[BUG] Dataset date handling is broken with dataclasses-json version 0.6.5 dependency, gives ValueError: Cannot convert 2024-04-29 to date

[Meingjord]

Describe the bug Dataset date handling is broken

This problem is caused by the change in the dataclasses-json, since version 0.6.5 of the library. That library is a dependency of gs-quant that was changed here: https://github.com/lidatong/dataclasses-json/releases/tag/v0.6.5

The breaking change was introduced on 29th of April 2024 by the library dependency.

To Reproduce Steps to reproduce the behavior with code example:

from gs_quant.data import Dataset
import datetime as dt
ds = Dataset('EDRVOL_PERCENT_PREMIUM')
date = dt.datetime.strptime('2024-04-29', '%Y-%m-%d').date() 
assetId = 'MA4B66MW5E27U8P32SB'
ds.get_data(start=date, end=date, assetId=assetId)

Gives an error:

Traceback (most recent call last):
  File "C:\Code\GS\date_issue.py", line 6, in <module>
    ds.get_data(start=date, end=date, assetId=assetId)
  File "C:\Code\GS\.venv\Lib\site-packages\gs_quant\data\dataset.py", line 156, in get_data
    query = self.provider.build_query(
            ^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "C:\Code\GS\.venv\Lib\site-packages\gs_quant\api\data.py", line 88, in build_query
    query = DataQuery(
            ^^^^^^^^^^
  File "C:\Code\GS\.venv\Lib\site-packages\gs_quant\base.py", line 86, in wrapper
    return init(self, *args, **normalised_kwargs)
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "<string>", line 8, in __init__
  File "C:\Code\GS\.venv\Lib\site-packages\gs_quant\base.py", line 231, in __setattr__
    value = self.__coerce_value(fld.type, value)
            ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "C:\Code\GS\.venv\Lib\site-packages\gs_quant\base.py", line 252, in __coerce_value
    return _decode_generic(typ, value, False)
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "C:\Code\GS\.venv\Lib\site-packages\dataclasses_json\core.py", line 323, in _decode_generic
    res = _decode_type(type_arg, value, infer_missing)
          ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "C:\Code\GS\.venv\Lib\site-packages\dataclasses_json\core.py", line 233, in _decode_type
    return _get_decoder_in_global_config(type_)(value)
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "C:\Code\GS\.venv\Lib\site-packages\gs_quant\json_convertors.py", line 39, in decode_optional_date
    raise ValueError(f'Cannot convert {value} to date')
ValueError: Cannot convert 2024-04-29 to date

Expected behavior The code should not throw a ValueError

Screenshots Not applicable

Systems setup:

• OS: Windows 10
• Python version: 3.11.6
• GS-Quant version 1.0.72

Additional context The workaround for the issue is to pin dataclasses-json to version 0.6.4

[merolish]

This affects versions prior to 1.0.72 as well. Based on https://github.com/goldmansachs/gs-quant/commit/b6f16ada98c525b1d5c285485dc891175053240b I'm assuming we'll need to bump to 1.0.74?

[Meingjord]

Yes, it looks that prior versions are also affected, I've ran in to the same issue with 1.0.66. The setup.py change in 1.0.74 applies the workaround I mentioned, so that resolves this issue