examples/use-cases/valuation/Valuations with recipes.ipynb

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   "source": [
    "from lusidtools.jupyter_tools import toggle_code\n",
    "\n",
    "\"\"\"Valuation with recipes\n",
    "\n",
    "This notebook shows how to value a portfolio using recipes with different pricing sources\n",
    "\n",
    "Attributes\n",
    "----------\n",
    "valuation\n",
    "transactions\n",
    "recipes\n",
    "manifests\n",
    "\"\"\"\n",
    "\n",
    "toggle_code(\"Hide docstring\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "# Valuation with recipes\n",
    "\n",
    "This notebooks shows how to value a portfolio using recipes with different pricing sources"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Setup LUSID"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Import system packages\n",
    "\n",
    "# Import lusid specific packages\n",
    "# These are the core lusid packages for interacting with the API via Python\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.cocoon.cocoon import load_from_data_frame\n",
    "from lusidtools.cocoon.cocoon_printer import (\n",
    "    format_instruments_response,\n",
    "    format_portfolios_response,\n",
    "    format_transactions_response,\n",
    "    format_quotes_response,\n",
    ")\n",
    "from lusidtools.pandas_utils.lusid_pandas import lusid_response_to_data_frame\n",
    "\n",
    "import os\n",
    "import pandas as pd\n",
    "import pytz\n",
    "from datetime import datetime\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": [
    "# define the apis\n",
    "aggregation_api = api_factory.build(lusid.AggregationApi)\n",
    "configuration_recipe_api = api_factory.build(lusid.api.ConfigurationRecipeApi)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Load source data"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Create a scope and portfolio code"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "scope = \"valuation-sample\"\n",
    "portfolio_code = \"EQUITY_UK\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>portfolio_code</th>\n",
       "      <th>portfolio_name</th>\n",
       "      <th>portfolio_base_currency</th>\n",
       "      <th>ISIN</th>\n",
       "      <th>sedol</th>\n",
       "      <th>instrument_type</th>\n",
       "      <th>instrument_id</th>\n",
       "      <th>name</th>\n",
       "      <th>txn_id</th>\n",
       "      <th>txn_type</th>\n",
       "      <th>txn_trade_date</th>\n",
       "      <th>txn_settle_date</th>\n",
       "      <th>txn_units</th>\n",
       "      <th>txn_price</th>\n",
       "      <th>txn_consideration</th>\n",
       "      <th>currency</th>\n",
       "      <th>strategy</th>\n",
       "      <th>cash_transactions</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>LUSID's top 10 FTSE stock portfolio</td>\n",
       "      <td>GBP</td>\n",
       "      <td>GB0002162385</td>\n",
       "      <td>0216238</td>\n",
       "      <td>equity</td>\n",
       "      <td>EQ_1234</td>\n",
       "      <td>Aviva</td>\n",
       "      <td>txn-1</td>\n",
       "      <td>StockIn</td>\n",
       "      <td>02/01/2020</td>\n",
       "      <td>04/01/2020</td>\n",
       "      <td>120000</td>\n",
       "      <td>4.23</td>\n",
       "      <td>600000</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>LUSID's top 10 FTSE stock portfolio</td>\n",
       "      <td>GBP</td>\n",
       "      <td>GB00BH0P3Z91</td>\n",
       "      <td>BH0P3Z9</td>\n",
       "      <td>equity</td>\n",
       "      <td>EQ_1235</td>\n",
       "      <td>BHP</td>\n",
       "      <td>txn-2</td>\n",
       "      <td>StockIn</td>\n",
       "      <td>02/01/2020</td>\n",
       "      <td>04/01/2020</td>\n",
       "      <td>60000</td>\n",
       "      <td>17.89</td>\n",
       "      <td>1080000</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>LUSID's top 10 FTSE stock portfolio</td>\n",
       "      <td>GBP</td>\n",
       "      <td>GB0031348658</td>\n",
       "      <td>3134865</td>\n",
       "      <td>equity</td>\n",
       "      <td>EQ_1236</td>\n",
       "      <td>Barclays</td>\n",
       "      <td>txn-3</td>\n",
       "      <td>StockIn</td>\n",
       "      <td>02/01/2020</td>\n",
       "      <td>04/01/2020</td>\n",
       "      <td>150000</td>\n",
       "      <td>1.80</td>\n",
       "      <td>300000</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>LUSID's top 10 FTSE stock portfolio</td>\n",
       "      <td>GBP</td>\n",
       "      <td>GB0007980591</td>\n",
       "      <td>0798059</td>\n",
       "      <td>equity</td>\n",
       "      <td>EQ_1237</td>\n",
       "      <td>BP</td>\n",
       "      <td>txn-4</td>\n",
       "      <td>StockIn</td>\n",
       "      <td>02/01/2020</td>\n",
       "      <td>04/01/2020</td>\n",
       "      <td>100000</td>\n",
       "      <td>4.75</td>\n",
       "      <td>500000</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>LUSID's top 10 FTSE stock portfolio</td>\n",
       "      <td>GBP</td>\n",
       "      <td>GB0005405286</td>\n",
       "      <td>0540528</td>\n",
       "      <td>equity</td>\n",
       "      <td>EQ_1238</td>\n",
       "      <td>HSBC</td>\n",
       "      <td>txn-5</td>\n",
       "      <td>StockIn</td>\n",
       "      <td>02/01/2020</td>\n",
       "      <td>04/01/2020</td>\n",
       "      <td>20000</td>\n",
       "      <td>5.89</td>\n",
       "      <td>120000</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>LUSID's top 10 FTSE stock portfolio</td>\n",
       "      <td>GBP</td>\n",
       "      <td>GB0006043169</td>\n",
       "      <td>0604316</td>\n",
       "      <td>equity</td>\n",
       "      <td>EQ_1239</td>\n",
       "      <td>Morrisons</td>\n",
       "      <td>txn-6</td>\n",
       "      <td>StockIn</td>\n",
       "      <td>15/01/2020</td>\n",
       "      <td>17/01/2020</td>\n",
       "      <td>180000</td>\n",
       "      <td>1.87</td>\n",
       "      <td>360000</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>LUSID's top 10 FTSE stock portfolio</td>\n",
       "      <td>GBP</td>\n",
       "      <td>GB0008847096</td>\n",
       "      <td>0884709</td>\n",
       "      <td>equity</td>\n",
       "      <td>EQ_1240</td>\n",
       "      <td>Tesco</td>\n",
       "      <td>txn-7</td>\n",
       "      <td>StockIn</td>\n",
       "      <td>16/01/2020</td>\n",
       "      <td>18/01/2020</td>\n",
       "      <td>4000</td>\n",
       "      <td>2.47</td>\n",
       "      <td>36000</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>LUSID's top 10 FTSE stock portfolio</td>\n",
       "      <td>GBP</td>\n",
       "      <td>GB00BGDT3G23</td>\n",
       "      <td>BGDT3G2</td>\n",
       "      <td>equity</td>\n",
       "      <td>EQ_1241</td>\n",
       "      <td>Rightmove</td>\n",
       "      <td>txn-8</td>\n",
       "      <td>StockIn</td>\n",
       "      <td>15/01/2020</td>\n",
       "      <td>17/01/2020</td>\n",
       "      <td>80000</td>\n",
       "      <td>6.59</td>\n",
       "      <td>480000</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>LUSID's top 10 FTSE stock portfolio</td>\n",
       "      <td>GBP</td>\n",
       "      <td>GB00BH4HKS39</td>\n",
       "      <td>BH4HKS3</td>\n",
       "      <td>equity</td>\n",
       "      <td>EQ_1242</td>\n",
       "      <td>vodafone</td>\n",
       "      <td>txn-9</td>\n",
       "      <td>StockIn</td>\n",
       "      <td>15/01/2020</td>\n",
       "      <td>17/01/2020</td>\n",
       "      <td>450000</td>\n",
       "      <td>1.56</td>\n",
       "      <td>450000</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>EQUITY_UK</td>\n",
       "      <td>LUSID's top 10 FTSE stock portfolio</td>\n",
       "      <td>GBP</td>\n",
       "      <td>GB00B1XZS820</td>\n",
       "      <td>B1XZS82</td>\n",
       "      <td>equity</td>\n",
       "      <td>EQ_1243</td>\n",
       "      <td>Anglo American plc</td>\n",
       "      <td>txn-10</td>\n",
       "      <td>StockIn</td>\n",
       "      <td>15/01/2020</td>\n",
       "      <td>17/01/2020</td>\n",
       "      <td>35000</td>\n",
       "      <td>21.68</td>\n",
       "      <td>700000</td>\n",
       "      <td>GBP</td>\n",
       "      <td>ftse_tracker</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  portfolio_code                       portfolio_name portfolio_base_currency  \\\n",
       "0      EQUITY_UK  LUSID's top 10 FTSE stock portfolio                     GBP   \n",
       "1      EQUITY_UK  LUSID's top 10 FTSE stock portfolio                     GBP   \n",
       "2      EQUITY_UK  LUSID's top 10 FTSE stock portfolio                     GBP   \n",
       "3      EQUITY_UK  LUSID's top 10 FTSE stock portfolio                     GBP   \n",
       "4      EQUITY_UK  LUSID's top 10 FTSE stock portfolio                     GBP   \n",
       "5      EQUITY_UK  LUSID's top 10 FTSE stock portfolio                     GBP   \n",
       "6      EQUITY_UK  LUSID's top 10 FTSE stock portfolio                     GBP   \n",
       "7      EQUITY_UK  LUSID's top 10 FTSE stock portfolio                     GBP   \n",
       "8      EQUITY_UK  LUSID's top 10 FTSE stock portfolio                     GBP   \n",
       "9      EQUITY_UK  LUSID's top 10 FTSE stock portfolio                     GBP   \n",
       "\n",
       "           ISIN    sedol instrument_type instrument_id                name  \\\n",
       "0  GB0002162385  0216238          equity       EQ_1234               Aviva   \n",
       "1  GB00BH0P3Z91  BH0P3Z9          equity       EQ_1235                 BHP   \n",
       "2  GB0031348658  3134865          equity       EQ_1236            Barclays   \n",
       "3  GB0007980591  0798059          equity       EQ_1237                  BP   \n",
       "4  GB0005405286  0540528          equity       EQ_1238                HSBC   \n",
       "5  GB0006043169  0604316          equity       EQ_1239           Morrisons   \n",
       "6  GB0008847096  0884709          equity       EQ_1240               Tesco   \n",
       "7  GB00BGDT3G23  BGDT3G2          equity       EQ_1241           Rightmove   \n",
       "8  GB00BH4HKS39  BH4HKS3          equity       EQ_1242            vodafone   \n",
       "9  GB00B1XZS820  B1XZS82          equity       EQ_1243  Anglo American plc   \n",
       "\n",
       "   txn_id txn_type txn_trade_date txn_settle_date  txn_units  txn_price  \\\n",
       "0   txn-1  StockIn     02/01/2020      04/01/2020     120000       4.23   \n",
       "1   txn-2  StockIn     02/01/2020      04/01/2020      60000      17.89   \n",
       "2   txn-3  StockIn     02/01/2020      04/01/2020     150000       1.80   \n",
       "3   txn-4  StockIn     02/01/2020      04/01/2020     100000       4.75   \n",
       "4   txn-5  StockIn     02/01/2020      04/01/2020      20000       5.89   \n",
       "5   txn-6  StockIn     15/01/2020      17/01/2020     180000       1.87   \n",
       "6   txn-7  StockIn     16/01/2020      18/01/2020       4000       2.47   \n",
       "7   txn-8  StockIn     15/01/2020      17/01/2020      80000       6.59   \n",
       "8   txn-9  StockIn     15/01/2020      17/01/2020     450000       1.56   \n",
       "9  txn-10  StockIn     15/01/2020      17/01/2020      35000      21.68   \n",
       "\n",
       "   txn_consideration currency      strategy  cash_transactions  \n",
       "0             600000      GBP  ftse_tracker                NaN  \n",
       "1            1080000      GBP  ftse_tracker                NaN  \n",
       "2             300000      GBP  ftse_tracker                NaN  \n",
       "3             500000      GBP  ftse_tracker                NaN  \n",
       "4             120000      GBP  ftse_tracker                NaN  \n",
       "5             360000      GBP  ftse_tracker                NaN  \n",
       "6              36000      GBP  ftse_tracker                NaN  \n",
       "7             480000      GBP  ftse_tracker                NaN  \n",
       "8             450000      GBP  ftse_tracker                NaN  \n",
       "9             700000      GBP  ftse_tracker                NaN  "
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = pd.read_csv(\"data/recipe-valuation/equity_transactions.csv\")\n",
    "df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Load instruments"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Create the instruments and add on ISIN and Sedol as identifiers"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [],
   "source": [
    "instrument_mapping = {\n",
    "    \"identifier_mapping\": {\n",
    "        \"ClientInternal\": \"instrument_id\",\n",
    "        \"Isin\": \"ISIN\",\n",
    "        \"Sedol\": \"sedol\",\n",
    "    },\n",
    "    \"required\": {\"name\": \"name\"},\n",
    "}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>success</th>\n",
       "      <th>failed</th>\n",
       "      <th>errors</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>10</td>\n",
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      "text/plain": [
       "   success  failed  errors\n",
       "0       10       0       0"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "result = load_from_data_frame(\n",
    "    api_factory=api_factory,\n",
    "    scope=scope,\n",
    "    data_frame=df,\n",
    "    mapping_required=instrument_mapping[\"required\"],\n",
    "    mapping_optional={},\n",
    "    file_type=\"instruments\",\n",
    "    identifier_mapping=instrument_mapping[\"identifier_mapping\"],\n",
    ")\n",
    "\n",
    "succ, failed, errors = format_instruments_response(result)\n",
    "pd.DataFrame(\n",
    "    data=[{\"success\": len(succ), \"failed\": len(failed), \"errors\": len(errors)}]\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Create portfolio"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [],
   "source": [
    "portfolio_mapping = {\n",
    "    \"required\": {\n",
    "        \"code\": \"portfolio_code\",\n",
    "        \"display_name\": \"portfolio_name\",\n",
    "        \"base_currency\": \"$GBP\",\n",
    "    },\n",
    "    \"optional\": {\"created\": \"$2020-01-01T00:00:00+00:00\"},\n",
    "}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "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>success</th>\n",
       "      <th>failed</th>\n",
       "      <th>errors</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   success  failed  errors\n",
       "0        1       0       0"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "result = load_from_data_frame(\n",
    "    api_factory=api_factory,\n",
    "    scope=scope,\n",
    "    data_frame=df,\n",
    "    mapping_required=portfolio_mapping[\"required\"],\n",
    "    mapping_optional=portfolio_mapping[\"optional\"],\n",
    "    file_type=\"portfolios\",\n",
    "    sub_holding_keys=[],\n",
    ")\n",
    "\n",
    "succ, failed = format_portfolios_response(result)\n",
    "pd.DataFrame(\n",
    "    data=[{\"success\": len(succ), \"failed\": len(failed), \"errors\": len(errors)}]\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Load in transactions"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [],
   "source": [
    "transaction_mapping = {\n",
    "    \"identifier_mapping\": {\"ClientInternal\": \"instrument_id\",},\n",
    "    \"required\": {\n",
    "        \"code\": \"portfolio_code\",\n",
    "        \"transaction_id\": \"txn_id\",\n",
    "        \"type\": \"txn_type\",\n",
    "        \"transaction_price.price\": \"txn_price\",\n",
    "        \"transaction_price.type\": \"$Price\",\n",
    "        \"total_consideration.amount\": \"txn_consideration\",\n",
    "        \"units\": \"txn_units\",\n",
    "        \"transaction_date\": \"txn_trade_date\",\n",
    "        \"total_consideration.currency\": \"portfolio_base_currency\",\n",
    "        \"settlement_date\": \"txn_settle_date\",\n",
    "    },\n",
    "    \"optional\": {},\n",
    "    \"properties\": [],\n",
    "}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "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",
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       "\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>success</th>\n",
       "      <th>failed</th>\n",
       "      <th>errors</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   success  failed  errors\n",
       "0        1       0       0"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "result = load_from_data_frame(\n",
    "    api_factory=api_factory,\n",
    "    scope=scope,\n",
    "    data_frame=df,\n",
    "    mapping_required=transaction_mapping[\"required\"],\n",
    "    mapping_optional=transaction_mapping[\"optional\"],\n",
    "    file_type=\"transactions\",\n",
    "    identifier_mapping=transaction_mapping[\"identifier_mapping\"],\n",
    "    property_columns=transaction_mapping[\"properties\"],\n",
    "    properties_scope=scope,\n",
    ")\n",
    "\n",
    "succ, failed = format_transactions_response(result)\n",
    "pd.DataFrame(\n",
    "    data=[{\"success\": len(succ), \"failed\": len(failed), \"errors\": len(errors)}]\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Load in quotes"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Load the source quotes containing bid, mid and ask"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {
    "scrolled": true
   },
   "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>ISIN</th>\n",
       "      <th>quote_date</th>\n",
       "      <th>bid</th>\n",
       "      <th>mid</th>\n",
       "      <th>ask</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>GB0002162385</td>\n",
       "      <td>24-Apr-20</td>\n",
       "      <td>2.29</td>\n",
       "      <td>2.30</td>\n",
       "      <td>2.31</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>GB00BH0P3Z91</td>\n",
       "      <td>24-Apr-20</td>\n",
       "      <td>12.81</td>\n",
       "      <td>12.87</td>\n",
       "      <td>12.93</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>GB0031348658</td>\n",
       "      <td>24-Apr-20</td>\n",
       "      <td>0.88</td>\n",
       "      <td>1.88</td>\n",
       "      <td>0.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>GB0007980591</td>\n",
       "      <td>24-Apr-20</td>\n",
       "      <td>3.06</td>\n",
       "      <td>3.08</td>\n",
       "      <td>3.10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>GB0005405286</td>\n",
       "      <td>24-Apr-20</td>\n",
       "      <td>4.00</td>\n",
       "      <td>4.02</td>\n",
       "      <td>4.04</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>GB0006043169</td>\n",
       "      <td>24-Apr-20</td>\n",
       "      <td>1.87</td>\n",
       "      <td>1.88</td>\n",
       "      <td>1.89</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>GB0008847096</td>\n",
       "      <td>24-Apr-20</td>\n",
       "      <td>2.35</td>\n",
       "      <td>2.36</td>\n",
       "      <td>2.37</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>GB00BGDT3G23</td>\n",
       "      <td>24-Apr-20</td>\n",
       "      <td>4.63</td>\n",
       "      <td>4.65</td>\n",
       "      <td>4.67</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>GB00BH4HKS39</td>\n",
       "      <td>24-Apr-20</td>\n",
       "      <td>1.08</td>\n",
       "      <td>1.09</td>\n",
       "      <td>1.10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>GB00B1XZS820</td>\n",
       "      <td>24-Apr-20</td>\n",
       "      <td>13.90</td>\n",
       "      <td>13.97</td>\n",
       "      <td>14.04</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           ISIN quote_date    bid    mid    ask\n",
       "0  GB0002162385  24-Apr-20   2.29   2.30   2.31\n",
       "1  GB00BH0P3Z91  24-Apr-20  12.81  12.87  12.93\n",
       "2  GB0031348658  24-Apr-20   0.88   1.88   0.88\n",
       "3  GB0007980591  24-Apr-20   3.06   3.08   3.10\n",
       "4  GB0005405286  24-Apr-20   4.00   4.02   4.04\n",
       "5  GB0006043169  24-Apr-20   1.87   1.88   1.89\n",
       "6  GB0008847096  24-Apr-20   2.35   2.36   2.37\n",
       "7  GB00BGDT3G23  24-Apr-20   4.63   4.65   4.67\n",
       "8  GB00BH4HKS39  24-Apr-20   1.08   1.09   1.10\n",
       "9  GB00B1XZS820  24-Apr-20  13.90  13.97  14.04"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "quotes_df = pd.read_csv(\"data/recipe-valuation/equity_quotes.csv\")\n",
    "quotes_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [],
   "source": [
    "price_fields = [\"bid\", \"mid\", \"ask\"]\n",
    "\n",
    "quotes_mapping = {\n",
    "    \"quote_id.quote_series_id.instrument_id_type\": \"$Isin\",\n",
    "    \"quote_id.effective_at\": \"quote_date\",\n",
    "    \"quote_id.quote_series_id.provider\": \"$Lusid\",\n",
    "    \"quote_id.quote_series_id.quote_type\": \"$Price\",\n",
    "    \"quote_id.quote_series_id.instrument_id\": \"ISIN\",\n",
    "    \"metric_value.unit\": \"$GBP\",\n",
    "}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "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>[bid] success</th>\n",
       "      <th>failed</th>\n",
       "      <th>errors</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>10</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   [bid] success  failed  errors\n",
       "0             10       0       0"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "\n",
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>[mid] success</th>\n",
       "      <th>failed</th>\n",
       "      <th>errors</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>10</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   [mid] success  failed  errors\n",
       "0             10       0       0"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "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>[ask] success</th>\n",
       "      <th>failed</th>\n",
       "      <th>errors</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>10</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   [ask] success  failed  errors\n",
       "0             10       0       0"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "for price_field in price_fields:\n",
    "\n",
    "    quotes_mapping[\"quote_id.quote_series_id.field\"] = f\"${price_field}\"\n",
    "    quotes_mapping[\"metric_value.value\"] = price_field\n",
    "\n",
    "    result = load_from_data_frame(\n",
    "        api_factory=api_factory,\n",
    "        scope=scope,\n",
    "        data_frame=quotes_df,\n",
    "        mapping_required=quotes_mapping,\n",
    "        mapping_optional={},\n",
    "        file_type=\"quotes\",\n",
    "    )\n",
    "\n",
    "    succ, failed, errors = format_quotes_response(result)\n",
    "    display(\n",
    "        pd.DataFrame(\n",
    "            data=[\n",
    "                {\n",
    "                    f\"[{price_field}] success\": len(succ),\n",
    "                    \"failed\": len(failed),\n",
    "                    \"errors\": len(errors),\n",
    "                }\n",
    "            ]\n",
    "        )\n",
    "    )"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Valuation"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Perform a valuation on the portfolio"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [],
   "source": [
    "def aggregation_request(valuation_effectiveAt, price_field):\n",
    "    inline_recipe = models.ConfigurationRecipe(\n",
    "        scope=\"User\",\n",
    "        code=\"valuation_recipe\",\n",
    "        market=models.MarketContext(\n",
    "            market_rules=[\n",
    "                # define how to resolve the quotes\n",
    "                models.MarketDataKeyRule(\n",
    "                    key=\"Quote.Isin.*\",\n",
    "                    supplier=\"Lusid\",\n",
    "                    data_scope=scope,\n",
    "                    quote_type=\"Price\",\n",
    "                    field=price_field,\n",
    "                ),\n",
    "            ],\n",
    "            options=models.MarketOptions(\n",
    "                default_supplier=\"Lusid\",\n",
    "                default_instrument_code_type=\"Isin\",\n",
    "                default_scope=scope,\n",
    "            ),\n",
    "        ),\n",
    "        pricing=models.PricingContext(\n",
    "            options={\"AllowPartiallySuccessfulEvaluation\": True},\n",
    "        ),\n",
    "    )\n",
    "\n",
    "    return models.AggregationRequest(\n",
    "        inline_recipe=inline_recipe,\n",
    "        metrics=[\n",
    "            models.AggregateSpec(\"Instrument/default/Name\", \"Value\"),\n",
    "            models.AggregateSpec(\"Valuation/PvInReportCcy\", \"Proportion\"),\n",
    "            models.AggregateSpec(\"Valuation/PvInReportCcy\", \"Sum\"),\n",
    "            models.AggregateSpec(\"Holding/default/Units\", \"Sum\"),\n",
    "            models.AggregateSpec(\"Aggregation/Errors\", \"Value\"),\n",
    "        ],\n",
    "        group_by=[\"Instrument/default/Name\"],\n",
    "        # choose the valuation time for the request\n",
    "        effective_at=valuation_effectiveAt,\n",
    "    )"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Create recipes\n",
    "for price_field in [\"mid\", \"bid\", \"ask\"]:\n",
    "\n",
    "    # Create a recipe to perform a valuation\n",
    "    configuration_recipe = models.ConfigurationRecipe(\n",
    "        scope=\"User\",\n",
    "        code=\"valuation_recipe\" + \"_\" + price_field,\n",
    "        market=models.MarketContext(\n",
    "            market_rules=[\n",
    "                # define how to resolve the quotes\n",
    "                models.MarketDataKeyRule(\n",
    "                    key=\"Quote.Isin.*\",\n",
    "                    supplier=\"Lusid\",\n",
    "                    data_scope=scope,\n",
    "                    quote_type=\"Price\",\n",
    "                    field=price_field,\n",
    "                ),\n",
    "            ],\n",
    "            options=models.MarketOptions(\n",
    "                default_supplier=\"Lusid\",\n",
    "                default_instrument_code_type=\"Isin\",\n",
    "                default_scope=scope,\n",
    "            ),\n",
    "        ),\n",
    "        pricing=models.PricingContext(\n",
    "            options={\"AllowPartiallySuccessfulEvaluation\": True},\n",
    "        ),\n",
    "    )\n",
    "\n",
    "    upsert_configuration_recipe_response = configuration_recipe_api.upsert_configuration_recipe(\n",
    "        upsert_recipe_request=models.UpsertRecipeRequest(\n",
    "            configuration_recipe=configuration_recipe\n",
    "        )\n",
    "    )"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [],
   "source": [
    "def generate_valuation_request(valuation_effectiveAt, price_field):\n",
    "\n",
    "    # Create the valuation request\n",
    "    valuation_request = models.ValuationRequest(\n",
    "        recipe_id=models.ResourceId(\n",
    "            scope=\"User\", code=\"valuation_recipe\" + \"_\" + price_field\n",
    "        ),\n",
    "        metrics=[\n",
    "            models.AggregateSpec(\"Instrument/default/Name\", \"Value\"),\n",
    "            models.AggregateSpec(\"Valuation/PvInReportCcy\", \"Proportion\"),\n",
    "            models.AggregateSpec(\"Valuation/PvInReportCcy\", \"Sum\"),\n",
    "            models.AggregateSpec(\"Holding/default/Units\", \"Sum\"),\n",
    "            models.AggregateSpec(\"Aggregation/Errors\", \"Value\"),\n",
    "        ],\n",
    "        group_by=[\"Instrument/default/Name\"],\n",
    "        portfolio_entity_ids=[\n",
    "            models.PortfolioEntityId(scope=scope, code=portfolio_code)\n",
    "        ],\n",
    "        valuation_schedule=models.ValuationSchedule(\n",
    "            effective_at=valuation_effectiveAt.isoformat()\n",
    "        ),\n",
    "    )\n",
    "\n",
    "    return valuation_request"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Run a valuation using a recipe using \"mid\" quotes"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "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>Instrument/default/Name</th>\n",
       "      <th>Proportion(Valuation/PvInReportCcy)</th>\n",
       "      <th>Sum(Valuation/PvInReportCcy)</th>\n",
       "      <th>Sum(Holding/default/Units)</th>\n",
       "      <th>Aggregation/Errors</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Aviva</td>\n",
       "      <td>0.080752</td>\n",
       "      <td>276000.0</td>\n",
       "      <td>120000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>BHP</td>\n",
       "      <td>0.225929</td>\n",
       "      <td>772200.0</td>\n",
       "      <td>60000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Barclays</td>\n",
       "      <td>0.082507</td>\n",
       "      <td>282000.0</td>\n",
       "      <td>150000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>BP</td>\n",
       "      <td>0.090114</td>\n",
       "      <td>308000.0</td>\n",
       "      <td>100000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>HSBC</td>\n",
       "      <td>0.023523</td>\n",
       "      <td>80400.0</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>Morrisons</td>\n",
       "      <td>0.099008</td>\n",
       "      <td>338400.0</td>\n",
       "      <td>180000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>Rightmove</td>\n",
       "      <td>0.108839</td>\n",
       "      <td>372000.0</td>\n",
       "      <td>80000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>vodafone</td>\n",
       "      <td>0.143510</td>\n",
       "      <td>490500.0</td>\n",
       "      <td>450000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>Anglo American plc</td>\n",
       "      <td>0.143056</td>\n",
       "      <td>488950.0</td>\n",
       "      <td>35000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>Tesco</td>\n",
       "      <td>0.002762</td>\n",
       "      <td>9440.0</td>\n",
       "      <td>4000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Instrument/default/Name  Proportion(Valuation/PvInReportCcy)  \\\n",
       "0                   Aviva                             0.080752   \n",
       "1                     BHP                             0.225929   \n",
       "2                Barclays                             0.082507   \n",
       "3                      BP                             0.090114   \n",
       "4                    HSBC                             0.023523   \n",
       "5               Morrisons                             0.099008   \n",
       "6               Rightmove                             0.108839   \n",
       "7                vodafone                             0.143510   \n",
       "8      Anglo American plc                             0.143056   \n",
       "9                   Tesco                             0.002762   \n",
       "\n",
       "   Sum(Valuation/PvInReportCcy)  Sum(Holding/default/Units) Aggregation/Errors  \n",
       "0                      276000.0                    120000.0                 []  \n",
       "1                      772200.0                     60000.0                 []  \n",
       "2                      282000.0                    150000.0                 []  \n",
       "3                      308000.0                    100000.0                 []  \n",
       "4                       80400.0                     20000.0                 []  \n",
       "5                      338400.0                    180000.0                 []  \n",
       "6                      372000.0                     80000.0                 []  \n",
       "7                      490500.0                    450000.0                 []  \n",
       "8                      488950.0                     35000.0                 []  \n",
       "9                        9440.0                      4000.0                 []  "
      ]
     },
     "execution_count": 18,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "aggregation = aggregation_api.get_valuation(\n",
    "    valuation_request=generate_valuation_request(\n",
    "        datetime(year=2020, month=4, day=24, tzinfo=pytz.UTC), \"mid\"\n",
    "    )\n",
    ")\n",
    "\n",
    "pd.DataFrame(aggregation.data)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Run a valuation using a recipe using \"bid\" quotes"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "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>Instrument/default/Name</th>\n",
       "      <th>Proportion(Valuation/PvInReportCcy)</th>\n",
       "      <th>Sum(Valuation/PvInReportCcy)</th>\n",
       "      <th>Sum(Holding/default/Units)</th>\n",
       "      <th>Aggregation/Errors</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>BT GROUP PLC</td>\n",
       "      <td>0.084546</td>\n",
       "      <td>274800.0</td>\n",
       "      <td>120000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>STANDARD CHARTERED PLC</td>\n",
       "      <td>0.236470</td>\n",
       "      <td>768600.0</td>\n",
       "      <td>60000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>J SAINSBURY PLC</td>\n",
       "      <td>0.040612</td>\n",
       "      <td>132000.0</td>\n",
       "      <td>150000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>BARCLAYS PLC</td>\n",
       "      <td>0.094145</td>\n",
       "      <td>306000.0</td>\n",
       "      <td>100000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>BP PLC</td>\n",
       "      <td>0.024613</td>\n",
       "      <td>80000.0</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>GLAXOSMITHKLINE PLC</td>\n",
       "      <td>0.103560</td>\n",
       "      <td>336600.0</td>\n",
       "      <td>180000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>OCADO GROUP PLC</td>\n",
       "      <td>0.113959</td>\n",
       "      <td>370400.0</td>\n",
       "      <td>80000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>NEXT PLC</td>\n",
       "      <td>0.149525</td>\n",
       "      <td>486000.0</td>\n",
       "      <td>450000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>3M COMPANY</td>\n",
       "      <td>0.149678</td>\n",
       "      <td>486500.0</td>\n",
       "      <td>35000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>BURBERRY GROUP PLC</td>\n",
       "      <td>0.002892</td>\n",
       "      <td>9400.0</td>\n",
       "      <td>4000.0</td>\n",
       "      <td>[]</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Instrument/default/Name  Proportion(Valuation/PvInReportCcy)  \\\n",
       "0            BT GROUP PLC                             0.084546   \n",
       "1  STANDARD CHARTERED PLC                             0.236470   \n",
       "2         J SAINSBURY PLC                             0.040612   \n",
       "3            BARCLAYS PLC                             0.094145   \n",
       "4                  BP PLC                             0.024613   \n",
       "5     GLAXOSMITHKLINE PLC                             0.103560   \n",
       "6         OCADO GROUP PLC                             0.113959   \n",
       "7                NEXT PLC                             0.149525   \n",
       "8              3M COMPANY                             0.149678   \n",
       "9      BURBERRY GROUP PLC                             0.002892   \n",
       "\n",
       "   Sum(Valuation/PvInReportCcy)  Sum(Holding/default/Units) Aggregation/Errors  \n",
       "0                      274800.0                    120000.0                 []  \n",
       "1                      768600.0                     60000.0                 []  \n",
       "2                      132000.0                    150000.0                 []  \n",
       "3                      306000.0                    100000.0                 []  \n",
       "4                       80000.0                     20000.0                 []  \n",
       "5                      336600.0                    180000.0                 []  \n",
       "6                      370400.0                     80000.0                 []  \n",
       "7                      486000.0                    450000.0                 []  \n",
       "8                      486500.0                     35000.0                 []  \n",
       "9                        9400.0                      4000.0                 []  "
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "aggregation = aggregation_api.get_valuation(\n",
    "    valuation_request=generate_valuation_request(\n",
    "        datetime(year=2020, month=4, day=24, tzinfo=pytz.UTC), \"bid\"\n",
    "    )\n",
    ")\n",
    "\n",
    "pd.DataFrame(aggregation.data)"
   ]
  }
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