nucleus_api 1.8.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +7 -0
- data/Gemfile +7 -0
- data/README.md +787 -0
- data/Rakefile +8 -0
- data/docs/Account.md +22 -0
- data/docs/AccountAllocationMapping.md +17 -0
- data/docs/AccountApi.md +1919 -0
- data/docs/AccountMap.md +9 -0
- data/docs/AccountPermissionVO.md +9 -0
- data/docs/AccountPortfolioRebalanceRequest.md +21 -0
- data/docs/AccountStatus.md +16 -0
- data/docs/AccountType.md +23 -0
- data/docs/AclClientPermissionVO.md +10 -0
- data/docs/AdminClient.md +18 -0
- data/docs/AdminClientApi.md +309 -0
- data/docs/AggregationAccount.md +30 -0
- data/docs/AggregationAccountApi.md +1702 -0
- data/docs/AggregationAccountBalance.md +18 -0
- data/docs/AggregationAccountHolding.md +26 -0
- data/docs/AggregationAccountTransaction.md +23 -0
- data/docs/AggregationAccountsMap.md +9 -0
- data/docs/Allocation.md +22 -0
- data/docs/AllocationAggregatedVO.md +13 -0
- data/docs/AllocationApi.md +872 -0
- data/docs/AllocationComposition.md +18 -0
- data/docs/AllocationCompositionAggregatedVO.md +19 -0
- data/docs/AllocationCompositionModelHoldingsVO.md +22 -0
- data/docs/AllocationNodeMap.md +8 -0
- data/docs/Answer.md +18 -0
- data/docs/AnswerMap.md +8 -0
- data/docs/Application.md +15 -0
- data/docs/ApplicationApi.md +309 -0
- data/docs/AuditLog.md +23 -0
- data/docs/AuditLogApi.md +191 -0
- data/docs/AvailableDateDoubleVO.md +14 -0
- data/docs/BankCredit.md +15 -0
- data/docs/BankLink.md +29 -0
- data/docs/BankLinkMap.md +9 -0
- data/docs/Benchmark.md +17 -0
- data/docs/BenchmarkApi.md +375 -0
- data/docs/BenchmarkComposition.md +9 -0
- data/docs/Brokers.md +9 -0
- data/docs/Budget.md +25 -0
- data/docs/BudgetAggregationAccount.md +8 -0
- data/docs/BudgetApi.md +315 -0
- data/docs/BudgetObject.md +10 -0
- data/docs/BulkApi.md +249 -0
- data/docs/BulkTransaction.md +13 -0
- data/docs/BulkTransactionVO.md +12 -0
- data/docs/Business.md +32 -0
- data/docs/BusinessAddress.md +15 -0
- data/docs/BusinessApi.md +523 -0
- data/docs/Card.md +35 -0
- data/docs/CardAddress.md +14 -0
- data/docs/CardApi.md +754 -0
- data/docs/CardProgram.md +23 -0
- data/docs/Cash.md +10 -0
- data/docs/CategoriesMap.md +9 -0
- data/docs/CategoryInternalResponseVO.md +10 -0
- data/docs/CategoryResponseVO.md +9 -0
- data/docs/Check.md +10 -0
- data/docs/CheckImages.md +9 -0
- data/docs/Client.md +39 -0
- data/docs/ClientAccountMapping.md +10 -0
- data/docs/ClientAddress.md +15 -0
- data/docs/ClientApi.md +1008 -0
- data/docs/ClientRelationship.md +10 -0
- data/docs/ClientResponse.md +17 -0
- data/docs/ClientStatus.md +16 -0
- data/docs/ClientViewGoalData.md +21 -0
- data/docs/Country.md +12 -0
- data/docs/Currency.md +11 -0
- data/docs/Customer.md +21 -0
- data/docs/CustomerAddress.md +14 -0
- data/docs/CustomerApi.md +616 -0
- data/docs/CustomerRevenue.md +16 -0
- data/docs/DailyDeposit.md +28 -0
- data/docs/DailyWithdrawal.md +29 -0
- data/docs/DateDoubleVO.md +10 -0
- data/docs/DecisionTree.md +17 -0
- data/docs/DecisionTreeApi.md +971 -0
- data/docs/DecisionTreeCO.md +9 -0
- data/docs/DecisionTreeResultVO.md +9 -0
- data/docs/Document.md +30 -0
- data/docs/DocumentApi.md +309 -0
- data/docs/Employment.md +11 -0
- data/docs/ExternalAccountTransfer.md +28 -0
- data/docs/Feature.md +18 -0
- data/docs/FeatureApi.md +610 -0
- data/docs/FeatureTrack.md +14 -0
- data/docs/FinancialStatement.md +23 -0
- data/docs/FinancialStatementApi.md +315 -0
- data/docs/Funding.md +37 -0
- data/docs/FundingApi.md +1601 -0
- data/docs/FundingRequestMap.md +8 -0
- data/docs/FxRateView.md +11 -0
- data/docs/Goal.md +24 -0
- data/docs/GoalAccountMapping.md +11 -0
- data/docs/GoalApi.md +841 -0
- data/docs/GoalTrack.md +26 -0
- data/docs/GoalTrackAccounts.md +8 -0
- data/docs/Household.md +18 -0
- data/docs/HouseholdApi.md +523 -0
- data/docs/Investment.md +16 -0
- data/docs/Invoice.md +32 -0
- data/docs/InvoiceApi.md +622 -0
- data/docs/InvoicePayment.md +15 -0
- data/docs/JsonNode.md +29 -0
- data/docs/LineItems.md +15 -0
- data/docs/Location.md +15 -0
- data/docs/MXMerchantRes.md +14 -0
- data/docs/Member.md +11 -0
- data/docs/MerchantCategoryCode.md +11 -0
- data/docs/MerchantsMap.md +9 -0
- data/docs/Model.md +29 -0
- data/docs/ModelApi.md +1580 -0
- data/docs/ModelAssetSize.md +16 -0
- data/docs/ModelComment.md +15 -0
- data/docs/ModelHolding.md +25 -0
- data/docs/ModelHoldingVO.md +11 -0
- data/docs/ModelTransaction.md +17 -0
- data/docs/Node.md +15 -0
- data/docs/NodeRelationship.md +18 -0
- data/docs/Notification.md +20 -0
- data/docs/NotificationApi.md +911 -0
- data/docs/NotificationClient.md +19 -0
- data/docs/NotificationSetting.md +19 -0
- data/docs/Order.md +27 -0
- data/docs/OrderApi.md +1764 -0
- data/docs/OrderBulk.md +18 -0
- data/docs/OrderReconcileRequest.md +12 -0
- data/docs/OrderReconcileReturnObject.md +12 -0
- data/docs/OrderStatus.md +14 -0
- data/docs/OrderTrack.md +20 -0
- data/docs/OrderVoClone.md +20 -0
- data/docs/Overflow.md +16 -0
- data/docs/OverflowApi.md +492 -0
- data/docs/OverflowBankLinkMap.md +9 -0
- data/docs/OverflowSettings.md +17 -0
- data/docs/OverflowVO.md +10 -0
- data/docs/Ownership.md +12 -0
- data/docs/PageAccount.md +16 -0
- data/docs/PageAccountAllocationMapping.md +16 -0
- data/docs/PageAccountPermissionVO.md +16 -0
- data/docs/PageAccountStatus.md +16 -0
- data/docs/PageAccountType.md +16 -0
- data/docs/PageAdminClient.md +16 -0
- data/docs/PageAggregationAccount.md +16 -0
- data/docs/PageAggregationAccountBalance.md +16 -0
- data/docs/PageAggregationAccountHolding.md +16 -0
- data/docs/PageAggregationAccountTransaction.md +16 -0
- data/docs/PageAllocation.md +16 -0
- data/docs/PageAllocationComposition.md +16 -0
- data/docs/PageAnswer.md +16 -0
- data/docs/PageApplication.md +16 -0
- data/docs/PageAuditLog.md +16 -0
- data/docs/PageBankLink.md +16 -0
- data/docs/PageBenchmark.md +16 -0
- data/docs/PageBudget.md +16 -0
- data/docs/PageBusiness.md +16 -0
- data/docs/PageCard.md +16 -0
- data/docs/PageCardProgram.md +16 -0
- data/docs/PageClient.md +16 -0
- data/docs/PageClientResponse.md +16 -0
- data/docs/PageClientStatus.md +16 -0
- data/docs/PageCustomer.md +16 -0
- data/docs/PageCustomerRevenue.md +16 -0
- data/docs/PageDailyDeposit.md +16 -0
- data/docs/PageDailyWithdrawal.md +16 -0
- data/docs/PageDecisionTree.md +16 -0
- data/docs/PageDocument.md +16 -0
- data/docs/PageExternalAccountTransfer.md +16 -0
- data/docs/PageFeature.md +16 -0
- data/docs/PageFeatureTrack.md +16 -0
- data/docs/PageFinancialStatement.md +16 -0
- data/docs/PageFunding.md +16 -0
- data/docs/PageGoal.md +16 -0
- data/docs/PageGoalTrack.md +16 -0
- data/docs/PageHousehold.md +16 -0
- data/docs/PageInvoice.md +16 -0
- data/docs/PageInvoicePayment.md +16 -0
- data/docs/PageMXMerchantRes.md +16 -0
- data/docs/PageModel.md +16 -0
- data/docs/PageModelAssetSize.md +16 -0
- data/docs/PageModelComment.md +16 -0
- data/docs/PageModelHolding.md +16 -0
- data/docs/PageModelTransaction.md +16 -0
- data/docs/PageNode.md +16 -0
- data/docs/PageNodeRelationship.md +16 -0
- data/docs/PageNotification.md +16 -0
- data/docs/PageNotificationClient.md +16 -0
- data/docs/PageNotificationSetting.md +16 -0
- data/docs/PageOrder.md +16 -0
- data/docs/PageOrderBulk.md +16 -0
- data/docs/PageOrderStatus.md +16 -0
- data/docs/PageOrderTrack.md +16 -0
- data/docs/PageOverflow.md +16 -0
- data/docs/PageOverflowSettings.md +16 -0
- data/docs/PagePortfolio.md +16 -0
- data/docs/PagePortfolioAssetSizeLog.md +16 -0
- data/docs/PagePortfolioComment.md +16 -0
- data/docs/PagePortfolioGoal.md +16 -0
- data/docs/PagePortfolioHoldingLog.md +16 -0
- data/docs/PagePortfolioTransaction.md +16 -0
- data/docs/PageQuestion.md +16 -0
- data/docs/PageQuestionnaire.md +16 -0
- data/docs/PageReasonCode.md +16 -0
- data/docs/PageRiskProfile.md +16 -0
- data/docs/PageRoundup.md +16 -0
- data/docs/PageRoundupSettings.md +16 -0
- data/docs/PageScore.md +16 -0
- data/docs/PageSecurity.md +16 -0
- data/docs/PageSecurityExclusion.md +16 -0
- data/docs/PageSecurityPrice.md +16 -0
- data/docs/PageSpendingControl.md +16 -0
- data/docs/PageStage.md +16 -0
- data/docs/PageTransactionCode.md +16 -0
- data/docs/PageVAccountAssetSize.md +16 -0
- data/docs/PageWebhook.md +16 -0
- data/docs/PerformanceApi.md +973 -0
- data/docs/PermissionVO.md +9 -0
- data/docs/Portfolio.md +22 -0
- data/docs/PortfolioApi.md +1902 -0
- data/docs/PortfolioAssetSizeLog.md +20 -0
- data/docs/PortfolioComment.md +16 -0
- data/docs/PortfolioGoal.md +14 -0
- data/docs/PortfolioGoalMap.md +9 -0
- data/docs/PortfolioHoldingAgg.md +14 -0
- data/docs/PortfolioHoldingLog.md +21 -0
- data/docs/PortfolioTransaction.md +37 -0
- data/docs/Question.md +23 -0
- data/docs/Questionnaire.md +17 -0
- data/docs/QuestionnaireApi.md +1212 -0
- data/docs/ReasonCode.md +17 -0
- data/docs/ResourceApi.md +534 -0
- data/docs/RiskProfile.md +18 -0
- data/docs/RiskProfileApi.md +309 -0
- data/docs/Roundup.md +15 -0
- data/docs/RoundupApi.md +492 -0
- data/docs/RoundupCO.md +12 -0
- data/docs/RoundupSettings.md +21 -0
- data/docs/Score.md +23 -0
- data/docs/ScoreApi.md +309 -0
- data/docs/SecuritiesApi.md +917 -0
- data/docs/SecuritiesComposition.md +11 -0
- data/docs/SecuritiesCountry.md +9 -0
- data/docs/Security.md +32 -0
- data/docs/SecurityCompositionVO.md +21 -0
- data/docs/SecurityCountryVO.md +9 -0
- data/docs/SecurityExclusion.md +18 -0
- data/docs/SecurityPrice.md +20 -0
- data/docs/Sort.md +13 -0
- data/docs/SpendingControl.md +21 -0
- data/docs/SpendingControlApi.md +309 -0
- data/docs/Stage.md +22 -0
- data/docs/Stat.md +9 -0
- data/docs/State.md +10 -0
- data/docs/StatisticResourceVO.md +11 -0
- data/docs/TokenDateRequest.md +13 -0
- data/docs/TransactionCode.md +20 -0
- data/docs/UtilsApi.md +911 -0
- data/docs/VAccountAssetSize.md +11 -0
- data/docs/VAccountVO.md +13 -0
- data/docs/VClientGoalViewData.md +13 -0
- data/docs/VPortfolioVO.md +11 -0
- data/docs/Webhook.md +15 -0
- data/docs/WebhookApi.md +309 -0
- data/git_push.sh +55 -0
- data/lib/nucleus_api.rb +303 -0
- data/lib/nucleus_api/api/account_api.rb +1794 -0
- data/lib/nucleus_api/api/admin_client_api.rb +301 -0
- data/lib/nucleus_api/api/aggregation_account_api.rb +1587 -0
- data/lib/nucleus_api/api/allocation_api.rb +824 -0
- data/lib/nucleus_api/api/application_api.rb +301 -0
- data/lib/nucleus_api/api/audit_log_api.rb +190 -0
- data/lib/nucleus_api/api/benchmark_api.rb +362 -0
- data/lib/nucleus_api/api/budget_api.rb +307 -0
- data/lib/nucleus_api/api/bulk_api.rb +253 -0
- data/lib/nucleus_api/api/business_api.rb +508 -0
- data/lib/nucleus_api/api/card_api.rb +719 -0
- data/lib/nucleus_api/api/client_api.rb +950 -0
- data/lib/nucleus_api/api/customer_api.rb +585 -0
- data/lib/nucleus_api/api/decision_tree_api.rb +913 -0
- data/lib/nucleus_api/api/document_api.rb +301 -0
- data/lib/nucleus_api/api/feature_api.rb +579 -0
- data/lib/nucleus_api/api/financial_statement_api.rb +307 -0
- data/lib/nucleus_api/api/funding_api.rb +1497 -0
- data/lib/nucleus_api/api/goal_api.rb +819 -0
- data/lib/nucleus_api/api/household_api.rb +508 -0
- data/lib/nucleus_api/api/invoice_api.rb +591 -0
- data/lib/nucleus_api/api/model_api.rb +1479 -0
- data/lib/nucleus_api/api/notification_api.rb +857 -0
- data/lib/nucleus_api/api/order_api.rb +1688 -0
- data/lib/nucleus_api/api/overflow_api.rb +468 -0
- data/lib/nucleus_api/api/performance_api.rb +1131 -0
- data/lib/nucleus_api/api/portfolio_api.rb +1776 -0
- data/lib/nucleus_api/api/questionnaire_api.rb +1135 -0
- data/lib/nucleus_api/api/resource_api.rb +479 -0
- data/lib/nucleus_api/api/risk_profile_api.rb +301 -0
- data/lib/nucleus_api/api/roundup_api.rb +468 -0
- data/lib/nucleus_api/api/score_api.rb +301 -0
- data/lib/nucleus_api/api/securities_api.rb +863 -0
- data/lib/nucleus_api/api/spending_control_api.rb +301 -0
- data/lib/nucleus_api/api/utils_api.rb +857 -0
- data/lib/nucleus_api/api/webhook_api.rb +301 -0
- data/lib/nucleus_api/api_client.rb +428 -0
- data/lib/nucleus_api/api_error.rb +38 -0
- data/lib/nucleus_api/auth_configuration.rb +177 -0
- data/lib/nucleus_api/configuration.rb +224 -0
- data/lib/nucleus_api/models/account.rb +333 -0
- data/lib/nucleus_api/models/account_allocation_mapping.rb +294 -0
- data/lib/nucleus_api/models/account_map.rb +202 -0
- data/lib/nucleus_api/models/account_permission_vo.rb +195 -0
- data/lib/nucleus_api/models/account_portfolio_rebalance_request.rb +313 -0
- data/lib/nucleus_api/models/account_status.rb +275 -0
- data/lib/nucleus_api/models/account_type.rb +335 -0
- data/lib/nucleus_api/models/acl_client_permission_vo.rb +236 -0
- data/lib/nucleus_api/models/admin_client.rb +272 -0
- data/lib/nucleus_api/models/aggregation_account.rb +420 -0
- data/lib/nucleus_api/models/aggregation_account_balance.rb +284 -0
- data/lib/nucleus_api/models/aggregation_account_holding.rb +364 -0
- data/lib/nucleus_api/models/aggregation_account_transaction.rb +382 -0
- data/lib/nucleus_api/models/aggregation_accounts_map.rb +202 -0
- data/lib/nucleus_api/models/allocation.rb +325 -0
- data/lib/nucleus_api/models/allocation_aggregated_vo.rb +228 -0
- data/lib/nucleus_api/models/allocation_composition.rb +304 -0
- data/lib/nucleus_api/models/allocation_composition_aggregated_vo.rb +282 -0
- data/lib/nucleus_api/models/allocation_composition_model_holdings_vo.rb +311 -0
- data/lib/nucleus_api/models/allocation_node_map.rb +187 -0
- data/lib/nucleus_api/models/answer.rb +286 -0
- data/lib/nucleus_api/models/answer_map.rb +181 -0
- data/lib/nucleus_api/models/application.rb +256 -0
- data/lib/nucleus_api/models/audit_log.rb +357 -0
- data/lib/nucleus_api/models/available_date_double_vo.rb +243 -0
- data/lib/nucleus_api/models/bank_credit.rb +262 -0
- data/lib/nucleus_api/models/bank_link.rb +410 -0
- data/lib/nucleus_api/models/bank_link_map.rb +202 -0
- data/lib/nucleus_api/models/benchmark.rb +277 -0
- data/lib/nucleus_api/models/benchmark_composition.rb +202 -0
- data/lib/nucleus_api/models/brokers.rb +203 -0
- data/lib/nucleus_api/models/budget.rb +372 -0
- data/lib/nucleus_api/models/budget_aggregation_account.rb +187 -0
- data/lib/nucleus_api/models/budget_object.rb +213 -0
- data/lib/nucleus_api/models/bulk_transaction.rb +226 -0
- data/lib/nucleus_api/models/bulk_transaction_vo.rb +217 -0
- data/lib/nucleus_api/models/business.rb +430 -0
- data/lib/nucleus_api/models/business_address.rb +278 -0
- data/lib/nucleus_api/models/card.rb +489 -0
- data/lib/nucleus_api/models/card_address.rb +268 -0
- data/lib/nucleus_api/models/card_program.rb +350 -0
- data/lib/nucleus_api/models/cash.rb +213 -0
- data/lib/nucleus_api/models/categories_map.rb +202 -0
- data/lib/nucleus_api/models/category_internal_response_vo.rb +201 -0
- data/lib/nucleus_api/models/category_response_vo.rb +192 -0
- data/lib/nucleus_api/models/check.rb +210 -0
- data/lib/nucleus_api/models/check_images.rb +198 -0
- data/lib/nucleus_api/models/client.rb +523 -0
- data/lib/nucleus_api/models/client_account_mapping.rb +212 -0
- data/lib/nucleus_api/models/client_address.rb +278 -0
- data/lib/nucleus_api/models/client_relationship.rb +209 -0
- data/lib/nucleus_api/models/client_response.rb +280 -0
- data/lib/nucleus_api/models/client_status.rb +275 -0
- data/lib/nucleus_api/models/client_view_goal_data.rb +302 -0
- data/lib/nucleus_api/models/country.rb +233 -0
- data/lib/nucleus_api/models/currency.rb +212 -0
- data/lib/nucleus_api/models/customer.rb +317 -0
- data/lib/nucleus_api/models/customer_address.rb +268 -0
- data/lib/nucleus_api/models/customer_revenue.rb +284 -0
- data/lib/nucleus_api/models/daily_deposit.rb +395 -0
- data/lib/nucleus_api/models/daily_withdrawal.rb +405 -0
- data/lib/nucleus_api/models/date_double_vo.rb +203 -0
- data/lib/nucleus_api/models/decision_tree.rb +275 -0
- data/lib/nucleus_api/models/decision_tree_co.rb +202 -0
- data/lib/nucleus_api/models/decision_tree_result_vo.rb +192 -0
- data/lib/nucleus_api/models/document.rb +409 -0
- data/lib/nucleus_api/models/employment.rb +213 -0
- data/lib/nucleus_api/models/external_account_transfer.rb +412 -0
- data/lib/nucleus_api/models/feature.rb +286 -0
- data/lib/nucleus_api/models/feature_track.rb +251 -0
- data/lib/nucleus_api/models/financial_statement.rb +352 -0
- data/lib/nucleus_api/models/funding.rb +496 -0
- data/lib/nucleus_api/models/funding_request_map.rb +187 -0
- data/lib/nucleus_api/models/fx_rate_view.rb +233 -0
- data/lib/nucleus_api/models/goal.rb +340 -0
- data/lib/nucleus_api/models/goal_account_mapping.rb +218 -0
- data/lib/nucleus_api/models/goal_track.rb +372 -0
- data/lib/nucleus_api/models/goal_track_accounts.rb +187 -0
- data/lib/nucleus_api/models/household.rb +285 -0
- data/lib/nucleus_api/models/investment.rb +283 -0
- data/lib/nucleus_api/models/invoice.rb +452 -0
- data/lib/nucleus_api/models/invoice_payment.rb +269 -0
- data/lib/nucleus_api/models/json_node.rb +404 -0
- data/lib/nucleus_api/models/line_items.rb +278 -0
- data/lib/nucleus_api/models/location.rb +253 -0
- data/lib/nucleus_api/models/member.rb +217 -0
- data/lib/nucleus_api/models/merchant_category_code.rb +213 -0
- data/lib/nucleus_api/models/merchants_map.rb +202 -0
- data/lib/nucleus_api/models/model.rb +396 -0
- data/lib/nucleus_api/models/model_asset_size.rb +274 -0
- data/lib/nucleus_api/models/model_comment.rb +264 -0
- data/lib/nucleus_api/models/model_holding.rb +370 -0
- data/lib/nucleus_api/models/model_holding_vo.rb +208 -0
- data/lib/nucleus_api/models/model_transaction.rb +298 -0
- data/lib/nucleus_api/models/mx_merchant_res.rb +235 -0
- data/lib/nucleus_api/models/node.rb +260 -0
- data/lib/nucleus_api/models/node_relationship.rb +300 -0
- data/lib/nucleus_api/models/notification.rb +313 -0
- data/lib/nucleus_api/models/notification_client.rb +309 -0
- data/lib/nucleus_api/models/notification_setting.rb +300 -0
- data/lib/nucleus_api/models/order.rb +390 -0
- data/lib/nucleus_api/models/order_bulk.rb +309 -0
- data/lib/nucleus_api/models/order_reconcile_request.rb +220 -0
- data/lib/nucleus_api/models/order_reconcile_return_object.rb +227 -0
- data/lib/nucleus_api/models/order_status.rb +250 -0
- data/lib/nucleus_api/models/order_track.rb +316 -0
- data/lib/nucleus_api/models/order_vo_clone.rb +304 -0
- data/lib/nucleus_api/models/overflow.rb +281 -0
- data/lib/nucleus_api/models/overflow_bank_link_map.rb +202 -0
- data/lib/nucleus_api/models/overflow_settings.rb +287 -0
- data/lib/nucleus_api/models/overflow_vo.rb +203 -0
- data/lib/nucleus_api/models/ownership.rb +233 -0
- data/lib/nucleus_api/models/page_account.rb +258 -0
- data/lib/nucleus_api/models/page_account_allocation_mapping.rb +258 -0
- data/lib/nucleus_api/models/page_account_permission_vo.rb +258 -0
- data/lib/nucleus_api/models/page_account_status.rb +258 -0
- data/lib/nucleus_api/models/page_account_type.rb +258 -0
- data/lib/nucleus_api/models/page_admin_client.rb +258 -0
- data/lib/nucleus_api/models/page_aggregation_account.rb +258 -0
- data/lib/nucleus_api/models/page_aggregation_account_balance.rb +258 -0
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- data/spec/models/statistic_resource_vo_spec.rb +59 -0
- data/spec/models/token_date_request_spec.rb +71 -0
- data/spec/models/transaction_code_spec.rb +125 -0
- data/spec/models/v_account_asset_size_spec.rb +59 -0
- data/spec/models/v_account_vo_spec.rb +71 -0
- data/spec/models/v_client_goal_view_data_spec.rb +71 -0
- data/spec/models/v_portfolio_vo_spec.rb +59 -0
- data/spec/models/webhook_spec.rb +87 -0
- data/spec/spec_helper.rb +111 -0
- metadata +1312 -0
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# NucleusApi::PageSecurityPrice
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## Properties
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Name | Type | Description | Notes
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5
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------------ | ------------- | ------------- | -------------
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**content** | [**Array<SecurityPrice>**](SecurityPrice.md) | | [optional]
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7
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**first** | **BOOLEAN** | | [optional]
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8
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**last** | **BOOLEAN** | | [optional]
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9
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**number** | **Integer** | | [optional]
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10
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**number_of_elements** | **Integer** | | [optional]
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11
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**size** | **Integer** | | [optional]
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12
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**sort** | [**Array<Sort>**](Sort.md) | | [optional]
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13
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**total_elements** | **Integer** | | [optional]
|
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14
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**total_pages** | **Integer** | | [optional]
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# NucleusApi::PageSpendingControl
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## Properties
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4
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Name | Type | Description | Notes
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5
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------------ | ------------- | ------------- | -------------
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6
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**content** | [**Array<SpendingControl>**](SpendingControl.md) | | [optional]
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7
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**first** | **BOOLEAN** | | [optional]
|
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8
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**last** | **BOOLEAN** | | [optional]
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9
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**number** | **Integer** | | [optional]
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10
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**number_of_elements** | **Integer** | | [optional]
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11
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**size** | **Integer** | | [optional]
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12
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**sort** | [**Array<Sort>**](Sort.md) | | [optional]
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13
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**total_elements** | **Integer** | | [optional]
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**total_pages** | **Integer** | | [optional]
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data/docs/PageStage.md
ADDED
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# NucleusApi::PageStage
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## Properties
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Name | Type | Description | Notes
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------------ | ------------- | ------------- | -------------
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6
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**content** | [**Array<Stage>**](Stage.md) | | [optional]
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7
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**first** | **BOOLEAN** | | [optional]
|
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8
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**last** | **BOOLEAN** | | [optional]
|
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9
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+
**number** | **Integer** | | [optional]
|
|
10
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**number_of_elements** | **Integer** | | [optional]
|
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11
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**size** | **Integer** | | [optional]
|
|
12
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+
**sort** | [**Array<Sort>**](Sort.md) | | [optional]
|
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13
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+
**total_elements** | **Integer** | | [optional]
|
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14
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**total_pages** | **Integer** | | [optional]
|
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15
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# NucleusApi::PageTransactionCode
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2
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3
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## Properties
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4
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Name | Type | Description | Notes
|
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5
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------------ | ------------- | ------------- | -------------
|
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6
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+
**content** | [**Array<TransactionCode>**](TransactionCode.md) | | [optional]
|
|
7
|
+
**first** | **BOOLEAN** | | [optional]
|
|
8
|
+
**last** | **BOOLEAN** | | [optional]
|
|
9
|
+
**number** | **Integer** | | [optional]
|
|
10
|
+
**number_of_elements** | **Integer** | | [optional]
|
|
11
|
+
**size** | **Integer** | | [optional]
|
|
12
|
+
**sort** | [**Array<Sort>**](Sort.md) | | [optional]
|
|
13
|
+
**total_elements** | **Integer** | | [optional]
|
|
14
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+
**total_pages** | **Integer** | | [optional]
|
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15
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16
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|
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# NucleusApi::PageVAccountAssetSize
|
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2
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+
|
|
3
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## Properties
|
|
4
|
+
Name | Type | Description | Notes
|
|
5
|
+
------------ | ------------- | ------------- | -------------
|
|
6
|
+
**content** | [**Array<VAccountAssetSize>**](VAccountAssetSize.md) | | [optional]
|
|
7
|
+
**first** | **BOOLEAN** | | [optional]
|
|
8
|
+
**last** | **BOOLEAN** | | [optional]
|
|
9
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+
**number** | **Integer** | | [optional]
|
|
10
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+
**number_of_elements** | **Integer** | | [optional]
|
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11
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+
**size** | **Integer** | | [optional]
|
|
12
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+
**sort** | [**Array<Sort>**](Sort.md) | | [optional]
|
|
13
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+
**total_elements** | **Integer** | | [optional]
|
|
14
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**total_pages** | **Integer** | | [optional]
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16
|
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|
data/docs/PageWebhook.md
ADDED
|
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# NucleusApi::PageWebhook
|
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2
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+
|
|
3
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## Properties
|
|
4
|
+
Name | Type | Description | Notes
|
|
5
|
+
------------ | ------------- | ------------- | -------------
|
|
6
|
+
**content** | [**Array<Webhook>**](Webhook.md) | | [optional]
|
|
7
|
+
**first** | **BOOLEAN** | | [optional]
|
|
8
|
+
**last** | **BOOLEAN** | | [optional]
|
|
9
|
+
**number** | **Integer** | | [optional]
|
|
10
|
+
**number_of_elements** | **Integer** | | [optional]
|
|
11
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+
**size** | **Integer** | | [optional]
|
|
12
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+
**sort** | [**Array<Sort>**](Sort.md) | | [optional]
|
|
13
|
+
**total_elements** | **Integer** | | [optional]
|
|
14
|
+
**total_pages** | **Integer** | | [optional]
|
|
15
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|
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16
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# NucleusApi::PerformanceApi
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3
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All URIs are relative to *https://sandbox.hydrogenplatform.com/nucleus/v1*
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4
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5
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Method | HTTP request | Description
|
|
6
|
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------------- | ------------- | -------------
|
|
7
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[**get_account_performance_using_get**](PerformanceApi.md#get_account_performance_using_get) | **GET** /account/{account_id}/performance | Account Performance
|
|
8
|
+
[**get_allocation_performance_using_get**](PerformanceApi.md#get_allocation_performance_using_get) | **GET** /allocation/{allocation_id}/performance | Allocation Performance
|
|
9
|
+
[**get_benchmark_performance_using_get**](PerformanceApi.md#get_benchmark_performance_using_get) | **GET** /benchmark/{benchmark_id}/performance | Benchmark Performance
|
|
10
|
+
[**get_client_performance_using_get**](PerformanceApi.md#get_client_performance_using_get) | **GET** /client/{client_id}/performance | Client Performance
|
|
11
|
+
[**get_goal_performance_using_get**](PerformanceApi.md#get_goal_performance_using_get) | **GET** /goal/{goal_id}/performance | Goal Performance
|
|
12
|
+
[**get_household_client_performance_using_get**](PerformanceApi.md#get_household_client_performance_using_get) | **GET** /household/{household_id}/performance | Household Performance
|
|
13
|
+
[**get_model_performance_using_get**](PerformanceApi.md#get_model_performance_using_get) | **GET** /model/{model_id}/performance | Model Performance
|
|
14
|
+
[**get_portfolio_performance_using_get**](PerformanceApi.md#get_portfolio_performance_using_get) | **GET** /portfolio/{portfolio_id}/performance | Portfolio Performance
|
|
15
|
+
[**get_security_performance_using_get**](PerformanceApi.md#get_security_performance_using_get) | **GET** /security/{security_id}/performance | Security Performance
|
|
16
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+
|
|
17
|
+
|
|
18
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+
# **get_account_performance_using_get**
|
|
19
|
+
> Object get_account_performance_using_get(account_id, opts)
|
|
20
|
+
|
|
21
|
+
Account Performance
|
|
22
|
+
|
|
23
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+
Get information on the performance of an account using IRR (Internal Rate of Return). You must provide the unique account_id.
|
|
24
|
+
|
|
25
|
+
### Example
|
|
26
|
+
```ruby
|
|
27
|
+
# load the gem
|
|
28
|
+
require 'nucleus_api'
|
|
29
|
+
# Setup authorization
|
|
30
|
+
NucleusApi.configure do |config|
|
|
31
|
+
# Use one of the below method to generate oauth token
|
|
32
|
+
# Creating a token for grant_type=client_credentials
|
|
33
|
+
config.create_client_credential("CLIENT_ID", "CLIENT_SECRET");
|
|
34
|
+
# Creating a token for grant_type=password
|
|
35
|
+
config.create_password_credential("CLIENT_ID", "CLIENT_SECRET", "USERNAME", "PASSWORD");
|
|
36
|
+
# Creating a token using client token
|
|
37
|
+
config.create_client_token_credential("CLIENT_ID", "CLIENT_SECRET", "CLIENT_TOKEN")
|
|
38
|
+
end
|
|
39
|
+
|
|
40
|
+
api_instance = NucleusApi::PerformanceApi.new
|
|
41
|
+
|
|
42
|
+
account_id = 'account_id_example' # String | Account Id -/account
|
|
43
|
+
|
|
44
|
+
opts = {
|
|
45
|
+
active_premium_period: 'active_premium_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
46
|
+
annualized_return_period: 'annualized_return_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
47
|
+
benchmark_id: 'benchmark_id_example', # String | Client Benchmark or Tenant Benchmark id -/benchmark
|
|
48
|
+
end_date: Date.parse('2013-10-20'), # Date | end date
|
|
49
|
+
hist_factor: 1.2, # Float | Histogram factor- (statId: 39, default: 5)
|
|
50
|
+
mar_down_side_deviation: 1.2, # Float | minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
51
|
+
max_percentile_monte_carlo: 1.2, # Float | max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
52
|
+
mean_percentile_monte_carlo: 1.2, # Float | mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
53
|
+
min_percentile_monte_carlo: 1.2, # Float | min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
54
|
+
moving_average_n_day: 56, # Integer | number of days for moving average n-day - (statId: 18, default: 7)
|
|
55
|
+
n_day_returns: 56, # Integer | number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
56
|
+
n_path_monte_carlo: 56, # Integer | number of points for a simulation- (statId: 62, default: 100)
|
|
57
|
+
n_rolling_max_drawdown: 56, # Integer | number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
58
|
+
n_rolling_volatility: 56, # Integer | number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
59
|
+
num_sim_monte_carlo: 56, # Integer | number of simulations - (statId: 62, default: 1000)
|
|
60
|
+
period_type: 'period_type_example', # String | Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D')
|
|
61
|
+
risk_free_alpha: 1.2, # Float | risk free val alpha - (statId: 52, default: 0)
|
|
62
|
+
risk_free_sharpe: 1.2, # Float | risk free val sharpe- (statId: 49, default: 0)
|
|
63
|
+
risk_free_sortino: 1.2, # Float | risk free val sortino - (statId: 56, default: 0)
|
|
64
|
+
risk_free_treynor: 1.2, # Float | risk free val treynor- (statId: 51, default: 0)
|
|
65
|
+
start_date: Date.parse('2013-10-20'), # Date | start date
|
|
66
|
+
stat: 'stat_example', # String | A stat type - /statistics
|
|
67
|
+
var_conf_interval: 1.2 # Float | VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
68
|
+
}
|
|
69
|
+
|
|
70
|
+
begin
|
|
71
|
+
#Account Performance
|
|
72
|
+
result = api_instance.get_account_performance_using_get(account_id, opts)
|
|
73
|
+
p result
|
|
74
|
+
rescue NucleusApi::ApiError => e
|
|
75
|
+
puts "Exception when calling PerformanceApi->get_account_performance_using_get: #{e}"
|
|
76
|
+
end
|
|
77
|
+
```
|
|
78
|
+
|
|
79
|
+
### Parameters
|
|
80
|
+
|
|
81
|
+
Name | Type | Description | Notes
|
|
82
|
+
------------- | ------------- | ------------- | -------------
|
|
83
|
+
**account_id** | [**String**](.md)| Account Id -/account |
|
|
84
|
+
**active_premium_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
85
|
+
**annualized_return_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
86
|
+
**benchmark_id** | [**String**](.md)| Client Benchmark or Tenant Benchmark id -/benchmark | [optional]
|
|
87
|
+
**end_date** | **Date**| end date | [optional]
|
|
88
|
+
**hist_factor** | **Float**| Histogram factor- (statId: 39, default: 5) | [optional]
|
|
89
|
+
**mar_down_side_deviation** | **Float**| minimum acceptable return for downside deviation - (statId: 58, default: 0) | [optional]
|
|
90
|
+
**max_percentile_monte_carlo** | **Float**| max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95) | [optional]
|
|
91
|
+
**mean_percentile_monte_carlo** | **Float**| mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50) | [optional]
|
|
92
|
+
**min_percentile_monte_carlo** | **Float**| min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5) | [optional]
|
|
93
|
+
**moving_average_n_day** | **Integer**| number of days for moving average n-day - (statId: 18, default: 7) | [optional]
|
|
94
|
+
**n_day_returns** | **Integer**| number of days for Rolling n-day returns - (statId: 2, default: 7) | [optional]
|
|
95
|
+
**n_path_monte_carlo** | **Integer**| number of points for a simulation- (statId: 62, default: 100) | [optional]
|
|
96
|
+
**n_rolling_max_drawdown** | **Integer**| number of days for Rolling n-day max drawdown- (statId: 46, default: 7) | [optional]
|
|
97
|
+
**n_rolling_volatility** | **Integer**| number of days for Rolling n-day volatility- (statId: 34, default: 7) | [optional]
|
|
98
|
+
**num_sim_monte_carlo** | **Integer**| number of simulations - (statId: 62, default: 1000) | [optional]
|
|
99
|
+
**period_type** | **String**| Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D') | [optional]
|
|
100
|
+
**risk_free_alpha** | **Float**| risk free val alpha - (statId: 52, default: 0) | [optional]
|
|
101
|
+
**risk_free_sharpe** | **Float**| risk free val sharpe- (statId: 49, default: 0) | [optional]
|
|
102
|
+
**risk_free_sortino** | **Float**| risk free val sortino - (statId: 56, default: 0) | [optional]
|
|
103
|
+
**risk_free_treynor** | **Float**| risk free val treynor- (statId: 51, default: 0) | [optional]
|
|
104
|
+
**start_date** | **Date**| start date | [optional]
|
|
105
|
+
**stat** | **String**| A stat type - /statistics | [optional]
|
|
106
|
+
**var_conf_interval** | **Float**| VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95) | [optional]
|
|
107
|
+
|
|
108
|
+
### Return type
|
|
109
|
+
|
|
110
|
+
**Object**
|
|
111
|
+
|
|
112
|
+
### Authorization
|
|
113
|
+
|
|
114
|
+
[oauth2](../README.md#oauth2)
|
|
115
|
+
|
|
116
|
+
### HTTP request headers
|
|
117
|
+
|
|
118
|
+
- **Content-Type**: Not defined
|
|
119
|
+
- **Accept**: */*
|
|
120
|
+
|
|
121
|
+
|
|
122
|
+
|
|
123
|
+
# **get_allocation_performance_using_get**
|
|
124
|
+
> Hash<String, Object> get_allocation_performance_using_get(allocation_id, opts)
|
|
125
|
+
|
|
126
|
+
Allocation Performance
|
|
127
|
+
|
|
128
|
+
Get information on the performance of an allocation using TWR (Time Weighted Return). You must provide the unique allocation_id.
|
|
129
|
+
|
|
130
|
+
### Example
|
|
131
|
+
```ruby
|
|
132
|
+
# load the gem
|
|
133
|
+
require 'nucleus_api'
|
|
134
|
+
# Setup authorization
|
|
135
|
+
NucleusApi.configure do |config|
|
|
136
|
+
# Use one of the below method to generate oauth token
|
|
137
|
+
# Creating a token for grant_type=client_credentials
|
|
138
|
+
config.create_client_credential("CLIENT_ID", "CLIENT_SECRET");
|
|
139
|
+
# Creating a token for grant_type=password
|
|
140
|
+
config.create_password_credential("CLIENT_ID", "CLIENT_SECRET", "USERNAME", "PASSWORD");
|
|
141
|
+
# Creating a token using client token
|
|
142
|
+
config.create_client_token_credential("CLIENT_ID", "CLIENT_SECRET", "CLIENT_TOKEN")
|
|
143
|
+
end
|
|
144
|
+
|
|
145
|
+
api_instance = NucleusApi::PerformanceApi.new
|
|
146
|
+
|
|
147
|
+
allocation_id = 'allocation_id_example' # String | Allocation Id -/allocation
|
|
148
|
+
|
|
149
|
+
opts = {
|
|
150
|
+
active_premium_period: 'active_premium_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
151
|
+
annualized_return_period: 'annualized_return_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
152
|
+
benchmark_id: 'benchmark_id_example', # String | Tenant Benchmark Id -/benchmark
|
|
153
|
+
end_date: Date.parse('2013-10-20'), # Date | end date
|
|
154
|
+
hist_factor: 1.2, # Float | Histogram factor- (statId: 39, default: 5)
|
|
155
|
+
is_current_weight: true, # BOOLEAN | is_current_weight
|
|
156
|
+
mar_down_side_deviation: 1.2, # Float | minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
157
|
+
max_percentile_monte_carlo: 1.2, # Float | max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
158
|
+
mean_percentile_monte_carlo: 1.2, # Float | mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
159
|
+
min_percentile_monte_carlo: 1.2, # Float | min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
160
|
+
moving_average_n_day: 56, # Integer | number of days for moving average n-day - (statId: 18, default: 7)
|
|
161
|
+
n_day_returns: 56, # Integer | number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
162
|
+
n_path_monte_carlo: 56, # Integer | number of points for a simulation- (statId: 62, default: 100)
|
|
163
|
+
n_rolling_max_drawdown: 56, # Integer | number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
164
|
+
n_rolling_volatility: 56, # Integer | number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
165
|
+
num_sim_monte_carlo: 56, # Integer | number of simulations - (statId: 62, default: 1000)
|
|
166
|
+
period_type: 'period_type_example', # String | Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D')
|
|
167
|
+
risk_free_alpha: 1.2, # Float | risk free val alpha - (statId: 52, default: 0)
|
|
168
|
+
risk_free_sharpe: 1.2, # Float | risk free val sharpe- (statId: 49, default: 0)
|
|
169
|
+
risk_free_sortino: 1.2, # Float | risk free val sortino - (statId: 56, default: 0)
|
|
170
|
+
risk_free_treynor: 1.2, # Float | risk free val treynor- (statId: 51, default: 0)
|
|
171
|
+
start_date: Date.parse('2013-10-20'), # Date | start date
|
|
172
|
+
stat: 'stat_example', # String | A stat type found under the Statistics banner
|
|
173
|
+
var_conf_interval: 1.2 # Float | VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
174
|
+
}
|
|
175
|
+
|
|
176
|
+
begin
|
|
177
|
+
#Allocation Performance
|
|
178
|
+
result = api_instance.get_allocation_performance_using_get(allocation_id, opts)
|
|
179
|
+
p result
|
|
180
|
+
rescue NucleusApi::ApiError => e
|
|
181
|
+
puts "Exception when calling PerformanceApi->get_allocation_performance_using_get: #{e}"
|
|
182
|
+
end
|
|
183
|
+
```
|
|
184
|
+
|
|
185
|
+
### Parameters
|
|
186
|
+
|
|
187
|
+
Name | Type | Description | Notes
|
|
188
|
+
------------- | ------------- | ------------- | -------------
|
|
189
|
+
**allocation_id** | [**String**](.md)| Allocation Id -/allocation |
|
|
190
|
+
**active_premium_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
191
|
+
**annualized_return_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
192
|
+
**benchmark_id** | [**String**](.md)| Tenant Benchmark Id -/benchmark | [optional]
|
|
193
|
+
**end_date** | **Date**| end date | [optional]
|
|
194
|
+
**hist_factor** | **Float**| Histogram factor- (statId: 39, default: 5) | [optional]
|
|
195
|
+
**is_current_weight** | **BOOLEAN**| is_current_weight | [optional] [default to true]
|
|
196
|
+
**mar_down_side_deviation** | **Float**| minimum acceptable return for downside deviation - (statId: 58, default: 0) | [optional]
|
|
197
|
+
**max_percentile_monte_carlo** | **Float**| max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95) | [optional]
|
|
198
|
+
**mean_percentile_monte_carlo** | **Float**| mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50) | [optional]
|
|
199
|
+
**min_percentile_monte_carlo** | **Float**| min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5) | [optional]
|
|
200
|
+
**moving_average_n_day** | **Integer**| number of days for moving average n-day - (statId: 18, default: 7) | [optional]
|
|
201
|
+
**n_day_returns** | **Integer**| number of days for Rolling n-day returns - (statId: 2, default: 7) | [optional]
|
|
202
|
+
**n_path_monte_carlo** | **Integer**| number of points for a simulation- (statId: 62, default: 100) | [optional]
|
|
203
|
+
**n_rolling_max_drawdown** | **Integer**| number of days for Rolling n-day max drawdown- (statId: 46, default: 7) | [optional]
|
|
204
|
+
**n_rolling_volatility** | **Integer**| number of days for Rolling n-day volatility- (statId: 34, default: 7) | [optional]
|
|
205
|
+
**num_sim_monte_carlo** | **Integer**| number of simulations - (statId: 62, default: 1000) | [optional]
|
|
206
|
+
**period_type** | **String**| Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D') | [optional]
|
|
207
|
+
**risk_free_alpha** | **Float**| risk free val alpha - (statId: 52, default: 0) | [optional]
|
|
208
|
+
**risk_free_sharpe** | **Float**| risk free val sharpe- (statId: 49, default: 0) | [optional]
|
|
209
|
+
**risk_free_sortino** | **Float**| risk free val sortino - (statId: 56, default: 0) | [optional]
|
|
210
|
+
**risk_free_treynor** | **Float**| risk free val treynor- (statId: 51, default: 0) | [optional]
|
|
211
|
+
**start_date** | **Date**| start date | [optional]
|
|
212
|
+
**stat** | **String**| A stat type found under the Statistics banner | [optional]
|
|
213
|
+
**var_conf_interval** | **Float**| VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95) | [optional]
|
|
214
|
+
|
|
215
|
+
### Return type
|
|
216
|
+
|
|
217
|
+
**Hash<String, Object>**
|
|
218
|
+
|
|
219
|
+
### Authorization
|
|
220
|
+
|
|
221
|
+
[oauth2](../README.md#oauth2)
|
|
222
|
+
|
|
223
|
+
### HTTP request headers
|
|
224
|
+
|
|
225
|
+
- **Content-Type**: Not defined
|
|
226
|
+
- **Accept**: */*
|
|
227
|
+
|
|
228
|
+
|
|
229
|
+
|
|
230
|
+
# **get_benchmark_performance_using_get**
|
|
231
|
+
> Object get_benchmark_performance_using_get(benchmark_id, opts)
|
|
232
|
+
|
|
233
|
+
Benchmark Performance
|
|
234
|
+
|
|
235
|
+
Get information on the performance of a benchmark using TWR (Time Weighted Return). You must provide the unique benchmark_id.
|
|
236
|
+
|
|
237
|
+
### Example
|
|
238
|
+
```ruby
|
|
239
|
+
# load the gem
|
|
240
|
+
require 'nucleus_api'
|
|
241
|
+
# Setup authorization
|
|
242
|
+
NucleusApi.configure do |config|
|
|
243
|
+
# Use one of the below method to generate oauth token
|
|
244
|
+
# Creating a token for grant_type=client_credentials
|
|
245
|
+
config.create_client_credential("CLIENT_ID", "CLIENT_SECRET");
|
|
246
|
+
# Creating a token for grant_type=password
|
|
247
|
+
config.create_password_credential("CLIENT_ID", "CLIENT_SECRET", "USERNAME", "PASSWORD");
|
|
248
|
+
# Creating a token using client token
|
|
249
|
+
config.create_client_token_credential("CLIENT_ID", "CLIENT_SECRET", "CLIENT_TOKEN")
|
|
250
|
+
end
|
|
251
|
+
|
|
252
|
+
api_instance = NucleusApi::PerformanceApi.new
|
|
253
|
+
|
|
254
|
+
benchmark_id = 'benchmark_id_example' # String | Benchmark Id - /benchmark
|
|
255
|
+
|
|
256
|
+
opts = {
|
|
257
|
+
active_premium_period: 'active_premium_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
258
|
+
annualized_return_period: 'annualized_return_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
259
|
+
comparison_benchmark_id: 'comparison_benchmark_id_example', # String | comparison_benchmark_id
|
|
260
|
+
end_date: Date.parse('2013-10-20'), # Date | end date
|
|
261
|
+
hist_factor: 1.2, # Float | Histogram factor- (statId: 39, default: 5)
|
|
262
|
+
mar_down_side_deviation: 1.2, # Float | minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
263
|
+
max_percentile_monte_carlo: 1.2, # Float | max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
264
|
+
mean_percentile_monte_carlo: 1.2, # Float | mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
265
|
+
min_percentile_monte_carlo: 1.2, # Float | min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
266
|
+
moving_average_n_day: 56, # Integer | number of days for moving average n-day - (statId: 18, default: 7)
|
|
267
|
+
n_day_returns: 56, # Integer | number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
268
|
+
n_path_monte_carlo: 56, # Integer | number of points for a simulation- (statId: 62, default: 100)
|
|
269
|
+
n_rolling_max_drawdown: 56, # Integer | number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
270
|
+
n_rolling_volatility: 56, # Integer | number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
271
|
+
num_sim_monte_carlo: 56, # Integer | number of simulations - (statId: 62, default: 1000)
|
|
272
|
+
period_type: 'period_type_example', # String | Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D')
|
|
273
|
+
risk_free_alpha: 1.2, # Float | risk free val alpha - (statId: 52, default: 0)
|
|
274
|
+
risk_free_sharpe: 1.2, # Float | risk free val sharpe- (statId: 49, default: 0)
|
|
275
|
+
risk_free_sortino: 1.2, # Float | risk free val sortino - (statId: 56, default: 0)
|
|
276
|
+
risk_free_treynor: 1.2, # Float | risk free val treynor- (statId: 51, default: 0)
|
|
277
|
+
start_date: Date.parse('2013-10-20'), # Date | start date
|
|
278
|
+
stat: 'stat_example', # String | Stat type - /statistics endpoint
|
|
279
|
+
var_conf_interval: 1.2 # Float | VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
280
|
+
}
|
|
281
|
+
|
|
282
|
+
begin
|
|
283
|
+
#Benchmark Performance
|
|
284
|
+
result = api_instance.get_benchmark_performance_using_get(benchmark_id, opts)
|
|
285
|
+
p result
|
|
286
|
+
rescue NucleusApi::ApiError => e
|
|
287
|
+
puts "Exception when calling PerformanceApi->get_benchmark_performance_using_get: #{e}"
|
|
288
|
+
end
|
|
289
|
+
```
|
|
290
|
+
|
|
291
|
+
### Parameters
|
|
292
|
+
|
|
293
|
+
Name | Type | Description | Notes
|
|
294
|
+
------------- | ------------- | ------------- | -------------
|
|
295
|
+
**benchmark_id** | [**String**](.md)| Benchmark Id - /benchmark |
|
|
296
|
+
**active_premium_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
297
|
+
**annualized_return_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
298
|
+
**comparison_benchmark_id** | [**String**](.md)| comparison_benchmark_id | [optional]
|
|
299
|
+
**end_date** | **Date**| end date | [optional]
|
|
300
|
+
**hist_factor** | **Float**| Histogram factor- (statId: 39, default: 5) | [optional]
|
|
301
|
+
**mar_down_side_deviation** | **Float**| minimum acceptable return for downside deviation - (statId: 58, default: 0) | [optional]
|
|
302
|
+
**max_percentile_monte_carlo** | **Float**| max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95) | [optional]
|
|
303
|
+
**mean_percentile_monte_carlo** | **Float**| mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50) | [optional]
|
|
304
|
+
**min_percentile_monte_carlo** | **Float**| min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5) | [optional]
|
|
305
|
+
**moving_average_n_day** | **Integer**| number of days for moving average n-day - (statId: 18, default: 7) | [optional]
|
|
306
|
+
**n_day_returns** | **Integer**| number of days for Rolling n-day returns - (statId: 2, default: 7) | [optional]
|
|
307
|
+
**n_path_monte_carlo** | **Integer**| number of points for a simulation- (statId: 62, default: 100) | [optional]
|
|
308
|
+
**n_rolling_max_drawdown** | **Integer**| number of days for Rolling n-day max drawdown- (statId: 46, default: 7) | [optional]
|
|
309
|
+
**n_rolling_volatility** | **Integer**| number of days for Rolling n-day volatility- (statId: 34, default: 7) | [optional]
|
|
310
|
+
**num_sim_monte_carlo** | **Integer**| number of simulations - (statId: 62, default: 1000) | [optional]
|
|
311
|
+
**period_type** | **String**| Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D') | [optional]
|
|
312
|
+
**risk_free_alpha** | **Float**| risk free val alpha - (statId: 52, default: 0) | [optional]
|
|
313
|
+
**risk_free_sharpe** | **Float**| risk free val sharpe- (statId: 49, default: 0) | [optional]
|
|
314
|
+
**risk_free_sortino** | **Float**| risk free val sortino - (statId: 56, default: 0) | [optional]
|
|
315
|
+
**risk_free_treynor** | **Float**| risk free val treynor- (statId: 51, default: 0) | [optional]
|
|
316
|
+
**start_date** | **Date**| start date | [optional]
|
|
317
|
+
**stat** | **String**| Stat type - /statistics endpoint | [optional]
|
|
318
|
+
**var_conf_interval** | **Float**| VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95) | [optional]
|
|
319
|
+
|
|
320
|
+
### Return type
|
|
321
|
+
|
|
322
|
+
**Object**
|
|
323
|
+
|
|
324
|
+
### Authorization
|
|
325
|
+
|
|
326
|
+
[oauth2](../README.md#oauth2)
|
|
327
|
+
|
|
328
|
+
### HTTP request headers
|
|
329
|
+
|
|
330
|
+
- **Content-Type**: Not defined
|
|
331
|
+
- **Accept**: */*
|
|
332
|
+
|
|
333
|
+
|
|
334
|
+
|
|
335
|
+
# **get_client_performance_using_get**
|
|
336
|
+
> Object get_client_performance_using_get(client_id, opts)
|
|
337
|
+
|
|
338
|
+
Client Performance
|
|
339
|
+
|
|
340
|
+
Get information on the performance of a client using IRR (Internal Rate of Return). You must provide the unique client_id.
|
|
341
|
+
|
|
342
|
+
### Example
|
|
343
|
+
```ruby
|
|
344
|
+
# load the gem
|
|
345
|
+
require 'nucleus_api'
|
|
346
|
+
# Setup authorization
|
|
347
|
+
NucleusApi.configure do |config|
|
|
348
|
+
# Use one of the below method to generate oauth token
|
|
349
|
+
# Creating a token for grant_type=client_credentials
|
|
350
|
+
config.create_client_credential("CLIENT_ID", "CLIENT_SECRET");
|
|
351
|
+
# Creating a token for grant_type=password
|
|
352
|
+
config.create_password_credential("CLIENT_ID", "CLIENT_SECRET", "USERNAME", "PASSWORD");
|
|
353
|
+
# Creating a token using client token
|
|
354
|
+
config.create_client_token_credential("CLIENT_ID", "CLIENT_SECRET", "CLIENT_TOKEN")
|
|
355
|
+
end
|
|
356
|
+
|
|
357
|
+
api_instance = NucleusApi::PerformanceApi.new
|
|
358
|
+
|
|
359
|
+
client_id = 'client_id_example' # String | Client Id -/client
|
|
360
|
+
|
|
361
|
+
opts = {
|
|
362
|
+
active_premium_period: 'active_premium_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
363
|
+
annualized_return_period: 'annualized_return_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
364
|
+
benchmark_id: 'benchmark_id_example', # String | Client Benchmark or Tenant Benchmark id -/benchmark
|
|
365
|
+
end_date: Date.parse('2013-10-20'), # Date | end date
|
|
366
|
+
hist_factor: 1.2, # Float | Histogram factor- (statId: 39, default: 5)
|
|
367
|
+
mar_down_side_deviation: 1.2, # Float | minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
368
|
+
max_percentile_monte_carlo: 1.2, # Float | max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
369
|
+
mean_percentile_monte_carlo: 1.2, # Float | mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
370
|
+
min_percentile_monte_carlo: 1.2, # Float | min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
371
|
+
moving_average_n_day: 56, # Integer | number of days for moving average n-day - (statId: 18, default: 7)
|
|
372
|
+
n_day_returns: 56, # Integer | number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
373
|
+
n_path_monte_carlo: 56, # Integer | number of points for a simulation- (statId: 62, default: 100)
|
|
374
|
+
n_rolling_max_drawdown: 56, # Integer | number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
375
|
+
n_rolling_volatility: 56, # Integer | number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
376
|
+
num_sim_monte_carlo: 56, # Integer | number of simulations - (statId: 62, default: 1000)
|
|
377
|
+
period_type: 'period_type_example', # String | Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D')
|
|
378
|
+
risk_free_alpha: 1.2, # Float | risk free val alpha - (statId: 52, default: 0)
|
|
379
|
+
risk_free_sharpe: 1.2, # Float | risk free val sharpe- (statId: 49, default: 0)
|
|
380
|
+
risk_free_sortino: 1.2, # Float | risk free val sortino - (statId: 56, default: 0)
|
|
381
|
+
risk_free_treynor: 1.2, # Float | risk free val treynor- (statId: 51, default: 0)
|
|
382
|
+
start_date: Date.parse('2013-10-20'), # Date | start date
|
|
383
|
+
stat: 'stat_example', # String | A stat type -- /statistics
|
|
384
|
+
var_conf_interval: 1.2 # Float | VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
385
|
+
}
|
|
386
|
+
|
|
387
|
+
begin
|
|
388
|
+
#Client Performance
|
|
389
|
+
result = api_instance.get_client_performance_using_get(client_id, opts)
|
|
390
|
+
p result
|
|
391
|
+
rescue NucleusApi::ApiError => e
|
|
392
|
+
puts "Exception when calling PerformanceApi->get_client_performance_using_get: #{e}"
|
|
393
|
+
end
|
|
394
|
+
```
|
|
395
|
+
|
|
396
|
+
### Parameters
|
|
397
|
+
|
|
398
|
+
Name | Type | Description | Notes
|
|
399
|
+
------------- | ------------- | ------------- | -------------
|
|
400
|
+
**client_id** | [**String**](.md)| Client Id -/client |
|
|
401
|
+
**active_premium_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
402
|
+
**annualized_return_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
403
|
+
**benchmark_id** | [**String**](.md)| Client Benchmark or Tenant Benchmark id -/benchmark | [optional]
|
|
404
|
+
**end_date** | **Date**| end date | [optional]
|
|
405
|
+
**hist_factor** | **Float**| Histogram factor- (statId: 39, default: 5) | [optional]
|
|
406
|
+
**mar_down_side_deviation** | **Float**| minimum acceptable return for downside deviation - (statId: 58, default: 0) | [optional]
|
|
407
|
+
**max_percentile_monte_carlo** | **Float**| max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95) | [optional]
|
|
408
|
+
**mean_percentile_monte_carlo** | **Float**| mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50) | [optional]
|
|
409
|
+
**min_percentile_monte_carlo** | **Float**| min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5) | [optional]
|
|
410
|
+
**moving_average_n_day** | **Integer**| number of days for moving average n-day - (statId: 18, default: 7) | [optional]
|
|
411
|
+
**n_day_returns** | **Integer**| number of days for Rolling n-day returns - (statId: 2, default: 7) | [optional]
|
|
412
|
+
**n_path_monte_carlo** | **Integer**| number of points for a simulation- (statId: 62, default: 100) | [optional]
|
|
413
|
+
**n_rolling_max_drawdown** | **Integer**| number of days for Rolling n-day max drawdown- (statId: 46, default: 7) | [optional]
|
|
414
|
+
**n_rolling_volatility** | **Integer**| number of days for Rolling n-day volatility- (statId: 34, default: 7) | [optional]
|
|
415
|
+
**num_sim_monte_carlo** | **Integer**| number of simulations - (statId: 62, default: 1000) | [optional]
|
|
416
|
+
**period_type** | **String**| Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D') | [optional]
|
|
417
|
+
**risk_free_alpha** | **Float**| risk free val alpha - (statId: 52, default: 0) | [optional]
|
|
418
|
+
**risk_free_sharpe** | **Float**| risk free val sharpe- (statId: 49, default: 0) | [optional]
|
|
419
|
+
**risk_free_sortino** | **Float**| risk free val sortino - (statId: 56, default: 0) | [optional]
|
|
420
|
+
**risk_free_treynor** | **Float**| risk free val treynor- (statId: 51, default: 0) | [optional]
|
|
421
|
+
**start_date** | **Date**| start date | [optional]
|
|
422
|
+
**stat** | **String**| A stat type -- /statistics | [optional]
|
|
423
|
+
**var_conf_interval** | **Float**| VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95) | [optional]
|
|
424
|
+
|
|
425
|
+
### Return type
|
|
426
|
+
|
|
427
|
+
**Object**
|
|
428
|
+
|
|
429
|
+
### Authorization
|
|
430
|
+
|
|
431
|
+
[oauth2](../README.md#oauth2)
|
|
432
|
+
|
|
433
|
+
### HTTP request headers
|
|
434
|
+
|
|
435
|
+
- **Content-Type**: Not defined
|
|
436
|
+
- **Accept**: */*
|
|
437
|
+
|
|
438
|
+
|
|
439
|
+
|
|
440
|
+
# **get_goal_performance_using_get**
|
|
441
|
+
> Object get_goal_performance_using_get(client_id, goal_id, opts)
|
|
442
|
+
|
|
443
|
+
Goal Performance
|
|
444
|
+
|
|
445
|
+
Get information on the performance of a goal using IRR (Internal Rate of Return). You must provide the unique goal_id.
|
|
446
|
+
|
|
447
|
+
### Example
|
|
448
|
+
```ruby
|
|
449
|
+
# load the gem
|
|
450
|
+
require 'nucleus_api'
|
|
451
|
+
# Setup authorization
|
|
452
|
+
NucleusApi.configure do |config|
|
|
453
|
+
# Use one of the below method to generate oauth token
|
|
454
|
+
# Creating a token for grant_type=client_credentials
|
|
455
|
+
config.create_client_credential("CLIENT_ID", "CLIENT_SECRET");
|
|
456
|
+
# Creating a token for grant_type=password
|
|
457
|
+
config.create_password_credential("CLIENT_ID", "CLIENT_SECRET", "USERNAME", "PASSWORD");
|
|
458
|
+
# Creating a token using client token
|
|
459
|
+
config.create_client_token_credential("CLIENT_ID", "CLIENT_SECRET", "CLIENT_TOKEN")
|
|
460
|
+
end
|
|
461
|
+
|
|
462
|
+
api_instance = NucleusApi::PerformanceApi.new
|
|
463
|
+
|
|
464
|
+
client_id = 'client_id_example' # String | client_id
|
|
465
|
+
|
|
466
|
+
goal_id = 'goal_id_example' # String | Goal Id - /account
|
|
467
|
+
|
|
468
|
+
opts = {
|
|
469
|
+
active_premium_period: 'active_premium_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
470
|
+
annualized_return_period: 'annualized_return_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
471
|
+
benchmark_id: 'benchmark_id_example', # String | Client Benchmark or Tenant Benchmark id -/benchmark
|
|
472
|
+
end_date: Date.parse('null'), # Date | end date
|
|
473
|
+
hist_factor: 1.2, # Float | Histogram factor- (statId: 39, default: 5)
|
|
474
|
+
mar_down_side_deviation: 1.2, # Float | minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
475
|
+
max_percentile_monte_carlo: 1.2, # Float | max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
476
|
+
mean_percentile_monte_carlo: 1.2, # Float | mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
477
|
+
min_percentile_monte_carlo: 1.2, # Float | min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
478
|
+
moving_average_n_day: 56, # Integer | number of days for moving average n-day - (statId: 18, default: 7)
|
|
479
|
+
n_day_returns: 56, # Integer | number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
480
|
+
n_path_monte_carlo: 56, # Integer | number of points for a simulation- (statId: 62, default: 100)
|
|
481
|
+
n_rolling_max_drawdown: 56, # Integer | number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
482
|
+
n_rolling_volatility: 56, # Integer | number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
483
|
+
num_sim_monte_carlo: 56, # Integer | number of simulations - (statId: 62, default: 1000)
|
|
484
|
+
period_type: 'period_type_example', # String | Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D')
|
|
485
|
+
portfolio_goal: false, # BOOLEAN | portfolio_goal
|
|
486
|
+
risk_free_alpha: 1.2, # Float | risk free val alpha - (statId: 52, default: 0)
|
|
487
|
+
risk_free_sharpe: 1.2, # Float | risk free val sharpe- (statId: 49, default: 0)
|
|
488
|
+
risk_free_sortino: 1.2, # Float | risk free val sortino - (statId: 56, default: 0)
|
|
489
|
+
risk_free_treynor: 1.2, # Float | risk free val treynor- (statId: 51, default: 0)
|
|
490
|
+
start_date: Date.parse('null'), # Date | start date
|
|
491
|
+
stat: 'stat_example', # String | A stat type - /statistics
|
|
492
|
+
var_conf_interval: 1.2 # Float | VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
493
|
+
}
|
|
494
|
+
|
|
495
|
+
begin
|
|
496
|
+
#Goal Performance
|
|
497
|
+
result = api_instance.get_goal_performance_using_get(client_id, goal_id, opts)
|
|
498
|
+
p result
|
|
499
|
+
rescue NucleusApi::ApiError => e
|
|
500
|
+
puts "Exception when calling PerformanceApi->get_goal_performance_using_get: #{e}"
|
|
501
|
+
end
|
|
502
|
+
```
|
|
503
|
+
|
|
504
|
+
### Parameters
|
|
505
|
+
|
|
506
|
+
Name | Type | Description | Notes
|
|
507
|
+
------------- | ------------- | ------------- | -------------
|
|
508
|
+
**client_id** | [**String**](.md)| client_id |
|
|
509
|
+
**goal_id** | [**String**](.md)| Goal Id - /account |
|
|
510
|
+
**active_premium_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
511
|
+
**annualized_return_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
512
|
+
**benchmark_id** | [**String**](.md)| Client Benchmark or Tenant Benchmark id -/benchmark | [optional]
|
|
513
|
+
**end_date** | **Date**| end date | [optional] [default to null]
|
|
514
|
+
**hist_factor** | **Float**| Histogram factor- (statId: 39, default: 5) | [optional]
|
|
515
|
+
**mar_down_side_deviation** | **Float**| minimum acceptable return for downside deviation - (statId: 58, default: 0) | [optional]
|
|
516
|
+
**max_percentile_monte_carlo** | **Float**| max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95) | [optional]
|
|
517
|
+
**mean_percentile_monte_carlo** | **Float**| mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50) | [optional]
|
|
518
|
+
**min_percentile_monte_carlo** | **Float**| min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5) | [optional]
|
|
519
|
+
**moving_average_n_day** | **Integer**| number of days for moving average n-day - (statId: 18, default: 7) | [optional]
|
|
520
|
+
**n_day_returns** | **Integer**| number of days for Rolling n-day returns - (statId: 2, default: 7) | [optional]
|
|
521
|
+
**n_path_monte_carlo** | **Integer**| number of points for a simulation- (statId: 62, default: 100) | [optional]
|
|
522
|
+
**n_rolling_max_drawdown** | **Integer**| number of days for Rolling n-day max drawdown- (statId: 46, default: 7) | [optional]
|
|
523
|
+
**n_rolling_volatility** | **Integer**| number of days for Rolling n-day volatility- (statId: 34, default: 7) | [optional]
|
|
524
|
+
**num_sim_monte_carlo** | **Integer**| number of simulations - (statId: 62, default: 1000) | [optional]
|
|
525
|
+
**period_type** | **String**| Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D') | [optional]
|
|
526
|
+
**portfolio_goal** | **BOOLEAN**| portfolio_goal | [optional] [default to false]
|
|
527
|
+
**risk_free_alpha** | **Float**| risk free val alpha - (statId: 52, default: 0) | [optional]
|
|
528
|
+
**risk_free_sharpe** | **Float**| risk free val sharpe- (statId: 49, default: 0) | [optional]
|
|
529
|
+
**risk_free_sortino** | **Float**| risk free val sortino - (statId: 56, default: 0) | [optional]
|
|
530
|
+
**risk_free_treynor** | **Float**| risk free val treynor- (statId: 51, default: 0) | [optional]
|
|
531
|
+
**start_date** | **Date**| start date | [optional] [default to null]
|
|
532
|
+
**stat** | **String**| A stat type - /statistics | [optional]
|
|
533
|
+
**var_conf_interval** | **Float**| VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95) | [optional]
|
|
534
|
+
|
|
535
|
+
### Return type
|
|
536
|
+
|
|
537
|
+
**Object**
|
|
538
|
+
|
|
539
|
+
### Authorization
|
|
540
|
+
|
|
541
|
+
[oauth2](../README.md#oauth2)
|
|
542
|
+
|
|
543
|
+
### HTTP request headers
|
|
544
|
+
|
|
545
|
+
- **Content-Type**: Not defined
|
|
546
|
+
- **Accept**: */*
|
|
547
|
+
|
|
548
|
+
|
|
549
|
+
|
|
550
|
+
# **get_household_client_performance_using_get**
|
|
551
|
+
> Object get_household_client_performance_using_get(household_id, opts)
|
|
552
|
+
|
|
553
|
+
Household Performance
|
|
554
|
+
|
|
555
|
+
Get information on the performance of a Household using IRR (Internal Rate of Return). You must provide the unique household_id.
|
|
556
|
+
|
|
557
|
+
### Example
|
|
558
|
+
```ruby
|
|
559
|
+
# load the gem
|
|
560
|
+
require 'nucleus_api'
|
|
561
|
+
# Setup authorization
|
|
562
|
+
NucleusApi.configure do |config|
|
|
563
|
+
# Use one of the below method to generate oauth token
|
|
564
|
+
# Creating a token for grant_type=client_credentials
|
|
565
|
+
config.create_client_credential("CLIENT_ID", "CLIENT_SECRET");
|
|
566
|
+
# Creating a token for grant_type=password
|
|
567
|
+
config.create_password_credential("CLIENT_ID", "CLIENT_SECRET", "USERNAME", "PASSWORD");
|
|
568
|
+
# Creating a token using client token
|
|
569
|
+
config.create_client_token_credential("CLIENT_ID", "CLIENT_SECRET", "CLIENT_TOKEN")
|
|
570
|
+
end
|
|
571
|
+
|
|
572
|
+
api_instance = NucleusApi::PerformanceApi.new
|
|
573
|
+
|
|
574
|
+
household_id = 'household_id_example' # String | Household Id -/household
|
|
575
|
+
|
|
576
|
+
opts = {
|
|
577
|
+
active_premium_period: 'active_premium_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
578
|
+
annualized_return_period: 'annualized_return_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
579
|
+
benchmark_id: 'benchmark_id_example', # String | Client Benchmark or Tenant Benchmark id -/benchmark
|
|
580
|
+
end_date: Date.parse('2013-10-20'), # Date | end date
|
|
581
|
+
hist_factor: 1.2, # Float | Histogram factor- (statId: 39, default: 5)
|
|
582
|
+
mar_down_side_deviation: 1.2, # Float | minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
583
|
+
max_percentile_monte_carlo: 1.2, # Float | max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
584
|
+
mean_percentile_monte_carlo: 1.2, # Float | mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
585
|
+
min_percentile_monte_carlo: 1.2, # Float | min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
586
|
+
moving_average_n_day: 56, # Integer | number of days for moving average n-day - (statId: 18, default: 7)
|
|
587
|
+
n_day_returns: 56, # Integer | number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
588
|
+
n_path_monte_carlo: 56, # Integer | number of points for a simulation- (statId: 62, default: 100)
|
|
589
|
+
n_rolling_max_drawdown: 56, # Integer | number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
590
|
+
n_rolling_volatility: 56, # Integer | number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
591
|
+
num_sim_monte_carlo: 56, # Integer | number of simulations - (statId: 62, default: 1000)
|
|
592
|
+
period_type: 'period_type_example', # String | Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D')
|
|
593
|
+
risk_free_alpha: 1.2, # Float | risk free val alpha - (statId: 52, default: 0)
|
|
594
|
+
risk_free_sharpe: 1.2, # Float | risk free val sharpe- (statId: 49, default: 0)
|
|
595
|
+
risk_free_sortino: 1.2, # Float | risk free val sortino - (statId: 56, default: 0)
|
|
596
|
+
risk_free_treynor: 1.2, # Float | risk free val treynor- (statId: 51, default: 0)
|
|
597
|
+
start_date: Date.parse('2013-10-20'), # Date | start date
|
|
598
|
+
stat: 'stat_example', # String | A stat type -- /statistics
|
|
599
|
+
var_conf_interval: 1.2 # Float | VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
600
|
+
}
|
|
601
|
+
|
|
602
|
+
begin
|
|
603
|
+
#Household Performance
|
|
604
|
+
result = api_instance.get_household_client_performance_using_get(household_id, opts)
|
|
605
|
+
p result
|
|
606
|
+
rescue NucleusApi::ApiError => e
|
|
607
|
+
puts "Exception when calling PerformanceApi->get_household_client_performance_using_get: #{e}"
|
|
608
|
+
end
|
|
609
|
+
```
|
|
610
|
+
|
|
611
|
+
### Parameters
|
|
612
|
+
|
|
613
|
+
Name | Type | Description | Notes
|
|
614
|
+
------------- | ------------- | ------------- | -------------
|
|
615
|
+
**household_id** | [**String**](.md)| Household Id -/household |
|
|
616
|
+
**active_premium_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
617
|
+
**annualized_return_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
618
|
+
**benchmark_id** | [**String**](.md)| Client Benchmark or Tenant Benchmark id -/benchmark | [optional]
|
|
619
|
+
**end_date** | **Date**| end date | [optional]
|
|
620
|
+
**hist_factor** | **Float**| Histogram factor- (statId: 39, default: 5) | [optional]
|
|
621
|
+
**mar_down_side_deviation** | **Float**| minimum acceptable return for downside deviation - (statId: 58, default: 0) | [optional]
|
|
622
|
+
**max_percentile_monte_carlo** | **Float**| max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95) | [optional]
|
|
623
|
+
**mean_percentile_monte_carlo** | **Float**| mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50) | [optional]
|
|
624
|
+
**min_percentile_monte_carlo** | **Float**| min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5) | [optional]
|
|
625
|
+
**moving_average_n_day** | **Integer**| number of days for moving average n-day - (statId: 18, default: 7) | [optional]
|
|
626
|
+
**n_day_returns** | **Integer**| number of days for Rolling n-day returns - (statId: 2, default: 7) | [optional]
|
|
627
|
+
**n_path_monte_carlo** | **Integer**| number of points for a simulation- (statId: 62, default: 100) | [optional]
|
|
628
|
+
**n_rolling_max_drawdown** | **Integer**| number of days for Rolling n-day max drawdown- (statId: 46, default: 7) | [optional]
|
|
629
|
+
**n_rolling_volatility** | **Integer**| number of days for Rolling n-day volatility- (statId: 34, default: 7) | [optional]
|
|
630
|
+
**num_sim_monte_carlo** | **Integer**| number of simulations - (statId: 62, default: 1000) | [optional]
|
|
631
|
+
**period_type** | **String**| Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D') | [optional]
|
|
632
|
+
**risk_free_alpha** | **Float**| risk free val alpha - (statId: 52, default: 0) | [optional]
|
|
633
|
+
**risk_free_sharpe** | **Float**| risk free val sharpe- (statId: 49, default: 0) | [optional]
|
|
634
|
+
**risk_free_sortino** | **Float**| risk free val sortino - (statId: 56, default: 0) | [optional]
|
|
635
|
+
**risk_free_treynor** | **Float**| risk free val treynor- (statId: 51, default: 0) | [optional]
|
|
636
|
+
**start_date** | **Date**| start date | [optional]
|
|
637
|
+
**stat** | **String**| A stat type -- /statistics | [optional]
|
|
638
|
+
**var_conf_interval** | **Float**| VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95) | [optional]
|
|
639
|
+
|
|
640
|
+
### Return type
|
|
641
|
+
|
|
642
|
+
**Object**
|
|
643
|
+
|
|
644
|
+
### Authorization
|
|
645
|
+
|
|
646
|
+
[oauth2](../README.md#oauth2)
|
|
647
|
+
|
|
648
|
+
### HTTP request headers
|
|
649
|
+
|
|
650
|
+
- **Content-Type**: Not defined
|
|
651
|
+
- **Accept**: */*
|
|
652
|
+
|
|
653
|
+
|
|
654
|
+
|
|
655
|
+
# **get_model_performance_using_get**
|
|
656
|
+
> Object get_model_performance_using_get(model_id, opts)
|
|
657
|
+
|
|
658
|
+
Model Performance
|
|
659
|
+
|
|
660
|
+
Get information on the performance of a model using TWR (Time Weighted Return). You must provide the unique model_id.
|
|
661
|
+
|
|
662
|
+
### Example
|
|
663
|
+
```ruby
|
|
664
|
+
# load the gem
|
|
665
|
+
require 'nucleus_api'
|
|
666
|
+
# Setup authorization
|
|
667
|
+
NucleusApi.configure do |config|
|
|
668
|
+
# Use one of the below method to generate oauth token
|
|
669
|
+
# Creating a token for grant_type=client_credentials
|
|
670
|
+
config.create_client_credential("CLIENT_ID", "CLIENT_SECRET");
|
|
671
|
+
# Creating a token for grant_type=password
|
|
672
|
+
config.create_password_credential("CLIENT_ID", "CLIENT_SECRET", "USERNAME", "PASSWORD");
|
|
673
|
+
# Creating a token using client token
|
|
674
|
+
config.create_client_token_credential("CLIENT_ID", "CLIENT_SECRET", "CLIENT_TOKEN")
|
|
675
|
+
end
|
|
676
|
+
|
|
677
|
+
api_instance = NucleusApi::PerformanceApi.new
|
|
678
|
+
|
|
679
|
+
model_id = 'model_id_example' # String | Model Id - /model
|
|
680
|
+
|
|
681
|
+
opts = {
|
|
682
|
+
active_premium_period: 'active_premium_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
683
|
+
annualized_return_period: 'annualized_return_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
684
|
+
benchmark_id: 'benchmark_id_example', # String | Tenant Benchmark Id -/benchmark
|
|
685
|
+
end_date: Date.parse('2013-10-20'), # Date | end date
|
|
686
|
+
hist_factor: 1.2, # Float | Histogram factor- (statId: 39, default: 5)
|
|
687
|
+
mar_down_side_deviation: 1.2, # Float | minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
688
|
+
max_percentile_monte_carlo: 1.2, # Float | max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
689
|
+
mean_percentile_monte_carlo: 1.2, # Float | mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
690
|
+
min_percentile_monte_carlo: 1.2, # Float | min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
691
|
+
moving_average_n_day: 56, # Integer | number of days for moving average n-day - (statId: 18, default: 7)
|
|
692
|
+
n_day_returns: 56, # Integer | number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
693
|
+
n_path_monte_carlo: 56, # Integer | number of points for a simulation- (statId: 62, default: 100)
|
|
694
|
+
n_rolling_max_drawdown: 56, # Integer | number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
695
|
+
n_rolling_volatility: 56, # Integer | number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
696
|
+
num_sim_monte_carlo: 56, # Integer | number of simulations - (statId: 62, default: 1000)
|
|
697
|
+
period_type: 'period_type_example', # String | Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D')
|
|
698
|
+
risk_free_alpha: 1.2, # Float | risk free val alpha - (statId: 52, default: 0)
|
|
699
|
+
risk_free_sharpe: 1.2, # Float | risk free val sharpe- (statId: 49, default: 0)
|
|
700
|
+
risk_free_sortino: 1.2, # Float | risk free val sortino - (statId: 56, default: 0)
|
|
701
|
+
risk_free_treynor: 1.2, # Float | risk free val treynor- (statId: 51, default: 0)
|
|
702
|
+
start_date: Date.parse('2013-10-20'), # Date | start date
|
|
703
|
+
stat: 'stat_example', # String | Stat Type
|
|
704
|
+
var_conf_interval: 1.2 # Float | VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
705
|
+
}
|
|
706
|
+
|
|
707
|
+
begin
|
|
708
|
+
#Model Performance
|
|
709
|
+
result = api_instance.get_model_performance_using_get(model_id, opts)
|
|
710
|
+
p result
|
|
711
|
+
rescue NucleusApi::ApiError => e
|
|
712
|
+
puts "Exception when calling PerformanceApi->get_model_performance_using_get: #{e}"
|
|
713
|
+
end
|
|
714
|
+
```
|
|
715
|
+
|
|
716
|
+
### Parameters
|
|
717
|
+
|
|
718
|
+
Name | Type | Description | Notes
|
|
719
|
+
------------- | ------------- | ------------- | -------------
|
|
720
|
+
**model_id** | [**String**](.md)| Model Id - /model |
|
|
721
|
+
**active_premium_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
722
|
+
**annualized_return_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
723
|
+
**benchmark_id** | [**String**](.md)| Tenant Benchmark Id -/benchmark | [optional]
|
|
724
|
+
**end_date** | **Date**| end date | [optional]
|
|
725
|
+
**hist_factor** | **Float**| Histogram factor- (statId: 39, default: 5) | [optional]
|
|
726
|
+
**mar_down_side_deviation** | **Float**| minimum acceptable return for downside deviation - (statId: 58, default: 0) | [optional]
|
|
727
|
+
**max_percentile_monte_carlo** | **Float**| max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95) | [optional]
|
|
728
|
+
**mean_percentile_monte_carlo** | **Float**| mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50) | [optional]
|
|
729
|
+
**min_percentile_monte_carlo** | **Float**| min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5) | [optional]
|
|
730
|
+
**moving_average_n_day** | **Integer**| number of days for moving average n-day - (statId: 18, default: 7) | [optional]
|
|
731
|
+
**n_day_returns** | **Integer**| number of days for Rolling n-day returns - (statId: 2, default: 7) | [optional]
|
|
732
|
+
**n_path_monte_carlo** | **Integer**| number of points for a simulation- (statId: 62, default: 100) | [optional]
|
|
733
|
+
**n_rolling_max_drawdown** | **Integer**| number of days for Rolling n-day max drawdown- (statId: 46, default: 7) | [optional]
|
|
734
|
+
**n_rolling_volatility** | **Integer**| number of days for Rolling n-day volatility- (statId: 34, default: 7) | [optional]
|
|
735
|
+
**num_sim_monte_carlo** | **Integer**| number of simulations - (statId: 62, default: 1000) | [optional]
|
|
736
|
+
**period_type** | **String**| Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D') | [optional]
|
|
737
|
+
**risk_free_alpha** | **Float**| risk free val alpha - (statId: 52, default: 0) | [optional]
|
|
738
|
+
**risk_free_sharpe** | **Float**| risk free val sharpe- (statId: 49, default: 0) | [optional]
|
|
739
|
+
**risk_free_sortino** | **Float**| risk free val sortino - (statId: 56, default: 0) | [optional]
|
|
740
|
+
**risk_free_treynor** | **Float**| risk free val treynor- (statId: 51, default: 0) | [optional]
|
|
741
|
+
**start_date** | **Date**| start date | [optional]
|
|
742
|
+
**stat** | **String**| Stat Type | [optional]
|
|
743
|
+
**var_conf_interval** | **Float**| VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95) | [optional]
|
|
744
|
+
|
|
745
|
+
### Return type
|
|
746
|
+
|
|
747
|
+
**Object**
|
|
748
|
+
|
|
749
|
+
### Authorization
|
|
750
|
+
|
|
751
|
+
[oauth2](../README.md#oauth2)
|
|
752
|
+
|
|
753
|
+
### HTTP request headers
|
|
754
|
+
|
|
755
|
+
- **Content-Type**: Not defined
|
|
756
|
+
- **Accept**: */*
|
|
757
|
+
|
|
758
|
+
|
|
759
|
+
|
|
760
|
+
# **get_portfolio_performance_using_get**
|
|
761
|
+
> Object get_portfolio_performance_using_get(portfolio_id, opts)
|
|
762
|
+
|
|
763
|
+
Portfolio Performance
|
|
764
|
+
|
|
765
|
+
Get information on the performance of a portfolio using IRR (Internal Rate of Return). You must provide the unique portfolio_id.
|
|
766
|
+
|
|
767
|
+
### Example
|
|
768
|
+
```ruby
|
|
769
|
+
# load the gem
|
|
770
|
+
require 'nucleus_api'
|
|
771
|
+
# Setup authorization
|
|
772
|
+
NucleusApi.configure do |config|
|
|
773
|
+
# Use one of the below method to generate oauth token
|
|
774
|
+
# Creating a token for grant_type=client_credentials
|
|
775
|
+
config.create_client_credential("CLIENT_ID", "CLIENT_SECRET");
|
|
776
|
+
# Creating a token for grant_type=password
|
|
777
|
+
config.create_password_credential("CLIENT_ID", "CLIENT_SECRET", "USERNAME", "PASSWORD");
|
|
778
|
+
# Creating a token using client token
|
|
779
|
+
config.create_client_token_credential("CLIENT_ID", "CLIENT_SECRET", "CLIENT_TOKEN")
|
|
780
|
+
end
|
|
781
|
+
|
|
782
|
+
api_instance = NucleusApi::PerformanceApi.new
|
|
783
|
+
|
|
784
|
+
portfolio_id = 'portfolio_id_example' # String | Portfolio Id -/portoflio
|
|
785
|
+
|
|
786
|
+
opts = {
|
|
787
|
+
active_premium_period: 'active_premium_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
788
|
+
annualized_return_period: 'annualized_return_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
789
|
+
benchmark_id: 'benchmark_id_example', # String | Benchmark Id - benchmarkId or clientBenchmarkId -/benchmark
|
|
790
|
+
end_date: Date.parse('2013-10-20'), # Date | end date
|
|
791
|
+
hist_factor: 1.2, # Float | Histogram factor- (statId: 39, default: 5)
|
|
792
|
+
mar_down_side_deviation: 1.2, # Float | minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
793
|
+
max_percentile_monte_carlo: 1.2, # Float | max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
794
|
+
mean_percentile_monte_carlo: 1.2, # Float | mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
795
|
+
min_percentile_monte_carlo: 1.2, # Float | min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
796
|
+
moving_average_n_day: 56, # Integer | number of days for moving average n-day - (statId: 18, default: 7)
|
|
797
|
+
n_day_returns: 56, # Integer | number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
798
|
+
n_path_monte_carlo: 56, # Integer | number of points for a simulation- (statId: 62, default: 100)
|
|
799
|
+
n_rolling_max_drawdown: 56, # Integer | number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
800
|
+
n_rolling_volatility: 56, # Integer | number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
801
|
+
num_sim_monte_carlo: 56, # Integer | number of simulations - (statId: 62, default: 1000)
|
|
802
|
+
period_type: 'period_type_example', # String | Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D')
|
|
803
|
+
risk_free_alpha: 1.2, # Float | risk free val alpha - (statId: 52, default: 0)
|
|
804
|
+
risk_free_sharpe: 1.2, # Float | risk free val sharpe- (statId: 49, default: 0)
|
|
805
|
+
risk_free_sortino: 1.2, # Float | risk free val sortino - (statId: 56, default: 0)
|
|
806
|
+
risk_free_treynor: 1.2, # Float | risk free val treynor- (statId: 51, default: 0)
|
|
807
|
+
start_date: Date.parse('2013-10-20'), # Date | start date
|
|
808
|
+
stat: 'stat_example', # String | A stat type - /statistics endpoint to get types
|
|
809
|
+
var_conf_interval: 1.2 # Float | VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
810
|
+
}
|
|
811
|
+
|
|
812
|
+
begin
|
|
813
|
+
#Portfolio Performance
|
|
814
|
+
result = api_instance.get_portfolio_performance_using_get(portfolio_id, opts)
|
|
815
|
+
p result
|
|
816
|
+
rescue NucleusApi::ApiError => e
|
|
817
|
+
puts "Exception when calling PerformanceApi->get_portfolio_performance_using_get: #{e}"
|
|
818
|
+
end
|
|
819
|
+
```
|
|
820
|
+
|
|
821
|
+
### Parameters
|
|
822
|
+
|
|
823
|
+
Name | Type | Description | Notes
|
|
824
|
+
------------- | ------------- | ------------- | -------------
|
|
825
|
+
**portfolio_id** | [**String**](.md)| Portfolio Id -/portoflio |
|
|
826
|
+
**active_premium_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
827
|
+
**annualized_return_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
828
|
+
**benchmark_id** | [**String**](.md)| Benchmark Id - benchmarkId or clientBenchmarkId -/benchmark | [optional]
|
|
829
|
+
**end_date** | **Date**| end date | [optional]
|
|
830
|
+
**hist_factor** | **Float**| Histogram factor- (statId: 39, default: 5) | [optional]
|
|
831
|
+
**mar_down_side_deviation** | **Float**| minimum acceptable return for downside deviation - (statId: 58, default: 0) | [optional]
|
|
832
|
+
**max_percentile_monte_carlo** | **Float**| max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95) | [optional]
|
|
833
|
+
**mean_percentile_monte_carlo** | **Float**| mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50) | [optional]
|
|
834
|
+
**min_percentile_monte_carlo** | **Float**| min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5) | [optional]
|
|
835
|
+
**moving_average_n_day** | **Integer**| number of days for moving average n-day - (statId: 18, default: 7) | [optional]
|
|
836
|
+
**n_day_returns** | **Integer**| number of days for Rolling n-day returns - (statId: 2, default: 7) | [optional]
|
|
837
|
+
**n_path_monte_carlo** | **Integer**| number of points for a simulation- (statId: 62, default: 100) | [optional]
|
|
838
|
+
**n_rolling_max_drawdown** | **Integer**| number of days for Rolling n-day max drawdown- (statId: 46, default: 7) | [optional]
|
|
839
|
+
**n_rolling_volatility** | **Integer**| number of days for Rolling n-day volatility- (statId: 34, default: 7) | [optional]
|
|
840
|
+
**num_sim_monte_carlo** | **Integer**| number of simulations - (statId: 62, default: 1000) | [optional]
|
|
841
|
+
**period_type** | **String**| Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D') | [optional]
|
|
842
|
+
**risk_free_alpha** | **Float**| risk free val alpha - (statId: 52, default: 0) | [optional]
|
|
843
|
+
**risk_free_sharpe** | **Float**| risk free val sharpe- (statId: 49, default: 0) | [optional]
|
|
844
|
+
**risk_free_sortino** | **Float**| risk free val sortino - (statId: 56, default: 0) | [optional]
|
|
845
|
+
**risk_free_treynor** | **Float**| risk free val treynor- (statId: 51, default: 0) | [optional]
|
|
846
|
+
**start_date** | **Date**| start date | [optional]
|
|
847
|
+
**stat** | **String**| A stat type - /statistics endpoint to get types | [optional]
|
|
848
|
+
**var_conf_interval** | **Float**| VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95) | [optional]
|
|
849
|
+
|
|
850
|
+
### Return type
|
|
851
|
+
|
|
852
|
+
**Object**
|
|
853
|
+
|
|
854
|
+
### Authorization
|
|
855
|
+
|
|
856
|
+
[oauth2](../README.md#oauth2)
|
|
857
|
+
|
|
858
|
+
### HTTP request headers
|
|
859
|
+
|
|
860
|
+
- **Content-Type**: Not defined
|
|
861
|
+
- **Accept**: */*
|
|
862
|
+
|
|
863
|
+
|
|
864
|
+
|
|
865
|
+
# **get_security_performance_using_get**
|
|
866
|
+
> Object get_security_performance_using_get(security_id, opts)
|
|
867
|
+
|
|
868
|
+
Security Performance
|
|
869
|
+
|
|
870
|
+
Get performance statistics for a security using TWR (Time Weighted Return). You must provide the unique security_id
|
|
871
|
+
|
|
872
|
+
### Example
|
|
873
|
+
```ruby
|
|
874
|
+
# load the gem
|
|
875
|
+
require 'nucleus_api'
|
|
876
|
+
# Setup authorization
|
|
877
|
+
NucleusApi.configure do |config|
|
|
878
|
+
# Use one of the below method to generate oauth token
|
|
879
|
+
# Creating a token for grant_type=client_credentials
|
|
880
|
+
config.create_client_credential("CLIENT_ID", "CLIENT_SECRET");
|
|
881
|
+
# Creating a token for grant_type=password
|
|
882
|
+
config.create_password_credential("CLIENT_ID", "CLIENT_SECRET", "USERNAME", "PASSWORD");
|
|
883
|
+
# Creating a token using client token
|
|
884
|
+
config.create_client_token_credential("CLIENT_ID", "CLIENT_SECRET", "CLIENT_TOKEN")
|
|
885
|
+
end
|
|
886
|
+
|
|
887
|
+
api_instance = NucleusApi::PerformanceApi.new
|
|
888
|
+
|
|
889
|
+
security_id = 'security_id_example' # String | security_id
|
|
890
|
+
|
|
891
|
+
opts = {
|
|
892
|
+
active_premium_period: 'active_premium_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
893
|
+
annualized_return_period: 'annualized_return_period_example', # String | Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
894
|
+
bench_ticker: 'bench_ticker_example', # String | Bench Ticker for security - (default: ^GSPC)
|
|
895
|
+
benchmark_id: 'benchmark_id_example', # String | benchmark_id
|
|
896
|
+
end_date: Date.parse('2013-10-20'), # Date | Ending parameter for time window
|
|
897
|
+
hist_factor: 1.2, # Float | Histogram factor- (statId: 39, default: 5)
|
|
898
|
+
mar_down_side_deviation: 1.2, # Float | minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
899
|
+
max_percentile_monte_carlo: 1.2, # Float | max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
900
|
+
mean_percentile_monte_carlo: 1.2, # Float | mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
901
|
+
min_percentile_monte_carlo: 1.2, # Float | min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
902
|
+
moving_average_n_day: 56, # Integer | number of days for moving average n-day - (statId: 18, default: 7)
|
|
903
|
+
n_day_returns: 56, # Integer | number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
904
|
+
n_path_monte_carlo: 56, # Integer | number of points for a simulation- (statId: 62, default: 100)
|
|
905
|
+
n_rolling_max_drawdown: 56, # Integer | number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
906
|
+
n_rolling_volatility: 56, # Integer | number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
907
|
+
num_sim_monte_carlo: 56, # Integer | number of simulations - (statId: 62, default: 1000)
|
|
908
|
+
period_type: 'period_type_example', # String | Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D')
|
|
909
|
+
risk_free_alpha: 1.2, # Float | risk free val alpha - (statId: 52, default: 0)
|
|
910
|
+
risk_free_sharpe: 1.2, # Float | risk free val sharpe- (statId: 49, default: 0)
|
|
911
|
+
risk_free_sortino: 1.2, # Float | risk free val sortino - (statId: 56, default: 0)
|
|
912
|
+
risk_free_treynor: 1.2, # Float | risk free val treynor- (statId: 51, default: 0)
|
|
913
|
+
start_date: Date.parse('2013-10-20'), # Date | Starting parameter for time window
|
|
914
|
+
stat: 'stat_example', # String | A stat type - /statistics endpoint
|
|
915
|
+
ticker: 'ticker_example', # String | Ticker for security
|
|
916
|
+
var_conf_interval: 1.2 # Float | VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
917
|
+
}
|
|
918
|
+
|
|
919
|
+
begin
|
|
920
|
+
#Security Performance
|
|
921
|
+
result = api_instance.get_security_performance_using_get(security_id, opts)
|
|
922
|
+
p result
|
|
923
|
+
rescue NucleusApi::ApiError => e
|
|
924
|
+
puts "Exception when calling PerformanceApi->get_security_performance_using_get: #{e}"
|
|
925
|
+
end
|
|
926
|
+
```
|
|
927
|
+
|
|
928
|
+
### Parameters
|
|
929
|
+
|
|
930
|
+
Name | Type | Description | Notes
|
|
931
|
+
------------- | ------------- | ------------- | -------------
|
|
932
|
+
**security_id** | [**String**](.md)| security_id |
|
|
933
|
+
**active_premium_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
934
|
+
**annualized_return_period** | **String**| Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D') | [optional]
|
|
935
|
+
**bench_ticker** | **String**| Bench Ticker for security - (default: ^GSPC) | [optional]
|
|
936
|
+
**benchmark_id** | [**String**](.md)| benchmark_id | [optional]
|
|
937
|
+
**end_date** | **Date**| Ending parameter for time window | [optional]
|
|
938
|
+
**hist_factor** | **Float**| Histogram factor- (statId: 39, default: 5) | [optional]
|
|
939
|
+
**mar_down_side_deviation** | **Float**| minimum acceptable return for downside deviation - (statId: 58, default: 0) | [optional]
|
|
940
|
+
**max_percentile_monte_carlo** | **Float**| max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95) | [optional]
|
|
941
|
+
**mean_percentile_monte_carlo** | **Float**| mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50) | [optional]
|
|
942
|
+
**min_percentile_monte_carlo** | **Float**| min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5) | [optional]
|
|
943
|
+
**moving_average_n_day** | **Integer**| number of days for moving average n-day - (statId: 18, default: 7) | [optional]
|
|
944
|
+
**n_day_returns** | **Integer**| number of days for Rolling n-day returns - (statId: 2, default: 7) | [optional]
|
|
945
|
+
**n_path_monte_carlo** | **Integer**| number of points for a simulation- (statId: 62, default: 100) | [optional]
|
|
946
|
+
**n_rolling_max_drawdown** | **Integer**| number of days for Rolling n-day max drawdown- (statId: 46, default: 7) | [optional]
|
|
947
|
+
**n_rolling_volatility** | **Integer**| number of days for Rolling n-day volatility- (statId: 34, default: 7) | [optional]
|
|
948
|
+
**num_sim_monte_carlo** | **Integer**| number of simulations - (statId: 62, default: 1000) | [optional]
|
|
949
|
+
**period_type** | **String**| Quarter (Q), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () -Carries out stats on either daily, monthly, annually or quarterly dates (default: 'D') | [optional]
|
|
950
|
+
**risk_free_alpha** | **Float**| risk free val alpha - (statId: 52, default: 0) | [optional]
|
|
951
|
+
**risk_free_sharpe** | **Float**| risk free val sharpe- (statId: 49, default: 0) | [optional]
|
|
952
|
+
**risk_free_sortino** | **Float**| risk free val sortino - (statId: 56, default: 0) | [optional]
|
|
953
|
+
**risk_free_treynor** | **Float**| risk free val treynor- (statId: 51, default: 0) | [optional]
|
|
954
|
+
**start_date** | **Date**| Starting parameter for time window | [optional]
|
|
955
|
+
**stat** | **String**| A stat type - /statistics endpoint | [optional]
|
|
956
|
+
**ticker** | **String**| Ticker for security | [optional]
|
|
957
|
+
**var_conf_interval** | **Float**| VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95) | [optional]
|
|
958
|
+
|
|
959
|
+
### Return type
|
|
960
|
+
|
|
961
|
+
**Object**
|
|
962
|
+
|
|
963
|
+
### Authorization
|
|
964
|
+
|
|
965
|
+
[oauth2](../README.md#oauth2)
|
|
966
|
+
|
|
967
|
+
### HTTP request headers
|
|
968
|
+
|
|
969
|
+
- **Content-Type**: Not defined
|
|
970
|
+
- **Accept**: */*
|
|
971
|
+
|
|
972
|
+
|
|
973
|
+
|