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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=begin
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#Hydrogen Nucleus API
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#The Hydrogen Nucleus API
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OpenAPI spec version: 1.8.0
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Contact: info@hydrogenplatform.com
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Generated by: https://github.com/swagger-api/swagger-codegen.git
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Swagger Codegen version: 2.4.18
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=end
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require 'uri'
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module NucleusApi
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class PerformanceApi
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attr_accessor :api_client
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def initialize(api_client = ApiClient.default)
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@api_client = api_client
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end
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# Account Performance
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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.
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# @param account_id Account Id -/account
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# @param [Hash] opts the optional parameters
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# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
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# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
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# @option opts [String] :benchmark_id Client Benchmark or Tenant Benchmark id -/benchmark
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# @option opts [Date] :end_date end date
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# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
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# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
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# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
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# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
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# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
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# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
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# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
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# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
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# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
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# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
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# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
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# @option opts [String] :period_type 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')
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# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
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# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
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# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
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# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
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# @option opts [Date] :start_date start date
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# @option opts [String] :stat A stat type - /statistics
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# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
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# @return [Object]
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def get_account_performance_using_get(account_id, opts = {})
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data, _status_code, _headers = get_account_performance_using_get_with_http_info(account_id, opts)
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data
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end
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# Account Performance
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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.
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# @param account_id Account Id -/account
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# @param [Hash] opts the optional parameters
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# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
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# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
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# @option opts [String] :benchmark_id Client Benchmark or Tenant Benchmark id -/benchmark
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# @option opts [Date] :end_date end date
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# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
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# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
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# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
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# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
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# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
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# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
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# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
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# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
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# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
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# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
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# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
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# @option opts [String] :period_type 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')
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# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
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# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
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# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
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# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
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# @option opts [Date] :start_date start date
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# @option opts [String] :stat A stat type - /statistics
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# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
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# @return [Array<(Object, Fixnum, Hash)>] Object data, response status code and response headers
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def get_account_performance_using_get_with_http_info(account_id, opts = {})
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if @api_client.config.debugging
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@api_client.config.logger.debug 'Calling API: PerformanceApi.get_account_performance_using_get ...'
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end
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# verify the required parameter 'account_id' is set
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if @api_client.config.client_side_validation && account_id.nil?
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fail ArgumentError, "Missing the required parameter 'account_id' when calling PerformanceApi.get_account_performance_using_get"
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end
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# resource path
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local_var_path = '/account/{account_id}/performance'.sub('{' + 'account_id' + '}', account_id.to_s)
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# query parameters
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query_params = {}
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query_params[:'active_premium_period'] = opts[:'active_premium_period'] if !opts[:'active_premium_period'].nil?
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query_params[:'annualized_return_period'] = opts[:'annualized_return_period'] if !opts[:'annualized_return_period'].nil?
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query_params[:'benchmark_id'] = opts[:'benchmark_id'] if !opts[:'benchmark_id'].nil?
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query_params[:'end_date'] = opts[:'end_date'] if !opts[:'end_date'].nil?
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query_params[:'hist_factor'] = opts[:'hist_factor'] if !opts[:'hist_factor'].nil?
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query_params[:'mar_down_side_deviation'] = opts[:'mar_down_side_deviation'] if !opts[:'mar_down_side_deviation'].nil?
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query_params[:'max_percentile_monte_carlo'] = opts[:'max_percentile_monte_carlo'] if !opts[:'max_percentile_monte_carlo'].nil?
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query_params[:'mean_percentile_monte_carlo'] = opts[:'mean_percentile_monte_carlo'] if !opts[:'mean_percentile_monte_carlo'].nil?
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query_params[:'min_percentile_monte_carlo'] = opts[:'min_percentile_monte_carlo'] if !opts[:'min_percentile_monte_carlo'].nil?
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query_params[:'moving_average_n_day'] = opts[:'moving_average_n_day'] if !opts[:'moving_average_n_day'].nil?
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query_params[:'n_day_returns'] = opts[:'n_day_returns'] if !opts[:'n_day_returns'].nil?
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query_params[:'n_path_monte_carlo'] = opts[:'n_path_monte_carlo'] if !opts[:'n_path_monte_carlo'].nil?
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query_params[:'n_rolling_max_drawdown'] = opts[:'n_rolling_max_drawdown'] if !opts[:'n_rolling_max_drawdown'].nil?
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query_params[:'n_rolling_volatility'] = opts[:'n_rolling_volatility'] if !opts[:'n_rolling_volatility'].nil?
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query_params[:'num_sim_monte_carlo'] = opts[:'num_sim_monte_carlo'] if !opts[:'num_sim_monte_carlo'].nil?
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query_params[:'period_type'] = opts[:'period_type'] if !opts[:'period_type'].nil?
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query_params[:'risk_free_alpha'] = opts[:'risk_free_alpha'] if !opts[:'risk_free_alpha'].nil?
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query_params[:'risk_free_sharpe'] = opts[:'risk_free_sharpe'] if !opts[:'risk_free_sharpe'].nil?
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query_params[:'risk_free_sortino'] = opts[:'risk_free_sortino'] if !opts[:'risk_free_sortino'].nil?
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query_params[:'risk_free_treynor'] = opts[:'risk_free_treynor'] if !opts[:'risk_free_treynor'].nil?
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query_params[:'start_date'] = opts[:'start_date'] if !opts[:'start_date'].nil?
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query_params[:'stat'] = opts[:'stat'] if !opts[:'stat'].nil?
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query_params[:'var_conf_interval'] = opts[:'var_conf_interval'] if !opts[:'var_conf_interval'].nil?
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# header parameters
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header_params = {}
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# HTTP header 'Accept' (if needed)
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header_params['Accept'] = @api_client.select_header_accept(['*/*'])
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# form parameters
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form_params = {}
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# http body (model)
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post_body = nil
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auth_names = ['oauth2']
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data, status_code, headers = @api_client.call_api(:GET, local_var_path,
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:header_params => header_params,
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:query_params => query_params,
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:form_params => form_params,
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:body => post_body,
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:auth_names => auth_names,
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:return_type => 'Object')
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if @api_client.config.debugging
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@api_client.config.logger.debug "API called: PerformanceApi#get_account_performance_using_get\nData: #{data.inspect}\nStatus code: #{status_code}\nHeaders: #{headers}"
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end
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return data, status_code, headers
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end
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# Allocation Performance
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# Get information on the performance of an allocation using TWR (Time Weighted Return). You must provide the unique allocation_id.
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# @param allocation_id Allocation Id -/allocation
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# @param [Hash] opts the optional parameters
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# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
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# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
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# @option opts [String] :benchmark_id Tenant Benchmark Id -/benchmark
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# @option opts [Date] :end_date end date
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# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
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# @option opts [BOOLEAN] :is_current_weight is_current_weight (default to true)
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# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
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# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
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# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
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# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
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# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
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# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
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# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
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# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
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# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
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# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
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# @option opts [String] :period_type 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')
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# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
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# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
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# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
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# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
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# @option opts [Date] :start_date start date
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# @option opts [String] :stat A stat type found under the Statistics banner
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# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
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# @return [Hash<String, Object>]
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def get_allocation_performance_using_get(allocation_id, opts = {})
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data, _status_code, _headers = get_allocation_performance_using_get_with_http_info(allocation_id, opts)
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data
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end
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# Allocation Performance
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# Get information on the performance of an allocation using TWR (Time Weighted Return). You must provide the unique allocation_id.
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# @param allocation_id Allocation Id -/allocation
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# @param [Hash] opts the optional parameters
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# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
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# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
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# @option opts [String] :benchmark_id Tenant Benchmark Id -/benchmark
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# @option opts [Date] :end_date end date
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# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
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# @option opts [BOOLEAN] :is_current_weight is_current_weight
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# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
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# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
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# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
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# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
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# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
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# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
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# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
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# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
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# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
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# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
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# @option opts [String] :period_type 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')
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# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
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# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
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# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
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# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
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# @option opts [Date] :start_date start date
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# @option opts [String] :stat A stat type found under the Statistics banner
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# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
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# @return [Array<(Hash<String, Object>, Fixnum, Hash)>] Hash<String, Object> data, response status code and response headers
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def get_allocation_performance_using_get_with_http_info(allocation_id, opts = {})
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if @api_client.config.debugging
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@api_client.config.logger.debug 'Calling API: PerformanceApi.get_allocation_performance_using_get ...'
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end
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# verify the required parameter 'allocation_id' is set
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if @api_client.config.client_side_validation && allocation_id.nil?
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fail ArgumentError, "Missing the required parameter 'allocation_id' when calling PerformanceApi.get_allocation_performance_using_get"
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end
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# resource path
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local_var_path = '/allocation/{allocation_id}/performance'.sub('{' + 'allocation_id' + '}', allocation_id.to_s)
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# query parameters
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query_params = {}
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query_params[:'active_premium_period'] = opts[:'active_premium_period'] if !opts[:'active_premium_period'].nil?
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query_params[:'annualized_return_period'] = opts[:'annualized_return_period'] if !opts[:'annualized_return_period'].nil?
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221
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query_params[:'benchmark_id'] = opts[:'benchmark_id'] if !opts[:'benchmark_id'].nil?
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query_params[:'end_date'] = opts[:'end_date'] if !opts[:'end_date'].nil?
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query_params[:'hist_factor'] = opts[:'hist_factor'] if !opts[:'hist_factor'].nil?
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query_params[:'is_current_weight'] = opts[:'is_current_weight'] if !opts[:'is_current_weight'].nil?
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query_params[:'mar_down_side_deviation'] = opts[:'mar_down_side_deviation'] if !opts[:'mar_down_side_deviation'].nil?
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query_params[:'max_percentile_monte_carlo'] = opts[:'max_percentile_monte_carlo'] if !opts[:'max_percentile_monte_carlo'].nil?
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query_params[:'mean_percentile_monte_carlo'] = opts[:'mean_percentile_monte_carlo'] if !opts[:'mean_percentile_monte_carlo'].nil?
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query_params[:'min_percentile_monte_carlo'] = opts[:'min_percentile_monte_carlo'] if !opts[:'min_percentile_monte_carlo'].nil?
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query_params[:'moving_average_n_day'] = opts[:'moving_average_n_day'] if !opts[:'moving_average_n_day'].nil?
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query_params[:'n_day_returns'] = opts[:'n_day_returns'] if !opts[:'n_day_returns'].nil?
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231
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+
query_params[:'n_path_monte_carlo'] = opts[:'n_path_monte_carlo'] if !opts[:'n_path_monte_carlo'].nil?
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232
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query_params[:'n_rolling_max_drawdown'] = opts[:'n_rolling_max_drawdown'] if !opts[:'n_rolling_max_drawdown'].nil?
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query_params[:'n_rolling_volatility'] = opts[:'n_rolling_volatility'] if !opts[:'n_rolling_volatility'].nil?
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query_params[:'num_sim_monte_carlo'] = opts[:'num_sim_monte_carlo'] if !opts[:'num_sim_monte_carlo'].nil?
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235
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query_params[:'period_type'] = opts[:'period_type'] if !opts[:'period_type'].nil?
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query_params[:'risk_free_alpha'] = opts[:'risk_free_alpha'] if !opts[:'risk_free_alpha'].nil?
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+
query_params[:'risk_free_sharpe'] = opts[:'risk_free_sharpe'] if !opts[:'risk_free_sharpe'].nil?
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query_params[:'risk_free_sortino'] = opts[:'risk_free_sortino'] if !opts[:'risk_free_sortino'].nil?
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+
query_params[:'risk_free_treynor'] = opts[:'risk_free_treynor'] if !opts[:'risk_free_treynor'].nil?
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240
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query_params[:'start_date'] = opts[:'start_date'] if !opts[:'start_date'].nil?
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241
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query_params[:'stat'] = opts[:'stat'] if !opts[:'stat'].nil?
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query_params[:'var_conf_interval'] = opts[:'var_conf_interval'] if !opts[:'var_conf_interval'].nil?
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243
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+
|
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244
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+
# header parameters
|
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245
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+
header_params = {}
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246
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# HTTP header 'Accept' (if needed)
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247
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+
header_params['Accept'] = @api_client.select_header_accept(['*/*'])
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248
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+
|
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249
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+
# form parameters
|
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250
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+
form_params = {}
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251
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+
|
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252
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+
# http body (model)
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253
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post_body = nil
|
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254
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+
auth_names = ['oauth2']
|
|
255
|
+
data, status_code, headers = @api_client.call_api(:GET, local_var_path,
|
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|
+
:header_params => header_params,
|
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257
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+
:query_params => query_params,
|
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+
:form_params => form_params,
|
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+
:body => post_body,
|
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260
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+
:auth_names => auth_names,
|
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261
|
+
:return_type => 'Hash<String, Object>')
|
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262
|
+
if @api_client.config.debugging
|
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263
|
+
@api_client.config.logger.debug "API called: PerformanceApi#get_allocation_performance_using_get\nData: #{data.inspect}\nStatus code: #{status_code}\nHeaders: #{headers}"
|
|
264
|
+
end
|
|
265
|
+
return data, status_code, headers
|
|
266
|
+
end
|
|
267
|
+
# Benchmark Performance
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268
|
+
# Get information on the performance of a benchmark using TWR (Time Weighted Return). You must provide the unique benchmark_id.
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269
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+
# @param benchmark_id Benchmark Id - /benchmark
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270
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+
# @param [Hash] opts the optional parameters
|
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271
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
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272
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
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273
|
+
# @option opts [String] :comparison_benchmark_id comparison_benchmark_id
|
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274
|
+
# @option opts [Date] :end_date end date
|
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275
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
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276
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
277
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
278
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
279
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
280
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
281
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
282
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
283
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
284
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
285
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
286
|
+
# @option opts [String] :period_type 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')
|
|
287
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
288
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
289
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
290
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
291
|
+
# @option opts [Date] :start_date start date
|
|
292
|
+
# @option opts [String] :stat Stat type - /statistics endpoint
|
|
293
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
294
|
+
# @return [Object]
|
|
295
|
+
def get_benchmark_performance_using_get(benchmark_id, opts = {})
|
|
296
|
+
data, _status_code, _headers = get_benchmark_performance_using_get_with_http_info(benchmark_id, opts)
|
|
297
|
+
data
|
|
298
|
+
end
|
|
299
|
+
|
|
300
|
+
# Benchmark Performance
|
|
301
|
+
# Get information on the performance of a benchmark using TWR (Time Weighted Return). You must provide the unique benchmark_id.
|
|
302
|
+
# @param benchmark_id Benchmark Id - /benchmark
|
|
303
|
+
# @param [Hash] opts the optional parameters
|
|
304
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
305
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
306
|
+
# @option opts [String] :comparison_benchmark_id comparison_benchmark_id
|
|
307
|
+
# @option opts [Date] :end_date end date
|
|
308
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
|
309
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
310
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
311
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
312
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
313
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
314
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
315
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
316
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
317
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
318
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
319
|
+
# @option opts [String] :period_type 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')
|
|
320
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
321
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
322
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
323
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
324
|
+
# @option opts [Date] :start_date start date
|
|
325
|
+
# @option opts [String] :stat Stat type - /statistics endpoint
|
|
326
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
327
|
+
# @return [Array<(Object, Fixnum, Hash)>] Object data, response status code and response headers
|
|
328
|
+
def get_benchmark_performance_using_get_with_http_info(benchmark_id, opts = {})
|
|
329
|
+
if @api_client.config.debugging
|
|
330
|
+
@api_client.config.logger.debug 'Calling API: PerformanceApi.get_benchmark_performance_using_get ...'
|
|
331
|
+
end
|
|
332
|
+
# verify the required parameter 'benchmark_id' is set
|
|
333
|
+
if @api_client.config.client_side_validation && benchmark_id.nil?
|
|
334
|
+
fail ArgumentError, "Missing the required parameter 'benchmark_id' when calling PerformanceApi.get_benchmark_performance_using_get"
|
|
335
|
+
end
|
|
336
|
+
# resource path
|
|
337
|
+
local_var_path = '/benchmark/{benchmark_id}/performance'.sub('{' + 'benchmark_id' + '}', benchmark_id.to_s)
|
|
338
|
+
|
|
339
|
+
# query parameters
|
|
340
|
+
query_params = {}
|
|
341
|
+
query_params[:'active_premium_period'] = opts[:'active_premium_period'] if !opts[:'active_premium_period'].nil?
|
|
342
|
+
query_params[:'annualized_return_period'] = opts[:'annualized_return_period'] if !opts[:'annualized_return_period'].nil?
|
|
343
|
+
query_params[:'comparison_benchmark_id'] = opts[:'comparison_benchmark_id'] if !opts[:'comparison_benchmark_id'].nil?
|
|
344
|
+
query_params[:'end_date'] = opts[:'end_date'] if !opts[:'end_date'].nil?
|
|
345
|
+
query_params[:'hist_factor'] = opts[:'hist_factor'] if !opts[:'hist_factor'].nil?
|
|
346
|
+
query_params[:'mar_down_side_deviation'] = opts[:'mar_down_side_deviation'] if !opts[:'mar_down_side_deviation'].nil?
|
|
347
|
+
query_params[:'max_percentile_monte_carlo'] = opts[:'max_percentile_monte_carlo'] if !opts[:'max_percentile_monte_carlo'].nil?
|
|
348
|
+
query_params[:'mean_percentile_monte_carlo'] = opts[:'mean_percentile_monte_carlo'] if !opts[:'mean_percentile_monte_carlo'].nil?
|
|
349
|
+
query_params[:'min_percentile_monte_carlo'] = opts[:'min_percentile_monte_carlo'] if !opts[:'min_percentile_monte_carlo'].nil?
|
|
350
|
+
query_params[:'moving_average_n_day'] = opts[:'moving_average_n_day'] if !opts[:'moving_average_n_day'].nil?
|
|
351
|
+
query_params[:'n_day_returns'] = opts[:'n_day_returns'] if !opts[:'n_day_returns'].nil?
|
|
352
|
+
query_params[:'n_path_monte_carlo'] = opts[:'n_path_monte_carlo'] if !opts[:'n_path_monte_carlo'].nil?
|
|
353
|
+
query_params[:'n_rolling_max_drawdown'] = opts[:'n_rolling_max_drawdown'] if !opts[:'n_rolling_max_drawdown'].nil?
|
|
354
|
+
query_params[:'n_rolling_volatility'] = opts[:'n_rolling_volatility'] if !opts[:'n_rolling_volatility'].nil?
|
|
355
|
+
query_params[:'num_sim_monte_carlo'] = opts[:'num_sim_monte_carlo'] if !opts[:'num_sim_monte_carlo'].nil?
|
|
356
|
+
query_params[:'period_type'] = opts[:'period_type'] if !opts[:'period_type'].nil?
|
|
357
|
+
query_params[:'risk_free_alpha'] = opts[:'risk_free_alpha'] if !opts[:'risk_free_alpha'].nil?
|
|
358
|
+
query_params[:'risk_free_sharpe'] = opts[:'risk_free_sharpe'] if !opts[:'risk_free_sharpe'].nil?
|
|
359
|
+
query_params[:'risk_free_sortino'] = opts[:'risk_free_sortino'] if !opts[:'risk_free_sortino'].nil?
|
|
360
|
+
query_params[:'risk_free_treynor'] = opts[:'risk_free_treynor'] if !opts[:'risk_free_treynor'].nil?
|
|
361
|
+
query_params[:'start_date'] = opts[:'start_date'] if !opts[:'start_date'].nil?
|
|
362
|
+
query_params[:'stat'] = opts[:'stat'] if !opts[:'stat'].nil?
|
|
363
|
+
query_params[:'var_conf_interval'] = opts[:'var_conf_interval'] if !opts[:'var_conf_interval'].nil?
|
|
364
|
+
|
|
365
|
+
# header parameters
|
|
366
|
+
header_params = {}
|
|
367
|
+
# HTTP header 'Accept' (if needed)
|
|
368
|
+
header_params['Accept'] = @api_client.select_header_accept(['*/*'])
|
|
369
|
+
|
|
370
|
+
# form parameters
|
|
371
|
+
form_params = {}
|
|
372
|
+
|
|
373
|
+
# http body (model)
|
|
374
|
+
post_body = nil
|
|
375
|
+
auth_names = ['oauth2']
|
|
376
|
+
data, status_code, headers = @api_client.call_api(:GET, local_var_path,
|
|
377
|
+
:header_params => header_params,
|
|
378
|
+
:query_params => query_params,
|
|
379
|
+
:form_params => form_params,
|
|
380
|
+
:body => post_body,
|
|
381
|
+
:auth_names => auth_names,
|
|
382
|
+
:return_type => 'Object')
|
|
383
|
+
if @api_client.config.debugging
|
|
384
|
+
@api_client.config.logger.debug "API called: PerformanceApi#get_benchmark_performance_using_get\nData: #{data.inspect}\nStatus code: #{status_code}\nHeaders: #{headers}"
|
|
385
|
+
end
|
|
386
|
+
return data, status_code, headers
|
|
387
|
+
end
|
|
388
|
+
# Client Performance
|
|
389
|
+
# Get information on the performance of a client using IRR (Internal Rate of Return). You must provide the unique client_id.
|
|
390
|
+
# @param client_id Client Id -/client
|
|
391
|
+
# @param [Hash] opts the optional parameters
|
|
392
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
393
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
394
|
+
# @option opts [String] :benchmark_id Client Benchmark or Tenant Benchmark id -/benchmark
|
|
395
|
+
# @option opts [Date] :end_date end date
|
|
396
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
|
397
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
398
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
399
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
400
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
401
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
402
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
403
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
404
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
405
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
406
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
407
|
+
# @option opts [String] :period_type 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')
|
|
408
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
409
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
410
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
411
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
412
|
+
# @option opts [Date] :start_date start date
|
|
413
|
+
# @option opts [String] :stat A stat type -- /statistics
|
|
414
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
415
|
+
# @return [Object]
|
|
416
|
+
def get_client_performance_using_get(client_id, opts = {})
|
|
417
|
+
data, _status_code, _headers = get_client_performance_using_get_with_http_info(client_id, opts)
|
|
418
|
+
data
|
|
419
|
+
end
|
|
420
|
+
|
|
421
|
+
# Client Performance
|
|
422
|
+
# Get information on the performance of a client using IRR (Internal Rate of Return). You must provide the unique client_id.
|
|
423
|
+
# @param client_id Client Id -/client
|
|
424
|
+
# @param [Hash] opts the optional parameters
|
|
425
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
426
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
427
|
+
# @option opts [String] :benchmark_id Client Benchmark or Tenant Benchmark id -/benchmark
|
|
428
|
+
# @option opts [Date] :end_date end date
|
|
429
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
|
430
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
431
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
432
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
433
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
434
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
435
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
436
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
437
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
438
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
439
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
440
|
+
# @option opts [String] :period_type 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')
|
|
441
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
442
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
443
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
444
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
445
|
+
# @option opts [Date] :start_date start date
|
|
446
|
+
# @option opts [String] :stat A stat type -- /statistics
|
|
447
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
448
|
+
# @return [Array<(Object, Fixnum, Hash)>] Object data, response status code and response headers
|
|
449
|
+
def get_client_performance_using_get_with_http_info(client_id, opts = {})
|
|
450
|
+
if @api_client.config.debugging
|
|
451
|
+
@api_client.config.logger.debug 'Calling API: PerformanceApi.get_client_performance_using_get ...'
|
|
452
|
+
end
|
|
453
|
+
# verify the required parameter 'client_id' is set
|
|
454
|
+
if @api_client.config.client_side_validation && client_id.nil?
|
|
455
|
+
fail ArgumentError, "Missing the required parameter 'client_id' when calling PerformanceApi.get_client_performance_using_get"
|
|
456
|
+
end
|
|
457
|
+
# resource path
|
|
458
|
+
local_var_path = '/client/{client_id}/performance'.sub('{' + 'client_id' + '}', client_id.to_s)
|
|
459
|
+
|
|
460
|
+
# query parameters
|
|
461
|
+
query_params = {}
|
|
462
|
+
query_params[:'active_premium_period'] = opts[:'active_premium_period'] if !opts[:'active_premium_period'].nil?
|
|
463
|
+
query_params[:'annualized_return_period'] = opts[:'annualized_return_period'] if !opts[:'annualized_return_period'].nil?
|
|
464
|
+
query_params[:'benchmark_id'] = opts[:'benchmark_id'] if !opts[:'benchmark_id'].nil?
|
|
465
|
+
query_params[:'end_date'] = opts[:'end_date'] if !opts[:'end_date'].nil?
|
|
466
|
+
query_params[:'hist_factor'] = opts[:'hist_factor'] if !opts[:'hist_factor'].nil?
|
|
467
|
+
query_params[:'mar_down_side_deviation'] = opts[:'mar_down_side_deviation'] if !opts[:'mar_down_side_deviation'].nil?
|
|
468
|
+
query_params[:'max_percentile_monte_carlo'] = opts[:'max_percentile_monte_carlo'] if !opts[:'max_percentile_monte_carlo'].nil?
|
|
469
|
+
query_params[:'mean_percentile_monte_carlo'] = opts[:'mean_percentile_monte_carlo'] if !opts[:'mean_percentile_monte_carlo'].nil?
|
|
470
|
+
query_params[:'min_percentile_monte_carlo'] = opts[:'min_percentile_monte_carlo'] if !opts[:'min_percentile_monte_carlo'].nil?
|
|
471
|
+
query_params[:'moving_average_n_day'] = opts[:'moving_average_n_day'] if !opts[:'moving_average_n_day'].nil?
|
|
472
|
+
query_params[:'n_day_returns'] = opts[:'n_day_returns'] if !opts[:'n_day_returns'].nil?
|
|
473
|
+
query_params[:'n_path_monte_carlo'] = opts[:'n_path_monte_carlo'] if !opts[:'n_path_monte_carlo'].nil?
|
|
474
|
+
query_params[:'n_rolling_max_drawdown'] = opts[:'n_rolling_max_drawdown'] if !opts[:'n_rolling_max_drawdown'].nil?
|
|
475
|
+
query_params[:'n_rolling_volatility'] = opts[:'n_rolling_volatility'] if !opts[:'n_rolling_volatility'].nil?
|
|
476
|
+
query_params[:'num_sim_monte_carlo'] = opts[:'num_sim_monte_carlo'] if !opts[:'num_sim_monte_carlo'].nil?
|
|
477
|
+
query_params[:'period_type'] = opts[:'period_type'] if !opts[:'period_type'].nil?
|
|
478
|
+
query_params[:'risk_free_alpha'] = opts[:'risk_free_alpha'] if !opts[:'risk_free_alpha'].nil?
|
|
479
|
+
query_params[:'risk_free_sharpe'] = opts[:'risk_free_sharpe'] if !opts[:'risk_free_sharpe'].nil?
|
|
480
|
+
query_params[:'risk_free_sortino'] = opts[:'risk_free_sortino'] if !opts[:'risk_free_sortino'].nil?
|
|
481
|
+
query_params[:'risk_free_treynor'] = opts[:'risk_free_treynor'] if !opts[:'risk_free_treynor'].nil?
|
|
482
|
+
query_params[:'start_date'] = opts[:'start_date'] if !opts[:'start_date'].nil?
|
|
483
|
+
query_params[:'stat'] = opts[:'stat'] if !opts[:'stat'].nil?
|
|
484
|
+
query_params[:'var_conf_interval'] = opts[:'var_conf_interval'] if !opts[:'var_conf_interval'].nil?
|
|
485
|
+
|
|
486
|
+
# header parameters
|
|
487
|
+
header_params = {}
|
|
488
|
+
# HTTP header 'Accept' (if needed)
|
|
489
|
+
header_params['Accept'] = @api_client.select_header_accept(['*/*'])
|
|
490
|
+
|
|
491
|
+
# form parameters
|
|
492
|
+
form_params = {}
|
|
493
|
+
|
|
494
|
+
# http body (model)
|
|
495
|
+
post_body = nil
|
|
496
|
+
auth_names = ['oauth2']
|
|
497
|
+
data, status_code, headers = @api_client.call_api(:GET, local_var_path,
|
|
498
|
+
:header_params => header_params,
|
|
499
|
+
:query_params => query_params,
|
|
500
|
+
:form_params => form_params,
|
|
501
|
+
:body => post_body,
|
|
502
|
+
:auth_names => auth_names,
|
|
503
|
+
:return_type => 'Object')
|
|
504
|
+
if @api_client.config.debugging
|
|
505
|
+
@api_client.config.logger.debug "API called: PerformanceApi#get_client_performance_using_get\nData: #{data.inspect}\nStatus code: #{status_code}\nHeaders: #{headers}"
|
|
506
|
+
end
|
|
507
|
+
return data, status_code, headers
|
|
508
|
+
end
|
|
509
|
+
# Goal Performance
|
|
510
|
+
# Get information on the performance of a goal using IRR (Internal Rate of Return). You must provide the unique goal_id.
|
|
511
|
+
# @param client_id client_id
|
|
512
|
+
# @param goal_id Goal Id - /account
|
|
513
|
+
# @param [Hash] opts the optional parameters
|
|
514
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
515
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
516
|
+
# @option opts [String] :benchmark_id Client Benchmark or Tenant Benchmark id -/benchmark
|
|
517
|
+
# @option opts [Date] :end_date end date (default to null)
|
|
518
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
|
519
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
520
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
521
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
522
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
523
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
524
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
525
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
526
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
527
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
528
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
529
|
+
# @option opts [String] :period_type 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')
|
|
530
|
+
# @option opts [BOOLEAN] :portfolio_goal portfolio_goal (default to false)
|
|
531
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
532
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
533
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
534
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
535
|
+
# @option opts [Date] :start_date start date (default to null)
|
|
536
|
+
# @option opts [String] :stat A stat type - /statistics
|
|
537
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
538
|
+
# @return [Object]
|
|
539
|
+
def get_goal_performance_using_get(client_id, goal_id, opts = {})
|
|
540
|
+
data, _status_code, _headers = get_goal_performance_using_get_with_http_info(client_id, goal_id, opts)
|
|
541
|
+
data
|
|
542
|
+
end
|
|
543
|
+
|
|
544
|
+
# Goal Performance
|
|
545
|
+
# Get information on the performance of a goal using IRR (Internal Rate of Return). You must provide the unique goal_id.
|
|
546
|
+
# @param client_id client_id
|
|
547
|
+
# @param goal_id Goal Id - /account
|
|
548
|
+
# @param [Hash] opts the optional parameters
|
|
549
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
550
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
551
|
+
# @option opts [String] :benchmark_id Client Benchmark or Tenant Benchmark id -/benchmark
|
|
552
|
+
# @option opts [Date] :end_date end date
|
|
553
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
|
554
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
555
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
556
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
557
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
558
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
559
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
560
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
561
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
562
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
563
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
564
|
+
# @option opts [String] :period_type 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')
|
|
565
|
+
# @option opts [BOOLEAN] :portfolio_goal portfolio_goal
|
|
566
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
567
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
568
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
569
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
570
|
+
# @option opts [Date] :start_date start date
|
|
571
|
+
# @option opts [String] :stat A stat type - /statistics
|
|
572
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
573
|
+
# @return [Array<(Object, Fixnum, Hash)>] Object data, response status code and response headers
|
|
574
|
+
def get_goal_performance_using_get_with_http_info(client_id, goal_id, opts = {})
|
|
575
|
+
if @api_client.config.debugging
|
|
576
|
+
@api_client.config.logger.debug 'Calling API: PerformanceApi.get_goal_performance_using_get ...'
|
|
577
|
+
end
|
|
578
|
+
# verify the required parameter 'client_id' is set
|
|
579
|
+
if @api_client.config.client_side_validation && client_id.nil?
|
|
580
|
+
fail ArgumentError, "Missing the required parameter 'client_id' when calling PerformanceApi.get_goal_performance_using_get"
|
|
581
|
+
end
|
|
582
|
+
# verify the required parameter 'goal_id' is set
|
|
583
|
+
if @api_client.config.client_side_validation && goal_id.nil?
|
|
584
|
+
fail ArgumentError, "Missing the required parameter 'goal_id' when calling PerformanceApi.get_goal_performance_using_get"
|
|
585
|
+
end
|
|
586
|
+
# resource path
|
|
587
|
+
local_var_path = '/goal/{goal_id}/performance'.sub('{' + 'goal_id' + '}', goal_id.to_s)
|
|
588
|
+
|
|
589
|
+
# query parameters
|
|
590
|
+
query_params = {}
|
|
591
|
+
query_params[:'client_id'] = client_id
|
|
592
|
+
query_params[:'active_premium_period'] = opts[:'active_premium_period'] if !opts[:'active_premium_period'].nil?
|
|
593
|
+
query_params[:'annualized_return_period'] = opts[:'annualized_return_period'] if !opts[:'annualized_return_period'].nil?
|
|
594
|
+
query_params[:'benchmark_id'] = opts[:'benchmark_id'] if !opts[:'benchmark_id'].nil?
|
|
595
|
+
query_params[:'end_date'] = opts[:'end_date'] if !opts[:'end_date'].nil?
|
|
596
|
+
query_params[:'hist_factor'] = opts[:'hist_factor'] if !opts[:'hist_factor'].nil?
|
|
597
|
+
query_params[:'mar_down_side_deviation'] = opts[:'mar_down_side_deviation'] if !opts[:'mar_down_side_deviation'].nil?
|
|
598
|
+
query_params[:'max_percentile_monte_carlo'] = opts[:'max_percentile_monte_carlo'] if !opts[:'max_percentile_monte_carlo'].nil?
|
|
599
|
+
query_params[:'mean_percentile_monte_carlo'] = opts[:'mean_percentile_monte_carlo'] if !opts[:'mean_percentile_monte_carlo'].nil?
|
|
600
|
+
query_params[:'min_percentile_monte_carlo'] = opts[:'min_percentile_monte_carlo'] if !opts[:'min_percentile_monte_carlo'].nil?
|
|
601
|
+
query_params[:'moving_average_n_day'] = opts[:'moving_average_n_day'] if !opts[:'moving_average_n_day'].nil?
|
|
602
|
+
query_params[:'n_day_returns'] = opts[:'n_day_returns'] if !opts[:'n_day_returns'].nil?
|
|
603
|
+
query_params[:'n_path_monte_carlo'] = opts[:'n_path_monte_carlo'] if !opts[:'n_path_monte_carlo'].nil?
|
|
604
|
+
query_params[:'n_rolling_max_drawdown'] = opts[:'n_rolling_max_drawdown'] if !opts[:'n_rolling_max_drawdown'].nil?
|
|
605
|
+
query_params[:'n_rolling_volatility'] = opts[:'n_rolling_volatility'] if !opts[:'n_rolling_volatility'].nil?
|
|
606
|
+
query_params[:'num_sim_monte_carlo'] = opts[:'num_sim_monte_carlo'] if !opts[:'num_sim_monte_carlo'].nil?
|
|
607
|
+
query_params[:'period_type'] = opts[:'period_type'] if !opts[:'period_type'].nil?
|
|
608
|
+
query_params[:'portfolio_goal'] = opts[:'portfolio_goal'] if !opts[:'portfolio_goal'].nil?
|
|
609
|
+
query_params[:'risk_free_alpha'] = opts[:'risk_free_alpha'] if !opts[:'risk_free_alpha'].nil?
|
|
610
|
+
query_params[:'risk_free_sharpe'] = opts[:'risk_free_sharpe'] if !opts[:'risk_free_sharpe'].nil?
|
|
611
|
+
query_params[:'risk_free_sortino'] = opts[:'risk_free_sortino'] if !opts[:'risk_free_sortino'].nil?
|
|
612
|
+
query_params[:'risk_free_treynor'] = opts[:'risk_free_treynor'] if !opts[:'risk_free_treynor'].nil?
|
|
613
|
+
query_params[:'start_date'] = opts[:'start_date'] if !opts[:'start_date'].nil?
|
|
614
|
+
query_params[:'stat'] = opts[:'stat'] if !opts[:'stat'].nil?
|
|
615
|
+
query_params[:'var_conf_interval'] = opts[:'var_conf_interval'] if !opts[:'var_conf_interval'].nil?
|
|
616
|
+
|
|
617
|
+
# header parameters
|
|
618
|
+
header_params = {}
|
|
619
|
+
# HTTP header 'Accept' (if needed)
|
|
620
|
+
header_params['Accept'] = @api_client.select_header_accept(['*/*'])
|
|
621
|
+
|
|
622
|
+
# form parameters
|
|
623
|
+
form_params = {}
|
|
624
|
+
|
|
625
|
+
# http body (model)
|
|
626
|
+
post_body = nil
|
|
627
|
+
auth_names = ['oauth2']
|
|
628
|
+
data, status_code, headers = @api_client.call_api(:GET, local_var_path,
|
|
629
|
+
:header_params => header_params,
|
|
630
|
+
:query_params => query_params,
|
|
631
|
+
:form_params => form_params,
|
|
632
|
+
:body => post_body,
|
|
633
|
+
:auth_names => auth_names,
|
|
634
|
+
:return_type => 'Object')
|
|
635
|
+
if @api_client.config.debugging
|
|
636
|
+
@api_client.config.logger.debug "API called: PerformanceApi#get_goal_performance_using_get\nData: #{data.inspect}\nStatus code: #{status_code}\nHeaders: #{headers}"
|
|
637
|
+
end
|
|
638
|
+
return data, status_code, headers
|
|
639
|
+
end
|
|
640
|
+
# Household Performance
|
|
641
|
+
# Get information on the performance of a Household using IRR (Internal Rate of Return). You must provide the unique household_id.
|
|
642
|
+
# @param household_id Household Id -/household
|
|
643
|
+
# @param [Hash] opts the optional parameters
|
|
644
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
645
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
646
|
+
# @option opts [String] :benchmark_id Client Benchmark or Tenant Benchmark id -/benchmark
|
|
647
|
+
# @option opts [Date] :end_date end date
|
|
648
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
|
649
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
650
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
651
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
652
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
653
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
654
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
655
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
656
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
657
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
658
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
659
|
+
# @option opts [String] :period_type 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')
|
|
660
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
661
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
662
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
663
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
664
|
+
# @option opts [Date] :start_date start date
|
|
665
|
+
# @option opts [String] :stat A stat type -- /statistics
|
|
666
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
667
|
+
# @return [Object]
|
|
668
|
+
def get_household_client_performance_using_get(household_id, opts = {})
|
|
669
|
+
data, _status_code, _headers = get_household_client_performance_using_get_with_http_info(household_id, opts)
|
|
670
|
+
data
|
|
671
|
+
end
|
|
672
|
+
|
|
673
|
+
# Household Performance
|
|
674
|
+
# Get information on the performance of a Household using IRR (Internal Rate of Return). You must provide the unique household_id.
|
|
675
|
+
# @param household_id Household Id -/household
|
|
676
|
+
# @param [Hash] opts the optional parameters
|
|
677
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
678
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
679
|
+
# @option opts [String] :benchmark_id Client Benchmark or Tenant Benchmark id -/benchmark
|
|
680
|
+
# @option opts [Date] :end_date end date
|
|
681
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
|
682
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
683
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
684
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
685
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
686
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
687
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
688
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
689
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
690
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
691
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
692
|
+
# @option opts [String] :period_type 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')
|
|
693
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
694
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
695
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
696
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
697
|
+
# @option opts [Date] :start_date start date
|
|
698
|
+
# @option opts [String] :stat A stat type -- /statistics
|
|
699
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
700
|
+
# @return [Array<(Object, Fixnum, Hash)>] Object data, response status code and response headers
|
|
701
|
+
def get_household_client_performance_using_get_with_http_info(household_id, opts = {})
|
|
702
|
+
if @api_client.config.debugging
|
|
703
|
+
@api_client.config.logger.debug 'Calling API: PerformanceApi.get_household_client_performance_using_get ...'
|
|
704
|
+
end
|
|
705
|
+
# verify the required parameter 'household_id' is set
|
|
706
|
+
if @api_client.config.client_side_validation && household_id.nil?
|
|
707
|
+
fail ArgumentError, "Missing the required parameter 'household_id' when calling PerformanceApi.get_household_client_performance_using_get"
|
|
708
|
+
end
|
|
709
|
+
# resource path
|
|
710
|
+
local_var_path = '/household/{household_id}/performance'.sub('{' + 'household_id' + '}', household_id.to_s)
|
|
711
|
+
|
|
712
|
+
# query parameters
|
|
713
|
+
query_params = {}
|
|
714
|
+
query_params[:'active_premium_period'] = opts[:'active_premium_period'] if !opts[:'active_premium_period'].nil?
|
|
715
|
+
query_params[:'annualized_return_period'] = opts[:'annualized_return_period'] if !opts[:'annualized_return_period'].nil?
|
|
716
|
+
query_params[:'benchmark_id'] = opts[:'benchmark_id'] if !opts[:'benchmark_id'].nil?
|
|
717
|
+
query_params[:'end_date'] = opts[:'end_date'] if !opts[:'end_date'].nil?
|
|
718
|
+
query_params[:'hist_factor'] = opts[:'hist_factor'] if !opts[:'hist_factor'].nil?
|
|
719
|
+
query_params[:'mar_down_side_deviation'] = opts[:'mar_down_side_deviation'] if !opts[:'mar_down_side_deviation'].nil?
|
|
720
|
+
query_params[:'max_percentile_monte_carlo'] = opts[:'max_percentile_monte_carlo'] if !opts[:'max_percentile_monte_carlo'].nil?
|
|
721
|
+
query_params[:'mean_percentile_monte_carlo'] = opts[:'mean_percentile_monte_carlo'] if !opts[:'mean_percentile_monte_carlo'].nil?
|
|
722
|
+
query_params[:'min_percentile_monte_carlo'] = opts[:'min_percentile_monte_carlo'] if !opts[:'min_percentile_monte_carlo'].nil?
|
|
723
|
+
query_params[:'moving_average_n_day'] = opts[:'moving_average_n_day'] if !opts[:'moving_average_n_day'].nil?
|
|
724
|
+
query_params[:'n_day_returns'] = opts[:'n_day_returns'] if !opts[:'n_day_returns'].nil?
|
|
725
|
+
query_params[:'n_path_monte_carlo'] = opts[:'n_path_monte_carlo'] if !opts[:'n_path_monte_carlo'].nil?
|
|
726
|
+
query_params[:'n_rolling_max_drawdown'] = opts[:'n_rolling_max_drawdown'] if !opts[:'n_rolling_max_drawdown'].nil?
|
|
727
|
+
query_params[:'n_rolling_volatility'] = opts[:'n_rolling_volatility'] if !opts[:'n_rolling_volatility'].nil?
|
|
728
|
+
query_params[:'num_sim_monte_carlo'] = opts[:'num_sim_monte_carlo'] if !opts[:'num_sim_monte_carlo'].nil?
|
|
729
|
+
query_params[:'period_type'] = opts[:'period_type'] if !opts[:'period_type'].nil?
|
|
730
|
+
query_params[:'risk_free_alpha'] = opts[:'risk_free_alpha'] if !opts[:'risk_free_alpha'].nil?
|
|
731
|
+
query_params[:'risk_free_sharpe'] = opts[:'risk_free_sharpe'] if !opts[:'risk_free_sharpe'].nil?
|
|
732
|
+
query_params[:'risk_free_sortino'] = opts[:'risk_free_sortino'] if !opts[:'risk_free_sortino'].nil?
|
|
733
|
+
query_params[:'risk_free_treynor'] = opts[:'risk_free_treynor'] if !opts[:'risk_free_treynor'].nil?
|
|
734
|
+
query_params[:'start_date'] = opts[:'start_date'] if !opts[:'start_date'].nil?
|
|
735
|
+
query_params[:'stat'] = opts[:'stat'] if !opts[:'stat'].nil?
|
|
736
|
+
query_params[:'var_conf_interval'] = opts[:'var_conf_interval'] if !opts[:'var_conf_interval'].nil?
|
|
737
|
+
|
|
738
|
+
# header parameters
|
|
739
|
+
header_params = {}
|
|
740
|
+
# HTTP header 'Accept' (if needed)
|
|
741
|
+
header_params['Accept'] = @api_client.select_header_accept(['*/*'])
|
|
742
|
+
|
|
743
|
+
# form parameters
|
|
744
|
+
form_params = {}
|
|
745
|
+
|
|
746
|
+
# http body (model)
|
|
747
|
+
post_body = nil
|
|
748
|
+
auth_names = ['oauth2']
|
|
749
|
+
data, status_code, headers = @api_client.call_api(:GET, local_var_path,
|
|
750
|
+
:header_params => header_params,
|
|
751
|
+
:query_params => query_params,
|
|
752
|
+
:form_params => form_params,
|
|
753
|
+
:body => post_body,
|
|
754
|
+
:auth_names => auth_names,
|
|
755
|
+
:return_type => 'Object')
|
|
756
|
+
if @api_client.config.debugging
|
|
757
|
+
@api_client.config.logger.debug "API called: PerformanceApi#get_household_client_performance_using_get\nData: #{data.inspect}\nStatus code: #{status_code}\nHeaders: #{headers}"
|
|
758
|
+
end
|
|
759
|
+
return data, status_code, headers
|
|
760
|
+
end
|
|
761
|
+
# Model Performance
|
|
762
|
+
# Get information on the performance of a model using TWR (Time Weighted Return). You must provide the unique model_id.
|
|
763
|
+
# @param model_id Model Id - /model
|
|
764
|
+
# @param [Hash] opts the optional parameters
|
|
765
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
766
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
767
|
+
# @option opts [String] :benchmark_id Tenant Benchmark Id -/benchmark
|
|
768
|
+
# @option opts [Date] :end_date end date
|
|
769
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
|
770
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
771
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
772
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
773
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
774
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
775
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
776
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
777
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
778
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
779
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
780
|
+
# @option opts [String] :period_type 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')
|
|
781
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
782
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
783
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
784
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
785
|
+
# @option opts [Date] :start_date start date
|
|
786
|
+
# @option opts [String] :stat Stat Type
|
|
787
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
788
|
+
# @return [Object]
|
|
789
|
+
def get_model_performance_using_get(model_id, opts = {})
|
|
790
|
+
data, _status_code, _headers = get_model_performance_using_get_with_http_info(model_id, opts)
|
|
791
|
+
data
|
|
792
|
+
end
|
|
793
|
+
|
|
794
|
+
# Model Performance
|
|
795
|
+
# Get information on the performance of a model using TWR (Time Weighted Return). You must provide the unique model_id.
|
|
796
|
+
# @param model_id Model Id - /model
|
|
797
|
+
# @param [Hash] opts the optional parameters
|
|
798
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
799
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
800
|
+
# @option opts [String] :benchmark_id Tenant Benchmark Id -/benchmark
|
|
801
|
+
# @option opts [Date] :end_date end date
|
|
802
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
|
803
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
804
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
805
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
806
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
807
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
808
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
809
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
810
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
811
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
812
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
813
|
+
# @option opts [String] :period_type 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')
|
|
814
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
815
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
816
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
817
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
818
|
+
# @option opts [Date] :start_date start date
|
|
819
|
+
# @option opts [String] :stat Stat Type
|
|
820
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
821
|
+
# @return [Array<(Object, Fixnum, Hash)>] Object data, response status code and response headers
|
|
822
|
+
def get_model_performance_using_get_with_http_info(model_id, opts = {})
|
|
823
|
+
if @api_client.config.debugging
|
|
824
|
+
@api_client.config.logger.debug 'Calling API: PerformanceApi.get_model_performance_using_get ...'
|
|
825
|
+
end
|
|
826
|
+
# verify the required parameter 'model_id' is set
|
|
827
|
+
if @api_client.config.client_side_validation && model_id.nil?
|
|
828
|
+
fail ArgumentError, "Missing the required parameter 'model_id' when calling PerformanceApi.get_model_performance_using_get"
|
|
829
|
+
end
|
|
830
|
+
# resource path
|
|
831
|
+
local_var_path = '/model/{model_id}/performance'.sub('{' + 'model_id' + '}', model_id.to_s)
|
|
832
|
+
|
|
833
|
+
# query parameters
|
|
834
|
+
query_params = {}
|
|
835
|
+
query_params[:'active_premium_period'] = opts[:'active_premium_period'] if !opts[:'active_premium_period'].nil?
|
|
836
|
+
query_params[:'annualized_return_period'] = opts[:'annualized_return_period'] if !opts[:'annualized_return_period'].nil?
|
|
837
|
+
query_params[:'benchmark_id'] = opts[:'benchmark_id'] if !opts[:'benchmark_id'].nil?
|
|
838
|
+
query_params[:'end_date'] = opts[:'end_date'] if !opts[:'end_date'].nil?
|
|
839
|
+
query_params[:'hist_factor'] = opts[:'hist_factor'] if !opts[:'hist_factor'].nil?
|
|
840
|
+
query_params[:'mar_down_side_deviation'] = opts[:'mar_down_side_deviation'] if !opts[:'mar_down_side_deviation'].nil?
|
|
841
|
+
query_params[:'max_percentile_monte_carlo'] = opts[:'max_percentile_monte_carlo'] if !opts[:'max_percentile_monte_carlo'].nil?
|
|
842
|
+
query_params[:'mean_percentile_monte_carlo'] = opts[:'mean_percentile_monte_carlo'] if !opts[:'mean_percentile_monte_carlo'].nil?
|
|
843
|
+
query_params[:'min_percentile_monte_carlo'] = opts[:'min_percentile_monte_carlo'] if !opts[:'min_percentile_monte_carlo'].nil?
|
|
844
|
+
query_params[:'moving_average_n_day'] = opts[:'moving_average_n_day'] if !opts[:'moving_average_n_day'].nil?
|
|
845
|
+
query_params[:'n_day_returns'] = opts[:'n_day_returns'] if !opts[:'n_day_returns'].nil?
|
|
846
|
+
query_params[:'n_path_monte_carlo'] = opts[:'n_path_monte_carlo'] if !opts[:'n_path_monte_carlo'].nil?
|
|
847
|
+
query_params[:'n_rolling_max_drawdown'] = opts[:'n_rolling_max_drawdown'] if !opts[:'n_rolling_max_drawdown'].nil?
|
|
848
|
+
query_params[:'n_rolling_volatility'] = opts[:'n_rolling_volatility'] if !opts[:'n_rolling_volatility'].nil?
|
|
849
|
+
query_params[:'num_sim_monte_carlo'] = opts[:'num_sim_monte_carlo'] if !opts[:'num_sim_monte_carlo'].nil?
|
|
850
|
+
query_params[:'period_type'] = opts[:'period_type'] if !opts[:'period_type'].nil?
|
|
851
|
+
query_params[:'risk_free_alpha'] = opts[:'risk_free_alpha'] if !opts[:'risk_free_alpha'].nil?
|
|
852
|
+
query_params[:'risk_free_sharpe'] = opts[:'risk_free_sharpe'] if !opts[:'risk_free_sharpe'].nil?
|
|
853
|
+
query_params[:'risk_free_sortino'] = opts[:'risk_free_sortino'] if !opts[:'risk_free_sortino'].nil?
|
|
854
|
+
query_params[:'risk_free_treynor'] = opts[:'risk_free_treynor'] if !opts[:'risk_free_treynor'].nil?
|
|
855
|
+
query_params[:'start_date'] = opts[:'start_date'] if !opts[:'start_date'].nil?
|
|
856
|
+
query_params[:'stat'] = opts[:'stat'] if !opts[:'stat'].nil?
|
|
857
|
+
query_params[:'var_conf_interval'] = opts[:'var_conf_interval'] if !opts[:'var_conf_interval'].nil?
|
|
858
|
+
|
|
859
|
+
# header parameters
|
|
860
|
+
header_params = {}
|
|
861
|
+
# HTTP header 'Accept' (if needed)
|
|
862
|
+
header_params['Accept'] = @api_client.select_header_accept(['*/*'])
|
|
863
|
+
|
|
864
|
+
# form parameters
|
|
865
|
+
form_params = {}
|
|
866
|
+
|
|
867
|
+
# http body (model)
|
|
868
|
+
post_body = nil
|
|
869
|
+
auth_names = ['oauth2']
|
|
870
|
+
data, status_code, headers = @api_client.call_api(:GET, local_var_path,
|
|
871
|
+
:header_params => header_params,
|
|
872
|
+
:query_params => query_params,
|
|
873
|
+
:form_params => form_params,
|
|
874
|
+
:body => post_body,
|
|
875
|
+
:auth_names => auth_names,
|
|
876
|
+
:return_type => 'Object')
|
|
877
|
+
if @api_client.config.debugging
|
|
878
|
+
@api_client.config.logger.debug "API called: PerformanceApi#get_model_performance_using_get\nData: #{data.inspect}\nStatus code: #{status_code}\nHeaders: #{headers}"
|
|
879
|
+
end
|
|
880
|
+
return data, status_code, headers
|
|
881
|
+
end
|
|
882
|
+
# Portfolio Performance
|
|
883
|
+
# Get information on the performance of a portfolio using IRR (Internal Rate of Return). You must provide the unique portfolio_id.
|
|
884
|
+
# @param portfolio_id Portfolio Id -/portoflio
|
|
885
|
+
# @param [Hash] opts the optional parameters
|
|
886
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
887
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
888
|
+
# @option opts [String] :benchmark_id Benchmark Id - benchmarkId or clientBenchmarkId -/benchmark
|
|
889
|
+
# @option opts [Date] :end_date end date
|
|
890
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
|
891
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
892
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
893
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
894
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
895
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
896
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
897
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
898
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
899
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
900
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
901
|
+
# @option opts [String] :period_type 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')
|
|
902
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
903
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
904
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
905
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
906
|
+
# @option opts [Date] :start_date start date
|
|
907
|
+
# @option opts [String] :stat A stat type - /statistics endpoint to get types
|
|
908
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
909
|
+
# @return [Object]
|
|
910
|
+
def get_portfolio_performance_using_get(portfolio_id, opts = {})
|
|
911
|
+
data, _status_code, _headers = get_portfolio_performance_using_get_with_http_info(portfolio_id, opts)
|
|
912
|
+
data
|
|
913
|
+
end
|
|
914
|
+
|
|
915
|
+
# Portfolio Performance
|
|
916
|
+
# Get information on the performance of a portfolio using IRR (Internal Rate of Return). You must provide the unique portfolio_id.
|
|
917
|
+
# @param portfolio_id Portfolio Id -/portoflio
|
|
918
|
+
# @param [Hash] opts the optional parameters
|
|
919
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
920
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
921
|
+
# @option opts [String] :benchmark_id Benchmark Id - benchmarkId or clientBenchmarkId -/benchmark
|
|
922
|
+
# @option opts [Date] :end_date end date
|
|
923
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
|
924
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
925
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
926
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
927
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
928
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
929
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
930
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
931
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
932
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
933
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
934
|
+
# @option opts [String] :period_type 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')
|
|
935
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
936
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
937
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
938
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
939
|
+
# @option opts [Date] :start_date start date
|
|
940
|
+
# @option opts [String] :stat A stat type - /statistics endpoint to get types
|
|
941
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
942
|
+
# @return [Array<(Object, Fixnum, Hash)>] Object data, response status code and response headers
|
|
943
|
+
def get_portfolio_performance_using_get_with_http_info(portfolio_id, opts = {})
|
|
944
|
+
if @api_client.config.debugging
|
|
945
|
+
@api_client.config.logger.debug 'Calling API: PerformanceApi.get_portfolio_performance_using_get ...'
|
|
946
|
+
end
|
|
947
|
+
# verify the required parameter 'portfolio_id' is set
|
|
948
|
+
if @api_client.config.client_side_validation && portfolio_id.nil?
|
|
949
|
+
fail ArgumentError, "Missing the required parameter 'portfolio_id' when calling PerformanceApi.get_portfolio_performance_using_get"
|
|
950
|
+
end
|
|
951
|
+
# resource path
|
|
952
|
+
local_var_path = '/portfolio/{portfolio_id}/performance'.sub('{' + 'portfolio_id' + '}', portfolio_id.to_s)
|
|
953
|
+
|
|
954
|
+
# query parameters
|
|
955
|
+
query_params = {}
|
|
956
|
+
query_params[:'active_premium_period'] = opts[:'active_premium_period'] if !opts[:'active_premium_period'].nil?
|
|
957
|
+
query_params[:'annualized_return_period'] = opts[:'annualized_return_period'] if !opts[:'annualized_return_period'].nil?
|
|
958
|
+
query_params[:'benchmark_id'] = opts[:'benchmark_id'] if !opts[:'benchmark_id'].nil?
|
|
959
|
+
query_params[:'end_date'] = opts[:'end_date'] if !opts[:'end_date'].nil?
|
|
960
|
+
query_params[:'hist_factor'] = opts[:'hist_factor'] if !opts[:'hist_factor'].nil?
|
|
961
|
+
query_params[:'mar_down_side_deviation'] = opts[:'mar_down_side_deviation'] if !opts[:'mar_down_side_deviation'].nil?
|
|
962
|
+
query_params[:'max_percentile_monte_carlo'] = opts[:'max_percentile_monte_carlo'] if !opts[:'max_percentile_monte_carlo'].nil?
|
|
963
|
+
query_params[:'mean_percentile_monte_carlo'] = opts[:'mean_percentile_monte_carlo'] if !opts[:'mean_percentile_monte_carlo'].nil?
|
|
964
|
+
query_params[:'min_percentile_monte_carlo'] = opts[:'min_percentile_monte_carlo'] if !opts[:'min_percentile_monte_carlo'].nil?
|
|
965
|
+
query_params[:'moving_average_n_day'] = opts[:'moving_average_n_day'] if !opts[:'moving_average_n_day'].nil?
|
|
966
|
+
query_params[:'n_day_returns'] = opts[:'n_day_returns'] if !opts[:'n_day_returns'].nil?
|
|
967
|
+
query_params[:'n_path_monte_carlo'] = opts[:'n_path_monte_carlo'] if !opts[:'n_path_monte_carlo'].nil?
|
|
968
|
+
query_params[:'n_rolling_max_drawdown'] = opts[:'n_rolling_max_drawdown'] if !opts[:'n_rolling_max_drawdown'].nil?
|
|
969
|
+
query_params[:'n_rolling_volatility'] = opts[:'n_rolling_volatility'] if !opts[:'n_rolling_volatility'].nil?
|
|
970
|
+
query_params[:'num_sim_monte_carlo'] = opts[:'num_sim_monte_carlo'] if !opts[:'num_sim_monte_carlo'].nil?
|
|
971
|
+
query_params[:'period_type'] = opts[:'period_type'] if !opts[:'period_type'].nil?
|
|
972
|
+
query_params[:'risk_free_alpha'] = opts[:'risk_free_alpha'] if !opts[:'risk_free_alpha'].nil?
|
|
973
|
+
query_params[:'risk_free_sharpe'] = opts[:'risk_free_sharpe'] if !opts[:'risk_free_sharpe'].nil?
|
|
974
|
+
query_params[:'risk_free_sortino'] = opts[:'risk_free_sortino'] if !opts[:'risk_free_sortino'].nil?
|
|
975
|
+
query_params[:'risk_free_treynor'] = opts[:'risk_free_treynor'] if !opts[:'risk_free_treynor'].nil?
|
|
976
|
+
query_params[:'start_date'] = opts[:'start_date'] if !opts[:'start_date'].nil?
|
|
977
|
+
query_params[:'stat'] = opts[:'stat'] if !opts[:'stat'].nil?
|
|
978
|
+
query_params[:'var_conf_interval'] = opts[:'var_conf_interval'] if !opts[:'var_conf_interval'].nil?
|
|
979
|
+
|
|
980
|
+
# header parameters
|
|
981
|
+
header_params = {}
|
|
982
|
+
# HTTP header 'Accept' (if needed)
|
|
983
|
+
header_params['Accept'] = @api_client.select_header_accept(['*/*'])
|
|
984
|
+
|
|
985
|
+
# form parameters
|
|
986
|
+
form_params = {}
|
|
987
|
+
|
|
988
|
+
# http body (model)
|
|
989
|
+
post_body = nil
|
|
990
|
+
auth_names = ['oauth2']
|
|
991
|
+
data, status_code, headers = @api_client.call_api(:GET, local_var_path,
|
|
992
|
+
:header_params => header_params,
|
|
993
|
+
:query_params => query_params,
|
|
994
|
+
:form_params => form_params,
|
|
995
|
+
:body => post_body,
|
|
996
|
+
:auth_names => auth_names,
|
|
997
|
+
:return_type => 'Object')
|
|
998
|
+
if @api_client.config.debugging
|
|
999
|
+
@api_client.config.logger.debug "API called: PerformanceApi#get_portfolio_performance_using_get\nData: #{data.inspect}\nStatus code: #{status_code}\nHeaders: #{headers}"
|
|
1000
|
+
end
|
|
1001
|
+
return data, status_code, headers
|
|
1002
|
+
end
|
|
1003
|
+
# Security Performance
|
|
1004
|
+
# Get performance statistics for a security using TWR (Time Weighted Return). You must provide the unique security_id
|
|
1005
|
+
# @param security_id security_id
|
|
1006
|
+
# @param [Hash] opts the optional parameters
|
|
1007
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
1008
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
1009
|
+
# @option opts [String] :bench_ticker Bench Ticker for security - (default: ^GSPC)
|
|
1010
|
+
# @option opts [String] :benchmark_id benchmark_id
|
|
1011
|
+
# @option opts [Date] :end_date Ending parameter for time window
|
|
1012
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
|
1013
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
1014
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
1015
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
1016
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
1017
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
1018
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
1019
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
1020
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
1021
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
1022
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
1023
|
+
# @option opts [String] :period_type 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')
|
|
1024
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
1025
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
1026
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
1027
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
1028
|
+
# @option opts [Date] :start_date Starting parameter for time window
|
|
1029
|
+
# @option opts [String] :stat A stat type - /statistics endpoint
|
|
1030
|
+
# @option opts [String] :ticker Ticker for security
|
|
1031
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
1032
|
+
# @return [Object]
|
|
1033
|
+
def get_security_performance_using_get(security_id, opts = {})
|
|
1034
|
+
data, _status_code, _headers = get_security_performance_using_get_with_http_info(security_id, opts)
|
|
1035
|
+
data
|
|
1036
|
+
end
|
|
1037
|
+
|
|
1038
|
+
# Security Performance
|
|
1039
|
+
# Get performance statistics for a security using TWR (Time Weighted Return). You must provide the unique security_id
|
|
1040
|
+
# @param security_id security_id
|
|
1041
|
+
# @param [Hash] opts the optional parameters
|
|
1042
|
+
# @option opts [String] :active_premium_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
1043
|
+
# @option opts [String] :annualized_return_period Q (quarterly), Monthly (M) , Annually (Y), Daily (D) --caps matter, codes in () - (statId: 19, default: 'D')
|
|
1044
|
+
# @option opts [String] :bench_ticker Bench Ticker for security - (default: ^GSPC)
|
|
1045
|
+
# @option opts [String] :benchmark_id benchmark_id
|
|
1046
|
+
# @option opts [Date] :end_date Ending parameter for time window
|
|
1047
|
+
# @option opts [Float] :hist_factor Histogram factor- (statId: 39, default: 5)
|
|
1048
|
+
# @option opts [Float] :mar_down_side_deviation minimum acceptable return for downside deviation - (statId: 58, default: 0)
|
|
1049
|
+
# @option opts [Float] :max_percentile_monte_carlo max percentile for monte carlo, i.entity. 80 - (statId: 62, default: 95)
|
|
1050
|
+
# @option opts [Float] :mean_percentile_monte_carlo mean percentile for monte carlo i.entity. 50- (statId: 62, default: 50)
|
|
1051
|
+
# @option opts [Float] :min_percentile_monte_carlo min percentile for monte carlo i.entity. 20 - (statId: 62, default: 5)
|
|
1052
|
+
# @option opts [Integer] :moving_average_n_day number of days for moving average n-day - (statId: 18, default: 7)
|
|
1053
|
+
# @option opts [Integer] :n_day_returns number of days for Rolling n-day returns - (statId: 2, default: 7)
|
|
1054
|
+
# @option opts [Integer] :n_path_monte_carlo number of points for a simulation- (statId: 62, default: 100)
|
|
1055
|
+
# @option opts [Integer] :n_rolling_max_drawdown number of days for Rolling n-day max drawdown- (statId: 46, default: 7)
|
|
1056
|
+
# @option opts [Integer] :n_rolling_volatility number of days for Rolling n-day volatility- (statId: 34, default: 7)
|
|
1057
|
+
# @option opts [Integer] :num_sim_monte_carlo number of simulations - (statId: 62, default: 1000)
|
|
1058
|
+
# @option opts [String] :period_type 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')
|
|
1059
|
+
# @option opts [Float] :risk_free_alpha risk free val alpha - (statId: 52, default: 0)
|
|
1060
|
+
# @option opts [Float] :risk_free_sharpe risk free val sharpe- (statId: 49, default: 0)
|
|
1061
|
+
# @option opts [Float] :risk_free_sortino risk free val sortino - (statId: 56, default: 0)
|
|
1062
|
+
# @option opts [Float] :risk_free_treynor risk free val treynor- (statId: 51, default: 0)
|
|
1063
|
+
# @option opts [Date] :start_date Starting parameter for time window
|
|
1064
|
+
# @option opts [String] :stat A stat type - /statistics endpoint
|
|
1065
|
+
# @option opts [String] :ticker Ticker for security
|
|
1066
|
+
# @option opts [Float] :var_conf_interval VaR Confidence Interval ( alpha ) i.entity 99, 95, etc - (statId: 40, default: 95)
|
|
1067
|
+
# @return [Array<(Object, Fixnum, Hash)>] Object data, response status code and response headers
|
|
1068
|
+
def get_security_performance_using_get_with_http_info(security_id, opts = {})
|
|
1069
|
+
if @api_client.config.debugging
|
|
1070
|
+
@api_client.config.logger.debug 'Calling API: PerformanceApi.get_security_performance_using_get ...'
|
|
1071
|
+
end
|
|
1072
|
+
# verify the required parameter 'security_id' is set
|
|
1073
|
+
if @api_client.config.client_side_validation && security_id.nil?
|
|
1074
|
+
fail ArgumentError, "Missing the required parameter 'security_id' when calling PerformanceApi.get_security_performance_using_get"
|
|
1075
|
+
end
|
|
1076
|
+
# resource path
|
|
1077
|
+
local_var_path = '/security/{security_id}/performance'.sub('{' + 'security_id' + '}', security_id.to_s)
|
|
1078
|
+
|
|
1079
|
+
# query parameters
|
|
1080
|
+
query_params = {}
|
|
1081
|
+
query_params[:'active_premium_period'] = opts[:'active_premium_period'] if !opts[:'active_premium_period'].nil?
|
|
1082
|
+
query_params[:'annualized_return_period'] = opts[:'annualized_return_period'] if !opts[:'annualized_return_period'].nil?
|
|
1083
|
+
query_params[:'benchTicker'] = opts[:'bench_ticker'] if !opts[:'bench_ticker'].nil?
|
|
1084
|
+
query_params[:'benchmark_id'] = opts[:'benchmark_id'] if !opts[:'benchmark_id'].nil?
|
|
1085
|
+
query_params[:'end_date'] = opts[:'end_date'] if !opts[:'end_date'].nil?
|
|
1086
|
+
query_params[:'hist_factor'] = opts[:'hist_factor'] if !opts[:'hist_factor'].nil?
|
|
1087
|
+
query_params[:'mar_down_side_deviation'] = opts[:'mar_down_side_deviation'] if !opts[:'mar_down_side_deviation'].nil?
|
|
1088
|
+
query_params[:'max_percentile_monte_carlo'] = opts[:'max_percentile_monte_carlo'] if !opts[:'max_percentile_monte_carlo'].nil?
|
|
1089
|
+
query_params[:'mean_percentile_monte_carlo'] = opts[:'mean_percentile_monte_carlo'] if !opts[:'mean_percentile_monte_carlo'].nil?
|
|
1090
|
+
query_params[:'min_percentile_monte_carlo'] = opts[:'min_percentile_monte_carlo'] if !opts[:'min_percentile_monte_carlo'].nil?
|
|
1091
|
+
query_params[:'moving_average_n_day'] = opts[:'moving_average_n_day'] if !opts[:'moving_average_n_day'].nil?
|
|
1092
|
+
query_params[:'n_day_returns'] = opts[:'n_day_returns'] if !opts[:'n_day_returns'].nil?
|
|
1093
|
+
query_params[:'n_path_monte_carlo'] = opts[:'n_path_monte_carlo'] if !opts[:'n_path_monte_carlo'].nil?
|
|
1094
|
+
query_params[:'n_rolling_max_drawdown'] = opts[:'n_rolling_max_drawdown'] if !opts[:'n_rolling_max_drawdown'].nil?
|
|
1095
|
+
query_params[:'n_rolling_volatility'] = opts[:'n_rolling_volatility'] if !opts[:'n_rolling_volatility'].nil?
|
|
1096
|
+
query_params[:'num_sim_monte_carlo'] = opts[:'num_sim_monte_carlo'] if !opts[:'num_sim_monte_carlo'].nil?
|
|
1097
|
+
query_params[:'period_type'] = opts[:'period_type'] if !opts[:'period_type'].nil?
|
|
1098
|
+
query_params[:'risk_free_alpha'] = opts[:'risk_free_alpha'] if !opts[:'risk_free_alpha'].nil?
|
|
1099
|
+
query_params[:'risk_free_sharpe'] = opts[:'risk_free_sharpe'] if !opts[:'risk_free_sharpe'].nil?
|
|
1100
|
+
query_params[:'risk_free_sortino'] = opts[:'risk_free_sortino'] if !opts[:'risk_free_sortino'].nil?
|
|
1101
|
+
query_params[:'risk_free_treynor'] = opts[:'risk_free_treynor'] if !opts[:'risk_free_treynor'].nil?
|
|
1102
|
+
query_params[:'start_date'] = opts[:'start_date'] if !opts[:'start_date'].nil?
|
|
1103
|
+
query_params[:'stat'] = opts[:'stat'] if !opts[:'stat'].nil?
|
|
1104
|
+
query_params[:'ticker'] = opts[:'ticker'] if !opts[:'ticker'].nil?
|
|
1105
|
+
query_params[:'var_conf_interval'] = opts[:'var_conf_interval'] if !opts[:'var_conf_interval'].nil?
|
|
1106
|
+
|
|
1107
|
+
# header parameters
|
|
1108
|
+
header_params = {}
|
|
1109
|
+
# HTTP header 'Accept' (if needed)
|
|
1110
|
+
header_params['Accept'] = @api_client.select_header_accept(['*/*'])
|
|
1111
|
+
|
|
1112
|
+
# form parameters
|
|
1113
|
+
form_params = {}
|
|
1114
|
+
|
|
1115
|
+
# http body (model)
|
|
1116
|
+
post_body = nil
|
|
1117
|
+
auth_names = ['oauth2']
|
|
1118
|
+
data, status_code, headers = @api_client.call_api(:GET, local_var_path,
|
|
1119
|
+
:header_params => header_params,
|
|
1120
|
+
:query_params => query_params,
|
|
1121
|
+
:form_params => form_params,
|
|
1122
|
+
:body => post_body,
|
|
1123
|
+
:auth_names => auth_names,
|
|
1124
|
+
:return_type => 'Object')
|
|
1125
|
+
if @api_client.config.debugging
|
|
1126
|
+
@api_client.config.logger.debug "API called: PerformanceApi#get_security_performance_using_get\nData: #{data.inspect}\nStatus code: #{status_code}\nHeaders: #{headers}"
|
|
1127
|
+
end
|
|
1128
|
+
return data, status_code, headers
|
|
1129
|
+
end
|
|
1130
|
+
end
|
|
1131
|
+
end
|