Chore: Make release 1.2.0

goldmansachs · Nov 5, 2024 · aef1115 · aef1115
1 parent 4c73f2e
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Showing 5 changed files with 18 additions and 18 deletions.
diff --git a/README.md b/README.md
@@ -10,7 +10,7 @@ Please refer to [Goldman Sachs Developer](https://developer.gs.com/docs/gsquant/
 
 ## Requirements
 
-* Python 3.6 or greater
+* Python 3.8 or greater
 * Access to PIP package manager
 
 ## Installation

diff --git a/gs_quant/api/gs/assets.py b/gs_quant/api/gs/assets.py
@@ -382,7 +382,7 @@ def get_asset_positions_for_dates(
         start_date_str = start_date.isoformat()
 
         if periods > 1:
-            end_dates = pd.date_range(start=start_date, end=end_date, periods=periods, closed='right')
+            end_dates = pd.date_range(start=start_date, end=end_date, periods=periods, inclusive='right')
             for date in end_dates:
                 end_date_str = date.date().isoformat()
                 url = f'/assets/{asset_id}/positions?startDate={start_date_str}&endDate={end_date_str}&type={position_type}'

diff --git a/gs_quant/models/epidemiology.py b/gs_quant/models/epidemiology.py
@@ -444,10 +444,16 @@ def get_parameters(cls,
 
         # add initial state conditions that vary by age group
         initial_conditions = []
-        for param in ['S0', 'E0', 'I0', 'R0', 'C0', 'M0']:
+        for param, param_value, param_value_max, param_fixed in [
+            ('S0', S0, S0_max, S0_fixed),
+            ('E0', E0, E0_max, E0_fixed),
+            ('I0', I0, I0_max, I0_fixed),
+            ('R0', R0, R0_max, R0_fixed),
+            ('C0', C0, C0_max, C0_fixed),
+            ('M0', M0, M0_max, M0_fixed),
+        ]:
             for k in range(K):
-                parameters.add(f'{param}_{k}', value=eval(param)[k], min=0, max=eval(f'{param}_max'),
-                               vary=not eval(f'{param}_fixed'))
+                parameters.add(f'{param}_{k}', value=param_value[k], min=0, max=param_value_max, vary=not param_fixed)
                 initial_conditions.append(f'{param}_{k}')
 
         return parameters, initial_conditions

diff --git a/gs_quant/timeseries/measures_countries.py b/gs_quant/timeseries/measures_countries.py
@@ -22,6 +22,7 @@
 
 from gs_quant.api.gs.data import QueryType, GsDataApi
 from gs_quant.data import Dataset
+from gs_quant.data.core import DataContext
 from gs_quant.entities.entity import EntityType
 from gs_quant.timeseries import plot_measure_entity
 from gs_quant.timeseries.measures import _market_data_timed, _extract_series_from_df, \
@@ -63,9 +64,10 @@ def fci(country_id: str, measure: _FCI_MEASURE = _FCI_MEASURE.FCI, *, source: st
         raise NotImplementedError('real-time FCI data is not available')
 
     type_ = QueryType(inflection.titleize(measure.value))
+    start, end = DataContext.current.start_date, DataContext.current.end_date
     if measure == _FCI_MEASURE.REAL_FCI or measure == _FCI_MEASURE.REAL_TWI_CONTRIBUTION:
         ds = Dataset('FCI')
-        df = ds.get_data(geographyId=country_id)
+        df = ds.get_data(geographyId=country_id, start=start, end=end)
         if measure == _FCI_MEASURE.REAL_FCI:
             measure = 'realFCI'
         else:

diff --git a/setup.py b/setup.py
@@ -57,8 +57,6 @@
         "backoff",
         "cachetools",
         "certifi",
-        "dataclasses;python_version<'3.7'",
-        "contextvars;python_version<'3.7'",
         "dataclasses_json",
         "deprecation",
         "funcsigs",
@@ -69,20 +67,15 @@
         "nest-asyncio",
         "opentracing",
         "numpy<2.0.0",
-        "pandas>1.0.0,<2.0.0;python_version<'3.7'",
-        "pandas>=1.4;python_version>'3.7'",
+        "pandas>=1.4",
         "pydash<7.0.0",
         "python-dateutil>=2.7.0",
         "pytz==2024.1",
         "requests",
-        "httpx>=0.23.3;python_version>'3.6'",
-        "scipy>=1.2.0;python_version>'3.8'",
-        "scipy>=1.2.0,<1.6.0;python_version<'3.7'",
-        "scipy>=1.2.0,<1.8.0;python_version<'3.8'",
-        "statsmodels<=0.12.2;python_version<'3.7'",
-        "statsmodels>=0.13.0;python_version>'3.6'",
+        "httpx>=0.23.3",
+        "scipy>=1.2.0",
+        "statsmodels>=0.13.0",
         "tqdm",
-        "typing;python_version<'3.7'",
         "websockets"
     ],
     extras_require={
@@ -96,7 +89,6 @@
     },
     classifiers=[
         "Programming Language :: Python :: 3",
-        "Programming Language :: Python :: 3.7",
         "Programming Language :: Python :: 3.8",
         "Programming Language :: Python :: 3.9",
         "Programming Language :: Python :: 3.10",