Chore: Make release 1.2.23

goldmansachs · Feb 4, 2025 · 75f1b7d · 75f1b7d
1 parent 9c6bf9d
commit 75f1b7d
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Showing 2 changed files with 6 additions and 4 deletions.
diff --git a/gs_quant/markets/optimizer.py b/gs_quant/markets/optimizer.py
@@ -1088,10 +1088,10 @@ def to_dict(self, fail_on_unpriced_positions: bool = True):
         except Exception as e:
             raise MqValueError(f'There was an error pricing your positions: {e}')
         if 'errorMessage' in price_results:
+            if len(price_results.get('assetIdsMissingPrices', [])) > 0:
+                logging.info(f'Marquee is missing prices on {self.initial_position_set.date} for the following assets: '
+                             f'{price_results["assetIdsMissingPrices"]}. ')
             raise MqValueError(f'There was an error pricing your positions: {price_results["errorMessage"]}')
-        if len(price_results.get('assetIdsMissingPrices', [])) > 0:
-            logging.info(f'Error in resolving the following Marquee assets: {price_results["assetIdsMissingPrices"]}. '
-                         f'Sifting them out and optimizing the rest...')
         if self.initial_position_set.reference_notional is None:
             parameters['targetNotional'] = price_results.get('actualNotional')
         else:

diff --git a/gs_quant/target/backtests.py b/gs_quant/target/backtests.py
@@ -38,7 +38,9 @@ class BacktestRiskMeasureType(EnumBase, Enum):
     Spot = 'Spot'
     Price_ATMS = 'Price ATMS'
     Price_ATMF_Volatility = 'Price ATMF Volatility'
-    Barrier_Level = 'Barrier Level'    
+    Barrier_Level = 'Barrier Level'
+    Strike_Level_Adj_Implied = 'Strike Level Adj Implied'
+    Strike_Level_Adj_Realised = 'Strike Level Adj Realised'
 
 
 class BacktestTradingQuantityType(EnumBase, Enum):