From 17e03185945778ec702add612a32271f5bcb8d9b Mon Sep 17 00:00:00 2001
From: zoeqwq <88825180+zoeqwq@users.noreply.github.com>
Date: Thu, 12 Aug 2021 09:51:34 +0100
Subject: [PATCH] Update section_c_apex.ipynb

Corrected the minor mistakes on the notebook and added a section for GS quant connection.
---
 .../section_c_apex.ipynb                      | 33 +++++++++++++++----
 1 file changed, 26 insertions(+), 7 deletions(-)

diff --git a/gs_quant/content/events/00_gsquant_meets_markets/02_optimizing_equity_trading/section_c_apex.ipynb b/gs_quant/content/events/00_gsquant_meets_markets/02_optimizing_equity_trading/section_c_apex.ipynb
index a60bfa8f..5413ff42 100644
--- a/gs_quant/content/events/00_gsquant_meets_markets/02_optimizing_equity_trading/section_c_apex.ipynb
+++ b/gs_quant/content/events/00_gsquant_meets_markets/02_optimizing_equity_trading/section_c_apex.ipynb
@@ -42,7 +42,7 @@
     "from qes_utils import persistXls, plotCost, plotVar, plotBuySellNet, plotGrossRemaining, plotMultiStrategyPortfolioLevelAnalytics\n",
     "\n",
     "from gs_quant.api.gs.assets import GsAssetApi\n",
-    "from gs_quant.session import GsSession\n",
+    "from gs_quant.session import GsSession, Environment\n",
     "from gs_quant.common import Position\n",
     "from gs_quant.target.risk import OptimizationRequest, OptimizationType\n",
     "from gs_quant.api.gs.risk import GsRiskApi\n",
@@ -56,6 +56,24 @@
     "from matplotlib import cm"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "#### Establish GS Quant Connection:"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "client_id = ""\n",
+    "client_secret = "" \n",
+    "GsSession.use(Environment.PROD, client_id=client_id, client_secret=client_secret, scopes=['read_product_data'])"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -78,7 +96,8 @@
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "#### Convert Identifier (SEDOL) to marqueeids:"
+    "#### Convert Identifier (SEDOL) to marqueeids:\n"
+    "To use SEDOL, please go to https://marquee.gs.com/s/developer/datasets/SEDOL and select an application to request access for."
    ]
   },
   {
@@ -406,7 +425,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "def optimisationMulti(urgency_list = ['VERY_LOW', 'LOW', 'MEDIUM', 'HIGH', 'VERY_HIGH'], portfolio_input, apex_optimization_config):\n",
+    "def optimisationMulti(portfolio_input, apex_optimization_config, urgency_list = ['VERY_LOW', 'LOW', 'MEDIUM', 'HIGH', 'VERY_HIGH']):\n",
     "    results_dict_multi = {}\n",
     "    apex_optimization_config_temp = copy.deepcopy(apex_optimization_config)\n",
     "    \n",
@@ -416,7 +435,7 @@
     "        apex_optimization_config_temp['parameters']['participationRate'] = .5\n",
     "        \n",
     "        print('INFO Running urgency={0} optimization....'.format(u))\n",
-    "        results_dict_multi[u] = sendApexRequestAndGetAnalytics(portfolio_input, apex_optimization_config)\n",
+    "        results_dict_multi[u] = sendApexRequestAndGetAnalytics(portfolio_input, apex_optimization_config_temp)\n",
     "        \n",
     "        print('INFO: High Level Cost estimation and % expected Completion:\\n{0}'\\\n",
     "              .format(pd.DataFrame(results_dict_multi[u]['analytics']['portfolioAnalyticsDaily'])))\n",
@@ -438,9 +457,9 @@
    "outputs": [],
    "source": [
     "urgency_list = ['VERY_LOW', 'LOW', 'MEDIUM', 'HIGH', 'VERY_HIGH']\n",
-    "results_dict_multi = optimisationMulti(urgency_list=urgency_list,\\\n",
-    "                                       portfolio_input = portfolio_input,\\\n",
-    "                                       apex_optimization_config = apex_optimization_config)"
+    "results_dict_multi = optimisationMulti(portfolio_input = portfolio_input,\\\n",
+    "                                       apex_optimization_config = apex_optimization_config,\\\n",
+    "                                       urgency_list=urgency_list)"
    ]
   },
   {