hydrogen-proton-api 1.9.1

data/lib/proton_api/models/order_rebalance_request.rb

@@ -0,0 +1,398 @@
+=begin
+#Hydrogen Proton API
+
+#Financial engineering module of Hydrogen Atom
+
+OpenAPI spec version: 1.9.1
+Contact: info@hydrogenplatform.com
+Generated by: https://github.com/swagger-api/swagger-codegen.git
+Swagger Codegen version: 2.4.19
+
+=end
+
+require 'date'
+
+module ProtonApi
+  class OrderRebalanceRequest
+    attr_accessor :non_fractional
+
+    attr_accessor :order_scope
+
+    attr_accessor :buy_threshold
+
+    attr_accessor :commit_orders
+
+    attr_accessor :account_id
+
+    attr_accessor :port_threshold
+
+    attr_accessor :use_cash_available
+
+    attr_accessor :use_strategic
+
+    attr_accessor :sell_transaction_code_id
+
+    attr_accessor :buy_transaction_code_id
+
+    attr_accessor :cash_portfolio_id
+
+    attr_accessor :restrictions_on
+
+    attr_accessor :sell_threshold
+
+    attr_accessor :portfolio_id
+
+    class EnumAttributeValidator
+      attr_reader :datatype
+      attr_reader :allowable_values
+
+      def initialize(datatype, allowable_values)
+        @allowable_values = allowable_values.map do |value|
+          case datatype.to_s
+          when /Integer/i
+            value.to_i
+          when /Float/i
+            value.to_f
+          else
+            value
+          end
+        end
+      end
+
+      def valid?(value)
+        !value || allowable_values.include?(value)
+      end
+    end
+
+    # Attribute mapping from ruby-style variable name to JSON key.
+    def self.attribute_map
+      {
+        :'non_fractional' => :'non_fractional',
+        :'order_scope' => :'order_scope',
+        :'buy_threshold' => :'buy_threshold',
+        :'commit_orders' => :'commit_orders',
+        :'account_id' => :'account_id',
+        :'port_threshold' => :'port_threshold',
+        :'use_cash_available' => :'use_cash_available',
+        :'use_strategic' => :'use_strategic',
+        :'sell_transaction_code_id' => :'sell_transaction_code_id',
+        :'buy_transaction_code_id' => :'buy_transaction_code_id',
+        :'cash_portfolio_id' => :'cash_portfolio_id',
+        :'restrictions_on' => :'restrictions_on',
+        :'sell_threshold' => :'sell_threshold',
+        :'portfolio_id' => :'portfolio_id'
+      }
+    end
+
+    # Attribute type mapping.
+    def self.swagger_types
+      {
+        :'non_fractional' => :'BOOLEAN',
+        :'order_scope' => :'String',
+        :'buy_threshold' => :'Float',
+        :'commit_orders' => :'BOOLEAN',
+        :'account_id' => :'String',
+        :'port_threshold' => :'Float',
+        :'use_cash_available' => :'BOOLEAN',
+        :'use_strategic' => :'BOOLEAN',
+        :'sell_transaction_code_id' => :'String',
+        :'buy_transaction_code_id' => :'String',
+        :'cash_portfolio_id' => :'String',
+        :'restrictions_on' => :'BOOLEAN',
+        :'sell_threshold' => :'Float',
+        :'portfolio_id' => :'String'
+      }
+    end
+
+    # Initializes the object
+    # @param [Hash] attributes Model attributes in the form of hash
+    def initialize(attributes = {})
+      return unless attributes.is_a?(Hash)
+
+      # convert string to symbol for hash key
+      attributes = attributes.each_with_object({}) { |(k, v), h| h[k.to_sym] = v }
+
+      if attributes.has_key?(:'non_fractional')
+        self.non_fractional = attributes[:'non_fractional']
+      else
+        self.non_fractional = false
+      end
+
+      if attributes.has_key?(:'order_scope')
+        self.order_scope = attributes[:'order_scope']
+      end
+
+      if attributes.has_key?(:'buy_threshold')
+        self.buy_threshold = attributes[:'buy_threshold']
+      else
+        self.buy_threshold = 0.0
+      end
+
+      if attributes.has_key?(:'commit_orders')
+        self.commit_orders = attributes[:'commit_orders']
+      else
+        self.commit_orders = true
+      end
+
+      if attributes.has_key?(:'account_id')
+        self.account_id = attributes[:'account_id']
+      end
+
+      if attributes.has_key?(:'port_threshold')
+        self.port_threshold = attributes[:'port_threshold']
+      else
+        self.port_threshold = 0.0
+      end
+
+      if attributes.has_key?(:'use_cash_available')
+        self.use_cash_available = attributes[:'use_cash_available']
+      else
+        self.use_cash_available = false
+      end
+
+      if attributes.has_key?(:'use_strategic')
+        self.use_strategic = attributes[:'use_strategic']
+      else
+        self.use_strategic = false
+      end
+
+      if attributes.has_key?(:'sell_transaction_code_id')
+        self.sell_transaction_code_id = attributes[:'sell_transaction_code_id']
+      end
+
+      if attributes.has_key?(:'buy_transaction_code_id')
+        self.buy_transaction_code_id = attributes[:'buy_transaction_code_id']
+      end
+
+      if attributes.has_key?(:'cash_portfolio_id')
+        self.cash_portfolio_id = attributes[:'cash_portfolio_id']
+      end
+
+      if attributes.has_key?(:'restrictions_on')
+        self.restrictions_on = attributes[:'restrictions_on']
+      else
+        self.restrictions_on = false
+      end
+
+      if attributes.has_key?(:'sell_threshold')
+        self.sell_threshold = attributes[:'sell_threshold']
+      else
+        self.sell_threshold = 0.0
+      end
+
+      if attributes.has_key?(:'portfolio_id')
+        self.portfolio_id = attributes[:'portfolio_id']
+      end
+    end
+
+    # Show invalid properties with the reasons. Usually used together with valid?
+    # @return Array for valid properties with the reasons
+    def list_invalid_properties
+      invalid_properties = Array.new
+      if @order_scope.nil?
+        invalid_properties.push('invalid value for "order_scope", order_scope cannot be nil.')
+      end
+
+      if !@buy_threshold.nil? && @buy_threshold < 0
+        invalid_properties.push('invalid value for "buy_threshold", must be greater than or equal to 0.')
+      end
+
+      if !@port_threshold.nil? && @port_threshold < 0
+        invalid_properties.push('invalid value for "port_threshold", must be greater than or equal to 0.')
+      end
+
+      if !@sell_threshold.nil? && @sell_threshold < 1
+        invalid_properties.push('invalid value for "sell_threshold", must be greater than or equal to 1.')
+      end
+
+      invalid_properties
+    end
+
+    # Check to see if the all the properties in the model are valid
+    # @return true if the model is valid
+    def valid?
+      return false if @order_scope.nil?
+      order_scope_validator = EnumAttributeValidator.new('String', ['all', 'buy_only', 'sell_only'])
+      return false unless order_scope_validator.valid?(@order_scope)
+      return false if !@buy_threshold.nil? && @buy_threshold < 0
+      return false if !@port_threshold.nil? && @port_threshold < 0
+      return false if !@sell_threshold.nil? && @sell_threshold < 1
+      true
+    end
+
+    # Custom attribute writer method checking allowed values (enum).
+    # @param [Object] order_scope Object to be assigned
+    def order_scope=(order_scope)
+      validator = EnumAttributeValidator.new('String', ['all', 'buy_only', 'sell_only'])
+      unless validator.valid?(order_scope)
+        fail ArgumentError, 'invalid value for "order_scope", must be one of #{validator.allowable_values}.'
+      end
+      @order_scope = order_scope
+    end
+
+    # Custom attribute writer method with validation
+    # @param [Object] buy_threshold Value to be assigned
+    def buy_threshold=(buy_threshold)
+      if !buy_threshold.nil? && buy_threshold < 0
+        fail ArgumentError, 'invalid value for "buy_threshold", must be greater than or equal to 0.'
+      end
+
+      @buy_threshold = buy_threshold
+    end
+
+    # Custom attribute writer method with validation
+    # @param [Object] port_threshold Value to be assigned
+    def port_threshold=(port_threshold)
+      if !port_threshold.nil? && port_threshold < 0
+        fail ArgumentError, 'invalid value for "port_threshold", must be greater than or equal to 0.'
+      end
+
+      @port_threshold = port_threshold
+    end
+
+    # Custom attribute writer method with validation
+    # @param [Object] sell_threshold Value to be assigned
+    def sell_threshold=(sell_threshold)
+      if !sell_threshold.nil? && sell_threshold < 1
+        fail ArgumentError, 'invalid value for "sell_threshold", must be greater than or equal to 1.'
+      end
+
+      @sell_threshold = sell_threshold
+    end
+
+    # Checks equality by comparing each attribute.
+    # @param [Object] Object to be compared
+    def ==(o)
+      return true if self.equal?(o)
+      self.class == o.class &&
+          non_fractional == o.non_fractional &&
+          order_scope == o.order_scope &&
+          buy_threshold == o.buy_threshold &&
+          commit_orders == o.commit_orders &&
+          account_id == o.account_id &&
+          port_threshold == o.port_threshold &&
+          use_cash_available == o.use_cash_available &&
+          use_strategic == o.use_strategic &&
+          sell_transaction_code_id == o.sell_transaction_code_id &&
+          buy_transaction_code_id == o.buy_transaction_code_id &&
+          cash_portfolio_id == o.cash_portfolio_id &&
+          restrictions_on == o.restrictions_on &&
+          sell_threshold == o.sell_threshold &&
+          portfolio_id == o.portfolio_id
+    end
+
+    # @see the `==` method
+    # @param [Object] Object to be compared
+    def eql?(o)
+      self == o
+    end
+
+    # Calculates hash code according to all attributes.
+    # @return [Fixnum] Hash code
+    def hash
+      [non_fractional, order_scope, buy_threshold, commit_orders, account_id, port_threshold, use_cash_available, use_strategic, sell_transaction_code_id, buy_transaction_code_id, cash_portfolio_id, restrictions_on, sell_threshold, portfolio_id].hash
+    end
+
+    # Builds the object from hash
+    # @param [Hash] attributes Model attributes in the form of hash
+    # @return [Object] Returns the model itself
+    def build_from_hash(attributes)
+      return nil unless attributes.is_a?(Hash)
+      self.class.swagger_types.each_pair do |key, type|
+        if type =~ /\AArray<(.*)>/i
+          # check to ensure the input is an array given that the attribute
+          # is documented as an array but the input is not
+          if attributes[self.class.attribute_map[key]].is_a?(Array)
+            self.send("#{key}=", attributes[self.class.attribute_map[key]].map { |v| _deserialize($1, v) })
+          end
+        elsif !attributes[self.class.attribute_map[key]].nil?
+          self.send("#{key}=", _deserialize(type, attributes[self.class.attribute_map[key]]))
+        end # or else data not found in attributes(hash), not an issue as the data can be optional
+      end
+
+      self
+    end
+# Deserializes the data based on type
+    # @param string type Data type
+    # @param string value Value to be deserialized
+    # @return [Object] Deserialized data
+    def _deserialize(type, value)
+      case type.to_sym
+      when :DateTime
+        value
+      when :Date
+        value
+      when :String
+        value.to_s
+      when :Integer
+        value.to_i
+      when :Float
+        value.to_f
+      when :BOOLEAN
+        if value.to_s =~ /\A(true|t|yes|y|1)\z/i
+          true
+        else
+          false
+        end
+      when :Object
+        # generic object (usually a Hash), return directly
+        value
+      when /\AArray<(?<inner_type>.+)>\z/
+        inner_type = Regexp.last_match[:inner_type]
+        value.map { |v| _deserialize(inner_type, v) }
+      when /\AHash<(?<k_type>.+?), (?<v_type>.+)>\z/
+        k_type = Regexp.last_match[:k_type]
+        v_type = Regexp.last_match[:v_type]
+        {}.tap do |hash|
+          value.each do |k, v|
+            hash[_deserialize(k_type, k)] = _deserialize(v_type, v)
+          end
+        end
+      else # model
+        temp_model = ProtonApi.const_get(type).new
+        temp_model.build_from_hash(value)
+      end
+    end
+# Returns the string representation of the object
+    # @return [String] String presentation of the object
+    def to_s
+      to_hash.to_s
+    end
+
+    # to_body is an alias to to_hash (backward compatibility)
+    # @return [Hash] Returns the object in the form of hash
+    def to_body
+      to_hash
+    end
+
+    # Returns the object in the form of hash
+    # @return [Hash] Returns the object in the form of hash
+    def to_hash
+      hash = {}
+      self.class.attribute_map.each_pair do |attr, param|
+        value = self.send(attr)
+        next if value.nil?
+        hash[param] = _to_hash(value)
+      end
+      hash
+    end
+# Outputs non-array value in the form of hash
+    # For object, use to_hash. Otherwise, just return the value
+    # @param [Object] value Any valid value
+    # @return [Hash] Returns the value in the form of hash
+    def _to_hash(value)
+      if value.is_a?(Array)
+        value.compact.map { |v| _to_hash(v) }
+      elsif value.is_a?(Hash)
+        {}.tap do |hash|
+          value.each { |k, v| hash[k] = _to_hash(v) }
+        end
+      elsif value.respond_to? :to_hash
+        value.to_hash
+      else
+        value
+      end
+    end
+
+  end
+end

data/lib/proton_api/models/performance_calculator_request.rb

@@ -0,0 +1,687 @@
+=begin
+#Hydrogen Proton API
+
+#Financial engineering module of Hydrogen Atom
+
+OpenAPI spec version: 1.9.1
+Contact: info@hydrogenplatform.com
+Generated by: https://github.com/swagger-api/swagger-codegen.git
+Swagger Codegen version: 2.4.19
+
+=end
+
+require 'date'
+
+module ProtonApi
+  class PerformanceCalculatorRequest
+    attr_accessor :annualized_return_period
+
+    attr_accessor :risk_free_alpha
+
+    attr_accessor :allocation_id
+
+    attr_accessor :mean_percentile_monte_carlo
+
+    attr_accessor :model_id
+
+    attr_accessor :mar_downside_deviation
+
+    attr_accessor :risk_free_sharpe
+
+    attr_accessor :benchmark_id
+
+    attr_accessor :risk_free_sortino
+
+    attr_accessor :household_id
+
+    attr_accessor :min_percentile_monte_carlo
+
+    attr_accessor :moving_average_n_day
+
+    attr_accessor :active_premium_period
+
+    attr_accessor :stat_name
+
+    attr_accessor :end_date
+
+    attr_accessor :start_date
+
+    attr_accessor :n_day_returns
+
+    attr_accessor :var_conf_interval
+
+    attr_accessor :period_type
+
+    attr_accessor :risk_free_treynor
+
+    attr_accessor :n_rolling_max_drawdown
+
+    attr_accessor :portfolio_id
+
+    attr_accessor :num_sim_monte_carlo
+
+    attr_accessor :goal_id
+
+    attr_accessor :account_id
+
+    attr_accessor :security_id
+
+    attr_accessor :n_path_monte_carlo
+
+    attr_accessor :client_id
+
+    attr_accessor :n_rolling_volatility
+
+    attr_accessor :hist_factor
+
+    attr_accessor :max_percentile_monte_carlo
+
+    class EnumAttributeValidator
+      attr_reader :datatype
+      attr_reader :allowable_values
+
+      def initialize(datatype, allowable_values)
+        @allowable_values = allowable_values.map do |value|
+          case datatype.to_s
+          when /Integer/i
+            value.to_i
+          when /Float/i
+            value.to_f
+          else
+            value
+          end
+        end
+      end
+
+      def valid?(value)
+        !value || allowable_values.include?(value)
+      end
+    end
+
+    # Attribute mapping from ruby-style variable name to JSON key.
+    def self.attribute_map
+      {
+        :'annualized_return_period' => :'annualized_return_period',
+        :'risk_free_alpha' => :'risk_free_alpha',
+        :'allocation_id' => :'allocation_id',
+        :'mean_percentile_monte_carlo' => :'mean_percentile_monte_carlo',
+        :'model_id' => :'model_id',
+        :'mar_downside_deviation' => :'mar_downside_deviation',
+        :'risk_free_sharpe' => :'risk_free_sharpe',
+        :'benchmark_id' => :'benchmark_id',
+        :'risk_free_sortino' => :'risk_free_sortino',
+        :'household_id' => :'household_id',
+        :'min_percentile_monte_carlo' => :'min_percentile_monte_carlo',
+        :'moving_average_n_day' => :'moving_average_n_day',
+        :'active_premium_period' => :'active_premium_period',
+        :'stat_name' => :'stat_name',
+        :'end_date' => :'end_date',
+        :'start_date' => :'start_date',
+        :'n_day_returns' => :'n_day_returns',
+        :'var_conf_interval' => :'var_conf_interval',
+        :'period_type' => :'period_type',
+        :'risk_free_treynor' => :'risk_free_treynor',
+        :'n_rolling_max_drawdown' => :'n_rolling_max_drawdown',
+        :'portfolio_id' => :'portfolio_id',
+        :'num_sim_monte_carlo' => :'num_sim_monte_carlo',
+        :'goal_id' => :'goal_id',
+        :'account_id' => :'account_id',
+        :'security_id' => :'security_id',
+        :'n_path_monte_carlo' => :'n_path_monte_carlo',
+        :'client_id' => :'client_id',
+        :'n_rolling_volatility' => :'n_rolling_volatility',
+        :'hist_factor' => :'hist_factor',
+        :'max_percentile_monte_carlo' => :'max_percentile_monte_carlo'
+      }
+    end
+
+    # Attribute type mapping.
+    def self.swagger_types
+      {
+        :'annualized_return_period' => :'String',
+        :'risk_free_alpha' => :'Float',
+        :'allocation_id' => :'String',
+        :'mean_percentile_monte_carlo' => :'Float',
+        :'model_id' => :'String',
+        :'mar_downside_deviation' => :'Float',
+        :'risk_free_sharpe' => :'Float',
+        :'benchmark_id' => :'String',
+        :'risk_free_sortino' => :'Float',
+        :'household_id' => :'String',
+        :'min_percentile_monte_carlo' => :'Float',
+        :'moving_average_n_day' => :'Integer',
+        :'active_premium_period' => :'String',
+        :'stat_name' => :'String',
+        :'end_date' => :'Date',
+        :'start_date' => :'Date',
+        :'n_day_returns' => :'Integer',
+        :'var_conf_interval' => :'Float',
+        :'period_type' => :'String',
+        :'risk_free_treynor' => :'Float',
+        :'n_rolling_max_drawdown' => :'Integer',
+        :'portfolio_id' => :'String',
+        :'num_sim_monte_carlo' => :'Integer',
+        :'goal_id' => :'String',
+        :'account_id' => :'String',
+        :'security_id' => :'String',
+        :'n_path_monte_carlo' => :'Integer',
+        :'client_id' => :'String',
+        :'n_rolling_volatility' => :'Integer',
+        :'hist_factor' => :'Float',
+        :'max_percentile_monte_carlo' => :'Float'
+      }
+    end
+
+    # Initializes the object
+    # @param [Hash] attributes Model attributes in the form of hash
+    def initialize(attributes = {})
+      return unless attributes.is_a?(Hash)
+
+      # convert string to symbol for hash key
+      attributes = attributes.each_with_object({}) { |(k, v), h| h[k.to_sym] = v }
+
+      if attributes.has_key?(:'annualized_return_period')
+        self.annualized_return_period = attributes[:'annualized_return_period']
+      else
+        self.annualized_return_period = 'D'
+      end
+
+      if attributes.has_key?(:'risk_free_alpha')
+        self.risk_free_alpha = attributes[:'risk_free_alpha']
+      else
+        self.risk_free_alpha = 0.0
+      end
+
+      if attributes.has_key?(:'allocation_id')
+        self.allocation_id = attributes[:'allocation_id']
+      end
+
+      if attributes.has_key?(:'mean_percentile_monte_carlo')
+        self.mean_percentile_monte_carlo = attributes[:'mean_percentile_monte_carlo']
+      else
+        self.mean_percentile_monte_carlo = 50.0
+      end
+
+      if attributes.has_key?(:'model_id')
+        self.model_id = attributes[:'model_id']
+      end
+
+      if attributes.has_key?(:'mar_downside_deviation')
+        self.mar_downside_deviation = attributes[:'mar_downside_deviation']
+      else
+        self.mar_downside_deviation = 0.0
+      end
+
+      if attributes.has_key?(:'risk_free_sharpe')
+        self.risk_free_sharpe = attributes[:'risk_free_sharpe']
+      else
+        self.risk_free_sharpe = 0.0
+      end
+
+      if attributes.has_key?(:'benchmark_id')
+        self.benchmark_id = attributes[:'benchmark_id']
+      end
+
+      if attributes.has_key?(:'risk_free_sortino')
+        self.risk_free_sortino = attributes[:'risk_free_sortino']
+      else
+        self.risk_free_sortino = 0.0
+      end
+
+      if attributes.has_key?(:'household_id')
+        self.household_id = attributes[:'household_id']
+      end
+
+      if attributes.has_key?(:'min_percentile_monte_carlo')
+        self.min_percentile_monte_carlo = attributes[:'min_percentile_monte_carlo']
+      else
+        self.min_percentile_monte_carlo = 20.0
+      end
+
+      if attributes.has_key?(:'moving_average_n_day')
+        self.moving_average_n_day = attributes[:'moving_average_n_day']
+      else
+        self.moving_average_n_day = 7
+      end
+
+      if attributes.has_key?(:'active_premium_period')
+        self.active_premium_period = attributes[:'active_premium_period']
+      else
+        self.active_premium_period = 'D'
+      end
+
+      if attributes.has_key?(:'stat_name')
+        self.stat_name = attributes[:'stat_name']
+      end
+
+      if attributes.has_key?(:'end_date')
+        self.end_date = attributes[:'end_date']
+      end
+
+      if attributes.has_key?(:'start_date')
+        self.start_date = attributes[:'start_date']
+      end
+
+      if attributes.has_key?(:'n_day_returns')
+        self.n_day_returns = attributes[:'n_day_returns']
+      else
+        self.n_day_returns = 7
+      end
+
+      if attributes.has_key?(:'var_conf_interval')
+        self.var_conf_interval = attributes[:'var_conf_interval']
+      else
+        self.var_conf_interval = 95.0
+      end
+
+      if attributes.has_key?(:'period_type')
+        self.period_type = attributes[:'period_type']
+      else
+        self.period_type = 'D'
+      end
+
+      if attributes.has_key?(:'risk_free_treynor')
+        self.risk_free_treynor = attributes[:'risk_free_treynor']
+      else
+        self.risk_free_treynor = 0.0
+      end
+
+      if attributes.has_key?(:'n_rolling_max_drawdown')
+        self.n_rolling_max_drawdown = attributes[:'n_rolling_max_drawdown']
+      else
+        self.n_rolling_max_drawdown = 7
+      end
+
+      if attributes.has_key?(:'portfolio_id')
+        self.portfolio_id = attributes[:'portfolio_id']
+      end
+
+      if attributes.has_key?(:'num_sim_monte_carlo')
+        self.num_sim_monte_carlo = attributes[:'num_sim_monte_carlo']
+      else
+        self.num_sim_monte_carlo = 1000
+      end
+
+      if attributes.has_key?(:'goal_id')
+        self.goal_id = attributes[:'goal_id']
+      end
+
+      if attributes.has_key?(:'account_id')
+        self.account_id = attributes[:'account_id']
+      end
+
+      if attributes.has_key?(:'security_id')
+        self.security_id = attributes[:'security_id']
+      end
+
+      if attributes.has_key?(:'n_path_monte_carlo')
+        self.n_path_monte_carlo = attributes[:'n_path_monte_carlo']
+      else
+        self.n_path_monte_carlo = 100
+      end
+
+      if attributes.has_key?(:'client_id')
+        self.client_id = attributes[:'client_id']
+      end
+
+      if attributes.has_key?(:'n_rolling_volatility')
+        self.n_rolling_volatility = attributes[:'n_rolling_volatility']
+      else
+        self.n_rolling_volatility = 7
+      end
+
+      if attributes.has_key?(:'hist_factor')
+        self.hist_factor = attributes[:'hist_factor']
+      else
+        self.hist_factor = 5.0
+      end
+
+      if attributes.has_key?(:'max_percentile_monte_carlo')
+        self.max_percentile_monte_carlo = attributes[:'max_percentile_monte_carlo']
+      else
+        self.max_percentile_monte_carlo = 80.0
+      end
+    end
+
+    # Show invalid properties with the reasons. Usually used together with valid?
+    # @return Array for valid properties with the reasons
+    def list_invalid_properties
+      invalid_properties = Array.new
+      if !@mean_percentile_monte_carlo.nil? && @mean_percentile_monte_carlo < 0
+        invalid_properties.push('invalid value for "mean_percentile_monte_carlo", must be greater than or equal to 0.')
+      end
+
+      if !@min_percentile_monte_carlo.nil? && @min_percentile_monte_carlo < 0
+        invalid_properties.push('invalid value for "min_percentile_monte_carlo", must be greater than or equal to 0.')
+      end
+
+      if !@moving_average_n_day.nil? && @moving_average_n_day < 1
+        invalid_properties.push('invalid value for "moving_average_n_day", must be greater than or equal to 1.')
+      end
+
+      if @stat_name.nil?
+        invalid_properties.push('invalid value for "stat_name", stat_name cannot be nil.')
+      end
+
+      if !@n_day_returns.nil? && @n_day_returns < 1
+        invalid_properties.push('invalid value for "n_day_returns", must be greater than or equal to 1.')
+      end
+
+      if !@n_rolling_max_drawdown.nil? && @n_rolling_max_drawdown < 1
+        invalid_properties.push('invalid value for "n_rolling_max_drawdown", must be greater than or equal to 1.')
+      end
+
+      if !@num_sim_monte_carlo.nil? && @num_sim_monte_carlo < 1
+        invalid_properties.push('invalid value for "num_sim_monte_carlo", must be greater than or equal to 1.')
+      end
+
+      if !@n_path_monte_carlo.nil? && @n_path_monte_carlo < 1
+        invalid_properties.push('invalid value for "n_path_monte_carlo", must be greater than or equal to 1.')
+      end
+
+      if !@n_rolling_volatility.nil? && @n_rolling_volatility < 1
+        invalid_properties.push('invalid value for "n_rolling_volatility", must be greater than or equal to 1.')
+      end
+
+      if !@max_percentile_monte_carlo.nil? && @max_percentile_monte_carlo < 0
+        invalid_properties.push('invalid value for "max_percentile_monte_carlo", must be greater than or equal to 0.')
+      end
+
+      invalid_properties
+    end
+
+    # Check to see if the all the properties in the model are valid
+    # @return true if the model is valid
+    def valid?
+      annualized_return_period_validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
+      return false unless annualized_return_period_validator.valid?(@annualized_return_period)
+      return false if !@mean_percentile_monte_carlo.nil? && @mean_percentile_monte_carlo < 0
+      return false if !@min_percentile_monte_carlo.nil? && @min_percentile_monte_carlo < 0
+      return false if !@moving_average_n_day.nil? && @moving_average_n_day < 1
+      active_premium_period_validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
+      return false unless active_premium_period_validator.valid?(@active_premium_period)
+      return false if @stat_name.nil?
+      return false if !@n_day_returns.nil? && @n_day_returns < 1
+      period_type_validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
+      return false unless period_type_validator.valid?(@period_type)
+      return false if !@n_rolling_max_drawdown.nil? && @n_rolling_max_drawdown < 1
+      return false if !@num_sim_monte_carlo.nil? && @num_sim_monte_carlo < 1
+      return false if !@n_path_monte_carlo.nil? && @n_path_monte_carlo < 1
+      return false if !@n_rolling_volatility.nil? && @n_rolling_volatility < 1
+      return false if !@max_percentile_monte_carlo.nil? && @max_percentile_monte_carlo < 0
+      true
+    end
+
+    # Custom attribute writer method checking allowed values (enum).
+    # @param [Object] annualized_return_period Object to be assigned
+    def annualized_return_period=(annualized_return_period)
+      validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
+      unless validator.valid?(annualized_return_period)
+        fail ArgumentError, 'invalid value for "annualized_return_period", must be one of #{validator.allowable_values}.'
+      end
+      @annualized_return_period = annualized_return_period
+    end
+
+    # Custom attribute writer method with validation
+    # @param [Object] mean_percentile_monte_carlo Value to be assigned
+    def mean_percentile_monte_carlo=(mean_percentile_monte_carlo)
+      if !mean_percentile_monte_carlo.nil? && mean_percentile_monte_carlo < 0
+        fail ArgumentError, 'invalid value for "mean_percentile_monte_carlo", must be greater than or equal to 0.'
+      end
+
+      @mean_percentile_monte_carlo = mean_percentile_monte_carlo
+    end
+
+    # Custom attribute writer method with validation
+    # @param [Object] min_percentile_monte_carlo Value to be assigned
+    def min_percentile_monte_carlo=(min_percentile_monte_carlo)
+      if !min_percentile_monte_carlo.nil? && min_percentile_monte_carlo < 0
+        fail ArgumentError, 'invalid value for "min_percentile_monte_carlo", must be greater than or equal to 0.'
+      end
+
+      @min_percentile_monte_carlo = min_percentile_monte_carlo
+    end
+
+    # Custom attribute writer method with validation
+    # @param [Object] moving_average_n_day Value to be assigned
+    def moving_average_n_day=(moving_average_n_day)
+      if !moving_average_n_day.nil? && moving_average_n_day < 1
+        fail ArgumentError, 'invalid value for "moving_average_n_day", must be greater than or equal to 1.'
+      end
+
+      @moving_average_n_day = moving_average_n_day
+    end
+
+    # Custom attribute writer method checking allowed values (enum).
+    # @param [Object] active_premium_period Object to be assigned
+    def active_premium_period=(active_premium_period)
+      validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
+      unless validator.valid?(active_premium_period)
+        fail ArgumentError, 'invalid value for "active_premium_period", must be one of #{validator.allowable_values}.'
+      end
+      @active_premium_period = active_premium_period
+    end
+
+    # Custom attribute writer method with validation
+    # @param [Object] n_day_returns Value to be assigned
+    def n_day_returns=(n_day_returns)
+      if !n_day_returns.nil? && n_day_returns < 1
+        fail ArgumentError, 'invalid value for "n_day_returns", must be greater than or equal to 1.'
+      end
+
+      @n_day_returns = n_day_returns
+    end
+
+    # Custom attribute writer method checking allowed values (enum).
+    # @param [Object] period_type Object to be assigned
+    def period_type=(period_type)
+      validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
+      unless validator.valid?(period_type)
+        fail ArgumentError, 'invalid value for "period_type", must be one of #{validator.allowable_values}.'
+      end
+      @period_type = period_type
+    end
+
+    # Custom attribute writer method with validation
+    # @param [Object] n_rolling_max_drawdown Value to be assigned
+    def n_rolling_max_drawdown=(n_rolling_max_drawdown)
+      if !n_rolling_max_drawdown.nil? && n_rolling_max_drawdown < 1
+        fail ArgumentError, 'invalid value for "n_rolling_max_drawdown", must be greater than or equal to 1.'
+      end
+
+      @n_rolling_max_drawdown = n_rolling_max_drawdown
+    end
+
+    # Custom attribute writer method with validation
+    # @param [Object] num_sim_monte_carlo Value to be assigned
+    def num_sim_monte_carlo=(num_sim_monte_carlo)
+      if !num_sim_monte_carlo.nil? && num_sim_monte_carlo < 1
+        fail ArgumentError, 'invalid value for "num_sim_monte_carlo", must be greater than or equal to 1.'
+      end
+
+      @num_sim_monte_carlo = num_sim_monte_carlo
+    end
+
+    # Custom attribute writer method with validation
+    # @param [Object] n_path_monte_carlo Value to be assigned
+    def n_path_monte_carlo=(n_path_monte_carlo)
+      if !n_path_monte_carlo.nil? && n_path_monte_carlo < 1
+        fail ArgumentError, 'invalid value for "n_path_monte_carlo", must be greater than or equal to 1.'
+      end
+
+      @n_path_monte_carlo = n_path_monte_carlo
+    end
+
+    # Custom attribute writer method with validation
+    # @param [Object] n_rolling_volatility Value to be assigned
+    def n_rolling_volatility=(n_rolling_volatility)
+      if !n_rolling_volatility.nil? && n_rolling_volatility < 1
+        fail ArgumentError, 'invalid value for "n_rolling_volatility", must be greater than or equal to 1.'
+      end
+
+      @n_rolling_volatility = n_rolling_volatility
+    end
+
+    # Custom attribute writer method with validation
+    # @param [Object] max_percentile_monte_carlo Value to be assigned
+    def max_percentile_monte_carlo=(max_percentile_monte_carlo)
+      if !max_percentile_monte_carlo.nil? && max_percentile_monte_carlo < 0
+        fail ArgumentError, 'invalid value for "max_percentile_monte_carlo", must be greater than or equal to 0.'
+      end
+
+      @max_percentile_monte_carlo = max_percentile_monte_carlo
+    end
+
+    # Checks equality by comparing each attribute.
+    # @param [Object] Object to be compared
+    def ==(o)
+      return true if self.equal?(o)
+      self.class == o.class &&
+          annualized_return_period == o.annualized_return_period &&
+          risk_free_alpha == o.risk_free_alpha &&
+          allocation_id == o.allocation_id &&
+          mean_percentile_monte_carlo == o.mean_percentile_monte_carlo &&
+          model_id == o.model_id &&
+          mar_downside_deviation == o.mar_downside_deviation &&
+          risk_free_sharpe == o.risk_free_sharpe &&
+          benchmark_id == o.benchmark_id &&
+          risk_free_sortino == o.risk_free_sortino &&
+          household_id == o.household_id &&
+          min_percentile_monte_carlo == o.min_percentile_monte_carlo &&
+          moving_average_n_day == o.moving_average_n_day &&
+          active_premium_period == o.active_premium_period &&
+          stat_name == o.stat_name &&
+          end_date == o.end_date &&
+          start_date == o.start_date &&
+          n_day_returns == o.n_day_returns &&
+          var_conf_interval == o.var_conf_interval &&
+          period_type == o.period_type &&
+          risk_free_treynor == o.risk_free_treynor &&
+          n_rolling_max_drawdown == o.n_rolling_max_drawdown &&
+          portfolio_id == o.portfolio_id &&
+          num_sim_monte_carlo == o.num_sim_monte_carlo &&
+          goal_id == o.goal_id &&
+          account_id == o.account_id &&
+          security_id == o.security_id &&
+          n_path_monte_carlo == o.n_path_monte_carlo &&
+          client_id == o.client_id &&
+          n_rolling_volatility == o.n_rolling_volatility &&
+          hist_factor == o.hist_factor &&
+          max_percentile_monte_carlo == o.max_percentile_monte_carlo
+    end
+
+    # @see the `==` method
+    # @param [Object] Object to be compared
+    def eql?(o)
+      self == o
+    end
+
+    # Calculates hash code according to all attributes.
+    # @return [Fixnum] Hash code
+    def hash
+      [annualized_return_period, risk_free_alpha, allocation_id, mean_percentile_monte_carlo, model_id, mar_downside_deviation, risk_free_sharpe, benchmark_id, risk_free_sortino, household_id, min_percentile_monte_carlo, moving_average_n_day, active_premium_period, stat_name, end_date, start_date, n_day_returns, var_conf_interval, period_type, risk_free_treynor, n_rolling_max_drawdown, portfolio_id, num_sim_monte_carlo, goal_id, account_id, security_id, n_path_monte_carlo, client_id, n_rolling_volatility, hist_factor, max_percentile_monte_carlo].hash
+    end
+
+    # Builds the object from hash
+    # @param [Hash] attributes Model attributes in the form of hash
+    # @return [Object] Returns the model itself
+    def build_from_hash(attributes)
+      return nil unless attributes.is_a?(Hash)
+      self.class.swagger_types.each_pair do |key, type|
+        if type =~ /\AArray<(.*)>/i
+          # check to ensure the input is an array given that the attribute
+          # is documented as an array but the input is not
+          if attributes[self.class.attribute_map[key]].is_a?(Array)
+            self.send("#{key}=", attributes[self.class.attribute_map[key]].map { |v| _deserialize($1, v) })
+          end
+        elsif !attributes[self.class.attribute_map[key]].nil?
+          self.send("#{key}=", _deserialize(type, attributes[self.class.attribute_map[key]]))
+        end # or else data not found in attributes(hash), not an issue as the data can be optional
+      end
+
+      self
+    end
+# Deserializes the data based on type
+    # @param string type Data type
+    # @param string value Value to be deserialized
+    # @return [Object] Deserialized data
+    def _deserialize(type, value)
+      case type.to_sym
+      when :DateTime
+        value
+      when :Date
+        value
+      when :String
+        value.to_s
+      when :Integer
+        value.to_i
+      when :Float
+        value.to_f
+      when :BOOLEAN
+        if value.to_s =~ /\A(true|t|yes|y|1)\z/i
+          true
+        else
+          false
+        end
+      when :Object
+        # generic object (usually a Hash), return directly
+        value
+      when /\AArray<(?<inner_type>.+)>\z/
+        inner_type = Regexp.last_match[:inner_type]
+        value.map { |v| _deserialize(inner_type, v) }
+      when /\AHash<(?<k_type>.+?), (?<v_type>.+)>\z/
+        k_type = Regexp.last_match[:k_type]
+        v_type = Regexp.last_match[:v_type]
+        {}.tap do |hash|
+          value.each do |k, v|
+            hash[_deserialize(k_type, k)] = _deserialize(v_type, v)
+          end
+        end
+      else # model
+        temp_model = ProtonApi.const_get(type).new
+        temp_model.build_from_hash(value)
+      end
+    end
+# Returns the string representation of the object
+    # @return [String] String presentation of the object
+    def to_s
+      to_hash.to_s
+    end
+
+    # to_body is an alias to to_hash (backward compatibility)
+    # @return [Hash] Returns the object in the form of hash
+    def to_body
+      to_hash
+    end
+
+    # Returns the object in the form of hash
+    # @return [Hash] Returns the object in the form of hash
+    def to_hash
+      hash = {}
+      self.class.attribute_map.each_pair do |attr, param|
+        value = self.send(attr)
+        next if value.nil?
+        hash[param] = _to_hash(value)
+      end
+      hash
+    end
+# Outputs non-array value in the form of hash
+    # For object, use to_hash. Otherwise, just return the value
+    # @param [Object] value Any valid value
+    # @return [Hash] Returns the value in the form of hash
+    def _to_hash(value)
+      if value.is_a?(Array)
+        value.compact.map { |v| _to_hash(v) }
+      elsif value.is_a?(Hash)
+        {}.tap do |hash|
+          value.each { |k, v| hash[k] = _to_hash(v) }
+        end
+      elsif value.respond_to? :to_hash
+        value.to_hash
+      else
+        value
+      end
+    end
+
+  end
+end