Feat/35 multiple portfolios

.github/workflows/build-Docker-image-triggers.yml

@@ -27,6 +27,7 @@ jobs:
           - default_2023Q4
           - full_params_2022Q4
           - full_params_2023Q4
+          - multiple_portfolio_files
     with:
       full-image-name: ${{ needs.docker.outputs.full-image-name }}
       config-name: ${{ matrix.config-name }}

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: workflow.pacta
 Title: Run PACTA
-Version: 0.0.0.9010
+Version: 0.0.0.9011
 Authors@R: 
     c(person(given = "CJ",
              family = "Yetman",

docker-compose.yml

@@ -1,11 +1,13 @@
 ---
 services:
   workflow.pacta:
-    build: .
+    # build: .
+    image: ghcr.io/rmi-pacta/workflow.pacta:pr-96
     # stdin_open: true
     # tty: true
     # entrypoint: ["R", "--args"]
-    command: '{\"portfolio\": {\"files\": \"default_portfolio.csv\", \"holdingsDate\": \"2023-12-31\"}, \"inherit\": \"2023Q4\"}'
+    command: '/test_params.json'
+    # command: '{\"portfolio\": {\"files\": [\"default_portfolio.csv\"], \"holdingsDate\": \"2023-12-31\"}, \"inherit\": \"2023Q4\"}'
     environment:
       LOG_LEVEL: TRACE
       PACTA_DATA_DIR: "/mnt/pacta-data"
@@ -24,3 +26,7 @@ services:
         source: ${input_dir:-./portfolios}
         target: /mnt/portfolios
         read_only: true
+      - type: bind
+        source: ./portfolios/default_params.json
+        target: /test_params.json
+        read_only: true

inst/extdata/schema/portfolio.json

@@ -7,8 +7,12 @@
   "type": "object",
   "properties": {
     "files": {
-      "type": "string",
-      "description": "List of portfolio files to be analyzed."
+      "type": "array",
+      "description": "List of portfolio files to be analyzed.",
+      "items": {
+        "type": "string",
+        "description": "Path to the file."
+      }
     },
     "holdingsDate": {
       "type": "string",

portfolios/default_params.json

@@ -0,0 +1,38 @@
+{
+  "portfolio": {
+    "holdingsDate": "2023-12-31",
+    "files": 
+    [
+      "default_portfolio.csv"
+    ],
+    "name": "Default Portfolio"
+  },
+  "analysis": {
+    "equityMarketList": [
+      "GlobalMarket",
+      "DevelopedMarket",
+      "EmergingMarket"
+    ],
+    "scenarioGeographiesList": [
+      "Global",
+      "GlobalAggregate",
+      "NonOECD",
+      "OECD"
+    ],
+    "scenarioSourcesList": [
+      "GECO2023",
+      "ISF2023",
+      "WEO2023"
+    ],
+    "sectorList": [
+      "Power",
+      "Automotive",
+      "Coal",
+      "Steel",
+      "Aviation",
+      "Cement"
+    ],
+    "startYear": 2022,
+    "timeHorizon": 5
+  }
+}

portfolios/multiple_files.json

@@ -0,0 +1,39 @@
+{
+  "portfolio": {
+    "holdingsDate": "2023-12-31",
+    "files": 
+    [
+      "section_1.csv",
+      "section_2.csv"
+    ],
+    "name": "Default Portfolio"
+  },
+  "analysis": {
+    "equityMarketList": [
+      "GlobalMarket",
+      "DevelopedMarket",
+      "EmergingMarket"
+    ],
+    "scenarioGeographiesList": [
+      "Global",
+      "GlobalAggregate",
+      "NonOECD",
+      "OECD"
+    ],
+    "scenarioSourcesList": [
+      "GECO2023",
+      "ISF2023",
+      "WEO2023"
+    ],
+    "sectorList": [
+      "Power",
+      "Automotive",
+      "Coal",
+      "Steel",
+      "Aviation",
+      "Cement"
+    ],
+    "startYear": 2022,
+    "timeHorizon": 5
+  }
+}

portfolios/section_1.csv

@@ -0,0 +1,46 @@
+isin,market_value,currency
+XS1297557172,6821206,USD
+DE000A1R07L4,4724723,USD
+US345370BV11,5619252,USD
+CND10001QD60,1124438,USD
+XS2356040357,3076756,USD
+US31428XAY22,8235607,USD
+FR0012650281,641235,USD
+FR001400F2Q0,4190307,USD
+USQ94606AE22,4118654,USD
+US911312BB15,5414864,USD
+INE331A07273,2972779,USD
+INE481G07166,3244497,USD
+INE010A08065,4488737,USD
+US86614RAF47,5793655,USD
+FR0124261621,1581767,USD
+US60937CAA36,900439,USD
+US93317QAD79,9993273,USD
+TH0148034703,8657460,USD
+XS2325566847,9459870,USD
+US02076XAC65,3952496,USD
+US880779BA01,3506143,USD
+USU88125AC04,3401211,USD
+INE208A07281,8670483,USD
+US69373UAA51,267878,USD
+US12594KAA07,4094599,USD
+US205677AB38,3309593,USD
+US69370RAK32,3519158,USD
+US707887A@47,1577541,USD
+US166764AA86,6575752,USD
+US71654QCP54,7084677,USD
+INE206D08162,6210214,USD
+US745310AB85,709698,USD
+CA44882ZXZ12,2809584,USD
+JP360540AR10,9641731,USD
+CA44885ZEQ96,9683822,USD
+INE017A08235,3910673,USD
+XS1555576641,2598631,USD
+XS1381693248,2117715,USD
+NO0010892870,8899756,USD
+NO0010806912,7280862,USD
+USU85795AQ29,2560264,USD
+JP338603AA35,6806168,USD
+DE000A2GESQ1,1567613,USD
+INE114A07802,8605761,USD
+US03938LAA26,2698943,USD

portfolios/section_2.csv

@@ -0,0 +1,46 @@
+isin,market_value,currency
+KR7005380001,9338795,USD
+CNE100000Q35,1068423,USD
+KYG3777B1032,9637388,USD
+US5787871038,5467105,USD
+SE0016844831,4168401,USD
+TW0002646007,6371201,USD
+INE646L01027,8355228,USD
+US38045R2067,7952384,USD
+PHY1234G1032,180886,USD
+US00910M1009,6809079,USD
+INE070A01015,1013567,USD
+CNE000000XV4,8873793,USD
+PK0059501012,5829360,USD
+INE583C01021,6059486,USD
+MYL5000OO004,6433976,USD
+AU000000BCB5,9186193,USD
+US03940R1077,265189,USD
+ID1000162902,1712519,USD
+US03485P3001,4712749,USD
+CNE0000017V2,5989615,USD
+NL0010545661,3343735,USD
+CNE000000FH0,8915246,USD
+US6937181088,9800223,USD
+US9288541082,7226287,USD
+CA62910L1022,9449577,USD
+IL0011419699,7746343,USD
+SE0020180917,1788562,USD
+AU000000BUY9,1578448,USD
+KR7096770003,860209,USD
+US45325E2019,4071578,USD
+CA45790B7088,8510107,USD
+US0188021085,7030638,USD
+JP3981200003,344741,USD
+GB00B1VNSX38,6493591,USD
+BRENGICDAM16,9257903,USD
+MHY271836006,1571628,USD
+MHY2687W1241,2627572,USD
+TH0363010R10,8711798,USD
+JP3247600004,4447848,USD
+IL0065100930,1121308,USD
+QA000A0KD6K3,6405719,USD
+US92023R4074,8204370,USD
+JP3342000001,8564047,USD
+US88031M1099,149263,USD
+TW0009957001,4538558,USD

tests/config/default_2022Q4.json

@@ -3,7 +3,9 @@
   "pactaDataURL": "https://pactadatadev.file.core.windows.net/workflow-data-preparation-outputs/2022Q4_20240426T113151Z",
   "parameters": {
     "portfolio": {
-      "files": "default_portfolio.csv",
+      "files": [
+        "default_portfolio.csv"
+      ],
       "holdingsDate": "2023-12-31"
     },
     "inherit": "2022Q4"

tests/config/default_2023Q4.json

@@ -3,7 +3,9 @@
   "pactaDataURL": "https://pactadatadev.file.core.windows.net/workflow-data-preparation-outputs/2023Q4_20240424T120055Z",
   "parameters": {
     "portfolio": {
-      "files": "default_portfolio.csv",
+      "files": [
+        "default_portfolio.csv"
+      ],
       "holdingsDate": "2023-12-31"
     },
     "inherit": "2023Q4"

tests/config/full_params_2022Q4.json

@@ -4,7 +4,9 @@
   "parameters": {
     "portfolio": {
       "holdingsDate": "2022-12-31",
-      "files": "default_portfolio.csv",
+      "files": [
+        "default_portfolio.csv"
+      ],
       "name": "Default Portfolio"
     },
     "analysis": {

tests/config/full_params_2023Q4.json

@@ -4,7 +4,9 @@
   "parameters": {
     "portfolio": {
       "holdingsDate": "2023-12-31",
-      "files": "default_portfolio.csv",
+      "files": [
+        "default_portfolio.csv"
+      ],
       "name": "Default Portfolio"
     },
     "analysis": {

tests/config/multiple_portfolio_files.json

@@ -0,0 +1,14 @@
+{
+  "holdingsDate": "2023Q4",
+  "pactaDataURL": "https://pactadatadev.file.core.windows.net/workflow-data-preparation-outputs/2023Q4_20240424T120055Z",
+  "parameters": {
+    "portfolio": {
+      "files": [
+        "section_1.csv",
+        "section_2.csv"
+      ],
+      "holdingsDate": "2023-12-31"
+    },
+    "inherit": "2023Q4"
+  }
+}