proton_api 1.8.0 → 1.9.0
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- checksums.yaml +4 -4
- data/README.md +35 -205
- data/lib/proton_api.rb +10 -2
- data/lib/proton_api/api/annuities_api.rb +2 -2
- data/lib/proton_api/api/business_financial_management_api.rb +2 -2
- data/lib/proton_api/api/cards_api.rb +56 -2
- data/lib/proton_api/api/financial_health_api.rb +2 -2
- data/lib/proton_api/api/financial_planning_api.rb +2 -2
- data/lib/proton_api/api/goals_api.rb +2 -2
- data/lib/proton_api/api/life_insurance_api.rb +2 -2
- data/lib/proton_api/api/personal_financial_management_api.rb +56 -2
- data/lib/proton_api/api/portfolio_construction_api.rb +2 -2
- data/lib/proton_api/api/portfolio_management_api.rb +2 -2
- data/lib/proton_api/api/risk_scoring_api.rb +2 -2
- data/lib/proton_api/api/simulations_api.rb +2 -2
- data/lib/proton_api/api/util_api.rb +185 -0
- data/lib/proton_api/api_client.rb +6 -6
- data/lib/proton_api/api_error.rb +2 -2
- data/lib/proton_api/configuration.rb +3 -3
- data/lib/proton_api/models/accumulation_goal_deposit_config.rb +25 -25
- data/lib/proton_api/models/annuity_calculator_accumulation_horizon_request.rb +138 -141
- data/lib/proton_api/models/annuity_calculator_annuity_amount_request.rb +129 -132
- data/lib/proton_api/models/annuity_calculator_decumulation_horizon_request.rb +138 -141
- data/lib/proton_api/models/annuity_calculator_deposit_amount_request.rb +138 -141
- data/lib/proton_api/models/annuity_calculator_initial_balance_request.rb +138 -141
- data/lib/proton_api/models/annuity_deposit_schedule.rb +33 -36
- data/lib/proton_api/models/answer.rb +186 -0
- data/lib/proton_api/models/backtest_request.rb +56 -59
- data/lib/proton_api/models/beneficiary_bequest_config.rb +32 -35
- data/lib/proton_api/models/budget_aggregation_account.rb +7 -10
- data/lib/proton_api/models/budget_calculator_request.rb +85 -66
- data/lib/proton_api/models/budget_component.rb +25 -28
- data/lib/proton_api/models/budget_details.rb +75 -78
- data/lib/proton_api/models/business_financial_health_check_request.rb +172 -166
- data/lib/proton_api/models/business_invoice_analysis_request.rb +79 -73
- data/lib/proton_api/models/calculator_deposit_schedule.rb +22 -25
- data/lib/proton_api/models/calculator_deposit_schedule1.rb +33 -36
- data/lib/proton_api/models/card_analysis_request.rb +372 -0
- data/lib/proton_api/models/card_limit_check_request.rb +42 -14
- data/lib/proton_api/models/card_transaction_authorization_request.rb +143 -80
- data/lib/proton_api/models/cash_analysis_request.rb +82 -63
- data/lib/proton_api/models/cash_flow_analysis_request.rb +104 -76
- data/lib/proton_api/models/children_education_config.rb +7 -10
- data/lib/proton_api/models/customer_analysis_request.rb +60 -54
- data/lib/proton_api/models/decision_tree_result_request.rb +236 -0
- data/lib/proton_api/models/decumulation_goal_deposit_config.rb +28 -31
- data/lib/proton_api/models/dimensional_risk_score_request.rb +52 -55
- data/lib/proton_api/models/diversification_score_request.rb +59 -62
- data/lib/proton_api/models/education_calculator_annual_cost_request.rb +143 -146
- data/lib/proton_api/models/education_calculator_deposit_amount_request.rb +170 -173
- data/lib/proton_api/models/education_calculator_percent_covered_request.rb +136 -139
- data/lib/proton_api/models/education_config.rb +44 -47
- data/lib/proton_api/models/emergency_fund_calculator_request.rb +182 -185
- data/lib/proton_api/models/event_study_request.rb +64 -67
- data/lib/proton_api/models/fee_analysis_request.rb +42 -34
- data/lib/proton_api/models/financial_health_check_request.rb +109 -112
- data/lib/proton_api/models/financial_picture_request.rb +53 -52
- data/lib/proton_api/models/financial_statement_analysis_request.rb +140 -134
- data/lib/proton_api/models/goal_accumulation_allocation_request.rb +271 -274
- data/lib/proton_api/models/goal_accumulation_recommendation_request.rb +218 -221
- data/lib/proton_api/models/goal_accumulation_status_request.rb +218 -221
- data/lib/proton_api/models/goal_config.rb +35 -38
- data/lib/proton_api/models/goal_decumulation_allocation_request.rb +293 -296
- data/lib/proton_api/models/goal_decumulation_recommendation_request.rb +242 -245
- data/lib/proton_api/models/goal_decumulation_status_request.rb +242 -245
- data/lib/proton_api/models/goal_withdrawal_config.rb +82 -85
- data/lib/proton_api/models/guaranteed_rate_benefit.rb +51 -54
- data/lib/proton_api/models/income_config.rb +37 -40
- data/lib/proton_api/models/life_insurance_needs_calculator_request.rb +152 -155
- data/lib/proton_api/models/location.rb +183 -0
- data/lib/proton_api/models/monte_carlo_request.rb +157 -160
- data/lib/proton_api/models/mortgage_calculator_down_payment_request.rb +46 -49
- data/lib/proton_api/models/mortgage_calculator_home_price_request.rb +46 -49
- data/lib/proton_api/models/mortgage_calculator_periodic_payment_request.rb +71 -74
- data/lib/proton_api/models/mvo_request.rb +88 -91
- data/lib/proton_api/models/opt_config.rb +54 -57
- data/lib/proton_api/models/opt_config1.rb +29 -32
- data/lib/proton_api/models/order_rebalance_request.rb +398 -0
- data/lib/proton_api/models/performance_calculator_request.rb +687 -0
- data/lib/proton_api/models/periods.rb +7 -10
- data/lib/proton_api/models/portfolio_optimization_score_request.rb +68 -71
- data/lib/proton_api/models/portfolio_what_if_request.rb +71 -74
- data/lib/proton_api/models/purchase_calculator_amount_request.rb +112 -115
- data/lib/proton_api/models/purchase_calculator_deposit_amount_request.rb +136 -139
- data/lib/proton_api/models/purchase_calculator_horizon_request.rb +100 -103
- data/lib/proton_api/models/ratio_targets.rb +79 -82
- data/lib/proton_api/models/ratio_targets1.rb +38 -41
- data/lib/proton_api/models/rebalancing_signal_request.rb +26 -29
- data/lib/proton_api/models/recommendation_config.rb +104 -107
- data/lib/proton_api/models/recommendation_config1.rb +100 -103
- data/lib/proton_api/models/recurring_transaction_analysis_request.rb +106 -76
- data/lib/proton_api/models/retirement_calculator_deposit_amount_request.rb +148 -151
- data/lib/proton_api/models/retirement_calculator_expenses_request.rb +119 -122
- data/lib/proton_api/models/retirement_calculator_percent_covered_request.rb +132 -135
- data/lib/proton_api/models/risk_allocation_request.rb +53 -56
- data/lib/proton_api/models/risk_score_request.rb +37 -40
- data/lib/proton_api/models/savings_calculator_request.rb +100 -103
- data/lib/proton_api/models/savings_deposit_schedule.rb +22 -25
- data/lib/proton_api/models/scenario_analysis_request.rb +81 -84
- data/lib/proton_api/models/sensitivity_analysis_request.rb +77 -80
- data/lib/proton_api/models/sensitivity_factor.rb +58 -61
- data/lib/proton_api/models/settings.rb +38 -41
- data/lib/proton_api/models/spending_analysis_request.rb +505 -0
- data/lib/proton_api/models/variable_annuity_request.rb +284 -287
- data/lib/proton_api/models/w_config.rb +77 -80
- data/lib/proton_api/models/w_config1.rb +66 -69
- data/lib/proton_api/version.rb +3 -3
- data/proton_api.gemspec +2 -2
- data/spec/api/annuities_api_spec.rb +2 -2
- data/spec/api/business_financial_management_api_spec.rb +2 -2
- data/spec/api/cards_api_spec.rb +14 -2
- data/spec/api/financial_health_api_spec.rb +2 -2
- data/spec/api/financial_planning_api_spec.rb +2 -2
- data/spec/api/goals_api_spec.rb +2 -2
- data/spec/api/life_insurance_api_spec.rb +2 -2
- data/spec/api/personal_financial_management_api_spec.rb +14 -2
- data/spec/api/portfolio_construction_api_spec.rb +2 -2
- data/spec/api/portfolio_management_api_spec.rb +2 -2
- data/spec/api/risk_scoring_api_spec.rb +2 -2
- data/spec/api/simulations_api_spec.rb +2 -2
- data/spec/api/util_api_spec.rb +71 -0
- data/spec/api_client_spec.rb +2 -2
- data/spec/configuration_spec.rb +5 -5
- data/spec/models/accumulation_goal_deposit_config_spec.rb +10 -10
- data/spec/models/annuity_calculator_accumulation_horizon_request_spec.rb +17 -17
- data/spec/models/annuity_calculator_annuity_amount_request_spec.rb +17 -17
- data/spec/models/annuity_calculator_decumulation_horizon_request_spec.rb +17 -17
- data/spec/models/annuity_calculator_deposit_amount_request_spec.rb +17 -17
- data/spec/models/annuity_calculator_initial_balance_request_spec.rb +17 -17
- data/spec/models/annuity_deposit_schedule_spec.rb +4 -4
- data/spec/models/answer_spec.rb +41 -0
- data/spec/models/backtest_request_spec.rb +10 -10
- data/spec/models/beneficiary_bequest_config_spec.rb +4 -4
- data/spec/models/budget_aggregation_account_spec.rb +2 -2
- data/spec/models/budget_calculator_request_spec.rb +25 -13
- data/spec/models/budget_component_spec.rb +4 -4
- data/spec/models/budget_details_spec.rb +15 -15
- data/spec/models/business_financial_health_check_request_spec.rb +34 -28
- data/spec/models/business_invoice_analysis_request_spec.rb +18 -12
- data/spec/models/calculator_deposit_schedule1_spec.rb +4 -4
- data/spec/models/calculator_deposit_schedule_spec.rb +8 -8
- data/spec/models/card_analysis_request_spec.rb +129 -0
- data/spec/models/card_limit_check_request_spec.rb +20 -2
- data/spec/models/card_transaction_authorization_request_spec.rb +57 -15
- data/spec/models/cash_analysis_request_spec.rb +25 -13
- data/spec/models/cash_flow_analysis_request_spec.rb +34 -16
- data/spec/models/children_education_config_spec.rb +2 -2
- data/spec/models/customer_analysis_request_spec.rb +15 -9
- data/spec/models/decision_tree_result_request_spec.rb +51 -0
- data/spec/models/decumulation_goal_deposit_config_spec.rb +10 -10
- data/spec/models/dimensional_risk_score_request_spec.rb +8 -8
- data/spec/models/diversification_score_request_spec.rb +14 -14
- data/spec/models/education_calculator_annual_cost_request_spec.rb +13 -13
- data/spec/models/education_calculator_deposit_amount_request_spec.rb +13 -13
- data/spec/models/education_calculator_percent_covered_request_spec.rb +12 -12
- data/spec/models/education_config_spec.rb +5 -5
- data/spec/models/emergency_fund_calculator_request_spec.rb +23 -23
- data/spec/models/event_study_request_spec.rb +17 -17
- data/spec/models/fee_analysis_request_spec.rb +12 -6
- data/spec/models/financial_health_check_request_spec.rb +12 -12
- data/spec/models/financial_picture_request_spec.rb +15 -9
- data/spec/models/financial_statement_analysis_request_spec.rb +39 -33
- data/spec/models/goal_accumulation_allocation_request_spec.rb +48 -48
- data/spec/models/goal_accumulation_recommendation_request_spec.rb +34 -34
- data/spec/models/goal_accumulation_status_request_spec.rb +34 -34
- data/spec/models/goal_config_spec.rb +4 -4
- data/spec/models/goal_decumulation_allocation_request_spec.rb +51 -51
- data/spec/models/goal_decumulation_recommendation_request_spec.rb +35 -35
- data/spec/models/goal_decumulation_status_request_spec.rb +35 -35
- data/spec/models/goal_withdrawal_config_spec.rb +20 -20
- data/spec/models/guaranteed_rate_benefit_spec.rb +5 -5
- data/spec/models/income_config_spec.rb +4 -4
- data/spec/models/life_insurance_needs_calculator_request_spec.rb +16 -16
- data/spec/models/location_spec.rb +41 -0
- data/spec/models/monte_carlo_request_spec.rb +31 -31
- data/spec/models/mortgage_calculator_down_payment_request_spec.rb +6 -6
- data/spec/models/mortgage_calculator_home_price_request_spec.rb +6 -6
- data/spec/models/mortgage_calculator_periodic_payment_request_spec.rb +6 -6
- data/spec/models/mvo_request_spec.rb +23 -23
- data/spec/models/opt_config1_spec.rb +10 -10
- data/spec/models/opt_config_spec.rb +13 -13
- data/spec/models/order_rebalance_request_spec.rb +123 -0
- data/spec/models/performance_calculator_request_spec.rb +233 -0
- data/spec/models/periods_spec.rb +2 -2
- data/spec/models/portfolio_optimization_score_request_spec.rb +16 -16
- data/spec/models/portfolio_what_if_request_spec.rb +16 -16
- data/spec/models/purchase_calculator_amount_request_spec.rb +14 -14
- data/spec/models/purchase_calculator_deposit_amount_request_spec.rb +16 -16
- data/spec/models/purchase_calculator_horizon_request_spec.rb +10 -10
- data/spec/models/ratio_targets1_spec.rb +4 -4
- data/spec/models/ratio_targets_spec.rb +8 -8
- data/spec/models/rebalancing_signal_request_spec.rb +6 -6
- data/spec/models/recommendation_config1_spec.rb +9 -9
- data/spec/models/recommendation_config_spec.rb +9 -9
- data/spec/models/recurring_transaction_analysis_request_spec.rb +33 -15
- data/spec/models/retirement_calculator_deposit_amount_request_spec.rb +13 -13
- data/spec/models/retirement_calculator_expenses_request_spec.rb +12 -12
- data/spec/models/retirement_calculator_percent_covered_request_spec.rb +12 -12
- data/spec/models/risk_allocation_request_spec.rb +15 -15
- data/spec/models/risk_score_request_spec.rb +8 -8
- data/spec/models/savings_calculator_request_spec.rb +16 -16
- data/spec/models/savings_deposit_schedule_spec.rb +8 -8
- data/spec/models/scenario_analysis_request_spec.rb +19 -19
- data/spec/models/sensitivity_analysis_request_spec.rb +23 -23
- data/spec/models/sensitivity_factor_spec.rb +6 -6
- data/spec/models/settings_spec.rb +13 -13
- data/spec/models/spending_analysis_request_spec.rb +187 -0
- data/spec/models/variable_annuity_request_spec.rb +40 -40
- data/spec/models/w_config1_spec.rb +6 -6
- data/spec/models/w_config_spec.rb +7 -7
- data/spec/spec_helper.rb +2 -2
- metadata +26 -94
- data/docs/AccumulationGoalDepositConfig.md +0 -14
- data/docs/AnnuitiesApi.md +0 -344
- data/docs/AnnuityCalculatorAccumulationHorizonRequest.md +0 -19
- data/docs/AnnuityCalculatorAnnuityAmountRequest.md +0 -19
- data/docs/AnnuityCalculatorDecumulationHorizonRequest.md +0 -19
- data/docs/AnnuityCalculatorDepositAmountRequest.md +0 -19
- data/docs/AnnuityCalculatorInitialBalanceRequest.md +0 -19
- data/docs/AnnuityDepositSchedule.md +0 -10
- data/docs/BacktestRequest.md +0 -17
- data/docs/BeneficiaryBequestConfig.md +0 -10
- data/docs/BudgetAggregationAccount.md +0 -8
- data/docs/BudgetCalculatorRequest.md +0 -16
- data/docs/BudgetComponent.md +0 -10
- data/docs/BudgetDetails.md +0 -17
- data/docs/BusinessFinancialHealthCheckRequest.md +0 -22
- data/docs/BusinessFinancialManagementApi.md +0 -288
- data/docs/BusinessInvoiceAnalysisRequest.md +0 -20
- data/docs/CalculatorDepositSchedule.md +0 -9
- data/docs/CalculatorDepositSchedule1.md +0 -10
- data/docs/CardLimitCheckRequest.md +0 -9
- data/docs/CardTransactionAuthorizationRequest.md +0 -19
- data/docs/CardsApi.md +0 -120
- data/docs/CashAnalysisRequest.md +0 -17
- data/docs/CashFlowAnalysisRequest.md +0 -20
- data/docs/ChildrenEducationConfig.md +0 -9
- data/docs/CustomerAnalysisRequest.md +0 -17
- data/docs/DecumulationGoalDepositConfig.md +0 -14
- data/docs/DimensionalRiskScoreRequest.md +0 -16
- data/docs/DiversificationScoreRequest.md +0 -19
- data/docs/EducationCalculatorAnnualCostRequest.md +0 -18
- data/docs/EducationCalculatorDepositAmountRequest.md +0 -19
- data/docs/EducationCalculatorPercentCoveredRequest.md +0 -18
- data/docs/EducationConfig.md +0 -10
- data/docs/EmergencyFundCalculatorRequest.md +0 -24
- data/docs/EventStudyRequest.md +0 -18
- data/docs/FeeAnalysisRequest.md +0 -13
- data/docs/FinancialHealthApi.md +0 -232
- data/docs/FinancialHealthCheckRequest.md +0 -17
- data/docs/FinancialPictureRequest.md +0 -16
- data/docs/FinancialPlanningApi.md +0 -680
- data/docs/FinancialStatementAnalysisRequest.md +0 -22
- data/docs/GoalAccumulationAllocationRequest.md +0 -33
- data/docs/GoalAccumulationRecommendationRequest.md +0 -28
- data/docs/GoalAccumulationStatusRequest.md +0 -28
- data/docs/GoalConfig.md +0 -9
- data/docs/GoalDecumulationAllocationRequest.md +0 -34
- data/docs/GoalDecumulationRecommendationRequest.md +0 -29
- data/docs/GoalDecumulationStatusRequest.md +0 -29
- data/docs/GoalWithdrawalConfig.md +0 -14
- data/docs/GoalsApi.md +0 -344
- data/docs/GuaranteedRateBenefit.md +0 -11
- data/docs/IncomeConfig.md +0 -10
- data/docs/LifeInsuranceApi.md +0 -64
- data/docs/LifeInsuranceNeedsCalculatorRequest.md +0 -22
- data/docs/MonteCarloRequest.md +0 -29
- data/docs/MortgageCalculatorDownPaymentRequest.md +0 -11
- data/docs/MortgageCalculatorHomePriceRequest.md +0 -11
- data/docs/MortgageCalculatorPeriodicPaymentRequest.md +0 -11
- data/docs/MvoRequest.md +0 -18
- data/docs/OptConfig.md +0 -14
- data/docs/OptConfig1.md +0 -12
- data/docs/Periods.md +0 -9
- data/docs/PersonalFinancialManagementApi.md +0 -288
- data/docs/PortfolioConstructionApi.md +0 -64
- data/docs/PortfolioManagementApi.md +0 -64
- data/docs/PortfolioOptimizationScoreRequest.md +0 -21
- data/docs/PortfolioWhatIfRequest.md +0 -21
- data/docs/PurchaseCalculatorAmountRequest.md +0 -16
- data/docs/PurchaseCalculatorDepositAmountRequest.md +0 -17
- data/docs/PurchaseCalculatorHorizonRequest.md +0 -15
- data/docs/RatioTargets.md +0 -13
- data/docs/RatioTargets1.md +0 -13
- data/docs/RebalancingSignalRequest.md +0 -13
- data/docs/RecommendationConfig.md +0 -15
- data/docs/RecommendationConfig1.md +0 -14
- data/docs/RecurringTransactionAnalysisRequest.md +0 -19
- data/docs/RetirementCalculatorDepositAmountRequest.md +0 -20
- data/docs/RetirementCalculatorExpensesRequest.md +0 -19
- data/docs/RetirementCalculatorPercentCoveredRequest.md +0 -19
- data/docs/RiskAllocationRequest.md +0 -14
- data/docs/RiskScoreRequest.md +0 -13
- data/docs/RiskScoringApi.md +0 -176
- data/docs/SavingsCalculatorRequest.md +0 -17
- data/docs/SavingsDepositSchedule.md +0 -11
- data/docs/ScenarioAnalysisRequest.md +0 -22
- data/docs/SensitivityAnalysisRequest.md +0 -22
- data/docs/SensitivityFactor.md +0 -11
- data/docs/Settings.md +0 -13
- data/docs/SimulationsApi.md +0 -400
- data/docs/VariableAnnuityRequest.md +0 -34
- data/docs/WConfig.md +0 -12
- data/docs/WConfig1.md +0 -12
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=begin
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#Hydrogen Proton API
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#Financial engineering module of Hydrogen Atom
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OpenAPI spec version: 1.9.0
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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: 2.4.19
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=end
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require 'date'
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module ProtonApi
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class PerformanceCalculatorRequest
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attr_accessor :annualized_return_period
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attr_accessor :risk_free_alpha
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attr_accessor :allocation_id
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attr_accessor :mean_percentile_monte_carlo
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attr_accessor :model_id
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attr_accessor :mar_downside_deviation
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attr_accessor :benchmark_id
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attr_accessor :risk_free_sortino
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attr_accessor :household_id
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attr_accessor :min_percentile_monte_carlo
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attr_accessor :moving_average_n_day
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attr_accessor :active_premium_period
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attr_accessor :stat_name
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attr_accessor :end_date
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attr_accessor :start_date
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attr_accessor :n_day_returns
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attr_accessor :var_conf_interval
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attr_accessor :period_type
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attr_accessor :risk_free_treynor
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attr_accessor :n_rolling_max_drawdown
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attr_accessor :goal_id
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|
65
|
+
attr_accessor :account_id
|
66
|
+
|
67
|
+
attr_accessor :security_id
|
68
|
+
|
69
|
+
attr_accessor :n_path_monte_carlo
|
70
|
+
|
71
|
+
attr_accessor :client_id
|
72
|
+
|
73
|
+
attr_accessor :n_rolling_volatility
|
74
|
+
|
75
|
+
attr_accessor :hist_factor
|
76
|
+
|
77
|
+
attr_accessor :max_percentile_monte_carlo
|
78
|
+
|
79
|
+
class EnumAttributeValidator
|
80
|
+
attr_reader :datatype
|
81
|
+
attr_reader :allowable_values
|
82
|
+
|
83
|
+
def initialize(datatype, allowable_values)
|
84
|
+
@allowable_values = allowable_values.map do |value|
|
85
|
+
case datatype.to_s
|
86
|
+
when /Integer/i
|
87
|
+
value.to_i
|
88
|
+
when /Float/i
|
89
|
+
value.to_f
|
90
|
+
else
|
91
|
+
value
|
92
|
+
end
|
93
|
+
end
|
94
|
+
end
|
95
|
+
|
96
|
+
def valid?(value)
|
97
|
+
!value || allowable_values.include?(value)
|
98
|
+
end
|
99
|
+
end
|
100
|
+
|
101
|
+
# Attribute mapping from ruby-style variable name to JSON key.
|
102
|
+
def self.attribute_map
|
103
|
+
{
|
104
|
+
:'annualized_return_period' => :'annualized_return_period',
|
105
|
+
:'risk_free_alpha' => :'risk_free_alpha',
|
106
|
+
:'allocation_id' => :'allocation_id',
|
107
|
+
:'mean_percentile_monte_carlo' => :'mean_percentile_monte_carlo',
|
108
|
+
:'model_id' => :'model_id',
|
109
|
+
:'mar_downside_deviation' => :'mar_downside_deviation',
|
110
|
+
:'risk_free_sharpe' => :'risk_free_sharpe',
|
111
|
+
:'benchmark_id' => :'benchmark_id',
|
112
|
+
:'risk_free_sortino' => :'risk_free_sortino',
|
113
|
+
:'household_id' => :'household_id',
|
114
|
+
:'min_percentile_monte_carlo' => :'min_percentile_monte_carlo',
|
115
|
+
:'moving_average_n_day' => :'moving_average_n_day',
|
116
|
+
:'active_premium_period' => :'active_premium_period',
|
117
|
+
:'stat_name' => :'stat_name',
|
118
|
+
:'end_date' => :'end_date',
|
119
|
+
:'start_date' => :'start_date',
|
120
|
+
:'n_day_returns' => :'n_day_returns',
|
121
|
+
:'var_conf_interval' => :'var_conf_interval',
|
122
|
+
:'period_type' => :'period_type',
|
123
|
+
:'risk_free_treynor' => :'risk_free_treynor',
|
124
|
+
:'n_rolling_max_drawdown' => :'n_rolling_max_drawdown',
|
125
|
+
:'portfolio_id' => :'portfolio_id',
|
126
|
+
:'num_sim_monte_carlo' => :'num_sim_monte_carlo',
|
127
|
+
:'goal_id' => :'goal_id',
|
128
|
+
:'account_id' => :'account_id',
|
129
|
+
:'security_id' => :'security_id',
|
130
|
+
:'n_path_monte_carlo' => :'n_path_monte_carlo',
|
131
|
+
:'client_id' => :'client_id',
|
132
|
+
:'n_rolling_volatility' => :'n_rolling_volatility',
|
133
|
+
:'hist_factor' => :'hist_factor',
|
134
|
+
:'max_percentile_monte_carlo' => :'max_percentile_monte_carlo'
|
135
|
+
}
|
136
|
+
end
|
137
|
+
|
138
|
+
# Attribute type mapping.
|
139
|
+
def self.swagger_types
|
140
|
+
{
|
141
|
+
:'annualized_return_period' => :'String',
|
142
|
+
:'risk_free_alpha' => :'Float',
|
143
|
+
:'allocation_id' => :'String',
|
144
|
+
:'mean_percentile_monte_carlo' => :'Float',
|
145
|
+
:'model_id' => :'String',
|
146
|
+
:'mar_downside_deviation' => :'Float',
|
147
|
+
:'risk_free_sharpe' => :'Float',
|
148
|
+
:'benchmark_id' => :'String',
|
149
|
+
:'risk_free_sortino' => :'Float',
|
150
|
+
:'household_id' => :'String',
|
151
|
+
:'min_percentile_monte_carlo' => :'Float',
|
152
|
+
:'moving_average_n_day' => :'Integer',
|
153
|
+
:'active_premium_period' => :'String',
|
154
|
+
:'stat_name' => :'String',
|
155
|
+
:'end_date' => :'Date',
|
156
|
+
:'start_date' => :'Date',
|
157
|
+
:'n_day_returns' => :'Integer',
|
158
|
+
:'var_conf_interval' => :'Float',
|
159
|
+
:'period_type' => :'String',
|
160
|
+
:'risk_free_treynor' => :'Float',
|
161
|
+
:'n_rolling_max_drawdown' => :'Integer',
|
162
|
+
:'portfolio_id' => :'String',
|
163
|
+
:'num_sim_monte_carlo' => :'Integer',
|
164
|
+
:'goal_id' => :'String',
|
165
|
+
:'account_id' => :'String',
|
166
|
+
:'security_id' => :'String',
|
167
|
+
:'n_path_monte_carlo' => :'Integer',
|
168
|
+
:'client_id' => :'String',
|
169
|
+
:'n_rolling_volatility' => :'Integer',
|
170
|
+
:'hist_factor' => :'Float',
|
171
|
+
:'max_percentile_monte_carlo' => :'Float'
|
172
|
+
}
|
173
|
+
end
|
174
|
+
|
175
|
+
# Initializes the object
|
176
|
+
# @param [Hash] attributes Model attributes in the form of hash
|
177
|
+
def initialize(attributes = {})
|
178
|
+
return unless attributes.is_a?(Hash)
|
179
|
+
|
180
|
+
# convert string to symbol for hash key
|
181
|
+
attributes = attributes.each_with_object({}) { |(k, v), h| h[k.to_sym] = v }
|
182
|
+
|
183
|
+
if attributes.has_key?(:'annualized_return_period')
|
184
|
+
self.annualized_return_period = attributes[:'annualized_return_period']
|
185
|
+
else
|
186
|
+
self.annualized_return_period = 'D'
|
187
|
+
end
|
188
|
+
|
189
|
+
if attributes.has_key?(:'risk_free_alpha')
|
190
|
+
self.risk_free_alpha = attributes[:'risk_free_alpha']
|
191
|
+
else
|
192
|
+
self.risk_free_alpha = 0.0
|
193
|
+
end
|
194
|
+
|
195
|
+
if attributes.has_key?(:'allocation_id')
|
196
|
+
self.allocation_id = attributes[:'allocation_id']
|
197
|
+
end
|
198
|
+
|
199
|
+
if attributes.has_key?(:'mean_percentile_monte_carlo')
|
200
|
+
self.mean_percentile_monte_carlo = attributes[:'mean_percentile_monte_carlo']
|
201
|
+
else
|
202
|
+
self.mean_percentile_monte_carlo = 50.0
|
203
|
+
end
|
204
|
+
|
205
|
+
if attributes.has_key?(:'model_id')
|
206
|
+
self.model_id = attributes[:'model_id']
|
207
|
+
end
|
208
|
+
|
209
|
+
if attributes.has_key?(:'mar_downside_deviation')
|
210
|
+
self.mar_downside_deviation = attributes[:'mar_downside_deviation']
|
211
|
+
else
|
212
|
+
self.mar_downside_deviation = 0.0
|
213
|
+
end
|
214
|
+
|
215
|
+
if attributes.has_key?(:'risk_free_sharpe')
|
216
|
+
self.risk_free_sharpe = attributes[:'risk_free_sharpe']
|
217
|
+
else
|
218
|
+
self.risk_free_sharpe = 0.0
|
219
|
+
end
|
220
|
+
|
221
|
+
if attributes.has_key?(:'benchmark_id')
|
222
|
+
self.benchmark_id = attributes[:'benchmark_id']
|
223
|
+
end
|
224
|
+
|
225
|
+
if attributes.has_key?(:'risk_free_sortino')
|
226
|
+
self.risk_free_sortino = attributes[:'risk_free_sortino']
|
227
|
+
else
|
228
|
+
self.risk_free_sortino = 0.0
|
229
|
+
end
|
230
|
+
|
231
|
+
if attributes.has_key?(:'household_id')
|
232
|
+
self.household_id = attributes[:'household_id']
|
233
|
+
end
|
234
|
+
|
235
|
+
if attributes.has_key?(:'min_percentile_monte_carlo')
|
236
|
+
self.min_percentile_monte_carlo = attributes[:'min_percentile_monte_carlo']
|
237
|
+
else
|
238
|
+
self.min_percentile_monte_carlo = 20.0
|
239
|
+
end
|
240
|
+
|
241
|
+
if attributes.has_key?(:'moving_average_n_day')
|
242
|
+
self.moving_average_n_day = attributes[:'moving_average_n_day']
|
243
|
+
else
|
244
|
+
self.moving_average_n_day = 7
|
245
|
+
end
|
246
|
+
|
247
|
+
if attributes.has_key?(:'active_premium_period')
|
248
|
+
self.active_premium_period = attributes[:'active_premium_period']
|
249
|
+
else
|
250
|
+
self.active_premium_period = 'D'
|
251
|
+
end
|
252
|
+
|
253
|
+
if attributes.has_key?(:'stat_name')
|
254
|
+
self.stat_name = attributes[:'stat_name']
|
255
|
+
end
|
256
|
+
|
257
|
+
if attributes.has_key?(:'end_date')
|
258
|
+
self.end_date = attributes[:'end_date']
|
259
|
+
end
|
260
|
+
|
261
|
+
if attributes.has_key?(:'start_date')
|
262
|
+
self.start_date = attributes[:'start_date']
|
263
|
+
end
|
264
|
+
|
265
|
+
if attributes.has_key?(:'n_day_returns')
|
266
|
+
self.n_day_returns = attributes[:'n_day_returns']
|
267
|
+
else
|
268
|
+
self.n_day_returns = 7
|
269
|
+
end
|
270
|
+
|
271
|
+
if attributes.has_key?(:'var_conf_interval')
|
272
|
+
self.var_conf_interval = attributes[:'var_conf_interval']
|
273
|
+
else
|
274
|
+
self.var_conf_interval = 95.0
|
275
|
+
end
|
276
|
+
|
277
|
+
if attributes.has_key?(:'period_type')
|
278
|
+
self.period_type = attributes[:'period_type']
|
279
|
+
else
|
280
|
+
self.period_type = 'D'
|
281
|
+
end
|
282
|
+
|
283
|
+
if attributes.has_key?(:'risk_free_treynor')
|
284
|
+
self.risk_free_treynor = attributes[:'risk_free_treynor']
|
285
|
+
else
|
286
|
+
self.risk_free_treynor = 0.0
|
287
|
+
end
|
288
|
+
|
289
|
+
if attributes.has_key?(:'n_rolling_max_drawdown')
|
290
|
+
self.n_rolling_max_drawdown = attributes[:'n_rolling_max_drawdown']
|
291
|
+
else
|
292
|
+
self.n_rolling_max_drawdown = 7
|
293
|
+
end
|
294
|
+
|
295
|
+
if attributes.has_key?(:'portfolio_id')
|
296
|
+
self.portfolio_id = attributes[:'portfolio_id']
|
297
|
+
end
|
298
|
+
|
299
|
+
if attributes.has_key?(:'num_sim_monte_carlo')
|
300
|
+
self.num_sim_monte_carlo = attributes[:'num_sim_monte_carlo']
|
301
|
+
else
|
302
|
+
self.num_sim_monte_carlo = 1000
|
303
|
+
end
|
304
|
+
|
305
|
+
if attributes.has_key?(:'goal_id')
|
306
|
+
self.goal_id = attributes[:'goal_id']
|
307
|
+
end
|
308
|
+
|
309
|
+
if attributes.has_key?(:'account_id')
|
310
|
+
self.account_id = attributes[:'account_id']
|
311
|
+
end
|
312
|
+
|
313
|
+
if attributes.has_key?(:'security_id')
|
314
|
+
self.security_id = attributes[:'security_id']
|
315
|
+
end
|
316
|
+
|
317
|
+
if attributes.has_key?(:'n_path_monte_carlo')
|
318
|
+
self.n_path_monte_carlo = attributes[:'n_path_monte_carlo']
|
319
|
+
else
|
320
|
+
self.n_path_monte_carlo = 100
|
321
|
+
end
|
322
|
+
|
323
|
+
if attributes.has_key?(:'client_id')
|
324
|
+
self.client_id = attributes[:'client_id']
|
325
|
+
end
|
326
|
+
|
327
|
+
if attributes.has_key?(:'n_rolling_volatility')
|
328
|
+
self.n_rolling_volatility = attributes[:'n_rolling_volatility']
|
329
|
+
else
|
330
|
+
self.n_rolling_volatility = 7
|
331
|
+
end
|
332
|
+
|
333
|
+
if attributes.has_key?(:'hist_factor')
|
334
|
+
self.hist_factor = attributes[:'hist_factor']
|
335
|
+
else
|
336
|
+
self.hist_factor = 5.0
|
337
|
+
end
|
338
|
+
|
339
|
+
if attributes.has_key?(:'max_percentile_monte_carlo')
|
340
|
+
self.max_percentile_monte_carlo = attributes[:'max_percentile_monte_carlo']
|
341
|
+
else
|
342
|
+
self.max_percentile_monte_carlo = 80.0
|
343
|
+
end
|
344
|
+
end
|
345
|
+
|
346
|
+
# Show invalid properties with the reasons. Usually used together with valid?
|
347
|
+
# @return Array for valid properties with the reasons
|
348
|
+
def list_invalid_properties
|
349
|
+
invalid_properties = Array.new
|
350
|
+
if !@mean_percentile_monte_carlo.nil? && @mean_percentile_monte_carlo < 0
|
351
|
+
invalid_properties.push('invalid value for "mean_percentile_monte_carlo", must be greater than or equal to 0.')
|
352
|
+
end
|
353
|
+
|
354
|
+
if !@min_percentile_monte_carlo.nil? && @min_percentile_monte_carlo < 0
|
355
|
+
invalid_properties.push('invalid value for "min_percentile_monte_carlo", must be greater than or equal to 0.')
|
356
|
+
end
|
357
|
+
|
358
|
+
if !@moving_average_n_day.nil? && @moving_average_n_day < 1
|
359
|
+
invalid_properties.push('invalid value for "moving_average_n_day", must be greater than or equal to 1.')
|
360
|
+
end
|
361
|
+
|
362
|
+
if @stat_name.nil?
|
363
|
+
invalid_properties.push('invalid value for "stat_name", stat_name cannot be nil.')
|
364
|
+
end
|
365
|
+
|
366
|
+
if !@n_day_returns.nil? && @n_day_returns < 1
|
367
|
+
invalid_properties.push('invalid value for "n_day_returns", must be greater than or equal to 1.')
|
368
|
+
end
|
369
|
+
|
370
|
+
if !@n_rolling_max_drawdown.nil? && @n_rolling_max_drawdown < 1
|
371
|
+
invalid_properties.push('invalid value for "n_rolling_max_drawdown", must be greater than or equal to 1.')
|
372
|
+
end
|
373
|
+
|
374
|
+
if !@num_sim_monte_carlo.nil? && @num_sim_monte_carlo < 1
|
375
|
+
invalid_properties.push('invalid value for "num_sim_monte_carlo", must be greater than or equal to 1.')
|
376
|
+
end
|
377
|
+
|
378
|
+
if !@n_path_monte_carlo.nil? && @n_path_monte_carlo < 1
|
379
|
+
invalid_properties.push('invalid value for "n_path_monte_carlo", must be greater than or equal to 1.')
|
380
|
+
end
|
381
|
+
|
382
|
+
if !@n_rolling_volatility.nil? && @n_rolling_volatility < 1
|
383
|
+
invalid_properties.push('invalid value for "n_rolling_volatility", must be greater than or equal to 1.')
|
384
|
+
end
|
385
|
+
|
386
|
+
if !@max_percentile_monte_carlo.nil? && @max_percentile_monte_carlo < 0
|
387
|
+
invalid_properties.push('invalid value for "max_percentile_monte_carlo", must be greater than or equal to 0.')
|
388
|
+
end
|
389
|
+
|
390
|
+
invalid_properties
|
391
|
+
end
|
392
|
+
|
393
|
+
# Check to see if the all the properties in the model are valid
|
394
|
+
# @return true if the model is valid
|
395
|
+
def valid?
|
396
|
+
annualized_return_period_validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
|
397
|
+
return false unless annualized_return_period_validator.valid?(@annualized_return_period)
|
398
|
+
return false if !@mean_percentile_monte_carlo.nil? && @mean_percentile_monte_carlo < 0
|
399
|
+
return false if !@min_percentile_monte_carlo.nil? && @min_percentile_monte_carlo < 0
|
400
|
+
return false if !@moving_average_n_day.nil? && @moving_average_n_day < 1
|
401
|
+
active_premium_period_validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
|
402
|
+
return false unless active_premium_period_validator.valid?(@active_premium_period)
|
403
|
+
return false if @stat_name.nil?
|
404
|
+
return false if !@n_day_returns.nil? && @n_day_returns < 1
|
405
|
+
period_type_validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
|
406
|
+
return false unless period_type_validator.valid?(@period_type)
|
407
|
+
return false if !@n_rolling_max_drawdown.nil? && @n_rolling_max_drawdown < 1
|
408
|
+
return false if !@num_sim_monte_carlo.nil? && @num_sim_monte_carlo < 1
|
409
|
+
return false if !@n_path_monte_carlo.nil? && @n_path_monte_carlo < 1
|
410
|
+
return false if !@n_rolling_volatility.nil? && @n_rolling_volatility < 1
|
411
|
+
return false if !@max_percentile_monte_carlo.nil? && @max_percentile_monte_carlo < 0
|
412
|
+
true
|
413
|
+
end
|
414
|
+
|
415
|
+
# Custom attribute writer method checking allowed values (enum).
|
416
|
+
# @param [Object] annualized_return_period Object to be assigned
|
417
|
+
def annualized_return_period=(annualized_return_period)
|
418
|
+
validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
|
419
|
+
unless validator.valid?(annualized_return_period)
|
420
|
+
fail ArgumentError, 'invalid value for "annualized_return_period", must be one of #{validator.allowable_values}.'
|
421
|
+
end
|
422
|
+
@annualized_return_period = annualized_return_period
|
423
|
+
end
|
424
|
+
|
425
|
+
# Custom attribute writer method with validation
|
426
|
+
# @param [Object] mean_percentile_monte_carlo Value to be assigned
|
427
|
+
def mean_percentile_monte_carlo=(mean_percentile_monte_carlo)
|
428
|
+
if !mean_percentile_monte_carlo.nil? && mean_percentile_monte_carlo < 0
|
429
|
+
fail ArgumentError, 'invalid value for "mean_percentile_monte_carlo", must be greater than or equal to 0.'
|
430
|
+
end
|
431
|
+
|
432
|
+
@mean_percentile_monte_carlo = mean_percentile_monte_carlo
|
433
|
+
end
|
434
|
+
|
435
|
+
# Custom attribute writer method with validation
|
436
|
+
# @param [Object] min_percentile_monte_carlo Value to be assigned
|
437
|
+
def min_percentile_monte_carlo=(min_percentile_monte_carlo)
|
438
|
+
if !min_percentile_monte_carlo.nil? && min_percentile_monte_carlo < 0
|
439
|
+
fail ArgumentError, 'invalid value for "min_percentile_monte_carlo", must be greater than or equal to 0.'
|
440
|
+
end
|
441
|
+
|
442
|
+
@min_percentile_monte_carlo = min_percentile_monte_carlo
|
443
|
+
end
|
444
|
+
|
445
|
+
# Custom attribute writer method with validation
|
446
|
+
# @param [Object] moving_average_n_day Value to be assigned
|
447
|
+
def moving_average_n_day=(moving_average_n_day)
|
448
|
+
if !moving_average_n_day.nil? && moving_average_n_day < 1
|
449
|
+
fail ArgumentError, 'invalid value for "moving_average_n_day", must be greater than or equal to 1.'
|
450
|
+
end
|
451
|
+
|
452
|
+
@moving_average_n_day = moving_average_n_day
|
453
|
+
end
|
454
|
+
|
455
|
+
# Custom attribute writer method checking allowed values (enum).
|
456
|
+
# @param [Object] active_premium_period Object to be assigned
|
457
|
+
def active_premium_period=(active_premium_period)
|
458
|
+
validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
|
459
|
+
unless validator.valid?(active_premium_period)
|
460
|
+
fail ArgumentError, 'invalid value for "active_premium_period", must be one of #{validator.allowable_values}.'
|
461
|
+
end
|
462
|
+
@active_premium_period = active_premium_period
|
463
|
+
end
|
464
|
+
|
465
|
+
# Custom attribute writer method with validation
|
466
|
+
# @param [Object] n_day_returns Value to be assigned
|
467
|
+
def n_day_returns=(n_day_returns)
|
468
|
+
if !n_day_returns.nil? && n_day_returns < 1
|
469
|
+
fail ArgumentError, 'invalid value for "n_day_returns", must be greater than or equal to 1.'
|
470
|
+
end
|
471
|
+
|
472
|
+
@n_day_returns = n_day_returns
|
473
|
+
end
|
474
|
+
|
475
|
+
# Custom attribute writer method checking allowed values (enum).
|
476
|
+
# @param [Object] period_type Object to be assigned
|
477
|
+
def period_type=(period_type)
|
478
|
+
validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
|
479
|
+
unless validator.valid?(period_type)
|
480
|
+
fail ArgumentError, 'invalid value for "period_type", must be one of #{validator.allowable_values}.'
|
481
|
+
end
|
482
|
+
@period_type = period_type
|
483
|
+
end
|
484
|
+
|
485
|
+
# Custom attribute writer method with validation
|
486
|
+
# @param [Object] n_rolling_max_drawdown Value to be assigned
|
487
|
+
def n_rolling_max_drawdown=(n_rolling_max_drawdown)
|
488
|
+
if !n_rolling_max_drawdown.nil? && n_rolling_max_drawdown < 1
|
489
|
+
fail ArgumentError, 'invalid value for "n_rolling_max_drawdown", must be greater than or equal to 1.'
|
490
|
+
end
|
491
|
+
|
492
|
+
@n_rolling_max_drawdown = n_rolling_max_drawdown
|
493
|
+
end
|
494
|
+
|
495
|
+
# Custom attribute writer method with validation
|
496
|
+
# @param [Object] num_sim_monte_carlo Value to be assigned
|
497
|
+
def num_sim_monte_carlo=(num_sim_monte_carlo)
|
498
|
+
if !num_sim_monte_carlo.nil? && num_sim_monte_carlo < 1
|
499
|
+
fail ArgumentError, 'invalid value for "num_sim_monte_carlo", must be greater than or equal to 1.'
|
500
|
+
end
|
501
|
+
|
502
|
+
@num_sim_monte_carlo = num_sim_monte_carlo
|
503
|
+
end
|
504
|
+
|
505
|
+
# Custom attribute writer method with validation
|
506
|
+
# @param [Object] n_path_monte_carlo Value to be assigned
|
507
|
+
def n_path_monte_carlo=(n_path_monte_carlo)
|
508
|
+
if !n_path_monte_carlo.nil? && n_path_monte_carlo < 1
|
509
|
+
fail ArgumentError, 'invalid value for "n_path_monte_carlo", must be greater than or equal to 1.'
|
510
|
+
end
|
511
|
+
|
512
|
+
@n_path_monte_carlo = n_path_monte_carlo
|
513
|
+
end
|
514
|
+
|
515
|
+
# Custom attribute writer method with validation
|
516
|
+
# @param [Object] n_rolling_volatility Value to be assigned
|
517
|
+
def n_rolling_volatility=(n_rolling_volatility)
|
518
|
+
if !n_rolling_volatility.nil? && n_rolling_volatility < 1
|
519
|
+
fail ArgumentError, 'invalid value for "n_rolling_volatility", must be greater than or equal to 1.'
|
520
|
+
end
|
521
|
+
|
522
|
+
@n_rolling_volatility = n_rolling_volatility
|
523
|
+
end
|
524
|
+
|
525
|
+
# Custom attribute writer method with validation
|
526
|
+
# @param [Object] max_percentile_monte_carlo Value to be assigned
|
527
|
+
def max_percentile_monte_carlo=(max_percentile_monte_carlo)
|
528
|
+
if !max_percentile_monte_carlo.nil? && max_percentile_monte_carlo < 0
|
529
|
+
fail ArgumentError, 'invalid value for "max_percentile_monte_carlo", must be greater than or equal to 0.'
|
530
|
+
end
|
531
|
+
|
532
|
+
@max_percentile_monte_carlo = max_percentile_monte_carlo
|
533
|
+
end
|
534
|
+
|
535
|
+
# Checks equality by comparing each attribute.
|
536
|
+
# @param [Object] Object to be compared
|
537
|
+
def ==(o)
|
538
|
+
return true if self.equal?(o)
|
539
|
+
self.class == o.class &&
|
540
|
+
annualized_return_period == o.annualized_return_period &&
|
541
|
+
risk_free_alpha == o.risk_free_alpha &&
|
542
|
+
allocation_id == o.allocation_id &&
|
543
|
+
mean_percentile_monte_carlo == o.mean_percentile_monte_carlo &&
|
544
|
+
model_id == o.model_id &&
|
545
|
+
mar_downside_deviation == o.mar_downside_deviation &&
|
546
|
+
risk_free_sharpe == o.risk_free_sharpe &&
|
547
|
+
benchmark_id == o.benchmark_id &&
|
548
|
+
risk_free_sortino == o.risk_free_sortino &&
|
549
|
+
household_id == o.household_id &&
|
550
|
+
min_percentile_monte_carlo == o.min_percentile_monte_carlo &&
|
551
|
+
moving_average_n_day == o.moving_average_n_day &&
|
552
|
+
active_premium_period == o.active_premium_period &&
|
553
|
+
stat_name == o.stat_name &&
|
554
|
+
end_date == o.end_date &&
|
555
|
+
start_date == o.start_date &&
|
556
|
+
n_day_returns == o.n_day_returns &&
|
557
|
+
var_conf_interval == o.var_conf_interval &&
|
558
|
+
period_type == o.period_type &&
|
559
|
+
risk_free_treynor == o.risk_free_treynor &&
|
560
|
+
n_rolling_max_drawdown == o.n_rolling_max_drawdown &&
|
561
|
+
portfolio_id == o.portfolio_id &&
|
562
|
+
num_sim_monte_carlo == o.num_sim_monte_carlo &&
|
563
|
+
goal_id == o.goal_id &&
|
564
|
+
account_id == o.account_id &&
|
565
|
+
security_id == o.security_id &&
|
566
|
+
n_path_monte_carlo == o.n_path_monte_carlo &&
|
567
|
+
client_id == o.client_id &&
|
568
|
+
n_rolling_volatility == o.n_rolling_volatility &&
|
569
|
+
hist_factor == o.hist_factor &&
|
570
|
+
max_percentile_monte_carlo == o.max_percentile_monte_carlo
|
571
|
+
end
|
572
|
+
|
573
|
+
# @see the `==` method
|
574
|
+
# @param [Object] Object to be compared
|
575
|
+
def eql?(o)
|
576
|
+
self == o
|
577
|
+
end
|
578
|
+
|
579
|
+
# Calculates hash code according to all attributes.
|
580
|
+
# @return [Fixnum] Hash code
|
581
|
+
def hash
|
582
|
+
[annualized_return_period, risk_free_alpha, allocation_id, mean_percentile_monte_carlo, model_id, mar_downside_deviation, risk_free_sharpe, benchmark_id, risk_free_sortino, household_id, min_percentile_monte_carlo, moving_average_n_day, active_premium_period, stat_name, end_date, start_date, n_day_returns, var_conf_interval, period_type, risk_free_treynor, n_rolling_max_drawdown, portfolio_id, num_sim_monte_carlo, goal_id, account_id, security_id, n_path_monte_carlo, client_id, n_rolling_volatility, hist_factor, max_percentile_monte_carlo].hash
|
583
|
+
end
|
584
|
+
|
585
|
+
# Builds the object from hash
|
586
|
+
# @param [Hash] attributes Model attributes in the form of hash
|
587
|
+
# @return [Object] Returns the model itself
|
588
|
+
def build_from_hash(attributes)
|
589
|
+
return nil unless attributes.is_a?(Hash)
|
590
|
+
self.class.swagger_types.each_pair do |key, type|
|
591
|
+
if type =~ /\AArray<(.*)>/i
|
592
|
+
# check to ensure the input is an array given that the attribute
|
593
|
+
# is documented as an array but the input is not
|
594
|
+
if attributes[self.class.attribute_map[key]].is_a?(Array)
|
595
|
+
self.send("#{key}=", attributes[self.class.attribute_map[key]].map { |v| _deserialize($1, v) })
|
596
|
+
end
|
597
|
+
elsif !attributes[self.class.attribute_map[key]].nil?
|
598
|
+
self.send("#{key}=", _deserialize(type, attributes[self.class.attribute_map[key]]))
|
599
|
+
end # or else data not found in attributes(hash), not an issue as the data can be optional
|
600
|
+
end
|
601
|
+
|
602
|
+
self
|
603
|
+
end
|
604
|
+
# Deserializes the data based on type
|
605
|
+
# @param string type Data type
|
606
|
+
# @param string value Value to be deserialized
|
607
|
+
# @return [Object] Deserialized data
|
608
|
+
def _deserialize(type, value)
|
609
|
+
case type.to_sym
|
610
|
+
when :DateTime
|
611
|
+
value
|
612
|
+
when :Date
|
613
|
+
value
|
614
|
+
when :String
|
615
|
+
value.to_s
|
616
|
+
when :Integer
|
617
|
+
value.to_i
|
618
|
+
when :Float
|
619
|
+
value.to_f
|
620
|
+
when :BOOLEAN
|
621
|
+
if value.to_s =~ /\A(true|t|yes|y|1)\z/i
|
622
|
+
true
|
623
|
+
else
|
624
|
+
false
|
625
|
+
end
|
626
|
+
when :Object
|
627
|
+
# generic object (usually a Hash), return directly
|
628
|
+
value
|
629
|
+
when /\AArray<(?<inner_type>.+)>\z/
|
630
|
+
inner_type = Regexp.last_match[:inner_type]
|
631
|
+
value.map { |v| _deserialize(inner_type, v) }
|
632
|
+
when /\AHash<(?<k_type>.+?), (?<v_type>.+)>\z/
|
633
|
+
k_type = Regexp.last_match[:k_type]
|
634
|
+
v_type = Regexp.last_match[:v_type]
|
635
|
+
{}.tap do |hash|
|
636
|
+
value.each do |k, v|
|
637
|
+
hash[_deserialize(k_type, k)] = _deserialize(v_type, v)
|
638
|
+
end
|
639
|
+
end
|
640
|
+
else # model
|
641
|
+
temp_model = ProtonApi.const_get(type).new
|
642
|
+
temp_model.build_from_hash(value)
|
643
|
+
end
|
644
|
+
end
|
645
|
+
# Returns the string representation of the object
|
646
|
+
# @return [String] String presentation of the object
|
647
|
+
def to_s
|
648
|
+
to_hash.to_s
|
649
|
+
end
|
650
|
+
|
651
|
+
# to_body is an alias to to_hash (backward compatibility)
|
652
|
+
# @return [Hash] Returns the object in the form of hash
|
653
|
+
def to_body
|
654
|
+
to_hash
|
655
|
+
end
|
656
|
+
|
657
|
+
# Returns the object in the form of hash
|
658
|
+
# @return [Hash] Returns the object in the form of hash
|
659
|
+
def to_hash
|
660
|
+
hash = {}
|
661
|
+
self.class.attribute_map.each_pair do |attr, param|
|
662
|
+
value = self.send(attr)
|
663
|
+
next if value.nil?
|
664
|
+
hash[param] = _to_hash(value)
|
665
|
+
end
|
666
|
+
hash
|
667
|
+
end
|
668
|
+
# Outputs non-array value in the form of hash
|
669
|
+
# For object, use to_hash. Otherwise, just return the value
|
670
|
+
# @param [Object] value Any valid value
|
671
|
+
# @return [Hash] Returns the value in the form of hash
|
672
|
+
def _to_hash(value)
|
673
|
+
if value.is_a?(Array)
|
674
|
+
value.compact.map { |v| _to_hash(v) }
|
675
|
+
elsif value.is_a?(Hash)
|
676
|
+
{}.tap do |hash|
|
677
|
+
value.each { |k, v| hash[k] = _to_hash(v) }
|
678
|
+
end
|
679
|
+
elsif value.respond_to? :to_hash
|
680
|
+
value.to_hash
|
681
|
+
else
|
682
|
+
value
|
683
|
+
end
|
684
|
+
end
|
685
|
+
|
686
|
+
end
|
687
|
+
end
|