{ "cells": [ { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "from gs_quant.markets.baskets import Basket\n", "from gs_quant.markets.indices_utils import CorporateActionType\n", "from gs_quant.session import Environment, GsSession" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "client = 'CLIENT ID'\n", "secret = 'CLIENT SECRET'\n", "\n", "GsSession.use(Environment.PROD, client_id=client, client_secret=secret, scopes=('read_product_data read_user_profile',))" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "basket = Basket.get('GSMBXXXX') # substitute input with any identifier for a basket" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "You may choose any combination of the following corporate action types:\n", "\n", "* **Aquisition:** CorporateActionType.*ACQUISITION*\n", "* **Cash Dividend:** CorporateActionType.*CASH_DIVIDEND*\n", "* **Identifier Change:** CorporateActionType.*IDENTIFIER_CHANGE*\n", "* **Rights Issue:** CorporateActionType.*RIGHTS_ISSUE*\n", "* **Share Change:** CorporateActionType.*SHARE_CHANGE*\n", "* **Special Dividend:** CorporateActionType.*SPECIAL_DIVIDEND*\n", "* **Spin Off:** CorporateActionType.*SPIN_OFF*\n", "* **Stock Dividend:** CorporateActionType.*STOCK_DIVIDEND*\n", "* **Stock Split:** CorporateActionType.*STOCK_SPLIT*" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "basket.get_corporate_actions(ca_type=[CorporateActionType.IDENTIFIER_CHANGE, CorporateActionType.RIGHTS_ISSUE])" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.7.4" } }, "nbformat": 4, "nbformat_minor": 4 }