Chore: Make release 1.0.110

gs_quant/backtests/generic_engine.py

@@ -34,7 +34,6 @@
 from gs_quant.common import ParameterisedRiskMeasure, RiskMeasure
 from gs_quant.context_base import nullcontext
 from gs_quant.datetime.relative_date import RelativeDateSchedule
-from gs_quant.instrument import Instrument
 from gs_quant.markets import PricingContext, HistoricalPricingContext
 from gs_quant.markets.portfolio import Portfolio
 from gs_quant.risk import Price
@@ -863,10 +862,7 @@ def _process_triggers_and_actions_for_date(self, d, strategy, backtest, risks):
  hedge.exit_payment.scale_date = None
  else:
  new_notional = getattr(p.trade, p.scaling_parameter) * -scaling_factor
- scaled_trade = p.trade.as_dict()
- scaled_trade[p.scaling_parameter] = new_notional
- scaled_trade = Instrument.from_dict(scaled_trade)
- scaled_trade.name = p.trade.name
+ scaled_trade = p.trade.clone(**{p.scaling_parameter: new_notional, 'name': p.trade.name})
  for day in p.dates:
  backtest.add_results(day, p.results[day] * -scaling_factor)
  backtest.portfolio_dict[day] += Portfolio(scaled_trade)