"""
Copyright 2019 Goldman Sachs.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing,
software distributed under the License is distributed on an
"AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
KIND, either express or implied. See the License for the
specific language governing permissions and limitations
under the License.
"""
from enum import Enum
from typing import Union
from pydash import get
from gs_quant.analytics.core.processor import BaseProcessor
from gs_quant.analytics.core.processor_result import ProcessorResult
from gs_quant.data import DataDimension, DataCoordinate
from gs_quant.entities.entity import Entity
[docs]class EntityProcessor(BaseProcessor):
[docs] def __init__(self, field: str):
""" EntityProcessor gets a value off an entity object
:param field: The entity property to be returned. If a nested field, separate each level with ".",
i.e. 'xref.bbid'
"""
super().__init__()
self.field = field
[docs] def process(self, entity: Entity) -> ProcessorResult:
""" Fetch the entity and resolve the field """
if isinstance(entity, str): # If we were unable to fetch entity (404/403)
return ProcessorResult(False, f"Unable to resolve Entity {entity}")
try:
# First try to get the value off the entity
entity_dict = entity.get_entity()
data = get(entity_dict, self.field)
if data:
return ProcessorResult(True, data)
# If not found, try to get the value from the asset identifiers
identifier = next(iter(filter(lambda x: x['type'] == self.field, entity_dict.get('identifiers', []))), None)
if identifier:
return ProcessorResult(True, identifier['value'])
# Return a failed processor result if no field was found on the object or it's identifiers
return ProcessorResult(False,
f'Unable to find {self.field} in identifiers for entity {entity.get_marquee_id()}')
except ValueError:
return ProcessorResult(False, "Could not get field on entity")
[docs] def update(self, attribute: str, result: ProcessorResult) -> None:
""" This method does not apply for entity processor """
pass
[docs] def get_plot_expression(self):
""" This method does not apply for entity processor """
pass
[docs]class CoordinateProcessor(BaseProcessor):
[docs] def __init__(self,
a: DataCoordinate,
dimension: Union[DataDimension, str]):
""" Returns a field from a coordinate
:param a: coordinate to get the field
:param dimension: dimension to get from the coordinate
"""
super().__init__()
# coordinate
self.children['a'] = a
# parameters
self.dimension = dimension
[docs] def process(self):
key: str = self.dimension.value if isinstance(self.dimension, Enum) else self.dimension
coordinate = self.children.get('a')
dimension_value = coordinate.dimensions.get(key) if coordinate else None
if dimension_value:
return ProcessorResult(True, dimension_value)
else:
return ProcessorResult(False, f'Dimension {key} not in given coordinate')
[docs] def update(self, attribute: str, result: ProcessorResult):
pass
[docs] def get_plot_expression(self):
pass
class MeasureProcessor(BaseProcessor):
def __init__(self, **kwargs):
super().__init__(**kwargs, measure_processor=True)
def process(self, *args):
pass
def get_plot_expression(self):
pass