusted_specific_risk(mocker): function test_get_dividend_yield (line 1237) | def test_get_dividend_yield(mocker): function test_get_model_price (line 1272) | def test_get_model_price(mocker): function test_get_covariance_matrix (line 1307) | def test_get_covariance_matrix(mocker): function test_get_unadjusted_covariance_matrix (line 1402) | def test_get_unadjusted_covariance_matrix(mocker): function test_get_pre_vra_covariance_matrix (line 1497) | def test_get_pre_vra_covariance_matrix(mocker): function test_get_risk_free_rate (line 1592) | def test_get_risk_free_rate(mocker): function test_get_currency_exchange_rate (line 1674) | def test_get_currency_exchange_rate(mocker): FILE: gs_quant/test/models/test_risk_model_utils.py function test__upload_factor_data_if_present (line 28) | def test__upload_factor_data_if_present(mocker, total_factors: int): FILE: gs_quant/test/risk/test_measures.py function test_currency_params (line 25) | def test_currency_params(mocker): function test_finite_difference_params (line 39) | def test_finite_difference_params(mocker): function test_risk_measure_setters (line 60) | def test_risk_measure_setters(): FILE: gs_quant/test/risk/test_results.py function get_attributes (line 49) | def get_attributes(p, risks, ctx='PricingCtx1', resolve=False, no_frame=... function default_pivot_table_test (line 128) | def default_pivot_table_test(res, with_dates=''): function price_values_test (line 156) | def price_values_test(res, f, with_dates=''): function test_multi_scenario (line 173) | def test_multi_scenario(mocker): function test_historical_multi_scenario (line 202) | def test_historical_multi_scenario(mocker): function test_series_with_info_arithmetics (line 228) | def test_series_with_info_arithmetics(mocker): function test_composite_multi_scenario (line 235) | def test_composite_multi_scenario(mocker): function test_one_portfolio (line 247) | def test_one_portfolio(mocker): function test_dated_risk_values (line 275) | def test_dated_risk_values(mocker): function test_bucketed_risks (line 323) | def test_bucketed_risks(mocker): function test_cashflows_risk (line 385) | def test_cashflows_risk(mocker): function test_nested_portfolio (line 401) | def test_nested_portfolio(mocker): function test_diff_types_risk_measures (line 439) | def test_diff_types_risk_measures(mocker): function test_empty_calc_request (line 473) | def test_empty_calc_request(mocker): function test_adding_risk_results (line 512) | def test_adding_risk_results(mocker): function test_unsupported_error_datums (line 612) | def test_unsupported_error_datums(mocker): function test_resolution_of_error_trade (line 627) | def test_resolution_of_error_trade(mocker): function test_resolve_to_frame (line 640) | def test_resolve_to_frame(mocker): function test_unnamed_portfolio (line 649) | def test_unnamed_portfolio(mocker): function test_leg_valuations (line 661) | def test_leg_valuations(mocker): function test_aggregation_with_heterogeous_types (line 670) | def test_aggregation_with_heterogeous_types(mocker): function test_aggregation_with_empty_measures (line 688) | def test_aggregation_with_empty_measures(mocker): function test_filter_risk (line 725) | def test_filter_risk(mocker): function test_transformation (line 736) | def test_transformation(mocker): function test_aggregation_with_identical_trades (line 744) | def test_aggregation_with_identical_trades(mocker): function test_scalar_with_info_on_instrument (line 771) | def test_scalar_with_info_on_instrument(): function test_display_unit (line 791) | def test_display_unit(): FILE: gs_quant/test/test_base.py class TestEnum (line 26) | class TestEnum(EnumBase, Enum): class BaseSubclass (line 33) | class BaseSubclass(Base): function test_handle_camel_case_args (line 43) | def test_handle_camel_case_args(): function test_base_getter (line 49) | def test_base_getter(): function test_base_setter (line 56) | def test_base_setter(): function test_setter_coercion (line 64) | def test_setter_coercion(): function test_security_from_dict (line 97) | def test_security_from_dict(): FILE: gs_quant/test/test_session.py function test_session_pickle (line 22) | def test_session_pickle(): FILE: gs_quant/test/timeseries/multi_measure/test_commod.py function test_forward_price (line 34) | def test_forward_price(): FILE: gs_quant/test/timeseries/multi_measure/test_measure_registry.py function test_registry (line 27) | def test_registry(): function test_no_duplicate_plot_measure_function_names (line 51) | def test_no_duplicate_plot_measure_function_names(): FILE: gs_quant/test/timeseries/test_algebra.py function test_add (line 43) | def test_add(): function test_subtract (line 95) | def test_subtract(): function test_multiply (line 147) | def test_multiply(): function test_divide (line 199) | def test_divide(): function test_floordiv (line 254) | def test_floordiv(): function test_exp (line 309) | def test_exp(): function test_log (line 323) | def test_log(): function test_power (line 337) | def test_power(): function test_sqrt (line 351) | def test_sqrt(): function test_abs (line 371) | def test_abs(): function test_floor (line 385) | def test_floor(): function test_ceil (line 399) | def test_ceil(): function test_filter (line 413) | def test_filter(): function test_filter_dates (line 462) | def test_filter_dates(): function test_smooth_spikes (line 516) | def test_smooth_spikes(): function test_repeat (line 553) | def test_repeat(): function test_and (line 571) | def test_and(): function test_or (line 590) | def test_or(): function test_not (line 609) | def test_not(): function test_if (line 616) | def test_if(): function test_weighted_average (line 630) | def test_weighted_average(): function test_geometrically_aggregate (line 647) | def test_geometrically_aggregate(): FILE: gs_quant/test/timeseries/test_analysis.py function _normalize_index (line 28) | def _normalize_index(idx): function test_first (line 32) | def test_first(): function test_last (line 47) | def test_last(): function test_last_value (line 67) | def test_last_value(): function test_count (line 81) | def test_count(): function test_compare (line 96) | def test_compare(): function test_diff (line 148) | def test_diff(): function test_lag (line 171) | def test_lag(): function test_repeat_empty_series (line 231) | def test_repeat_empty_series(): function test_lag_empty_series (line 238) | def test_lag_empty_series(): FILE: gs_quant/test/timeseries/test_backtesting.py function test_basket_series (line 30) | def test_basket_series(): function _mock_spot_data (line 95) | def _mock_spot_data(): function _mock_spot_data_feb (line 113) | def _mock_spot_data_feb(): function test_basket_price (line 131) | def test_basket_price(): function test_basket_average_implied_vol (line 189) | def test_basket_average_implied_vol(): function test_basket_average_realized_vol (line 238) | def test_basket_average_realized_vol(): function _mock_vol_simple (line 301) | def _mock_vol_simple(): function _mock_data_simple (line 305) | def _mock_data_simple(): function _mock_spot_data_identical (line 316) | def _mock_spot_data_identical(): function _mock_spot_data_corr (line 334) | def _mock_spot_data_corr(): function test_basket_average_realized_vol_wts (line 351) | def test_basket_average_realized_vol_wts(): function test_basket_average_realized_vol_intraday (line 376) | def test_basket_average_realized_vol_intraday(): function test_basket_average_realized_corr (line 404) | def test_basket_average_realized_corr(): function test_basket_without_weights (line 467) | def test_basket_without_weights(): function test_basket_avg_fwd_vol (line 497) | def test_basket_avg_fwd_vol(): FILE: gs_quant/test/timeseries/test_datetime.py function test_basic (line 54) | def test_basic(): function test_align (line 58) | def test_align(): function test_interpolate (line 170) | def test_interpolate(): function test_value (line 253) | def test_value(): function test_day (line 285) | def test_day(): function test_weekday (line 300) | def test_weekday(): function test_month (line 318) | def test_month(): function test_year (line 333) | def test_year(): function test_quarter (line 348) | def test_quarter(): function test_day_count_fractions (line 363) | def test_day_count_fractions(): function test_date_range (line 391) | def test_date_range(): function test_append (line 426) | def test_append(): function test_prepend (line 446) | def test_prepend(): function test_union (line 466) | def test_union(): function test_bucketize (line 488) | def test_bucketize(): function test_day_count (line 501) | def test_day_count(): function test_day_countdown (line 510) | def test_day_countdown(): function test_align_calendar (line 576) | def test_align_calendar(mocker_data, mocker_cov): function test_bucketize_empty_series (line 595) | def test_bucketize_empty_series(): FILE: gs_quant/test/timeseries/test_econometrics.py function test_returns (line 61) | def test_returns(): function test_prices (line 112) | def test_prices(): function test_index (line 155) | def test_index(): function test_change (line 176) | def test_change(): function test_annualize (line 193) | def test_annualize(): function test_volatility (line 304) | def test_volatility(): function test_volatility_assume_zero_mean (line 337) | def test_volatility_assume_zero_mean(): function test_volatility_annualization_factor (line 429) | def test_volatility_annualization_factor(): function test_vol_swap_volatility (line 458) | def test_vol_swap_volatility(): function test_correlation (line 495) | def test_correlation(): function test_correlation_returns (line 553) | def test_correlation_returns(): function test_corr_swap_correlation (line 580) | def test_corr_swap_correlation(): function test_beta (line 641) | def test_beta(): function test_max_drawdown (line 695) | def test_max_drawdown(): function test_excess_returns (line 723) | def test_excess_returns(): function test_sharpe_ratio (line 759) | def test_sharpe_ratio(): FILE: gs_quant/test/timeseries/test_helper.py function test_int_enum (line 57) | def test_int_enum(): function test_tenor_to_month (line 71) | def test_tenor_to_month(): function test_month_to_tenor (line 80) | def test_month_to_tenor(): function test_get_dataset_with_many_assets (line 85) | def test_get_dataset_with_many_assets(): function pf (line 115) | def pf(): function pm (line 120) | def pm(): function pmt (line 125) | def pmt(arg): function test_decorators (line 129) | def test_decorators(): function test_normalize_window_defaults_window_if_none_passed (line 139) | def test_normalize_window_defaults_window_if_none_passed(): function test_normalize_window_defaults_window_if_passed (line 146) | def test_normalize_window_defaults_window_if_passed(): function test_normalize_window_handles_int (line 153) | def test_normalize_window_handles_int(): function test_normalize_window_handles_window_with_no_ramp (line 160) | def test_normalize_window_handles_window_with_no_ramp(): function test_normalize_window_handles_window_with_no_size (line 167) | def test_normalize_window_handles_window_with_no_size(): function test_normalize_window_handles_ramp_greater_than_series_length (line 174) | def test_normalize_window_handles_ramp_greater_than_series_length(): function test_normalize_window_raises_error_on_window_of_size_zero (line 180) | def test_normalize_window_raises_error_on_window_of_size_zero(): function test_normalize_window_handles_ramp_of_size_zero (line 189) | def test_normalize_window_handles_ramp_of_size_zero(): function test_normalize_window_str (line 196) | def test_normalize_window_str(): function test_normalize_window_single_str (line 203) | def test_normalize_window_single_str(): function test_apply_ramp (line 218) | def test_apply_ramp(): function test_apply_ramp_with_window_greater_than_series_length (line 224) | def test_apply_ramp_with_window_greater_than_series_length(): function test_apply_ramp_dateoffset (line 230) | def test_apply_ramp_dateoffset(): function test_apply_ramp_raises_on_edge_cases (line 236) | def test_apply_ramp_raises_on_edge_cases(): function test_get_df_with_retries (line 251) | def test_get_df_with_retries(): function test_forward_looking (line 280) | def test_forward_looking(): function test_get_dataset_data_with_retries (line 300) | def test_get_dataset_data_with_retries(): function test_split_where_conditions (line 318) | def test_split_where_conditions(): function test_get_dataset_data_with_retries_recursive_split (line 352) | def test_get_dataset_data_with_retries_recursive_split(): FILE: gs_quant/test/timeseries/test_measures.py function _make_index (line 70) | def _make_index(dates, name=None): function mock_empty_market_data_response (line 79) | def mock_empty_market_data_response(): function map_identifiers_default_mocker (line 85) | def map_identifiers_default_mocker( function map_identifiers_ois_mocker (line 106) | def map_identifiers_ois_mocker( function map_identifiers_swap_rate_mocker (line 137) | def map_identifiers_swap_rate_mocker( function map_identifiers_inflation_mocker (line 154) | def map_identifiers_inflation_mocker( function map_identifiers_cross_basis_mocker (line 169) | def map_identifiers_cross_basis_mocker( function test_currency_to_default_ois_asset (line 186) | def test_currency_to_default_ois_asset(mocker): function test_currency_to_default_benchmark_rate (line 205) | def test_currency_to_default_benchmark_rate(mocker): function test_currency_to_default_swap_rate_asset (line 234) | def test_currency_to_default_swap_rate_asset(mocker): function test_currency_to_inflation_benchmark_rate (line 249) | def test_currency_to_inflation_benchmark_rate(mocker): function test_cross_to_basis (line 268) | def test_cross_to_basis(mocker): function test_currency_to_tdapi_swap_rate_asset (line 287) | def test_currency_to_tdapi_swap_rate_asset(mocker): function test_currency_to_tdapi_basis_swap_rate_asset (line 357) | def test_currency_to_tdapi_basis_swap_rate_asset(mocker): function test_currency_to_tdapi_swap_rate_asset_for_intraday (line 406) | def test_currency_to_tdapi_swap_rate_asset_for_intraday(mocker): function my_mocked_mxapi_backtest (line 424) | def my_mocked_mxapi_backtest( function test_swap_rate_calc (line 441) | def test_swap_rate_calc(mocker): function my_mocked_mxapi_measure (line 492) | def my_mocked_mxapi_measure( function test_curve_measures (line 511) | def test_curve_measures(mocker): function test_check_clearing_house (line 580) | def test_check_clearing_house(): function test_get_swap_csa_terms (line 590) | def test_get_swap_csa_terms(): function test_get_basis_swap_csa_terms (line 601) | def test_get_basis_swap_csa_terms(): function test_match_floating_tenors (line 614) | def test_match_floating_tenors(): function test_get_term_struct_date (line 658) | def test_get_term_struct_date(mocker): function test_cross_stored_direction_for_fx_vol (line 670) | def test_cross_stored_direction_for_fx_vol(mocker): function test_cross_to_usd_based_cross_for_fx_forecast (line 684) | def test_cross_to_usd_based_cross_for_fx_forecast(mocker): function test_cross_to_used_based_cross (line 698) | def test_cross_to_used_based_cross(mocker): function test_cross_stored_direction (line 714) | def test_cross_stored_direction(mocker): function test_get_tdapi_rates_assets (line 730) | def test_get_tdapi_rates_assets(mocker): function test_get_swap_leg_defaults (line 780) | def test_get_swap_leg_defaults(): function test_check_forward_tenor (line 818) | def test_check_forward_tenor(): function mock_commod (line 829) | def mock_commod(_cls, _q, ignore_errors=False): function mock_commod_dup (line 870) | def mock_commod_dup(_cls, _q, ignore_errors=False): function mock_forward_price (line 878) | def mock_forward_price(_cls, _q, ignore_errors=False): function mock_implied_volatility_elec (line 919) | def mock_implied_volatility_elec(): function mock_fair_price (line 960) | def mock_fair_price(_cls, _q, ignore_errors=False): function mock_eu_natgas_forward_price (line 978) | def mock_eu_natgas_forward_price(_cls, _q, ignore_errors=False): function mock_natgas_forward_price (line 985) | def mock_natgas_forward_price(_cls, _q, ignore_errors=False): function mock_natgas_implied_volatility (line 1003) | def mock_natgas_implied_volatility(_cls, _q, ignore_errors=False): function mock_fair_price_swap (line 1021) | def mock_fair_price_swap(_cls, _q, ignore_errors=False): function mock_implied_volatility (line 1028) | def mock_implied_volatility(_cls, _q, ignore_errors=False): function mock_missing_bucket_forward_price (line 1046) | def mock_missing_bucket_forward_price(_cls, _q, ignore_errors=False): function mock_missing_bucket_implied_volatility (line 1082) | def mock_missing_bucket_implied_volatility(): function mock_fx_vol (line 1118) | def mock_fx_vol( function mock_fx_spot_fwd_3m (line 1148) | def mock_fx_spot_fwd_3m(*args, **kwargs): function mock_fx_spot_fwd_2y (line 1164) | def mock_fx_spot_fwd_2y(*args, **kwargs): function mock_fx_spot_fwd_3m_rt (line 1180) | def mock_fx_spot_fwd_3m_rt(*args, **kwargs): function mock_fx_spot_fwd_2y_rt (line 1196) | def mock_fx_spot_fwd_2y_rt(*args, **kwargs): function mock_fx_correlation (line 1212) | def mock_fx_correlation(*args, **kwargs): function mock_fx_forecast (line 1260) | def mock_fx_forecast(_cls, _q, ignore_errors=False): function mock_fx_forecast_time_series (line 1267) | def mock_fx_forecast_time_series(_cls, _q, ignore_errors=False): function mock_fx_delta (line 1277) | def mock_fx_delta(_cls, _q, ignore_errors=False): function mock_fx_empty (line 1289) | def mock_fx_empty(_cls, _q, ignore_errors=False): function mock_fx_switch (line 1296) | def mock_fx_switch(_cls, _q, _n, ignore_errors=False): function mock_curr (line 1303) | def mock_curr(_cls, _q, ignore_errors=False): function mock_cross (line 1324) | def mock_cross(_cls, _q, ignore_errors=False): function mock_eq (line 1333) | def mock_eq(_cls, _q, ignore_errors=False): function mock_eq_vol (line 1352) | def mock_eq_vol( function mock_eq_vol_last_empty (line 1378) | def mock_eq_vol_last_empty( function mock_eq_norm (line 1397) | def mock_eq_norm(_cls, _q, ignore_errors=False): function mock_eq_spot (line 1404) | def mock_eq_spot(_cls, _q, ignore_errors=False): function mock_inc (line 1411) | def mock_inc(_cls, _q, ignore_errors=False): function mock_esg (line 1418) | def mock_esg(_cls, _q, ignore_errors=False): function mock_index_positions_data (line 1443) | def mock_index_positions_data(asset_id, start_date, end_date, fields=Non... function mock_rating (line 1469) | def mock_rating(_cls, _q, ignore_errors=False): function mock_gsdeer_gsfeer (line 1479) | def mock_gsdeer_gsfeer(_cls, assetId, start_date): function mock_factor_profile (line 1485) | def mock_factor_profile(_cls, _q, ignore_errors=False): function mock_commodity_forecast (line 1500) | def mock_commodity_forecast(_cls, _q, ignore_errors=False): function mock_commodity_forecast_time_series (line 1514) | def mock_commodity_forecast_time_series(_cls, _q, ignore_errors=False): function mock_cds_spread (line 1528) | def mock_cds_spread(_cls, _q, ignore_errors=False): function test_skew (line 1538) | def test_skew(): function test_skew_fx (line 1581) | def test_skew_fx(): function test_implied_vol (line 1624) | def test_implied_vol(): function test_merge_dataframes (line 1648) | def test_merge_dataframes(): function test_get_last_for_measure (line 1659) | def test_get_last_for_measure(): function test_ignore_errors (line 1679) | def test_ignore_errors(): function test_tenor_month_to_year (line 1689) | def test_tenor_month_to_year(): function test_implied_vol_no_last (line 1696) | def test_implied_vol_no_last(): function test_implied_vol_fx (line 1709) | def test_implied_vol_fx(): function test_fx_forecast (line 1757) | def test_fx_forecast(): function test_fx_forecast_inverse (line 1784) | def test_fx_forecast_inverse(): function test_fx_forecast_time_series (line 1797) | def test_fx_forecast_time_series(): function test_vol_smile (line 1832) | def test_vol_smile(): function test_impl_corr (line 1856) | def test_impl_corr(): function test_impl_corr_n (line 1873) | def test_impl_corr_n(mocker): function test_implied_corr_basket (line 1927) | def test_implied_corr_basket(): function test_realized_corr_basket (line 1978) | def test_realized_corr_basket(): function test_real_corr (line 2024) | def test_real_corr(): function test_real_corr_missing (line 2037) | def test_real_corr_missing(): function test_real_corr_n (line 2060) | def test_real_corr_n(): function test_cds_implied_vol (line 2110) | def test_cds_implied_vol(): function test_implied_vol_credit (line 2129) | def test_implied_vol_credit(): function test_absolute_strike_credit (line 2155) | def test_absolute_strike_credit(): function test_option_premium_credit (line 2175) | def test_option_premium_credit(): function test_cds_spreads (line 2195) | def test_cds_spreads(): function test_avg_impl_vol (line 2212) | def test_avg_impl_vol(mocker): function test_avg_realized_vol (line 2311) | def test_avg_realized_vol(): function test_avg_impl_var (line 2390) | def test_avg_impl_var(): function test_basis_swap_spread (line 2405) | def test_basis_swap_spread(mocker): function test_swap_rate (line 2492) | def test_swap_rate(mocker): function test_swap_annuity (line 2552) | def test_swap_annuity(mocker): function test_swap_term_structure (line 2603) | def test_swap_term_structure(): function test_basis_swap_term_structure (line 2748) | def test_basis_swap_term_structure(): function test_cap_floor_vol (line 2899) | def test_cap_floor_vol(): function test_cap_floor_atm_fwd_rate (line 2923) | def test_cap_floor_atm_fwd_rate(): function test_spread_option_vol (line 2947) | def test_spread_option_vol(): function test_spread_option_atm_fwd_rate (line 2980) | def test_spread_option_atm_fwd_rate(): function test_zc_inflation_swap_rate (line 3004) | def test_zc_inflation_swap_rate(): function test_basis (line 3028) | def test_basis(): function test_td (line 3052) | def test_td(): function test_pricing_range (line 3067) | def test_pricing_range(): function test_var_swap_tenors (line 3103) | def test_var_swap_tenors(): function test_forward_var_term (line 3123) | def test_forward_var_term(): function _mock_var_swap_data (line 3175) | def _mock_var_swap_data(_cls, q, ignore_errors=False): function test_var_swap (line 3187) | def test_var_swap(): function _mock_var_swap_fwd (line 3204) | def _mock_var_swap_fwd(_cls, q, ignore_errors=False): function _mock_var_swap_1t (line 3221) | def _mock_var_swap_1t(_cls, q, ignore_errors=False): function test_var_swap_fwd (line 3235) | def test_var_swap_fwd(): function _var_term_typical (line 3278) | def _var_term_typical(): function _var_term_empty (line 3304) | def _var_term_empty(): function _var_term_fwd (line 3315) | def _var_term_fwd(): function _var_term_latest (line 3352) | def _var_term_latest(): function test_var_term (line 3376) | def test_var_term(): function _mock_forward_helper (line 3394) | def _mock_forward_helper(): function _mock_forward_vol_data (line 3405) | def _mock_forward_vol_data(_cls, q, ignore_errors=False): function _mock_forward_vol_data_with_last (line 3413) | def _mock_forward_vol_data_with_last(_cls, q, ignore_errors=False): function _mock_forward_vol_data_error (line 3426) | def _mock_forward_vol_data_error(_cls, q, ignore_errors=False): function test_forward_vol (line 3434) | def test_forward_vol(): function test_forward_vol_term (line 3506) | def test_forward_vol_term(): function test_get_latest_term_structure_data (line 3562) | def test_get_latest_term_structure_data(): function _vol_term_typical (line 3575) | def _vol_term_typical(reference, value): function _skew_term_typical (line 3604) | def _skew_term_typical(reference, value, normalization_mode=None): function _skew_term_typical_fx (line 3652) | def _skew_term_typical_fx(reference, value, normalization_mode=None): function _vol_term_empty (line 3700) | def _vol_term_empty(): function _skew_term_empty (line 3714) | def _skew_term_empty(): function _vol_term_latest (line 3725) | def _vol_term_latest(): function test_vol_term (line 3753) | def test_vol_term(): function test__get_skew_strikes (line 3776) | def test__get_skew_strikes(): function test__skew (line 3796) | def test__skew(): function _skew_term_no_data (line 3821) | def _skew_term_no_data(): function test__skew_term_fetcher (line 3832) | def test__skew_term_fetcher(): function test_skew_term (line 3847) | def test_skew_term(): function _vol_term_fx (line 3869) | def _vol_term_fx(reference, value): function _vol_term_fx_no_expiry (line 3900) | def _vol_term_fx_no_expiry(reference, value): function test_vol_term_fx (line 3927) | def test_vol_term_fx(): function _fwd_term_typical (line 3942) | def _fwd_term_typical(): function _fx_fwd_term_typical (line 3968) | def _fx_fwd_term_typical(): function _fwd_term_empty (line 4007) | def _fwd_term_empty(): function _fx_fwd_term_empty (line 4020) | def _fx_fwd_term_empty(): function _fx_fwd_term (line 4034) | def _fx_fwd_term(): function _fwd_term_equity (line 4040) | def _fwd_term_equity(): function test_fwd_term (line 4052) | def test_fwd_term(): function _carry_term_typical (line 4057) | def _carry_term_typical(): function test_carry_term (line 4101) | def test_carry_term(): function test_measure_request_safe (line 4106) | def test_measure_request_safe(): function test_bucketize_price (line 4116) | def test_bucketize_price(): function test_forward_price (line 4216) | def test_forward_price(): function test_implied_volatility_elec (line 4324) | def test_implied_volatility_elec(): function test_forward_price_ng (line 4420) | def test_forward_price_ng(): function test_implied_volatility_ng (line 4487) | def test_implied_volatility_ng(): function test_get_iso_data (line 4519) | def test_get_iso_data(): function test_string_to_date_interval (line 4525) | def test_string_to_date_interval(): function test_implied_vol_commod (line 4580) | def test_implied_vol_commod(): function test_fair_price (line 4595) | def test_fair_price(): function test_weighted_average_valuation_curve_for_calendar_strip (line 4622) | def test_weighted_average_valuation_curve_for_calendar_strip(): function test_fundamental_metrics (line 4658) | def test_fundamental_metrics(): function test_realized_volatility (line 4990) | def test_realized_volatility(): function test_esg_headline_metric (line 5016) | def test_esg_headline_metric(): function test_rating (line 5084) | def test_rating(): function test_fair_value (line 5119) | def test_fair_value(mocker): function test_factor_profile (line 5157) | def test_factor_profile(): function test_commodity_forecast (line 5220) | def test_commodity_forecast(): function test_commodity_forecast_time_series (line 5242) | def test_commodity_forecast_time_series(): function test_fx_implied_correlation (line 5299) | def test_fx_implied_correlation(): function mock_forward_curve_peak (line 5456) | def mock_forward_curve_peak(_cls, _q, ignore_errors=False): function mock_forward_curve_peak_holiday (line 5463) | def mock_forward_curve_peak_holiday(_cls, _q, ignore_errors=False): function mock_forward_curve_offpeak (line 5470) | def mock_forward_curve_offpeak(_cls, _q, ignore_errors=False): function mock_empty_forward_curve (line 5477) | def mock_empty_forward_curve(_cls, _q, ignore_errors=False): function test_forward_curve (line 5483) | def test_forward_curve(): function mock_us_gas_forward_curve (line 5564) | def mock_us_gas_forward_curve(_cls, _q, ignore_errors=False): function test_us_gas_forward_curve (line 5572) | def test_us_gas_forward_curve(): function test_eu_ng_hub_to_swap (line 5636) | def test_eu_ng_hub_to_swap(): function test_settlement_price (line 5656) | def test_settlement_price(): function test_hloc_prices (line 5740) | def test_hloc_prices(): function test_thematic_model_exposure (line 5754) | def test_thematic_model_exposure(): function test_thematic_model_beta (line 5770) | def test_thematic_model_beta(): function test_thematic_model_beta_single_stock (line 5786) | def test_thematic_model_beta_single_stock(): function test_retail_interest_agg (line 5805) | def test_retail_interest_agg(): function test_s3_long_short_concentration (line 5887) | def test_s3_long_short_concentration(): FILE: gs_quant/test/timeseries/test_measures_countries.py function test_fci (line 29) | def test_fci(): FILE: gs_quant/test/timeseries/test_measures_factset.py function mock_fe_estimate_af (line 45) | def mock_fe_estimate_af(_cls, bbid, start, end, feItem): function mock_fe_estimate_qf (line 73) | def mock_fe_estimate_qf(_cls, bbid, start, end, feItem): function mock_fe_estimate_saf (line 100) | def mock_fe_estimate_saf(_cls, bbid, start, end, feItem): function mock_fe_estimate_ntm (line 127) | def mock_fe_estimate_ntm(_cls, bbid, start, end, feItem): function mock_fe_estimate_lt (line 148) | def mock_fe_estimate_lt(_cls, bbid, start, end, feItem): function mock_fe_actual (line 171) | def mock_fe_actual(_cls, bbid, start, end, feItem): function mock_fe_estimate_empty (line 189) | def mock_fe_estimate_empty(_cls, bbid, start, end, feItem): function mock_factset_fundamentals_empty (line 195) | def mock_factset_fundamentals_empty(_cls, bbid, start, end): function mock_factset_fundamentals_basic (line 201) | def mock_factset_fundamentals_basic(_cls, bbid, start, end): function mock_factset_fundamentals_basic_derived (line 216) | def mock_factset_fundamentals_basic_derived(_cls, bbid, start, end): function mock_factset_fundamentals_basic_restated (line 231) | def mock_factset_fundamentals_basic_restated(_cls, bbid, start, end): function mock_factset_ratings (line 246) | def mock_factset_ratings(_cls, bbid, start, end): function test_factset_estimates (line 280) | def test_factset_estimates(): function test_factset_fundamentals (line 541) | def test_factset_fundamentals(): function test_factset_ratings (line 613) | def test_factset_ratings(): function test_fiscal_period (line 634) | def test_fiscal_period(): FILE: gs_quant/test/timeseries/test_measures_fx_vol.py function test_currencypair_to_tdapi_fxfwd_asset (line 46) | def test_currencypair_to_tdapi_fxfwd_asset(): function test_currencypair_to_tdapi_fxo_asset (line 57) | def test_currencypair_to_tdapi_fxo_asset(mocker): function test_get_fxo_defaults (line 84) | def test_get_fxo_defaults(): function test_get_fxo_csa_terms (line 106) | def test_get_fxo_csa_terms(): function test_check_valid_indices (line 110) | def test_check_valid_indices(): function test_cross_stored_direction_for_fx_vol (line 123) | def test_cross_stored_direction_for_fx_vol(): function test_get_tdapi_fxo_assets (line 146) | def test_get_tdapi_fxo_assets(): function mock_curr (line 217) | def mock_curr(_cls, _q): function mock_fx_spot_carry_3m (line 224) | def mock_fx_spot_carry_3m(*args, **kwargs): function mock_fx_spot_carry_2y (line 241) | def mock_fx_spot_carry_2y(*args, **kwargs): function test_fx_vol_measure (line 258) | def test_fx_vol_measure(mocker): function test_fwd_points (line 338) | def test_fwd_points(mocker): function mock_df (line 391) | def mock_df(): function test_vol_swap_strike_raises_exception (line 400) | def test_vol_swap_strike_raises_exception(): function test_vol_swap_strike_unsupported_cross (line 406) | def test_vol_swap_strike_unsupported_cross(): function test_vol_swap_strike_matches_multiple_assets (line 417) | def test_vol_swap_strike_matches_multiple_assets(): function test_vol_swap_strike_matches_no_assets (line 430) | def test_vol_swap_strike_matches_no_assets(): function test_vol_swap_strike_matches_no_assets_when_expiry_tenor_is_not_none (line 443) | def test_vol_swap_strike_matches_no_assets_when_expiry_tenor_is_not_none(): function test_currencypair_to_tdapi_fx_vol_swap_asset (line 465) | def test_currencypair_to_tdapi_fx_vol_swap_asset(): function test_vol_swap_strike (line 476) | def test_vol_swap_strike(): function test_implied_volatility_fxvol (line 501) | def test_implied_volatility_fxvol(mocker): function test_spot_carry (line 583) | def test_spot_carry(mocker): FILE: gs_quant/test/timeseries/test_measures_inflation.py function test_get_floating_rate_option_for_benchmark_retuns_rate (line 48) | def test_get_floating_rate_option_for_benchmark_retuns_rate(): function test_get_floating_rate_option_for_benchmark_retuns_rate_usd (line 54) | def test_get_floating_rate_option_for_benchmark_retuns_rate_usd(): function test_currency_to_tdapi_inflation_swap_rate_asset (line 60) | def test_currency_to_tdapi_inflation_swap_rate_asset(mocker): function test_get_inflation_swap_leg_defaults (line 88) | def test_get_inflation_swap_leg_defaults(): function test_get_inflation_swap_csa_terms (line 106) | def test_get_inflation_swap_csa_terms(): function test_check_valid_indices (line 112) | def test_check_valid_indices(): function test_get_tdapi_inflation_rates_assets (line 123) | def test_get_tdapi_inflation_rates_assets(mocker): function mock_curr (line 170) | def mock_curr(_cls, _q): function test_inflation_swap_rate (line 179) | def test_inflation_swap_rate(mocker): function test_inflation_swap_term (line 244) | def test_inflation_swap_term(mocker): FILE: gs_quant/test/timeseries/test_measures_portfolios.py function mock_risk_model (line 224) | def mock_risk_model(): function test_portfolio_factor_exposure (line 246) | def test_portfolio_factor_exposure(): function test_portfolio_factor_pnl (line 286) | def test_portfolio_factor_pnl(): function test_portfolio_factor_proportion_of_risk (line 347) | def test_portfolio_factor_proportion_of_risk(): function test_portfolio_thematic_exposure (line 387) | def test_portfolio_thematic_exposure(): function test_portfolio_pnl (line 422) | def test_portfolio_pnl(): function test_aggregate_factor_support (line 453) | def test_aggregate_factor_support(): function test_hit_rate (line 504) | def test_hit_rate(): function test_max_drawdown (line 529) | def test_max_drawdown(): function test_max_recovery_period (line 554) | def test_max_recovery_period(): function test_drawdown_length (line 580) | def test_drawdown_length(): function test_standard_deviation (line 606) | def test_standard_deviation(): function test_downside_risk (line 627) | def test_downside_risk(): function test_semi_variance (line 648) | def test_semi_variance(): function test_kurtosis (line 669) | def test_kurtosis(): function test_skewness (line 697) | def test_skewness(): function test_realized_var (line 725) | def test_realized_var(): function test_bad_date (line 753) | def test_bad_date(): function test_tracking_error (line 783) | def test_tracking_error(): function test_tracking_error_bull (line 831) | def test_tracking_error_bull(): function test_tracking_error_bear (line 878) | def test_tracking_error_bear(): function test_sharpe_ratio (line 923) | def test_sharpe_ratio(): function test_calmar_ratio (line 971) | def test_calmar_ratio(): function test_sortino_ratio (line 1017) | def test_sortino_ratio(): function test_sortino_ratio_index (line 1066) | def test_sortino_ratio_index(): function test_jensen_alpha (line 1109) | def test_jensen_alpha(): function test_jensen_bull (line 1153) | def test_jensen_bull(): function test_jensen_alpha_bear (line 1208) | def test_jensen_alpha_bear(): function test_information_ratio (line 1264) | def test_information_ratio(): function test_information_ratio_bull (line 1317) | def test_information_ratio_bull(): function test_information_ratio_bear (line 1366) | def test_information_ratio_bear(): function test_modigliani_ratio (line 1415) | def test_modigliani_ratio(): function test_treynor_measure (line 1490) | def test_treynor_measure(): function test_alpha (line 1556) | def test_alpha(): function test_beta (line 1636) | def test_beta(): function test_correlation (line 1706) | def test_correlation(): function test_r_squared (line 1772) | def test_r_squared(): function test_capture_ratio (line 1838) | def test_capture_ratio(): function test_custom_aum (line 1904) | def test_custom_aum(): FILE: gs_quant/test/timeseries/test_measures_rates.py function test_parse_meeting_date (line 62) | def test_parse_meeting_date(): function test_get_swaption_parameter_floating_rate_option_returns_default (line 81) | def test_get_swaption_parameter_floating_rate_option_returns_default(): function test_get_swaption_parameter_floating_rate_option_returns_given_value (line 87) | def test_get_swaption_parameter_floating_rate_option_returns_given_value(): function test_get_swaption_parameter_strike_reference_option_returns_default (line 93) | def test_get_swaption_parameter_strike_reference_option_returns_default(): function test_get_swaption_parameter_strike_reference_option_returns_given_value (line 99) | def test_get_swaption_parameter_strike_reference_option_returns_given_va... function test_get_floating_rate_option_for_benchmark_retuns_rate (line 105) | def test_get_floating_rate_option_for_benchmark_retuns_rate(): function test_get_floating_rate_option_for_benchmark_retuns_rate_usd (line 111) | def test_get_floating_rate_option_for_benchmark_retuns_rate_usd(): function test_check_strike_reference_string (line 117) | def test_check_strike_reference_string(): function test_check_strike_reference_zero (line 123) | def test_check_strike_reference_zero(): function test_check_strike_reference_spot (line 129) | def test_check_strike_reference_spot(): function test_check_strike_reference_string_positive (line 135) | def test_check_strike_reference_string_positive(): function test_check_strike_reference_string_negtive (line 141) | def test_check_strike_reference_string_negtive(): function test_check_strike_reference_string_fractional (line 147) | def test_check_strike_reference_string_fractional(): function test_check_strike_reference_numeric_fractional (line 153) | def test_check_strike_reference_numeric_fractional(): function test_check_strike_reference_numeric (line 159) | def test_check_strike_reference_numeric(): function test_check_strike_reference_throws (line 165) | def test_check_strike_reference_throws(): function test_check_strike_reference_list (line 171) | def test_check_strike_reference_list(): function test_check_strike_reference_invalid_list (line 177) | def test_check_strike_reference_invalid_list(): function test_pricing_location_normalized (line 183) | def test_pricing_location_normalized(): function test_default_pricing_location (line 190) | def test_default_pricing_location(): function test_currency_to_tdapi_swaption_rate_asset_retuns_throws (line 196) | def test_currency_to_tdapi_swaption_rate_asset_retuns_throws(): function test_currency_to_tdapi_midcurve_asset (line 205) | def test_currency_to_tdapi_midcurve_asset(): function test_currency_to_tdapi_swaption_rate_asset_retuns_asset_id (line 213) | def test_currency_to_tdapi_swaption_rate_asset_retuns_asset_id(mocker): function test_swaption_build_asset_query_throws_on_invalid_tenor (line 242) | def test_swaption_build_asset_query_throws_on_invalid_tenor(): function test_swaption_build_asset_query_usd (line 247) | def test_swaption_build_asset_query_usd(): function test_swaption_build_asset_query_strike_reference (line 257) | def test_swaption_build_asset_query_strike_reference(): function test_swaption_build_asset_query_clearing_house (line 268) | def test_swaption_build_asset_query_clearing_house(): function test_swaption_build_asset_query_custom (line 279) | def test_swaption_build_asset_query_custom(): function test_swaption_build_asset_query_custom_throws (line 290) | def test_swaption_build_asset_query_custom_throws(): function test_swaption_swaption_vol_term2_returns_data (line 295) | def test_swaption_swaption_vol_term2_returns_data(): function test_swaption_swaption_vol_term2_returns_empty (line 325) | def test_swaption_swaption_vol_term2_returns_empty(): function test_swaption_swaption_vol_term2_throws (line 346) | def test_swaption_swaption_vol_term2_throws(): function test_swaption_vol_smile2_returns_data (line 353) | def test_swaption_vol_smile2_returns_data(): function test_swaption_vol_smile2_returns_no_data (line 375) | def test_swaption_vol_smile2_returns_no_data(): function test_swaption_vol_smile2_returns_throws (line 395) | def test_swaption_vol_smile2_returns_throws(): function test_swaption_vol2_return_data (line 400) | def test_swaption_vol2_return_data(): function test_swaption_vol2_return__empty_data (line 421) | def test_swaption_vol2_return__empty_data(): function test_swaption_annuity_return_data (line 441) | def test_swaption_annuity_return_data(): function test_swaption_premium_return_data (line 462) | def test_swaption_premium_return_data(): function test_swaption_premium_throws_for_realtime (line 482) | def test_swaption_premium_throws_for_realtime(): function test__check_forward_tenor_returns_None (line 487) | def test__check_forward_tenor_returns_None(): function test__check_forward_tenor_returns_0b (line 491) | def test__check_forward_tenor_returns_0b(): function test_swaption_premium_throws_for_unsupported_ccy (line 495) | def test_swaption_premium_throws_for_unsupported_ccy(): function test_swaption_atmFwdRate_return_data (line 503) | def test_swaption_atmFwdRate_return_data(): function test_midcurve_atmFwdRate_return_data (line 524) | def test_midcurve_atmFwdRate_return_data(): function test_midcurve_annuity_return_data (line 545) | def test_midcurve_annuity_return_data(): function test_midcurve_premium_return_data (line 566) | def test_midcurve_premium_return_data(): function test_midcurve_vol_return_data (line 587) | def test_midcurve_vol_return_data(): function test_cross_to_fxfwd_xcswp_asset (line 608) | def test_cross_to_fxfwd_xcswp_asset(mocker): function test_ois_fxfwd_xcswap_measures (line 638) | def test_ois_fxfwd_xcswap_measures(mocker): function get_data_policy_rate_expectation_mocker (line 687) | def get_data_policy_rate_expectation_mocker( function mock_meeting_expectation (line 705) | def mock_meeting_expectation(): function mock_meeting_spot (line 724) | def mock_meeting_spot(): function mock_meeting_absolute (line 743) | def mock_meeting_absolute(): function mock_ois_spot (line 762) | def mock_ois_spot(): function test_get_default_ois_benchmark (line 781) | def test_get_default_ois_benchmark(mocker): function test_policy_rate_term_structure (line 787) | def test_policy_rate_term_structure(mocker): function test_policy_rate_expectation (line 881) | def test_policy_rate_expectation(mocker): function mock_policy_rt_spot (line 976) | def mock_policy_rt_spot(): function mock_policy_rate_expectation_rt_meeting (line 995) | def mock_policy_rate_expectation_rt_meeting(): function mock_policy_term_rt_meeting (line 1014) | def mock_policy_term_rt_meeting(): function mock_policy_term_rt_meeting_series (line 1033) | def mock_policy_term_rt_meeting_series(): function mock_policy_rate_empty_join_df (line 1052) | def mock_policy_rate_empty_join_df(): function get_data_policy_rate_term_rt_series_mocker (line 1071) | def get_data_policy_rate_term_rt_series_mocker(**kwargs) -> pd.DataFrame: function get_data_policy_rate_term_rt_mocker (line 1078) | def get_data_policy_rate_term_rt_mocker(**kwargs) -> pd.DataFrame: function get_data_empty_spot_mocker (line 1085) | def get_data_empty_spot_mocker(**kwargs) -> pd.DataFrame: function get_data_empty_join_mocker (line 1092) | def get_data_empty_join_mocker(**kwargs) -> pd.DataFrame: function get_cb_swap_assets_mocker (line 1099) | def get_cb_swap_assets_mocker(allow_many=True, **kwargs) -> list: function test_policy_rate_term_structure_rt (line 1116) | def test_policy_rate_term_structure_rt(mocker): function get_data_policy_rate_exp_rt_mocker (line 1203) | def get_data_policy_rate_exp_rt_mocker(**kwargs) -> pd.DataFrame: function policy_exp_empty_spot_mocker (line 1210) | def policy_exp_empty_spot_mocker(**kwargs) -> pd.DataFrame: function test_get_swap_from_meeting_date (line 1217) | def test_get_swap_from_meeting_date(mocker): function test_policy_rate_expectation_rt (line 1237) | def test_policy_rate_expectation_rt(mocker): function test_get_cb_meeting_swap (line 1321) | def test_get_cb_meeting_swap(mocker): FILE: gs_quant/test/timeseries/test_measures_reports.py function compute_geometric_aggregation_calculations (line 297) | def compute_geometric_aggregation_calculations(aum: dict, pnl: dict, dat... function mock_risk_model (line 309) | def mock_risk_model(): function test_factor_exposure (line 331) | def test_factor_exposure(): function test_factor_exposure_percent (line 368) | def test_factor_exposure_percent(): function test_factor_pnl (line 427) | def test_factor_pnl(): function test_factor_pnl_percent (line 485) | def test_factor_pnl_percent(): function test_asset_factor_pnl_percent (line 584) | def test_asset_factor_pnl_percent(): function test_factor_proportion_of_risk (line 618) | def test_factor_proportion_of_risk(): function test_get_factor_data (line 655) | def test_get_factor_data(): function test_aggregate_factor_support (line 666) | def test_aggregate_factor_support(): function test_normalized_performance (line 714) | def test_normalized_performance(): function test_normalized_performance_short (line 755) | def test_normalized_performance_short(): function test_get_long_pnl (line 799) | def test_get_long_pnl(): function test_get_short_pnl (line 836) | def test_get_short_pnl(): function test_get_short_pnl_empty (line 873) | def test_get_short_pnl_empty(): function test_get_long_pnl_empty (line 909) | def test_get_long_pnl_empty(): function test_thematic_exposure (line 945) | def test_thematic_exposure(): function test_thematic_beta (line 977) | def test_thematic_beta(): function test_aum (line 1009) | def test_aum(): function test_pnl (line 1033) | def test_pnl(): function test_pnl_percent (line 1059) | def test_pnl_percent(): function test_historical_simulation_estimated_pnl (line 1113) | def test_historical_simulation_estimated_pnl(): function test_historical_simulation_estimated_factor_attribution (line 1136) | def test_historical_simulation_estimated_factor_attribution(): FILE: gs_quant/test/timeseries/test_measures_risk_models.py function mock_risk_model (line 117) | def mock_risk_model(): function test_risk_model_measure (line 129) | def test_risk_model_measure(): function test_factor_zscore (line 175) | def test_factor_zscore(): function test_factor_covariance (line 217) | def test_factor_covariance(): function test_factor_volatility (line 249) | def test_factor_volatility(): function test_factor_correlation (line 281) | def test_factor_correlation(): function test_factor_performance (line 310) | def test_factor_performance(): function test_factor_returns_intraday (line 339) | def test_factor_returns_intraday(): function test_factor_returns_percentile (line 364) | def test_factor_returns_percentile(): FILE: gs_quant/test/timeseries/test_measures_xccy.py function test_get_floating_rate_option_for_benchmark_retuns_rate (line 45) | def test_get_floating_rate_option_for_benchmark_retuns_rate(): function test_get_floating_rate_option_for_benchmark_retuns_rate_usd (line 51) | def test_get_floating_rate_option_for_benchmark_retuns_rate_usd(): function test_currency_to_tdapi_xccy_swap_rate_asset (line 57) | def test_currency_to_tdapi_xccy_swap_rate_asset(mocker): function test_get_crosscurrency_swap_leg_defaults (line 84) | def test_get_crosscurrency_swap_leg_defaults(): function test_get_crosscurrency_swap_csa_terms (line 122) | def test_get_crosscurrency_swap_csa_terms(): function test_check_valid_indices (line 130) | def test_check_valid_indices(): function test_get_tdapi_crosscurrency_rates_assets (line 141) | def test_get_tdapi_crosscurrency_rates_assets(mocker): function mock_curr (line 201) | def mock_curr(_cls, _q): function test_crosscurrency_swap_rate (line 210) | def test_crosscurrency_swap_rate(mocker): FILE: gs_quant/test/timeseries/test_rolling.py class Timer (line 26) | class Timer: method __init__ (line 27) | def __init__(self, name): method __enter__ (line 30) | def __enter__(self): method __exit__ (line 33) | def __exit__(self, exc_type, exc_val, exc_tb): function test_rolling_date_offset (line 41) | def test_rolling_date_offset(frequency, count, unit): FILE: gs_quant/test/timeseries/test_statistics.py function _random_series (line 58) | def _random_series(days=365, nans=10): function _rolling_1m_test (line 69) | def _rolling_1m_test(fn, pandas_fn: str): function test_generate_series (line 78) | def test_generate_series(): function test_generate_series_intraday (line 91) | def test_generate_series_intraday(): function test_min (line 115) | def test_min(): function test_max (line 169) | def test_max(): function test_range (line 222) | def test_range(): function test_mean (line 251) | def test_mean(): function test_quadratic_mean (line 293) | def test_quadratic_mean(): function test_median (line 400) | def test_median(): function test_mode (line 431) | def test_mode(): function test_sum (line 467) | def test_sum(): function test_product (line 501) | def test_product(): function test_std (line 528) | def test_std(): function test_exponential_std (line 555) | def test_exponential_std(): function test_var (line 589) | def test_var(): function test_cov (line 616) | def test_cov(): function test_zscores (line 642) | def test_zscores(): function test_winsorize (line 687) | def test_winsorize(): function test_percentiles (line 711) | def test_percentiles(): function test_percentile (line 765) | def test_percentile(): function test_percentile_str (line 783) | def test_percentile_str(): function test_regression (line 796) | def test_regression(): function test_rolling_linear_regression (line 825) | def test_rolling_linear_regression(): function test_sir_model (line 857) | def test_sir_model(): function test_seir_model (line 926) | def test_seir_model(): FILE: gs_quant/test/timeseries/test_tca.py function test_covariance (line 27) | def test_covariance(): FILE: gs_quant/test/timeseries/test_technicals.py function test_moving_average (line 41) | def test_moving_average(): function test_smoothed_moving_average (line 70) | def test_smoothed_moving_average(): function test_macd (line 103) | def test_macd(): function test_bollinger_bands (line 122) | def test_bollinger_bands(): function test_relative_strength_index (line 149) | def test_relative_strength_index(): function test_exponential_moving_average (line 216) | def test_exponential_moving_average(): function test_exponential_volatility (line 249) | def test_exponential_volatility(): function test_exponential_spread_volatility (line 257) | def test_exponential_spread_volatility(): function test_trend (line 265) | def test_trend(): function test_seasonality_adjusted (line 287) | def test_seasonality_adjusted(): FILE: gs_quant/test/timeseries/test_timeseries.py function ts_map (line 102) | def ts_map(): function test_have_docstrings (line 111) | def test_have_docstrings(ts_map): function test_window_to_from_dict (line 116) | def test_window_to_from_dict(): function test_docstrings (line 130) | def test_docstrings(ts_map): function test_annotations (line 154) | def test_annotations(ts_map): function _check_measure_args (line 165) | def _check_measure_args(params, request_required, fn_name): function test_measures (line 190) | def test_measures(ts_map): function test_measures_on_entities (line 202) | def test_measures_on_entities(ts_map): FILE: gs_quant/test/timeseries/utils.py function __unpack (line 24) | def __unpack(results: Union[dict, list], cls: type) -> Union[Base, tuple... function handle_response (line 37) | def handle_response(res, cls=None): function mock_request (line 47) | def mock_request(path, payload=None, cls=None): FILE: gs_quant/test/tracing/test_tracing.py function make_zero_duration (line 26) | def make_zero_duration(spans): function test_tracer_tags (line 34) | def test_tracer_tags(): function test_tracer_events (line 45) | def test_tracer_events(): function test_tracer_print (line 62) | def test_tracer_print(): function test_tracer_plot (line 93) | def test_tracer_plot(): function test_gather_when_multi_traces (line 103) | def test_gather_when_multi_traces(): function test_tracer_wrapped_error (line 123) | def test_tracer_wrapped_error(): function test_active_span (line 145) | def test_active_span(): function test_span_activation (line 172) | def test_span_activation(): function test_inject_extract (line 209) | def test_inject_extract(): function test_ignore_active_span (line 230) | def test_ignore_active_span(): function test_callback_in_scope (line 239) | async def test_callback_in_scope(): FILE: gs_quant/test/utils/datagrid_test_utils.py function _read_entity (line 24) | def _read_entity(entity): function get_test_entity (line 29) | def get_test_entity(entity_id: str): FILE: gs_quant/test/utils/mock_calc.py function get_risk_request_id (line 27) | def get_risk_request_id(requests): class MockCalc (line 61) | class MockCalc(MockRequest): method __init__ (line 66) | def __init__(self, mocker, save_files=False, paths=None, application='... method mock_calc_create_files (line 78) | def mock_calc_create_files(self, *args, **kwargs): method get_request_id (line 100) | def get_request_id(self, args, kwargs): FILE: gs_quant/test/utils/mock_data.py class MockData (line 24) | class MockData(MockRequest): method __init__ (line 29) | def __init__(self, mocker, save_files=False, paths=None, application='... method mock_calc_create_files (line 41) | def mock_calc_create_files(self, *args, **kwargs): method get_request_id (line 58) | def get_request_id(self, args, kwargs): FILE: gs_quant/test/utils/mock_request.py class MockFileKey (line 34) | class MockFileKey: method __init__ (line 35) | def __init__(self, request_id): method get_hash (line 41) | def get_hash(request_id: str): method __eq__ (line 45) | def __eq__(self, other): method __hash__ (line 52) | def __hash__(self): method __repr__ (line 55) | def __repr__(self): class MockFileRecord (line 59) | class MockFileRecord(NamedTuple): class MockRequest (line 67) | class MockRequest: method __init__ (line 75) | def __init__(self, mocker, save_files=False, paths=None, application='... method __enter__ (line 84) | def __enter__(self): method full_file_path (line 104) | def full_file_path(self, mock_file_key: MockFileKey): method build_file_path (line 108) | def build_file_path(base_path, mock_file_key: MockFileKey): method mock_calc (line 111) | def mock_calc(self, *args, **kwargs): method _record_file_used_in_test (line 125) | def _record_file_used_in_test(self, mfk: MockFileKey): method _get_current_test_name (line 131) | def _get_current_test_name(): method _load_mock_data_from_file (line 135) | def _load_mock_data_from_file(cls, file_path): method _make_mock_file_data (line 148) | def _make_mock_file_data(cls, mfk: MockFileKey, cls_name, mock_data_st... method create_files (line 157) | def create_files(self, request_id, result_json): method mock_calc_create_files (line 170) | def mock_calc_create_files(self, *args, **kwargs): ... method mock_calc_check_and_create_files (line 172) | def mock_calc_check_and_create_files(self, *args, **kwargs): method mock_calc_create_new_files (line 182) | def mock_calc_create_new_files(self, *args, **kwargs): method __exit__ (line 191) | def __exit__(self, exc_type, exc_val, exc_tb): method get_file_summary (line 195) | def get_file_summary() -> Dict[Path, Dict[MockFileKey, Tuple[List[str]... method get_unused_files (line 199) | def get_unused_files(cls, log=False) -> Tuple[Dict[str, Any], ...]: method remove_unused_files (line 222) | def remove_unused_files(cls): method reindex_test_files (line 232) | def reindex_test_files(cls, report_only=False, log=False) -> Tuple[str... method _update_single_file_with_new_tests (line 243) | def _update_single_file_with_new_tests(cls, base_path, mock_file_key, ... method _reindex_single_file (line 276) | def _reindex_single_file(self, mock_file_key: MockFileKey): method get_saved_files (line 286) | def get_saved_files() -> List[str]: method get_request_id (line 290) | def get_request_id(self, args, kwargs): ... FILE: gs_quant/test/utils/test_utilities.py class TestSecmasterXrefFormatter (line 22) | class TestSecmasterXrefFormatter(unittest.TestCase): method setUp (line 23) | def setUp(self): method test_event_creation_and_priority (line 27) | def test_event_creation_and_priority(self): method test_date_sort_key (line 44) | def test_date_sort_key(self): method test_add_one_day (line 56) | def test_add_one_day(self): method test_subtract_one_day (line 82) | def test_subtract_one_day(self): method test_create_events (line 100) | def test_create_events(self): method test_convert_empty_data (line 126) | def test_convert_empty_data(self): method test_convert_simple_case (line 134) | def test_convert_simple_case(self): method test_convert_infinity_marker_normalization (line 147) | def test_convert_infinity_marker_normalization(self): method test_convert_overlapping_periods (line 175) | def test_convert_overlapping_periods(self): method test_convert_adjacent_periods (line 205) | def test_convert_adjacent_periods(self): method test_convert_same_date_start_end (line 228) | def test_convert_same_date_start_end(self): method test_convert_multiple_entities (line 243) | def test_convert_multiple_entities(self): method test_event_sorting (line 259) | def test_event_sorting(self): FILE: gs_quant/test/utils/test_utils.py function test_fix_mock_data (line 29) | def test_fix_mock_data(): function test_mock_data_file_sanity (line 40) | def test_mock_data_file_sanity(): function _remove_unwanted (line 60) | def _remove_unwanted(json_text): function load_json_from_resource (line 67) | def load_json_from_resource(test_file_name, json_file_name): function mock_request (line 72) | def mock_request(method, path, payload, test_file_name): FILE: gs_quant/timeseries/algebra.py class FilterOperator (line 39) | class FilterOperator(Enum): function add (line 49) | def add( function subtract (line 108) | def subtract( function multiply (line 169) | def multiply( function divide (line 228) | def divide( function floordiv (line 287) | def floordiv( function exp (line 343) | def exp(x: pd.Series) -> pd.Series: function log (line 372) | def log(x: pd.Series) -> pd.Series: function power (line 405) | def power(x: pd.Series, y: float = 1) -> pd.Series: function sqrt (line 435) | def sqrt(x: Union[Real, pd.Series]) -> Union[Real, pd.Series]: function abs_ (line 469) | def abs_(x: pd.Series) -> pd.Series: function floor (line 501) | def floor(x: pd.Series, value: float = 0) -> pd.Series: function ceil (line 534) | def ceil(x: pd.Series, value: float = 0) -> pd.Series: function filter_ (line 567) | def filter_(x: pd.Series, operator: Optional[FilterOperator] = None, val... function filter_dates (line 627) | def filter_dates( function _sum_boolean_series (line 686) | def _sum_boolean_series(*series): function and_ (line 703) | def and_(*series: pd.Series) -> pd.Series: function or_ (line 715) | def or_(*series: pd.Series) -> pd.Series: function not_ (line 727) | def not_(series: pd.Series) -> pd.Series: function if_ (line 740) | def if_(flags: pd.Series, x: Union[pd.Series, float], y: Union[pd.Series... function weighted_sum (line 778) | def weighted_sum(series: List[pd.Series], weights: list) -> pd.Series: function geometrically_aggregate (line 824) | def geometrically_aggregate(series: pd.Series) -> pd.Series: FILE: gs_quant/timeseries/analysis.py class ThresholdType (line 35) | class ThresholdType(str, Enum): function smooth_spikes (line 41) | def smooth_spikes( function repeat (line 100) | def repeat(x: pd.Series, n: int = 1) -> pd.Series: function first (line 122) | def first(x: pd.Series) -> pd.Series: function last (line 153) | def last(x: pd.Series) -> pd.Series: function last_value (line 184) | def last_value(x: pd.Series) -> Union[int, float]: function count (line 213) | def count(x: pd.Series) -> pd.Series: function diff (line 248) | def diff(x: pd.Series, obs: Union[Window, int, str] = 1) -> pd.Series: function compare (line 282) | def compare( class LagMode (line 328) | class LagMode(Enum): function lag (line 334) | def lag(x: pd.Series, obs: Union[Window, int, str] = 1, mode: LagMode = ... FILE: gs_quant/timeseries/backtesting.py function backtest_basket (line 57) | def backtest_basket( function basket_series (line 145) | def basket_series( class Basket (line 183) | class Basket: method __init__ (line 193) | def __init__(self, stocks: list, weights: list = None, rebal_freq: Reb... method _reset (line 209) | def _reset(self): method get_marquee_ids (line 216) | def get_marquee_ids(self): method _ensure_spot_data (line 233) | def _ensure_spot_data(self, request_id: Optional[str] = None): method _ensure_backtest (line 252) | def _ensure_backtest(self, request_id: Optional[str] = None): method get_returns (line 267) | def get_returns(self, request_id: Optional[str] = None): method get_actual_weights (line 271) | def get_actual_weights(self, request_id: Optional[str] = None): method get_spot_data (line 275) | def get_spot_data(self, request_id: Optional[str] = None): method price (line 281) | def price(self, *, real_time: bool = False, request_id: Optional[str] ... method average_implied_volatility (line 296) | def average_implied_volatility( method average_realized_volatility (line 377) | def average_realized_volatility( method average_realized_correlation (line 411) | def average_realized_correlation( method average_forward_vol (line 447) | def average_forward_vol( FILE: gs_quant/timeseries/datetime.py function __interpolate_step (line 50) | def __interpolate_step(x: pd.Series, dates: pd.Series = None) -> pd.Series: function align (line 75) | def align( function interpolate (line 151) | def interpolate( function value (line 221) | def value(x: pd.Series, date: Union[dt.date, dt.time], method: Interpola... function day (line 269) | def day(x: pd.Series) -> pd.Series: function month (line 300) | def month(x: pd.Series) -> pd.Series: function year (line 331) | def year(x: pd.Series) -> pd.Series: function quarter (line 362) | def quarter(x: pd.Series) -> pd.Series: function weekday (line 393) | def weekday(x: pd.Series) -> pd.Series: function day_count_fractions (line 424) | def day_count_fractions( function date_range (line 480) | def date_range( function append (line 545) | def append(series: List[pd.Series]) -> pd.Series: function prepend (line 581) | def prepend(x: List[pd.Series]) -> pd.Series: function union (line 623) | def union(x: List[pd.Series]) -> pd.Series: function bucketize (line 658) | def bucketize(series: pd.Series, aggregate_function: AggregateFunction, ... function day_count (line 699) | def day_count(first: dt.date, second: dt.date) -> int: function day_countdown (line 713) | def day_countdown(end_date: dt.date, start_date: dt.date = None, busines... function align_calendar (line 771) | def align_calendar(series: pd.Series, calendar: str) -> pd.Series: FILE: gs_quant/timeseries/econometrics.py class AnnualizationFactor (line 51) | class AnnualizationFactor(IntEnum): class SharpeAssets (line 60) | class SharpeAssets(Enum): function excess_returns_pure (line 70) | def excess_returns_pure(price_series: pd.Series, spot_curve: pd.Series) ... function excess_returns (line 80) | def excess_returns( function _annualized_return (line 111) | def _annualized_return( function get_ratio_pure (line 144) | def get_ratio_pure( function _get_ratio (line 155) | def _get_ratio( class RiskFreeRateCurrency (line 173) | class RiskFreeRateCurrency(Enum): function excess_returns_ (line 191) | def excess_returns_(price_series: pd.Series, currency: RiskFreeRateCurre... function sharpe_ratio (line 217) | def sharpe_ratio( function returns (line 272) | def returns(series: pd.Series, obs: Union[Window, int, str] = 1, type: R... function prices (line 351) | def prices(series: pd.Series, initial: int = 1, type: Returns = Returns.... function index (line 422) | def index(x: pd.Series, initial: int = 1) -> pd.Series: function change (line 459) | def change(x: pd.Series) -> pd.Series: function _get_annualization_factor (line 489) | def _get_annualization_factor(x): function annualize (line 519) | def annualize(x: pd.Series) -> pd.Series: function volatility (line 563) | def volatility( function vol_swap_volatility (line 693) | def vol_swap_volatility( function correlation (line 766) | def correlation( function corr_swap_correlation (line 885) | def corr_swap_correlation( function beta (line 961) | def beta(x: pd.Series, b: pd.Series, w: Union[Window, int, str] = Window... function max_drawdown (line 1054) | def max_drawdown(x: pd.Series, w: Union[Window, int, str] = Window(None,... FILE: gs_quant/timeseries/helper.py class Entitlement (line 64) | class Entitlement(Enum): function rolling_apply (line 73) | def rolling_apply(s: pd.Series, offset: pd.DateOffset, function: Callabl... function _create_enum (line 81) | def _create_enum(name, members): function _create_int_enum (line 85) | def _create_int_enum(name, mappings): function _to_offset (line 89) | def _to_offset(tenor: str) -> pd.DateOffset: function _tenor_to_month (line 113) | def _tenor_to_month(relative_date: str) -> int: class Window (line 127) | class Window: method __init__ (line 152) | def __init__(self, w: Union[int, str, None] = None, r: Union[int, str,... method as_dict (line 156) | def as_dict(self): method from_dict (line 160) | def from_dict(cls, obj): function _check_window (line 164) | def _check_window(series_length: int, window: Window): function apply_ramp (line 172) | def apply_ramp(x: pd.Series, window: Window) -> pd.Series: function normalize_window (line 185) | def normalize_window( function plot_function (line 210) | def plot_function(fn): function plot_session_function (line 216) | def plot_session_function(fn): function check_forward_looking (line 222) | def check_forward_looking(pricing_date, source, name="function"): function plot_measure (line 233) | def plot_measure( function plot_measure_entity (line 270) | def plot_measure_entity(entity_type: EntityType, dependencies: Optional[... function requires_session (line 286) | def requires_session(fn): function plot_method (line 291) | def plot_method(fn): function log_return (line 306) | def log_return(logger: logging.Logger, message): function get_df_with_retries (line 319) | def get_df_with_retries(fetcher, start_date, end_date, exchange, retries... function get_dataset_data_with_retries (line 346) | def get_dataset_data_with_retries( function get_dataset_with_many_assets (line 366) | def get_dataset_with_many_assets( function _month_to_tenor (line 377) | def _month_to_tenor(months: int) -> str: function _split_where_conditions (line 381) | def _split_where_conditions(where): function _pandas_roll (line 398) | def _pandas_roll(s: pd.Series, window_str: str, method_name: str): function rolling_offset (line 402) | def rolling_offset( FILE: gs_quant/timeseries/measure_registry.py class MultiMeasure (line 24) | class MultiMeasure: method __init__ (line 25) | def __init__(self, display_name): method get_fn (line 29) | def get_fn(self, asset): method __call__ (line 51) | def __call__(self, asset, *args, **kwargs): method register (line 55) | def register(self, function): function register_measure (line 60) | def register_measure(fn): FILE: gs_quant/timeseries/measures.py function _normalize_dtidx (line 74) | def _normalize_dtidx(idx): class ExtendedSeries (line 85) | class ExtendedSeries(pd.Series): method _constructor (line 90) | def _constructor(self): method __finalize__ (line 93) | def __finalize__(self, other, method=None, **kwargs): class NercCalendar (line 103) | class NercCalendar(AbstractHolidayCalendar): class UnderlyingSourceCategory (line 114) | class UnderlyingSourceCategory(Enum): class GICSSector (line 120) | class GICSSector(Enum): class RetailMeasures (line 135) | class RetailMeasures(Enum): class SkewReference (line 152) | class SkewReference(Enum): class NormalizationMode (line 159) | class NormalizationMode(Enum): class CdsVolReference (line 164) | class CdsVolReference(Enum): class VolSmileReference (line 170) | class VolSmileReference(Enum): class FXForwardType (line 177) | class FXForwardType(Enum): class FxForecastHorizon (line 182) | class FxForecastHorizon(Enum): class _FxForecastTimeSeriesPeriodType (line 192) | class _FxForecastTimeSeriesPeriodType(Enum): class FundamentalMetricPeriodDirection (line 197) | class FundamentalMetricPeriodDirection(Enum): class RatesConversionType (line 202) | class RatesConversionType(Enum): class EsgMetric (line 210) | class EsgMetric(Enum): class SwaptionTenorType (line 230) | class SwaptionTenorType(Enum): class EquilibriumExchangeRateMetric (line 235) | class EquilibriumExchangeRateMetric(Enum): class _FactorProfileMetric (line 240) | class _FactorProfileMetric(Enum): class _CommodityForecastType (line 247) | class _CommodityForecastType(Enum): class _CommodityForecastTimeSeriesPeriodType (line 254) | class _CommodityForecastTimeSeriesPeriodType(Enum): class _RatingMetric (line 261) | class _RatingMetric(Enum): class EUNatGasDataReference (line 266) | class EUNatGasDataReference(Enum): class EUPowerDataReference (line 277) | class EUPowerDataReference(Enum): class FXSpotCarry (line 287) | class FXSpotCarry(Enum): function _asset_from_spec (line 356) | def _asset_from_spec(asset_spec: ASSET_SPEC) -> Asset: function _cross_stored_direction_helper (line 364) | def _cross_stored_direction_helper(bbid): function cross_stored_direction_for_fx_vol (line 374) | def cross_stored_direction_for_fx_vol(asset_spec: ASSET_SPEC, *, return_... function cross_to_usd_based_cross (line 390) | def cross_to_usd_based_cross(asset_spec: ASSET_SPEC) -> str: function currency_to_default_benchmark_rate (line 408) | def currency_to_default_benchmark_rate(asset_spec: ASSET_SPEC) -> str: function currency_to_default_ois_asset (line 418) | def currency_to_default_ois_asset(asset_spec: ASSET_SPEC) -> str: function currency_to_default_swap_rate_asset (line 427) | def currency_to_default_swap_rate_asset(asset_spec: ASSET_SPEC) -> str: function currency_to_inflation_benchmark_rate (line 432) | def currency_to_inflation_benchmark_rate(asset_spec: ASSET_SPEC) -> str: function cross_to_basis (line 441) | def cross_to_basis(asset_spec: ASSET_SPEC) -> str: function convert_asset_for_rates_data_set (line 450) | def convert_asset_for_rates_data_set(from_asset: Asset, c_type: RatesCon... function _get_custom_bd (line 481) | def _get_custom_bd(exchange): function _range_from_pricing_date (line 489) | def _range_from_pricing_date(exchange, pricing_date: Optional[GENERIC_DA... function _market_data_timed (line 509) | def _market_data_timed(q, request_id=None, ignore_errors: bool = False): function _extract_series_from_df (line 514) | def _extract_series_from_df(df: pd.DataFrame, query_type: QueryType, han... function _fundamentals_md_query (line 525) | def _fundamentals_md_query( function skew (line 554) | def skew( function cds_implied_volatility (line 646) | def cds_implied_volatility( function option_premium_credit (line 697) | def option_premium_credit( function absolute_strike_credit (line 749) | def absolute_strike_credit( function implied_volatility_credit (line 806) | def implied_volatility_credit( function cds_spread (line 858) | def cds_spread( function implied_volatility (line 902) | def implied_volatility( function _tenor_month_to_year (line 963) | def _tenor_month_to_year(tenor: str): function implied_volatility_ng (line 978) | def implied_volatility_ng( function _preprocess_implied_vol_strikes_fx (line 1031) | def _preprocess_implied_vol_strikes_fx(strike_reference: VolReference = ... function _check_top_n (line 1056) | def _check_top_n(top_n): function implied_correlation (line 1073) | def implied_correlation( function _calculate_implied_correlation (line 1158) | def _calculate_implied_correlation(index_mqid, vol_df, constituents_weig... function implied_correlation_with_basket (line 1205) | def implied_correlation_with_basket( function realized_correlation_with_basket (line 1274) | def realized_correlation_with_basket( function average_implied_volatility (line 1328) | def average_implied_volatility( function average_implied_variance (line 1469) | def average_implied_variance( function average_realized_volatility (line 1525) | def average_realized_volatility( function _get_index_constituent_weights (line 1607) | def _get_index_constituent_weights( function cap_floor_vol (line 1635) | def cap_floor_vol( function cap_floor_atm_fwd_rate (line 1680) | def cap_floor_atm_fwd_rate( function spread_option_vol (line 1719) | def spread_option_vol( function spread_option_atm_fwd_rate (line 1778) | def spread_option_atm_fwd_rate( function zc_inflation_swap_rate (line 1821) | def zc_inflation_swap_rate( function basis (line 1862) | def basis( function fx_forecast (line 1901) | def fx_forecast( function fx_forecast_time_series (line 1953) | def fx_forecast_time_series( function forward_vol (line 2012) | def forward_vol( function _process_forward_vol_term (line 2113) | def _process_forward_vol_term(asset: Asset, vol_series: pd.Series, vol_c... function forward_vol_term (line 2147) | def forward_vol_term( function _get_skew_strikes (line 2182) | def _get_skew_strikes(asset: Asset, strike_reference: SkewReference, dis... function _skew (line 2218) | def _skew( function _skew_fetcher (line 2246) | def _skew_fetcher(asset_id, query_type, where, source, real_time, reques... function skew_term (line 2274) | def skew_term( function vol_term (line 2417) | def vol_term( function vol_smile (line 2530) | def vol_smile( function measure_request_safe (line 2586) | def measure_request_safe(parent_fn_name, asset, fn, request_id, *args, *... function fwd_term (line 2596) | def fwd_term( function fx_fwd_term (line 2650) | def fx_fwd_term( function carry_term (line 2727) | def carry_term( function _var_swap_tenors (line 2799) | def _var_swap_tenors(asset: Asset, request_id=None): function forward_var_term (line 2814) | def forward_var_term( function _get_latest_term_structure_data (line 2837) | def _get_latest_term_structure_data(asset_id, query_type, where, groupby... function var_term (line 2871) | def var_term( function _get_var_swap_df (line 2954) | def _get_var_swap_df(asset: Asset, where, source, real_time): function var_swap (line 3006) | def var_swap( function _get_iso_data (line 3065) | def _get_iso_data(region: str): function _get_qbt_mapping (line 3084) | def _get_qbt_mapping(bucket, region): function _get_weight_for_bucket (line 3095) | def _get_weight_for_bucket(asset, start_contract_range, end_contract_ran... function _filter_by_bucket (line 3121) | def _filter_by_bucket(df, bucket, holidays, region): function _string_to_date_interval (line 3159) | def _string_to_date_interval(interval: str): function _merge_curves_by_weighted_average (line 3224) | def _merge_curves_by_weighted_average(forwards_data, weights, keys, meas... function _weighted_average_valuation_curve_for_calendar_strip (line 3257) | def _weighted_average_valuation_curve_for_calendar_strip(asset, contract... function fair_price (line 3304) | def fair_price( function _get_start_and_end_dates (line 3334) | def _get_start_and_end_dates(contract_range: str) -> (int, int): function get_weights_for_contracts (line 3349) | def get_weights_for_contracts(contract_range: str) -> dict: function _forward_price_natgas (line 3356) | def _forward_price_natgas( function _forward_price_elec (line 3393) | def _forward_price_elec( function forward_price (line 3460) | def forward_price( function implied_volatility_elec (line 3496) | def implied_volatility_elec( function eu_ng_hub_to_swap (line 3544) | def eu_ng_hub_to_swap(asset_spec: ASSET_SPEC) -> str: function forward_price_ng (line 3566) | def forward_price_ng( function get_contract_range (line 3593) | def get_contract_range(start_contract_range, end_contract_range, timezone): function bucketize_price (line 3624) | def bucketize_price( function dividend_yield (line 3734) | def dividend_yield( function earnings_per_share (line 3787) | def earnings_per_share( function earnings_per_share_positive (line 3836) | def earnings_per_share_positive( function net_debt_to_ebitda (line 3885) | def net_debt_to_ebitda( function price_to_book (line 3934) | def price_to_book( function price_to_cash (line 3983) | def price_to_cash( function price_to_earnings (line 4032) | def price_to_earnings( function price_to_earnings_positive (line 4081) | def price_to_earnings_positive( function price_to_earnings_positive_exclusive (line 4130) | def price_to_earnings_positive_exclusive( function price_to_sales (line 4169) | def price_to_sales( function return_on_equity (line 4218) | def return_on_equity( function sales_per_share (line 4267) | def sales_per_share( function current_constituents_dividend_yield (line 4323) | def current_constituents_dividend_yield( function current_constituents_earnings_per_share (line 4373) | def current_constituents_earnings_per_share( function current_constituents_earnings_per_share_positive (line 4423) | def current_constituents_earnings_per_share_positive( function current_constituents_net_debt_to_ebitda (line 4474) | def current_constituents_net_debt_to_ebitda( function current_constituents_price_to_book (line 4525) | def current_constituents_price_to_book( function current_constituents_price_to_cash (line 4575) | def current_constituents_price_to_cash( function current_constituents_price_to_earnings (line 4625) | def current_constituents_price_to_earnings( function current_constituents_price_to_earnings_positive (line 4676) | def current_constituents_price_to_earnings_positive( function current_constituents_price_to_sales (line 4727) | def current_constituents_price_to_sales( function current_constituents_return_on_equity (line 4777) | def current_constituents_return_on_equity( function current_constituents_sales_per_share (line 4827) | def current_constituents_sales_per_share( function realized_correlation (line 4874) | def realized_correlation( function realized_volatility (line 4976) | def realized_volatility( function esg_headline_metric (line 5027) | def esg_headline_metric( function rating (line 5060) | def rating( function fair_value (line 5108) | def fair_value( function factor_profile (line 5144) | def factor_profile( function commodity_forecast (line 5201) | def commodity_forecast( function commodity_forecast_time_series (line 5254) | def commodity_forecast_time_series( function _get_marketdate_validation (line 5351) | def _get_marketdate_validation(market_date, start_date, end_date, timezo... function forward_curve (line 5402) | def forward_curve( function forward_curve_ng (line 5488) | def forward_curve_ng( function _forward_price_eu_natgas (line 5560) | def _forward_price_eu_natgas( function fx_implied_correlation (line 5617) | def fx_implied_correlation( function get_last_for_measure (line 5707) | def get_last_for_measure( function merge_dataframes (line 5738) | def merge_dataframes(dataframes: List[pd.DataFrame]): function append_last_for_measure (line 5749) | def append_last_for_measure( function get_market_data_tasks (line 5763) | def get_market_data_tasks( function get_historical_and_last_for_measure (line 5791) | def get_historical_and_last_for_measure( function settlement_price (line 5839) | def settlement_price(asset: Asset, contract: str = 'F22', *, source: str... function hloc_prices (line 5895) | def hloc_prices( function thematic_model_exposure (line 5921) | def thematic_model_exposure( function thematic_model_beta (line 5946) | def thematic_model_beta( function retail_interest_agg (line 5974) | def retail_interest_agg( class S3Metrics (line 6034) | class S3Metrics(Enum): function s3_long_short_concentration (line 6052) | def s3_long_short_concentration( FILE: gs_quant/timeseries/measures_countries.py class _FCI_MEASURE (line 34) | class _FCI_MEASURE(Enum): function fci (line 50) | def fci( FILE: gs_quant/timeseries/measures_factset.py class EstimateItem (line 32) | class EstimateItem(Enum): class EstimateStatistic (line 105) | class EstimateStatistic(Enum): class EstimateBasis (line 113) | class EstimateBasis(Enum): class FundamentalBasis (line 121) | class FundamentalBasis(Enum): # todo: add LTM as a choice and routing l... class FundamentalBasicItem (line 127) | class FundamentalBasicItem(Enum): class FundamentalBasicDerivedItem (line 245) | class FundamentalBasicDerivedItem(Enum): class FundamentalAdvancedItem (line 311) | class FundamentalAdvancedItem(Enum): class FundamentalAdvancedDerivedItem (line 804) | class FundamentalAdvancedDerivedItem(Enum): class FundamentalFormat (line 1039) | class FundamentalFormat(Enum): class RatingType (line 1044) | class RatingType(Enum): class FiscalPeriod (line 1055) | class FiscalPeriod: method __init__ (line 1075) | def __init__(self, y: Union[int, str, None] = None, p: Union[int, str,... method as_dict (line 1079) | def as_dict(self): method from_dict (line 1083) | def from_dict(cls, obj): function factset_estimates (line 1135) | def factset_estimates( function factset_fundamentals (line 1248) | def factset_fundamentals( function factset_ratings (line 1303) | def factset_ratings( FILE: gs_quant/timeseries/measures_fx_vol.py class OptionType (line 44) | class OptionType(Enum): class TdapiFXDefaultsProvider (line 50) | class TdapiFXDefaultsProvider: method __init__ (line 54) | def __init__(self, defaults: dict): method get_defaults_for_cross (line 57) | def get_defaults_for_cross(self, cross: str): function _currencypair_to_tdapi_fxfwd_asset (line 231) | def _currencypair_to_tdapi_fxfwd_asset(asset_spec: ASSET_SPEC) -> str: function _currencypair_to_tdapi_fxo_asset (line 246) | def _currencypair_to_tdapi_fxo_asset(asset_spec: ASSET_SPEC) -> str: function _currencypair_to_tdapi_fx_vol_swap_asset (line 254) | def _currencypair_to_tdapi_fx_vol_swap_asset(asset_spec: ASSET_SPEC) -> ... function _get_tdapi_fxo_assets (line 262) | def _get_tdapi_fxo_assets(**kwargs) -> Union[str, list]: function get_fxo_asset (line 281) | def get_fxo_asset( function _get_tdapi_fxo_assets_vol_swaps (line 330) | def _get_tdapi_fxo_assets_vol_swaps(**kwargs) -> Union[str, list]: function cross_stored_direction_for_fx_vol (line 353) | def cross_stored_direction_for_fx_vol(asset_spec: ASSET_SPEC) -> Union[s... function _get_fxo_defaults (line 369) | def _get_fxo_defaults(cross: str) -> dict: function _get_fx_csa_terms (line 373) | def _get_fx_csa_terms() -> dict: function _get_fx_vol_swap_data (line 377) | def _get_fx_vol_swap_data( function _get_fxfwd_data (line 416) | def _get_fxfwd_data( function _get_fxo_data (line 461) | def _get_fxo_data( function implied_volatility_new (line 501) | def implied_volatility_new( function implied_volatility_fxvol (line 557) | def implied_volatility_fxvol( function fwd_points (line 633) | def fwd_points( function vol_swap_strike (line 667) | def vol_swap_strike( function spot_carry (line 703) | def spot_carry( FILE: gs_quant/timeseries/measures_helper.py class EdrDataReference (line 23) | class EdrDataReference(Enum): class VolReference (line 29) | class VolReference(Enum): function preprocess_implied_vol_strikes_eq (line 38) | def preprocess_implied_vol_strikes_eq(strike_reference: VolReference = N... FILE: gs_quant/timeseries/measures_inflation.py class InflationIndexType (line 39) | class InflationIndexType(Enum): class TdapiInflationRatesDefaultsProvider (line 81) | class TdapiInflationRatesDefaultsProvider: method __init__ (line 85) | def __init__(self, defaults: dict): method get_index_for_benchmark (line 93) | def get_index_for_benchmark(self, currency: CurrencyEnum, benchmark: s... function _currency_to_tdapi_inflation_swap_rate_asset (line 160) | def _currency_to_tdapi_inflation_swap_rate_asset(asset_spec: ASSET_SPEC)... function _get_tdapi_inflation_rates_assets (line 168) | def _get_tdapi_inflation_rates_assets(allow_many=False, **kwargs) -> Uni... function _check_inflation_index_type (line 195) | def _check_inflation_index_type(currency, benchmark_type: Union[Inflatio... function _get_inflation_swap_leg_defaults (line 215) | def _get_inflation_swap_leg_defaults(currency: CurrencyEnum, benchmark_t... function _get_inflation_swap_csa_terms (line 226) | def _get_inflation_swap_csa_terms(curr: str, inflationindextype: str) ->... function _get_inflation_swap_data (line 230) | def _get_inflation_swap_data( function inflation_swap_rate (line 299) | def inflation_swap_rate( function inflation_swap_term (line 346) | def inflation_swap_term( FILE: gs_quant/timeseries/measures_portfolios.py function aum (line 35) | def aum( function portfolio_factor_exposure (line 61) | def portfolio_factor_exposure( function portfolio_factor_pnl (line 91) | def portfolio_factor_pnl( function portfolio_factor_proportion_of_risk (line 121) | def portfolio_factor_proportion_of_risk( function portfolio_daily_risk (line 149) | def portfolio_daily_risk( function portfolio_annual_risk (line 177) | def portfolio_annual_risk( function portfolio_thematic_exposure (line 205) | def portfolio_thematic_exposure( function portfolio_pnl (line 229) | def portfolio_pnl( function portfolio_hit_rate (line 253) | def portfolio_hit_rate( function portfolio_max_drawdown (line 277) | def portfolio_max_drawdown( function portfolio_drawdown_length (line 301) | def portfolio_drawdown_length( function portfolio_max_recovery_period (line 325) | def portfolio_max_recovery_period( function portfolio_standard_deviation (line 349) | def portfolio_standard_deviation( function portfolio_downside_risk (line 373) | def portfolio_downside_risk( function portfolio_semi_variance (line 399) | def portfolio_semi_variance( function portfolio_kurtosis (line 425) | def portfolio_kurtosis( function portfolio_skewness (line 450) | def portfolio_skewness( function portfolio_realized_var (line 475) | def portfolio_realized_var( function portfolio_tracking_error (line 503) | def portfolio_tracking_error( function portfolio_tracking_error_bear (line 540) | def portfolio_tracking_error_bear( function portfolio_tracking_error_bull (line 578) | def portfolio_tracking_error_bull( function portfolio_sharpe_ratio (line 616) | def portfolio_sharpe_ratio( function portfolio_calmar_ratio (line 653) | def portfolio_calmar_ratio( function portfolio_sortino_ratio (line 682) | def portfolio_sortino_ratio( function portfolio_information_ratio (line 719) | def portfolio_information_ratio( function portfolio_information_ratio_bull (line 756) | def portfolio_information_ratio_bull( function portfolio_information_ratio_bear (line 792) | def portfolio_information_ratio_bear( function portfolio_modigliani_ratio (line 830) | def portfolio_modigliani_ratio( function portfolio_treynor_measure (line 871) | def portfolio_treynor_measure( function portfolio_jensen_alpha (line 909) | def portfolio_jensen_alpha( function portfolio_jensen_alpha_bear (line 949) | def portfolio_jensen_alpha_bear( function portfolio_jensen_alpha_bull (line 989) | def portfolio_jensen_alpha_bull( function portfolio_alpha (line 1030) | def portfolio_alpha( function portfolio_beta (line 1059) | def portfolio_beta( function portfolio_correlation (line 1086) | def portfolio_correlation( function portfolio_r_squared (line 1113) | def portfolio_r_squared( function portfolio_capture_ratio (line 1141) | def portfolio_capture_ratio( FILE: gs_quant/timeseries/measures_rates.py class _ClearingHouse (line 52) | class _ClearingHouse(Enum): class _SwapTenorType (line 60) | class _SwapTenorType(Enum): class EventType (line 65) | class EventType(Enum): class RateType (line 71) | class RateType(Enum): class TdapiRatesDefaultsProvider (line 81) | class TdapiRatesDefaultsProvider: method __init__ (line 85) | def __init__(self, defaults: dict): method is_supported (line 92) | def is_supported(self, currency: CurrencyEnum): method get_floating_rate_option_for_benchmark (line 95) | def get_floating_rate_option_for_benchmark(self, currency: CurrencyEnu... method get_swaption_parameter (line 98) | def get_swaption_parameter(self, currency, field, value=None): function _pricing_location_normalized (line 366) | def _pricing_location_normalized(location: PricingLocation, ccy: Currenc... function _default_pricing_location (line 378) | def _default_pricing_location(ccy: CurrencyEnum) -> PricingLocation: function _cross_to_fxfwd_xcswp_asset (line 385) | def _cross_to_fxfwd_xcswp_asset(asset_spec: ASSET_SPEC) -> str: function _currency_to_tdapi_swap_rate_asset (line 393) | def _currency_to_tdapi_swap_rate_asset(asset_spec: ASSET_SPEC) -> str: function _currency_to_tdapi_swap_rate_asset_for_intraday (line 401) | def _currency_to_tdapi_swap_rate_asset_for_intraday(asset_spec: ASSET_SP... function _currency_to_tdapi_asset_base (line 405) | def _currency_to_tdapi_asset_base(asset_spec: ASSET_SPEC, allowed_bbids=... function _currency_to_tdapi_midcurve_asset (line 418) | def _currency_to_tdapi_midcurve_asset(asset_spec: ASSET_SPEC) -> str: function _currency_to_tdapi_swaption_rate_asset (line 422) | def _currency_to_tdapi_swaption_rate_asset(asset_spec: ASSET_SPEC) -> str: function _currency_to_tdapi_basis_swap_rate_asset (line 426) | def _currency_to_tdapi_basis_swap_rate_asset(asset_spec: ASSET_SPEC) -> ... function _match_floating_tenors (line 457) | def _match_floating_tenors(swap_args) -> dict: function _get_tdapi_rates_assets (line 485) | def _get_tdapi_rates_assets(allow_many=False, **kwargs) -> Union[str, li... function _check_forward_tenor (line 523) | def _check_forward_tenor(forward_tenor) -> GENERIC_DATE: class BenchmarkType (line 536) | class BenchmarkType(Enum): function _check_benchmark_type (line 571) | def _check_benchmark_type( function _check_clearing_house (line 597) | def _check_clearing_house(clearing_house: Union[_ClearingHouse, str]) ->... function _check_tenor_type (line 614) | def _check_tenor_type(tenor_type: _SwapTenorType) -> _SwapTenorType: function _check_term_structure_tenor (line 628) | def _check_term_structure_tenor(tenor_type: _SwapTenorType, tenor: str) ... function _get_benchmark_type (line 641) | def _get_benchmark_type(currency: CurrencyEnum, benchmark_type: Benchmar... function _get_swap_leg_defaults (line 654) | def _get_swap_leg_defaults( function _get_swap_csa_terms (line 678) | def _get_swap_csa_terms(curr: str, benchmark_type: str) -> dict: function _get_basis_swap_csa_terms (line 690) | def _get_basis_swap_csa_terms(curr: str, payer_benchmark: str, receiver_... function _get_swap_data (line 703) | def _get_swap_data( function _get_swap_data_calc (line 779) | def _get_swap_data_calc( function _get_term_struct_date (line 823) | def _get_term_struct_date(tenor: Union[str, dt.datetime], index: dt.date... function swap_annuity (line 841) | def swap_annuity( function swaption_premium (line 892) | def swaption_premium( function swaption_annuity (line 945) | def swaption_annuity( function midcurve_premium (line 998) | def midcurve_premium( function midcurve_annuity (line 1053) | def midcurve_annuity( function swaption_atm_fwd_rate (line 1108) | def swaption_atm_fwd_rate( function swaption_vol (line 1157) | def swaption_vol( function midcurve_vol (line 1209) | def midcurve_vol( function midcurve_atm_fwd_rate (line 1263) | def midcurve_atm_fwd_rate( function _get_swaption_measure (line 1309) | def _get_swaption_measure( function _swaption_build_asset_query (line 1364) | def _swaption_build_asset_query( function _check_strike_reference (line 1420) | def _check_strike_reference(strike_reference): function _is_valid_relative_date_tenor (line 1442) | def _is_valid_relative_date_tenor(tenor): function swaption_vol_smile (line 1456) | def swaption_vol_smile( function swaption_vol_term (line 1530) | def swaption_vol_term( function swap_rate (line 1631) | def swap_rate( function swap_rate_calc (line 1682) | def swap_rate_calc( function forward_rate (line 1733) | def forward_rate( function discount_factor (line 1783) | def discount_factor( function instantaneous_forward_rate (line 1828) | def instantaneous_forward_rate( function index_forward_rate (line 1873) | def index_forward_rate( function _get_basis_swap_kwargs (line 1931) | def _get_basis_swap_kwargs( function basis_swap_spread (line 1988) | def basis_swap_spread( function swap_term_structure (line 2069) | def swap_term_structure( function basis_swap_term_structure (line 2200) | def basis_swap_term_structure( function _get_fxfwd_xccy_swp_rates_data (line 2310) | def _get_fxfwd_xccy_swp_rates_data( function ois_xccy (line 2345) | def ois_xccy(asset: Asset, tenor: str = None, *, source: str = None, rea... function ois_xccy_ex_spike (line 2369) | def ois_xccy_ex_spike(asset: Asset, tenor: str = None, *, source: str = ... function non_usd_ois (line 2393) | def non_usd_ois(asset: Asset, tenor: str = None, *, source: str = None, ... function usd_ois (line 2417) | def usd_ois(asset: Asset, tenor: str = None, *, source: str = None, real... class BenchmarkTypeCB (line 2436) | class BenchmarkTypeCB(Enum): function get_cb_swaps_kwargs (line 2444) | def get_cb_swaps_kwargs(currency: CurrencyEnum, benchmark_type: Benchmar... function get_cb_meeting_swaps (line 2466) | def get_cb_meeting_swaps(currency: CurrencyEnum, benchmark_type: Benchma... function get_cb_meeting_swap (line 2471) | def get_cb_meeting_swap( function get_cb_swap_data (line 2485) | def get_cb_swap_data(currency: CurrencyEnum, rate_mqids: list = None): function policy_rate_term_structure (line 2503) | def policy_rate_term_structure( function policy_rate_expectation (line 2587) | def policy_rate_expectation( function parse_meeting_date (line 2668) | def parse_meeting_date(valuation_date: Optional[GENERIC_DATE] = None): function _get_default_ois_benchmark (line 2685) | def _get_default_ois_benchmark(currency: CurrencyEnum) -> BenchmarkTypeCB: function _check_cb_ccy_benchmark_rt (line 2694) | def _check_cb_ccy_benchmark_rt(asset: Asset, benchmark_type: BenchmarkTy... function _get_swap_from_meeting_date (line 2709) | def _get_swap_from_meeting_date( function policy_rate_expectation_rt (line 2733) | def policy_rate_expectation_rt( function policy_rate_term_structure_rt (line 2775) | def policy_rate_term_structure_rt( FILE: gs_quant/timeseries/measures_reports.py class Unit (line 52) | class Unit(Enum): function factor_exposure (line 58) | def factor_exposure( function factor_pnl (line 82) | def factor_pnl( function factor_proportion_of_risk (line 106) | def factor_proportion_of_risk( function daily_risk (line 123) | def daily_risk( function annual_risk (line 145) | def annual_risk( function normalized_performance (line 167) | def normalized_performance( function long_pnl (line 237) | def long_pnl( function short_pnl (line 262) | def short_pnl( function thematic_exposure (line 287) | def thematic_exposure( function thematic_beta (line 314) | def thematic_beta( function aum (line 341) | def aum(report_id: str, *, source: str = None, real_time: bool = False, ... function pnl (line 366) | def pnl( function historical_simulation_estimated_pnl (line 397) | def historical_simulation_estimated_pnl( function historical_simulation_estimated_factor_attribution (line 417) | def historical_simulation_estimated_factor_attribution( function hit_rate (line 438) | def hit_rate( function portfolio_max_drawdown (line 476) | def portfolio_max_drawdown( function drawdown_length (line 502) | def drawdown_length( function max_recovery_period (line 528) | def max_recovery_period( function _max_recovery_period (line 553) | def _max_recovery_period(series): function _drawdown_length (line 572) | def _drawdown_length(series): function standard_deviation (line 595) | def standard_deviation( function downside_risk (line 622) | def downside_risk( function semi_variance (line 650) | def semi_variance( function kurtosis (line 678) | def kurtosis( function skewness (line 708) | def skewness( function realized_var (line 737) | def realized_var( function tracking_error (line 767) | def tracking_error( function tracking_error_bear (line 808) | def tracking_error_bear( function tracking_error_bull (line 853) | def tracking_error_bull( function portfolio_sharpe_ratio (line 898) | def portfolio_sharpe_ratio( function calmar_ratio (line 943) | def calmar_ratio( function sortino_ratio (line 977) | def sortino_ratio( function jensen_alpha (line 1025) | def jensen_alpha( function jensen_alpha_bear (line 1072) | def jensen_alpha_bear( function jensen_alpha_bull (line 1120) | def jensen_alpha_bull( function information_ratio (line 1167) | def information_ratio( function information_ratio_bear (line 1205) | def information_ratio_bear( function information_ratio_bull (line 1243) | def information_ratio_bull( function modigliani_ratio (line 1280) | def modigliani_ratio( function treynor_measure (line 1333) | def treynor_measure( function alpha (line 1382) | def alpha( function portfolio_beta (line 1427) | def portfolio_beta( function portfolio_correlation (line 1457) | def portfolio_correlation( function capture_ratio (line 1492) | def capture_ratio( function r_squared (line 1528) | def r_squared( function _get_benchmark_return (line 1555) | def _get_benchmark_return(benchmark_id, start_date, end_date): function _get_benchmark_daily_return (line 1567) | def _get_benchmark_daily_return(benchmark_id, start_date, end_date): function _max_drawdown (line 1575) | def _max_drawdown(series): function _compute_sortino (line 1582) | def _compute_sortino(series): function _rolling_downside_risk (line 1589) | def _rolling_downside_risk(series): function _rolling_semi_variance (line 1595) | def _rolling_semi_variance(series): function _get_daily_pnl (line 1601) | def _get_daily_pnl(report_id: str) -> pd.Series: function _get_risk_free_rate (line 1609) | def _get_risk_free_rate(risk_free_id, start_date, end_date): function _replay_historical_factor_moves_on_latest_positions (line 1616) | def _replay_historical_factor_moves_on_latest_positions( function _parse_window (line 1656) | def _parse_window(window: Union[int, str]): function _get_factor_data (line 1668) | def _get_factor_data(report_id: str, factor_name: str, query_type: Query... function _return_metrics (line 1723) | def _return_metrics(one_leg: pd.DataFrame, dates: list, name: str): FILE: gs_quant/timeseries/measures_risk_models.py class ModelMeasureString (line 80) | class ModelMeasureString(Enum): function risk_model_measure (line 119) | def risk_model_measure( function factor_zscore (line 163) | def factor_zscore( function factor_covariance (line 211) | def factor_covariance( function factor_volatility (line 242) | def factor_volatility( function factor_correlation (line 267) | def factor_correlation( function factor_performance (line 297) | def factor_performance( function factor_returns_intraday (line 324) | def factor_returns_intraday( function factor_returns_percentile (line 354) | def factor_returns_percentile( function __format_plot_measure_results (line 381) | def __format_plot_measure_results(time_series: Dict, query_type: QueryTy... FILE: gs_quant/timeseries/measures_xccy.py class CrossCurrencyRateOptionType (line 36) | class CrossCurrencyRateOptionType(Enum): class TdapiCrossCurrencyRatesDefaultsProvider (line 45) | class TdapiCrossCurrencyRatesDefaultsProvider: method __init__ (line 49) | def __init__(self, defaults: dict): method get_rateoption_for_benchmark (line 62) | def get_rateoption_for_benchmark(self, currency: CurrencyEnum, benchma... method get_maturity_for_benchmark (line 65) | def get_maturity_for_benchmark(self, currency: CurrencyEnum, benchmark... function _currency_to_tdapi_crosscurrency_swap_rate_asset (line 334) | def _currency_to_tdapi_crosscurrency_swap_rate_asset(asset_spec: ASSET_S... function _get_tdapi_crosscurrency_rates_assets (line 342) | def _get_tdapi_crosscurrency_rates_assets(allow_many=False, **kwargs) ->... function _check_crosscurrency_rateoption_type (line 411) | def _check_crosscurrency_rateoption_type( function _get_crosscurrency_swap_leg_defaults (line 433) | def _get_crosscurrency_swap_leg_defaults( function _get_crosscurrency_swap_csa_terms (line 454) | def _get_crosscurrency_swap_csa_terms(curr: str, crosscurrencyindextype:... function _get_crosscurrency_swap_data (line 458) | def _get_crosscurrency_swap_data( function crosscurrency_swap_rate (line 559) | def crosscurrency_swap_rate( FILE: gs_quant/timeseries/statistics.py function rolling_std (line 55) | def rolling_std(x: pd.Series, offset: pd.DateOffset) -> pd.Series: function _concat_series (line 73) | def _concat_series(series: List[pd.Series]): function min_ (line 87) | def min_(x: Union[pd.Series, List[pd.Series]], w: Union[Window, int, str... function max_ (line 159) | def max_(x: Union[pd.Series, List[pd.Series]], w: Union[Window, int, str... function range_ (line 229) | def range_(x: pd.Series, w: Union[Window, int, str] = Window(None, 0)) -... class MeanType (line 269) | class MeanType(Enum): function mean (line 275) | def mean( function median (line 347) | def median(x: pd.Series, w: Union[Window, int, str] = Window(None, 0)) -... function mode (line 395) | def mode(x: pd.Series, w: Union[Window, int, str] = Window(None, 0)) -> ... function sum_ (line 438) | def sum_(x: Union[pd.Series, List[pd.Series]], w: Union[Window, int, str... function product (line 492) | def product(x: pd.Series, w: Union[Window, int, str] = Window(None, 0)) ... function std (line 536) | def std(x: pd.Series, w: Union[Window, int, str] = Window(None, 0)) -> p... function exponential_std (line 584) | def exponential_std(x: pd.Series, beta: float = 0.75) -> pd.Series: function var (line 629) | def var(x: pd.Series, w: Union[Window, int, str] = Window(None, 0)) -> p... function cov (line 679) | def cov(x: pd.Series, y: pd.Series, w: Union[Window, int, str] = Window(... function _zscore (line 726) | def _zscore(x): function zscores (line 734) | def zscores(x: pd.Series, w: Union[Window, int, str] = Window(None, 0)) ... function winsorize (line 794) | def winsorize(x: pd.Series, limit: float = 2.5, w: Union[Window, int, st... class Direction (line 854) | class Direction(Enum): function generate_series (line 860) | def generate_series(length: int, direction: Direction = Direction.START_... class IntradayDirection (line 907) | class IntradayDirection(Enum): function generate_series_intraday (line 913) | def generate_series_intraday( function percentiles (line 969) | def percentiles(x: pd.Series, y: Optional[pd.Series] = None, w: Union[Wi... function percentile (line 1036) | def percentile(x: pd.Series, n: float, w: Union[Window, int, str] = None... class LinearRegression (line 1083) | class LinearRegression: method __init__ (line 1108) | def __init__(self, X: Union[pd.Series, List[pd.Series]], y: pd.Series,... method coefficient (line 1125) | def coefficient(self, i: int) -> float: method r_squared (line 1135) | def r_squared(self) -> float: method fitted_values (line 1144) | def fitted_values(self) -> pd.Series: method predict (line 1153) | def predict(self, X_predict: Union[pd.Series, List[pd.Series]]) -> pd.... method standard_deviation_of_errors (line 1164) | def standard_deviation_of_errors(self) -> float: class RollingLinearRegression (line 1173) | class RollingLinearRegression: method __init__ (line 1202) | def __init__(self, X: Union[pd.Series, List[pd.Series]], y: pd.Series,... method coefficient (line 1221) | def coefficient(self, i: int) -> pd.Series: method r_squared (line 1231) | def r_squared(self) -> pd.Series: method fitted_values (line 1240) | def fitted_values(self) -> pd.Series: method standard_deviation_of_errors (line 1250) | def standard_deviation_of_errors(self) -> pd.Series: class SIRModel (line 1259) | class SIRModel: method __init__ (line 1296) | def __init__( method s0 (line 1374) | def s0(self) -> float: method i0 (line 1385) | def i0(self) -> float: method r0 (line 1396) | def r0(self) -> float: method beta (line 1407) | def beta(self) -> float: method gamma (line 1418) | def gamma(self) -> float: method predict_s (line 1429) | def predict_s(self) -> pd.Series: method predict_i (line 1438) | def predict_i(self) -> pd.Series: method predict_r (line 1447) | def predict_r(self) -> pd.Series: class SEIRModel (line 1456) | class SEIRModel(SIRModel): method __init__ (line 1497) | def __init__( method e0 (line 1593) | def e0(self) -> float: method beta (line 1604) | def beta(self) -> float: method gamma (line 1615) | def gamma(self) -> float: method sigma (line 1626) | def sigma(self) -> float: method predict_e (line 1637) | def predict_e(self) -> pd.Series: FILE: gs_quant/timeseries/tca.py function covariance (line 30) | def covariance( FILE: gs_quant/timeseries/technicals.py class Seasonality (line 36) | class Seasonality(Enum): class SeasonalModel (line 41) | class SeasonalModel(Enum): class Frequency (line 46) | class Frequency(Enum): function moving_average (line 54) | def moving_average(x: pd.Series, w: Union[Window, int, str] = Window(Non... function bollinger_bands (line 94) | def bollinger_bands(x: pd.Series, w: Union[Window, int, str] = Window(No... function smoothed_moving_average (line 142) | def smoothed_moving_average(x: pd.Series, w: Union[Window, int, str] = W... function relative_strength_index (line 202) | def relative_strength_index(x: pd.Series, w: Union[Window, int, str] = 1... function exponential_moving_average (line 256) | def exponential_moving_average(x: pd.Series, beta: float = 0.75) -> pd.S... function macd (line 295) | def macd(x: pd.Series, m: int = 12, n: int = 26, s: int = 1) -> pd.Series: function exponential_volatility (line 343) | def exponential_volatility(x: pd.Series, beta: float = 0.75) -> pd.Series: function exponential_spread_volatility (line 377) | def exponential_spread_volatility(x: pd.Series, beta: float = 0.75) -> p... function _freq_to_period (line 409) | def _freq_to_period(x: pd.Series, freq: Frequency = Frequency.YEAR): function _seasonal_decompose (line 475) | def _seasonal_decompose(x: pd.Series, method: SeasonalModel = SeasonalMo... function seasonally_adjusted (line 485) | def seasonally_adjusted( function trend (line 532) | def trend(x: pd.Series, method: SeasonalModel = SeasonalModel.ADDITIVE, ... FILE: gs_quant/tracing/tracing.py class Tags (line 46) | class Tags(Enum): class SpanConsumer (line 53) | class SpanConsumer(SpanExporter): method get_instance (line 57) | def get_instance(): method get_spans (line 63) | def get_spans() -> Sequence['TracingSpan']: method reset (line 67) | def reset(): method manually_record (line 71) | def manually_record(spans: Sequence['TracingSpan']): method __init__ (line 74) | def __init__(self): method export (line 77) | def export(self, spans: Sequence[ReadableSpan]) -> None: class TracingContext (line 81) | class TracingContext: method __init__ (line 82) | def __init__(self, ctx: SpanContext): class TracingEvent (line 86) | class TracingEvent: method __init__ (line 87) | def __init__(self, ot_event: Event): method name (line 91) | def name(self) -> str: method timestamp (line 95) | def timestamp(self) -> int: method timestamp_sec (line 102) | def timestamp_sec(self) -> float: method attributes (line 109) | def attributes(self) -> Mapping[str, any]: class TracingScope (line 113) | class TracingScope: method __init__ (line 114) | def __init__(self, token, span: Optional[Span], finish_on_close: bool ... method __enter__ (line 119) | def __enter__(self): method __exit__ (line 122) | def __exit__(self, exc_type, exc_val, exc_tb): method close (line 127) | def close(self): method span (line 134) | def span(self) -> 'TracingSpan': class TracingSpan (line 138) | class TracingSpan: method __init__ (line 139) | def __init__(self, span: Span, endpoint: Optional[str] = None): method unwrap (line 143) | def unwrap(self): method context (line 147) | def context(self): method end (line 150) | def end(self): method is_recording (line 153) | def is_recording(self): method operation_name (line 157) | def operation_name(self) -> str: method transportable (line 160) | def transportable(self, endpoint_override: Optional[str] = None) -> 'T... method endpoint (line 164) | def endpoint(self) -> str: method endpoint (line 168) | def endpoint(self, endpoint): method trace_id (line 172) | def trace_id(self) -> str: method is_error (line 175) | def is_error(self) -> bool: method start_time (line 179) | def start_time(self) -> int: method end_time (line 186) | def end_time(self) -> Optional[int]: method duration (line 193) | def duration(self) -> float: method span_id (line 201) | def span_id(self) -> str: method parent_id (line 205) | def parent_id(self) -> Optional[str]: method tags (line 210) | def tags(self) -> Mapping[str, any]: method events (line 214) | def events(self) -> Sequence[TracingEvent]: method set_tag (line 217) | def set_tag(self, key: Union[Enum, str], value: Union[bool, str, bytes... method add_event (line 229) | def add_event( method log_kv (line 236) | def log_kv(self, key_values: Mapping[str, any], timestamp=None) -> 'Tr... class NonRecordingTracingSpan (line 243) | class NonRecordingTracingSpan(TracingSpan): method __init__ (line 244) | def __init__(self, span: Span): method end (line 248) | def end(self): method operation_name (line 252) | def operation_name(self) -> str: method parent_id (line 256) | def parent_id(self) -> Optional[str]: method tags (line 260) | def tags(self) -> Mapping[str, any]: method start_time (line 264) | def start_time(self) -> int: method end_time (line 268) | def end_time(self) -> Optional[int]: method duration (line 272) | def duration(self) -> float: class TransportableSpan (line 279) | class TransportableSpan(TracingSpan): method __init__ (line 284) | def __init__(self, span: TracingSpan, endpoint: Optional[str] = None): method transportable (line 295) | def transportable(self, endpoint_override: Optional[str] = None) -> 'T... method end (line 301) | def end(self): method is_recording (line 304) | def is_recording(self): method operation_name (line 308) | def operation_name(self) -> str: method trace_id (line 312) | def trace_id(self) -> str: method is_error (line 315) | def is_error(self) -> bool: method start_time (line 319) | def start_time(self) -> int: method end_time (line 326) | def end_time(self) -> Optional[int]: method duration (line 333) | def duration(self) -> float: method span_id (line 340) | def span_id(self) -> str: method parent_id (line 344) | def parent_id(self) -> Optional[str]: method tags (line 348) | def tags(self) -> Mapping[str, any]: method events (line 352) | def events(self) -> Sequence[TracingEvent]: method set_tag (line 355) | def set_tag(self, key: Union[Enum, str], value: Union[bool, str, bytes... method add_event (line 358) | def add_event( method log_kv (line 363) | def log_kv(self, key_values: Mapping[str, any], timestamp=None) -> 'Tr... class TransportableTracingEvent (line 367) | class TransportableTracingEvent(TracingEvent): method __init__ (line 368) | def __init__(self, event: TracingEvent): method name (line 375) | def name(self) -> str: method timestamp (line 379) | def timestamp(self) -> int: method timestamp_sec (line 386) | def timestamp_sec(self) -> float: method attributes (line 393) | def attributes(self) -> Mapping[str, any]: class TracerFactory (line 397) | class TracerFactory: method get (line 401) | def get(self) -> OtelTracer: method preregister_span_processor (line 416) | def preregister_span_processor(processor: SpanProcessor): class Tracer (line 423) | class Tracer(ContextDecorator): method __init__ (line 426) | def __init__( method __enter__ (line 441) | def __enter__(self): method __exit__ (line 447) | def __exit__(self, exc_type, exc_value, exc_tb): method get_instance (line 457) | def get_instance() -> OtelTracer: method set_factory (line 461) | def set_factory(factory: TracerFactory): method active_span (line 465) | def active_span(): method set_propagator_format (line 473) | def set_propagator_format(propagator_format: TextMapPropagator): method inject (line 477) | def inject(carrier): method extract (line 486) | def extract(carrier) -> TracingContext: method activate_span (line 493) | def activate_span(span: TracingSpan = None, finish_on_close: bool = Fa... method start_active_span (line 505) | def start_active_span( method record_exception (line 520) | def record_exception(e, span: TracingSpan = None, exc_tb=None): method __format_traceback (line 538) | def __format_traceback(exc_type, exc_value, exc_tb=None): method reset (line 547) | def reset(): method get_spans (line 551) | def get_spans() -> Sequence[TracingSpan]: method plot (line 555) | def plot(reset=False, show=True): method gather_data (line 610) | def gather_data(as_string: bool = True, root_id: Optional[str] = None,... method print (line 644) | def print(reset=True, root_id=None, trace_id=None): method in_scope (line 653) | def in_scope(func: Callable, operation_name='callback') -> Callable: function parse_tracing_line_args (line 676) | def parse_tracing_line_args(line: str) -> Tuple[Optional[str], bool]: function trace_ipython_cell (line 692) | def trace_ipython_cell(line, cell): FILE: versioneer.py class VersioneerConfig (line 332) | class VersioneerConfig: function get_root (line 336) | def get_root(): function get_config_from_root (line 375) | def get_config_from_root(root): class NotThisMethod (line 413) | class NotThisMethod(Exception): function register_vcs_handler (line 422) | def register_vcs_handler(vcs, method): # decorator function run_command (line 431) | def run_command(commands, args, cwd=None, verbose=False, hide_stderr=False, function git_get_keywords (line 1136) | def git_get_keywords(versionfile_abs): function git_versions_from_keywords (line 1164) | def git_versions_from_keywords(keywords, tag_prefix, verbose): function git_pieces_from_vcs (line 1228) | def git_pieces_from_vcs(tag_prefix, root, verbose, runner=run_command): function do_vcs_install (line 1360) | def do_vcs_install(versionfile_source, ipy): function versions_from_parentdir (line 1398) | def versions_from_parentdir(parentdir_prefix, root, verbose): function versions_from_file (line 1440) | def versions_from_file(filename): function write_to_version_file (line 1457) | def write_to_version_file(filename, versions): function plus_or_dot (line 1468) | def plus_or_dot(pieces): function render_pep440 (line 1475) | def render_pep440(pieces): function render_pep440_branch (line 1500) | def render_pep440_branch(pieces): function pep440_split_post (line 1530) | def pep440_split_post(ver): function render_pep440_pre (line 1540) | def render_pep440_pre(pieces): function render_pep440_post (line 1564) | def render_pep440_post(pieces): function render_pep440_post_branch (line 1591) | def render_pep440_post_branch(pieces): function render_pep440_old (line 1620) | def render_pep440_old(pieces): function render_git_describe (line 1642) | def render_git_describe(pieces): function render_git_describe_long (line 1662) | def render_git_describe_long(pieces): function render (line 1682) | def render(pieces, style): class VersioneerBadRootError (line 1718) | class VersioneerBadRootError(Exception): function get_versions (line 1722) | def get_versions(verbose=False): function get_version (line 1798) | def get_version(): function get_cmdclass (line 1803) | def get_cmdclass(cmdclass=None): function do_setup (line 2102) | def do_setup(): function scan_setup_py (line 2158) | def scan_setup_py(): function setup_command (line 2195) | def setup_command():