V1/product/abor/Maintain a fund in multiple currencies and share classes.ipynb

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       "\n",
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   "source": [
    "from lusidtools.jupyter_tools import toggle_code\n",
    "\n",
    "\n",
    "\"\"\"Modelling share classes in LUSID\n",
    "\n",
    "This notebook shows how to model a fund that operates in different currencies and share classes.\n",
    "\n",
    "Attributes\n",
    "----------\n",
    "transactions\n",
    "adjust holdings\n",
    "holdings\n",
    "aggregation\n",
    "quotes\n",
    "instrument definitions\n",
    "\"\"\"\n",
    "\n",
    "toggle_code(\"Toggle Docstring\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## The Challenge"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "When you offer funds in multiple currencies or with multiple share classes it can be challenging to ensure that all funds are aligned. This leads to the potential risk that some funds may drift from the core mandate of the original base fund. In addition it leads to wasted time and resources in keeping the funds in-sync with each other."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## The Solution"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Rather than maintaining a separate fund for each currency or share class and spending time ensuring that they all reconcile with each other, LUSID allows you to create a single base fund to hold the core transactions that generate the fund's returns.\n",
    "\n",
    "Your funds offered in additional currencies can hold units in this core fund and any transactions that occur in the base fund will be propogated to your foreign currency funds.\n",
    "\n",
    "Furthermore you can then apply appropriate hedging activity on each additional currency fund without worrying about it affecting the base fund in any way.\n",
    "\n",
    "In this tutorial you will walk through how to set this up from a completely blank LUSID environment by:\n",
    "\n",
    "1) Setting up a Scope to hold your portfolios\n",
    "\n",
    "2) Creating your Instrument Universe \n",
    "\n",
    "3) Creating your base fund portfolio\n",
    "\n",
    "4) Setting your initial holdings\n",
    "\n",
    "5) Valuing your base fund\n",
    "\n",
    "6) Securitising your base fund so that it can be held by your foreign currency funds\n",
    "\n",
    "7) Creating your foreign currency portfolios\n",
    "\n",
    "8) Adding units of the base fund to your currency portfolios\n",
    "\n",
    "9) Adding appropriate hedging transactions for each foreign currency fund\n",
    "\n",
    "10) Valuing your foreign currency funds\n",
    "\n",
    "11) Adding additional transactions to the base fund\n",
    "\n",
    "12) Re-valuing the base fund\n",
    "\n",
    "13) Re-valuing the foreign currency funds to see how the transaction on the base fund is propogated \n",
    "\n",
    "*First things first run the cell below to import the libraries and authenticate your LUSID client*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "LUSID Environment Initialised\n",
      "API Version:  0.6.11328.0\n"
     ]
    }
   ],
   "source": [
    "# Import LUSID\n",
    "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",
    "from dateutil.parser import parse\n",
    "\n",
    "import pytz\n",
    "import printer as prettyprint\n",
    "import pandas as pd\n",
    "import uuid\n",
    "import math\n",
    "import json\n",
    "import os\n",
    "\n",
    "pd.set_option(\"display.max_colwidth\", None)\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",
    "\n",
    "print(\"LUSID Environment Initialised\")\n",
    "print(\n",
    "    \"API Version: \",\n",
    "    api_factory.build(lusid.api.ApplicationMetadataApi)\n",
    "    .get_lusid_versions()\n",
    "    .build_version,\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "![Initailise LUSID](img/multiplecurrencies-initialise.gif)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 1) Setting up a Scope to hold your portfolios"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "You will need to create a name for the scope that you will use for the fund. Read more about scopes in the [LUSID Knowledge Base: Scopes](https://support.lusid.com/what-is-a-scope-in-lusid-and-how-is-it-used).\n",
    "\n",
    "*Run the cell below to create a name for your scope*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n"
     ]
    }
   ],
   "source": [
    "# Give the scope a unique identifier\n",
    "scope_id = import_data.create_scope_id()\n",
    "# Give the scope a descriptive name\n",
    "scope_name = \"UK_High_Growth_Equities_Fund\"\n",
    "# Join the two together to get the full scope name\n",
    "scope = \"{}_{}\".format(scope_name, scope_id)\n",
    "prettyprint.heading(\"Scope\", scope)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "![Scope](img/multiplecurrencies-scope.gif)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 2) Creating your Instrument Universe "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Before you can take on any holdings or make any trades you need to ensure that your instrument universe has been populated. In this case you will import your instrument universe from a CSV file. Read more about instruments in LUSID in the [LUSID Knowledge Base: Instruments](https://support.lusid.com/instruments).\n",
    "\n",
    "*Run the cell below to import your instrument universe*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
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       "      <th></th>\n",
       "      <th>instrument_name</th>\n",
       "      <th>client_internal</th>\n",
       "      <th>currency</th>\n",
       "      <th>isin</th>\n",
       "      <th>figi</th>\n",
       "      <th>exchange_code</th>\n",
       "      <th>country_issue</th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Amazon_Nasdaq_AMZN</td>\n",
       "      <td>imd_34634534</td>\n",
       "      <td>USD</td>\n",
       "      <td>US0231351067</td>\n",
       "      <td>BBG000BVPXP1</td>\n",
       "      <td>UN</td>\n",
       "      <td>united_states_america</td>\n",
       "      <td>AMZN</td>\n",
       "      <td>equity</td>\n",
       "      <td>common_stock</td>\n",
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       "      <th>1</th>\n",
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       "      <td>USD</td>\n",
       "      <td>US0378331005</td>\n",
       "      <td>BBG000B9XVV8</td>\n",
       "      <td>UN</td>\n",
       "      <td>united_states_america</td>\n",
       "      <td>AAPL</td>\n",
       "      <td>equity</td>\n",
       "      <td>common_stock</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>USTreasury_2.00_2021</td>\n",
       "      <td>imd_34535347</td>\n",
       "      <td>USD</td>\n",
       "      <td>US912828U816</td>\n",
       "      <td>BBG00FN3B5K8</td>\n",
       "      <td>BERLIN</td>\n",
       "      <td>united_states_america</td>\n",
       "      <td>T 2 12/31/21</td>\n",
       "      <td>govt</td>\n",
       "      <td>us_government</td>\n",
       "      <td>2.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>USTreasury_6.875_2025</td>\n",
       "      <td>imd_34534539</td>\n",
       "      <td>USD</td>\n",
       "      <td>US912810EV62</td>\n",
       "      <td>BBG000DQQNJ8</td>\n",
       "      <td>NEW YORK</td>\n",
       "      <td>united_states_america</td>\n",
       "      <td>T 6.875 08/15/25</td>\n",
       "      <td>govt</td>\n",
       "      <td>us_government</td>\n",
       "      <td>6.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>ExpressScripts_NYSE_ESRX</td>\n",
       "      <td>imd_34352311</td>\n",
       "      <td>USD</td>\n",
       "      <td>US30219G1085</td>\n",
       "      <td>BBG000C16621</td>\n",
       "      <td>UN</td>\n",
       "      <td>united_states_america</td>\n",
       "      <td>ESRX</td>\n",
       "      <td>equity</td>\n",
       "      <td>common_stock</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>TrinityIndustries_NYSE_TRN</td>\n",
       "      <td>imd_34235200</td>\n",
       "      <td>USD</td>\n",
       "      <td>US8965221091</td>\n",
       "      <td>BBG000BVL406</td>\n",
       "      <td>UN</td>\n",
       "      <td>united_states_america</td>\n",
       "      <td>TRN</td>\n",
       "      <td>equity</td>\n",
       "      <td>common_stock</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>Trex_NYSE_TREX</td>\n",
       "      <td>imd_32423956</td>\n",
       "      <td>USD</td>\n",
       "      <td>US89531P1057</td>\n",
       "      <td>BBG000BTGM43</td>\n",
       "      <td>UN</td>\n",
       "      <td>united_states_america</td>\n",
       "      <td>TREX</td>\n",
       "      <td>equity</td>\n",
       "      <td>common_stock</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>Cigna_NYSE_CI</td>\n",
       "      <td>imd_32452391</td>\n",
       "      <td>USD</td>\n",
       "      <td>US1255091092</td>\n",
       "      <td>BBG00KXXK940</td>\n",
       "      <td>UN</td>\n",
       "      <td>united_states_america</td>\n",
       "      <td>CI</td>\n",
       "      <td>equity</td>\n",
       "      <td>common_stock</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>Arcosa_NYSE_ACA</td>\n",
       "      <td>imd_23423409</td>\n",
       "      <td>USD</td>\n",
       "      <td>US0396531008</td>\n",
       "      <td>BBG00JGMWFQ5</td>\n",
       "      <td>UN</td>\n",
       "      <td>united_states_america</td>\n",
       "      <td>ACA</td>\n",
       "      <td>equity</td>\n",
       "      <td>common_stock</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
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      ],
      "text/plain": [
       "              instrument_name client_internal currency          isin  \\\n",
       "0          Amazon_Nasdaq_AMZN    imd_34634534      USD  US0231351067   \n",
       "1           Apple_Nasdaq_AAPL    imd_35345345      USD  US0378331005   \n",
       "2        USTreasury_2.00_2021    imd_34535347      USD  US912828U816   \n",
       "3       USTreasury_6.875_2025    imd_34534539      USD  US912810EV62   \n",
       "4    ExpressScripts_NYSE_ESRX    imd_34352311      USD  US30219G1085   \n",
       "5  TrinityIndustries_NYSE_TRN    imd_34235200      USD  US8965221091   \n",
       "6              Trex_NYSE_TREX    imd_32423956      USD  US89531P1057   \n",
       "7               Cigna_NYSE_CI    imd_32452391      USD  US1255091092   \n",
       "8             Arcosa_NYSE_ACA    imd_23423409      USD  US0396531008   \n",
       "\n",
       "           figi exchange_code          country_issue            ticker  \\\n",
       "0  BBG000BVPXP1            UN  united_states_america              AMZN   \n",
       "1  BBG000B9XVV8            UN  united_states_america              AAPL   \n",
       "2  BBG00FN3B5K8        BERLIN  united_states_america      T 2 12/31/21   \n",
       "3  BBG000DQQNJ8      NEW YORK  united_states_america  T 6.875 08/15/25   \n",
       "4  BBG000C16621            UN  united_states_america              ESRX   \n",
       "5  BBG000BVL406            UN  united_states_america               TRN   \n",
       "6  BBG000BTGM43            UN  united_states_america              TREX   \n",
       "7  BBG00KXXK940            UN  united_states_america                CI   \n",
       "8  BBG00JGMWFQ5            UN  united_states_america               ACA   \n",
       "\n",
       "  market_sector  security_type  coupon  \n",
       "0        equity   common_stock     NaN  \n",
       "1        equity   common_stock     NaN  \n",
       "2          govt  us_government    2.00  \n",
       "3          govt  us_government    6.88  \n",
       "4        equity   common_stock     NaN  \n",
       "5        equity   common_stock     NaN  \n",
       "6        equity   common_stock     NaN  \n",
       "7        equity   common_stock     NaN  \n",
       "8        equity   common_stock     NaN  "
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Import your instrument universe from a CSV file\n",
    "instrument_universe = pd.read_csv(\"data/multiplecurrencies-instruments.csv\")\n",
    "# Look at the first 10 instruments\n",
    "instrument_universe.head(n=10)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now that you have the details for your instruments you can go ahead and create an instrument definition for each instrument. These can then be upserted into LUSID. Read about instrument definitions here [LUSID Knowledge Base: What is an Instrument?](https://support.lusid.com/what-is-an-instrument)\n",
    "\n",
    "As part of this definition you will attach identifiers to your instruments. Read more about identifiers here [LUSID Knowledge Base: Which Instrument Identifier Schemes Should I Use With LUSID?](https://support.lusid.com/which-instrument-identifier-schemes-should-i-use-with-lusid)\n",
    "\n",
    "You use an upsert method to add instrument definitions to the instrument universe in LUSID. Read more about the behaviour of the upsert method here [LUSID Knowledge Base: Upsert](https://support.lusid.com/upsert-command).\n",
    "\n",
    "For further usage of the upsert instruments API call refer to the [LUSID API Docs: Upsert Instruments](https://docs.lusid.com/#operation/UpsertInstruments).\n",
    "\n",
    "*Run the cell below to upsert your instruments into LUSID*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[91m\u001b[1mInstruments Successfully Upserted: \u001b[0m\n"
     ]
    },
    {
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       "      <th></th>\n",
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       "      <th>0</th>\n",
       "      <td>TrinityIndustries_NYSE_TRN</td>\n",
       "      <td>BBG000BVL406</td>\n",
       "      <td>LUID_00003D5A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Apple_Nasdaq_AAPL</td>\n",
       "      <td>BBG000B9XVV8</td>\n",
       "      <td>LUID_00003D5B</td>\n",
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       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>ExpressScripts_NYSE_ESRX</td>\n",
       "      <td>BBG000C16621</td>\n",
       "      <td>LUID_00003D5C</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Trex_NYSE_TREX</td>\n",
       "      <td>BBG000BTGM43</td>\n",
       "      <td>LUID_00003D5D</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>USTreasury_6.875_2025</td>\n",
       "      <td>BBG000DQQNJ8</td>\n",
       "      <td>LUID_00003D5E</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>Arcosa_NYSE_ACA</td>\n",
       "      <td>BBG00JGMWFQ5</td>\n",
       "      <td>LUID_00003D5F</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>Amazon_Nasdaq_AMZN</td>\n",
       "      <td>BBG000BVPXP1</td>\n",
       "      <td>LUID_00003D5G</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>Cigna_NYSE_CI</td>\n",
       "      <td>BBG00KXXK940</td>\n",
       "      <td>LUID_00003D5H</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>USTreasury_2.00_2021</td>\n",
       "      <td>BBG00FN3B5K8</td>\n",
       "      <td>LUID_00003D5I</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                   Instrument       Figi ID LUSID Instrument ID\n",
       "0  TrinityIndustries_NYSE_TRN  BBG000BVL406       LUID_00003D5A\n",
       "1           Apple_Nasdaq_AAPL  BBG000B9XVV8       LUID_00003D5B\n",
       "2    ExpressScripts_NYSE_ESRX  BBG000C16621       LUID_00003D5C\n",
       "3              Trex_NYSE_TREX  BBG000BTGM43       LUID_00003D5D\n",
       "4       USTreasury_6.875_2025  BBG000DQQNJ8       LUID_00003D5E\n",
       "5             Arcosa_NYSE_ACA  BBG00JGMWFQ5       LUID_00003D5F\n",
       "6          Amazon_Nasdaq_AMZN  BBG000BVPXP1       LUID_00003D5G\n",
       "7               Cigna_NYSE_CI  BBG00KXXK940       LUID_00003D5H\n",
       "8        USTreasury_2.00_2021  BBG00FN3B5K8       LUID_00003D5I"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Initialise a dictionary to hold your instrument definitions\n",
    "instrument_definitions = {}\n",
    "\n",
    "# Set the mapping between your identifier columns in the CSV and the available LUSID identifiers\n",
    "identifier_columns = {\n",
    "    \"isin\": \"Isin\",\n",
    "    \"figi\": \"Figi\",\n",
    "    \"ticker\": \"Ticker\",\n",
    "    \"client_internal\": \"ClientInternal\",\n",
    "}\n",
    "\n",
    "# Iterate over your instrument universe\n",
    "for index, instrument in instrument_universe.iterrows():\n",
    "\n",
    "    # Initialise your set of identifiers for this instrument\n",
    "    identifiers = {}\n",
    "\n",
    "    # Populate your set of identifiers\n",
    "    for identifier_column, identifier_lusid in identifier_columns.items():\n",
    "        identifiers[identifier_lusid] = models.InstrumentIdValue(\n",
    "            value=instrument[identifier_column]\n",
    "        )\n",
    "\n",
    "    # Create the definition for your instrument\n",
    "    instrument_definitions[instrument[\"instrument_name\"]] = models.InstrumentDefinition(\n",
    "        name=instrument[\"instrument_name\"], identifiers=identifiers\n",
    "    )\n",
    "\n",
    "# Call LUSID to upsert your instrument defintions as a batch\n",
    "response = api_factory.build(lusid.api.InstrumentsApi).upsert_instruments(\n",
    "    request_body=instrument_definitions\n",
    ")\n",
    "\n",
    "# Pretty print the response from LUSID\n",
    "prettyprint.instrument_response(response, identifier=\"Figi\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "![Instruments](img/multiplecurrencies-instruments.gif)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 3) Creating your base fund portfolio"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "To create a portfolio you need to give it a name and code.\n",
    "\n",
    "*Run the cell below to give your base fund portfolio a name and code*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mPortfolio Name: \u001b[0mUK_High_Growth_Equities_Fund_base_fund\n",
      "\u001b[1mPortfolio Code: \u001b[0m6a7d7ac2-98fc-498d-bb67-e2e4cecfc704\n"
     ]
    }
   ],
   "source": [
    "# Give your portfolio a name & code\n",
    "base_portfolio_name = \"{}_base_fund\".format(scope_name)\n",
    "base_portfolio_code = str(uuid.uuid4())\n",
    "prettyprint.heading(\"Portfolio Name\", base_portfolio_name)\n",
    "prettyprint.heading(\"Portfolio Code\", base_portfolio_code)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now that you have decided on the name and unique code for your portfolio you can create your base fund. Read more about portfolios in the [LUSID Knowledge Base: Portfolios](https://support.lusid.com/portfolios).\n",
    "\n",
    "For further usage of the create portfolio API call refer to the [LUSID API Docs: Create Portfolio](https://docs.lusid.com/#operation/CreatePortfolio).\n",
    "\n",
    "Note that when you create the portolio in the cell below you are creating it with a 'created' date of 365 days ago. This number is rather arbitary, in practice it should be the date the portfolio came into existence regardless of the system you first created it in, read more about the importance of the created date on a portfolio in the [LUSID Knowledge Base: Importance of Portfolio Creation Date](https://support.lusid.com/importance-of-portfolio-creation-date).\n",
    "\n",
    "*Run the cell below to create your portfolio*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mPortfolio Created\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m6a7d7ac2-98fc-498d-bb67-e2e4cecfc704\n",
      "\u001b[1mPortfolio Effective From: \u001b[0m2022-05-18 09:57:27.590355+00:00\n",
      "\u001b[1mPortfolio Created On: \u001b[0m2023-05-18 09:57:28.357319+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "# The date your portfolio was first created\n",
    "portfolio_creation_date = (datetime.now(pytz.UTC) - timedelta(days=365)).isoformat()\n",
    "\n",
    "# Create the request to add your portfolio to LUSID\n",
    "transaction_portfolio_request = models.CreateTransactionPortfolioRequest(\n",
    "    display_name=base_portfolio_name,\n",
    "    code=base_portfolio_code,\n",
    "    base_currency=\"USD\",\n",
    "    description=\"The portfolio to hold our base fund\",\n",
    "    created=portfolio_creation_date,\n",
    ")\n",
    "\n",
    "# Call LUSID to create your portfolio\n",
    "response = api_factory.build(lusid.api.TransactionPortfoliosApi).create_portfolio(\n",
    "    scope=scope, create_transaction_portfolio_request=transaction_portfolio_request\n",
    ")\n",
    "\n",
    "# Pretty print the response from LUSID\n",
    "prettyprint.portfolio_response(response)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "![Base-Fund](img/multiplecurrencies-basefundportfolio.gif)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 4) Setting your initial holdings"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now that you have your instrument universe populated and base fund portfolio you can load your initial holdings into your base fund. In this case you will import your holdings from a CSV file.\n",
    "\n",
    "*Run the cell below to import your take on balances*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "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_name</th>\n",
       "      <th>client_internal</th>\n",
       "      <th>isin</th>\n",
       "      <th>figi</th>\n",
       "      <th>quantity</th>\n",
       "      <th>unit_cost</th>\n",
       "      <th>total_cost</th>\n",
       "      <th>currency</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Amazon_Nasdaq_AMZN</td>\n",
       "      <td>imd_34634534</td>\n",
       "      <td>US0231351067</td>\n",
       "      <td>BBG000BVPXP1</td>\n",
       "      <td>5000</td>\n",
       "      <td>1550.00</td>\n",
       "      <td>7750000.00</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Apple_Nasdaq_AAPL</td>\n",
       "      <td>imd_35345345</td>\n",
       "      <td>US0378331005</td>\n",
       "      <td>BBG000B9XVV8</td>\n",
       "      <td>49567</td>\n",
       "      <td>190.00</td>\n",
       "      <td>9417730.00</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>USTreasury_2.00_2021</td>\n",
       "      <td>imd_34535347</td>\n",
       "      <td>US912828U816</td>\n",
       "      <td>BBG00FN3B5K8</td>\n",
       "      <td>121543</td>\n",
       "      <td>99.25</td>\n",
       "      <td>12063142.75</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>USTreasury_6.875_2025</td>\n",
       "      <td>imd_34534539</td>\n",
       "      <td>US912810EV62</td>\n",
       "      <td>BBG000DQQNJ8</td>\n",
       "      <td>98444</td>\n",
       "      <td>140.98</td>\n",
       "      <td>13878635.12</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "         instrument_name client_internal          isin          figi  \\\n",
       "0     Amazon_Nasdaq_AMZN    imd_34634534  US0231351067  BBG000BVPXP1   \n",
       "1      Apple_Nasdaq_AAPL    imd_35345345  US0378331005  BBG000B9XVV8   \n",
       "2   USTreasury_2.00_2021    imd_34535347  US912828U816  BBG00FN3B5K8   \n",
       "3  USTreasury_6.875_2025    imd_34534539  US912810EV62  BBG000DQQNJ8   \n",
       "\n",
       "   quantity  unit_cost  total_cost currency  \n",
       "0      5000    1550.00  7750000.00      USD  \n",
       "1     49567     190.00  9417730.00      USD  \n",
       "2    121543      99.25 12063142.75      USD  \n",
       "3     98444     140.98 13878635.12      USD  "
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Import your holdings\n",
    "holdings = pd.read_csv(\"data/multiplecurrencies-holdings.csv\")\n",
    "holdings.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "You can add these holdings to LUSID by setting the holdings on your base fund. Read more about how making an adjustment or setting the holdings on a portfolio affects it here [LUSID Knowledge Base: The Effect of Holding Adjustments](https://support.lusid.com/how-do-holding-adjustments-affect-a-portfolio). These holdings will be effective as of 4 days ago. This gives you some room to add recent transactions and conduct valuations.\n",
    "\n",
    "For further usage of the set holdings API call refer to the [LUSID API Docs: Set Holdings](https://docs.lusid.com/#operation/SetHoldings).\n",
    "\n",
    "*Run the cell below to set the holdings on your base fund*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mHoldings Successfully Set for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m6a7d7ac2-98fc-498d-bb67-e2e4cecfc704\n",
      "\u001b[1mHoldings Effective From: \u001b[0m2022-05-18 09:57:27.590355+00:00\n",
      "\u001b[1mHoldings Created On: \u001b[0m2023-05-18 09:57:30.108160+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "# Initialise a list to hold your holding adjustments\n",
    "holding_adjustments = []\n",
    "\n",
    "# Set the effective date of these holdings to be 4 days ago\n",
    "holdings_effective_date = datetime.now(pytz.UTC) - timedelta(days=4)\n",
    "\n",
    "# Iterate over your holdings\n",
    "for index, holding in holdings.iterrows():\n",
    "\n",
    "    # Create a holding adjustment for this holding\n",
    "    holding_adjustments.append(\n",
    "        models.AdjustHoldingRequest(\n",
    "            instrument_identifiers={\"Instrument/default/Figi\": holding[\"figi\"]},\n",
    "            tax_lots=[\n",
    "                models.TargetTaxLotRequest(\n",
    "                    units=holding[\"quantity\"],\n",
    "                    cost=models.CurrencyAndAmount(\n",
    "                        amount=holding[\"total_cost\"], currency=holding[\"currency\"]\n",
    "                    ),\n",
    "                    portfolio_cost=holding[\"total_cost\"],\n",
    "                    price=holding[\"unit_cost\"],\n",
    "                )\n",
    "            ],\n",
    "        )\n",
    "    )\n",
    "\n",
    "# Call LUSID to set your holdings\n",
    "response = api_factory.build(lusid.api.TransactionPortfoliosApi).adjust_holdings(\n",
    "    scope=scope,\n",
    "    code=base_portfolio_code,\n",
    "    effective_at=holdings_effective_date,\n",
    "    adjust_holding_request=holding_adjustments,\n",
    ")\n",
    "\n",
    "# Pretty print the response\n",
    "prettyprint.set_holdings_response(response, scope, base_portfolio_code)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "![Base-Fund-Hodlings](img/multiplecurrencies-basefundportfolioholdings.gif)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 5) Valuing your base fund"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### a) Upserting market quotes to use in your valuation"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "With holdings in your base fund you can now attempt to produce a value for the fund. To value a portfolio in LUSID you need to upsert market data quotes against the underlying holdings or specify an analytics library to use. Read more about aggregating and valuing portfolios in the [LUSID Knowledge Base: Aggregations and Valuations](https://support.lusid.com/what-is-a-valuation). \n",
    "\n",
    "In this case you will upsert market data quotes to the quote store to be used in an aggregation request. You will import these quotes from a CSV file.\n",
    "\n",
    "*Run the cell below to import the market data prices*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "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>price</th>\n",
       "      <th>type</th>\n",
       "      <th>currency</th>\n",
       "      <th>instrument_name</th>\n",
       "      <th>instrument_figi</th>\n",
       "      <th>instrument_internal</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1622.65</td>\n",
       "      <td>close</td>\n",
       "      <td>USD</td>\n",
       "      <td>Amazon_Nasdaq_AMZN</td>\n",
       "      <td>BBG000BVPXP1</td>\n",
       "      <td>imd_34634534</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>170.80</td>\n",
       "      <td>close</td>\n",
       "      <td>USD</td>\n",
       "      <td>Apple_Nasdaq_AAPL</td>\n",
       "      <td>BBG000B9XVV8</td>\n",
       "      <td>imd_34535347</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>98.00</td>\n",
       "      <td>close</td>\n",
       "      <td>USD</td>\n",
       "      <td>USTreasury_2.00_2021</td>\n",
       "      <td>BBG00FN3B5K8</td>\n",
       "      <td>imd_34535347</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>142.36</td>\n",
       "      <td>close</td>\n",
       "      <td>USD</td>\n",
       "      <td>USTreasury_6.875_2025</td>\n",
       "      <td>BBG000DQQNJ8</td>\n",
       "      <td>imd_34534539</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    price   type currency        instrument_name instrument_figi  \\\n",
       "0 1622.65  close      USD     Amazon_Nasdaq_AMZN    BBG000BVPXP1   \n",
       "1  170.80  close      USD      Apple_Nasdaq_AAPL    BBG000B9XVV8   \n",
       "2   98.00  close      USD   USTreasury_2.00_2021    BBG00FN3B5K8   \n",
       "3  142.36  close      USD  USTreasury_6.875_2025    BBG000DQQNJ8   \n",
       "\n",
       "  instrument_internal  \n",
       "0        imd_34634534  \n",
       "1        imd_34535347  \n",
       "2        imd_34535347  \n",
       "3        imd_34534539  "
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Import market data for the day that the holdings of the fund are effective from\n",
    "prices = pd.read_csv(\"data/multiplecurrencies-prices.csv\")\n",
    "prices.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now that you have imported the market data you can add it to the quote store in LUSID. Read more about what a quote is in the [LUSID Knowledge Base: What is a Quote?](https://support.lusid.com/what-is-a-quote).\n",
    "\n",
    "To do this you will create a function which allows you to easily upsert quotes from an imported CSV file.\n",
    "\n",
    "For further usage of the Upsert Quotes API call refer to the [LUSID API Docs: Upsert Quotes](https://docs.lusid.com/#operation/UpsertQuotes).\n",
    "\n",
    "*Run the cell below to define your function*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [],
   "source": [
    "def upsert_quotes_from_data_frame(\n",
    "    scope, data_frame, date, instrument_identifier, lusid_identifier, quote_type\n",
    "):\n",
    "    \"\"\"\n",
    "    This function takes quotes from a data_frame and upserts them into LUSID\n",
    "\n",
    "    param scope (str): The LUSID scope to upsert the quotes into\n",
    "    param data_frame (Pandas DataFrame): The name of the DataFrame that the quotes are in\n",
    "    param date (Datetime): The datetime to upsert the quotes at\n",
    "    param instrument_identifier (str): The column in the dataframe that contains the instrument identifiers\n",
    "    param lusid_identifier (str): The matching LUSID instrument identifier\n",
    "    param quote_type (str): The type of quote\n",
    "    \"\"\"\n",
    "\n",
    "    # Check that the quote type is supported\n",
    "    supported_quote_types = [\"price\", \"fx_rate\"]\n",
    "    if quote_type not in supported_quote_types:\n",
    "        return \"Quote type not supported\"\n",
    "\n",
    "    # Check that the identifier column exists\n",
    "    if instrument_identifier not in data_frame.columns:\n",
    "        return \"Instrument identifier column missing\"\n",
    "\n",
    "    # Initialise an empty instrument quotes list to hold the quotes\n",
    "    instrument_quotes = {}\n",
    "\n",
    "    quote_type_values = {\n",
    "        \"price\": {\n",
    "            \"quote_type\": \"Price\",\n",
    "            \"price_side\": \"Mid\",\n",
    "            \"value\": \"price\",\n",
    "        },\n",
    "        \"fx_rate\": {\n",
    "            \"quote_type\": \"Rate\",\n",
    "            \"price_side\": \"Mid\",\n",
    "            \"value\": \"rate\",\n",
    "        },\n",
    "    }\n",
    "\n",
    "    # Iterate over the quotes\n",
    "    for index, quote in data_frame.iterrows():\n",
    "\n",
    "        if quote_type == \"price\":\n",
    "            unit = quote[\"currency\"]\n",
    "        else:\n",
    "            unit = \"rate\"\n",
    "\n",
    "        # Add the quote to the list of upsert quote requests\n",
    "        instrument_quotes[quote[instrument_identifier]] = models.UpsertQuoteRequest(\n",
    "            quote_id=models.QuoteId(\n",
    "                quote_series_id=models.QuoteSeriesId(\n",
    "                    provider=\"DataScope\",\n",
    "                    instrument_id=quote[instrument_identifier],\n",
    "                    instrument_id_type=lusid_identifier,\n",
    "                    quote_type=quote_type_values[quote_type][\"quote_type\"],\n",
    "                    field=quote_type_values[quote_type][\"price_side\"],\n",
    "                ),\n",
    "                effective_at=date.isoformat(),\n",
    "            ),\n",
    "            metric_value=models.MetricValue(\n",
    "                value=quote[quote_type_values[quote_type][\"value\"]], unit=unit\n",
    "            ),\n",
    "            lineage=\"InternalSystem\",\n",
    "        )\n",
    "\n",
    "    # Upsert the quotes into LUSID\n",
    "    response = api_factory.build(lusid.api.QuotesApi).upsert_quotes(\n",
    "        scope=scope, request_body=instrument_quotes\n",
    "    )\n",
    "\n",
    "    # Pretty print the response\n",
    "    # prettyprint.upsert_quotes_response(response)\n",
    "    return prettyprint.upsert_quotes_response(response)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now you can use your function to upsert the price quotes.\n",
    "\n",
    "*Run the cell below to upsert the market data quotes into LUSID*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\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>local_vars_configuration</th>\n",
       "      <th>_lineage</th>\n",
       "      <th>_cut_label</th>\n",
       "      <th>_uploaded_by</th>\n",
       "      <th>_as_at</th>\n",
       "      <th>_scale_factor</th>\n",
       "      <th>discriminator</th>\n",
       "      <th>_provider</th>\n",
       "      <th>_price_source</th>\n",
       "      <th>_instrument_id</th>\n",
       "      <th>_instrument_id_type</th>\n",
       "      <th>_quote_type</th>\n",
       "      <th>_field</th>\n",
       "      <th>_value</th>\n",
       "      <th>_unit</th>\n",
       "      <th>status</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cff04a90&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:30.304369+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>BBG000BVPXP1</td>\n",
       "      <td>Figi</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>1622.65</td>\n",
       "      <td>USD</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfe96d00&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:30.304369+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>BBG000B9XVV8</td>\n",
       "      <td>Figi</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>170.80</td>\n",
       "      <td>USD</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cff25550&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:30.304369+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>BBG00FN3B5K8</td>\n",
       "      <td>Figi</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>98.00</td>\n",
       "      <td>USD</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfec2d00&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:30.304369+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>BBG000DQQNJ8</td>\n",
       "      <td>Figi</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>142.36</td>\n",
       "      <td>USD</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                       local_vars_configuration  \\\n",
       "0  <lusid.configuration.Configuration object at 0x7f83cff04a90>   \n",
       "1  <lusid.configuration.Configuration object at 0x7f83cfe96d00>   \n",
       "2  <lusid.configuration.Configuration object at 0x7f83cff25550>   \n",
       "3  <lusid.configuration.Configuration object at 0x7f83cfec2d00>   \n",
       "\n",
       "         _lineage _cut_label          _uploaded_by  \\\n",
       "0  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "1  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "2  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "3  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "\n",
       "                            _as_at _scale_factor discriminator  _provider  \\\n",
       "0 2023-05-18 09:57:30.304369+00:00          None          None  DataScope   \n",
       "1 2023-05-18 09:57:30.304369+00:00          None          None  DataScope   \n",
       "2 2023-05-18 09:57:30.304369+00:00          None          None  DataScope   \n",
       "3 2023-05-18 09:57:30.304369+00:00          None          None  DataScope   \n",
       "\n",
       "  _price_source _instrument_id _instrument_id_type _quote_type _field  _value  \\\n",
       "0          None   BBG000BVPXP1                Figi       Price    Mid 1622.65   \n",
       "1          None   BBG000B9XVV8                Figi       Price    Mid  170.80   \n",
       "2          None   BBG00FN3B5K8                Figi       Price    Mid   98.00   \n",
       "3          None   BBG000DQQNJ8                Figi       Price    Mid  142.36   \n",
       "\n",
       "  _unit   status  \n",
       "0   USD  Success  \n",
       "1   USD  Success  \n",
       "2   USD  Success  \n",
       "3   USD  Success  "
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "upsert_quotes_from_data_frame(\n",
    "    scope=scope,\n",
    "    data_frame=prices,\n",
    "    date=holdings_effective_date,\n",
    "    instrument_identifier=\"instrument_figi\",\n",
    "    lusid_identifier=\"Figi\",\n",
    "    quote_type=\"price\",\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "![Analytic-Stores](img/multiplecurrencies-quotestore.gif)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### b) Valuing your fund using quotes via aggregation"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now that the quotes have been added to the quote store you can value your base fund portfolio. You do this in LUSID via an aggregation. The logic for a valuation via aggregation is controled by a LUSID recipe. Read more about recipes in the [LUSID Knowledge Base: What is a Recipe and How Are They Used?](https://support.lusid.com/what-is-a-recipe-and-how-are-they-used).\n",
    "\n",
    "For further usage of the Get Aggregation by Portfolio API call refer to the [LUSID API Docs: Get Aggregation by Portfolio](https://docs.lusid.com/#operation/GetAggregationByPortfolio).\n",
    "\n",
    "*Run the cell below to aggregate and value the base fund*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [],
   "source": [
    "recipe_code = \"market_value\"\n",
    "recipe_scope = \"multi-share-class\"\n",
    "\n",
    "# Create a recipe to perform a valuation\n",
    "configuration_recipe_api = api_factory.build(lusid.api.ConfigurationRecipeApi)\n",
    "\n",
    "configuration_recipe = models.ConfigurationRecipe(\n",
    "    scope=recipe_scope,\n",
    "    code=recipe_code,\n",
    "    market=models.MarketContext(\n",
    "        market_rules=[\n",
    "            models.MarketDataKeyRule(\n",
    "                key=\"Quote.Figi.*\",\n",
    "                supplier=\"DataScope\",\n",
    "                data_scope=scope,\n",
    "                quote_type=\"Price\",\n",
    "                field=\"Mid\",\n",
    "            ),\n",
    "            models.MarketDataKeyRule(\n",
    "                key=\"Quote.LusidInstrumentId.*\",\n",
    "                supplier=\"DataScope\",\n",
    "                data_scope=scope,\n",
    "                quote_type=\"Price\",\n",
    "                field=\"Mid\",\n",
    "            ),\n",
    "            models.MarketDataKeyRule(\n",
    "                key=\"Fx.CurrencyPair.*\",\n",
    "                supplier=\"DataScope\",\n",
    "                data_scope=scope,\n",
    "                quote_type=\"Rate\",\n",
    "                field=\"Mid\",\n",
    "            ),\n",
    "        ],\n",
    "        suppliers=models.MarketContextSuppliers(\n",
    "            commodity=\"DataScope\",\n",
    "            credit=\"DataScope\",\n",
    "            equity=\"DataScope\",\n",
    "            fx=\"DataScope\",\n",
    "            rates=\"DataScope\",\n",
    "        ),\n",
    "        options=models.MarketOptions(\n",
    "            default_supplier=\"DataScope\",\n",
    "            default_instrument_code_type=\"Figi\",\n",
    "            default_scope=scope,\n",
    "        ),\n",
    "    ),\n",
    ")\n",
    "\n",
    "\n",
    "upsert_configuration_recipe_response = (\n",
    "    configuration_recipe_api.upsert_configuration_recipe(\n",
    "        upsert_recipe_request=models.UpsertRecipeRequest(\n",
    "            configuration_recipe=configuration_recipe\n",
    "        )\n",
    "    )\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [],
   "source": [
    "def run_valuation(\n",
    "    portfolio_scope,\n",
    "    portfolio_code,\n",
    "    recipe_id,\n",
    "    metrics,\n",
    "    group_by,\n",
    "    effective_at=holdings_effective_date.isoformat(),\n",
    "):\n",
    "\n",
    "    # Create the valuation request\n",
    "    valuation_request = models.ValuationRequest(\n",
    "        recipe_id=recipe_id,\n",
    "        metrics=valuation_metrics,\n",
    "        group_by=[group_by],\n",
    "        portfolio_entity_ids=[\n",
    "            models.PortfolioEntityId(scope=portfolio_scope, code=portfolio_code)\n",
    "        ],\n",
    "        valuation_schedule=models.ValuationSchedule(effective_at=effective_at),\n",
    "        report_currency=\"USD\"\n",
    "    )\n",
    "\n",
    "    # Perform a valuation\n",
    "    valuation = api_factory.build(lusid.api.AggregationApi).get_valuation(\n",
    "        valuation_request=valuation_request\n",
    "    )\n",
    "\n",
    "    return valuation"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
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       "        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/LusidInstrumentId</th>\n",
       "      <th>Instrument/default/Name</th>\n",
       "      <th>Sum(Holding/default/Units)</th>\n",
       "      <th>Sum(Holding/default/Cost)</th>\n",
       "      <th>Sum(Valuation/PvInPortfolioCcy)</th>\n",
       "      <th>Sum(Valuation/PV)</th>\n",
       "      <th>Quotes/Price</th>\n",
       "      <th>currency</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>LUID_00003D5G</td>\n",
       "      <td>Amazon_Nasdaq_AMZN</td>\n",
       "      <td>5,000.00</td>\n",
       "      <td>7,750,000.00</td>\n",
       "      <td>8,113,250.00</td>\n",
       "      <td>8,113,250.00</td>\n",
       "      <td>1,622.65</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>LUID_00003D5B</td>\n",
       "      <td>Apple_Nasdaq_AAPL</td>\n",
       "      <td>49,567.00</td>\n",
       "      <td>9,417,730.00</td>\n",
       "      <td>8,466,043.60</td>\n",
       "      <td>8,466,043.60</td>\n",
       "      <td>170.80</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>LUID_00003D5I</td>\n",
       "      <td>USTreasury_2.00_2021</td>\n",
       "      <td>121,543.00</td>\n",
       "      <td>12,063,142.75</td>\n",
       "      <td>11,911,214.00</td>\n",
       "      <td>11,911,214.00</td>\n",
       "      <td>98.00</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>LUID_00003D5E</td>\n",
       "      <td>USTreasury_6.875_2025</td>\n",
       "      <td>98,444.00</td>\n",
       "      <td>13,878,635.12</td>\n",
       "      <td>14,014,487.84</td>\n",
       "      <td>14,014,487.84</td>\n",
       "      <td>142.36</td>\n",
       "      <td>USD</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Instrument/default/LusidInstrumentId Instrument/default/Name  \\\n",
       "0                        LUID_00003D5G      Amazon_Nasdaq_AMZN   \n",
       "1                        LUID_00003D5B       Apple_Nasdaq_AAPL   \n",
       "2                        LUID_00003D5I    USTreasury_2.00_2021   \n",
       "3                        LUID_00003D5E   USTreasury_6.875_2025   \n",
       "\n",
       "   Sum(Holding/default/Units)  Sum(Holding/default/Cost)  \\\n",
       "0                    5,000.00               7,750,000.00   \n",
       "1                   49,567.00               9,417,730.00   \n",
       "2                  121,543.00              12,063,142.75   \n",
       "3                   98,444.00              13,878,635.12   \n",
       "\n",
       "   Sum(Valuation/PvInPortfolioCcy)  Sum(Valuation/PV)  Quotes/Price currency  \n",
       "0                     8,113,250.00       8,113,250.00      1,622.65      USD  \n",
       "1                     8,466,043.60       8,466,043.60        170.80      USD  \n",
       "2                    11,911,214.00      11,911,214.00         98.00      USD  \n",
       "3                    14,014,487.84      14,014,487.84        142.36      USD  "
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Specify the inline recipe used to perform the aggregation\n",
    "\n",
    "recipe_id = models.ResourceId(scope=recipe_scope, code=recipe_code)\n",
    "valuation_metrics = [\n",
    "    models.AggregateSpec(key=\"Instrument/default/LusidInstrumentId\", op=\"Value\"),\n",
    "    models.AggregateSpec(key=\"Instrument/default/Name\", op=\"Value\"),\n",
    "    models.AggregateSpec(key=\"Holding/default/Units\", op=\"Sum\"),\n",
    "    models.AggregateSpec(key=\"Holding/default/Cost\", op=\"Sum\"),\n",
    "    models.AggregateSpec(key=\"Valuation/PvInPortfolioCcy\", op=\"Sum\"),\n",
    "    models.AggregateSpec(key=\"Valuation/PV\", op=\"Sum\"),\n",
    "    models.AggregateSpec(key=\"Quotes/Price\", op=\"Value\"),\n",
    "]\n",
    "\n",
    "group_by = \"Instrument/default/LusidInstrumentId\"\n",
    "\n",
    "\n",
    "response = run_valuation(\n",
    "    scope, base_portfolio_code, recipe_id, valuation_metrics, group_by\n",
    ")\n",
    "\n",
    "# Pretty print the response\n",
    "prettyprint.aggregation_responses_generic_df([response])"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "![Analytic-Stores](img/multiplecurrencies-aggregatedbase.gif)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 6) Securitising your base fund so that it can be held by your foreign currency funds"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### a) Securitising the base fund with 40,000 units"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now that you have created and valued your base fund, you need to securitise it so that it can be held by other portfolios. Before you create the instrument that allows other portfolios to hold the base fund you need a way to hold the total number of units of the fund available to be held.\n",
    "\n",
    "To do this you can make use of a property. Read more about properties in the [LUSID Knowledge Base: What is a Property?](https://support.lusid.com/what-is-a-property).\n",
    "\n",
    "For further usage of the Create Property Definition API call refer to the [LUSID API Docs: Create Property Definition](https://docs.lusid.com/#operation/CreatePropertyDefinition).\n",
    "\n",
    "*Run the cell below to create a property to hold the total circulation of your base fund*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mCirculation Property Key: \u001b[0mInstrument/UK_High_Growth_Equities_Fund_3bd7-9051-758a-9e/total_circulation\n"
     ]
    }
   ],
   "source": [
    "# Create your request to define a new property\n",
    "property_request = models.CreatePropertyDefinitionRequest(\n",
    "    domain=\"Instrument\",\n",
    "    scope=scope,\n",
    "    code=\"total_circulation\",\n",
    "    value_required=False,\n",
    "    display_name=\"total_circulation\",\n",
    "    data_type_id=models.ResourceId(scope=\"system\", code=\"number\"),\n",
    ")\n",
    "\n",
    "# Call LUSID to create uour new property\n",
    "response = api_factory.build(\n",
    "    lusid.api.PropertyDefinitionsApi\n",
    ").create_property_definition(create_property_definition_request=property_request)\n",
    "\n",
    "# Grab the key off the response to use when referencing this property in other LUSID calls\n",
    "circulation_property_key = response.key\n",
    "\n",
    "# Pretty print your key\n",
    "prettyprint.heading(\"Circulation Property Key\", circulation_property_key)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "![Analytic-Stores](img/multiplecurrencies-circulationproperty.gif)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "You can now create an securitise the base fund portfolio as an instrument, allowing it to be held by other portfolios. In LUSID, this corresponds to registering them as `Instruments` linked to a portfolio, which we can do using the [Instruments API](https://www.lusid.com/docs/api/#tag/Instruments). Here you are giving it 40,000 units.\n",
    "\n",
    "*Run the cell below to securitise the base fund*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[91m\u001b[1mInstruments Successfully Upserted: \u001b[0m\n"
     ]
    },
    {
     "data": {
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       "<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>securitise-base-fund</td>\n",
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      ],
      "text/plain": [
       "             Instrument                     ClientInternal ID  \\\n",
       "0  securitise-base-fund  6a7d7ac2-98fc-498d-bb67-e2e4cecfc704   \n",
       "\n",
       "  LUSID Instrument ID  \n",
       "0       LUID_00003D5J  "
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Create the instrument definition for the base fund\n",
    "instrument_definition = models.InstrumentDefinition(\n",
    "    name=base_portfolio_name,\n",
    "    identifiers={\"ClientInternal\": models.InstrumentIdValue(value=base_portfolio_code)},\n",
    "    properties=[\n",
    "        models.ModelProperty(\n",
    "            key=circulation_property_key,\n",
    "            value=models.PropertyValue(metric_value=models.MetricValue(value=40000)),\n",
    "        )\n",
    "    ],\n",
    ")\n",
    "\n",
    "# Call LUSID to upser the instrument\n",
    "response = api_factory.build(lusid.api.InstrumentsApi).upsert_instruments(\n",
    "    request_body={\"securitise-base-fund\": instrument_definition}\n",
    ")\n",
    "\n",
    "# Pretty print the response\n",
    "prettyprint.instrument_response(response, identifier=\"ClientInternal\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "![Analytic-Stores](img/multiplecurrencies-securitisebase.gif)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### b) Calculating the unit price from aggregation and storing it in the quote store"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "So that you can accurately value any portfolios that hold the newly created base fund instrument, you need to store the value of a unit of the base fund in the quotes store. To do this you can re-value the base fund portfolio as you did earlier. The only difference is that in this case you are grouping all the holdings together to get the total value of the fund.\n",
    "\n",
    "*Run the cell below to get the total value of the fund*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mBase Fund Total Value: \u001b[0m42504995.44\n",
      "\u001b[1mBase Fund Total Cost: \u001b[0m43109507.87\n"
     ]
    }
   ],
   "source": [
    "# Specify the inline recipe used to perform the aggregation\n",
    "\n",
    "recipe_id = models.ResourceId(scope=recipe_scope, code=recipe_code)\n",
    "valuation_metrics = [\n",
    "    models.AggregateSpec(key=\"Holding/default/Cost\", op=\"Sum\"),\n",
    "    models.AggregateSpec(key=\"Valuation/PvInPortfolioCcy\", op=\"Sum\"),\n",
    "    models.AggregateSpec(key=\"Holding/default/Units\", op=\"Sum\"),\n",
    "    models.AggregateSpec(key=\"Portfolio/default/Name\", op=\"Value\"),\n",
    "]\n",
    "\n",
    "group_by = \"Portfolio/default/Name\"\n",
    "\n",
    "\n",
    "response = run_valuation(\n",
    "    scope, base_portfolio_code, recipe_id, valuation_metrics, group_by\n",
    ")\n",
    "\n",
    "# Pretty print the response\n",
    "prettyprint.aggregation_responses_generic_df([response])\n",
    "\n",
    "# Set the total value and total cost of the base fund when it was first created\n",
    "base_fund_total_value = response.data[0][\"Sum(Valuation/PvInPortfolioCcy)\"]\n",
    "base_fund_total_cost = response.data[0][\"Sum(Holding/default/Cost)\"]\n",
    "\n",
    "prettyprint.heading(\"Base Fund Total Value\", str(base_fund_total_value))\n",
    "prettyprint.heading(\"Base Fund Total Cost\", str(base_fund_total_cost))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "Now that you have the total value of the fund you need to divide this by its total circulation to get the unit price of the base fund. \n",
    "\n",
    "*Run the cell below to calculate the unit price of the base fund and upsert this quote into the quotes store*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mBase Fund Unit Price: \u001b[0m1062.62\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",
       "    .dataframe tbody tr th {\n",
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       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\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>local_vars_configuration</th>\n",
       "      <th>_lineage</th>\n",
       "      <th>_cut_label</th>\n",
       "      <th>_uploaded_by</th>\n",
       "      <th>_as_at</th>\n",
       "      <th>_scale_factor</th>\n",
       "      <th>discriminator</th>\n",
       "      <th>_provider</th>\n",
       "      <th>_price_source</th>\n",
       "      <th>_instrument_id</th>\n",
       "      <th>_instrument_id_type</th>\n",
       "      <th>_quote_type</th>\n",
       "      <th>_field</th>\n",
       "      <th>_value</th>\n",
       "      <th>_unit</th>\n",
       "      <th>status</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd992e0&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:34.497445+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>LUID_00003D5J</td>\n",
       "      <td>LusidInstrumentId</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>1,062.62</td>\n",
       "      <td>USD</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                       local_vars_configuration  \\\n",
       "0  <lusid.configuration.Configuration object at 0x7f83cfd992e0>   \n",
       "\n",
       "         _lineage _cut_label          _uploaded_by  \\\n",
       "0  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "\n",
       "                            _as_at _scale_factor discriminator  _provider  \\\n",
       "0 2023-05-18 09:57:34.497445+00:00          None          None  DataScope   \n",
       "\n",
       "  _price_source _instrument_id _instrument_id_type _quote_type _field  \\\n",
       "0          None  LUID_00003D5J   LusidInstrumentId       Price    Mid   \n",
       "\n",
       "    _value _unit   status  \n",
       "0 1,062.62   USD  Success  "
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Get the base fund instrument\n",
    "base_fund_instrument = api_factory.build(lusid.api.InstrumentsApi).get_instrument(\n",
    "    identifier_type=\"ClientInternal\",\n",
    "    identifier=base_portfolio_code,\n",
    "    property_keys=[circulation_property_key],\n",
    ")\n",
    "\n",
    "# Get the unique Lusid Instrument Id from the base fund instrument\n",
    "luid = base_fund_instrument.lusid_instrument_id\n",
    "# Get the total circulation from the base fund instrument\n",
    "base_fund_total_circulation = round(\n",
    "    base_fund_instrument.properties[0].value.metric_value.value, 0\n",
    ")\n",
    "# Calculate the unit price of the base fund from the total value and the total circulation\n",
    "base_fund_unit_price = round(base_fund_total_value / base_fund_total_circulation, 2)\n",
    "\n",
    "# Create a quote for the unit price of the base fund\n",
    "instrument_quote = models.UpsertQuoteRequest(\n",
    "    quote_id=models.QuoteId(\n",
    "        quote_series_id=models.QuoteSeriesId(\n",
    "            provider=\"DataScope\",\n",
    "            instrument_id=luid,\n",
    "            instrument_id_type=\"LusidInstrumentId\",\n",
    "            quote_type=\"Price\",\n",
    "            field=\"Mid\",\n",
    "        ),\n",
    "        effective_at=holdings_effective_date.isoformat(),\n",
    "    ),\n",
    "    metric_value=models.MetricValue(value=base_fund_unit_price, unit=\"USD\"),\n",
    "    lineage=\"InternalSystem\",\n",
    ")\n",
    "\n",
    "# Call LUSID to upsert the quote\n",
    "response = api_factory.build(lusid.api.QuotesApi).upsert_quotes(\n",
    "    scope=scope, request_body={\"base_fund\": instrument_quote}\n",
    ")\n",
    "\n",
    "# Pretty print the total value, circulation and unit price of the fund\n",
    "prettyprint.heading(\"Base Fund Unit Price\", str(base_fund_unit_price))\n",
    "# Pretty print the response from LUSID\n",
    "\n",
    "prettyprint.upsert_quotes_response(response)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "![Base-Fund-Price](img/multiplecurrencies-basefundprice.gif)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "## 7) Creating your foreign currency portfolios"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "Now that you've succesfully securitised the base fund and associated it with a unit price, you can create additional portfolios to hold the fund. In this case you want to offer the fund in five different currencies.\n",
    "\n",
    "Note that each portfolio is created with the appropriate base currency.\n",
    "\n",
    "*Run the cell below to create a portfolio for each currency you'd like to offer the fund in*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mPortfolio Created\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m873555e2-5ca7-4c84-a55a-10ab56a14e74\n",
      "\u001b[1mPortfolio Effective From: \u001b[0m2022-05-18 09:57:27.590355+00:00\n",
      "\u001b[1mPortfolio Created On: \u001b[0m2023-05-18 09:57:34.813592+00:00\n",
      "\n",
      "\u001b[1mPortfolio Created\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m21b41aa8-6936-45c9-90ca-c93ca72a3eef\n",
      "\u001b[1mPortfolio Effective From: \u001b[0m2022-05-18 09:57:27.590355+00:00\n",
      "\u001b[1mPortfolio Created On: \u001b[0m2023-05-18 09:57:35.230610+00:00\n",
      "\n",
      "\u001b[1mPortfolio Created\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m8a5918e1-4e7d-4318-b9f7-c02a04e468bb\n",
      "\u001b[1mPortfolio Effective From: \u001b[0m2022-05-18 09:57:27.590355+00:00\n",
      "\u001b[1mPortfolio Created On: \u001b[0m2023-05-18 09:57:37.001094+00:00\n",
      "\n",
      "\u001b[1mPortfolio Created\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0mea0be260-17b4-4a11-a32c-d5edd38c172d\n",
      "\u001b[1mPortfolio Effective From: \u001b[0m2022-05-18 09:57:27.590355+00:00\n",
      "\u001b[1mPortfolio Created On: \u001b[0m2023-05-18 09:57:37.493238+00:00\n",
      "\n",
      "\u001b[1mPortfolio Created\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m2cfc6a57-e7ba-4261-9ea3-648075718a6c\n",
      "\u001b[1mPortfolio Effective From: \u001b[0m2022-05-18 09:57:27.590355+00:00\n",
      "\u001b[1mPortfolio Created On: \u001b[0m2023-05-18 09:57:37.866514+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "# Define the 5 fund currencies to offer the fund in\n",
    "fund_currencies = {\"AUD\": None, \"GBP\": None, \"USD\": None, \"EUR\": None, \"JPY\": None}\n",
    "\n",
    "# Iterate over each currency\n",
    "for currency in fund_currencies.keys():\n",
    "\n",
    "    # Create the portfolio name & code for this currency\n",
    "    portfolio_name = \"{} offering of {}\".format(currency, base_portfolio_name)\n",
    "    portfolio_code = str(uuid.uuid4())\n",
    "    fund_currencies[currency] = portfolio_code\n",
    "\n",
    "    # Build the request to create your portfolio in this currency\n",
    "    transaction_portfolio_request = models.CreateTransactionPortfolioRequest(\n",
    "        display_name=portfolio_name,\n",
    "        code=portfolio_code,\n",
    "        base_currency=currency,\n",
    "        description=\"The portfolio to hold our base fund in currency {}\".format(\n",
    "            currency\n",
    "        ),\n",
    "        created=portfolio_creation_date,\n",
    "    )\n",
    "\n",
    "    # Call LUSID to create your portfolio\n",
    "    portfolio_response = api_factory.build(\n",
    "        lusid.api.TransactionPortfoliosApi\n",
    "    ).create_portfolio(\n",
    "        scope=scope, create_transaction_portfolio_request=transaction_portfolio_request\n",
    "    )\n",
    "\n",
    "    # Pretty print the response from LUSID\n",
    "    prettyprint.portfolio_response(portfolio_response)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "![Foreign-Currency-Portfolios](img/multiplecurrencies-foreigncurrencyportfolios.gif)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "## 8) Adding units of the base fund to your currency portfolios"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "Now that the portfolios have been created, you can add units of the base fund to them.\n",
    "\n",
    "To do this you need to know the exchange rate at the time the currency portfolios take on the base fund units. This allows you to calculate the portfolio cost of the holdings.\n",
    "\n",
    "In this case you will import the foreign exchange rates from a CSV file.\n",
    "\n",
    "*Run the cell below to import the foreign exchange rates*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "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",
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       "\n",
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       "</style>\n",
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       "      <th></th>\n",
       "      <th>pair</th>\n",
       "      <th>rate</th>\n",
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>GBP/USD</td>\n",
       "      <td>1.31</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>AUD/USD</td>\n",
       "      <td>0.72</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>EUR/USD</td>\n",
       "      <td>1.14</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>JPY/USD</td>\n",
       "      <td>0.01</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      pair  rate\n",
       "0  GBP/USD  1.31\n",
       "1  AUD/USD  0.72\n",
       "2  EUR/USD  1.14\n",
       "3  JPY/USD  0.01"
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Import the FX rates\n",
    "fx_rates = pd.read_csv(\"data/multiplecurrencies-fxrates.csv\")\n",
    "fx_rates.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "Now that you have imported the FX rates you can upsert them into the quote store.\n",
    "\n",
    "*Run the cell below to upsert the FX rates into the quote store*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfda3760&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:38.095777+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>GBP/USD</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>1.31</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfda3d30&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:38.095777+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>AUD/USD</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>0.72</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfda8340&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:38.095777+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>EUR/USD</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>1.14</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfda8910&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:38.095777+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>JPY/USD</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>0.01</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                       local_vars_configuration  \\\n",
       "0  <lusid.configuration.Configuration object at 0x7f83cfda3760>   \n",
       "1  <lusid.configuration.Configuration object at 0x7f83cfda3d30>   \n",
       "2  <lusid.configuration.Configuration object at 0x7f83cfda8340>   \n",
       "3  <lusid.configuration.Configuration object at 0x7f83cfda8910>   \n",
       "\n",
       "         _lineage _cut_label          _uploaded_by  \\\n",
       "0  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "1  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "2  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "3  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "\n",
       "                            _as_at _scale_factor discriminator  _provider  \\\n",
       "0 2023-05-18 09:57:38.095777+00:00          None          None  DataScope   \n",
       "1 2023-05-18 09:57:38.095777+00:00          None          None  DataScope   \n",
       "2 2023-05-18 09:57:38.095777+00:00          None          None  DataScope   \n",
       "3 2023-05-18 09:57:38.095777+00:00          None          None  DataScope   \n",
       "\n",
       "  _price_source _instrument_id _instrument_id_type _quote_type _field  _value  \\\n",
       "0          None        GBP/USD        CurrencyPair        Rate    Mid    1.31   \n",
       "1          None        AUD/USD        CurrencyPair        Rate    Mid    0.72   \n",
       "2          None        EUR/USD        CurrencyPair        Rate    Mid    1.14   \n",
       "3          None        JPY/USD        CurrencyPair        Rate    Mid    0.01   \n",
       "\n",
       "  _unit   status  \n",
       "0  rate  Success  \n",
       "1  rate  Success  \n",
       "2  rate  Success  \n",
       "3  rate  Success  "
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "upsert_quotes_from_data_frame(\n",
    "    scope=scope,\n",
    "    data_frame=fx_rates,\n",
    "    date=holdings_effective_date,\n",
    "    instrument_identifier=\"pair\",\n",
    "    lusid_identifier=\"CurrencyPair\",\n",
    "    quote_type=\"fx_rate\",\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "You will also use the inverse FX rates for calculations later and thus will want to add them to the quote store too.\n",
    "\n",
    "*Run the cell below to generate the inverse rates*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "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>pair</th>\n",
       "      <th>rate</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>USD/GBP</td>\n",
       "      <td>0.76</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>USD/AUD</td>\n",
       "      <td>1.39</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>USD/EUR</td>\n",
       "      <td>0.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>USD/JPY</td>\n",
       "      <td>111.11</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      pair   rate\n",
       "0  USD/GBP   0.76\n",
       "1  USD/AUD   1.39\n",
       "2  USD/EUR   0.88\n",
       "3  USD/JPY 111.11"
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "fx_rates_inverse = fx_rates.copy(deep=True)\n",
    "fx_rates_inverse[\"pair\"] = fx_rates_inverse[\"pair\"].apply(\n",
    "    lambda x: \"/\".join(x.split(\"/\")[::-1])\n",
    ")\n",
    "fx_rates_inverse[\"rate\"] = fx_rates_inverse[\"rate\"].apply(lambda x: 1 / x)\n",
    "fx_rates_inverse.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "*Run the cell below to upsert the rates into LUSID*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "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>local_vars_configuration</th>\n",
       "      <th>_lineage</th>\n",
       "      <th>_cut_label</th>\n",
       "      <th>_uploaded_by</th>\n",
       "      <th>_as_at</th>\n",
       "      <th>_scale_factor</th>\n",
       "      <th>discriminator</th>\n",
       "      <th>_provider</th>\n",
       "      <th>_price_source</th>\n",
       "      <th>_instrument_id</th>\n",
       "      <th>_instrument_id_type</th>\n",
       "      <th>_quote_type</th>\n",
       "      <th>_field</th>\n",
       "      <th>_value</th>\n",
       "      <th>_unit</th>\n",
       "      <th>status</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfda8760&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:38.213642+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>USD/GBP</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>0.76</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfda8250&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:38.213642+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>USD/AUD</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>1.39</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfdb8220&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:38.213642+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>USD/EUR</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>0.88</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfdb87f0&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:38.213642+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>USD/JPY</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>111.11</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                       local_vars_configuration  \\\n",
       "0  <lusid.configuration.Configuration object at 0x7f83cfda8760>   \n",
       "1  <lusid.configuration.Configuration object at 0x7f83cfda8250>   \n",
       "2  <lusid.configuration.Configuration object at 0x7f83cfdb8220>   \n",
       "3  <lusid.configuration.Configuration object at 0x7f83cfdb87f0>   \n",
       "\n",
       "         _lineage _cut_label          _uploaded_by  \\\n",
       "0  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "1  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "2  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "3  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "\n",
       "                            _as_at _scale_factor discriminator  _provider  \\\n",
       "0 2023-05-18 09:57:38.213642+00:00          None          None  DataScope   \n",
       "1 2023-05-18 09:57:38.213642+00:00          None          None  DataScope   \n",
       "2 2023-05-18 09:57:38.213642+00:00          None          None  DataScope   \n",
       "3 2023-05-18 09:57:38.213642+00:00          None          None  DataScope   \n",
       "\n",
       "  _price_source _instrument_id _instrument_id_type _quote_type _field  _value  \\\n",
       "0          None        USD/GBP        CurrencyPair        Rate    Mid    0.76   \n",
       "1          None        USD/AUD        CurrencyPair        Rate    Mid    1.39   \n",
       "2          None        USD/EUR        CurrencyPair        Rate    Mid    0.88   \n",
       "3          None        USD/JPY        CurrencyPair        Rate    Mid  111.11   \n",
       "\n",
       "  _unit   status  \n",
       "0  rate  Success  \n",
       "1  rate  Success  \n",
       "2  rate  Success  \n",
       "3  rate  Success  "
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "upsert_quotes_from_data_frame(\n",
    "    scope=scope,\n",
    "    data_frame=fx_rates_inverse,\n",
    "    date=holdings_effective_date,\n",
    "    instrument_identifier=\"pair\",\n",
    "    lusid_identifier=\"CurrencyPair\",\n",
    "    quote_type=\"fx_rate\",\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "Now that you have loaded the FX rates into the quote store you can add units of the securitised base fund to each of the currency portfolios. In this case you will give each currency portfolio the same amount of units.\n",
    "\n",
    "Note that here you are pulling the FX rates back out of the quote store using the Get Quotes API call. For further usage of the Get Quotes API call refer to the [LUSID API Docs: Get Quotes](https://docs.lusid.com/#operation/GetQuotes).\n",
    "\n",
    "For further usage of the Adjust Holdings API call refer to the [LUSID API Docs: Adjust Holdings](https://docs.lusid.com/#operation/AdjustHoldings).\n",
    "\n",
    "*Run the cell below to adjust the holdings of the currency portfolios to hold the base fund*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mHoldings Successfully Set for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m873555e2-5ca7-4c84-a55a-10ab56a14e74\n",
      "\u001b[1mHoldings Effective From: \u001b[0m2022-05-18 09:57:27.590355+00:00\n",
      "\u001b[1mHoldings Created On: \u001b[0m2023-05-18 09:57:38.735539+00:00\n",
      "\n",
      "\u001b[1mHoldings Successfully Set for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m21b41aa8-6936-45c9-90ca-c93ca72a3eef\n",
      "\u001b[1mHoldings Effective From: \u001b[0m2022-05-18 09:57:27.590355+00:00\n",
      "\u001b[1mHoldings Created On: \u001b[0m2023-05-18 09:57:39.204024+00:00\n",
      "\n",
      "\u001b[1mHoldings Successfully Set for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m8a5918e1-4e7d-4318-b9f7-c02a04e468bb\n",
      "\u001b[1mHoldings Effective From: \u001b[0m2022-05-18 09:57:27.590355+00:00\n",
      "\u001b[1mHoldings Created On: \u001b[0m2023-05-18 09:57:39.675937+00:00\n",
      "\n",
      "\u001b[1mHoldings Successfully Set for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0mea0be260-17b4-4a11-a32c-d5edd38c172d\n",
      "\u001b[1mHoldings Effective From: \u001b[0m2022-05-18 09:57:27.590355+00:00\n",
      "\u001b[1mHoldings Created On: \u001b[0m2023-05-18 09:57:40.221319+00:00\n",
      "\n",
      "\u001b[1mHoldings Successfully Set for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m2cfc6a57-e7ba-4261-9ea3-648075718a6c\n",
      "\u001b[1mHoldings Effective From: \u001b[0m2022-05-18 09:57:27.590355+00:00\n",
      "\u001b[1mHoldings Created On: \u001b[0m2023-05-18 09:57:40.727110+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "# Work out the base fund units to give to each portfolio, dividing equally amongst them\n",
    "base_fund_units_per_portfolio = base_fund_total_circulation / len(fund_currencies)\n",
    "\n",
    "# Work out the total cost for each portfolio in the currency of the base fund (USD)\n",
    "total_cost_per_portfolio = base_fund_total_cost / len(fund_currencies)\n",
    "\n",
    "# Iteratve over each currency\n",
    "for currency, currency_portfolio_code in fund_currencies.items():\n",
    "\n",
    "    # If the currency is the same as the base fund, skip getting an FX rate\n",
    "    if currency != \"USD\":\n",
    "        # Get the appropriate FX rate from the quotes store\n",
    "        fx_rate = (\n",
    "            api_factory.build(lusid.api.QuotesApi)\n",
    "            .get_quotes(\n",
    "                scope=scope,\n",
    "                effective_at=holdings_effective_date,\n",
    "                request_body={\n",
    "                    \"CurrencyPair\": models.QuoteSeriesId(\n",
    "                        provider=\"DataScope\",\n",
    "                        instrument_id=\"{}/USD\".format(currency),\n",
    "                        instrument_id_type=\"CurrencyPair\",\n",
    "                        quote_type=\"Rate\",\n",
    "                        field=\"Mid\",\n",
    "                    )\n",
    "                },\n",
    "            )\n",
    "            .values[\"CurrencyPair\"]\n",
    "            .metric_value.value\n",
    "        )\n",
    "    else:\n",
    "        # Use an FX rate of 1 if the currency is the same as the base fund\n",
    "        fx_rate = 1\n",
    "\n",
    "    # Initialise an empty list for the holding adjustments\n",
    "    holding_adjustments = []\n",
    "\n",
    "    # Add a holding adjustment to the list for this currency portfolio\n",
    "    holding_adjustments.append(\n",
    "        models.AdjustHoldingRequest(\n",
    "            instrument_identifiers={\n",
    "                \"Instrument/default/ClientInternal\": base_portfolio_code\n",
    "            },\n",
    "            tax_lots=[\n",
    "                models.TargetTaxLotRequest(\n",
    "                    units=base_fund_units_per_portfolio,\n",
    "                    cost=models.CurrencyAndAmount(\n",
    "                        amount=total_cost_per_portfolio, currency=\"USD\"\n",
    "                    ),\n",
    "                    portfolio_cost=total_cost_per_portfolio / fx_rate,\n",
    "                    price=base_fund_total_cost / base_fund_total_circulation,\n",
    "                )\n",
    "            ],\n",
    "        )\n",
    "    )\n",
    "\n",
    "    # Call LUSID to adjust your holdings\n",
    "    response = api_factory.build(lusid.api.TransactionPortfoliosApi).adjust_holdings(\n",
    "        scope=scope,\n",
    "        code=currency_portfolio_code,\n",
    "        effective_at=holdings_effective_date,\n",
    "        adjust_holding_request=holding_adjustments,\n",
    "    )\n",
    "\n",
    "    # Pretty print the response from LUSID\n",
    "    prettyprint.set_holdings_response(response, scope, currency_portfolio_code)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "![Foreign-Currency-Portfolios](img/multiplecurrencies-foreigncurrencyportfoliosholdbase.gif)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "## 9) Adding appropriate hedging transactions for each foreign currency fund"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "Even though you are offering your base fund in different currencies, you don't want fluctuations in the exchange rate to affect the performance of each currency portfolio. You therefore plan to hedge against the foreign exchange rate risk. Each hedge comes in the form of a forward FX sell contract which you plan to roll over weekly. \n",
    "\n",
    "Read more about creating bespoke instruments in the [LUSID Knowledge Base: Creating Bespoke Instruments](https://support.lusid.com/creating-bespoke-instruments). \n",
    "\n",
    "*Run the cell below to create your first hedging contracts*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "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",
       "    }\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</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>AUD_hedge</td>\n",
       "      <td>tid_5f1a6ca4-4efd-49dc-8879-a02346453140</td>\n",
       "      <td>LUID_00003D5K</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>GBP_hedge</td>\n",
       "      <td>tid_2c97c1cd-1176-46c9-aca7-072f4308d254</td>\n",
       "      <td>LUID_00003D5L</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>JPY_hedge</td>\n",
       "      <td>tid_fa472315-1a2e-4f70-a5bf-0450efd284ca</td>\n",
       "      <td>LUID_00003D5M</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>EUR_hedge</td>\n",
       "      <td>tid_22e156af-aca4-4428-bf41-e1cfa2518ce5</td>\n",
       "      <td>LUID_00003D5N</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Instrument                         ClientInternal ID LUSID Instrument ID\n",
       "0  AUD_hedge  tid_5f1a6ca4-4efd-49dc-8879-a02346453140       LUID_00003D5K\n",
       "1  GBP_hedge  tid_2c97c1cd-1176-46c9-aca7-072f4308d254       LUID_00003D5L\n",
       "2  JPY_hedge  tid_fa472315-1a2e-4f70-a5bf-0450efd284ca       LUID_00003D5M\n",
       "3  EUR_hedge  tid_22e156af-aca4-4428-bf41-e1cfa2518ce5       LUID_00003D5N"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Initialise a dictionary to hold the hedging contracts\n",
    "hedge_contracts = {}\n",
    "\n",
    "# Iterate over each currency\n",
    "for currency in fund_currencies.keys():\n",
    "\n",
    "    # If the currency matches the base fund there is no need for a hedge\n",
    "    if currency == \"USD\":\n",
    "        continue\n",
    "\n",
    "    # Get the current foreign exchange rate for the first hedge contract\n",
    "    fx_rate = (\n",
    "        api_factory.build(lusid.api.QuotesApi)\n",
    "        .get_quotes(\n",
    "            scope=scope,\n",
    "            effective_at=holdings_effective_date,\n",
    "            request_body={\n",
    "                \"CurrencyPair\": models.QuoteSeriesId(\n",
    "                    provider=\"DataScope\",\n",
    "                    instrument_id=\"{}/USD\".format(currency),\n",
    "                    instrument_id_type=\"CurrencyPair\",\n",
    "                    quote_type=\"Rate\",\n",
    "                    field=\"Mid\",\n",
    "                )\n",
    "            },\n",
    "        )\n",
    "        .values[\"CurrencyPair\"]\n",
    "        .metric_value.value\n",
    "    )\n",
    "\n",
    "    # Create the bespoke hedge contract definition\n",
    "    hedge_contract = {\n",
    "        \"contract_id\": \"tid_{}\".format(uuid.uuid4()),\n",
    "        \"type\": \"FwdFxSell\",\n",
    "        \"legs\": 2,\n",
    "        \"transaction_date\": holdings_effective_date.isoformat(),\n",
    "        \"settlement_date\": (holdings_effective_date + timedelta(days=7)).isoformat(),\n",
    "        \"strike_price\": 1 / fx_rate,\n",
    "        \"leg1\": {\n",
    "            \"type\": \"sell\",\n",
    "            \"currency\": \"USD\",\n",
    "            \"amount\": round(total_cost_per_portfolio, 0),\n",
    "        },\n",
    "        \"leg2\": {\n",
    "            \"type\": \"buy\",\n",
    "            \"currency\": currency,\n",
    "            \"amount\": round(total_cost_per_portfolio, 0) / fx_rate,\n",
    "        },\n",
    "    }\n",
    "\n",
    "    # Create the definition for your instrument, attaching the bespoke contract\n",
    "    hedge_contracts[\"{}_hedge\".format(currency)] = models.InstrumentDefinition(\n",
    "        name=\"hedge_{}\".format(currency),\n",
    "        identifiers={\n",
    "            \"ClientInternal\": models.InstrumentIdValue(\n",
    "                value=hedge_contract[\"contract_id\"]\n",
    "            )\n",
    "        },\n",
    "        definition=models.ExoticInstrument(\n",
    "            instrument_format=models.InstrumentDefinitionFormat(\n",
    "                source_system=\"ClientSystemA\", vendor=\"ClientA\", version=\"0.0.1\"\n",
    "            ),\n",
    "            content=json.dumps(hedge_contract),\n",
    "            instrument_type=\"ExoticInstrument\",\n",
    "        ),\n",
    "    )\n",
    "\n",
    "# Call LUSID to upsert your instrument defintions\n",
    "response = api_factory.build(lusid.api.InstrumentsApi).upsert_instruments(\n",
    "    request_body=hedge_contracts\n",
    ")\n",
    "\n",
    "# Pretty print the response from LUSID\n",
    "prettyprint.instrument_response(response)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "Now that you've added your hedge contracts to your instrument master inside LUSID you can log transactions against them. Read more about transactions in the [LUSID Knowledge Base: What is a Transaction?](https://support.lusid.com/what-is-a-transaction). \n",
    "\n",
    "For further usage of the Upsert Transactions API call refer to the [LUSID API Docs: Upsert Transactions](https://fbn-prd.lusid.com/docs/api#operation/UpsertTransactions).\n",
    "\n",
    "*Run the cell below to upsert a hedging transaction for each currency portfolio*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mTransactions Successfully Upserted into Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m873555e2-5ca7-4c84-a55a-10ab56a14e74\n",
      "\u001b[1mTransactions Effective From: \u001b[0m2023-05-14 09:57:28.568664+00:00\n",
      "\u001b[1mTransactions Created On: \u001b[0m2023-05-18 09:57:41.914925+00:00\n",
      "\n",
      "\u001b[1mTransactions Successfully Upserted into Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m21b41aa8-6936-45c9-90ca-c93ca72a3eef\n",
      "\u001b[1mTransactions Effective From: \u001b[0m2023-05-14 09:57:28.568664+00:00\n",
      "\u001b[1mTransactions Created On: \u001b[0m2023-05-18 09:57:42.596661+00:00\n",
      "\n",
      "\u001b[1mTransactions Successfully Upserted into Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0mea0be260-17b4-4a11-a32c-d5edd38c172d\n",
      "\u001b[1mTransactions Effective From: \u001b[0m2023-05-14 09:57:28.568664+00:00\n",
      "\u001b[1mTransactions Created On: \u001b[0m2023-05-18 09:57:43.353734+00:00\n",
      "\n",
      "\u001b[1mTransactions Successfully Upserted into Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m2cfc6a57-e7ba-4261-9ea3-648075718a6c\n",
      "\u001b[1mTransactions Effective From: \u001b[0m2023-05-14 09:57:28.568664+00:00\n",
      "\u001b[1mTransactions Created On: \u001b[0m2023-05-18 09:57:44.146396+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "# Iterate over the currencies\n",
    "for currency, currency_portfolio_code in fund_currencies.items():\n",
    "\n",
    "    if currency == \"USD\":\n",
    "        continue\n",
    "\n",
    "    # Initialse a list to hold the hedging transaction\n",
    "    hedge_transactions = []\n",
    "\n",
    "    # Retrieve the bespoke hedge contract from the hedging contract definition\n",
    "    contract = json.loads(\n",
    "        api_factory.build(lusid.api.InstrumentsApi)\n",
    "        .get_instrument(\n",
    "            identifier_type=\"ClientInternal\",\n",
    "            identifier=hedge_contracts[\"{}_hedge\".format(currency)]\n",
    "            .identifiers[\"ClientInternal\"]\n",
    "            .value,\n",
    "        )\n",
    "        .instrument_definition.content\n",
    "    )\n",
    "\n",
    "    # Build and add the hedge transaction for this currency to the list of transactions\n",
    "    hedge_transactions.append(\n",
    "        models.TransactionRequest(\n",
    "            transaction_id=contract[\"contract_id\"],\n",
    "            type=\"Buy\",\n",
    "            instrument_identifiers={\n",
    "                \"Instrument/default/ClientInternal\": contract[\"contract_id\"]\n",
    "            },\n",
    "            transaction_date=\"T\".join(contract[\"transaction_date\"].split(\" \")),\n",
    "            settlement_date=\"T\".join(contract[\"settlement_date\"].split(\" \")),\n",
    "            units=1,\n",
    "            transaction_price=models.TransactionPrice(price=0, type=\"Price\"),\n",
    "            total_consideration=models.CurrencyAndAmount(amount=0, currency=currency),\n",
    "            transaction_currency=\"USD\",\n",
    "            source=\"Client\",\n",
    "        )\n",
    "    )\n",
    "\n",
    "    # Upsert the transaction into LUSID\n",
    "    response = api_factory.build(\n",
    "        lusid.api.TransactionPortfoliosApi\n",
    "    ).upsert_transactions(\n",
    "        scope=scope,\n",
    "        code=currency_portfolio_code,\n",
    "        transaction_request=hedge_transactions,\n",
    "    )\n",
    "\n",
    "    # Pretty print the response from LUSID\n",
    "    prettyprint.transactions_response(response, scope, currency_portfolio_code)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "## 10) Valuing your foreign currency funds"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "With the hedging transactions added to each foreign currency portfolio you now want to value them. To do this you first need to value the currency forward contracts."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "### a) Valuing the currency forward contracts"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "In this case you will value these contracts by taking into account the interest rate available in each currency. \n",
    "\n",
    "*Run the cell below to load interest rates from a CSV file*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "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>currency</th>\n",
       "      <th>interest_rate</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>USD</td>\n",
       "      <td>0.03</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>AUD</td>\n",
       "      <td>0.02</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>EUR</td>\n",
       "      <td>-0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>JPY</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>GBP</td>\n",
       "      <td>0.01</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  currency  interest_rate\n",
       "0      USD           0.03\n",
       "1      AUD           0.02\n",
       "2      EUR          -0.00\n",
       "3      JPY           0.00\n",
       "4      GBP           0.01"
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "interest_rates = pd.read_csv(\"data/multiplecurrencies-interestrates.csv\")\n",
    "interest_rates.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "Define a function to value the currency forwards.\n",
    "\n",
    "*Run the cell below to define the valuation function*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [],
   "source": [
    "def value_currency_forwards(\n",
    "    scope, fund_currencies, transaction_date, valuation_date, interest_rates\n",
    "):\n",
    "\n",
    "    quote_requests = {}\n",
    "\n",
    "    # Iterate over each currency\n",
    "    for currency, currency_portfolio_code in fund_currencies.items():\n",
    "\n",
    "        # Ensure that the currency is not the same as the base fund currency\n",
    "        if currency != \"USD\":\n",
    "            # Get the current FX rate for buying USD from the portfolio currency\n",
    "            fx_rate = (\n",
    "                api_factory.build(lusid.api.QuotesApi)\n",
    "                .get_quotes(\n",
    "                    scope=scope,\n",
    "                    effective_at=valuation_date,\n",
    "                    request_body={\n",
    "                        \"CurrencyPair\": models.QuoteSeriesId(\n",
    "                            provider=\"DataScope\",\n",
    "                            instrument_id=\"{}/USD\".format(currency),\n",
    "                            instrument_id_type=\"CurrencyPair\",\n",
    "                            quote_type=\"Rate\",\n",
    "                            field=\"Mid\",\n",
    "                        )\n",
    "                    },\n",
    "                )\n",
    "                .values[\"CurrencyPair\"]\n",
    "                .metric_value.value\n",
    "            )\n",
    "        else:\n",
    "            # If the currency is the same as the base fund use an fx_rate of 1\n",
    "            fx_rate = 1\n",
    "\n",
    "        # Get all transactions for the currency portfolio\n",
    "        response = api_factory.build(\n",
    "            lusid.api.TransactionPortfoliosApi\n",
    "        ).get_transactions(\n",
    "            scope=scope,\n",
    "            code=currency_portfolio_code,\n",
    "            from_transaction_date=transaction_date,\n",
    "            to_transaction_date=transaction_date,\n",
    "            filter=\"type eq 'Buy'\",\n",
    "        )\n",
    "\n",
    "        # Ensure that the at least one transaction exists\n",
    "        if len(response.values) == 0:\n",
    "            continue\n",
    "\n",
    "        # Get the hedging transaction which should be the only transaction\n",
    "        hedge_transaction = response.values[0]\n",
    "\n",
    "        # Get the hedge contract using the instrument id from the transaction\n",
    "        hedge_contract = json.loads(\n",
    "            api_factory.build(lusid.api.InstrumentsApi)\n",
    "            .get_instrument(\n",
    "                identifier_type=\"LusidInstrumentId\",\n",
    "                identifier=hedge_transaction.instrument_uid,\n",
    "            )\n",
    "            .instrument_definition.content\n",
    "        )\n",
    "\n",
    "        # Get the spot rate to buy the portfolio currency\n",
    "        spot_rate = 1 / fx_rate\n",
    "\n",
    "        # Get the interest rate for USD\n",
    "        interest_rate_1 = interest_rates.loc[\n",
    "            interest_rates[\"currency\"] == \"USD\", \"interest_rate\"\n",
    "        ].values[0]\n",
    "\n",
    "        # Get the interest rate for the portfolio currency\n",
    "        interest_rate_2 = interest_rates.loc[\n",
    "            interest_rates[\"currency\"] == currency, \"interest_rate\"\n",
    "        ].values[0]\n",
    "\n",
    "        # Get the time in days left on the hedge contract\n",
    "        time = (\n",
    "            (parse(timestr=hedge_contract[\"settlement_date\"]) - valuation_date).days\n",
    "        ) / 365\n",
    "\n",
    "        # Get the strike price of the hedge contract\n",
    "        strike_price = hedge_contract[\"strike_price\"]\n",
    "\n",
    "        # Work out the forward FX price\n",
    "        forward_price = spot_rate * math.exp((interest_rate_2 - interest_rate_1) * time)\n",
    "\n",
    "        # Work out the value of the hedge per unit of currency\n",
    "        value = (forward_price - strike_price) * math.exp(-interest_rate_2 * time)\n",
    "\n",
    "        # Work out the total value of the hedge\n",
    "        total_value = value * -hedge_contract[\"leg1\"][\"amount\"]\n",
    "\n",
    "        # Print the value\n",
    "        prettyprint.heading(\n",
    "            \"USD/\" + currency + \" forward contract value\",\n",
    "            \"{} {}\".format(round(total_value, 2), currency),\n",
    "        )\n",
    "\n",
    "        # Upsert the quote against the hedging transaction\n",
    "        quote_requests[hedge_transaction.instrument_uid] = models.UpsertQuoteRequest(\n",
    "            quote_id=models.QuoteId(\n",
    "                quote_series_id=models.QuoteSeriesId(\n",
    "                    provider=\"DataScope\",\n",
    "                    instrument_id=hedge_transaction.instrument_uid,\n",
    "                    instrument_id_type=\"LusidInstrumentId\",\n",
    "                    quote_type=\"Price\",\n",
    "                    field=\"Mid\",\n",
    "                ),\n",
    "                effective_at=transaction_date.isoformat(),\n",
    "            ),\n",
    "            metric_value=models.MetricValue(value=total_value, unit=currency),\n",
    "            lineage=\"InternalSystem\",\n",
    "        )\n",
    "\n",
    "    response = api_factory.build(lusid.api.QuotesApi).upsert_quotes(\n",
    "        scope=scope, request_body=quote_requests\n",
    "    )\n",
    "\n",
    "    return prettyprint.upsert_quotes_response(response)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "With a vauluation functioned defined you can now value the forward contracts.\n",
    "\n",
    "*Run the cell below to value the forward contracts*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mUSD/AUD forward contract value: \u001b[0m1928.31 AUD\n",
      "\u001b[1mUSD/GBP forward contract value: \u001b[0m2243.65 GBP\n",
      "\u001b[1mUSD/EUR forward contract value: \u001b[0m3931.48 EUR\n",
      "\u001b[1mUSD/JPY forward contract value: \u001b[0m450009.29 JPY\n"
     ]
    },
    {
     "data": {
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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>local_vars_configuration</th>\n",
       "      <th>_lineage</th>\n",
       "      <th>_cut_label</th>\n",
       "      <th>_uploaded_by</th>\n",
       "      <th>_as_at</th>\n",
       "      <th>_scale_factor</th>\n",
       "      <th>discriminator</th>\n",
       "      <th>_provider</th>\n",
       "      <th>_price_source</th>\n",
       "      <th>_instrument_id</th>\n",
       "      <th>_instrument_id_type</th>\n",
       "      <th>_quote_type</th>\n",
       "      <th>_field</th>\n",
       "      <th>_value</th>\n",
       "      <th>_unit</th>\n",
       "      <th>status</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd99610&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:46.151873+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>LUID_00003D5K</td>\n",
       "      <td>LusidInstrumentId</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>1,928.31</td>\n",
       "      <td>AUD</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfdb8610&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:46.151873+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>LUID_00003D5L</td>\n",
       "      <td>LusidInstrumentId</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>2,243.65</td>\n",
       "      <td>GBP</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfdcff70&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:46.151873+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>LUID_00003D5N</td>\n",
       "      <td>LusidInstrumentId</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>3,931.48</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd82040&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:46.151873+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>LUID_00003D5M</td>\n",
       "      <td>LusidInstrumentId</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>450,009.29</td>\n",
       "      <td>JPY</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                       local_vars_configuration  \\\n",
       "0  <lusid.configuration.Configuration object at 0x7f83cfd99610>   \n",
       "1  <lusid.configuration.Configuration object at 0x7f83cfdb8610>   \n",
       "2  <lusid.configuration.Configuration object at 0x7f83cfdcff70>   \n",
       "3  <lusid.configuration.Configuration object at 0x7f83cfd82040>   \n",
       "\n",
       "         _lineage _cut_label          _uploaded_by  \\\n",
       "0  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "1  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "2  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "3  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "\n",
       "                            _as_at _scale_factor discriminator  _provider  \\\n",
       "0 2023-05-18 09:57:46.151873+00:00          None          None  DataScope   \n",
       "1 2023-05-18 09:57:46.151873+00:00          None          None  DataScope   \n",
       "2 2023-05-18 09:57:46.151873+00:00          None          None  DataScope   \n",
       "3 2023-05-18 09:57:46.151873+00:00          None          None  DataScope   \n",
       "\n",
       "  _price_source _instrument_id _instrument_id_type _quote_type _field  \\\n",
       "0          None  LUID_00003D5K   LusidInstrumentId       Price    Mid   \n",
       "1          None  LUID_00003D5L   LusidInstrumentId       Price    Mid   \n",
       "2          None  LUID_00003D5N   LusidInstrumentId       Price    Mid   \n",
       "3          None  LUID_00003D5M   LusidInstrumentId       Price    Mid   \n",
       "\n",
       "      _value _unit   status  \n",
       "0   1,928.31   AUD  Success  \n",
       "1   2,243.65   GBP  Success  \n",
       "2   3,931.48   EUR  Success  \n",
       "3 450,009.29   JPY  Success  "
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "value_currency_forwards(\n",
    "    scope=scope,\n",
    "    fund_currencies=fund_currencies,\n",
    "    transaction_date=holdings_effective_date,\n",
    "    valuation_date=holdings_effective_date,\n",
    "    interest_rates=interest_rates,\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "## b) Valuing the foreign currency funds"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "With the forward contracts valued and quotes upserted against each contract for the current value you can now value the foreign currency portfolios.\n",
    "\n",
    "*Run the cell below to value the foreign currency portfolios*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [],
   "source": [
    "# Create a recipe to perform a valuation\n",
    "\n",
    "complex_recipe_code = \"quotes_recipe_complex\"\n",
    "\n",
    "complex_configuration_recipe = models.ConfigurationRecipe(\n",
    "    scope=recipe_scope,\n",
    "    code=complex_recipe_code,\n",
    "    market=models.MarketContext(\n",
    "        market_rules=[\n",
    "            models.MarketDataKeyRule(\n",
    "                key=\"Quote.Figi.*\",\n",
    "                supplier=\"DataScope\",\n",
    "                data_scope=scope,\n",
    "                quote_type=\"Price\",\n",
    "                field=\"Mid\",\n",
    "            ),\n",
    "            models.MarketDataKeyRule(\n",
    "                key=\"Quote.LusidInstrumentId.*\",\n",
    "                supplier=\"DataScope\",\n",
    "                data_scope=scope,\n",
    "                quote_type=\"Price\",\n",
    "                field=\"Mid\",\n",
    "            ),\n",
    "            models.MarketDataKeyRule(\n",
    "                key=\"Fx.CurrencyPair.*\",\n",
    "                supplier=\"DataScope\",\n",
    "                data_scope=scope,\n",
    "                quote_type=\"Rate\",\n",
    "                field=\"Mid\",\n",
    "            ),\n",
    "        ],\n",
    "        suppliers=models.MarketContextSuppliers(\n",
    "            commodity=\"DataScope\",\n",
    "            credit=\"DataScope\",\n",
    "            equity=\"DataScope\",\n",
    "            fx=\"DataScope\",\n",
    "            rates=\"DataScope\",\n",
    "        ),\n",
    "        options=models.MarketOptions(\n",
    "            default_supplier=\"DataScope\",\n",
    "            default_instrument_code_type=\"Figi\",\n",
    "            default_scope=scope,\n",
    "        ),\n",
    "    ),\n",
    "    pricing=models.PricingContext(\n",
    "        options=models.PricingOptions(\n",
    "            allow_any_instruments_with_sec_uid_to_price_off_lookup=True\n",
    "        )\n",
    "    ),\n",
    ")\n",
    "\n",
    "\n",
    "upsert_configuration_recipe_response = (\n",
    "    configuration_recipe_api.upsert_configuration_recipe(\n",
    "        upsert_recipe_request=models.UpsertRecipeRequest(\n",
    "            configuration_recipe=complex_configuration_recipe\n",
    "        )\n",
    "    )\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "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>Sum(Valuation/PvInPortfolioCcy)</th>\n",
       "      <th>Portfolio/default/Name</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>11,808,817.20</td>\n",
       "      <td>AUD offering of UK_High_Growth_Equities_Fund_base_fund</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>6,491,526.09</td>\n",
       "      <td>GBP offering of UK_High_Growth_Equities_Fund_base_fund</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>8,500,960.00</td>\n",
       "      <td>USD offering of UK_High_Growth_Equities_Fund_base_fund</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>7,460,913.93</td>\n",
       "      <td>EUR offering of UK_High_Growth_Equities_Fund_base_fund</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>945,001,120.40</td>\n",
       "      <td>JPY offering of UK_High_Growth_Equities_Fund_base_fund</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   Sum(Valuation/PvInPortfolioCcy)  \\\n",
       "0                    11,808,817.20   \n",
       "1                     6,491,526.09   \n",
       "2                     8,500,960.00   \n",
       "3                     7,460,913.93   \n",
       "4                   945,001,120.40   \n",
       "\n",
       "                                   Portfolio/default/Name  \n",
       "0  AUD offering of UK_High_Growth_Equities_Fund_base_fund  \n",
       "1  GBP offering of UK_High_Growth_Equities_Fund_base_fund  \n",
       "2  USD offering of UK_High_Growth_Equities_Fund_base_fund  \n",
       "3  EUR offering of UK_High_Growth_Equities_Fund_base_fund  \n",
       "4  JPY offering of UK_High_Growth_Equities_Fund_base_fund  "
      ]
     },
     "execution_count": 32,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "valuation_metrics = [\n",
    "    models.AggregateSpec(key=\"Valuation/PvInPortfolioCcy\", op=\"Sum\"),\n",
    "    models.AggregateSpec(key=\"Portfolio/default/Name\", op=\"Value\"),\n",
    "]\n",
    "\n",
    "group_by = \"Portfolio/default/Name\"\n",
    "\n",
    "recipe_id = models.ResourceId(scope=recipe_scope, code=complex_recipe_code)\n",
    "\n",
    "currency_portfolio_values = []\n",
    "\n",
    "for currency, currency_portfolio_code in fund_currencies.items():\n",
    "\n",
    "    response = run_valuation(\n",
    "        scope,\n",
    "        currency_portfolio_code,\n",
    "        recipe_id,\n",
    "        valuation_metrics,\n",
    "        group_by,\n",
    "        holdings_effective_date.isoformat(),\n",
    "    )\n",
    "\n",
    "    currency_portfolio_values.append(response)\n",
    "\n",
    "currency_portfolio_valuation_one = prettyprint.aggregation_responses_generic_df(\n",
    "    currency_portfolio_values\n",
    ").drop(columns=[\"currency\"])\n",
    "currency_portfolio_valuation_one"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 11) Adding additional transactions to the base fund"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Perhaps you'd like to add some transactions to the base fund. In this case you are going to add USD$1,000,000 which has come as the result of dividends and coupon payments across the base fund.\n",
    "\n",
    "*Run the cell below to add the transaction*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mTransactions Successfully Upserted into Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mUK_High_Growth_Equities_Fund_3bd7-9051-758a-9e\n",
      "\u001b[1mCode: \u001b[0m6a7d7ac2-98fc-498d-bb67-e2e4cecfc704\n",
      "\u001b[1mTransactions Effective From: \u001b[0m2023-05-15 09:57:28.568664+00:00\n",
      "\u001b[1mTransactions Created On: \u001b[0m2023-05-18 09:57:49.112358+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "transaction_date = holdings_effective_date + timedelta(days=1)\n",
    "\n",
    "base_fund_transactions = []\n",
    "\n",
    "base_fund_transactions.append(\n",
    "    models.TransactionRequest(\n",
    "        transaction_id=\"1234567\",\n",
    "        type=\"FundsIn\",\n",
    "        instrument_identifiers={\"Instrument/default/Currency\": \"USD\"},\n",
    "        transaction_date=transaction_date.isoformat(),\n",
    "        settlement_date=transaction_date.isoformat(),\n",
    "        units=1000000,\n",
    "        transaction_price=models.TransactionPrice(price=1, type=\"Price\"),\n",
    "        total_consideration=models.CurrencyAndAmount(amount=1000000, currency=currency),\n",
    "        transaction_currency=\"USD\",\n",
    "        source=\"Client\",\n",
    "    )\n",
    ")\n",
    "\n",
    "# Upsert the transaction into LUSID\n",
    "response = api_factory.build(lusid.api.TransactionPortfoliosApi).upsert_transactions(\n",
    "    scope=scope, code=base_portfolio_code, transaction_request=base_fund_transactions\n",
    ")\n",
    "\n",
    "prettyprint.transactions_response(response, scope, base_portfolio_code)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 12) Re-valuing the base fund"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "You can now re-value the base fund with these additional funds added. As a day has passed since you last performed an aggregation we need to make sure you have up to date market data.\n",
    "\n",
    "*Run the cell below to import the latest market quote data*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "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>price</th>\n",
       "      <th>type</th>\n",
       "      <th>currency</th>\n",
       "      <th>instrument_name</th>\n",
       "      <th>instrument_figi</th>\n",
       "      <th>instrument_internal</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1,625.78</td>\n",
       "      <td>close</td>\n",
       "      <td>USD</td>\n",
       "      <td>Amazon_Nasdaq_AMZN</td>\n",
       "      <td>BBG000BVPXP1</td>\n",
       "      <td>imd_34634534</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>165.93</td>\n",
       "      <td>close</td>\n",
       "      <td>USD</td>\n",
       "      <td>Apple_Nasdaq_AAPL</td>\n",
       "      <td>BBG000B9XVV8</td>\n",
       "      <td>imd_34535347</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>98.65</td>\n",
       "      <td>close</td>\n",
       "      <td>USD</td>\n",
       "      <td>USTreasury_2.00_2021</td>\n",
       "      <td>BBG00FN3B5K8</td>\n",
       "      <td>imd_34535347</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>143.68</td>\n",
       "      <td>close</td>\n",
       "      <td>USD</td>\n",
       "      <td>USTreasury_6.875_2025</td>\n",
       "      <td>BBG000DQQNJ8</td>\n",
       "      <td>imd_34534539</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "     price   type currency        instrument_name instrument_figi  \\\n",
       "0 1,625.78  close      USD     Amazon_Nasdaq_AMZN    BBG000BVPXP1   \n",
       "1   165.93  close      USD      Apple_Nasdaq_AAPL    BBG000B9XVV8   \n",
       "2    98.65  close      USD   USTreasury_2.00_2021    BBG00FN3B5K8   \n",
       "3   143.68  close      USD  USTreasury_6.875_2025    BBG000DQQNJ8   \n",
       "\n",
       "  instrument_internal  \n",
       "0        imd_34634534  \n",
       "1        imd_34535347  \n",
       "2        imd_34535347  \n",
       "3        imd_34534539  "
      ]
     },
     "execution_count": 34,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Import market data for the day that the holdings of the fund are effective from\n",
    "prices = pd.read_csv(\"data/multiplecurrencies-prices2.csv\")\n",
    "prices.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*Run the cell below to upsert quotes from the market data*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "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>local_vars_configuration</th>\n",
       "      <th>_lineage</th>\n",
       "      <th>_cut_label</th>\n",
       "      <th>_uploaded_by</th>\n",
       "      <th>_as_at</th>\n",
       "      <th>_scale_factor</th>\n",
       "      <th>discriminator</th>\n",
       "      <th>_provider</th>\n",
       "      <th>_price_source</th>\n",
       "      <th>_instrument_id</th>\n",
       "      <th>_instrument_id_type</th>\n",
       "      <th>_quote_type</th>\n",
       "      <th>_field</th>\n",
       "      <th>_value</th>\n",
       "      <th>_unit</th>\n",
       "      <th>status</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd29160&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:49.289441+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>BBG000BVPXP1</td>\n",
       "      <td>Figi</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>1,625.78</td>\n",
       "      <td>USD</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd29730&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:49.289441+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>BBG000B9XVV8</td>\n",
       "      <td>Figi</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>165.93</td>\n",
       "      <td>USD</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd29d00&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:49.289441+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>BBG00FN3B5K8</td>\n",
       "      <td>Figi</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>98.65</td>\n",
       "      <td>USD</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd2c310&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:49.289441+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>BBG000DQQNJ8</td>\n",
       "      <td>Figi</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>143.68</td>\n",
       "      <td>USD</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                       local_vars_configuration  \\\n",
       "0  <lusid.configuration.Configuration object at 0x7f83cfd29160>   \n",
       "1  <lusid.configuration.Configuration object at 0x7f83cfd29730>   \n",
       "2  <lusid.configuration.Configuration object at 0x7f83cfd29d00>   \n",
       "3  <lusid.configuration.Configuration object at 0x7f83cfd2c310>   \n",
       "\n",
       "         _lineage _cut_label          _uploaded_by  \\\n",
       "0  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "1  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "2  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "3  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "\n",
       "                            _as_at _scale_factor discriminator  _provider  \\\n",
       "0 2023-05-18 09:57:49.289441+00:00          None          None  DataScope   \n",
       "1 2023-05-18 09:57:49.289441+00:00          None          None  DataScope   \n",
       "2 2023-05-18 09:57:49.289441+00:00          None          None  DataScope   \n",
       "3 2023-05-18 09:57:49.289441+00:00          None          None  DataScope   \n",
       "\n",
       "  _price_source _instrument_id _instrument_id_type _quote_type _field  \\\n",
       "0          None   BBG000BVPXP1                Figi       Price    Mid   \n",
       "1          None   BBG000B9XVV8                Figi       Price    Mid   \n",
       "2          None   BBG00FN3B5K8                Figi       Price    Mid   \n",
       "3          None   BBG000DQQNJ8                Figi       Price    Mid   \n",
       "\n",
       "    _value _unit   status  \n",
       "0 1,625.78   USD  Success  \n",
       "1   165.93   USD  Success  \n",
       "2    98.65   USD  Success  \n",
       "3   143.68   USD  Success  "
      ]
     },
     "execution_count": 35,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "upsert_quotes_from_data_frame(\n",
    "    scope=scope,\n",
    "    data_frame=prices,\n",
    "    date=transaction_date,\n",
    "    instrument_identifier=\"instrument_figi\",\n",
    "    lusid_identifier=\"Figi\",\n",
    "    quote_type=\"price\",\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*Run the cell below to re-value your base fund*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mBase Fund Total Value: \u001b[0m43488203.18\n",
      "\u001b[1mBase Fund Total Cost: \u001b[0m44109507.87\n"
     ]
    }
   ],
   "source": [
    "# Create the aggregation request, using the recipe defined earlier\n",
    "recipe_id = models.ResourceId(scope=recipe_scope, code=recipe_code)\n",
    "valuation_metrics = [\n",
    "    models.AggregateSpec(key=\"Holding/default/Cost\", op=\"Sum\"),\n",
    "    models.AggregateSpec(key=\"Valuation/PvInPortfolioCcy\", op=\"Sum\"),\n",
    "    models.AggregateSpec(key=\"Holding/default/Units\", op=\"Sum\"),\n",
    "    models.AggregateSpec(key=\"Portfolio/default/Name\", op=\"Value\"),\n",
    "]\n",
    "\n",
    "group_by = \"Portfolio/default/Name\"\n",
    "\n",
    "response = run_valuation(\n",
    "    scope, base_portfolio_code, recipe_id, valuation_metrics, group_by, transaction_date.isoformat()\n",
    ")\n",
    "\n",
    "# Set the total value and total cost of the base fund when it was first created\n",
    "base_fund_total_value = response.data[0][\"Sum(Valuation/PvInPortfolioCcy)\"]\n",
    "base_fund_total_cost = response.data[0][\"Sum(Holding/default/Cost)\"]\n",
    "\n",
    "prettyprint.heading(\"Base Fund Total Value\", str(base_fund_total_value))\n",
    "prettyprint.heading(\"Base Fund Total Cost\", str(base_fund_total_cost))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "You can see here that the value of the fund has increased since the last valuation. You can now calculate the new unit price of the base fund and add this to the quote store.\n",
    "\n",
    "*Run the cell below to upsert the updated unit price for the base fund to the quote store*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mBase Fund Unit Price: \u001b[0m1087.21\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",
       "    .dataframe thead th {\n",
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>local_vars_configuration</th>\n",
       "      <th>_lineage</th>\n",
       "      <th>_cut_label</th>\n",
       "      <th>_uploaded_by</th>\n",
       "      <th>_as_at</th>\n",
       "      <th>_scale_factor</th>\n",
       "      <th>discriminator</th>\n",
       "      <th>_provider</th>\n",
       "      <th>_price_source</th>\n",
       "      <th>_instrument_id</th>\n",
       "      <th>_instrument_id_type</th>\n",
       "      <th>_quote_type</th>\n",
       "      <th>_field</th>\n",
       "      <th>_value</th>\n",
       "      <th>_unit</th>\n",
       "      <th>status</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd214c0&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:49.861584+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>LUID_00003D5J</td>\n",
       "      <td>LusidInstrumentId</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>1,087.21</td>\n",
       "      <td>USD</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                       local_vars_configuration  \\\n",
       "0  <lusid.configuration.Configuration object at 0x7f83cfd214c0>   \n",
       "\n",
       "         _lineage _cut_label          _uploaded_by  \\\n",
       "0  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "\n",
       "                            _as_at _scale_factor discriminator  _provider  \\\n",
       "0 2023-05-18 09:57:49.861584+00:00          None          None  DataScope   \n",
       "\n",
       "  _price_source _instrument_id _instrument_id_type _quote_type _field  \\\n",
       "0          None  LUID_00003D5J   LusidInstrumentId       Price    Mid   \n",
       "\n",
       "    _value _unit   status  \n",
       "0 1,087.21   USD  Success  "
      ]
     },
     "execution_count": 37,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Get the base fund instrument\n",
    "base_fund_instrument = api_factory.build(lusid.api.InstrumentsApi).get_instrument(\n",
    "    identifier_type=\"ClientInternal\",\n",
    "    identifier=base_portfolio_code,\n",
    "    property_keys=[circulation_property_key],\n",
    ")\n",
    "\n",
    "# Get the unique Lusid Instrument Id from the base fund instrument\n",
    "luid = base_fund_instrument.lusid_instrument_id\n",
    "# Get the total circulation from the base fund instrument\n",
    "base_fund_total_circulation = round(\n",
    "    base_fund_instrument.properties[0].value.metric_value.value, 0\n",
    ")\n",
    "# Calculate the unit price of the base fund from the total value and the total circulation\n",
    "base_fund_unit_price = round(base_fund_total_value / base_fund_total_circulation, 2)\n",
    "\n",
    "# Create a quote for the unit price of the base fund\n",
    "instrument_quote = models.UpsertQuoteRequest(\n",
    "    quote_id=models.QuoteId(\n",
    "        quote_series_id=models.QuoteSeriesId(\n",
    "            provider=\"DataScope\",\n",
    "            instrument_id=luid,\n",
    "            instrument_id_type=\"LusidInstrumentId\",\n",
    "            quote_type=\"Price\",\n",
    "            field=\"Mid\",\n",
    "        ),\n",
    "        effective_at=transaction_date.isoformat(),\n",
    "    ),\n",
    "    metric_value=models.MetricValue(value=base_fund_unit_price, unit=\"USD\"),\n",
    "    lineage=\"InternalSystem\",\n",
    ")\n",
    "\n",
    "\n",
    "# Call LUSID to upsert the quote\n",
    "response = api_factory.build(lusid.api.QuotesApi).upsert_quotes(\n",
    "    scope=scope, request_body={\"base_fund\": instrument_quote}\n",
    ")\n",
    "\n",
    "# Pretty print the total value, circulation and unit price of the fund\n",
    "prettyprint.heading(\"Base Fund Unit Price\", str(base_fund_unit_price))\n",
    "# Pretty print the response from LUSID\n",
    "\n",
    "prettyprint.upsert_quotes_response(response)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 13) Re-valuing the foreign currency funds to see how the transaction on the base fund is propogated"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "You can now re-value your foreign currency portfolios to see how the change in the base fund has affected them. Once again you need to import fresh market data to perform a valuation.\n",
    "\n",
    "*Run the cell below to import up to date FX rates*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "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>pair</th>\n",
       "      <th>rate</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>GBP/USD</td>\n",
       "      <td>1.32</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>AUD/USD</td>\n",
       "      <td>0.71</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>EUR/USD</td>\n",
       "      <td>1.17</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>JPY/USD</td>\n",
       "      <td>0.01</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      pair  rate\n",
       "0  GBP/USD  1.32\n",
       "1  AUD/USD  0.71\n",
       "2  EUR/USD  1.17\n",
       "3  JPY/USD  0.01"
      ]
     },
     "execution_count": 38,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Import the FX rates\n",
    "fx_rates = pd.read_csv(\"data/multiplecurrencies-fxrates2.csv\")\n",
    "fx_rates.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*Run the cell below to upsert the FX quotes into the quote store*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>local_vars_configuration</th>\n",
       "      <th>_lineage</th>\n",
       "      <th>_cut_label</th>\n",
       "      <th>_uploaded_by</th>\n",
       "      <th>_as_at</th>\n",
       "      <th>_scale_factor</th>\n",
       "      <th>discriminator</th>\n",
       "      <th>_provider</th>\n",
       "      <th>_price_source</th>\n",
       "      <th>_instrument_id</th>\n",
       "      <th>_instrument_id_type</th>\n",
       "      <th>_quote_type</th>\n",
       "      <th>_field</th>\n",
       "      <th>_value</th>\n",
       "      <th>_unit</th>\n",
       "      <th>status</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfe42400&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:49.933788+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>GBP/USD</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>1.32</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfe43790&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:49.933788+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>AUD/USD</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>0.71</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfe43910&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:49.933788+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>EUR/USD</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>1.17</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd35940&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:49.933788+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>JPY/USD</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>0.01</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                       local_vars_configuration  \\\n",
       "0  <lusid.configuration.Configuration object at 0x7f83cfe42400>   \n",
       "1  <lusid.configuration.Configuration object at 0x7f83cfe43790>   \n",
       "2  <lusid.configuration.Configuration object at 0x7f83cfe43910>   \n",
       "3  <lusid.configuration.Configuration object at 0x7f83cfd35940>   \n",
       "\n",
       "         _lineage _cut_label          _uploaded_by  \\\n",
       "0  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "1  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "2  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "3  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "\n",
       "                            _as_at _scale_factor discriminator  _provider  \\\n",
       "0 2023-05-18 09:57:49.933788+00:00          None          None  DataScope   \n",
       "1 2023-05-18 09:57:49.933788+00:00          None          None  DataScope   \n",
       "2 2023-05-18 09:57:49.933788+00:00          None          None  DataScope   \n",
       "3 2023-05-18 09:57:49.933788+00:00          None          None  DataScope   \n",
       "\n",
       "  _price_source _instrument_id _instrument_id_type _quote_type _field  _value  \\\n",
       "0          None        GBP/USD        CurrencyPair        Rate    Mid    1.32   \n",
       "1          None        AUD/USD        CurrencyPair        Rate    Mid    0.71   \n",
       "2          None        EUR/USD        CurrencyPair        Rate    Mid    1.17   \n",
       "3          None        JPY/USD        CurrencyPair        Rate    Mid    0.01   \n",
       "\n",
       "  _unit   status  \n",
       "0  rate  Success  \n",
       "1  rate  Success  \n",
       "2  rate  Success  \n",
       "3  rate  Success  "
      ]
     },
     "execution_count": 39,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "upsert_quotes_from_data_frame(\n",
    "    scope=scope,\n",
    "    data_frame=fx_rates,\n",
    "    date=transaction_date,\n",
    "    instrument_identifier=\"pair\",\n",
    "    lusid_identifier=\"CurrencyPair\",\n",
    "    quote_type=\"fx_rate\",\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*Run the cell below to also create the inverse FX rate pairs*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "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>pair</th>\n",
       "      <th>rate</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>USD/GBP</td>\n",
       "      <td>0.76</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>USD/AUD</td>\n",
       "      <td>1.41</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>USD/EUR</td>\n",
       "      <td>0.85</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>USD/JPY</td>\n",
       "      <td>112.36</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      pair   rate\n",
       "0  USD/GBP   0.76\n",
       "1  USD/AUD   1.41\n",
       "2  USD/EUR   0.85\n",
       "3  USD/JPY 112.36"
      ]
     },
     "execution_count": 40,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "fx_rates_inverse = fx_rates.copy(deep=True)\n",
    "fx_rates_inverse[\"pair\"] = fx_rates_inverse[\"pair\"].apply(\n",
    "    lambda x: \"/\".join(x.split(\"/\")[::-1])\n",
    ")\n",
    "fx_rates_inverse[\"rate\"] = fx_rates_inverse[\"rate\"].apply(lambda x: 1 / x)\n",
    "fx_rates_inverse.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*Run the cell below to upsert the inverse FX rate pairs*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 41,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>local_vars_configuration</th>\n",
       "      <th>_lineage</th>\n",
       "      <th>_cut_label</th>\n",
       "      <th>_uploaded_by</th>\n",
       "      <th>_as_at</th>\n",
       "      <th>_scale_factor</th>\n",
       "      <th>discriminator</th>\n",
       "      <th>_provider</th>\n",
       "      <th>_price_source</th>\n",
       "      <th>_instrument_id</th>\n",
       "      <th>_instrument_id_type</th>\n",
       "      <th>_quote_type</th>\n",
       "      <th>_field</th>\n",
       "      <th>_value</th>\n",
       "      <th>_unit</th>\n",
       "      <th>status</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd93070&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:50.015197+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>USD/GBP</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>0.76</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd358b0&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:50.015197+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>USD/AUD</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>1.41</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd450a0&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:50.015197+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>USD/EUR</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>0.85</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd45670&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:50.015197+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>USD/JPY</td>\n",
       "      <td>CurrencyPair</td>\n",
       "      <td>Rate</td>\n",
       "      <td>Mid</td>\n",
       "      <td>112.36</td>\n",
       "      <td>rate</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                       local_vars_configuration  \\\n",
       "0  <lusid.configuration.Configuration object at 0x7f83cfd93070>   \n",
       "1  <lusid.configuration.Configuration object at 0x7f83cfd358b0>   \n",
       "2  <lusid.configuration.Configuration object at 0x7f83cfd450a0>   \n",
       "3  <lusid.configuration.Configuration object at 0x7f83cfd45670>   \n",
       "\n",
       "         _lineage _cut_label          _uploaded_by  \\\n",
       "0  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "1  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "2  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "3  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "\n",
       "                            _as_at _scale_factor discriminator  _provider  \\\n",
       "0 2023-05-18 09:57:50.015197+00:00          None          None  DataScope   \n",
       "1 2023-05-18 09:57:50.015197+00:00          None          None  DataScope   \n",
       "2 2023-05-18 09:57:50.015197+00:00          None          None  DataScope   \n",
       "3 2023-05-18 09:57:50.015197+00:00          None          None  DataScope   \n",
       "\n",
       "  _price_source _instrument_id _instrument_id_type _quote_type _field  _value  \\\n",
       "0          None        USD/GBP        CurrencyPair        Rate    Mid    0.76   \n",
       "1          None        USD/AUD        CurrencyPair        Rate    Mid    1.41   \n",
       "2          None        USD/EUR        CurrencyPair        Rate    Mid    0.85   \n",
       "3          None        USD/JPY        CurrencyPair        Rate    Mid  112.36   \n",
       "\n",
       "  _unit   status  \n",
       "0  rate  Success  \n",
       "1  rate  Success  \n",
       "2  rate  Success  \n",
       "3  rate  Success  "
      ]
     },
     "execution_count": 41,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "upsert_quotes_from_data_frame(\n",
    "    scope=scope,\n",
    "    data_frame=fx_rates_inverse,\n",
    "    date=transaction_date,\n",
    "    instrument_identifier=\"pair\",\n",
    "    lusid_identifier=\"CurrencyPair\",\n",
    "    quote_type=\"fx_rate\",\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*Run the cell below to import the latest interest rate data to use in valuing the currency forwards*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 42,
   "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>currency</th>\n",
       "      <th>interest_rate</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>USD</td>\n",
       "      <td>0.03</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>AUD</td>\n",
       "      <td>0.02</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>EUR</td>\n",
       "      <td>-0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>JPY</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>GBP</td>\n",
       "      <td>0.01</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  currency  interest_rate\n",
       "0      USD           0.03\n",
       "1      AUD           0.02\n",
       "2      EUR          -0.00\n",
       "3      JPY           0.00\n",
       "4      GBP           0.01"
      ]
     },
     "execution_count": 42,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "interest_rates = pd.read_csv(\"data/multiplecurrencies-interestrates2.csv\")\n",
    "interest_rates.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*Run the cell below to value the currency forward contracts and upsert their values to the quote store*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mUSD/AUD forward contract value: \u001b[0m-167015.7 AUD\n",
      "\u001b[1mUSD/GBP forward contract value: \u001b[0m51742.68 GBP\n",
      "\u001b[1mUSD/EUR forward contract value: \u001b[0m197191.88 EUR\n",
      "\u001b[1mUSD/JPY forward contract value: \u001b[0m-10378433.65 JPY\n"
     ]
    },
    {
     "data": {
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       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd4d520&gt;</td>\n",
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       "      <td>Mid</td>\n",
       "      <td>-167,015.70</td>\n",
       "      <td>AUD</td>\n",
       "      <td>Success</td>\n",
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       "    <tr>\n",
       "      <th>1</th>\n",
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       "      <td>DataScope</td>\n",
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       "      <td>LusidInstrumentId</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>51,742.68</td>\n",
       "      <td>GBP</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd21280&gt;</td>\n",
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       "      <td></td>\n",
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       "      <td>2023-05-18 09:57:52.163710+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>LUID_00003D5N</td>\n",
       "      <td>LusidInstrumentId</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>197,191.88</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>&lt;lusid.configuration.Configuration object at 0x7f83cfd52880&gt;</td>\n",
       "      <td>InternalSystem</td>\n",
       "      <td></td>\n",
       "      <td>00uc0wsmdc5zJGYB72p7</td>\n",
       "      <td>2023-05-18 09:57:52.163710+00:00</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>DataScope</td>\n",
       "      <td>None</td>\n",
       "      <td>LUID_00003D5M</td>\n",
       "      <td>LusidInstrumentId</td>\n",
       "      <td>Price</td>\n",
       "      <td>Mid</td>\n",
       "      <td>-10,378,433.65</td>\n",
       "      <td>JPY</td>\n",
       "      <td>Success</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                       local_vars_configuration  \\\n",
       "0  <lusid.configuration.Configuration object at 0x7f83cfd4d520>   \n",
       "1  <lusid.configuration.Configuration object at 0x7f83cfd4db50>   \n",
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       "\n",
       "         _lineage _cut_label          _uploaded_by  \\\n",
       "0  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "1  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "2  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "3  InternalSystem             00uc0wsmdc5zJGYB72p7   \n",
       "\n",
       "                            _as_at _scale_factor discriminator  _provider  \\\n",
       "0 2023-05-18 09:57:52.163710+00:00          None          None  DataScope   \n",
       "1 2023-05-18 09:57:52.163710+00:00          None          None  DataScope   \n",
       "2 2023-05-18 09:57:52.163710+00:00          None          None  DataScope   \n",
       "3 2023-05-18 09:57:52.163710+00:00          None          None  DataScope   \n",
       "\n",
       "  _price_source _instrument_id _instrument_id_type _quote_type _field  \\\n",
       "0          None  LUID_00003D5K   LusidInstrumentId       Price    Mid   \n",
       "1          None  LUID_00003D5L   LusidInstrumentId       Price    Mid   \n",
       "2          None  LUID_00003D5N   LusidInstrumentId       Price    Mid   \n",
       "3          None  LUID_00003D5M   LusidInstrumentId       Price    Mid   \n",
       "\n",
       "          _value _unit   status  \n",
       "0    -167,015.70   AUD  Success  \n",
       "1      51,742.68   GBP  Success  \n",
       "2     197,191.88   EUR  Success  \n",
       "3 -10,378,433.65   JPY  Success  "
      ]
     },
     "execution_count": 43,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "value_currency_forwards(\n",
    "    scope=scope,\n",
    "    fund_currencies=fund_currencies,\n",
    "    transaction_date=holdings_effective_date,\n",
    "    valuation_date=transaction_date,\n",
    "    interest_rates=interest_rates,\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "With up to date quotes populated you can now value your foreign currency funds. Here you can see how the change in the base fund has been propogated to each of the foreign currency portfolios.\n",
    "\n",
    "*Run the cell below to get the updated value of each of the foreign currency funds*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 44,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "data": {
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       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\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>Portfolio/default/Name</th>\n",
       "      <th>Sum(Valuation/PvInPortfolioCcy) (Original)</th>\n",
       "      <th>Sum(Valuation/PvInPortfolioCcy)</th>\n",
       "      <th>Increase in PV</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>AUD offering of UK_High_Growth_Equities_Fund_base_fund</td>\n",
       "      <td>11,808,817.20</td>\n",
       "      <td>12,083,237.82</td>\n",
       "      <td>274,420.62</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>GBP offering of UK_High_Growth_Equities_Fund_base_fund</td>\n",
       "      <td>6,491,526.09</td>\n",
       "      <td>6,640,894.20</td>\n",
       "      <td>149,368.11</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>USD offering of UK_High_Growth_Equities_Fund_base_fund</td>\n",
       "      <td>8,500,960.00</td>\n",
       "      <td>8,697,680.00</td>\n",
       "      <td>196,720.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>EUR offering of UK_High_Growth_Equities_Fund_base_fund</td>\n",
       "      <td>7,460,913.93</td>\n",
       "      <td>7,631,106.41</td>\n",
       "      <td>170,192.48</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>JPY offering of UK_High_Growth_Equities_Fund_base_fund</td>\n",
       "      <td>945,001,120.40</td>\n",
       "      <td>966,888,982.08</td>\n",
       "      <td>21,887,861.68</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                   Portfolio/default/Name  \\\n",
       "0  AUD offering of UK_High_Growth_Equities_Fund_base_fund   \n",
       "1  GBP offering of UK_High_Growth_Equities_Fund_base_fund   \n",
       "2  USD offering of UK_High_Growth_Equities_Fund_base_fund   \n",
       "3  EUR offering of UK_High_Growth_Equities_Fund_base_fund   \n",
       "4  JPY offering of UK_High_Growth_Equities_Fund_base_fund   \n",
       "\n",
       "   Sum(Valuation/PvInPortfolioCcy) (Original)  \\\n",
       "0                               11,808,817.20   \n",
       "1                                6,491,526.09   \n",
       "2                                8,500,960.00   \n",
       "3                                7,460,913.93   \n",
       "4                              945,001,120.40   \n",
       "\n",
       "   Sum(Valuation/PvInPortfolioCcy)  Increase in PV  \n",
       "0                    12,083,237.82      274,420.62  \n",
       "1                     6,640,894.20      149,368.11  \n",
       "2                     8,697,680.00      196,720.00  \n",
       "3                     7,631,106.41      170,192.48  \n",
       "4                   966,888,982.08   21,887,861.68  "
      ]
     },
     "execution_count": 44,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "recipe_id = models.ResourceId(scope=recipe_scope, code=complex_recipe_code)\n",
    "valuation_metrics = [\n",
    "    models.AggregateSpec(key=\"Valuation/PvInPortfolioCcy\", op=\"Sum\"),\n",
    "    models.AggregateSpec(key=\"Holding/default/Units\", op=\"Sum\"),\n",
    "    models.AggregateSpec(key=\"Portfolio/default/Name\", op=\"Value\"),\n",
    "]\n",
    "\n",
    "group_by = \"Portfolio/default/Name\"\n",
    "\n",
    "currency_portfolio_values = []\n",
    "\n",
    "for currency, currency_portfolio_code in fund_currencies.items():\n",
    "\n",
    "    response = run_valuation(\n",
    "        scope,\n",
    "        currency_portfolio_code,\n",
    "        recipe_id,\n",
    "        valuation_metrics,\n",
    "        group_by,\n",
    "        transaction_date.isoformat(),\n",
    "    )\n",
    "\n",
    "    currency_portfolio_values.append(response)\n",
    "\n",
    "currency_portfolio_valuation_two = prettyprint.aggregation_responses_generic_df(\n",
    "    currency_portfolio_values\n",
    ")\n",
    "currency_portfolio_valuation_two[\n",
    "    \"Sum(Valuation/PvInPortfolioCcy) (Original)\"\n",
    "] = currency_portfolio_valuation_one[\"Sum(Valuation/PvInPortfolioCcy)\"]\n",
    "currency_portfolio_valuation_two[\"Increase in PV\"] = (\n",
    "    currency_portfolio_valuation_two[\"Sum(Valuation/PvInPortfolioCcy)\"]\n",
    "    - currency_portfolio_valuation_two[\"Sum(Valuation/PvInPortfolioCcy) (Original)\"]\n",
    ")\n",
    "currency_portfolio_valuation_two[\n",
    "    [\n",
    "        \"Portfolio/default/Name\",\n",
    "        \"Sum(Valuation/PvInPortfolioCcy) (Original)\",\n",
    "        \"Sum(Valuation/PvInPortfolioCcy)\",\n",
    "        \"Increase in PV\",\n",
    "    ]\n",
    "]"
   ]
  }
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