Chore: Make release 1.0.107

gs_quant/markets/core.py

@@ -191,6 +191,7 @@ def __init__(self,
         self.__provider = provider
         self.__max_per_batch = None
         self.__max_concurrent = None
+        self.__dates_per_batch = None
         self.__use_historical_diddles_only = use_historical_diddles_only
         self.__set_parameters_only = set_parameters_only
 
@@ -216,6 +217,7 @@ def __save_attrs_to(self, attr_dict):
         attr_dict['provider'] = self.__provider
         attr_dict['_max_concurrent'] = self.__max_concurrent
         attr_dict['_max_per_batch'] = self.__max_per_batch
+        attr_dict['_dates_per_batch'] = self.__dates_per_batch
         attr_dict['use_historical_diddles_only'] = self.__use_historical_diddles_only
 
     def _inherited_val(self, parameter, default=None, from_active=False):
@@ -255,6 +257,7 @@ def _on_enter(self):
         self.__provider = self.provider
         self.__max_concurrent = self._max_concurrent
         self.__max_per_batch = self._max_per_batch
+        self.__dates_per_batch = self._dates_per_batch
         self.__use_historical_diddles_only = self.use_historical_diddles_only
 
     def __reset_atts(self):
@@ -274,6 +277,7 @@ def __reset_atts(self):
         self.__provider = self.__attrs_on_entry.get('provider')
         self.__max_concurrent = self.__attrs_on_entry.get('_max_concurrent')
         self.__max_per_batch = self.__attrs_on_entry.get('_max_per_batch')
+        self.__dates_per_batch = self.__attrs_on_entry.get('_dates_per_batch')
 
         self.__attrs_on_entry = {}
 
@@ -324,7 +328,8 @@ def run_requests(requests_: list, provider_, create_event_loop: bool, pc_attrs:
                 # Restrict to 1,000 instruments and 1 date in a batch, until server side changes are made
 
                 for (params, scenario, dates_markets, risk_measures), instruments in grouped_requests.items():
-                    date_chunk_size = (1 if self._group_by_date else self._max_per_batch) if provider.batch_dates \
+                    date_chunk_size = (self._dates_per_batch if self._group_by_date
+                                       else self._max_per_batch) if provider.batch_dates \
                         else len(dates_markets)
                     for insts_chunk in [tuple(filter(None, i)) for i in
                                         zip_longest(*[iter(instruments)] * self._max_per_batch)]:
@@ -419,6 +424,14 @@ def _max_per_batch(self) -> int:
     def _max_per_batch(self, value):
         self.__max_per_batch = value
 
+    @property
+    def _dates_per_batch(self) -> int:
+        return self.__dates_per_batch if self.__dates_per_batch else self._inherited_val('_dates_per_batch', default=1)
+
+    @_dates_per_batch.setter
+    def _dates_per_batch(self, value):
+        self.__dates_per_batch = value
+
     @property
     def is_async(self) -> bool:
         if self.__is_async is not None:

gs_quant/test/markets/test_pricing_context.py

@@ -149,6 +149,7 @@ def test_creation():
     assert c1.use_cache is False
     assert c1._max_concurrent == 1000
     assert c1.provider is None
+    assert c1._dates_per_batch == 1
 
     assert c1.pricing_date == datetime.date(2022, 6, 15)
 
@@ -171,6 +172,7 @@ def test_inheritance():
             assert c2.use_cache is False
             assert c2._max_concurrent == 1000
             assert not c2.use_historical_diddles_only
+            assert c2._dates_per_batch == 1
             with c3:
                 # market data location is inherited from c1 (the active context)
                 assert c3.market_data_location == c1.market_data_location
@@ -181,6 +183,7 @@ def test_inheritance():
                 assert c3.use_cache is False
                 assert c3._max_concurrent == 1000
                 assert c3.use_historical_diddles_only
+                assert c3._dates_per_batch == 1
 
 
 def test_max_concurrent():
@@ -203,6 +206,26 @@ def test_max_concurrent():
             assert PricingContext.current._max_concurrent == 3000  # should be same as above property accessor
 
 
+def test_dates_per_batch():
+    a = PricingContext()
+    assert a._dates_per_batch == 1
+
+    b = PricingContext()
+    b._dates_per_batch = 2
+
+    c = PricingContext()
+    c._dates_per_batch = 3
+
+    assert b._dates_per_batch == 2
+    with b:
+        assert a._dates_per_batch == 2
+        assert c._dates_per_batch == 3
+        with a:
+            assert PricingContext.current._dates_per_batch == 2
+        with c:
+            assert PricingContext.current._dates_per_batch == 3
+
+
 def test_current_inheritance():
     cur = PricingContext.current
     assert cur.market_data_location == PricingLocation.LDN