# coding: utf-8
"""
LUSID API
# Introduction This page documents the [LUSID APIs](https://www.lusid.com/api/swagger), which allows authorised clients to query and update their data within the LUSID platform. SDKs to interact with the LUSID APIs are available in the following languages : * [C#](https://github.com/finbourne/lusid-sdk-csharp) * [Java](https://github.com/finbourne/lusid-sdk-java) * [JavaScript](https://github.com/finbourne/lusid-sdk-js) * [Python](https://github.com/finbourne/lusid-sdk-python) # Data Model The LUSID API has a relatively lightweight but extremely powerful data model. One of the goals of LUSID was not to enforce on clients a single rigid data model but rather to provide a flexible foundation onto which clients can map their own data models. The core entities in LUSID provide a minimal structure and set of relationships, and the data model can be extended using Properties. The LUSID data model is exposed through the LUSID APIs. The APIs provide access to both business objects and the meta data used to configure the systems behaviours. The key business entities are: - * **Portfolios** A portfolio is a container for transactions and holdings (a **Transaction Portfolio**) or constituents (a **Reference Portfolio**). * **Derived Portfolios**. Derived Portfolios allow Portfolios to be created based on other Portfolios, by overriding or adding specific items. * **Holdings** A Holding is a quantity of an Instrument or a balance of cash within a Portfolio. Holdings can only be adjusted via Transactions. * **Transactions** A Transaction is an economic event that occurs in a Portfolio, causing its holdings to change. * **Corporate Actions** A corporate action is a market event which occurs to an Instrument and thus applies to all portfolios which holding the instrument. Examples are stock splits or mergers. * **Constituents** A constituent is a record in a Reference Portfolio containing an Instrument and an associated weight. * **Instruments** An instrument represents a currency, tradable instrument or OTC contract that is attached to a transaction and a holding. * **Properties** All major entities allow additional user defined properties to be associated with them. For example, a Portfolio manager may be associated with a portfolio. Meta data includes: - * **Transaction Types** Transactions are booked with a specific transaction type. The types are client defined and are used to map the Transaction to a series of movements which update the portfolio holdings. * **Properties Types** Types of user defined properties used within the system. ## Scope All data in LUSID is segregated at the client level. Entities in LUSID are identifiable by a unique code. Every entity lives within a logical data partition known as a Scope. Scope is an identity namespace allowing two entities with the same unique code to co-exist within individual address spaces. For example, prices for equities from different vendors may be uploaded into different scopes such as `client/vendor1` and `client/vendor2`. A portfolio may then be valued using either of the price sources by referencing the appropriate scope. LUSID Clients cannot access scopes of other clients. ## Instruments LUSID has its own built-in instrument master which you can use to master your own instrument universe. Every instrument must be created with one or more unique market identifiers, such as [FIGI](https://openfigi.com/). For any non-listed instruments (eg OTCs), you can upload an instrument against a custom ID of your choosing. In addition, LUSID will allocate each instrument a unique 'LUSID instrument identifier'. The LUSID instrument identifier is what is used when uploading transactions, holdings, prices, etc. The API exposes an `instrument/lookup` endpoint which can be used to lookup these LUSID identifiers using their market identifiers. Cash can be referenced using the ISO currency code prefixed with \"`CCY_`\" e.g. `CCY_GBP` ## Instrument Data Instrument data can be uploaded to the system using the [Instrument Properties](#tag/InstrumentProperties) endpoint. | Field|Type|Description | | ---|---|--- | | Key|propertykey|The key of the property. This takes the format {domain}/{scope}/{code} e.g. 'Instrument/system/Name' or 'Transaction/strategy/quantsignal'. | | Value|string|The value of the property. | | EffectiveFrom|datetimeoffset|The effective datetime from which the property is valid. | ## Transaction Portfolios Portfolios are the top-level entity containers within LUSID, containing transactions, corporate actions and holdings. The transactions build up the portfolio holdings on which valuations, analytics profit & loss and risk can be calculated. Properties can be associated with Portfolios to add in additional data. Portfolio properties can be changed over time, for example to allow a Portfolio Manager to be linked with a Portfolio. Additionally, portfolios can be securitised and held by other portfolios, allowing LUSID to perform \"drill-through\" into underlying fund holdings ### Derived Portfolios LUSID also allows for a portfolio to be composed of another portfolio via derived portfolios. A derived portfolio can contain its own transactions and also inherits any transactions from its parent portfolio. Any changes made to the parent portfolio are automatically reflected in derived portfolio. Derived portfolios in conjunction with scopes are a powerful construct. For example, to do pre-trade what-if analysis, a derived portfolio could be created a new namespace linked to the underlying live (parent) portfolio. Analysis can then be undertaken on the derived portfolio without affecting the live portfolio. ### Transactions A transaction represents an economic activity against a Portfolio. Transactions are processed according to a configuration. This will tell the LUSID engine how to interpret the transaction and correctly update the holdings. LUSID comes with a set of transaction types you can use out of the box, or you can configure your own set(s) of transactions. For more details see the [LUSID Getting Started Guide for transaction configuration.](https://support.lusid.com/configuring-transaction-types) | Field|Type|Description | | ---|---|--- | | TransactionId|string|The unique identifier for the transaction. | | Type|string|The type of the transaction e.g. 'Buy', 'Sell'. The transaction type should have been pre-configured via the System Configuration API endpoint. If it hasn't been pre-configured the transaction will still be updated or inserted however you will be unable to generate the resultant holdings for the portfolio that contains this transaction as LUSID does not know how to process it. | | InstrumentIdentifiers|map|A set of instrument identifiers to use to resolve the transaction to a unique instrument. | | TransactionDate|dateorcutlabel|The date of the transaction. | | SettlementDate|dateorcutlabel|The settlement date of the transaction. | | Units|decimal|The number of units transacted in the associated instrument. | | TransactionPrice|transactionprice|The price for each unit of the transacted instrument in the transaction currency. | | TotalConsideration|currencyandamount|The total value of the transaction in the settlement currency. | | ExchangeRate|decimal|The exchange rate between the transaction and settlement currency. For example if the transaction currency is in USD and the settlement currency is in GBP this this the USD/GBP rate. | | TransactionCurrency|currency|The transaction currency. | | Properties|map|Set of unique transaction properties and associated values to store with the transaction. Each property must be from the 'Transaction' domain. | | CounterpartyId|string|The identifier for the counterparty of the transaction. | | Source|string|The source of the transaction. This is used to look up the appropriate transaction group set in the transaction type configuration. | From these fie
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资源分类:Python库 所属语言:Python 资源全名:lusid-sdk-preview-0.11.2098.tar.gz 资源来源:官方 安装方法:https://lanzao.blog.csdn.net/article/details/101784059
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