V1/engineering-best-practises/Loading data with the Lusid-Python-Tools (LPT) package.ipynb

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      "text/plain": [
       "'Loading data with LUSID Python Tools\\n\\nDemonstrates how to load portfolios, instruments, holdings, and transactions.\\n\\nAttributes\\n----------\\ninstruments\\ntransactions\\nportfolios\\ncocoon\\n'"
      ]
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   "source": [
    "\"\"\"Loading data with LUSID Python Tools\n",
    "\n",
    "Demonstrates how to load portfolios, instruments, holdings, and transactions.\n",
    "\n",
    "Attributes\n",
    "----------\n",
    "instruments\n",
    "transactions\n",
    "portfolios\n",
    "cocoon\n",
    "\"\"\""
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Import your Libraries"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "LUSID Environment Initialised\n",
      "LUSID API Version:  0.5.3734.0\n"
     ]
    }
   ],
   "source": [
    "# Import LUSID\n",
    "import lusid.models as models\n",
    "import lusid_sample_data as import_data\n",
    "from lusidjam import RefreshingToken\n",
    "\n",
    "# Import Libraries\n",
    "import pprint\n",
    "from datetime import datetime, timedelta, time\n",
    "import pytz\n",
    "import printer as prettyprint\n",
    "import pandas as pd\n",
    "import numpy as np\n",
    "import json\n",
    "import requests\n",
    "import os\n",
    "import lusid\n",
    "import lusidtools.cocoon.cocoon as cocoon\n",
    "import uuid\n",
    "\n",
    "# Authenticate our user and create our API client\n",
    "secrets_path = os.getenv(\"FBN_SECRETS_PATH\")\n",
    "\n",
    "api_factory = lusid.utilities.ApiClientFactory(\n",
    "    token=RefreshingToken(),\n",
    "    api_secrets_filename = secrets_path,\n",
    "    app_name=\"LusidJupyterNotebook\")\n",
    "\n",
    "scope = 'my_test_scope_12'\n",
    "\n",
    "print ('LUSID Environment Initialised')\n",
    "print ('LUSID API Version: ', api_factory.build(lusid.api.ApplicationMetadataApi).get_lusid_versions().build_version)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# 1) Create Portfolios"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## a) Import portfolio data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
    {
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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>FundCode</th>\n",
       "      <th>Effective Date</th>\n",
       "      <th>Prime Broker</th>\n",
       "      <th>Local Currency Code</th>\n",
       "      <th>Quantity</th>\n",
       "      <th>Local Price</th>\n",
       "      <th>Local Market Value</th>\n",
       "      <th>Base Market Value</th>\n",
       "      <th>Security Description</th>\n",
       "      <th>ISIN Security Identifier</th>\n",
       "      <th>SEDOL Security Identifier</th>\n",
       "      <th>Buy_Currency</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>02/07/2019</td>\n",
       "      <td>UBS</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2500</td>\n",
       "      <td>56.76</td>\n",
       "      <td>141900</td>\n",
       "      <td>141900</td>\n",
       "      <td>Lloyds Banking Group PLC</td>\n",
       "      <td>GB0008706128</td>\n",
       "      <td>870612</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>01/01/2019</td>\n",
       "      <td>CITI</td>\n",
       "      <td>USD</td>\n",
       "      <td>10000</td>\n",
       "      <td>208.40</td>\n",
       "      <td>2084000</td>\n",
       "      <td>2084000</td>\n",
       "      <td>Apple Inc</td>\n",
       "      <td>US0378331005</td>\n",
       "      <td>0865985</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>01/12/2018</td>\n",
       "      <td>UBS</td>\n",
       "      <td>USD</td>\n",
       "      <td>26598</td>\n",
       "      <td>1989.50</td>\n",
       "      <td>52916721</td>\n",
       "      <td>52916721</td>\n",
       "      <td>Amazon</td>\n",
       "      <td>US0231351067</td>\n",
       "      <td>906866</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>05/02/2019</td>\n",
       "      <td>BAML</td>\n",
       "      <td>GBX</td>\n",
       "      <td>942354</td>\n",
       "      <td>200.50</td>\n",
       "      <td>188941977</td>\n",
       "      <td>188941977</td>\n",
       "      <td>Sainsbury</td>\n",
       "      <td>XS1139087933</td>\n",
       "      <td>B019KW7</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>24/11/2018</td>\n",
       "      <td>MS</td>\n",
       "      <td>USD</td>\n",
       "      <td>95421</td>\n",
       "      <td>230.96</td>\n",
       "      <td>22038434</td>\n",
       "      <td>22038434</td>\n",
       "      <td>Tesla Inc</td>\n",
       "      <td>US88160R1014</td>\n",
       "      <td>BSJC712</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      FundCode Effective Date Prime Broker Local Currency Code  Quantity  \\\n",
       "0  Portfolio-Z     02/07/2019          UBS                 GBP      2500   \n",
       "1  Portfolio-Z     01/01/2019         CITI                 USD     10000   \n",
       "2  Portfolio-Z     01/12/2018          UBS                 USD     26598   \n",
       "3  Portfolio-X     05/02/2019         BAML                 GBX    942354   \n",
       "4  Portfolio-X     24/11/2018           MS                 USD     95421   \n",
       "\n",
       "   Local Price  Local Market Value  Base Market Value  \\\n",
       "0        56.76              141900             141900   \n",
       "1       208.40             2084000            2084000   \n",
       "2      1989.50            52916721           52916721   \n",
       "3       200.50           188941977          188941977   \n",
       "4       230.96            22038434           22038434   \n",
       "\n",
       "       Security Description ISIN Security Identifier  \\\n",
       "0  Lloyds Banking Group PLC             GB0008706128   \n",
       "1                 Apple Inc             US0378331005   \n",
       "2                    Amazon             US0231351067   \n",
       "3                 Sainsbury            XS1139087933    \n",
       "4                 Tesla Inc             US88160R1014   \n",
       "\n",
       "  SEDOL Security Identifier Buy_Currency  \n",
       "0                    870612          GBP  \n",
       "1                  0865985           USD  \n",
       "2                    906866          USD  \n",
       "3                   B019KW7          GBP  \n",
       "4                   BSJC712          USD  "
      ]
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     "execution_count": 2,
     "metadata": {},
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    }
   ],
   "source": [
    "positions_file = pd.read_csv('./data/Sample_Positions.csv')\n",
    "positions_file.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## b) Apply data transformations specific to your data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
    {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>FundCode</th>\n",
       "      <th>display_name</th>\n",
       "      <th>created</th>\n",
       "      <th>base_currency</th>\n",
       "      <th>description</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>Fund Portfolio-Z</td>\n",
       "      <td>2010-10-09T08:00:00Z</td>\n",
       "      <td>GBP</td>\n",
       "      <td>The fund with the fund code Portfolio-Z</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>Fund Portfolio-Z</td>\n",
       "      <td>2010-10-09T08:00:00Z</td>\n",
       "      <td>GBP</td>\n",
       "      <td>The fund with the fund code Portfolio-Z</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>Fund Portfolio-Z</td>\n",
       "      <td>2010-10-09T08:00:00Z</td>\n",
       "      <td>GBP</td>\n",
       "      <td>The fund with the fund code Portfolio-Z</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>Fund Portfolio-X</td>\n",
       "      <td>2010-10-09T08:00:00Z</td>\n",
       "      <td>GBP</td>\n",
       "      <td>The fund with the fund code Portfolio-X</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>Fund Portfolio-X</td>\n",
       "      <td>2010-10-09T08:00:00Z</td>\n",
       "      <td>GBP</td>\n",
       "      <td>The fund with the fund code Portfolio-X</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      FundCode      display_name               created base_currency  \\\n",
       "0  Portfolio-Z  Fund Portfolio-Z  2010-10-09T08:00:00Z           GBP   \n",
       "1  Portfolio-Z  Fund Portfolio-Z  2010-10-09T08:00:00Z           GBP   \n",
       "2  Portfolio-Z  Fund Portfolio-Z  2010-10-09T08:00:00Z           GBP   \n",
       "3  Portfolio-X  Fund Portfolio-X  2010-10-09T08:00:00Z           GBP   \n",
       "4  Portfolio-X  Fund Portfolio-X  2010-10-09T08:00:00Z           GBP   \n",
       "\n",
       "                               description  \n",
       "0  The fund with the fund code Portfolio-Z  \n",
       "1  The fund with the fund code Portfolio-Z  \n",
       "2  The fund with the fund code Portfolio-Z  \n",
       "3  The fund with the fund code Portfolio-X  \n",
       "4  The fund with the fund code Portfolio-X  "
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "portfolios_data = pd.DataFrame(positions_file['FundCode'])\n",
    "portfolios_data['display_name'] = portfolios_data['FundCode'].apply(lambda x: \"Fund {}\".format(x))\n",
    "portfolios_data['created'] = \"2010-10-09T08:00:00Z\"\n",
    "portfolios_data['base_currency'] = 'GBP'\n",
    "portfolios_data['description'] = portfolios_data['FundCode'].apply(lambda x: \"The fund with the fund code {}\".format(x))\n",
    "portfolios_data.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## c) Set your portfolio field mapping"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [],
   "source": [
    "portfolio_mapping_required = {\n",
    "  'code': 'FundCode',\n",
    "  'display_name': 'display_name',\n",
    "  'base_currency': 'base_currency'\n",
    "}\n",
    "\n",
    "portfolio_mapping_optional = {\n",
    "  'description': 'description',\n",
    "  'accounting_method': None,\n",
    "  'created': 'created'\n",
    "}"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## d) Create your portfolios"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mPortfolio Created\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mmy_test_scope_12\n",
      "\u001b[1mCode: \u001b[0mPortfolio-Z\n",
      "\u001b[1mPortfolio Effective From: \u001b[0m2010-10-09 08:00:00+00:00\n",
      "\u001b[1mPortfolio Created On: \u001b[0m2020-01-02 15:56:23.905020+00:00\n",
      "\n",
      "\u001b[1mPortfolio Created\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mmy_test_scope_12\n",
      "\u001b[1mCode: \u001b[0mPortfolio-X\n",
      "\u001b[1mPortfolio Effective From: \u001b[0m2010-10-09 08:00:00+00:00\n",
      "\u001b[1mPortfolio Created On: \u001b[0m2020-01-02 15:56:23.890817+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "responses = cocoon.load_from_data_frame(\n",
    "    api_factory=api_factory, \n",
    "    scope=scope, \n",
    "    data_frame=portfolios_data, \n",
    "    mapping_required=portfolio_mapping_required, \n",
    "    mapping_optional=portfolio_mapping_optional,\n",
    "    file_type='portfolios')\n",
    "\n",
    "for response in responses['portfolios']['success']:\n",
    "    prettyprint.portfolio_response(response)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# 2) Load your instrument universe"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## a) Import instrument data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>FundCode</th>\n",
       "      <th>Effective Date</th>\n",
       "      <th>Prime Broker</th>\n",
       "      <th>Local Currency Code</th>\n",
       "      <th>Quantity</th>\n",
       "      <th>Local Price</th>\n",
       "      <th>Local Market Value</th>\n",
       "      <th>Base Market Value</th>\n",
       "      <th>Security Description</th>\n",
       "      <th>ISIN Security Identifier</th>\n",
       "      <th>SEDOL Security Identifier</th>\n",
       "      <th>Buy_Currency</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>02/07/2019</td>\n",
       "      <td>UBS</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2500</td>\n",
       "      <td>56.76</td>\n",
       "      <td>141900</td>\n",
       "      <td>141900</td>\n",
       "      <td>Lloyds Banking Group PLC</td>\n",
       "      <td>GB0008706128</td>\n",
       "      <td>870612</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>01/01/2019</td>\n",
       "      <td>CITI</td>\n",
       "      <td>USD</td>\n",
       "      <td>10000</td>\n",
       "      <td>208.40</td>\n",
       "      <td>2084000</td>\n",
       "      <td>2084000</td>\n",
       "      <td>Apple Inc</td>\n",
       "      <td>US0378331005</td>\n",
       "      <td>0865985</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>01/12/2018</td>\n",
       "      <td>UBS</td>\n",
       "      <td>USD</td>\n",
       "      <td>26598</td>\n",
       "      <td>1989.50</td>\n",
       "      <td>52916721</td>\n",
       "      <td>52916721</td>\n",
       "      <td>Amazon</td>\n",
       "      <td>US0231351067</td>\n",
       "      <td>906866</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>05/02/2019</td>\n",
       "      <td>BAML</td>\n",
       "      <td>GBX</td>\n",
       "      <td>942354</td>\n",
       "      <td>200.50</td>\n",
       "      <td>188941977</td>\n",
       "      <td>188941977</td>\n",
       "      <td>Sainsbury</td>\n",
       "      <td>XS1139087933</td>\n",
       "      <td>B019KW7</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>24/11/2018</td>\n",
       "      <td>MS</td>\n",
       "      <td>USD</td>\n",
       "      <td>95421</td>\n",
       "      <td>230.96</td>\n",
       "      <td>22038434</td>\n",
       "      <td>22038434</td>\n",
       "      <td>Tesla Inc</td>\n",
       "      <td>US88160R1014</td>\n",
       "      <td>BSJC712</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      FundCode Effective Date Prime Broker Local Currency Code  Quantity  \\\n",
       "0  Portfolio-Z     02/07/2019          UBS                 GBP      2500   \n",
       "1  Portfolio-Z     01/01/2019         CITI                 USD     10000   \n",
       "2  Portfolio-Z     01/12/2018          UBS                 USD     26598   \n",
       "3  Portfolio-X     05/02/2019         BAML                 GBX    942354   \n",
       "4  Portfolio-X     24/11/2018           MS                 USD     95421   \n",
       "\n",
       "   Local Price  Local Market Value  Base Market Value  \\\n",
       "0        56.76              141900             141900   \n",
       "1       208.40             2084000            2084000   \n",
       "2      1989.50            52916721           52916721   \n",
       "3       200.50           188941977          188941977   \n",
       "4       230.96            22038434           22038434   \n",
       "\n",
       "       Security Description ISIN Security Identifier  \\\n",
       "0  Lloyds Banking Group PLC             GB0008706128   \n",
       "1                 Apple Inc             US0378331005   \n",
       "2                    Amazon             US0231351067   \n",
       "3                 Sainsbury            XS1139087933    \n",
       "4                 Tesla Inc             US88160R1014   \n",
       "\n",
       "  SEDOL Security Identifier Buy_Currency  \n",
       "0                    870612          GBP  \n",
       "1                  0865985           USD  \n",
       "2                    906866          USD  \n",
       "3                   B019KW7          GBP  \n",
       "4                   BSJC712          USD  "
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "positions_file"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## b) Apply data transformations specific to your data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
    {
     "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",
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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>Local Currency Code</th>\n",
       "      <th>Security Description</th>\n",
       "      <th>ISIN Security Identifier</th>\n",
       "      <th>SEDOL Security Identifier</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>GBP</td>\n",
       "      <td>Lloyds Banking Group PLC</td>\n",
       "      <td>GB0008706128</td>\n",
       "      <td>870612</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>USD</td>\n",
       "      <td>Apple Inc</td>\n",
       "      <td>US0378331005</td>\n",
       "      <td>0865985</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>USD</td>\n",
       "      <td>Amazon</td>\n",
       "      <td>US0231351067</td>\n",
       "      <td>906866</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>GBX</td>\n",
       "      <td>Sainsbury</td>\n",
       "      <td>XS1139087933</td>\n",
       "      <td>B019KW7</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>USD</td>\n",
       "      <td>Tesla Inc</td>\n",
       "      <td>US88160R1014</td>\n",
       "      <td>BSJC712</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Local Currency Code      Security Description ISIN Security Identifier  \\\n",
       "0                 GBP  Lloyds Banking Group PLC             GB0008706128   \n",
       "1                 USD                 Apple Inc             US0378331005   \n",
       "2                 USD                    Amazon             US0231351067   \n",
       "3                 GBX                 Sainsbury            XS1139087933    \n",
       "4                 USD                 Tesla Inc             US88160R1014   \n",
       "\n",
       "  SEDOL Security Identifier  \n",
       "0                    870612  \n",
       "1                  0865985   \n",
       "2                    906866  \n",
       "3                   B019KW7  \n",
       "4                   BSJC712  "
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "instruments_data = pd.DataFrame(\n",
    "    positions_file.loc[:, [\n",
    "        'Local Currency Code', \n",
    "        'Security Description',\n",
    "        'ISIN Security Identifier',\n",
    "        'SEDOL Security Identifier']]\n",
    "    )\n",
    "\n",
    "instruments_data"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## c) Set your instruments field mapping"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [],
   "source": [
    "instrument_mapping_required = {\n",
    "  'name': 'Security Description'\n",
    "}\n",
    "\n",
    "instrument_identifier_mapping = {\n",
    "    'ClientInternal': 'SEDOL Security Identifier',\n",
    "    'Sedol': 'SEDOL Security Identifier',\n",
    "    'Isin': 'ISIN Security Identifier'\n",
    "}\n",
    "\n",
    "instrument_mapping_optional = {\n",
    "  'definition': None\n",
    "}"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## d) Upsert your instruments"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[91m\u001b[1mInstruments Successfully Upserted: \u001b[0m\n"
     ]
    },
    {
     "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",
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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>Instrument</th>\n",
       "      <th>ClientInternal ID</th>\n",
       "      <th>LUSID Instrument ID</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>ClientInternal: 906866</td>\n",
       "      <td>906866</td>\n",
       "      <td>LUID_9CSM3NHY</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>ClientInternal: 0865985</td>\n",
       "      <td>0865985</td>\n",
       "      <td>LUID_NBWB57SI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>ClientInternal: B019KW7</td>\n",
       "      <td>B019KW7</td>\n",
       "      <td>LUID_4BC54H2H</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>ClientInternal: BSJC712</td>\n",
       "      <td>BSJC712</td>\n",
       "      <td>LUID_AGYGGMBS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>ClientInternal: 870612</td>\n",
       "      <td>870612</td>\n",
       "      <td>LUID_DRSVHB3Q</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                Instrument ClientInternal ID LUSID Instrument ID\n",
       "0   ClientInternal: 906866            906866       LUID_9CSM3NHY\n",
       "1  ClientInternal: 0865985           0865985       LUID_NBWB57SI\n",
       "2  ClientInternal: B019KW7           B019KW7       LUID_4BC54H2H\n",
       "3  ClientInternal: BSJC712           BSJC712       LUID_AGYGGMBS\n",
       "4   ClientInternal: 870612            870612       LUID_DRSVHB3Q"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "response = cocoon.load_from_data_frame(\n",
    "    api_factory=api_factory, \n",
    "    data_frame=instruments_data, \n",
    "    identifier_mapping=instrument_identifier_mapping, \n",
    "    mapping_required=instrument_mapping_required,\n",
    "    mapping_optional=instrument_mapping_optional,\n",
    "    file_type='instruments',\n",
    "    scope='InstrumentProperties001')\n",
    "\n",
    "prettyprint.instrument_response(response['instruments']['success'][0])"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# 3) Set your holdings"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## a) Import holdings data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
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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>FundCode</th>\n",
       "      <th>Effective Date</th>\n",
       "      <th>Prime Broker</th>\n",
       "      <th>Local Currency Code</th>\n",
       "      <th>Quantity</th>\n",
       "      <th>Local Price</th>\n",
       "      <th>Local Market Value</th>\n",
       "      <th>Base Market Value</th>\n",
       "      <th>Security Description</th>\n",
       "      <th>ISIN Security Identifier</th>\n",
       "      <th>SEDOL Security Identifier</th>\n",
       "      <th>Buy_Currency</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>02/07/2019</td>\n",
       "      <td>UBS</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2500</td>\n",
       "      <td>56.76</td>\n",
       "      <td>141900</td>\n",
       "      <td>141900</td>\n",
       "      <td>Lloyds Banking Group PLC</td>\n",
       "      <td>GB0008706128</td>\n",
       "      <td>870612</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>01/01/2019</td>\n",
       "      <td>CITI</td>\n",
       "      <td>USD</td>\n",
       "      <td>10000</td>\n",
       "      <td>208.40</td>\n",
       "      <td>2084000</td>\n",
       "      <td>2084000</td>\n",
       "      <td>Apple Inc</td>\n",
       "      <td>US0378331005</td>\n",
       "      <td>0865985</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>01/12/2018</td>\n",
       "      <td>UBS</td>\n",
       "      <td>USD</td>\n",
       "      <td>26598</td>\n",
       "      <td>1989.50</td>\n",
       "      <td>52916721</td>\n",
       "      <td>52916721</td>\n",
       "      <td>Amazon</td>\n",
       "      <td>US0231351067</td>\n",
       "      <td>906866</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>05/02/2019</td>\n",
       "      <td>BAML</td>\n",
       "      <td>GBX</td>\n",
       "      <td>942354</td>\n",
       "      <td>200.50</td>\n",
       "      <td>188941977</td>\n",
       "      <td>188941977</td>\n",
       "      <td>Sainsbury</td>\n",
       "      <td>XS1139087933</td>\n",
       "      <td>B019KW7</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>24/11/2018</td>\n",
       "      <td>MS</td>\n",
       "      <td>USD</td>\n",
       "      <td>95421</td>\n",
       "      <td>230.96</td>\n",
       "      <td>22038434</td>\n",
       "      <td>22038434</td>\n",
       "      <td>Tesla Inc</td>\n",
       "      <td>US88160R1014</td>\n",
       "      <td>BSJC712</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      FundCode Effective Date Prime Broker Local Currency Code  Quantity  \\\n",
       "0  Portfolio-Z     02/07/2019          UBS                 GBP      2500   \n",
       "1  Portfolio-Z     01/01/2019         CITI                 USD     10000   \n",
       "2  Portfolio-Z     01/12/2018          UBS                 USD     26598   \n",
       "3  Portfolio-X     05/02/2019         BAML                 GBX    942354   \n",
       "4  Portfolio-X     24/11/2018           MS                 USD     95421   \n",
       "\n",
       "   Local Price  Local Market Value  Base Market Value  \\\n",
       "0        56.76              141900             141900   \n",
       "1       208.40             2084000            2084000   \n",
       "2      1989.50            52916721           52916721   \n",
       "3       200.50           188941977          188941977   \n",
       "4       230.96            22038434           22038434   \n",
       "\n",
       "       Security Description ISIN Security Identifier  \\\n",
       "0  Lloyds Banking Group PLC             GB0008706128   \n",
       "1                 Apple Inc             US0378331005   \n",
       "2                    Amazon             US0231351067   \n",
       "3                 Sainsbury            XS1139087933    \n",
       "4                 Tesla Inc             US88160R1014   \n",
       "\n",
       "  SEDOL Security Identifier Buy_Currency  \n",
       "0                    870612          GBP  \n",
       "1                  0865985           USD  \n",
       "2                    906866          USD  \n",
       "3                   B019KW7          GBP  \n",
       "4                   BSJC712          USD  "
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "holdings_file = positions_file.copy(deep=True)\n",
    "holdings_file"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## b) Apply data transformations specific to your data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>FundCode</th>\n",
       "      <th>Effective Date</th>\n",
       "      <th>Prime Broker</th>\n",
       "      <th>Local Currency Code</th>\n",
       "      <th>Quantity</th>\n",
       "      <th>Local Price</th>\n",
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       "      <th>Base Market Value</th>\n",
       "      <th>Security Description</th>\n",
       "      <th>ISIN Security Identifier</th>\n",
       "      <th>SEDOL Security Identifier</th>\n",
       "      <th>Buy_Currency</th>\n",
       "      <th>is_cash_with_currency</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>02/07/2019</td>\n",
       "      <td>UBS</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2500</td>\n",
       "      <td>56.76</td>\n",
       "      <td>141900.00</td>\n",
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       "      <td>GB0008706128</td>\n",
       "      <td>870612</td>\n",
       "      <td>GBP</td>\n",
       "      <td>nan</td>\n",
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       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>01/01/2019</td>\n",
       "      <td>CITI</td>\n",
       "      <td>USD</td>\n",
       "      <td>10000</td>\n",
       "      <td>208.40</td>\n",
       "      <td>2084000.00</td>\n",
       "      <td>2084000.00</td>\n",
       "      <td>Apple Inc</td>\n",
       "      <td>US0378331005</td>\n",
       "      <td>0865985</td>\n",
       "      <td>USD</td>\n",
       "      <td>nan</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>01/12/2018</td>\n",
       "      <td>UBS</td>\n",
       "      <td>USD</td>\n",
       "      <td>26598</td>\n",
       "      <td>1989.50</td>\n",
       "      <td>52916721.00</td>\n",
       "      <td>52916721.00</td>\n",
       "      <td>Amazon</td>\n",
       "      <td>US0231351067</td>\n",
       "      <td>906866</td>\n",
       "      <td>USD</td>\n",
       "      <td>nan</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>05/02/2019</td>\n",
       "      <td>BAML</td>\n",
       "      <td>GBP</td>\n",
       "      <td>942354</td>\n",
       "      <td>2.00</td>\n",
       "      <td>1889419.77</td>\n",
       "      <td>1889419.77</td>\n",
       "      <td>Sainsbury</td>\n",
       "      <td>XS1139087933</td>\n",
       "      <td>B019KW7</td>\n",
       "      <td>GBP</td>\n",
       "      <td>nan</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>24/11/2018</td>\n",
       "      <td>MS</td>\n",
       "      <td>USD</td>\n",
       "      <td>95421</td>\n",
       "      <td>230.96</td>\n",
       "      <td>22038434.00</td>\n",
       "      <td>22038434.00</td>\n",
       "      <td>Tesla Inc</td>\n",
       "      <td>US88160R1014</td>\n",
       "      <td>BSJC712</td>\n",
       "      <td>USD</td>\n",
       "      <td>nan</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      FundCode Effective Date Prime Broker Local Currency Code  Quantity  \\\n",
       "0  Portfolio-Z     02/07/2019          UBS                 GBP      2500   \n",
       "1  Portfolio-Z     01/01/2019         CITI                 USD     10000   \n",
       "2  Portfolio-Z     01/12/2018          UBS                 USD     26598   \n",
       "3  Portfolio-X     05/02/2019         BAML                 GBP    942354   \n",
       "4  Portfolio-X     24/11/2018           MS                 USD     95421   \n",
       "\n",
       "   Local Price  Local Market Value  Base Market Value  \\\n",
       "0        56.76           141900.00          141900.00   \n",
       "1       208.40          2084000.00         2084000.00   \n",
       "2      1989.50         52916721.00        52916721.00   \n",
       "3         2.00          1889419.77         1889419.77   \n",
       "4       230.96         22038434.00        22038434.00   \n",
       "\n",
       "       Security Description ISIN Security Identifier  \\\n",
       "0  Lloyds Banking Group PLC             GB0008706128   \n",
       "1                 Apple Inc             US0378331005   \n",
       "2                    Amazon             US0231351067   \n",
       "3                 Sainsbury            XS1139087933    \n",
       "4                 Tesla Inc             US88160R1014   \n",
       "\n",
       "  SEDOL Security Identifier Buy_Currency  is_cash_with_currency  \n",
       "0                    870612          GBP                    nan  \n",
       "1                  0865985           USD                    nan  \n",
       "2                    906866          USD                    nan  \n",
       "3                   B019KW7          GBP                    nan  \n",
       "4                   BSJC712          USD                    nan  "
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "holdings_file['is_cash_with_currency'] = np.NaN\n",
    "\n",
    "# Convert amounts in Pence to be in Pounds\n",
    "for column in [\"Local Price\", \"Local Market Value\",  \"Base Market Value\"]:\n",
    "    holdings_file[column] = holdings_file.apply(\n",
    "        lambda x: getattr(x,column)/100 if getattr(x, \"Local Currency Code\") == \"GBX\" else getattr(x,column), axis=1)\n",
    "    \n",
    "holdings_file['Local Currency Code'] = holdings_file['Local Currency Code'].apply(\n",
    "    lambda x: \"GBP\" if x == \"GBX\" else x)\n",
    "holdings_file.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## c) Set your holdings field mapping"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [],
   "source": [
    "holding_mapping_required = {\n",
    "  'code': 'FundCode',\n",
    "  'effective_at': 'Effective Date',\n",
    "  'tax_lots.units': 'Quantity'\n",
    "}\n",
    "\n",
    "holding_identifier_mapping = {\n",
    "  'Isin': 'ISIN Security Identifier',\n",
    "  'Sedol': 'SEDOL Security Identifier',\n",
    "  'ClientInternal': 'SEDOL Security Identifier',\n",
    "  'Currency': 'is_cash_with_currency'\n",
    "}\n",
    "\n",
    "holding_mapping_optional= {\n",
    "  'tax_lots.cost.amount': None,\n",
    "  'tax_lots.cost.currency': \"Local Currency Code\",\n",
    "  'tax_lots.portfolio_cost': None,\n",
    "  'tax_lots.price': None,\n",
    "  'tax_lots.purchase_date': None,\n",
    "  'tax_lots.settlement_date': None\n",
    "}"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## d) Add your holdings"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "\n",
      "\u001b[1mHoldings Successfully Adjusted for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mmy_test_scope_12\n",
      "\u001b[1mCode: \u001b[0mPortfolio-Z\n",
      "\u001b[1mAdjusted Holdings Effective From: \u001b[0m2010-10-09 08:00:00+00:00\n",
      "\u001b[1mAdjusted Holdings Created On: \u001b[0m2020-01-02 15:56:23.905020+00:00\n",
      "\n",
      "\n",
      "\n",
      "\u001b[1mHoldings Successfully Adjusted for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mmy_test_scope_12\n",
      "\u001b[1mCode: \u001b[0mPortfolio-Z\n",
      "\u001b[1mAdjusted Holdings Effective From: \u001b[0m2010-10-09 08:00:00+00:00\n",
      "\u001b[1mAdjusted Holdings Created On: \u001b[0m2020-01-02 15:56:23.905020+00:00\n",
      "\n",
      "\n",
      "\n",
      "\u001b[1mHoldings Successfully Adjusted for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mmy_test_scope_12\n",
      "\u001b[1mCode: \u001b[0mPortfolio-Z\n",
      "\u001b[1mAdjusted Holdings Effective From: \u001b[0m2010-10-09 08:00:00+00:00\n",
      "\u001b[1mAdjusted Holdings Created On: \u001b[0m2020-01-02 15:56:23.905020+00:00\n",
      "\n",
      "\n",
      "\n",
      "\u001b[1mHoldings Successfully Adjusted for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mmy_test_scope_12\n",
      "\u001b[1mCode: \u001b[0mPortfolio-X\n",
      "\u001b[1mAdjusted Holdings Effective From: \u001b[0m2010-10-09 08:00:00+00:00\n",
      "\u001b[1mAdjusted Holdings Created On: \u001b[0m2020-01-02 15:56:23.890817+00:00\n",
      "\n",
      "\n",
      "\n",
      "\u001b[1mHoldings Successfully Adjusted for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mmy_test_scope_12\n",
      "\u001b[1mCode: \u001b[0mPortfolio-X\n",
      "\u001b[1mAdjusted Holdings Effective From: \u001b[0m2010-10-09 08:00:00+00:00\n",
      "\u001b[1mAdjusted Holdings Created On: \u001b[0m2020-01-02 15:56:23.890817+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "responses = cocoon.load_from_data_frame(\n",
    "    api_factory=api_factory, \n",
    "    scope=scope, \n",
    "    data_frame=holdings_file,\n",
    "    mapping_required=holding_mapping_required, \n",
    "    mapping_optional=holding_mapping_optional,\n",
    "    identifier_mapping=holding_identifier_mapping,\n",
    "    file_type='holding')\n",
    "\n",
    "for response in responses['holdings']['success']:\n",
    "    print ('\\n')\n",
    "    prettyprint.adjust_holdings_response(response, scope, response.href.split(\"/\")[7])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "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_uid</th>\n",
       "      <th>_holding_type</th>\n",
       "      <th>_units</th>\n",
       "      <th>_settled_units</th>\n",
       "      <th>_transaction</th>\n",
       "      <th>discriminator</th>\n",
       "      <th>cost.amount</th>\n",
       "      <th>cost.currency</th>\n",
       "      <th>cost_portfolio_ccy.amount</th>\n",
       "      <th>Instrument/default/Name</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>LUID_4BC54H2H</td>\n",
       "      <td>P</td>\n",
       "      <td>942354.00</td>\n",
       "      <td>942354.00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>0.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.00</td>\n",
       "      <td>Sainsbury</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  _instrument_uid _holding_type    _units  _settled_units _transaction  \\\n",
       "0   LUID_4BC54H2H             P 942354.00       942354.00         None   \n",
       "\n",
       "  discriminator  cost.amount cost.currency  cost_portfolio_ccy.amount  \\\n",
       "0          None         0.00           GBP                       0.00   \n",
       "\n",
       "  Instrument/default/Name  \n",
       "0               Sainsbury  "
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "response = api_factory.build(lusid.api.TransactionPortfoliosApi).get_holdings(\n",
    "    scope=scope,\n",
    "    code=\"Portfolio-X\",\n",
    "    property_keys=[\"Instrument/default/Name\"])\n",
    "\n",
    "holdings = prettyprint.get_holdings_df(response)\n",
    "holdings"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "<class 'pandas.core.frame.DataFrame'>\n",
      "RangeIndex: 1 entries, 0 to 0\n",
      "Data columns (total 10 columns):\n",
      "_instrument_uid              1 non-null object\n",
      "_holding_type                1 non-null object\n",
      "_units                       1 non-null float64\n",
      "_settled_units               1 non-null float64\n",
      "_transaction                 0 non-null object\n",
      "discriminator                0 non-null object\n",
      "cost.amount                  1 non-null float64\n",
      "cost.currency                1 non-null object\n",
      "cost_portfolio_ccy.amount    1 non-null float64\n",
      "Instrument/default/Name      1 non-null object\n",
      "dtypes: float64(4), object(6)\n",
      "memory usage: 208.0+ bytes\n"
     ]
    }
   ],
   "source": [
    "holdings.info(verbose=True)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# 4) Add your transactions"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## a) Import transactions data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\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>FundCode</th>\n",
       "      <th>Effective Date</th>\n",
       "      <th>Prime Broker</th>\n",
       "      <th>Local Currency Code</th>\n",
       "      <th>Quantity</th>\n",
       "      <th>Local Price</th>\n",
       "      <th>Local Market Value</th>\n",
       "      <th>Base Market Value</th>\n",
       "      <th>Security Description</th>\n",
       "      <th>ISIN Security Identifier</th>\n",
       "      <th>SEDOL Security Identifier</th>\n",
       "      <th>Buy_Currency</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>02/07/2019</td>\n",
       "      <td>UBS</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2500</td>\n",
       "      <td>56.76</td>\n",
       "      <td>141900</td>\n",
       "      <td>141900</td>\n",
       "      <td>Lloyds Banking Group PLC</td>\n",
       "      <td>GB0008706128</td>\n",
       "      <td>870612</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>01/01/2019</td>\n",
       "      <td>CITI</td>\n",
       "      <td>USD</td>\n",
       "      <td>10000</td>\n",
       "      <td>208.40</td>\n",
       "      <td>2084000</td>\n",
       "      <td>2084000</td>\n",
       "      <td>Apple Inc</td>\n",
       "      <td>US0378331005</td>\n",
       "      <td>0865985</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>01/12/2018</td>\n",
       "      <td>UBS</td>\n",
       "      <td>USD</td>\n",
       "      <td>26598</td>\n",
       "      <td>1989.50</td>\n",
       "      <td>52916721</td>\n",
       "      <td>52916721</td>\n",
       "      <td>Amazon</td>\n",
       "      <td>US0231351067</td>\n",
       "      <td>906866</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>05/02/2019</td>\n",
       "      <td>BAML</td>\n",
       "      <td>GBX</td>\n",
       "      <td>942354</td>\n",
       "      <td>200.50</td>\n",
       "      <td>188941977</td>\n",
       "      <td>188941977</td>\n",
       "      <td>Sainsbury</td>\n",
       "      <td>XS1139087933</td>\n",
       "      <td>B019KW7</td>\n",
       "      <td>GBP</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>24/11/2018</td>\n",
       "      <td>MS</td>\n",
       "      <td>USD</td>\n",
       "      <td>95421</td>\n",
       "      <td>230.96</td>\n",
       "      <td>22038434</td>\n",
       "      <td>22038434</td>\n",
       "      <td>Tesla Inc</td>\n",
       "      <td>US88160R1014</td>\n",
       "      <td>BSJC712</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      FundCode Effective Date Prime Broker Local Currency Code  Quantity  \\\n",
       "0  Portfolio-Z     02/07/2019          UBS                 GBP      2500   \n",
       "1  Portfolio-Z     01/01/2019         CITI                 USD     10000   \n",
       "2  Portfolio-Z     01/12/2018          UBS                 USD     26598   \n",
       "3  Portfolio-X     05/02/2019         BAML                 GBX    942354   \n",
       "4  Portfolio-X     24/11/2018           MS                 USD     95421   \n",
       "\n",
       "   Local Price  Local Market Value  Base Market Value  \\\n",
       "0        56.76              141900             141900   \n",
       "1       208.40             2084000            2084000   \n",
       "2      1989.50            52916721           52916721   \n",
       "3       200.50           188941977          188941977   \n",
       "4       230.96            22038434           22038434   \n",
       "\n",
       "       Security Description ISIN Security Identifier  \\\n",
       "0  Lloyds Banking Group PLC             GB0008706128   \n",
       "1                 Apple Inc             US0378331005   \n",
       "2                    Amazon             US0231351067   \n",
       "3                 Sainsbury            XS1139087933    \n",
       "4                 Tesla Inc             US88160R1014   \n",
       "\n",
       "  SEDOL Security Identifier Buy_Currency  \n",
       "0                    870612          GBP  \n",
       "1                  0865985           USD  \n",
       "2                    906866          USD  \n",
       "3                   B019KW7          GBP  \n",
       "4                   BSJC712          USD  "
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "transactions_data = positions_file.copy(deep=True)\n",
    "transactions_data"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## b) Apply data transformations specific to your data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>FundCode</th>\n",
       "      <th>Effective Date</th>\n",
       "      <th>Prime Broker</th>\n",
       "      <th>Local Currency Code</th>\n",
       "      <th>Quantity</th>\n",
       "      <th>Local Price</th>\n",
       "      <th>Local Market Value</th>\n",
       "      <th>Base Market Value</th>\n",
       "      <th>Security Description</th>\n",
       "      <th>ISIN Security Identifier</th>\n",
       "      <th>SEDOL Security Identifier</th>\n",
       "      <th>Buy_Currency</th>\n",
       "      <th>transaction_type</th>\n",
       "      <th>exchange_rate</th>\n",
       "      <th>is_cash_with_currency</th>\n",
       "      <th>transaction_id</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>2019-07-02 00:00:00+00:00</td>\n",
       "      <td>UBS</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2500</td>\n",
       "      <td>56.76</td>\n",
       "      <td>141900.00</td>\n",
       "      <td>141900.00</td>\n",
       "      <td>Lloyds Banking Group PLC</td>\n",
       "      <td>GB0008706128</td>\n",
       "      <td>870612</td>\n",
       "      <td>GBP</td>\n",
       "      <td>FundsIn</td>\n",
       "      <td>1</td>\n",
       "      <td>nan</td>\n",
       "      <td>128cda85-71a9-4a2c-832b-9e5aa75e7854</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>2019-01-01 00:00:00+00:00</td>\n",
       "      <td>CITI</td>\n",
       "      <td>USD</td>\n",
       "      <td>10000</td>\n",
       "      <td>208.40</td>\n",
       "      <td>2084000.00</td>\n",
       "      <td>2084000.00</td>\n",
       "      <td>Apple Inc</td>\n",
       "      <td>US0378331005</td>\n",
       "      <td>0865985</td>\n",
       "      <td>USD</td>\n",
       "      <td>FundsIn</td>\n",
       "      <td>1</td>\n",
       "      <td>nan</td>\n",
       "      <td>501fb1a9-6239-4b37-852a-e3e16e3f8c94</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Portfolio-Z</td>\n",
       "      <td>2018-12-01 00:00:00+00:00</td>\n",
       "      <td>UBS</td>\n",
       "      <td>USD</td>\n",
       "      <td>26598</td>\n",
       "      <td>1989.50</td>\n",
       "      <td>52916721.00</td>\n",
       "      <td>52916721.00</td>\n",
       "      <td>Amazon</td>\n",
       "      <td>US0231351067</td>\n",
       "      <td>906866</td>\n",
       "      <td>USD</td>\n",
       "      <td>FundsIn</td>\n",
       "      <td>1</td>\n",
       "      <td>nan</td>\n",
       "      <td>b9e5bb39-7148-4f96-a8bd-36ef75566a31</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>2019-02-05 00:00:00+00:00</td>\n",
       "      <td>BAML</td>\n",
       "      <td>GBP</td>\n",
       "      <td>942354</td>\n",
       "      <td>2.00</td>\n",
       "      <td>1889419.77</td>\n",
       "      <td>1889419.77</td>\n",
       "      <td>Sainsbury</td>\n",
       "      <td>XS1139087933</td>\n",
       "      <td>B019KW7</td>\n",
       "      <td>GBP</td>\n",
       "      <td>FundsIn</td>\n",
       "      <td>1</td>\n",
       "      <td>nan</td>\n",
       "      <td>444d960e-90ac-43ab-9648-3271aab5ec8a</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>Portfolio-X</td>\n",
       "      <td>2018-11-24 00:00:00+00:00</td>\n",
       "      <td>MS</td>\n",
       "      <td>USD</td>\n",
       "      <td>95421</td>\n",
       "      <td>230.96</td>\n",
       "      <td>22038434.00</td>\n",
       "      <td>22038434.00</td>\n",
       "      <td>Tesla Inc</td>\n",
       "      <td>US88160R1014</td>\n",
       "      <td>BSJC712</td>\n",
       "      <td>USD</td>\n",
       "      <td>FundsIn</td>\n",
       "      <td>1</td>\n",
       "      <td>nan</td>\n",
       "      <td>246f18ec-7a2a-488a-99d9-e89cd90a4166</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      FundCode            Effective Date Prime Broker Local Currency Code  \\\n",
       "0  Portfolio-Z 2019-07-02 00:00:00+00:00          UBS                 GBP   \n",
       "1  Portfolio-Z 2019-01-01 00:00:00+00:00         CITI                 USD   \n",
       "2  Portfolio-Z 2018-12-01 00:00:00+00:00          UBS                 USD   \n",
       "3  Portfolio-X 2019-02-05 00:00:00+00:00         BAML                 GBP   \n",
       "4  Portfolio-X 2018-11-24 00:00:00+00:00           MS                 USD   \n",
       "\n",
       "   Quantity  Local Price  Local Market Value  Base Market Value  \\\n",
       "0      2500        56.76           141900.00          141900.00   \n",
       "1     10000       208.40          2084000.00         2084000.00   \n",
       "2     26598      1989.50         52916721.00        52916721.00   \n",
       "3    942354         2.00          1889419.77         1889419.77   \n",
       "4     95421       230.96         22038434.00        22038434.00   \n",
       "\n",
       "       Security Description ISIN Security Identifier  \\\n",
       "0  Lloyds Banking Group PLC             GB0008706128   \n",
       "1                 Apple Inc             US0378331005   \n",
       "2                    Amazon             US0231351067   \n",
       "3                 Sainsbury            XS1139087933    \n",
       "4                 Tesla Inc             US88160R1014   \n",
       "\n",
       "  SEDOL Security Identifier Buy_Currency transaction_type  exchange_rate  \\\n",
       "0                    870612          GBP          FundsIn              1   \n",
       "1                  0865985           USD          FundsIn              1   \n",
       "2                    906866          USD          FundsIn              1   \n",
       "3                   B019KW7          GBP          FundsIn              1   \n",
       "4                   BSJC712          USD          FundsIn              1   \n",
       "\n",
       "   is_cash_with_currency                        transaction_id  \n",
       "0                    nan  128cda85-71a9-4a2c-832b-9e5aa75e7854  \n",
       "1                    nan  501fb1a9-6239-4b37-852a-e3e16e3f8c94  \n",
       "2                    nan  b9e5bb39-7148-4f96-a8bd-36ef75566a31  \n",
       "3                    nan  444d960e-90ac-43ab-9648-3271aab5ec8a  \n",
       "4                    nan  246f18ec-7a2a-488a-99d9-e89cd90a4166  "
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "transactions_data['transaction_type'] = 'FundsIn'\n",
    "transactions_data['exchange_rate'] = 1\n",
    "transactions_data['is_cash_with_currency'] = np.NaN\n",
    "\n",
    "# Convert amounts in Pence to be in Pounds\n",
    "for column in [\"Local Price\", \"Local Market Value\",  \"Base Market Value\"]:\n",
    "    transactions_data[column] = transactions_data.apply(\n",
    "        lambda x: getattr(x,column)/100 if getattr(x, \"Local Currency Code\") == \"GBX\" else getattr(x,column), axis=1)\n",
    "transactions_data['Local Currency Code'] = transactions_data['Local Currency Code'].apply(\n",
    "    lambda x: \"GBP\" if x == \"GBX\" else x)\n",
    "\n",
    "transactions_data['transaction_id'] = [str(uuid.uuid4()) for _ in range(len(transactions_data.index))]\n",
    "transactions_data['Effective Date'] = pd.to_datetime(\n",
    "    transactions_data['Effective Date'], format=\"%d/%m/%Y\").apply(lambda x: pytz.utc.localize(x))\n",
    "transactions_data.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## c) Set your transactions field mapping"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [],
   "source": [
    "transaction_field_mapping_required = {\n",
    "    \"code\": \"FundCode\",\n",
    "    \"transaction_id\": \"transaction_id\",\n",
    "    \"type\": 'transaction_type',\n",
    "    \"transaction_date\": 'Effective Date',\n",
    "    \"settlement_date\": 'Effective Date',\n",
    "    \"units\": \"Quantity\",\n",
    "    \"transaction_price.price\": \"Local Price\",\n",
    "    \"transaction_price.type\": \"$Price\",\n",
    "    \"total_consideration.amount\": \"Local Market Value\",\n",
    "    \"total_consideration.currency\": \"Local Currency Code\",\n",
    "    \"transaction_currency\": \"Local Currency Code\"\n",
    "    }\n",
    "\n",
    "transaction_field_mapping_optional = {\n",
    "    \"exchange_rate\": \"exchange_rate\",\n",
    "    \"source\": \"$Client\"\n",
    "}\n",
    "\n",
    "transaction_identifier_mapping = {\n",
    "  'Isin': 'ISIN Security Identifier',\n",
    "  'Sedol': 'SEDOL Security Identifier',\n",
    "  'ClientInternal': 'SEDOL Security Identifier',\n",
    "  \"Currency\": 'is_cash_with_currency'\n",
    "    \n",
    "}"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## d) Add your transactions"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "\n",
      "\u001b[1mTransactions Successfully Upserted into Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mmy_test_scope_12\n",
      "\u001b[1mCode: \u001b[0mPortfolio-Z\n",
      "\u001b[1mTransactions Effective From: \u001b[0m2019-07-02 00:00:00+00:00\n",
      "\u001b[1mTransactions Created On: \u001b[0m2020-01-02 15:56:27.133274+00:00\n",
      "\n",
      "\n",
      "\n",
      "\u001b[1mTransactions Successfully Upserted into Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mmy_test_scope_12\n",
      "\u001b[1mCode: \u001b[0mPortfolio-X\n",
      "\u001b[1mTransactions Effective From: \u001b[0m2019-02-05 00:00:00+00:00\n",
      "\u001b[1mTransactions Created On: \u001b[0m2020-01-02 15:56:27.125480+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "responses = cocoon.load_from_data_frame(\n",
    "    api_factory=api_factory, \n",
    "    scope=scope, \n",
    "    data_frame=transactions_data,\n",
    "    mapping_required=transaction_field_mapping_required, \n",
    "    mapping_optional=transaction_field_mapping_optional,\n",
    "    identifier_mapping=transaction_identifier_mapping,\n",
    "    file_type='transaction')\n",
    "\n",
    "for response in responses['transactions']['success']:\n",
    "    print ('\\n')\n",
    "    prettyprint.transactions_response(response, scope, response.href.split(\"/\")[7])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {
    "pycharm": {
     "is_executing": false
    }
   },
   "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_uid</th>\n",
       "      <th>_holding_type</th>\n",
       "      <th>_units</th>\n",
       "      <th>_settled_units</th>\n",
       "      <th>_transaction</th>\n",
       "      <th>discriminator</th>\n",
       "      <th>cost.amount</th>\n",
       "      <th>cost.currency</th>\n",
       "      <th>cost_portfolio_ccy.amount</th>\n",
       "      <th>Instrument/default/Name</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>LUID_4BC54H2H</td>\n",
       "      <td>P</td>\n",
       "      <td>942354.00</td>\n",
       "      <td>942354.00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>0.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>0.00</td>\n",
       "      <td>Sainsbury</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  _instrument_uid _holding_type    _units  _settled_units _transaction  \\\n",
       "0   LUID_4BC54H2H             P 942354.00       942354.00         None   \n",
       "\n",
       "  discriminator  cost.amount cost.currency  cost_portfolio_ccy.amount  \\\n",
       "0          None         0.00           GBP                       0.00   \n",
       "\n",
       "  Instrument/default/Name  \n",
       "0               Sainsbury  "
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "response = api_factory.build(lusid.api.TransactionPortfoliosApi).get_holdings(\n",
    "    scope=scope,\n",
    "    code=\"Portfolio-X\",\n",
    "    property_keys=[\"Instrument/default/Name\"])\n",
    "\n",
    "holdings = prettyprint.get_holdings_df(response)\n",
    "holdings"
   ]
  }
 ],
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