public void CreateReferencePortfolio()
{
var F39PortfolioCode = "F39C_ReferencePortfolioCode";
var F39PortfolioName = "F39C_Reference Portfolio name";
// Details of the new reference portfolio to be created
var request = new CreateReferencePortfolioRequest(
// Unique portfolio code, portfolio codes must be unique across scopes
code: F39PortfolioCode,
// Descriptive name for the portfolio
displayName: F39PortfolioName,
// Create date for the below. We can only upsert constituents after this date.
created: createDate
);
// Create the reference portfolio in LUSID
var ReferencePortfolio = _apiFactory.Api <IReferencePortfolioApi>().CreateReferencePortfolio(TutorialScope, request);
// Confirm that the portfolio was successfully created. Any failures will result in
// a ApiException being thrown which contain the relevant response code and error message
Assert.That(ReferencePortfolio.Id.Code, Is.EqualTo(request.Code));
// Delete the portfolio once the test is complete
_apiFactory.Api <IPortfoliosApi>().DeletePortfolio(TutorialScope, F39PortfolioCode);
}
public void CreateReferencePortfolio()
{
// Create date for the portfolio
var createDate = new DateTimeOffset(2000, 1, 1, 0, 0, 0, TimeSpan.Zero);
// Details of the new reference portfolio to be created
var request = new CreateReferencePortfolioRequest(
// Unique portfolio code, portfolio codes must be unique across scopes
code: PorfolioCode,
// Descriptive name for the portfolio
displayName: $"Portfolio-{PorfolioCode}",
// Create date for the below. We can only upsert constituents after this date.
created: createDate
);
// Create the reference portfolio in LUSID
var ReferencePortfolio = _apiFactory.Api <IReferencePortfolioApi>().CreateReferencePortfolio(TutorialScope, request);
// Confirm that the portfolio was successfully created. Any failures will result in
// a ApiException being thrown which contain the relevant response code and error message
Assert.That(ReferencePortfolio.Id.Code, Is.EqualTo(request.Code));
}
public void SetConstituents()
{
var F40PortfolioCode = "F40C_ReferencePortfolio";
var F40PortfolioName = "F40C_Test reference portfolio";
// First, create a new reference portfolio
var request = new CreateReferencePortfolioRequest(
// Unique portfolio code, portfolio codes must be unique across scopes
code: F40PortfolioCode,
// Descriptive name for the portfolio
displayName: F40PortfolioName,
// Create date for the below. We can only upsert constituents after this date.
created: createDate
);
// Create the reference portfolio in LUSID
var ReferencePortfolio = _apiFactory.Api <IReferencePortfolioApi>().CreateReferencePortfolio(TutorialScope, request);
// Declare some instruments which we loaded earlier
var instrument1 = _instrumentIds[0];
var instrument2 = _instrumentIds[1];
var instrument3 = _instrumentIds[2];
// Set date for the constituents, the date from which the constituents are valid
var date = new DateTimeOffset(2020, 1, 1, 0, 0, 0, TimeSpan.Zero);
// Weighting type
var weighting = UpsertReferencePortfolioConstituentsRequest.WeightTypeEnum.Static;
// Create the request to upsert constituents
var upsertConstituentsRequest = new UpsertReferencePortfolioConstituentsRequest(
effectiveFrom: date,
weightType: weighting,
constituents: new List <ReferencePortfolioConstituentRequest>
{
new ReferencePortfolioConstituentRequest(
instrumentIdentifiers: new Dictionary <string, string> {
[TestDataUtilities.LusidCashIdentifier] = "GBP"
},
weight: 10,
currency: "GBP"
),
new ReferencePortfolioConstituentRequest(
instrumentIdentifiers: new Dictionary <string, string> {
[TestDataUtilities.LusidInstrumentIdentifier] = instrument1
},
weight: 20,
currency: "GBP"
),
new ReferencePortfolioConstituentRequest(
instrumentIdentifiers: new Dictionary <string, string> {
[TestDataUtilities.LusidInstrumentIdentifier] = instrument2
},
weight: 30,
currency: "GBP"
),
new ReferencePortfolioConstituentRequest(
instrumentIdentifiers: new Dictionary <string, string> {
[TestDataUtilities.LusidInstrumentIdentifier] = instrument3
},
weight: 40,
currency: "GBP"
),
}
);
// Upsert the constituents into LUSID
var setConstituents = _apiFactory.Api <IReferencePortfolioApi>().UpsertReferencePortfolioConstituents(TutorialScope, F40PortfolioCode, upsertConstituentsRequest);
var constituentHoldings = _apiFactory.Api <IReferencePortfolioApi>().GetReferencePortfolioConstituents(TutorialScope, F40PortfolioCode, date);
// Check the count of holdings
Assert.That(constituentHoldings.Constituents.Count(), Is.EqualTo(4));
// Check the instruments on the holdings
constituentHoldings.Constituents.Sort((h1, h2) => String.Compare(h1.InstrumentUid, h2.InstrumentUid, StringComparison.Ordinal));
Assert.That(constituentHoldings.Constituents[1].InstrumentUid, Is.EqualTo(_instrumentIds[0]));
Assert.That(constituentHoldings.Constituents[2].InstrumentUid, Is.EqualTo(_instrumentIds[1]));
Assert.That(constituentHoldings.Constituents[3].InstrumentUid, Is.EqualTo(_instrumentIds[2]));
// Validate the holding weights
Assert.That(constituentHoldings.Constituents[0].Weight, Is.EqualTo(10));
Assert.That(constituentHoldings.Constituents[1].Weight, Is.EqualTo(20));
Assert.That(constituentHoldings.Constituents[2].Weight, Is.EqualTo(30));
Assert.That(constituentHoldings.Constituents[3].Weight, Is.EqualTo(40));
// Delete the portfolio once the test is complete
_apiFactory.Api <IPortfoliosApi>().DeletePortfolio(TutorialScope, F40PortfolioCode);
}
