examples/features/core-lusid/Cancelling transactions in LUSID.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'Cancelling transactions\\n\\nDemonstration of how to use the CancelTransactions endpoint to cancel transactions in a LUSID portfolio.\\n\\nAttributes\\n----------\\ntransactions\\ncocoon - seed_data\\nholdings\\ncancel transactions\\n'"
      ]
     },
     "execution_count": 1,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "\"\"\"Cancelling transactions\n",
    "\n",
    "Demonstration of how to use the CancelTransactions endpoint to cancel transactions in a LUSID portfolio.\n",
    "\n",
    "Attributes\n",
    "----------\n",
    "transactions\n",
    "cocoon - seed_data\n",
    "holdings\n",
    "cancel transactions\n",
    "\"\"\""
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Cancelling transactions in LUSID\n",
    "\n",
    "This notebooks shows how you can use the [<b>cancel transactions</b>](https://www.lusid.com/docs/api/#operation/CancelTransactions) endpoint to cancel transactions in a LUSID portfolio. For the pruposes of this demo, we will first seed a portfolio with 21 transactions spanning cash and various FTSE 100 stocks. We will then cancel 1 <i> Aviva</i> transaction and 2 <i> BHP </i> transactions."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Setup LUSID"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Import general purpose packages\n",
    "import os\n",
    "import json\n",
    "from datetime import datetime, timedelta\n",
    "import pytz\n",
    "\n",
    "# Import lusid specific packages\n",
    "import lusid\n",
    "import lusid.models as models\n",
    "from lusid.utilities import ApiClientFactory\n",
    "from lusidjam.refreshing_token import RefreshingToken\n",
    "from lusidtools.pandas_utils.lusid_pandas import lusid_response_to_data_frame\n",
    "from lusidtools.cocoon.seed_sample_data import seed_data\n",
    "from lusidtools.cocoon.utilities import create_scope_id\n",
    "\n",
    "# Import data wrangling packages\n",
    "import pandas as pd\n",
    "\n",
    "pd.set_option(\"display.max_columns\", None)\n",
    "\n",
    "# Authenticate our user and create our API client\n",
    "secrets_path = os.getenv(\"FBN_SECRETS_PATH\")\n",
    "\n",
    "# Initiate an API Factory which is the client side object for interacting with LUSID APIs\n",
    "api_factory = lusid.utilities.ApiClientFactory(\n",
    "    token=RefreshingToken(),\n",
    "    api_secrets_filename=secrets_path,\n",
    "    app_name=\"LusidJupyterNotebook\",\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Load a mapping file for DataFrame headers for the build transaction response\n",
    "\n",
    "with open(r\"config/build_transactions_mapping.json\") as mappings_file:\n",
    "    build_transactions_json_mapping = json.load(mappings_file)\n",
    "\n",
    "# Load a mapping file for DataFrame headers for the get holdings response\n",
    "\n",
    "with open(r\"config/get_holdings_mapping.json\") as mappings_file:\n",
    "    get_holdings_json_mapping = json.load(mappings_file)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 1) Load default transactions into a new scope"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Create a new scope\n",
    "\n",
    "scope = create_scope_id()\n",
    "portfolio_code = \"EQUITY_UK\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Load a file of equity transactions\n",
    "\n",
    "transactions_file = r\"data/cancels/equity_transactions.csv\"\n",
    "transactions_df = pd.read_csv(transactions_file)\n",
    "transactions_df[\"portfolio_code\"] = portfolio_code"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Load portfolios, instruments, and transactions\n",
    "\n",
    "seed_data_response = seed_data(\n",
    "    api_factory,\n",
    "    [\"portfolios\", \"instruments\", \"transactions\"],\n",
    "    scope,\n",
    "    transactions_file,\n",
    "    \"csv\",\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Define the transaction portfolio API\n",
    "\n",
    "txn_port_api = api_factory.build(lusid.api.TransactionPortfoliosApi)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 2) Lets check our holdings\n",
    "\n",
    "We have:\n",
    "\n",
    "* 132,000 units in Aviva\n",
    "* 120,000 units in BHP"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>LusidInstrumentId</th>\n",
       "      <th>SubHoldingKeys</th>\n",
       "      <th>InstrumentName</th>\n",
       "      <th>SourcePortfolioId</th>\n",
       "      <th>SourcePortfolioScope(default-Properties)</th>\n",
       "      <th>HoldingType</th>\n",
       "      <th>Units</th>\n",
       "      <th>SettledUnits</th>\n",
       "      <th>Amount-Cost</th>\n",
       "      <th>Currency-Cost</th>\n",
       "      <th>Amount-CostPortfolioCcy</th>\n",
       "      <th>Currenct-CostPortfolioCcy</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>LUID_YN3FEUD5</td>\n",
       "      <td>{}</td>\n",
       "      <td>Aviva</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>132000.0</td>\n",
       "      <td>132000.0</td>\n",
       "      <td>660000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>LUID_7EQ664NC</td>\n",
       "      <td>{}</td>\n",
       "      <td>BHP</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>120000.0</td>\n",
       "      <td>120000.0</td>\n",
       "      <td>2160000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>LUID_F87JY45S</td>\n",
       "      <td>{}</td>\n",
       "      <td>Barclays</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>300000.0</td>\n",
       "      <td>300000.0</td>\n",
       "      <td>600000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>LUID_8X5TTJTL</td>\n",
       "      <td>{}</td>\n",
       "      <td>BP</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>LUID_H9EN8GYB</td>\n",
       "      <td>{}</td>\n",
       "      <td>HSBC</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>40000.0</td>\n",
       "      <td>40000.0</td>\n",
       "      <td>240000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>CCY_GBP</td>\n",
       "      <td>{}</td>\n",
       "      <td>GBP</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>B</td>\n",
       "      <td>3260000.0</td>\n",
       "      <td>3260000.0</td>\n",
       "      <td>3260000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>LUID_OSXJYVK6</td>\n",
       "      <td>{}</td>\n",
       "      <td>Morrisons</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>360000.0</td>\n",
       "      <td>360000.0</td>\n",
       "      <td>720000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>LUID_6RGYR2L4</td>\n",
       "      <td>{}</td>\n",
       "      <td>Tesco</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>12000.0</td>\n",
       "      <td>12000.0</td>\n",
       "      <td>100000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>LUID_2IXG0MUX</td>\n",
       "      <td>{}</td>\n",
       "      <td>Rightmove</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>160000.0</td>\n",
       "      <td>160000.0</td>\n",
       "      <td>960000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>LUID_OSHLMH9J</td>\n",
       "      <td>{}</td>\n",
       "      <td>vodafone</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>900000.0</td>\n",
       "      <td>900000.0</td>\n",
       "      <td>900000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>LUID_89QAQSYC</td>\n",
       "      <td>{}</td>\n",
       "      <td>Anglo American plc</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>70000.0</td>\n",
       "      <td>70000.0</td>\n",
       "      <td>1400000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   LusidInstrumentId SubHoldingKeys      InstrumentName SourcePortfolioId  \\\n",
       "0      LUID_YN3FEUD5             {}               Aviva         EQUITY_UK   \n",
       "1      LUID_7EQ664NC             {}                 BHP         EQUITY_UK   \n",
       "2      LUID_F87JY45S             {}            Barclays         EQUITY_UK   \n",
       "3      LUID_8X5TTJTL             {}                  BP         EQUITY_UK   \n",
       "4      LUID_H9EN8GYB             {}                HSBC         EQUITY_UK   \n",
       "5            CCY_GBP             {}                 GBP         EQUITY_UK   \n",
       "6      LUID_OSXJYVK6             {}           Morrisons         EQUITY_UK   \n",
       "7      LUID_6RGYR2L4             {}               Tesco         EQUITY_UK   \n",
       "8      LUID_2IXG0MUX             {}           Rightmove         EQUITY_UK   \n",
       "9      LUID_OSHLMH9J             {}            vodafone         EQUITY_UK   \n",
       "10     LUID_89QAQSYC             {}  Anglo American plc         EQUITY_UK   \n",
       "\n",
       "   SourcePortfolioScope(default-Properties) HoldingType      Units  \\\n",
       "0                         3967-afda-ea4e-d0           P   132000.0   \n",
       "1                         3967-afda-ea4e-d0           P   120000.0   \n",
       "2                         3967-afda-ea4e-d0           P   300000.0   \n",
       "3                         3967-afda-ea4e-d0           P   200000.0   \n",
       "4                         3967-afda-ea4e-d0           P    40000.0   \n",
       "5                         3967-afda-ea4e-d0           B  3260000.0   \n",
       "6                         3967-afda-ea4e-d0           P   360000.0   \n",
       "7                         3967-afda-ea4e-d0           P    12000.0   \n",
       "8                         3967-afda-ea4e-d0           P   160000.0   \n",
       "9                         3967-afda-ea4e-d0           P   900000.0   \n",
       "10                        3967-afda-ea4e-d0           P    70000.0   \n",
       "\n",
       "    SettledUnits  Amount-Cost Currency-Cost  Amount-CostPortfolioCcy  \\\n",
       "0       132000.0     660000.0           GBP                      0.0   \n",
       "1       120000.0    2160000.0           GBP                      0.0   \n",
       "2       300000.0     600000.0           GBP                      0.0   \n",
       "3       200000.0    1000000.0           GBP                      0.0   \n",
       "4        40000.0     240000.0           GBP                      0.0   \n",
       "5      3260000.0    3260000.0           GBP                      0.0   \n",
       "6       360000.0     720000.0           GBP                      0.0   \n",
       "7        12000.0     100000.0           GBP                      0.0   \n",
       "8       160000.0     960000.0           GBP                      0.0   \n",
       "9       900000.0     900000.0           GBP                      0.0   \n",
       "10       70000.0    1400000.0           GBP                      0.0   \n",
       "\n",
       "   Currenct-CostPortfolioCcy  \n",
       "0                        GBP  \n",
       "1                        GBP  \n",
       "2                        GBP  \n",
       "3                        GBP  \n",
       "4                        GBP  \n",
       "5                        GBP  \n",
       "6                        GBP  \n",
       "7                        GBP  \n",
       "8                        GBP  \n",
       "9                        GBP  \n",
       "10                       GBP  "
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "response = txn_port_api.get_holdings(\n",
    "    scope=scope, code=portfolio_code, property_keys=[\"Instrument/default/Name\"]\n",
    ")\n",
    "\n",
    "holdings_df = lusid_response_to_data_frame(\n",
    "    response, rename_properties=True, column_name_mapping=get_holdings_json_mapping\n",
    ")\n",
    "\n",
    "holdings_df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 3) What transactions make up our Aviva and BHP holdings?"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>TransactionId</th>\n",
       "      <th>TransactionType</th>\n",
       "      <th>TransactionTypeDesc</th>\n",
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       "      <th>PriceType</th>\n",
       "      <th>TotalConsideration</th>\n",
       "      <th>TotalConsiderationCurrency</th>\n",
       "      <th>ExchangeRate</th>\n",
       "      <th>TransactionToPortfolioRate</th>\n",
       "      <th>TransactionCurrency</th>\n",
       "      <th>strategy(3967-afda-ea4e-d0-Properties)</th>\n",
       "      <th>SourcePortfolioId(default-Properties)</th>\n",
       "      <th>SourcePortfolioScope(default-Properties)</th>\n",
       "      <th>ResultantHolding</th>\n",
       "      <th>InstrumentName</th>\n",
       "      <th>TransactionStatus</th>\n",
       "      <th>EntryDateTime</th>\n",
       "      <th>RealisedGainLoss</th>\n",
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       "      <th>0</th>\n",
       "      <td>trd_0001</td>\n",
       "      <td>Buy</td>\n",
       "      <td>Purchase</td>\n",
       "      <td>EQ_1234</td>\n",
       "      <td>LUID_YN3FEUD5</td>\n",
       "      <td>2020-01-02 00:00:00+00:00</td>\n",
       "      <td>2020-01-04 00:00:00+00:00</td>\n",
       "      <td>120000.0</td>\n",
       "      <td>600000.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>Price</td>\n",
       "      <td>600000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>120000.0</td>\n",
       "      <td>Aviva</td>\n",
       "      <td>Active</td>\n",
       "      <td>2021-03-15 11:31:08.500995+00:00</td>\n",
       "      <td>[]</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>trd_0002</td>\n",
       "      <td>Buy</td>\n",
       "      <td>Purchase</td>\n",
       "      <td>EQ_1234</td>\n",
       "      <td>LUID_YN3FEUD5</td>\n",
       "      <td>2020-01-02 00:00:00+00:00</td>\n",
       "      <td>2020-01-04 00:00:00+00:00</td>\n",
       "      <td>12000.0</td>\n",
       "      <td>60000.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>Price</td>\n",
       "      <td>60000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>132000.0</td>\n",
       "      <td>Aviva</td>\n",
       "      <td>Active</td>\n",
       "      <td>2021-03-15 11:31:08.500995+00:00</td>\n",
       "      <td>[]</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>trd_0003</td>\n",
       "      <td>Buy</td>\n",
       "      <td>Purchase</td>\n",
       "      <td>EQ_1235</td>\n",
       "      <td>LUID_7EQ664NC</td>\n",
       "      <td>2020-01-02 00:00:00+00:00</td>\n",
       "      <td>2020-01-04 00:00:00+00:00</td>\n",
       "      <td>60000.0</td>\n",
       "      <td>1080000.0</td>\n",
       "      <td>18.0</td>\n",
       "      <td>Price</td>\n",
       "      <td>1080000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>60000.0</td>\n",
       "      <td>BHP</td>\n",
       "      <td>Active</td>\n",
       "      <td>2021-03-15 11:31:08.500995+00:00</td>\n",
       "      <td>[]</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>trd_0004</td>\n",
       "      <td>Buy</td>\n",
       "      <td>Purchase</td>\n",
       "      <td>EQ_1235</td>\n",
       "      <td>LUID_7EQ664NC</td>\n",
       "      <td>2020-01-02 00:00:00+00:00</td>\n",
       "      <td>2020-01-04 00:00:00+00:00</td>\n",
       "      <td>60000.0</td>\n",
       "      <td>1080000.0</td>\n",
       "      <td>18.0</td>\n",
       "      <td>Price</td>\n",
       "      <td>1080000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>120000.0</td>\n",
       "      <td>BHP</td>\n",
       "      <td>Active</td>\n",
       "      <td>2021-03-15 11:31:08.500995+00:00</td>\n",
       "      <td>[]</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>trd_0005</td>\n",
       "      <td>Buy</td>\n",
       "      <td>Purchase</td>\n",
       "      <td>EQ_1236</td>\n",
       "      <td>LUID_F87JY45S</td>\n",
       "      <td>2020-01-02 00:00:00+00:00</td>\n",
       "      <td>2020-01-04 00:00:00+00:00</td>\n",
       "      <td>150000.0</td>\n",
       "      <td>300000.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>Price</td>\n",
       "      <td>300000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>150000.0</td>\n",
       "      <td>Barclays</td>\n",
       "      <td>Active</td>\n",
       "      <td>2021-03-15 11:31:08.500995+00:00</td>\n",
       "      <td>[]</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  TransactionId TransactionType TransactionTypeDesc ClientId  \\\n",
       "0      trd_0001             Buy            Purchase  EQ_1234   \n",
       "1      trd_0002             Buy            Purchase  EQ_1234   \n",
       "2      trd_0003             Buy            Purchase  EQ_1235   \n",
       "3      trd_0004             Buy            Purchase  EQ_1235   \n",
       "4      trd_0005             Buy            Purchase  EQ_1236   \n",
       "\n",
       "  LusidInstrumentId           TransactionDate            SettlementDate  \\\n",
       "0     LUID_YN3FEUD5 2020-01-02 00:00:00+00:00 2020-01-04 00:00:00+00:00   \n",
       "1     LUID_YN3FEUD5 2020-01-02 00:00:00+00:00 2020-01-04 00:00:00+00:00   \n",
       "2     LUID_7EQ664NC 2020-01-02 00:00:00+00:00 2020-01-04 00:00:00+00:00   \n",
       "3     LUID_7EQ664NC 2020-01-02 00:00:00+00:00 2020-01-04 00:00:00+00:00   \n",
       "4     LUID_F87JY45S 2020-01-02 00:00:00+00:00 2020-01-04 00:00:00+00:00   \n",
       "\n",
       "      Units  TransactionAmount  Price PriceType  TotalConsideration  \\\n",
       "0  120000.0           600000.0    5.0     Price            600000.0   \n",
       "1   12000.0            60000.0    5.0     Price             60000.0   \n",
       "2   60000.0          1080000.0   18.0     Price           1080000.0   \n",
       "3   60000.0          1080000.0   18.0     Price           1080000.0   \n",
       "4  150000.0           300000.0    2.0     Price            300000.0   \n",
       "\n",
       "  TotalConsiderationCurrency  ExchangeRate  TransactionToPortfolioRate  \\\n",
       "0                        GBP           1.0                         0.0   \n",
       "1                        GBP           1.0                         0.0   \n",
       "2                        GBP           1.0                         0.0   \n",
       "3                        GBP           1.0                         0.0   \n",
       "4                        GBP           1.0                         0.0   \n",
       "\n",
       "  TransactionCurrency strategy(3967-afda-ea4e-d0-Properties)  \\\n",
       "0                 GBP                           ftse_tracker   \n",
       "1                 GBP                           ftse_tracker   \n",
       "2                 GBP                           ftse_tracker   \n",
       "3                 GBP                           ftse_tracker   \n",
       "4                 GBP                           ftse_tracker   \n",
       "\n",
       "  SourcePortfolioId(default-Properties)  \\\n",
       "0                             EQUITY_UK   \n",
       "1                             EQUITY_UK   \n",
       "2                             EQUITY_UK   \n",
       "3                             EQUITY_UK   \n",
       "4                             EQUITY_UK   \n",
       "\n",
       "  SourcePortfolioScope(default-Properties)  ResultantHolding InstrumentName  \\\n",
       "0                        3967-afda-ea4e-d0          120000.0          Aviva   \n",
       "1                        3967-afda-ea4e-d0          132000.0          Aviva   \n",
       "2                        3967-afda-ea4e-d0           60000.0            BHP   \n",
       "3                        3967-afda-ea4e-d0          120000.0            BHP   \n",
       "4                        3967-afda-ea4e-d0          150000.0       Barclays   \n",
       "\n",
       "  TransactionStatus                    EntryDateTime RealisedGainLoss  \\\n",
       "0            Active 2021-03-15 11:31:08.500995+00:00               []   \n",
       "1            Active 2021-03-15 11:31:08.500995+00:00               []   \n",
       "2            Active 2021-03-15 11:31:08.500995+00:00               []   \n",
       "3            Active 2021-03-15 11:31:08.500995+00:00               []   \n",
       "4            Active 2021-03-15 11:31:08.500995+00:00               []   \n",
       "\n",
       "  InstrumentCurrency  \n",
       "0                NaN  \n",
       "1                NaN  \n",
       "2                NaN  \n",
       "3                NaN  \n",
       "4                NaN  "
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "build_transactions_response = txn_port_api.build_transactions(\n",
    "    scope=scope,\n",
    "    code=portfolio_code,\n",
    "    transaction_query_parameters=models.TransactionQueryParameters(\n",
    "        start_date=\"2020-01-01\", end_date=\"2020-12-31\"\n",
    "    ),\n",
    "    property_keys=[\"Instrument/default/Name\"],\n",
    ")\n",
    "\n",
    "\n",
    "build_transactions_df = lusid_response_to_data_frame(\n",
    "    build_transactions_response,\n",
    "    rename_properties=True,\n",
    "    column_name_mapping=build_transactions_json_mapping,\n",
    ")\n",
    "build_transactions_df.head(5)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 4) Cancel one of the Aviva transactions\n",
    "\n",
    "Cancel an Aviva transaction of 120,000 units"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "The first cancel datetime request is: 2021-03-15 11:31:09.641562+00:00\n"
     ]
    }
   ],
   "source": [
    "cancel_response = txn_port_api.cancel_transactions(\n",
    "    scope=scope, code=portfolio_code, transaction_ids=[\"trd_0001\"]\n",
    ")\n",
    "\n",
    "first_cancel_datetime = cancel_response.as_at\n",
    "\n",
    "print(f\"The first cancel datetime request is: {first_cancel_datetime}\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 5) Cancel two of the BHP transactions\n",
    "\n",
    "Cancel two BHP transactions, both for 60,000 units."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "The second cancel datetime request is: 2021-03-15 11:31:09.641562+00:00\n"
     ]
    }
   ],
   "source": [
    "cancel_response = txn_port_api.cancel_transactions(\n",
    "    scope=scope, code=portfolio_code, transaction_ids=[\"trd_0003\", \"trd_0004\"]\n",
    ")\n",
    "\n",
    "second_cancel_datetime = cancel_response.as_at\n",
    "\n",
    "print(f\"The second cancel datetime request is: {first_cancel_datetime}\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 6) Check holdings again\n",
    "\n",
    "We can see two updates:\n",
    "\n",
    "* Holdings in Aviva have been reduced \n",
    "* We no longer have any BHP holdings"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>LusidInstrumentId</th>\n",
       "      <th>SubHoldingKeys</th>\n",
       "      <th>InstrumentName</th>\n",
       "      <th>SourcePortfolioId</th>\n",
       "      <th>SourcePortfolioScope(default-Properties)</th>\n",
       "      <th>HoldingType</th>\n",
       "      <th>Units</th>\n",
       "      <th>SettledUnits</th>\n",
       "      <th>Amount-Cost</th>\n",
       "      <th>Currency-Cost</th>\n",
       "      <th>Amount-CostPortfolioCcy</th>\n",
       "      <th>Currenct-CostPortfolioCcy</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>LUID_YN3FEUD5</td>\n",
       "      <td>{}</td>\n",
       "      <td>Aviva</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>12000.0</td>\n",
       "      <td>12000.0</td>\n",
       "      <td>60000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>LUID_F87JY45S</td>\n",
       "      <td>{}</td>\n",
       "      <td>Barclays</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>300000.0</td>\n",
       "      <td>300000.0</td>\n",
       "      <td>600000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>LUID_8X5TTJTL</td>\n",
       "      <td>{}</td>\n",
       "      <td>BP</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>LUID_H9EN8GYB</td>\n",
       "      <td>{}</td>\n",
       "      <td>HSBC</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>40000.0</td>\n",
       "      <td>40000.0</td>\n",
       "      <td>240000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>CCY_GBP</td>\n",
       "      <td>{}</td>\n",
       "      <td>GBP</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>B</td>\n",
       "      <td>6020000.0</td>\n",
       "      <td>6020000.0</td>\n",
       "      <td>6020000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>LUID_OSXJYVK6</td>\n",
       "      <td>{}</td>\n",
       "      <td>Morrisons</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>360000.0</td>\n",
       "      <td>360000.0</td>\n",
       "      <td>720000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>LUID_6RGYR2L4</td>\n",
       "      <td>{}</td>\n",
       "      <td>Tesco</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>12000.0</td>\n",
       "      <td>12000.0</td>\n",
       "      <td>100000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>LUID_2IXG0MUX</td>\n",
       "      <td>{}</td>\n",
       "      <td>Rightmove</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>160000.0</td>\n",
       "      <td>160000.0</td>\n",
       "      <td>960000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>LUID_OSHLMH9J</td>\n",
       "      <td>{}</td>\n",
       "      <td>vodafone</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>900000.0</td>\n",
       "      <td>900000.0</td>\n",
       "      <td>900000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>LUID_89QAQSYC</td>\n",
       "      <td>{}</td>\n",
       "      <td>Anglo American plc</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>70000.0</td>\n",
       "      <td>70000.0</td>\n",
       "      <td>1400000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  LusidInstrumentId SubHoldingKeys      InstrumentName SourcePortfolioId  \\\n",
       "0     LUID_YN3FEUD5             {}               Aviva         EQUITY_UK   \n",
       "1     LUID_F87JY45S             {}            Barclays         EQUITY_UK   \n",
       "2     LUID_8X5TTJTL             {}                  BP         EQUITY_UK   \n",
       "3     LUID_H9EN8GYB             {}                HSBC         EQUITY_UK   \n",
       "4           CCY_GBP             {}                 GBP         EQUITY_UK   \n",
       "5     LUID_OSXJYVK6             {}           Morrisons         EQUITY_UK   \n",
       "6     LUID_6RGYR2L4             {}               Tesco         EQUITY_UK   \n",
       "7     LUID_2IXG0MUX             {}           Rightmove         EQUITY_UK   \n",
       "8     LUID_OSHLMH9J             {}            vodafone         EQUITY_UK   \n",
       "9     LUID_89QAQSYC             {}  Anglo American plc         EQUITY_UK   \n",
       "\n",
       "  SourcePortfolioScope(default-Properties) HoldingType      Units  \\\n",
       "0                        3967-afda-ea4e-d0           P    12000.0   \n",
       "1                        3967-afda-ea4e-d0           P   300000.0   \n",
       "2                        3967-afda-ea4e-d0           P   200000.0   \n",
       "3                        3967-afda-ea4e-d0           P    40000.0   \n",
       "4                        3967-afda-ea4e-d0           B  6020000.0   \n",
       "5                        3967-afda-ea4e-d0           P   360000.0   \n",
       "6                        3967-afda-ea4e-d0           P    12000.0   \n",
       "7                        3967-afda-ea4e-d0           P   160000.0   \n",
       "8                        3967-afda-ea4e-d0           P   900000.0   \n",
       "9                        3967-afda-ea4e-d0           P    70000.0   \n",
       "\n",
       "   SettledUnits  Amount-Cost Currency-Cost  Amount-CostPortfolioCcy  \\\n",
       "0       12000.0      60000.0           GBP                      0.0   \n",
       "1      300000.0     600000.0           GBP                      0.0   \n",
       "2      200000.0    1000000.0           GBP                      0.0   \n",
       "3       40000.0     240000.0           GBP                      0.0   \n",
       "4     6020000.0    6020000.0           GBP                      0.0   \n",
       "5      360000.0     720000.0           GBP                      0.0   \n",
       "6       12000.0     100000.0           GBP                      0.0   \n",
       "7      160000.0     960000.0           GBP                      0.0   \n",
       "8      900000.0     900000.0           GBP                      0.0   \n",
       "9       70000.0    1400000.0           GBP                      0.0   \n",
       "\n",
       "  Currenct-CostPortfolioCcy  \n",
       "0                       GBP  \n",
       "1                       GBP  \n",
       "2                       GBP  \n",
       "3                       GBP  \n",
       "4                       GBP  \n",
       "5                       GBP  \n",
       "6                       GBP  \n",
       "7                       GBP  \n",
       "8                       GBP  \n",
       "9                       GBP  "
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "response = txn_port_api.get_holdings(\n",
    "    scope=scope, code=portfolio_code, property_keys=[\"Instrument/default/Name\"]\n",
    ")\n",
    "\n",
    "\n",
    "holdings_df = lusid_response_to_data_frame(\n",
    "    response, rename_properties=True, column_name_mapping=get_holdings_json_mapping\n",
    ")\n",
    "\n",
    "holdings_df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 7) Check holdings with AsAt just before the cancellation\n",
    "\n",
    "The portfolio still owns:\n",
    "\n",
    "* 132,000 units Aviva\n",
    "* 120,000 units BHP"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "The current datetime is 2021-03-15 11:31:10.230580+00:00...\n",
      "Getting holdings as at 2021-03-15 11:31:09.631562+00:00...\n",
      "This is just before the first cancellation datetime of 2021-03-15 11:31:09.641562+00:00...\n"
     ]
    },
    {
     "data": {
      "text/html": [
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>LusidInstrumentId</th>\n",
       "      <th>SubHoldingKeys</th>\n",
       "      <th>InstrumentName</th>\n",
       "      <th>SourcePortfolioId</th>\n",
       "      <th>SourcePortfolioScope(default-Properties)</th>\n",
       "      <th>HoldingType</th>\n",
       "      <th>Units</th>\n",
       "      <th>SettledUnits</th>\n",
       "      <th>Amount-Cost</th>\n",
       "      <th>Currency-Cost</th>\n",
       "      <th>Amount-CostPortfolioCcy</th>\n",
       "      <th>Currenct-CostPortfolioCcy</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>LUID_YN3FEUD5</td>\n",
       "      <td>{}</td>\n",
       "      <td>Aviva</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>132000.0</td>\n",
       "      <td>132000.0</td>\n",
       "      <td>660000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>LUID_7EQ664NC</td>\n",
       "      <td>{}</td>\n",
       "      <td>BHP</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>120000.0</td>\n",
       "      <td>120000.0</td>\n",
       "      <td>2160000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>LUID_F87JY45S</td>\n",
       "      <td>{}</td>\n",
       "      <td>Barclays</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>300000.0</td>\n",
       "      <td>300000.0</td>\n",
       "      <td>600000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>LUID_8X5TTJTL</td>\n",
       "      <td>{}</td>\n",
       "      <td>BP</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>LUID_H9EN8GYB</td>\n",
       "      <td>{}</td>\n",
       "      <td>HSBC</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>40000.0</td>\n",
       "      <td>40000.0</td>\n",
       "      <td>240000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>CCY_GBP</td>\n",
       "      <td>{}</td>\n",
       "      <td>GBP</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>B</td>\n",
       "      <td>3260000.0</td>\n",
       "      <td>3260000.0</td>\n",
       "      <td>3260000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>LUID_OSXJYVK6</td>\n",
       "      <td>{}</td>\n",
       "      <td>Morrisons</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>360000.0</td>\n",
       "      <td>360000.0</td>\n",
       "      <td>720000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>LUID_6RGYR2L4</td>\n",
       "      <td>{}</td>\n",
       "      <td>Tesco</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>12000.0</td>\n",
       "      <td>12000.0</td>\n",
       "      <td>100000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>LUID_2IXG0MUX</td>\n",
       "      <td>{}</td>\n",
       "      <td>Rightmove</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>160000.0</td>\n",
       "      <td>160000.0</td>\n",
       "      <td>960000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>LUID_OSHLMH9J</td>\n",
       "      <td>{}</td>\n",
       "      <td>vodafone</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>900000.0</td>\n",
       "      <td>900000.0</td>\n",
       "      <td>900000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>LUID_89QAQSYC</td>\n",
       "      <td>{}</td>\n",
       "      <td>Anglo American plc</td>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>3967-afda-ea4e-d0</td>\n",
       "      <td>P</td>\n",
       "      <td>70000.0</td>\n",
       "      <td>70000.0</td>\n",
       "      <td>1400000.0</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.0</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   LusidInstrumentId SubHoldingKeys      InstrumentName SourcePortfolioId  \\\n",
       "0      LUID_YN3FEUD5             {}               Aviva         EQUITY_UK   \n",
       "1      LUID_7EQ664NC             {}                 BHP         EQUITY_UK   \n",
       "2      LUID_F87JY45S             {}            Barclays         EQUITY_UK   \n",
       "3      LUID_8X5TTJTL             {}                  BP         EQUITY_UK   \n",
       "4      LUID_H9EN8GYB             {}                HSBC         EQUITY_UK   \n",
       "5            CCY_GBP             {}                 GBP         EQUITY_UK   \n",
       "6      LUID_OSXJYVK6             {}           Morrisons         EQUITY_UK   \n",
       "7      LUID_6RGYR2L4             {}               Tesco         EQUITY_UK   \n",
       "8      LUID_2IXG0MUX             {}           Rightmove         EQUITY_UK   \n",
       "9      LUID_OSHLMH9J             {}            vodafone         EQUITY_UK   \n",
       "10     LUID_89QAQSYC             {}  Anglo American plc         EQUITY_UK   \n",
       "\n",
       "   SourcePortfolioScope(default-Properties) HoldingType      Units  \\\n",
       "0                         3967-afda-ea4e-d0           P   132000.0   \n",
       "1                         3967-afda-ea4e-d0           P   120000.0   \n",
       "2                         3967-afda-ea4e-d0           P   300000.0   \n",
       "3                         3967-afda-ea4e-d0           P   200000.0   \n",
       "4                         3967-afda-ea4e-d0           P    40000.0   \n",
       "5                         3967-afda-ea4e-d0           B  3260000.0   \n",
       "6                         3967-afda-ea4e-d0           P   360000.0   \n",
       "7                         3967-afda-ea4e-d0           P    12000.0   \n",
       "8                         3967-afda-ea4e-d0           P   160000.0   \n",
       "9                         3967-afda-ea4e-d0           P   900000.0   \n",
       "10                        3967-afda-ea4e-d0           P    70000.0   \n",
       "\n",
       "    SettledUnits  Amount-Cost Currency-Cost  Amount-CostPortfolioCcy  \\\n",
       "0       132000.0     660000.0           GBP                      0.0   \n",
       "1       120000.0    2160000.0           GBP                      0.0   \n",
       "2       300000.0     600000.0           GBP                      0.0   \n",
       "3       200000.0    1000000.0           GBP                      0.0   \n",
       "4        40000.0     240000.0           GBP                      0.0   \n",
       "5      3260000.0    3260000.0           GBP                      0.0   \n",
       "6       360000.0     720000.0           GBP                      0.0   \n",
       "7        12000.0     100000.0           GBP                      0.0   \n",
       "8       160000.0     960000.0           GBP                      0.0   \n",
       "9       900000.0     900000.0           GBP                      0.0   \n",
       "10       70000.0    1400000.0           GBP                      0.0   \n",
       "\n",
       "   Currenct-CostPortfolioCcy  \n",
       "0                        GBP  \n",
       "1                        GBP  \n",
       "2                        GBP  \n",
       "3                        GBP  \n",
       "4                        GBP  \n",
       "5                        GBP  \n",
       "6                        GBP  \n",
       "7                        GBP  \n",
       "8                        GBP  \n",
       "9                        GBP  \n",
       "10                       GBP  "
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "as_at_time = first_cancel_datetime - timedelta(milliseconds=10)\n",
    "\n",
    "print(f\"The current datetime is {datetime.now(tz=pytz.UTC)}...\")\n",
    "print(f\"Getting holdings as at {as_at_time}...\")\n",
    "print(\n",
    "    f\"This is just before the first cancellation datetime of {first_cancel_datetime}...\"\n",
    ")\n",
    "\n",
    "\n",
    "response = txn_port_api.get_holdings(\n",
    "    scope=scope,\n",
    "    code=portfolio_code,\n",
    "    property_keys=[\"Instrument/default/Name\"],\n",
    "    as_at=as_at_time,\n",
    ")\n",
    "\n",
    "holdings_df = lusid_response_to_data_frame(\n",
    "    response, rename_properties=True, column_name_mapping=get_holdings_json_mapping\n",
    ")\n",
    "\n",
    "holdings_df"
   ]
  }
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