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...ant/api/gs/backtests_xasset/json_encoders/response_datatypes/generic_datatype_encoders.py
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""" | ||
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. | ||
""" | ||
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import datetime as dt | ||
from typing import Dict, Tuple | ||
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from gs_quant.instrument import Instrument | ||
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def decode_inst_tuple(t: tuple) -> Tuple[Instrument, ...]: | ||
return tuple(Instrument.from_dict(i) for i in t) | ||
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def decode_daily_portfolio(results: dict) -> Dict[dt.date, Tuple[Instrument, ...]]: | ||
return {dt.date.fromisoformat(k): decode_inst_tuple(v) for k, v in results.items()} |
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