V1/product/ibor/Using cut-labels to manage your business across different time-zones.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'Cut Labels\\n\\nDemonstrates how to use cut labels to simplify timestamps and streamline usage of LUSID when used across multiple timezones.\\n\\nAttributes\\n----------\\ninstruments\\ntransactions\\ncut labels\\nholdings\\n'"
      ]
     },
     "execution_count": 1,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "\"\"\"Cut Labels\n",
    "\n",
    "Demonstrates how to use cut labels to simplify timestamps and streamline usage of LUSID when used across multiple timezones.\n",
    "\n",
    "Attributes\n",
    "----------\n",
    "instruments\n",
    "transactions\n",
    "cut labels\n",
    "holdings\n",
    "\"\"\""
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Cut Labels"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Cut Labels in LUSID are used to simplify timestamps and streamline the usage of LUSID in a global scenario across multiple timezones.\n",
    "\n",
    "Instead of providing a date, time, and time zone in every instance, LUSID can be provided with a date and a Cut Label - a user-defined tag describing a timezone and a specific local time in that time zone.\n",
    "\n",
    "Cut Labels can be thought of as \"Custom User Time\" Labels, representing daily cut-off times.\n",
    "\n",
    "For example:\n",
    "\n",
    "- UTC offset time: 2018-08-31T17:00:00.000000+08:00\n",
    "- Cut label, assuming SingaporeClose has been configured: 2018-08-31NSingaporeClose\n",
    "\n",
    "Find out more about Cut Labels in LUSID here:\n",
    "[LUSID Knowledge Base: Cut Labels](https://support.lusid.com/cut-labels)\n",
    "\n",
    "This example will cover how to set up and customise Cut Labels, and how to use these in LUSID. \n",
    "\n",
    "This example will outline how to:\n",
    "\n",
    "\n",
    "1. Set Up Cut Labels\n",
    "\t- 1.1. Create Cut Labels\n",
    "\t- 1.2 Cut Label Details\n",
    "\t- 1.3. Delete a Cut Label\n",
    "2. Create a Transaction Portfolio\n",
    "3. Add your Instrument Universe\n",
    "4. Set your Initial Holdings\n",
    "5. Get Output Transactions\n",
    "6. Add your Transactions Throughout the Day\n",
    "7. Retrieve your Transactions\n",
    "8. Retrieve your Holdings\n",
    "9. Delete Cut Labels and Portfolios\n",
    "\n",
    "*First, run the cell below to import libraries and create the LUSID client to initialise our environment*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "LUSID Environment Initialised\n",
      "LUSID version :  0.6.11989.0\n"
     ]
    }
   ],
   "source": [
    "import os\n",
    "from datetime import datetime\n",
    "# Import Libraries\n",
    "from datetime import timedelta, date\n",
    "\n",
    "# Import LUSID\n",
    "import lusid\n",
    "import lusid.models as models\n",
    "import pandas as pd\n",
    "import pytz\n",
    "from lusidjam import RefreshingToken\n",
    "from lusidtools.pandas_utils.lusid_pandas import lusid_response_to_data_frame\n",
    "\n",
    "import printer as prettyprint\n",
    "\n",
    "# Authenticate our user and create our API client\n",
    "secrets_path = os.getenv(\"FBN_SECRETS_PATH\")\n",
    "\n",
    "if secrets_path is None:\n",
    "    secrets_path = os.path.join(os.path.dirname(os.getcwd()), \"secrets.json\")\n",
    "\n",
    "api_factory = lusid.utilities.ApiClientFactory(\n",
    "    token=RefreshingToken(),\n",
    "    api_secrets_filename = secrets_path,\n",
    "    app_name=\"LusidJupyterNotebook\")\n",
    "\n",
    "print('LUSID Environment Initialised')\n",
    "print('LUSID version : ', api_factory.build(lusid.api.ApplicationMetadataApi).get_lusid_versions().build_version)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Initial Setup\n",
    "The cell below contains a number of helper functions used throughout this notebook - these are not necessary for any of the methods demonstrated, but simplify the readability and usability of this module"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "# The following function creates a random alphanumeric code of 4 characters that can be appended to Ids\n",
    "# and Names to ensure they remain unique throughout multiple runs of this example\n",
    "def get_guid():\n",
    "    return datetime.utcnow().strftime(\"%f\")[:4]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Later in this example we will create multiple cut labels in order to demonstrate their use. Note that for these cut labels we have used a range of different time zones. A full list of all accepted timezone names can be found here (under the column *\"Zone ID\"* or *\"Aliases\"*): [IANA Time Zone Information](https://nodatime.org/TimeZones)\n",
    "\n",
    "> Note that we have purposefully set the time for *LondonOpen* as 7am, which we will instead want to be 9am like *SingaporeOpen* and *NewYorkOpen*, and that we have created a dummy cut label *\"DeleteMe\"* - we will come back to these later.\n",
    "\n",
    "*Run the cell below to load a csv of cut label data*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "scrolled": true
   },
   "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>display_name</th>\n",
       "      <th>hours</th>\n",
       "      <th>minutes</th>\n",
       "      <th>time_zone</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>LondonOpen</td>\n",
       "      <td>7</td>\n",
       "      <td>0</td>\n",
       "      <td>GB</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>LondonMidday</td>\n",
       "      <td>12</td>\n",
       "      <td>0</td>\n",
       "      <td>GB</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>SingaporeOpen</td>\n",
       "      <td>9</td>\n",
       "      <td>0</td>\n",
       "      <td>Singapore</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>SingaporeMidday</td>\n",
       "      <td>12</td>\n",
       "      <td>0</td>\n",
       "      <td>Singapore</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>SingaporeClose</td>\n",
       "      <td>17</td>\n",
       "      <td>0</td>\n",
       "      <td>Singapore</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>NewYorkOpen</td>\n",
       "      <td>9</td>\n",
       "      <td>0</td>\n",
       "      <td>America/New_York</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>NewYorkMidday</td>\n",
       "      <td>12</td>\n",
       "      <td>0</td>\n",
       "      <td>America/New_York</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>NewYorkClose</td>\n",
       "      <td>17</td>\n",
       "      <td>0</td>\n",
       "      <td>America/New_York</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>DeleteMe</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>Europe/Berlin</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      display_name  hours  minutes         time_zone\n",
       "0       LondonOpen      7        0                GB\n",
       "1     LondonMidday     12        0                GB\n",
       "2    SingaporeOpen      9        0         Singapore\n",
       "3  SingaporeMidday     12        0         Singapore\n",
       "4   SingaporeClose     17        0         Singapore\n",
       "5      NewYorkOpen      9        0  America/New_York\n",
       "6    NewYorkMidday     12        0  America/New_York\n",
       "7     NewYorkClose     17        0  America/New_York\n",
       "8         DeleteMe      0        0     Europe/Berlin"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Load CSV file to create more cut labels from\n",
    "data = pd.read_csv(\"data/dummy_cut_labels.csv\")\n",
    "data"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 1. Set Up Cut Labels"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 1.1. Create Cut Labels\n",
    "\n",
    "We begin by creating a single cut label, named *\"LondonClose\"*, by defining the parameters of the cut label and inserting this into LUSID. We are also going to create a dictionary to store our codes, so that we can call them using *code[\"display_name\"]*.\n",
    "\n",
    "*Run the cell below to create a cut label and print its information*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'added LondonClose-7035'"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# Create the time for the cut label\n",
    "londonTime1 = models.CutLocalTime(hours=17, minutes=0)\n",
    "\n",
    "# Create a dictionary to keep track of our cut label codes\n",
    "code = {}\n",
    "cut_labels = {}\n",
    "\n",
    "def upsert_cut_label_definition(\n",
    "    code: str, \n",
    "    description: str, \n",
    "    display_name: str, \n",
    "    cut_local_time: lusid.models.cut_local_time.CutLocalTime, \n",
    "    time_zone:str\n",
    "):\n",
    "    # Upsert the request to LUSID to create the cut label\n",
    "    try:\n",
    "        # Define the parameters of the cut label in a request\n",
    "        request = models.CutLabelDefinition(\n",
    "            code=code, \n",
    "            description=description, \n",
    "            display_name=display_name,\n",
    "            cut_local_time=cut_local_time,\n",
    "            time_zone=time_zone)\n",
    "        api_factory.build(lusid.api.CutLabelDefinitionsApi).create_cut_label_definition(\n",
    "            create_cut_label_definition_request=request)\n",
    "\n",
    "    except lusid.exceptions.ApiException as e:\n",
    "        request = models.UpdateCutLabelDefinitionRequest(\n",
    "            display_name=display_name,\n",
    "            description=description,\n",
    "            cut_local_time=cut_local_time,\n",
    "            time_zone=time_zone\n",
    "        )\n",
    "        api_factory.build(lusid.api.CutLabelDefinitionsApi).update_cut_label_definition(\n",
    "            code=code,\n",
    "            update_cut_label_definition_request=request\n",
    "        )\n",
    "\n",
    "    cut_labels[code] = code\n",
    "\n",
    "    display(f\"added {code}\")\n",
    "\n",
    "    return code, request.display_name\n",
    "\n",
    "\n",
    "guid = get_guid()\n",
    "        \n",
    "cut_label_code, disp_name = upsert_cut_label_definition(\n",
    "    code=f\"LondonClose-{guid}\",\n",
    "    description=\"London Closing Time, 5pm in UK\",\n",
    "    display_name=\"LondonClose\",\n",
    "    cut_local_time=londonTime1,\n",
    "    time_zone=\"GB\"\n",
    ")\n",
    "\n",
    "# Add the codes of our cut labels to our dictionary\n",
    "code[disp_name] = cut_label_code "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now we will create multiple more cut labels from the csv data by the same method, and then list the details of all of our existing cut labels.\n",
    "\n",
    "These cut labels will represent the Open, Midday, and Closing times for 3 offices - one in London, one in Singapore, and one in New York, and we will later use these to make transactions. \n",
    "\n",
    "See below for a timeline of the working days of each office, compared to the London time along the bottom axis:\n",
    "\n",
    "![Init](img/cut-labels-timezones.png)\n",
    "\n",
    "Making transactions across all of these timezones can get confusing, particularly when considering the holdings at different times and when each transaction occured in each time zone. Using our cut labels we will later demonstrate the bi-temporal features of LUSID to make this process simpler.  \n",
    "\n",
    "Read more about bi-temporal data here: [LUSID Knowledge base: Bi-Temporal Data](https://support.lusid.com/what-is-bi-temporal-data)\n",
    "\n",
    "*Run the cell below to create cut labels and print their information*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'added LondonOpen-7035'"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": [
       "'added LondonMidday-7035'"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": [
       "'added SingaporeOpen-7035'"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": [
       "'added SingaporeMidday-7035'"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": [
       "'added SingaporeClose-7035'"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": [
       "'added NewYorkOpen-7035'"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": [
       "'added NewYorkMidday-7035'"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": [
       "'added NewYorkClose-7035'"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": [
       "'added DeleteMe-7035'"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "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",
       "\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>code</th>\n",
       "      <th>display_name</th>\n",
       "      <th>description</th>\n",
       "      <th>cut_local_time.hours</th>\n",
       "      <th>cut_local_time.minutes</th>\n",
       "      <th>time_zone</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>SGPOpena77ffdd9-4c35</td>\n",
       "      <td>SGPOpen</td>\n",
       "      <td>Singapore Opening Time, 2am in UK</td>\n",
       "      <td>9</td>\n",
       "      <td>0</td>\n",
       "      <td>Singapore</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>LDNOpendb524e88-07b5</td>\n",
       "      <td>LDNOpen</td>\n",
       "      <td>London Opening Time, 9am in UK</td>\n",
       "      <td>8</td>\n",
       "      <td>0</td>\n",
       "      <td>GB</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>SGPClosebd4c2048-ff6</td>\n",
       "      <td>SGPClose</td>\n",
       "      <td>Singapore Closing Time, 10am in UK</td>\n",
       "      <td>17</td>\n",
       "      <td>0</td>\n",
       "      <td>Singapore</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>NYOpenfd8a7616-d1a8-</td>\n",
       "      <td>NYOpen</td>\n",
       "      <td>New York Opening Time, 2pm in UK</td>\n",
       "      <td>9</td>\n",
       "      <td>0</td>\n",
       "      <td>America/New_York</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>NYClose2311adb4-5259</td>\n",
       "      <td>NYClose</td>\n",
       "      <td>New York Closing Time, 10pm in UK</td>\n",
       "      <td>17</td>\n",
       "      <td>0</td>\n",
       "      <td>America/New_York</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>95</th>\n",
       "      <td>SingaporeClose-f37a</td>\n",
       "      <td>SingaporeClose</td>\n",
       "      <td></td>\n",
       "      <td>17</td>\n",
       "      <td>0</td>\n",
       "      <td>Singapore</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>96</th>\n",
       "      <td>NYOpen-dadd</td>\n",
       "      <td>NYOpen</td>\n",
       "      <td></td>\n",
       "      <td>9</td>\n",
       "      <td>0</td>\n",
       "      <td>America/New_York</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>97</th>\n",
       "      <td>NYClose-c869</td>\n",
       "      <td>NYClose</td>\n",
       "      <td></td>\n",
       "      <td>17</td>\n",
       "      <td>0</td>\n",
       "      <td>America/New_York</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>98</th>\n",
       "      <td>LondonOpen-b509</td>\n",
       "      <td>LondonOpen</td>\n",
       "      <td>London Opening Time, 9am in UK</td>\n",
       "      <td>9</td>\n",
       "      <td>0</td>\n",
       "      <td>GB</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>99</th>\n",
       "      <td>LondonClose-15db</td>\n",
       "      <td>LondonClose</td>\n",
       "      <td>London Closing Time, 5pm in UK</td>\n",
       "      <td>17</td>\n",
       "      <td>0</td>\n",
       "      <td>GB</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>100 rows × 6 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                    code    display_name                         description  \\\n",
       "0   SGPOpena77ffdd9-4c35         SGPOpen   Singapore Opening Time, 2am in UK   \n",
       "1   LDNOpendb524e88-07b5         LDNOpen      London Opening Time, 9am in UK   \n",
       "2   SGPClosebd4c2048-ff6        SGPClose  Singapore Closing Time, 10am in UK   \n",
       "3   NYOpenfd8a7616-d1a8-          NYOpen    New York Opening Time, 2pm in UK   \n",
       "4   NYClose2311adb4-5259         NYClose   New York Closing Time, 10pm in UK   \n",
       "..                   ...             ...                                 ...   \n",
       "95   SingaporeClose-f37a  SingaporeClose                                       \n",
       "96           NYOpen-dadd          NYOpen                                       \n",
       "97          NYClose-c869         NYClose                                       \n",
       "98       LondonOpen-b509      LondonOpen      London Opening Time, 9am in UK   \n",
       "99      LondonClose-15db     LondonClose      London Closing Time, 5pm in UK   \n",
       "\n",
       "    cut_local_time.hours  cut_local_time.minutes         time_zone  \n",
       "0                      9                       0         Singapore  \n",
       "1                      8                       0                GB  \n",
       "2                     17                       0         Singapore  \n",
       "3                      9                       0  America/New_York  \n",
       "4                     17                       0  America/New_York  \n",
       "..                   ...                     ...               ...  \n",
       "95                    17                       0         Singapore  \n",
       "96                     9                       0  America/New_York  \n",
       "97                    17                       0  America/New_York  \n",
       "98                     9                       0                GB  \n",
       "99                    17                       0                GB  \n",
       "\n",
       "[100 rows x 6 columns]"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Create cut labels from the loaded CSV data\n",
    "for index, row in data.iterrows():\n",
    "\n",
    "    cut_label_code, disp_name = upsert_cut_label_definition(\n",
    "        code=row[\"display_name\"]+\"-\"+guid,\n",
    "        description=\"\",\n",
    "        display_name=row[\"display_name\"],\n",
    "        cut_local_time=models.CutLocalTime(\n",
    "            hours=row[\"hours\"], \n",
    "            minutes=row[\"minutes\"]),\n",
    "        time_zone=row[\"time_zone\"]\n",
    "    )\n",
    "    # Add the codes of our cut labels to our dictionary\n",
    "    code[disp_name] = cut_label_code \n",
    "\n",
    "# List the details of all existing cut labels\n",
    "response = api_factory.build(lusid.api.CutLabelDefinitionsApi).list_cut_label_definitions()\n",
    "lusid_response_to_data_frame(response.values)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 1.2 Cut Label Details\n",
    "\n",
    "#### 1.2.1 Get Cut Label Details\n",
    "We are now going to look closer at our LondonOpen cut label.\n",
    "\n",
    "*Run the cell below to get details on the cut label \"LondonOpen\"*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[91m\u001b[1mCut Label Details:\u001b[0m\n",
      "\u001b[1mDisplay Name: \u001b[0mLondonOpen\n",
      "\u001b[1mCode: \u001b[0mLondonOpen-7035\n",
      "\u001b[1mLocal Time: \u001b[0m7:00\n",
      "\u001b[1mTimezone: \u001b[0mGB\n",
      "\u001b[1mDescription: \u001b[0m\n",
      "\n"
     ]
    }
   ],
   "source": [
    "# First list the original details for the cut label we are going to change\n",
    "details = api_factory.build(lusid.api.CutLabelDefinitionsApi).get_cut_label_definition(\n",
    "    code=code[\"LondonOpen\"])\n",
    "prettyprint.get_cut_label(details)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### 1.2.2. Update a Cut Label\n",
    "Looking closely, we can see that the Local Time for this cut label is wrong - it should be 9am. <br/>\n",
    "We can now modify this, and we will add a description to this cut label\n",
    "\n",
    "*Run the cell below to modify the details of the cut label*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[91m\u001b[1mUpdated Cut Label:\u001b[0m\n",
      "\u001b[1mDisplay Name: \u001b[0mLondonOpen\n",
      "\u001b[1mCode: \u001b[0mLondonOpen-7035\n",
      "\u001b[1mLocal Time: \u001b[0m9:00\n",
      "\u001b[1mTimezone: \u001b[0mGB\n",
      "\u001b[1mDescription: \u001b[0mLondon Opening Time, 9am in UK\n",
      "\n"
     ]
    }
   ],
   "source": [
    "# Modify London Open cut label time to 9:00am\n",
    "londonTime2 = models.CutLocalTime(hours=9, minutes=0)\n",
    "\n",
    "request = models.CutLabelDefinition(\n",
    "    description=\"London Opening Time, 9am in UK\",\n",
    "    display_name=\"LondonOpen\",\n",
    "    cut_local_time=londonTime2,\n",
    "    time_zone=\"GB\")\n",
    "\n",
    "response = api_factory.build(lusid.api.CutLabelDefinitionsApi).update_cut_label_definition(\n",
    "    code=code[f\"LondonOpen\"],\n",
    "    update_cut_label_definition_request=request)\n",
    "\n",
    "# Print the updated London Close cut label\n",
    "prettyprint.update_cut_label(response)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 1.3. Delete a Cut Label\n",
    "When we created our cut labels, we also created one for an obsolete time, helpfully named *\"DeleteMe\"*.\n",
    "\n",
    "We will now delete this cut label and list our cut labels again - DeleteMe has been deleted!\n",
    "\n",
    "*Run the cell below to delete the cut label*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "scrolled": true
   },
   "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>code</th>\n",
       "      <th>display_name</th>\n",
       "      <th>description</th>\n",
       "      <th>cut_local_time.hours</th>\n",
       "      <th>cut_local_time.minutes</th>\n",
       "      <th>time_zone</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>SGPOpena77ffdd9-4c35</td>\n",
       "      <td>SGPOpen</td>\n",
       "      <td>Singapore Opening Time, 2am in UK</td>\n",
       "      <td>9</td>\n",
       "      <td>0</td>\n",
       "      <td>Singapore</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>LDNOpendb524e88-07b5</td>\n",
       "      <td>LDNOpen</td>\n",
       "      <td>London Opening Time, 9am in UK</td>\n",
       "      <td>8</td>\n",
       "      <td>0</td>\n",
       "      <td>GB</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>SGPClosebd4c2048-ff6</td>\n",
       "      <td>SGPClose</td>\n",
       "      <td>Singapore Closing Time, 10am in UK</td>\n",
       "      <td>17</td>\n",
       "      <td>0</td>\n",
       "      <td>Singapore</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>NYOpenfd8a7616-d1a8-</td>\n",
       "      <td>NYOpen</td>\n",
       "      <td>New York Opening Time, 2pm in UK</td>\n",
       "      <td>9</td>\n",
       "      <td>0</td>\n",
       "      <td>America/New_York</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>NYClose2311adb4-5259</td>\n",
       "      <td>NYClose</td>\n",
       "      <td>New York Closing Time, 10pm in UK</td>\n",
       "      <td>17</td>\n",
       "      <td>0</td>\n",
       "      <td>America/New_York</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>95</th>\n",
       "      <td>SingaporeClose-f37a</td>\n",
       "      <td>SingaporeClose</td>\n",
       "      <td></td>\n",
       "      <td>17</td>\n",
       "      <td>0</td>\n",
       "      <td>Singapore</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>96</th>\n",
       "      <td>NYOpen-dadd</td>\n",
       "      <td>NYOpen</td>\n",
       "      <td></td>\n",
       "      <td>9</td>\n",
       "      <td>0</td>\n",
       "      <td>America/New_York</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>97</th>\n",
       "      <td>NYClose-c869</td>\n",
       "      <td>NYClose</td>\n",
       "      <td></td>\n",
       "      <td>17</td>\n",
       "      <td>0</td>\n",
       "      <td>America/New_York</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>98</th>\n",
       "      <td>LondonOpen-b509</td>\n",
       "      <td>LondonOpen</td>\n",
       "      <td>London Opening Time, 9am in UK</td>\n",
       "      <td>9</td>\n",
       "      <td>0</td>\n",
       "      <td>GB</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>99</th>\n",
       "      <td>LondonClose-15db</td>\n",
       "      <td>LondonClose</td>\n",
       "      <td>London Closing Time, 5pm in UK</td>\n",
       "      <td>17</td>\n",
       "      <td>0</td>\n",
       "      <td>GB</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>100 rows × 6 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                    code    display_name                         description  \\\n",
       "0   SGPOpena77ffdd9-4c35         SGPOpen   Singapore Opening Time, 2am in UK   \n",
       "1   LDNOpendb524e88-07b5         LDNOpen      London Opening Time, 9am in UK   \n",
       "2   SGPClosebd4c2048-ff6        SGPClose  Singapore Closing Time, 10am in UK   \n",
       "3   NYOpenfd8a7616-d1a8-          NYOpen    New York Opening Time, 2pm in UK   \n",
       "4   NYClose2311adb4-5259         NYClose   New York Closing Time, 10pm in UK   \n",
       "..                   ...             ...                                 ...   \n",
       "95   SingaporeClose-f37a  SingaporeClose                                       \n",
       "96           NYOpen-dadd          NYOpen                                       \n",
       "97          NYClose-c869         NYClose                                       \n",
       "98       LondonOpen-b509      LondonOpen      London Opening Time, 9am in UK   \n",
       "99      LondonClose-15db     LondonClose      London Closing Time, 5pm in UK   \n",
       "\n",
       "    cut_local_time.hours  cut_local_time.minutes         time_zone  \n",
       "0                      9                       0         Singapore  \n",
       "1                      8                       0                GB  \n",
       "2                     17                       0         Singapore  \n",
       "3                      9                       0  America/New_York  \n",
       "4                     17                       0  America/New_York  \n",
       "..                   ...                     ...               ...  \n",
       "95                    17                       0         Singapore  \n",
       "96                     9                       0  America/New_York  \n",
       "97                    17                       0  America/New_York  \n",
       "98                     9                       0                GB  \n",
       "99                    17                       0                GB  \n",
       "\n",
       "[100 rows x 6 columns]"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Delete cut label \"Delete Me\"\n",
    "try:\n",
    "    api_factory.build(lusid.api.CutLabelDefinitionsApi).delete_cut_label_definition(code=code[\"DeleteMe\"])\n",
    "    code.pop(\"DeleteMe\")\n",
    "except lusid.ApiException as ex:\n",
    "    if int(ex.status) == 404:\n",
    "        print(\"404 error when deleting cut label \\\"DeleteMe\\\"\")\n",
    "    else:\n",
    "        raise ex\n",
    "\n",
    "# List the details of all existing cut labels\n",
    "response = api_factory.build(lusid.api.CutLabelDefinitionsApi).list_cut_label_definitions()\n",
    "lusid_response_to_data_frame(response.values)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 2. Create a Transaction Portfolio\n",
    "We are now going to look at some example use cases for our cut labels. To do this we are going to need to create a portfolio to be used in all three of our offices, and in order to create a portfolio you will need to define a scope. 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",
    "Once you have a scope, you can create a portfolio inside this scope. Every portfolio can be referenced by a unique code. Read more about portfolios in the [LUSID Knowledge Base: Portfolios](https://support.lusid.com/what-is-2).\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 currently the create portfolio API call does not support cut labels - make sure to check the api docs for *\"date-time\"* or *\"dateorcutlabel\"* for each parameter type\n",
    "\n",
    "*Run the cell below to create your scope and portfolio*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[1mPortfolio Created\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mportfolio_demo\n",
      "\u001b[1mCode: \u001b[0mGlobal-Strategies-7035\n",
      "\u001b[1mPortfolio Effective From: \u001b[0m2018-01-01 00:00:00+00:00\n",
      "\u001b[1mPortfolio Created On: \u001b[0m2023-10-02 16:02:34.342392+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "# Create our portfolio\n",
    "import json\n",
    "# Create a scope for our portfolio\n",
    "scope = 'portfolio_demo'\n",
    "\n",
    "# Set the code of your portfolio\n",
    "portfolio_code = f\"Global-Strategies-{guid}\"\n",
    "\n",
    "# Set the creation date of your portfolio\n",
    "effective_date = datetime(2018, 1, 1, tzinfo=pytz.utc)\n",
    "\n",
    "try:\n",
    "    # Next we create a request for the portfolio\n",
    "    request = models.CreateTransactionPortfolioRequest(\n",
    "        code=portfolio_code,\n",
    "        display_name=\"Global Strategies Fund\",\n",
    "        base_currency=\"GBP\",\n",
    "        created=effective_date,\n",
    "        description=None,\n",
    "        corporate_action_source_id=None,\n",
    "        accounting_method=None,\n",
    "        sub_holding_keys=None,\n",
    "        properties=None)\n",
    "    # And finally we can upsert the portfolio creation request to LUSID\n",
    "    result = api_factory.build(lusid.api.TransactionPortfoliosApi).create_portfolio(\n",
    "        scope=scope,\n",
    "        create_transaction_portfolio_request=request\n",
    "    )\n",
    "    \n",
    "    # prettyprint the response\n",
    "    prettyprint.portfolio_response(result)\n",
    "except lusid.exceptions.ApiException as e:\n",
    "    body = json.loads(e.body)\n",
    "    print(body[\"name\"])\n",
    "        "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "We will now also define a function to format our cut label onto a date in a format readable to LUSID\n",
    "\n",
    "> Date-times are usually in the form \"2018-08-31T07:36:53.523415+01:00\" \n",
    ">\n",
    ">Cut labels are written in the form \"2018-08-31NSingaporeClose\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "# Defines a function to write the date and cut label in the format \"YYYY-MM-DDN{cut_label_code}\"\"\n",
    "def cut_label_formatter(date, cut_label_code):\n",
    "    return str(date) + \"N\" + cut_label_code"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 3. Add your Instrument Universe\n",
    "We now want to make trades and take on holdings using our cut labels, but before we can do this we need to populate our instrument universe. In this case we are importing our instrument universe from a CSV file. \n",
    "\n",
    "Read more about instruments in LUSID in the [LUSID Knowledge Base: Instruments](https://support.lusid.com/what-is-an-instrument).\n",
    "\n",
    "*Run the cell below to import your instrument universe*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {
    "scrolled": true
   },
   "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>currency</th>\n",
       "      <th>isin</th>\n",
       "      <th>figi</th>\n",
       "      <th>exchange_code</th>\n",
       "      <th>country_issue</th>\n",
       "      <th>ticker</th>\n",
       "      <th>market_sector</th>\n",
       "      <th>security_type</th>\n",
       "      <th>coupon</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>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",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Apple_Nasdaq_AAPL</td>\n",
       "      <td>imd_35345345</td>\n",
       "      <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>BP_LondonStockEx_BP</td>\n",
       "      <td>imd_43535553</td>\n",
       "      <td>GBP</td>\n",
       "      <td>GB0007980591</td>\n",
       "      <td>BBG000C05BD1</td>\n",
       "      <td>LN</td>\n",
       "      <td>united_kingdom</td>\n",
       "      <td>BP/</td>\n",
       "      <td>equity</td>\n",
       "      <td>common_stock</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>BurfordCapital_LondonStockEx_BUR</td>\n",
       "      <td>imd_43534356</td>\n",
       "      <td>GBP</td>\n",
       "      <td>GG00B4L84979</td>\n",
       "      <td>BBG000PN88Q7</td>\n",
       "      <td>LN</td>\n",
       "      <td>united_kingdom</td>\n",
       "      <td>BUR</td>\n",
       "      <td>equity</td>\n",
       "      <td>common_stock</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>EKFDiagnostics_LondonStockEx_EKF</td>\n",
       "      <td>imd_34535355</td>\n",
       "      <td>GBP</td>\n",
       "      <td>GB0031509804</td>\n",
       "      <td>BBG000BVNBN3</td>\n",
       "      <td>LN</td>\n",
       "      <td>united_kingdom</td>\n",
       "      <td>EKF</td>\n",
       "      <td>equity</td>\n",
       "      <td>common_stock</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "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               BP_LondonStockEx_BP    imd_43535553      GBP  GB0007980591   \n",
       "3  BurfordCapital_LondonStockEx_BUR    imd_43534356      GBP  GG00B4L84979   \n",
       "4  EKFDiagnostics_LondonStockEx_EKF    imd_34535355      GBP  GB0031509804   \n",
       "\n",
       "           figi exchange_code          country_issue ticker market_sector  \\\n",
       "0  BBG000BVPXP1            UN  united_states_america   AMZN        equity   \n",
       "1  BBG000B9XVV8            UN  united_states_america   AAPL        equity   \n",
       "2  BBG000C05BD1            LN         united_kingdom    BP/        equity   \n",
       "3  BBG000PN88Q7            LN         united_kingdom    BUR        equity   \n",
       "4  BBG000BVNBN3            LN         united_kingdom    EKF        equity   \n",
       "\n",
       "  security_type  coupon  \n",
       "0  common_stock     NaN  \n",
       "1  common_stock     NaN  \n",
       "2  common_stock     NaN  \n",
       "3  common_stock     NaN  \n",
       "4  common_stock     NaN  "
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "instrument_universe = pd.read_csv('data/instruments.csv')\n",
    "instrument_universe.head()"
   ]
  },
  {
   "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",
    "For further usage of the upsert instruments API call refer to the [LUSID API Docs: Upserting Instruments](https://docs.lusid.com/#operation/UpsertInstruments).\n",
    "\n",
    "*Run the cell below to upsert your instruments into LUSID*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "scrolled": false
   },
   "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",
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       "\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>Whitebread_LondonStockEx_WTB</td>\n",
       "      <td>imd_35349900</td>\n",
       "      <td>LUID_0000MIP2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>UKGiltTreasury_3.75_2021</td>\n",
       "      <td>imd_34643653</td>\n",
       "      <td>LUID_0000MIP6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>RELXGroup_LondonStockEx_REL</td>\n",
       "      <td>imd_43532542</td>\n",
       "      <td>LUID_0000MIOW</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>EKFDiagnostics_LondonStockEx_EKF</td>\n",
       "      <td>imd_34535355</td>\n",
       "      <td>LUID_0000MIPB</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>TESCO_LondonStockEx_TSCO</td>\n",
       "      <td>imd_34634673</td>\n",
       "      <td>LUID_0000NA4Q</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>Amazon_Nasdaq_AMZN</td>\n",
       "      <td>imd_34634534</td>\n",
       "      <td>LUID_0000MIOX</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>WPP_LondonStockEx_WPP</td>\n",
       "      <td>imd_34536734</td>\n",
       "      <td>LUID_0000MIPF</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>Kingfisher_LondonStockEx_KGF</td>\n",
       "      <td>imd_34535552</td>\n",
       "      <td>LUID_0000MIOZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>USTreasury_6.875_2025</td>\n",
       "      <td>imd_34534539</td>\n",
       "      <td>LUID_0000MIP1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>BP_LondonStockEx_BP</td>\n",
       "      <td>imd_43535553</td>\n",
       "      <td>LUID_00044OXX</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>USTreasury_2.00_2021</td>\n",
       "      <td>imd_34535347</td>\n",
       "      <td>LUID_0000MIPE</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>Apple_Nasdaq_AAPL</td>\n",
       "      <td>imd_35345345</td>\n",
       "      <td>LUID_0000MIP0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>BurfordCapital_LondonStockEx_BUR</td>\n",
       "      <td>imd_43534356</td>\n",
       "      <td>LUID_0000MIOY</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>MicroFocus_LondonStockEx_MCRO</td>\n",
       "      <td>imd_34567338</td>\n",
       "      <td>LUID_0000MIP9</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>UKGiltTreasury_2.0_2025</td>\n",
       "      <td>imd_34534536</td>\n",
       "      <td>LUID_0000MIP3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>UKGiltTreasury_3.5_2045</td>\n",
       "      <td>imd_54234532</td>\n",
       "      <td>LUID_0000MIPC</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>Sage_LondonStockEx_SGE</td>\n",
       "      <td>imd_23536673</td>\n",
       "      <td>LUID_0000MIP5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>Glencore_LondonStockEx_GLEN</td>\n",
       "      <td>imd_34534555</td>\n",
       "      <td>LUID_0000MIPD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>UKGiltTreasury_4.5_2034</td>\n",
       "      <td>imd_34534534</td>\n",
       "      <td>LUID_0000MIPA</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>JustEat_LondonStockEx_JE</td>\n",
       "      <td>imd_35436366</td>\n",
       "      <td>LUID_0000MIP4</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                          Instrument ClientInternal ID LUSID Instrument ID\n",
       "0       Whitebread_LondonStockEx_WTB      imd_35349900       LUID_0000MIP2\n",
       "1           UKGiltTreasury_3.75_2021      imd_34643653       LUID_0000MIP6\n",
       "2        RELXGroup_LondonStockEx_REL      imd_43532542       LUID_0000MIOW\n",
       "3   EKFDiagnostics_LondonStockEx_EKF      imd_34535355       LUID_0000MIPB\n",
       "4           TESCO_LondonStockEx_TSCO      imd_34634673       LUID_0000NA4Q\n",
       "5                 Amazon_Nasdaq_AMZN      imd_34634534       LUID_0000MIOX\n",
       "6              WPP_LondonStockEx_WPP      imd_34536734       LUID_0000MIPF\n",
       "7       Kingfisher_LondonStockEx_KGF      imd_34535552       LUID_0000MIOZ\n",
       "8              USTreasury_6.875_2025      imd_34534539       LUID_0000MIP1\n",
       "9                BP_LondonStockEx_BP      imd_43535553       LUID_00044OXX\n",
       "10              USTreasury_2.00_2021      imd_34535347       LUID_0000MIPE\n",
       "11                 Apple_Nasdaq_AAPL      imd_35345345       LUID_0000MIP0\n",
       "12  BurfordCapital_LondonStockEx_BUR      imd_43534356       LUID_0000MIOY\n",
       "13     MicroFocus_LondonStockEx_MCRO      imd_34567338       LUID_0000MIP9\n",
       "14           UKGiltTreasury_2.0_2025      imd_34534536       LUID_0000MIP3\n",
       "15           UKGiltTreasury_3.5_2045      imd_54234532       LUID_0000MIPC\n",
       "16            Sage_LondonStockEx_SGE      imd_23536673       LUID_0000MIP5\n",
       "17       Glencore_LondonStockEx_GLEN      imd_34534555       LUID_0000MIPD\n",
       "18           UKGiltTreasury_4.5_2034      imd_34534534       LUID_0000MIPA\n",
       "19          JustEat_LondonStockEx_JE      imd_35436366       LUID_0000MIP4"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Initialise your batch upsert request\n",
    "batch_upsert_request = {}\n",
    "\n",
    "# Using your instrument universe create your batch request\n",
    "for index, instrument in instrument_universe.iterrows():\n",
    "\n",
    "    # Specify the columns of your identifiers\n",
    "    identifier_columns = [\n",
    "            ('isin', 'Isin'), \n",
    "            ('figi', 'Figi'), \n",
    "            ('ticker', 'Ticker'),\n",
    "    ]\n",
    "    \n",
    "    # Create your identifiers\n",
    "    identifiers = {}\n",
    "    for identifier in identifier_columns:\n",
    "        identifiers[identifier[1]] = models.InstrumentIdValue(\n",
    "            value=instrument[identifier[0]])\n",
    "    \n",
    "    # Build your request and add it to the dictionary\n",
    "    batch_upsert_request[instrument['instrument_name']] = models.InstrumentDefinition(\n",
    "        name=instrument['instrument_name'],\n",
    "        identifiers=identifiers)\n",
    "    \n",
    "# Call LUSID to upsert your instrument defintions\n",
    "instrument_response = api_factory.build(lusid.api.InstrumentsApi).upsert_instruments(request_body=batch_upsert_request)\n",
    "\n",
    "# Pretty print the response\n",
    "prettyprint.instrument_response(instrument_response)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 4. Set your Initial Holdings\n",
    "Now that you have your instrument universe populated you can load your initial holdings into your portfolio. 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": 14,
   "metadata": {
    "scrolled": true
   },
   "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>portfolio_code</th>\n",
       "      <th>instrument_name</th>\n",
       "      <th>quantity</th>\n",
       "      <th>price</th>\n",
       "      <th>currency</th>\n",
       "      <th>figi</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Global-Strategies</td>\n",
       "      <td>GBP_Cash</td>\n",
       "      <td>8336000</td>\n",
       "      <td>1.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Global-Strategies</td>\n",
       "      <td>Glencore_LondonStockEx_GLEN</td>\n",
       "      <td>905141</td>\n",
       "      <td>2.76</td>\n",
       "      <td>GBP</td>\n",
       "      <td>BBG001MM1KV4</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Global-Strategies</td>\n",
       "      <td>Kingfisher_LondonStockEx_KGF</td>\n",
       "      <td>1362038</td>\n",
       "      <td>2.28</td>\n",
       "      <td>GBP</td>\n",
       "      <td>BBG000BKH1W6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Global-Strategies</td>\n",
       "      <td>UKGiltTreasury_2.0_2025</td>\n",
       "      <td>405589</td>\n",
       "      <td>106.64</td>\n",
       "      <td>GBP</td>\n",
       "      <td>BBG0088JSC32</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>Global-Strategies</td>\n",
       "      <td>UKGiltTreasury_3.5_2045</td>\n",
       "      <td>266169</td>\n",
       "      <td>134.43</td>\n",
       "      <td>GBP</td>\n",
       "      <td>BBG006N6HZM7</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      portfolio_code               instrument_name  quantity  price currency  \\\n",
       "0  Global-Strategies                      GBP_Cash   8336000   1.00      GBP   \n",
       "1  Global-Strategies   Glencore_LondonStockEx_GLEN    905141   2.76      GBP   \n",
       "2  Global-Strategies  Kingfisher_LondonStockEx_KGF   1362038   2.28      GBP   \n",
       "3  Global-Strategies       UKGiltTreasury_2.0_2025    405589 106.64      GBP   \n",
       "4  Global-Strategies       UKGiltTreasury_3.5_2045    266169 134.43      GBP   \n",
       "\n",
       "           figi  \n",
       "0           NaN  \n",
       "1  BBG001MM1KV4  \n",
       "2  BBG000BKH1W6  \n",
       "3  BBG0088JSC32  \n",
       "4  BBG006N6HZM7  "
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "holdings = pd.read_csv('data/demo-holdings.csv')\n",
    "holdings.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now that you have imported your holdings you can add them to LUSID. You can do this by setting the holdings on a portfolio. \n",
    "\n",
    "Read more about how holdings are generated in LUSID here [LUSID Knowledge Base: The effect of holding adjustments](https://support.lusid.com/how-are-holdings-generate-by-lusid).\n",
    "\n",
    "First we will need to set an effective date from which our holdings are recorded, which we will set as five days ago from the start of the day in our London office, using our *\"LondonOpen\"* cut label.\n",
    "\n",
    "> Note that the \"Effective From\" time outputted is in UTC, so if the date used with the cut label coincides with daylight savings this may appear to be an hour out from our cut label, but this is only because our cut label uses the local time, and this is using UTC\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 our effective date and upsert your holdings into LUSID*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Effective date: 2023-09-27NLondonOpen-7035\n",
      "\n",
      "\u001b[1mHoldings Successfully Set for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mportfolio_demo\n",
      "\u001b[1mCode: \u001b[0mGlobal-Strategies\n",
      "\u001b[1mHoldings Effective From: \u001b[0m2018-01-01 00:00:00+00:00\n",
      "\u001b[1mHoldings Created On: \u001b[0m2023-10-02 16:02:42.988757+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "# Make the holdings effective date\n",
    "holdings_effective_date = date.today() - timedelta(days=5)\n",
    "holdings_cut_label_code = code[\"LondonOpen\"]\n",
    "\n",
    "holdings_effective_cut_label = cut_label_formatter(holdings_effective_date, holdings_cut_label_code)\n",
    "\n",
    "print(\"Effective date: \" + holdings_effective_cut_label + \"\\n\")\n",
    "\n",
    "# Iterate the portfolios in the holdings CSV, note in this case you only have one\n",
    "for portfolio in holdings['portfolio_code'].unique():\n",
    "    # Initialise a list to hold your adjustments\n",
    "    holding_adjustments = []\n",
    "    \n",
    "    # Iterate over the holdings in each portfolio\n",
    "    for index, holding in holdings.loc[holdings['portfolio_code'] == portfolio].iterrows():\n",
    "        \n",
    "        # Set your instrument identifiers based on whether or not instrument is cash\n",
    "        if 'Cash' in holding['instrument_name']:\n",
    "            identifier_key = 'Instrument/default/Currency'\n",
    "            identifer = holding['instrument_name'].split('_')[0]\n",
    "        else:\n",
    "            identifier_key = 'Instrument/default/Figi'\n",
    "            identifer = holding['figi']\n",
    "            \n",
    "        # Create your holding adjustment and append it to your list\n",
    "        holding_adjustments.append(\n",
    "            models.AdjustHoldingRequest(\n",
    "                instrument_identifiers={\n",
    "                    identifier_key: identifer},\n",
    "                tax_lots=[\n",
    "                    models.TargetTaxLotRequest(\n",
    "                        units=holding['quantity'],\n",
    "                        cost=models.CurrencyAndAmount(\n",
    "                            amount=holding['quantity'] * holding['price'],\n",
    "                            currency=holding['currency']),\n",
    "                        portfolio_cost=holding['quantity'] * holding['price'],\n",
    "                        price=holding['price'])\n",
    "                ]\n",
    "            )\n",
    "        )\n",
    "    \n",
    "    # Call LUSID to set your initial holdings\n",
    "    response = api_factory.build(lusid.api.TransactionPortfoliosApi).set_holdings(\n",
    "        scope=scope,\n",
    "        code=portfolio_code,\n",
    "        effective_at=holdings_effective_cut_label,\n",
    "        adjust_holding_request=holding_adjustments)\n",
    "\n",
    "    # Pretty print our response from LUSID\n",
    "    prettyprint.set_holdings_response(response, scope, portfolio)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 5. Get Output Transactions\n",
    "It is possible to see how LUSID has adjusted the holdings of our portfolio to meet our initial holdings by generating the output transactions from the portfolio. You can read more about output transactions here [LUSID Knowledge Base: Output Transactions](https://support.lusid.com/what-is-an-output-transaction-in-lusid).\n",
    "\n",
    "In order to build these transactions we need to set a start date and an end date - again we will use our London cut labels (LondonOpen and LondonClose) for these, as the holdings were set in the London office, and we will set our start and end dates to go with this cut label as 4 days either side of the effective date of our holdings.\n",
    "\n",
    "For further usage of the build transactions API call refer to the [LUSID API Docs: Build Output Transactions](https://docs.lusid.com/#operation/BuildTransactions).\n",
    "\n",
    "*Run the cell below to generate your output transactions*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "start date: 2023-09-23NLondonOpen-7035\n",
      "end date: 2023-10-01NLondonClose-7035\n",
      "\n",
      "\u001b[91m\u001b[1mOutput Transactions for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mportfolio_demo\n",
      "\u001b[1mCode: \u001b[0mGlobal-Strategies-7035\n",
      "\n"
     ]
    },
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       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>Glencore_LondonStockEx_GLEN</td>\n",
       "      <td>905141.00</td>\n",
       "      <td>2.76</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>Kingfisher_LondonStockEx_KGF</td>\n",
       "      <td>1362038.00</td>\n",
       "      <td>2.28</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>UKGiltTreasury_2.0_2025</td>\n",
       "      <td>405589.00</td>\n",
       "      <td>106.64</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>UKGiltTreasury_3.5_2045</td>\n",
       "      <td>266169.00</td>\n",
       "      <td>134.43</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>UKGiltTreasury_3.75_2021</td>\n",
       "      <td>661713.00</td>\n",
       "      <td>108.13</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>UKGiltTreasury_4.5_2034</td>\n",
       "      <td>77481.00</td>\n",
       "      <td>140.57</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>USTreasury_2.00_2021</td>\n",
       "      <td>1440244.00</td>\n",
       "      <td>97.90</td>\n",
       "      <td>USD</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>BurfordCapital_LondonStockEx_BUR</td>\n",
       "      <td>853486.00</td>\n",
       "      <td>14.06</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>EKFDiagnostics_LondonStockEx_EKF</td>\n",
       "      <td>925925.00</td>\n",
       "      <td>0.27</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>JustEat_LondonStockEx_JE</td>\n",
       "      <td>4860907.00</td>\n",
       "      <td>5.46</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>MicroFocus_LondonStockEx_MCRO</td>\n",
       "      <td>687994.00</td>\n",
       "      <td>14.54</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>RELXGroup_LondonStockEx_REL</td>\n",
       "      <td>494343.00</td>\n",
       "      <td>15.98</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>Sage_LondonStockEx_SGE</td>\n",
       "      <td>2599653.00</td>\n",
       "      <td>5.77</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>WPP_LondonStockEx_WPP</td>\n",
       "      <td>2956000.00</td>\n",
       "      <td>8.71</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>USD</td>\n",
       "      <td>23000000.00</td>\n",
       "      <td>1.00</td>\n",
       "      <td>USD</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>2023-09-27T08:00:00.0000000+00:00</td>\n",
       "      <td>AdjustmentIncrease</td>\n",
       "      <td>USTreasury_6.875_2025</td>\n",
       "      <td>534049.00</td>\n",
       "      <td>124.52</td>\n",
       "      <td>USD</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>2023-09-27 08:00:00+00:00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaT</td>\n",
       "      <td>NaT</td>\n",
       "      <td>NaN</td>\n",
       "      <td>50366732.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaT</td>\n",
       "      <td>NaT</td>\n",
       "      <td>NaN</td>\n",
       "      <td>784.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaT</td>\n",
       "      <td>NaT</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                       Transaction ID    Transaction Type  \\\n",
       "0   2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "1   2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "2   2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "3   2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "4   2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "5   2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "6   2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "7   2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "8   2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "9   2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "10  2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "11  2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "12  2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "13  2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "14  2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "15  2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "16  2023-09-27T08:00:00.0000000+00:00  AdjustmentIncrease   \n",
       "17                                NaN                 NaN   \n",
       "18                                NaN                 NaN   \n",
       "19                                NaN                 NaN   \n",
       "\n",
       "             Instrument/default/Name       Units  Price Currency  \\\n",
       "0                                GBP  8336000.00   1.00      GBP   \n",
       "1        Glencore_LondonStockEx_GLEN   905141.00   2.76      GBP   \n",
       "2       Kingfisher_LondonStockEx_KGF  1362038.00   2.28      GBP   \n",
       "3            UKGiltTreasury_2.0_2025   405589.00 106.64      GBP   \n",
       "4            UKGiltTreasury_3.5_2045   266169.00 134.43      GBP   \n",
       "5           UKGiltTreasury_3.75_2021   661713.00 108.13      GBP   \n",
       "6            UKGiltTreasury_4.5_2034    77481.00 140.57      GBP   \n",
       "7               USTreasury_2.00_2021  1440244.00  97.90      USD   \n",
       "8   BurfordCapital_LondonStockEx_BUR   853486.00  14.06      GBP   \n",
       "9   EKFDiagnostics_LondonStockEx_EKF   925925.00   0.27      GBP   \n",
       "10          JustEat_LondonStockEx_JE  4860907.00   5.46      GBP   \n",
       "11     MicroFocus_LondonStockEx_MCRO   687994.00  14.54      GBP   \n",
       "12       RELXGroup_LondonStockEx_REL   494343.00  15.98      GBP   \n",
       "13            Sage_LondonStockEx_SGE  2599653.00   5.77      GBP   \n",
       "14             WPP_LondonStockEx_WPP  2956000.00   8.71      GBP   \n",
       "15                               USD 23000000.00   1.00      USD   \n",
       "16             USTreasury_6.875_2025   534049.00 124.52      USD   \n",
       "17                               NaN         NaN    NaN      NaN   \n",
       "18                               NaN         NaN    NaN      NaN   \n",
       "19                               NaN         NaN    NaN      NaN   \n",
       "\n",
       "            Transaction Date           Settlement Date  Realised Gain Loss  \\\n",
       "0  2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "1  2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "2  2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "3  2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "4  2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "5  2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "6  2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "7  2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "8  2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "9  2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "10 2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "11 2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "12 2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "13 2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "14 2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "15 2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "16 2023-09-27 08:00:00+00:00 2023-09-27 08:00:00+00:00                 NaN   \n",
       "17                       NaT                       NaT                 NaN   \n",
       "18                       NaT                       NaT                 NaN   \n",
       "19                       NaT                       NaT                 NaN   \n",
       "\n",
       "             0  \n",
       "0          NaN  \n",
       "1          NaN  \n",
       "2          NaN  \n",
       "3          NaN  \n",
       "4          NaN  \n",
       "5          NaN  \n",
       "6          NaN  \n",
       "7          NaN  \n",
       "8          NaN  \n",
       "9          NaN  \n",
       "10         NaN  \n",
       "11         NaN  \n",
       "12         NaN  \n",
       "13         NaN  \n",
       "14         NaN  \n",
       "15         NaN  \n",
       "16         NaN  \n",
       "17 50366732.00  \n",
       "18      784.01  \n",
       "19        0.00  "
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Set start date cut label\n",
    "start_date_label = cut_label_formatter(\n",
    "        holdings_effective_date-timedelta(days=4),\n",
    "        code[\"LondonOpen\"])\n",
    "# Set end date cut label\n",
    "end_date_label = end_date=cut_label_formatter(\n",
    "        holdings_effective_date+timedelta(days=4),\n",
    "        code[\"LondonClose\"])\n",
    "\n",
    "print(\"start date: \" + start_date_label)\n",
    "print(\"end date: \" + end_date_label + \"\\n\")\n",
    "\n",
    "# Set our query parameters to build your transactions\n",
    "query_params = models.TransactionQueryParameters(\n",
    "    start_date=start_date_label,\n",
    "    end_date=end_date_label,\n",
    "    query_mode='TradeDate',\n",
    "    show_cancelled_transactions=None)\n",
    "\n",
    "# Call LUSID to build your output transactions\n",
    "response = api_factory.build(lusid.api.TransactionPortfoliosApi).build_transactions(\n",
    "    scope=scope,\n",
    "    code=portfolio_code,\n",
    "    property_keys=['Instrument/default/Name'],\n",
    "    transaction_query_parameters=query_params\n",
    ")\n",
    "\n",
    "# Pretty print your output transactions\n",
    "prettyprint.output_transactions(response, scope, portfolio_code, ['Instrument/default/Name'])"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 6. Add your Transactions Throughout the Day\n",
    "Now that you have set your initial holdings you are ready to take on some transactions. You have made several trades over the last day in each office that you would like to add to LUSID. You will import these from a CSV file and split them up into the different regions. Note that this can also be done by importing 3 separate CSV files, or any other data store.\n",
    "\n",
    "*Run the cell below to import your transactions*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {
    "scrolled": true
   },
   "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>portfolio_code</th>\n",
       "      <th>transaction_id</th>\n",
       "      <th>instrument_name</th>\n",
       "      <th>transaction_description</th>\n",
       "      <th>transaction_type</th>\n",
       "      <th>transaction_units</th>\n",
       "      <th>transaction_price</th>\n",
       "      <th>transaction_currency</th>\n",
       "      <th>transaction_strategy</th>\n",
       "      <th>transaction_cost</th>\n",
       "      <th>figi</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Global-Strategies</td>\n",
       "      <td>tid_329432525234324</td>\n",
       "      <td>Kingfisher_LondonStockEx_KGF</td>\n",
       "      <td>Equity Sale</td>\n",
       "      <td>Sell</td>\n",
       "      <td>325000</td>\n",
       "      <td>2.35</td>\n",
       "      <td>GBP</td>\n",
       "      <td>quantitativeSignal</td>\n",
       "      <td>762125.00</td>\n",
       "      <td>BBG000BKH1W6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Global-Strategies</td>\n",
       "      <td>tid_325452342424500</td>\n",
       "      <td>UKGiltTreasury_4.5_2034</td>\n",
       "      <td>Equity Purchase</td>\n",
       "      <td>Buy</td>\n",
       "      <td>10501</td>\n",
       "      <td>140.57</td>\n",
       "      <td>GBP</td>\n",
       "      <td>incomeRequirements</td>\n",
       "      <td>1476146.57</td>\n",
       "      <td>BBG0000D14P3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Global-Strategies</td>\n",
       "      <td>tid_234295929052090</td>\n",
       "      <td>UKGiltTreasury_3.75_2021</td>\n",
       "      <td>Equity Purchase</td>\n",
       "      <td>Buy</td>\n",
       "      <td>24000</td>\n",
       "      <td>109.13</td>\n",
       "      <td>GBP</td>\n",
       "      <td>incomeRequirements</td>\n",
       "      <td>2619024.00</td>\n",
       "      <td>BBG001KKJLR4</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Global-Strategies</td>\n",
       "      <td>tid_234942982496001</td>\n",
       "      <td>USTreasury_2.00_2021</td>\n",
       "      <td>Equity Sale</td>\n",
       "      <td>Sell</td>\n",
       "      <td>57000</td>\n",
       "      <td>97.80</td>\n",
       "      <td>USD</td>\n",
       "      <td>internationalExposure</td>\n",
       "      <td>5574600.00</td>\n",
       "      <td>BBG00FN3B5K8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>Global-Strategies</td>\n",
       "      <td>tid_121309590059995</td>\n",
       "      <td>BP_LondonStockEx_BP</td>\n",
       "      <td>Equity Purchase</td>\n",
       "      <td>Buy</td>\n",
       "      <td>50000</td>\n",
       "      <td>5.29</td>\n",
       "      <td>GBP</td>\n",
       "      <td>fundamentalAnalysis</td>\n",
       "      <td>264350.00</td>\n",
       "      <td>BBG000C05BD1</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      portfolio_code       transaction_id               instrument_name  \\\n",
       "0  Global-Strategies  tid_329432525234324  Kingfisher_LondonStockEx_KGF   \n",
       "1  Global-Strategies  tid_325452342424500       UKGiltTreasury_4.5_2034   \n",
       "2  Global-Strategies  tid_234295929052090      UKGiltTreasury_3.75_2021   \n",
       "3  Global-Strategies  tid_234942982496001          USTreasury_2.00_2021   \n",
       "4  Global-Strategies  tid_121309590059995           BP_LondonStockEx_BP   \n",
       "\n",
       "  transaction_description transaction_type  transaction_units  \\\n",
       "0             Equity Sale             Sell             325000   \n",
       "1         Equity Purchase              Buy              10501   \n",
       "2         Equity Purchase              Buy              24000   \n",
       "3             Equity Sale             Sell              57000   \n",
       "4         Equity Purchase              Buy              50000   \n",
       "\n",
       "   transaction_price transaction_currency   transaction_strategy  \\\n",
       "0               2.35                  GBP     quantitativeSignal   \n",
       "1             140.57                  GBP     incomeRequirements   \n",
       "2             109.13                  GBP     incomeRequirements   \n",
       "3              97.80                  USD  internationalExposure   \n",
       "4               5.29                  GBP    fundamentalAnalysis   \n",
       "\n",
       "   transaction_cost          figi  \n",
       "0         762125.00  BBG000BKH1W6  \n",
       "1        1476146.57  BBG0000D14P3  \n",
       "2        2619024.00  BBG001KKJLR4  \n",
       "3        5574600.00  BBG00FN3B5K8  \n",
       "4         264350.00  BBG000C05BD1  "
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "daily_transactions = pd.read_csv('data/demo-transactions-2.csv')\n",
    "\n",
    "daily_transactions_LDN =  daily_transactions.iloc[0:2,:]\n",
    "daily_transactions_NY = daily_transactions.iloc[2:4,:]\n",
    "daily_transactions_SG = daily_transactions.iloc[4:6,:]\n",
    "\n",
    "daily_transactions.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now that we have imported our transactions we can upsert them into LUSID. \n",
    "\n",
    "We will define a function to do this, and then upsert the transactions from each timezone using the respective cut labels to set our transaction and settlement dates.\n",
    "\n",
    "Read more about transactions here [LUSID Knowledge Base: Transactions](https://support.lusid.com/what-is-a-transaction). \n",
    "\n",
    "> Again note that the \"Effective From\" time outputted is in UTC, so if the date used with the cut label coincides with daylight savings this may appear to be an hour out from our cut label and the times shown in our diagram, but this is only because our cut label uses the local time, and this is using UTC\n",
    "\n",
    "For further usage of the upsert transactions API call refer to the [LUSID API Docs: Upsert Transactions](https://docs.lusid.com/#operation/UpsertTransactions).\n",
    "\n",
    "*Run the cell below to define our function to upsert transactions*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Set your transaction and settlement dates\n",
    "transaction_date = date.today()-timedelta(days=1)\n",
    "settlement_date = transaction_date+timedelta(days=2)\n",
    "\n",
    "def add_transaction(cut_label_display_name, timezone_transactions):\n",
    "    # Turn them into cut labels\n",
    "    transaction_cut_label = cut_label_formatter(transaction_date, code[cut_label_display_name])\n",
    "    settlement_cut_label = cut_label_formatter(settlement_date, code[cut_label_display_name])\n",
    "\n",
    "    print(\"Transaction date: \" + transaction_cut_label)\n",
    "    print(\"Settlement date: \" + settlement_cut_label + \"\\n\")\n",
    "\n",
    "    # Iterate over the portfolios in our transactions file, in this case only one\n",
    "    for portfolio in timezone_transactions['portfolio_code'].unique():\n",
    "\n",
    "        # Initialise a list to hold your transaction requests\n",
    "        transactions = []\n",
    "\n",
    "        # Iterate over the transactions in the portfolio\n",
    "        for index, transaction in timezone_transactions.loc[timezone_transactions['portfolio_code'] == portfolio].iterrows():\n",
    "\n",
    "            # Append your request to the list\n",
    "            transactions.append(models.TransactionRequest(\n",
    "                transaction_id=transaction['transaction_id'],\n",
    "                type=transaction['transaction_type'],\n",
    "                instrument_identifiers={\n",
    "                    'Instrument/default/Figi': transaction['figi']\n",
    "                },\n",
    "                transaction_date=transaction_cut_label,\n",
    "                settlement_date=settlement_cut_label,\n",
    "                units=transaction['transaction_units'],\n",
    "                transaction_price=models.TransactionPrice(\n",
    "                      price=transaction['transaction_price'],\n",
    "                      type='Price'),\n",
    "                total_consideration=models.CurrencyAndAmount(\n",
    "                  amount=transaction['transaction_cost'],\n",
    "                  currency=transaction['transaction_currency']),\n",
    "                 source='Default',\n",
    "                 transaction_currency=transaction['transaction_currency']))\n",
    "\n",
    "        # Call LUSID to upsert your transactions for this portfolio\n",
    "        response = api_factory.build(lusid.api.TransactionPortfoliosApi).upsert_transactions(\n",
    "            scope=scope,\n",
    "            code=portfolio_code,\n",
    "            transaction_request=transactions)\n",
    "\n",
    "        # Print the response from LUSID using pretty formatting \n",
    "        prettyprint.transactions_response(\n",
    "            response,\n",
    "            scope,\n",
    "            portfolio_code)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*Run the cell below to upsert our London transactions into LUSID*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Transaction date: 2023-10-01NLondonClose-7035\n",
      "Settlement date: 2023-10-03NLondonClose-7035\n",
      "\n",
      "\u001b[1mTransactions Successfully Upserted into Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mportfolio_demo\n",
      "\u001b[1mCode: \u001b[0mGlobal-Strategies-7035\n",
      "\u001b[1mTransactions Effective From: \u001b[0m2023-10-01 16:00:00+00:00\n",
      "\u001b[1mTransactions Created On: \u001b[0m2023-10-02 16:02:44.437370+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "add_transaction(\"LondonClose\", daily_transactions_LDN)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*Run the cell below to upsert our New York transactions into LUSID*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Transaction date: 2023-10-01NNewYorkClose-7035\n",
      "Settlement date: 2023-10-03NNewYorkClose-7035\n",
      "\n",
      "\u001b[1mTransactions Successfully Upserted into Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mportfolio_demo\n",
      "\u001b[1mCode: \u001b[0mGlobal-Strategies-7035\n",
      "\u001b[1mTransactions Effective From: \u001b[0m2023-10-01 21:00:00+00:00\n",
      "\u001b[1mTransactions Created On: \u001b[0m2023-10-02 16:02:45.000579+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "add_transaction(\"NewYorkClose\", daily_transactions_NY)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*Run the cell below to upsert our Singapore transactions into LUSID*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Transaction date: 2023-10-01NSingaporeClose-7035\n",
      "Settlement date: 2023-10-03NSingaporeClose-7035\n",
      "\n",
      "\u001b[1mTransactions Successfully Upserted into Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mportfolio_demo\n",
      "\u001b[1mCode: \u001b[0mGlobal-Strategies-7035\n",
      "\u001b[1mTransactions Effective From: \u001b[0m2023-10-01 09:00:00+00:00\n",
      "\u001b[1mTransactions Created On: \u001b[0m2023-10-02 16:02:45.563612+00:00\n",
      "\n"
     ]
    }
   ],
   "source": [
    "add_transaction(\"SingaporeClose\", daily_transactions_SG)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 7. Retrieve your Transactions\n",
    "So now we've made our transactions, but because they all occurred at different times in different time zones, it can be difficult to figure out when transactions from one time zone occurred in another. Each of our transactions occur at the closing time of each office in their respective time zones (again noting that the *\"Effective From\"* above is in UTC).\n",
    "\n",
    "We can visualise our transactions happening as below, with the transactions for each region shown in green:\n",
    "\n",
    "![image.png](img/cut-labels-timezones-with-transactions.png)\n",
    "\n",
    "We can now go back and look at the transactions countained in our portfolio, and we can get these transactions over a given interval of effective time. Therefore we will look at the transactions occuring between the opening and closing times at each of our offices, using our cut labels.\n",
    "\n",
    "Like when we added our transactions, we will first define a function to do this, and then retrieve our transactions for each of our cut labels.\n",
    "\n",
    "From the above timeline, we should expect to see just the Singapore transactions over the Singapore working day, the Singapore and London transactions in London, and the London and New York transactions in New York. The good news is - LUSID works this all out for us!\n",
    "\n",
    "For further usage of the get transactions API call refer to the [LUSID API Docs: Get Transactions](https://docs.lusid.com/#operation/GetTransactions).\n",
    "                                                                                                   \n",
    "*Run the cell below to define our function to get your transactions*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {},
   "outputs": [],
   "source": [
    "def retrieve_transactions(open_cut_label_display_name, close_cut_label_display_name):\n",
    "    open_formatted = cut_label_formatter(transaction_date, code[open_cut_label_display_name])\n",
    "    close_formatted = cut_label_formatter(transaction_date, code[close_cut_label_display_name])\n",
    "\n",
    "    # Call LUSID to get your transactions made between these cut labels\n",
    "    response = api_factory.build(lusid.api.TransactionPortfoliosApi).get_transactions(\n",
    "        scope=scope,\n",
    "        code=portfolio_code,\n",
    "        from_transaction_date=open_formatted, \n",
    "        to_transaction_date=close_formatted)\n",
    "\n",
    "    # Pretty print the response\n",
    "    print(\"Transactions occuring during London working day: \\n\")\n",
    "    return prettyprint.get_transactions_response(\n",
    "        response,\n",
    "        scope,\n",
    "        portfolio_code,\n",
    "        [])"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*Run the cell below to get your transactions throughout the day in London*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Transactions occuring during London working day: \n",
      "\n",
      "\u001b[91m\u001b[1mTransactions Retrieved from Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0m portfolio_demo\n",
      "\u001b[1mCode: \u001b[0m Global-Strategies-7035 \n",
      "\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",
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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>Transaction ID</th>\n",
       "      <th>Transaction Type</th>\n",
       "      <th>Transaction/default/SourcePortfolioId</th>\n",
       "      <th>Transaction/default/SourcePortfolioScope</th>\n",
       "      <th>Units</th>\n",
       "      <th>Price</th>\n",
       "      <th>Currency</th>\n",
       "      <th>Transaction Date</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>tid_121309590059995</td>\n",
       "      <td>Buy</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>50000.00</td>\n",
       "      <td>5.29</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-10-01 09:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>tid_124319009950924</td>\n",
       "      <td>Sell</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>-28000.00</td>\n",
       "      <td>98.10</td>\n",
       "      <td>USD</td>\n",
       "      <td>2023-10-01 09:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>tid_329432525234324</td>\n",
       "      <td>Sell</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>325000.00</td>\n",
       "      <td>2.35</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-10-01 16:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>tid_325452342424500</td>\n",
       "      <td>Buy</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>10501.00</td>\n",
       "      <td>140.57</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-10-01 16:00:00+00:00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "        Transaction ID Transaction Type Transaction/default/SourcePortfolioId  \\\n",
       "0  tid_121309590059995              Buy                Global-Strategies-7035   \n",
       "1  tid_124319009950924             Sell                Global-Strategies-7035   \n",
       "2  tid_329432525234324             Sell                Global-Strategies-7035   \n",
       "3  tid_325452342424500              Buy                Global-Strategies-7035   \n",
       "\n",
       "  Transaction/default/SourcePortfolioScope     Units  Price Currency  \\\n",
       "0                           portfolio_demo  50000.00   5.29      GBP   \n",
       "1                           portfolio_demo -28000.00  98.10      USD   \n",
       "2                           portfolio_demo 325000.00   2.35      GBP   \n",
       "3                           portfolio_demo  10501.00 140.57      GBP   \n",
       "\n",
       "           Transaction Date  \n",
       "0 2023-10-01 09:00:00+00:00  \n",
       "1 2023-10-01 09:00:00+00:00  \n",
       "2 2023-10-01 16:00:00+00:00  \n",
       "3 2023-10-01 16:00:00+00:00  "
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "retrieve_transactions(\"LondonOpen\", \"LondonClose\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*Run the cell below to get your transactions throughout the day in New York*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Transactions occuring during London working day: \n",
      "\n",
      "\u001b[91m\u001b[1mTransactions Retrieved from Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0m portfolio_demo\n",
      "\u001b[1mCode: \u001b[0m Global-Strategies-7035 \n",
      "\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
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       "  <thead>\n",
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       "      <th></th>\n",
       "      <th>Transaction ID</th>\n",
       "      <th>Transaction Type</th>\n",
       "      <th>Transaction/default/SourcePortfolioId</th>\n",
       "      <th>Transaction/default/SourcePortfolioScope</th>\n",
       "      <th>Units</th>\n",
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       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>tid_329432525234324</td>\n",
       "      <td>Sell</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>325000.00</td>\n",
       "      <td>2.35</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-10-01 16:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>tid_325452342424500</td>\n",
       "      <td>Buy</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>10501.00</td>\n",
       "      <td>140.57</td>\n",
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       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>tid_234295929052090</td>\n",
       "      <td>Buy</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>24000.00</td>\n",
       "      <td>109.13</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-10-01 21:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>tid_234942982496001</td>\n",
       "      <td>Sell</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>57000.00</td>\n",
       "      <td>97.80</td>\n",
       "      <td>USD</td>\n",
       "      <td>2023-10-01 21:00:00+00:00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "        Transaction ID Transaction Type Transaction/default/SourcePortfolioId  \\\n",
       "0  tid_329432525234324             Sell                Global-Strategies-7035   \n",
       "1  tid_325452342424500              Buy                Global-Strategies-7035   \n",
       "2  tid_234295929052090              Buy                Global-Strategies-7035   \n",
       "3  tid_234942982496001             Sell                Global-Strategies-7035   \n",
       "\n",
       "  Transaction/default/SourcePortfolioScope     Units  Price Currency  \\\n",
       "0                           portfolio_demo 325000.00   2.35      GBP   \n",
       "1                           portfolio_demo  10501.00 140.57      GBP   \n",
       "2                           portfolio_demo  24000.00 109.13      GBP   \n",
       "3                           portfolio_demo  57000.00  97.80      USD   \n",
       "\n",
       "           Transaction Date  \n",
       "0 2023-10-01 16:00:00+00:00  \n",
       "1 2023-10-01 16:00:00+00:00  \n",
       "2 2023-10-01 21:00:00+00:00  \n",
       "3 2023-10-01 21:00:00+00:00  "
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "retrieve_transactions(\"NewYorkOpen\", \"NewYorkClose\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*Run the cell below to get your transactions throughout the day in Singapore*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Transactions occuring during London working day: \n",
      "\n",
      "\u001b[91m\u001b[1mTransactions Retrieved from Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0m portfolio_demo\n",
      "\u001b[1mCode: \u001b[0m Global-Strategies-7035 \n",
      "\n"
     ]
    },
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Transaction ID</th>\n",
       "      <th>Transaction Type</th>\n",
       "      <th>Transaction/default/SourcePortfolioId</th>\n",
       "      <th>Transaction/default/SourcePortfolioScope</th>\n",
       "      <th>Units</th>\n",
       "      <th>Price</th>\n",
       "      <th>Currency</th>\n",
       "      <th>Transaction Date</th>\n",
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>tid_121309590059995</td>\n",
       "      <td>Buy</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>50000.00</td>\n",
       "      <td>5.29</td>\n",
       "      <td>GBP</td>\n",
       "      <td>2023-10-01 09:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>tid_124319009950924</td>\n",
       "      <td>Sell</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>-28000.00</td>\n",
       "      <td>98.10</td>\n",
       "      <td>USD</td>\n",
       "      <td>2023-10-01 09:00:00+00:00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "        Transaction ID Transaction Type Transaction/default/SourcePortfolioId  \\\n",
       "0  tid_121309590059995              Buy                Global-Strategies-7035   \n",
       "1  tid_124319009950924             Sell                Global-Strategies-7035   \n",
       "\n",
       "  Transaction/default/SourcePortfolioScope     Units  Price Currency  \\\n",
       "0                           portfolio_demo  50000.00   5.29      GBP   \n",
       "1                           portfolio_demo -28000.00  98.10      USD   \n",
       "\n",
       "           Transaction Date  \n",
       "0 2023-10-01 09:00:00+00:00  \n",
       "1 2023-10-01 09:00:00+00:00  "
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "retrieve_transactions(\"SingaporeOpen\", \"SingaporeClose\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 8. Retrieve your Holdings\n",
    "We can see how these transactions have affected your holdings by trying to retrieve the holdings of your portfolio. \n",
    "\n",
    "Again, it can be quite difficult to see how our transactions have changed our initial holdings at different times in each time zone, but again LUSID does the hard work for us - all we need to do is provide the cut label for the time at which we would like to retrieve our holdings. \n",
    "\n",
    "We will retrieve the holdings at the closing time for each office using our cut labels by first defining our function, and then passing in our cut labels.\n",
    "\n",
    "At each closing time, the holdings will be the initial holdings plus the modifications due to each transaction occuring *before* the closing time (the time at which the holdings are retrieved) - the above diagram should help clarify this.\n",
    "\n",
    "For further usage of the get holdings API call refer to the [LUSID API Docs: Get Holdings](https://docs.lusid.com/#operation/GetHoldings).\n",
    "\n",
    "*Run the cell below to get our holdings from our portfolio at the end of the day in London*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {},
   "outputs": [],
   "source": [
    "def retrieve_holdings(cut_label_display_name):\n",
    "    cut_label_formatted = cut_label_formatter(transaction_date, code[cut_label_display_name])\n",
    "    \n",
    "    result = api_factory.build(lusid.api.TransactionPortfoliosApi).get_holdings(\n",
    "        scope=scope,\n",
    "        code=portfolio_code,\n",
    "        property_keys=['Instrument/default/Name'],\n",
    "        effective_at=cut_label_formatted)\n",
    "\n",
    "    print(\"Effective at: \" + cut_label_formatted + \"\\n\")\n",
    "    return prettyprint.holdings_response(result, scope, portfolio_code)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "At London Close, our holdings will include the modifications from both the Singapore and London transactions.\n",
    "\n",
    "*Run the cell below to get our holdings from our portfolio at the end of the day in London*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Effective at: 2023-10-01NLondonClose-7035\n",
      "\n",
      "\u001b[1mHoldings for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mportfolio_demo\n",
      "\u001b[1mCode: \u001b[0mGlobal-Strategies-7035\n",
      "\n"
     ]
    },
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Instrument/default/Name</th>\n",
       "      <th>Holding/default/SourcePortfolioId</th>\n",
       "      <th>Holding/default/SourcePortfolioScope</th>\n",
       "      <th>Units</th>\n",
       "      <th>Cost</th>\n",
       "      <th>Currency</th>\n",
       "      <th>Unsettled Transaction Id</th>\n",
       "      <th>Settlement Date</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>GBP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>8336000.00</td>\n",
       "      <td>8336000.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Glencore_LondonStockEx_GLEN</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>905141.00</td>\n",
       "      <td>2499999.44</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Kingfisher_LondonStockEx_KGF</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>1037038.00</td>\n",
       "      <td>2360298.49</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>UKGiltTreasury_2.0_2025</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>405589.00</td>\n",
       "      <td>43250794.19</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>UKGiltTreasury_3.5_2045</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>266169.00</td>\n",
       "      <td>35781897.18</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>UKGiltTreasury_3.75_2021</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>661713.00</td>\n",
       "      <td>71548379.84</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>UKGiltTreasury_4.5_2034</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>87982.00</td>\n",
       "      <td>12367805.70</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>USTreasury_2.00_2021</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>1468244.00</td>\n",
       "      <td>143746687.60</td>\n",
       "      <td>USD</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>BurfordCapital_LondonStockEx_BUR</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>853486.00</td>\n",
       "      <td>12000013.16</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>EKFDiagnostics_LondonStockEx_EKF</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>925925.00</td>\n",
       "      <td>249999.75</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>JustEat_LondonStockEx_JE</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>4860907.00</td>\n",
       "      <td>26559995.85</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>MicroFocus_LondonStockEx_MCRO</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>687994.00</td>\n",
       "      <td>9999992.79</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>RELXGroup_LondonStockEx_REL</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>494343.00</td>\n",
       "      <td>7899601.14</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>Sage_LondonStockEx_SGE</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>2599653.00</td>\n",
       "      <td>14999997.81</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>WPP_LondonStockEx_WPP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>2956000.00</td>\n",
       "      <td>25746760.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>USD</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>23000000.00</td>\n",
       "      <td>23000000.00</td>\n",
       "      <td>USD</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>USTreasury_6.875_2025</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>534049.00</td>\n",
       "      <td>66499781.48</td>\n",
       "      <td>USD</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>BP_LondonStockEx_BP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>50000.00</td>\n",
       "      <td>264350.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>GBP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>-264350.00</td>\n",
       "      <td>-264350.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>tid_121309590059995</td>\n",
       "      <td>2023-10-03 09:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>USD</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>2746800.00</td>\n",
       "      <td>2746800.00</td>\n",
       "      <td>USD</td>\n",
       "      <td>tid_124319009950924</td>\n",
       "      <td>2023-10-03 09:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20</th>\n",
       "      <td>GBP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>762125.00</td>\n",
       "      <td>762125.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>tid_329432525234324</td>\n",
       "      <td>2023-10-03 16:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21</th>\n",
       "      <td>GBP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>-1476146.57</td>\n",
       "      <td>-1476146.57</td>\n",
       "      <td>GBP</td>\n",
       "      <td>tid_325452342424500</td>\n",
       "      <td>2023-10-03 16:00:00+00:00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "             Instrument/default/Name Holding/default/SourcePortfolioId  \\\n",
       "0                                GBP            Global-Strategies-7035   \n",
       "1        Glencore_LondonStockEx_GLEN            Global-Strategies-7035   \n",
       "2       Kingfisher_LondonStockEx_KGF            Global-Strategies-7035   \n",
       "3            UKGiltTreasury_2.0_2025            Global-Strategies-7035   \n",
       "4            UKGiltTreasury_3.5_2045            Global-Strategies-7035   \n",
       "5           UKGiltTreasury_3.75_2021            Global-Strategies-7035   \n",
       "6            UKGiltTreasury_4.5_2034            Global-Strategies-7035   \n",
       "7               USTreasury_2.00_2021            Global-Strategies-7035   \n",
       "8   BurfordCapital_LondonStockEx_BUR            Global-Strategies-7035   \n",
       "9   EKFDiagnostics_LondonStockEx_EKF            Global-Strategies-7035   \n",
       "10          JustEat_LondonStockEx_JE            Global-Strategies-7035   \n",
       "11     MicroFocus_LondonStockEx_MCRO            Global-Strategies-7035   \n",
       "12       RELXGroup_LondonStockEx_REL            Global-Strategies-7035   \n",
       "13            Sage_LondonStockEx_SGE            Global-Strategies-7035   \n",
       "14             WPP_LondonStockEx_WPP            Global-Strategies-7035   \n",
       "15                               USD            Global-Strategies-7035   \n",
       "16             USTreasury_6.875_2025            Global-Strategies-7035   \n",
       "17               BP_LondonStockEx_BP            Global-Strategies-7035   \n",
       "18                               GBP            Global-Strategies-7035   \n",
       "19                               USD            Global-Strategies-7035   \n",
       "20                               GBP            Global-Strategies-7035   \n",
       "21                               GBP            Global-Strategies-7035   \n",
       "\n",
       "   Holding/default/SourcePortfolioScope       Units         Cost Currency  \\\n",
       "0                        portfolio_demo  8336000.00   8336000.00      GBP   \n",
       "1                        portfolio_demo   905141.00   2499999.44      GBP   \n",
       "2                        portfolio_demo  1037038.00   2360298.49      GBP   \n",
       "3                        portfolio_demo   405589.00  43250794.19      GBP   \n",
       "4                        portfolio_demo   266169.00  35781897.18      GBP   \n",
       "5                        portfolio_demo   661713.00  71548379.84      GBP   \n",
       "6                        portfolio_demo    87982.00  12367805.70      GBP   \n",
       "7                        portfolio_demo  1468244.00 143746687.60      USD   \n",
       "8                        portfolio_demo   853486.00  12000013.16      GBP   \n",
       "9                        portfolio_demo   925925.00    249999.75      GBP   \n",
       "10                       portfolio_demo  4860907.00  26559995.85      GBP   \n",
       "11                       portfolio_demo   687994.00   9999992.79      GBP   \n",
       "12                       portfolio_demo   494343.00   7899601.14      GBP   \n",
       "13                       portfolio_demo  2599653.00  14999997.81      GBP   \n",
       "14                       portfolio_demo  2956000.00  25746760.00      GBP   \n",
       "15                       portfolio_demo 23000000.00  23000000.00      USD   \n",
       "16                       portfolio_demo   534049.00  66499781.48      USD   \n",
       "17                       portfolio_demo    50000.00    264350.00      GBP   \n",
       "18                       portfolio_demo  -264350.00   -264350.00      GBP   \n",
       "19                       portfolio_demo  2746800.00   2746800.00      USD   \n",
       "20                       portfolio_demo   762125.00    762125.00      GBP   \n",
       "21                       portfolio_demo -1476146.57  -1476146.57      GBP   \n",
       "\n",
       "   Unsettled Transaction Id            Settlement Date  \n",
       "0                         -                          -  \n",
       "1                         -                          -  \n",
       "2                         -                          -  \n",
       "3                         -                          -  \n",
       "4                         -                          -  \n",
       "5                         -                          -  \n",
       "6                         -                          -  \n",
       "7                         -                          -  \n",
       "8                         -                          -  \n",
       "9                         -                          -  \n",
       "10                        -                          -  \n",
       "11                        -                          -  \n",
       "12                        -                          -  \n",
       "13                        -                          -  \n",
       "14                        -                          -  \n",
       "15                        -                          -  \n",
       "16                        -                          -  \n",
       "17                        -                          -  \n",
       "18      tid_121309590059995  2023-10-03 09:00:00+00:00  \n",
       "19      tid_124319009950924  2023-10-03 09:00:00+00:00  \n",
       "20      tid_329432525234324  2023-10-03 16:00:00+00:00  \n",
       "21      tid_325452342424500  2023-10-03 16:00:00+00:00  "
      ]
     },
     "execution_count": 27,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "retrieve_holdings(\"LondonClose\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "At New York Close, our holdings will include the modifications from all our transactions.\n",
    "\n",
    "*Run the cell below to get our holdings from our portfolio at the end of the day in New York*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Effective at: 2023-10-01NNewYorkClose-7035\n",
      "\n",
      "\u001b[1mHoldings for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mportfolio_demo\n",
      "\u001b[1mCode: \u001b[0mGlobal-Strategies-7035\n",
      "\n"
     ]
    },
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Instrument/default/Name</th>\n",
       "      <th>Holding/default/SourcePortfolioId</th>\n",
       "      <th>Holding/default/SourcePortfolioScope</th>\n",
       "      <th>Units</th>\n",
       "      <th>Cost</th>\n",
       "      <th>Currency</th>\n",
       "      <th>Unsettled Transaction Id</th>\n",
       "      <th>Settlement Date</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>GBP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>8336000.00</td>\n",
       "      <td>8336000.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Glencore_LondonStockEx_GLEN</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>905141.00</td>\n",
       "      <td>2499999.44</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Kingfisher_LondonStockEx_KGF</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>1037038.00</td>\n",
       "      <td>2360298.49</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>UKGiltTreasury_2.0_2025</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>405589.00</td>\n",
       "      <td>43250794.19</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>UKGiltTreasury_3.5_2045</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>266169.00</td>\n",
       "      <td>35781897.18</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>UKGiltTreasury_3.75_2021</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>685713.00</td>\n",
       "      <td>74167403.84</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>UKGiltTreasury_4.5_2034</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>87982.00</td>\n",
       "      <td>12367805.70</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>USTreasury_2.00_2021</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>1411244.00</td>\n",
       "      <td>138166170.20</td>\n",
       "      <td>USD</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>BurfordCapital_LondonStockEx_BUR</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>853486.00</td>\n",
       "      <td>12000013.16</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>EKFDiagnostics_LondonStockEx_EKF</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>925925.00</td>\n",
       "      <td>249999.75</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>JustEat_LondonStockEx_JE</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>4860907.00</td>\n",
       "      <td>26559995.85</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>MicroFocus_LondonStockEx_MCRO</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>687994.00</td>\n",
       "      <td>9999992.79</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>RELXGroup_LondonStockEx_REL</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>494343.00</td>\n",
       "      <td>7899601.14</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>Sage_LondonStockEx_SGE</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>2599653.00</td>\n",
       "      <td>14999997.81</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>WPP_LondonStockEx_WPP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>2956000.00</td>\n",
       "      <td>25746760.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>USD</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>23000000.00</td>\n",
       "      <td>23000000.00</td>\n",
       "      <td>USD</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>USTreasury_6.875_2025</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>534049.00</td>\n",
       "      <td>66499781.48</td>\n",
       "      <td>USD</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>BP_LondonStockEx_BP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>50000.00</td>\n",
       "      <td>264350.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>GBP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>-264350.00</td>\n",
       "      <td>-264350.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>tid_121309590059995</td>\n",
       "      <td>2023-10-03 09:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>USD</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>2746800.00</td>\n",
       "      <td>2746800.00</td>\n",
       "      <td>USD</td>\n",
       "      <td>tid_124319009950924</td>\n",
       "      <td>2023-10-03 09:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20</th>\n",
       "      <td>GBP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>762125.00</td>\n",
       "      <td>762125.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>tid_329432525234324</td>\n",
       "      <td>2023-10-03 16:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21</th>\n",
       "      <td>GBP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>-1476146.57</td>\n",
       "      <td>-1476146.57</td>\n",
       "      <td>GBP</td>\n",
       "      <td>tid_325452342424500</td>\n",
       "      <td>2023-10-03 16:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22</th>\n",
       "      <td>GBP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>-2619024.00</td>\n",
       "      <td>-2619024.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>tid_234295929052090</td>\n",
       "      <td>2023-10-03 21:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>23</th>\n",
       "      <td>USD</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>5574600.00</td>\n",
       "      <td>5574600.00</td>\n",
       "      <td>USD</td>\n",
       "      <td>tid_234942982496001</td>\n",
       "      <td>2023-10-03 21:00:00+00:00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "             Instrument/default/Name Holding/default/SourcePortfolioId  \\\n",
       "0                                GBP            Global-Strategies-7035   \n",
       "1        Glencore_LondonStockEx_GLEN            Global-Strategies-7035   \n",
       "2       Kingfisher_LondonStockEx_KGF            Global-Strategies-7035   \n",
       "3            UKGiltTreasury_2.0_2025            Global-Strategies-7035   \n",
       "4            UKGiltTreasury_3.5_2045            Global-Strategies-7035   \n",
       "5           UKGiltTreasury_3.75_2021            Global-Strategies-7035   \n",
       "6            UKGiltTreasury_4.5_2034            Global-Strategies-7035   \n",
       "7               USTreasury_2.00_2021            Global-Strategies-7035   \n",
       "8   BurfordCapital_LondonStockEx_BUR            Global-Strategies-7035   \n",
       "9   EKFDiagnostics_LondonStockEx_EKF            Global-Strategies-7035   \n",
       "10          JustEat_LondonStockEx_JE            Global-Strategies-7035   \n",
       "11     MicroFocus_LondonStockEx_MCRO            Global-Strategies-7035   \n",
       "12       RELXGroup_LondonStockEx_REL            Global-Strategies-7035   \n",
       "13            Sage_LondonStockEx_SGE            Global-Strategies-7035   \n",
       "14             WPP_LondonStockEx_WPP            Global-Strategies-7035   \n",
       "15                               USD            Global-Strategies-7035   \n",
       "16             USTreasury_6.875_2025            Global-Strategies-7035   \n",
       "17               BP_LondonStockEx_BP            Global-Strategies-7035   \n",
       "18                               GBP            Global-Strategies-7035   \n",
       "19                               USD            Global-Strategies-7035   \n",
       "20                               GBP            Global-Strategies-7035   \n",
       "21                               GBP            Global-Strategies-7035   \n",
       "22                               GBP            Global-Strategies-7035   \n",
       "23                               USD            Global-Strategies-7035   \n",
       "\n",
       "   Holding/default/SourcePortfolioScope       Units         Cost Currency  \\\n",
       "0                        portfolio_demo  8336000.00   8336000.00      GBP   \n",
       "1                        portfolio_demo   905141.00   2499999.44      GBP   \n",
       "2                        portfolio_demo  1037038.00   2360298.49      GBP   \n",
       "3                        portfolio_demo   405589.00  43250794.19      GBP   \n",
       "4                        portfolio_demo   266169.00  35781897.18      GBP   \n",
       "5                        portfolio_demo   685713.00  74167403.84      GBP   \n",
       "6                        portfolio_demo    87982.00  12367805.70      GBP   \n",
       "7                        portfolio_demo  1411244.00 138166170.20      USD   \n",
       "8                        portfolio_demo   853486.00  12000013.16      GBP   \n",
       "9                        portfolio_demo   925925.00    249999.75      GBP   \n",
       "10                       portfolio_demo  4860907.00  26559995.85      GBP   \n",
       "11                       portfolio_demo   687994.00   9999992.79      GBP   \n",
       "12                       portfolio_demo   494343.00   7899601.14      GBP   \n",
       "13                       portfolio_demo  2599653.00  14999997.81      GBP   \n",
       "14                       portfolio_demo  2956000.00  25746760.00      GBP   \n",
       "15                       portfolio_demo 23000000.00  23000000.00      USD   \n",
       "16                       portfolio_demo   534049.00  66499781.48      USD   \n",
       "17                       portfolio_demo    50000.00    264350.00      GBP   \n",
       "18                       portfolio_demo  -264350.00   -264350.00      GBP   \n",
       "19                       portfolio_demo  2746800.00   2746800.00      USD   \n",
       "20                       portfolio_demo   762125.00    762125.00      GBP   \n",
       "21                       portfolio_demo -1476146.57  -1476146.57      GBP   \n",
       "22                       portfolio_demo -2619024.00  -2619024.00      GBP   \n",
       "23                       portfolio_demo  5574600.00   5574600.00      USD   \n",
       "\n",
       "   Unsettled Transaction Id            Settlement Date  \n",
       "0                         -                          -  \n",
       "1                         -                          -  \n",
       "2                         -                          -  \n",
       "3                         -                          -  \n",
       "4                         -                          -  \n",
       "5                         -                          -  \n",
       "6                         -                          -  \n",
       "7                         -                          -  \n",
       "8                         -                          -  \n",
       "9                         -                          -  \n",
       "10                        -                          -  \n",
       "11                        -                          -  \n",
       "12                        -                          -  \n",
       "13                        -                          -  \n",
       "14                        -                          -  \n",
       "15                        -                          -  \n",
       "16                        -                          -  \n",
       "17                        -                          -  \n",
       "18      tid_121309590059995  2023-10-03 09:00:00+00:00  \n",
       "19      tid_124319009950924  2023-10-03 09:00:00+00:00  \n",
       "20      tid_329432525234324  2023-10-03 16:00:00+00:00  \n",
       "21      tid_325452342424500  2023-10-03 16:00:00+00:00  \n",
       "22      tid_234295929052090  2023-10-03 21:00:00+00:00  \n",
       "23      tid_234942982496001  2023-10-03 21:00:00+00:00  "
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "retrieve_holdings(\"NewYorkClose\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "At Singapore Close, our holdings will include the modifications from just the Singapore transactions.\n",
    "\n",
    "*Run the cell below to get our holdings from our portfolio at the end of the day in Singapore*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Effective at: 2023-10-01NSingaporeClose-7035\n",
      "\n",
      "\u001b[1mHoldings for Portfolio\u001b[0m\n",
      "\u001b[1mScope: \u001b[0mportfolio_demo\n",
      "\u001b[1mCode: \u001b[0mGlobal-Strategies-7035\n",
      "\n"
     ]
    },
    {
     "data": {
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       "      <th></th>\n",
       "      <th>Instrument/default/Name</th>\n",
       "      <th>Holding/default/SourcePortfolioId</th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>GBP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>8336000.00</td>\n",
       "      <td>8336000.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Glencore_LondonStockEx_GLEN</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>905141.00</td>\n",
       "      <td>2499999.44</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Kingfisher_LondonStockEx_KGF</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>1362038.00</td>\n",
       "      <td>3099998.49</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>UKGiltTreasury_2.0_2025</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>405589.00</td>\n",
       "      <td>43250794.19</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>UKGiltTreasury_3.5_2045</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>266169.00</td>\n",
       "      <td>35781897.18</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>UKGiltTreasury_3.75_2021</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>661713.00</td>\n",
       "      <td>71548379.84</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>UKGiltTreasury_4.5_2034</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>77481.00</td>\n",
       "      <td>10891659.13</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>USTreasury_2.00_2021</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>1468244.00</td>\n",
       "      <td>143746687.60</td>\n",
       "      <td>USD</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>BurfordCapital_LondonStockEx_BUR</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>853486.00</td>\n",
       "      <td>12000013.16</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>EKFDiagnostics_LondonStockEx_EKF</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>925925.00</td>\n",
       "      <td>249999.75</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>JustEat_LondonStockEx_JE</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>4860907.00</td>\n",
       "      <td>26559995.85</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>MicroFocus_LondonStockEx_MCRO</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>687994.00</td>\n",
       "      <td>9999992.79</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>RELXGroup_LondonStockEx_REL</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>494343.00</td>\n",
       "      <td>7899601.14</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>Sage_LondonStockEx_SGE</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>2599653.00</td>\n",
       "      <td>14999997.81</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>WPP_LondonStockEx_WPP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>2956000.00</td>\n",
       "      <td>25746760.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>USD</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>23000000.00</td>\n",
       "      <td>23000000.00</td>\n",
       "      <td>USD</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>USTreasury_6.875_2025</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>534049.00</td>\n",
       "      <td>66499781.48</td>\n",
       "      <td>USD</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>BP_LondonStockEx_BP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>50000.00</td>\n",
       "      <td>264350.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>-</td>\n",
       "      <td>-</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>GBP</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>-264350.00</td>\n",
       "      <td>-264350.00</td>\n",
       "      <td>GBP</td>\n",
       "      <td>tid_121309590059995</td>\n",
       "      <td>2023-10-03 09:00:00+00:00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>USD</td>\n",
       "      <td>Global-Strategies-7035</td>\n",
       "      <td>portfolio_demo</td>\n",
       "      <td>2746800.00</td>\n",
       "      <td>2746800.00</td>\n",
       "      <td>USD</td>\n",
       "      <td>tid_124319009950924</td>\n",
       "      <td>2023-10-03 09:00:00+00:00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "             Instrument/default/Name Holding/default/SourcePortfolioId  \\\n",
       "0                                GBP            Global-Strategies-7035   \n",
       "1        Glencore_LondonStockEx_GLEN            Global-Strategies-7035   \n",
       "2       Kingfisher_LondonStockEx_KGF            Global-Strategies-7035   \n",
       "3            UKGiltTreasury_2.0_2025            Global-Strategies-7035   \n",
       "4            UKGiltTreasury_3.5_2045            Global-Strategies-7035   \n",
       "5           UKGiltTreasury_3.75_2021            Global-Strategies-7035   \n",
       "6            UKGiltTreasury_4.5_2034            Global-Strategies-7035   \n",
       "7               USTreasury_2.00_2021            Global-Strategies-7035   \n",
       "8   BurfordCapital_LondonStockEx_BUR            Global-Strategies-7035   \n",
       "9   EKFDiagnostics_LondonStockEx_EKF            Global-Strategies-7035   \n",
       "10          JustEat_LondonStockEx_JE            Global-Strategies-7035   \n",
       "11     MicroFocus_LondonStockEx_MCRO            Global-Strategies-7035   \n",
       "12       RELXGroup_LondonStockEx_REL            Global-Strategies-7035   \n",
       "13            Sage_LondonStockEx_SGE            Global-Strategies-7035   \n",
       "14             WPP_LondonStockEx_WPP            Global-Strategies-7035   \n",
       "15                               USD            Global-Strategies-7035   \n",
       "16             USTreasury_6.875_2025            Global-Strategies-7035   \n",
       "17               BP_LondonStockEx_BP            Global-Strategies-7035   \n",
       "18                               GBP            Global-Strategies-7035   \n",
       "19                               USD            Global-Strategies-7035   \n",
       "\n",
       "   Holding/default/SourcePortfolioScope       Units         Cost Currency  \\\n",
       "0                        portfolio_demo  8336000.00   8336000.00      GBP   \n",
       "1                        portfolio_demo   905141.00   2499999.44      GBP   \n",
       "2                        portfolio_demo  1362038.00   3099998.49      GBP   \n",
       "3                        portfolio_demo   405589.00  43250794.19      GBP   \n",
       "4                        portfolio_demo   266169.00  35781897.18      GBP   \n",
       "5                        portfolio_demo   661713.00  71548379.84      GBP   \n",
       "6                        portfolio_demo    77481.00  10891659.13      GBP   \n",
       "7                        portfolio_demo  1468244.00 143746687.60      USD   \n",
       "8                        portfolio_demo   853486.00  12000013.16      GBP   \n",
       "9                        portfolio_demo   925925.00    249999.75      GBP   \n",
       "10                       portfolio_demo  4860907.00  26559995.85      GBP   \n",
       "11                       portfolio_demo   687994.00   9999992.79      GBP   \n",
       "12                       portfolio_demo   494343.00   7899601.14      GBP   \n",
       "13                       portfolio_demo  2599653.00  14999997.81      GBP   \n",
       "14                       portfolio_demo  2956000.00  25746760.00      GBP   \n",
       "15                       portfolio_demo 23000000.00  23000000.00      USD   \n",
       "16                       portfolio_demo   534049.00  66499781.48      USD   \n",
       "17                       portfolio_demo    50000.00    264350.00      GBP   \n",
       "18                       portfolio_demo  -264350.00   -264350.00      GBP   \n",
       "19                       portfolio_demo  2746800.00   2746800.00      USD   \n",
       "\n",
       "   Unsettled Transaction Id            Settlement Date  \n",
       "0                         -                          -  \n",
       "1                         -                          -  \n",
       "2                         -                          -  \n",
       "3                         -                          -  \n",
       "4                         -                          -  \n",
       "5                         -                          -  \n",
       "6                         -                          -  \n",
       "7                         -                          -  \n",
       "8                         -                          -  \n",
       "9                         -                          -  \n",
       "10                        -                          -  \n",
       "11                        -                          -  \n",
       "12                        -                          -  \n",
       "13                        -                          -  \n",
       "14                        -                          -  \n",
       "15                        -                          -  \n",
       "16                        -                          -  \n",
       "17                        -                          -  \n",
       "18      tid_121309590059995  2023-10-03 09:00:00+00:00  \n",
       "19      tid_124319009950924  2023-10-03 09:00:00+00:00  "
      ]
     },
     "execution_count": 29,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "retrieve_holdings(\"SingaporeClose\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 9. Delete Cut Labels and Portfolios\n",
    "Finally, we will delete all of our existing cut labels and our portfolio, in order to tidy up our LUSID environment from this example and allowing it to be run again in its entirety.\n",
    "\n",
    "*Run the cells below to clear up your LUSID environment*"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    },
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "# Deletes all cut labels\n",
    "for cut_label in code.values():\n",
    "    try:\n",
    "        api_factory.build(lusid.api.CutLabelDefinitionsApi).delete_cut_label_definition(code=cut_label)\n",
    "    except lusid.ApiException as ex:\n",
    "        print(f\"error when deleting cut label {cut_label}: {ex}\")\n",
    "\n",
    "# Delete portfolio\n",
    "try:\n",
    "    api_factory.build(lusid.api.PortfoliosApi).delete_portfolio(scope=scope, code=portfolio_code)\n",
    "except lusid.ApiException as ex:\n",
    "    print(f\"error deleting portfolio {scope}/{code}: {ex}\")"
   ]
  }
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