light-endpoints

poms/currencies/serializers.py

@@ -141,6 +141,12 @@ class Meta:
         ]
 
 
+class CurrencyUserCodeOnlySerializer(serializers.ModelSerializer):
+    class Meta:
+        model = Currency
+        fields = ["user_code"]
+
+
 class CurrencyHistorySerializer(ModelMetaSerializer, ModelWithTimeStampSerializer, ModelWithObjectStateSerializer):
     currency = CurrencyField()
     currency_object = CurrencyViewSerializer(source="currency", read_only=True)
@@ -250,6 +256,42 @@ def update(self, instance, validated_data):
         return instance
 
 
+class CurrencyHistoryLightSerializer(ModelMetaSerializer):
+    currency_object = serializers.SerializerMethodField()
+    pricing_policy_object = serializers.SerializerMethodField()
+    fx_rate = FloatEvalField()
+    procedure_modified_datetime = ReadOnlyField()   
+
+    class Meta:
+        model = CurrencyHistory
+        fields = [
+            "id",
+            "currency_object",
+            "pricing_policy_object",
+            "date",
+            "fx_rate",
+            "procedure_modified_datetime",
+            "modified_at",
+            "is_temporary_fx_rate",
+        ]
+
+        read_only_fields = fields
+
+    def get_currency_object(self, obj):
+        # there was a cyclical import, so I moved it here
+        from poms.currencies.serializers import CurrencyUserCodeOnlySerializer
+
+        serializer = CurrencyUserCodeOnlySerializer(obj.currency)
+        return serializer.data
+
+    def get_pricing_policy_object(self, obj):
+        # there was a cyclical import, so I moved it here
+        from poms.instruments.serializers import PricingPolicyUserCodeOnlySerializer
+
+        serializer = PricingPolicyUserCodeOnlySerializer(obj.pricing_policy)
+        return serializer.data
+
+
 class CurrencyEvalSerializer(ModelWithUserCodeSerializer, ModelWithTimeStampSerializer):
     master_user = MasterUserField()
 

poms/currencies/tests/test_currency_history_view.py

@@ -74,6 +74,26 @@ def test__list_attributes(self):
         response_json = response.json()
         self.assertEqual(len(response_json["results"]), 5)
 
+    def test__list_light(self):
+        currency_history = self.create_currency_history()
+        response = self.client.get(path=f"{self.url}light/")
+        self.assertEqual(response.status_code, 200, response.content)
+
+        response_json = response.json()
+        self.assertEqual(response_json["count"], 1)
+        result = response_json["results"][0]
+
+        self.assertIsInstance(result["currency_object"], dict)
+        self.assertEqual(
+            result["currency_object"]["user_code"], currency_history.currency.user_code
+        )
+
+        self.assertIsInstance(result["pricing_policy_object"], dict)
+        self.assertEqual(
+            result["pricing_policy_object"]["user_code"],
+            currency_history.pricing_policy.user_code,
+        )
+
     def test__get_filters(self):  # sourcery skip: extract-duplicate-method
         currency_history = self.create_currency_history()
         response = self.client.get(path=f"{self.url}?currency={currency_history.currency.id}")

poms/currencies/views.py

@@ -26,6 +26,7 @@
 from poms.currencies.models import Currency, CurrencyHistory
 from poms.currencies.serializers import (
     CurrencyHistorySerializer,
+    CurrencyHistoryLightSerializer,
     CurrencyLightSerializer,
     CurrencySerializer,
 )
@@ -230,6 +231,19 @@ class CurrencyHistoryViewSet(AbstractModelViewSet):
         "pricing_policy__public_name",
     ]
 
+    @action(
+        detail=False,
+        methods=["get"],
+        url_path="light",
+        serializer_class=CurrencyHistoryLightSerializer,
+    )
+    def list_light(self, request, *args, **kwargs):
+        queryset = self.filter_queryset(self.get_queryset())
+        page = self.paginator.post_paginate_queryset(queryset, request)
+        serializer = self.get_serializer(page, many=True)
+
+        return self.get_paginated_response(serializer.data)
+
     @action(detail=False, methods=["post"], url_path="bulk-create")
     def bulk_create(self, request, *args, **kwargs):
         valid_data = []

poms/instruments/serializers.py

@@ -386,6 +386,12 @@ class Meta:
         fields = ["id", "user_code", "name", "short_name", "notes", "expr"]
 
 
+class PricingPolicyUserCodeOnlySerializer(serializers.ModelSerializer):
+    class Meta:
+        model = PricingPolicy
+        fields = ["user_code"]
+
+
 class InstrumentTypePricingPolicySerializer(serializers.ModelSerializer):
     pricing_policy_id = serializers.IntegerField(read_only=False, required=True)
     pricing_policy = PricingPolicyLightSerializer(read_only=True)
@@ -1304,6 +1310,12 @@ def save_accrual_events(self, instrument, created, accrual_events):
         )
 
 
+class InstrumentUserCodeOnlySerializer(serializers.ModelSerializer):
+    class Meta:
+        model = Instrument
+        fields = ["user_code"]
+
+
 class InstrumentLightSerializer(ModelWithUserCodeSerializer):
     master_user = MasterUserField()
 
@@ -1640,6 +1652,38 @@ def validate(self, attrs):
 }
 
 
+class PriceHistoryLightSerializer(ModelMetaSerializer):
+    instrument_object = InstrumentUserCodeOnlySerializer(source="instrument", read_only=True)
+    pricing_policy_object = PricingPolicyUserCodeOnlySerializer(
+        source="pricing_policy", read_only=True
+    )
+    principal_price = FloatEvalField()
+    accrued_price = AutocalculateFloatEvalField()
+    procedure_modified_datetime = ReadOnlyField()
+    ytm = ReadOnlyField()
+
+    class Meta:
+        model = PriceHistory
+        fields = [
+            "id",
+            "instrument_object",
+            "pricing_policy_object",
+            "date",
+            "principal_price",
+            "accrued_price",
+            "procedure_modified_datetime",
+            "nav",
+            "cash_flow",
+            "factor",
+            "long_delta",
+            "short_delta",
+            "is_temporary_price",
+            "ytm",
+            "modified_duration",
+            "error_message",
+        ]
+
+
 class PriceHistorySerializer(ModelMetaSerializer, ModelWithObjectStateSerializer):
     instrument = InstrumentField()
     instrument_object = InstrumentViewSerializer(source="instrument", read_only=True)

poms/instruments/tests/views/test_price_history_view.py

@@ -214,6 +214,27 @@ def test__list_attributes(self):
         response_json = response.json()
         self.assertEqual(len(response_json["results"]), 12)
 
+    def test__list_light(self):
+        pricing_history = self.create_pricing_history()
+        response = self.client.get(path=f"{self.url}light/")
+        self.assertEqual(response.status_code, 200, response.content)
+
+        response_json = response.json()
+        self.assertEqual(response_json["count"], 1)
+        result = response_json["results"][0]
+
+        self.assertIsInstance(result["instrument_object"], dict)
+        self.assertEqual(
+            result["instrument_object"]["user_code"],
+            pricing_history.instrument.user_code,
+        )
+
+        self.assertIsInstance(result["pricing_policy_object"], dict)
+        self.assertEqual(
+            result["pricing_policy_object"]["user_code"],
+            pricing_history.pricing_policy.user_code,
+        )
+
     def test__get_filters(self):  # sourcery skip: extract-duplicate-method
         pricing_history = self.create_pricing_history()
         response = self.client.get(path=f"{self.url}?instrument={pricing_history.instrument.id}")

poms/instruments/views.py

@@ -106,6 +106,7 @@
     PricingPolicyLightSerializer,
     PricingPolicySerializer,
     ShortUnderlyingExposureSerializer,
+    PriceHistoryLightSerializer,
 )
 from poms.instruments.tasks import (
     calculate_pricehistory,
@@ -1627,6 +1628,19 @@ def bulk_create(self, request, *args, **kwargs):
             # return Response({'errors': errors}, status=status.HTTP_400_BAD_REQUEST)
 
         return Response(status=status.HTTP_201_CREATED)
+
+    @action(
+        detail=False,
+        methods=["get"],
+        url_path="light",
+        serializer_class=PriceHistoryLightSerializer,
+    )
+    def list_light(self, request, *args, **kwargs):
+        queryset = self.filter_queryset(self.get_queryset())
+        page = self.paginator.post_paginate_queryset(queryset, request)
+        serializer = self.get_serializer(page, many=True)
+
+        return self.get_paginated_response(serializer.data)
 
     @action(detail=False, methods=["get"], url_path="attributes")
     def list_attributes(self, request, *args, **kwargs):