artesian-sdk 4.0.3.dev4__tar.gz → 4.0.3.dev14__tar.gz

{artesian_sdk-4.0.3.dev4 → artesian_sdk-4.0.3.dev14}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: artesian-sdk
-Version: 4.0.3.dev4
+Version: 4.0.3.dev14
 Summary: Library provides read access to the Artesian API
 Author-email: ARK Lab <arklab@ark-energy.eu>
 Maintainer-email: ARK Lab <arklab@ark-energy.eu>
@@ -600,7 +600,12 @@ mkd = MarketData.MarketDataEntityInput(
       aggregationRule=AggregationRule.AverageAndReplicate,
       tags={
         'TestSDKPython': ['PythonValue2']
-      }
+      },
+      derivedCfg=DerivedCfg(
+                version=1,
+                derivedAlgorithm=DerivedAlgorithm.Coalesce,
+                orderedReferencedMarketDataIds=[10000, 10001, 10002],
+            ),
   )
 
 registered = mkservice.readMarketDataRegistryByName(mkdid.provider, mkdid.name)
@@ -620,6 +625,23 @@ mkservice.upsertData(data)
 
 ```
 
+DerivedCfg can be of algorithm type: Coalesce, Sum, Muv.
+
+Updating the DerivedCfg can be performed with `updateDerivedConfiguration` on MarketDataService. A validation will be done on the existing DerivedCfg of the MarketData, that should be not null and with same type as the one used for the update.
+
+```csharp
+derivedCfgUpdate = DerivedCfg(
+    version=1,
+    derivedAlgorithm=DerivedAlgorithm.Coalesce,
+    orderedReferencedMarketDataIds=[10002, 10001, 10000],
+)
+
+marketDataUpdated = mkdservice.updateDerivedConfiguration(
+                        registeredDerived.marketDataId,
+                        derivedCfgUpdate,
+                        False)
+```
+
 In case we want to write an hourly (or lower) time series the timezone for the upsert data must be UTC:
 
 ```Python

{artesian_sdk-4.0.3.dev4 → artesian_sdk-4.0.3.dev14}/README.md

@@ -546,7 +546,12 @@ mkd = MarketData.MarketDataEntityInput(
       aggregationRule=AggregationRule.AverageAndReplicate,
       tags={
         'TestSDKPython': ['PythonValue2']
-      }
+      },
+      derivedCfg=DerivedCfg(
+                version=1,
+                derivedAlgorithm=DerivedAlgorithm.Coalesce,
+                orderedReferencedMarketDataIds=[10000, 10001, 10002],
+            ),
   )
 
 registered = mkservice.readMarketDataRegistryByName(mkdid.provider, mkdid.name)
@@ -566,6 +571,23 @@ mkservice.upsertData(data)
 
 ```
 
+DerivedCfg can be of algorithm type: Coalesce, Sum, Muv.
+
+Updating the DerivedCfg can be performed with `updateDerivedConfiguration` on MarketDataService. A validation will be done on the existing DerivedCfg of the MarketData, that should be not null and with same type as the one used for the update.
+
+```csharp
+derivedCfgUpdate = DerivedCfg(
+    version=1,
+    derivedAlgorithm=DerivedAlgorithm.Coalesce,
+    orderedReferencedMarketDataIds=[10002, 10001, 10000],
+)
+
+marketDataUpdated = mkdservice.updateDerivedConfiguration(
+                        registeredDerived.marketDataId,
+                        derivedCfgUpdate,
+                        False)
+```
+
 In case we want to write an hourly (or lower) time series the timezone for the upsert data must be UTC:
 
 ```Python

artesian_sdk-4.0.3.dev14/samples/TestDerivedCfg.py

@@ -0,0 +1,176 @@
+from datetime import datetime
+import Artesian
+from Artesian import Query
+from Artesian.Granularity import Granularity
+from Artesian.MarketData._Dto.DerivedCfg import DerivedCfg
+from Artesian.MarketData._Enum.DerivedAlgorithm import DerivedAlgorithm
+from Artesian.MarketData._Enum.MarketDataType import MarketDataType
+import time
+
+cfg = Artesian.ArtesianConfig("https://arkive.artesian.cloud/tenantName/", "APIKey")
+mkdservice = Artesian.MarketData.MarketDataService(cfg)
+
+# curveOne
+versionedCurveOne = Artesian.MarketData.MarketDataEntityInput(
+    "TestProviderNameDerived",
+    "CurveOne",
+    Granularity.Hour,
+    MarketDataType.VersionedTimeSerie,
+    "UTC"
+)
+
+registeredCurveOne = mkdservice.readMarketDataRegistryByName(
+     versionedCurveOne.providerName, versionedCurveOne.marketDataName
+)
+if registeredCurveOne is None:
+    registeredCurveOne = mkdservice.registerMarketData(versionedCurveOne)
+
+marketIdentifierCurveOne = Artesian.MarketData.MarketDataIdentifier(
+    versionedCurveOne.providerName, versionedCurveOne.marketDataName
+)
+
+# mkdservice.deleteMarketData(registeredCurveOne.marketDataId)
+
+testVersion = datetime(2020, 1, 1, 12)
+
+data = Artesian.MarketData.UpsertData(
+    marketIdentifierCurveOne,
+    "UTC",
+    version=testVersion,
+    rows={datetime(2020, 1, 1, h): h for h in range(0, 8)},
+)
+
+mkdservice.upsertData(data)
+
+# curveTwo
+versionedCurveTwo = Artesian.MarketData.MarketDataEntityInput(
+    "TestProviderNameDerived",
+    "CurveTwo",
+    Granularity.Hour,
+    MarketDataType.VersionedTimeSerie,
+    "UTC"
+)
+
+registeredCurveTwo = mkdservice.readMarketDataRegistryByName(
+    versionedCurveTwo.providerName, versionedCurveTwo.marketDataName
+)
+if registeredCurveTwo is None:
+    registeredCurveTwo = mkdservice.registerMarketData(versionedCurveTwo)
+
+marketIdentifierCurveTwo = Artesian.MarketData.MarketDataIdentifier(
+    versionedCurveTwo.providerName, versionedCurveTwo.marketDataName
+)
+
+# mkdservice.deleteMarketData(registeredCurveTwo.marketDataId)
+
+testVersion = datetime(2020, 1, 1, 12)
+
+data = Artesian.MarketData.UpsertData(
+    marketIdentifierCurveTwo,
+    "UTC",
+    version=testVersion,
+    rows={datetime(2020, 1, 1, h): h*2 for h in range(4, 12)},
+)
+
+mkdservice.upsertData(data)
+
+curveIds = [registeredCurveOne.marketDataId, registeredCurveTwo.marketDataId]
+
+# Create DerivedCfgCoalesce with order curveId one and two
+derivedCfg = DerivedCfg(
+    version=1,
+    derivedAlgorithm=DerivedAlgorithm.Coalesce,
+    orderedReferencedMarketDataIds=curveIds,
+)
+
+actualCurveDerived = Artesian.MarketData.MarketDataEntityInput(
+    "TestProviderNameDerived",
+    "CurveDerived",
+    Granularity.Hour,
+    MarketDataType.ActualTimeSerie,
+    "UTC",
+    derivedCfg=derivedCfg,
+)
+
+registeredDerived = mkdservice.readMarketDataRegistryByName(
+    actualCurveDerived.providerName, actualCurveDerived.marketDataName
+)
+
+# mkdservice.deleteMarketData(registeredDerived.marketDataId)
+
+if registeredDerived is None:
+    registeredDerived = mkdservice.registerMarketData(actualCurveDerived)
+
+# check that derivedCfg is as expected
+assert (
+    registeredDerived.derivedCfg is not None
+    and registeredDerived.derivedCfg.derivedAlgorithm == DerivedAlgorithm.Coalesce
+), "Derived Algorithm is not the expected (Coalesce)"
+
+marketIdentifierDerived = Artesian.MarketData.MarketDataIdentifier(
+    actualCurveDerived.providerName, actualCurveDerived.marketDataName
+)
+
+time.sleep(2)
+
+# get the derived curve and check values are in according to the configuration
+query = Query.QueryService(cfg)
+
+res = (
+    query.createActual()
+    .forMarketData([registeredDerived.marketDataId])
+    .inAbsoluteDateRange("2020-01-01", "2020-01-02")
+    .inTimeZone("UTC")
+    .inGranularity(Granularity.Hour)
+    .execute()
+)
+
+print(res)
+
+for i in range(0, 12):
+    if i < 8:
+        assert res[i]['D'] == i, "Value derived curve is wrong"
+    elif i < 12:
+        assert res[i]['D'] == (i*2), "Value derived curve is wrong"
+    else:
+        assert res[i]['D'] == 0
+
+curveIdsUpdate = [registeredCurveTwo.marketDataId, registeredCurveOne.marketDataId]
+
+# Create DerivedCfgCoalesce with order curveId two and one
+derivedCfgUpdate = DerivedCfg(
+    version=1,
+    derivedAlgorithm=DerivedAlgorithm.Coalesce,
+    orderedReferencedMarketDataIds=curveIdsUpdate,
+)
+
+marketDataUpdated = mkdservice.updateDerivedConfiguration(
+                        registeredDerived.marketDataId,
+                        derivedCfgUpdate,
+                        False)
+
+time.sleep(2)
+
+res = (
+    query.createActual()
+    .forMarketData([registeredDerived.marketDataId])
+    .inAbsoluteDateRange("2020-01-01", "2020-01-02")
+    .inTimeZone("UTC")
+    .inGranularity(Granularity.Hour)
+    .execute()
+)
+
+print(res)
+
+for i in range(0, 12):
+    if i < 4:
+        assert res[i]['D'] == i, "Value derived curve is wrong"
+    elif i < 12:
+        assert res[i]['D'] == (i*2), "Value derived curve is wrong"
+    else:
+        assert res[i]['D'] == 0
+
+# Delete the curves completely
+mkdservice.deleteMarketData(registeredCurveOne.marketDataId)
+mkdservice.deleteMarketData(registeredCurveTwo.marketDataId)
+mkdservice.deleteMarketData(registeredDerived.marketDataId)

artesian_sdk-4.0.3.dev14/samples/TestSearchFacet.py

@@ -0,0 +1,26 @@
+from Artesian import ArtesianConfig
+from Artesian.MarketData import *
+
+cfg = ArtesianConfig("https://arkive.artesian.cloud/tenantName/", "APIKey")
+mkdservice = MarketDataService(cfg)
+
+res = mkdservice.searchFacet(
+    1,
+    1,
+    "Riconsegnato_",
+    filters={"ProviderName": ["SNAM", "France"]},
+    sorts=["MarketDataId asc"],
+    doNotLoadAdditionalInfo=False,
+)
+
+print(res.results)
+
+res1 = mkdservice.searchFacet(1, 1, "Riconsegnato_")
+
+print(res1.results)
+
+res2 = mkdservice.searchFacet(1, 1, "Riconsegnato_", doNotLoadAdditionalInfo=True)
+
+print(res2.results)
+
+print("Test completed")

{artesian_sdk-4.0.3.dev4 → artesian_sdk-4.0.3.dev14}/samples/TestWriteDataAndDeleteActual.py

@@ -47,7 +47,9 @@ print(res)
 
 # Delete data between 2020-01-01 06:00 and 2020-01-01 18:00
 deleteData = Artesian.MarketData.DeleteData(
-    ID=Artesian.MarketData.MarketDataIdentifier(registered.providerName, registered.marketDataName),
+    ID=Artesian.MarketData.MarketDataIdentifier(
+        registered.providerName, registered.marketDataName
+    ),
     timezone="CET",
     rangeStart=datetime(2020, 1, 1, 6),
     rangeEnd=datetime(2020, 1, 1, 18),
@@ -69,7 +71,9 @@ print(res)
 
 # Delete data between 2020-01-01 06:00 and 2020-01-01 18:00 without Timezone
 deleteData = Artesian.MarketData.DeleteData(
-    ID=Artesian.MarketData.MarketDataIdentifier(registered.providerName, registered.marketDataName),
+    ID=Artesian.MarketData.MarketDataIdentifier(
+        registered.providerName, registered.marketDataName
+    ),
     rangeStart=datetime(2020, 1, 1, 6),
     rangeEnd=datetime(2020, 1, 1, 18),
 )

{artesian_sdk-4.0.3.dev4 → artesian_sdk-4.0.3.dev14}/samples/TestWriteDataAndDeleteAuction.py

@@ -23,17 +23,20 @@ registered = mkdservice.readMarketDataRegistryByName(
 if registered is None:
     registered = mkdservice.registerMarketData(auction)
 
-auctionRowData={datetime(2020, 1, 1, h): MarketData.AuctionBids(
-            datetime(2020, 1, 1),
-            bid=[
-                MarketData.AuctionBidValue(11.0, 12.0),
-                MarketData.AuctionBidValue(13.0, 14.0),
-            ],
-            offer=[
-                MarketData.AuctionBidValue(21.0, 22.0),
-                MarketData.AuctionBidValue(23.0, 24.0),
-            ],
-        ) for h in range(0, 23)}
+auctionRowData = {
+    datetime(2020, 1, 1, h): MarketData.AuctionBids(
+        datetime(2020, 1, 1),
+        bid=[
+            MarketData.AuctionBidValue(11.0, 12.0),
+            MarketData.AuctionBidValue(13.0, 14.0),
+        ],
+        offer=[
+            MarketData.AuctionBidValue(21.0, 22.0),
+            MarketData.AuctionBidValue(23.0, 24.0),
+        ],
+    )
+    for h in range(0, 23)
+}
 
 auctionRows = MarketData.UpsertData(
     Artesian.MarketData.MarketDataIdentifier(
@@ -60,7 +63,9 @@ print(res)
 
 # Delete data between 2020-01-01 06:00 and 2020-01-01 18:00
 deleteData = Artesian.MarketData.DeleteData(
-    ID=Artesian.MarketData.MarketDataIdentifier(registered.providerName, registered.marketDataName),
+    ID=Artesian.MarketData.MarketDataIdentifier(
+        registered.providerName, registered.marketDataName
+    ),
     timezone="CET",
     rangeStart=datetime(2020, 1, 1, 6),
     rangeEnd=datetime(2020, 1, 1, 18),
@@ -80,7 +85,9 @@ print(res)
 
 # Delete data between 2020-01-01 06:00 and 2020-01-01 18:00 without Timezone
 deleteData = Artesian.MarketData.DeleteData(
-    ID=Artesian.MarketData.MarketDataIdentifier(registered.providerName, registered.marketDataName),
+    ID=Artesian.MarketData.MarketDataIdentifier(
+        registered.providerName, registered.marketDataName
+    ),
     rangeStart=datetime(2020, 1, 1, 6),
     rangeEnd=datetime(2020, 1, 1, 18),
 )

{artesian_sdk-4.0.3.dev4 → artesian_sdk-4.0.3.dev14}/samples/TestWriteDataAndDeleteBidAsk.py

@@ -25,12 +25,13 @@ registered = mkdservice.readMarketDataRegistryByName(
 if registered is None:
     registered = mkdservice.registerMarketData(bidAsk)
 
-bidAskData={datetime(2020, 1, 1, h): 
-            {
-                "Feb-20": MarketData.BidAskValue(bestBidPrice=15.0, lastQuantity=14.0),
-                "Mar-20": MarketData.BidAskValue(bestBidPrice=25.0, lastQuantity=24.0),
-            } for h in range(0, 23)
-        }
+bidAskData = {
+    datetime(2020, 1, 1, h): {
+        "Feb-20": MarketData.BidAskValue(bestBidPrice=15.0, lastQuantity=14.0),
+        "Mar-20": MarketData.BidAskValue(bestBidPrice=25.0, lastQuantity=24.0),
+    }
+    for h in range(0, 23)
+}
 
 bidAsk = MarketData.UpsertData(
     Artesian.MarketData.MarketDataIdentifier(
@@ -58,11 +59,13 @@ print(res)
 
 # Delete data between 2020-01-01 6am and 2020-01-01 6pm for product Feb-18
 deleteData = Artesian.MarketData.DeleteData(
-    ID=Artesian.MarketData.MarketDataIdentifier(registered.providerName, registered.marketDataName),
+    ID=Artesian.MarketData.MarketDataIdentifier(
+        registered.providerName, registered.marketDataName
+    ),
     timezone="CET",
     rangeStart=datetime(2020, 1, 1, 6),
     rangeEnd=datetime(2020, 1, 1, 18),
-    product=["Feb-20"]
+    product=["Feb-20"],
 )
 
 mkdservice.deleteData(deleteData)
@@ -80,10 +83,12 @@ print(res)
 
 # Delete data between 2020-01-01 6am and 2020-01-01 6pm for product Feb-18 without Timezone
 deleteData = Artesian.MarketData.DeleteData(
-    ID=Artesian.MarketData.MarketDataIdentifier(registered.providerName, registered.marketDataName),
+    ID=Artesian.MarketData.MarketDataIdentifier(
+        registered.providerName, registered.marketDataName
+    ),
     rangeStart=datetime(2020, 1, 1, 6),
     rangeEnd=datetime(2020, 1, 1, 18),
-    product=["Feb-20"]
+    product=["Feb-20"],
 )
 
 mkdservice.deleteData(deleteData)
@@ -100,4 +105,4 @@ res = (
 print(res)
 
 # Delete the curve completely
-mkdservice.deleteMarketData(registered.marketDataId)
+mkdservice.deleteMarketData(registered.marketDataId)

{artesian_sdk-4.0.3.dev4 → artesian_sdk-4.0.3.dev14}/samples/TestWriteDataAndDeleteMas.py

@@ -58,11 +58,13 @@ print(res)
 
 # Delete data with product Feb-20 between 2020-01-01 and 2020-01-03
 deleteData = Artesian.MarketData.DeleteData(
-    ID=Artesian.MarketData.MarketDataIdentifier(registered.providerName, registered.marketDataName),
+    ID=Artesian.MarketData.MarketDataIdentifier(
+        registered.providerName, registered.marketDataName
+    ),
     timezone="CET",
     rangeStart=datetime(2020, 1, 1, 0),
     rangeEnd=datetime(2020, 1, 3, 0),
-    product=["Feb-20"]
+    product=["Feb-20"],
 )
 
 mkdservice.deleteData(deleteData)
@@ -80,10 +82,12 @@ print(res)
 
 # Delete data with product Feb-20 between 2020-01-01 and 2020-01-03 without Timezone
 deleteData = Artesian.MarketData.DeleteData(
-    ID=Artesian.MarketData.MarketDataIdentifier(registered.providerName, registered.marketDataName),
+    ID=Artesian.MarketData.MarketDataIdentifier(
+        registered.providerName, registered.marketDataName
+    ),
     rangeStart=datetime(2020, 1, 1, 0),
     rangeEnd=datetime(2020, 1, 3, 0),
-    product=["Feb-20"]
+    product=["Feb-20"],
 )
 
 mkdservice.deleteData(deleteData)

{artesian_sdk-4.0.3.dev4 → artesian_sdk-4.0.3.dev14}/samples/TestWriteDataAndDeleteVersioned.py

@@ -22,8 +22,10 @@ registered = mkdservice.readMarketDataRegistryByName(
 if registered is None:
     registered = mkdservice.registerMarketData(versioned)
 
-marketIdentifier = Artesian.MarketData.MarketDataIdentifier(versioned.providerName, versioned.marketDataName)
-testVersion=datetime(2020, 1, 1, 12)
+marketIdentifier = Artesian.MarketData.MarketDataIdentifier(
+    versioned.providerName, versioned.marketDataName
+)
+testVersion = datetime(2020, 1, 1, 12)
 
 data = Artesian.MarketData.UpsertData(
     marketIdentifier,
@@ -42,8 +44,8 @@ res = (
     .inAbsoluteDateRange("2020-01-01", "2020-01-02")
     .inTimeZone("CET")
     .inGranularity(Granularity.Hour)
-    #.forMUV()
-    #.forLastNVersions(2)
+    # .forMUV()
+    # .forLastNVersions(2)
     .forVersion("2020-01-01T12:00:00")
     .execute()
 )
@@ -52,11 +54,13 @@ print(res)
 
 # Delete data between 2020-01-01 06:00 and 2020-01-01 18:00
 deleteData = Artesian.MarketData.DeleteData(
-    ID=Artesian.MarketData.MarketDataIdentifier(registered.providerName, registered.marketDataName),
+    ID=Artesian.MarketData.MarketDataIdentifier(
+        registered.providerName, registered.marketDataName
+    ),
     timezone="CET",
     rangeStart=datetime(2020, 1, 1, 6),
     rangeEnd=datetime(2020, 1, 1, 18),
-    version=testVersion
+    version=testVersion,
 )
 
 mkdservice.deleteData(deleteData)
@@ -75,10 +79,12 @@ print(res)
 
 # Delete data between 2020-01-01 06:00 and 2020-01-01 18:00 without Timezone
 deleteData = Artesian.MarketData.DeleteData(
-    ID=Artesian.MarketData.MarketDataIdentifier(registered.providerName, registered.marketDataName),
+    ID=Artesian.MarketData.MarketDataIdentifier(
+        registered.providerName, registered.marketDataName
+    ),
     rangeStart=datetime(2020, 1, 1, 6),
     rangeEnd=datetime(2020, 1, 1, 18),
-    version=testVersion
+    version=testVersion,
 )
 
 mkdservice.deleteData(deleteData)

{artesian_sdk-4.0.3.dev4 → artesian_sdk-4.0.3.dev14}/src/Artesian/MarketData/MarketDataService.py

@@ -2,6 +2,7 @@ from __future__ import annotations
 from typing import List, Optional, cast, Dict
 
 from Artesian.MarketData._Dto import DeleteData
+from ._Dto.DerivedCfg import DerivedCfg
 from .._ClientsExecutor.RequestExecutor import _RequestExecutor
 from .._ClientsExecutor.Client import _Client
 from ..ArtesianConfig import ArtesianConfig
@@ -388,10 +389,77 @@ class MarketDataService:
         Returns:
             MarketData Entity Output.
         """
+
+        entity._validateDerivedCfg()
+
         return _get_event_loop().run_until_complete(
             self.registerMarketDataAsync(entity)
         )
 
+    async def updateDerivedConfigurationAsync(
+        self: MarketDataService,
+        marketDataId: int,
+        derivedCfg: DerivedCfg,
+        force: bool = False
+    ) -> MarketDataEntityOutput:
+        """
+        Update Derived Configuration for marketData with id supplied in MarketDataId.
+        The update will trigger a Rebuild
+
+        Args:
+            marketDataId: The Market Data Id to be updated
+            derivedCfg: The Derived Configuration to be updated
+            force: Force the update of configuration also if another
+                   rebuild process is running (Default=false)
+
+        Returns:
+            MarketData Entity Output (Async).
+        """
+
+        marketDataOutput = await self.readMarketDataRegistryByIdAsync(marketDataId)
+
+        marketDataOutput._validateUpdateDerivedCfg(derivedCfgUpdate=derivedCfg)
+
+        url = "/marketdata/entity/" + str(marketDataId) + "/updateDerivedConfiguration"
+        params = {"force": force}
+        with self.__client as c:
+            res = await asyncio.gather(
+                *[
+                    self.__executor.exec(
+                        c.exec,
+                        "POST",
+                        url,
+                        derivedCfg,
+                        retcls=MarketDataEntityOutput,
+                        params=params,
+                    )
+                ]
+            )
+            return cast(MarketDataEntityOutput, res[0])
+
+    def updateDerivedConfiguration(
+        self: MarketDataService,
+        marketDataId: int,
+        derivedCfg: DerivedCfg,
+        force: bool = False
+    ) -> MarketDataEntityOutput:
+        """
+        Update Derived Configuration for marketData with id supplied in MarketDataId.
+        The update will trigger a Rebuild
+
+        Args:
+            marketDataId: The Market Data Id to be updated
+            derivedCfg: The Derived Configuration to be updated
+            force: Force the update of configuration also if another
+                   rebuild process is running (Default=false)
+
+        Returns:
+            MarketData Entity Output.
+        """
+        return _get_event_loop().run_until_complete(
+            self.updateDerivedConfigurationAsync(marketDataId, derivedCfg, force)
+        )
+
     async def upsertDataAsync(self: MarketDataService, data: UpsertData) -> None:
         url = "/marketdata/upsertdata"
         with self.__client as c:

artesian_sdk-4.0.3.dev14/src/Artesian/MarketData/_Dto/DerivedCfg.py

@@ -0,0 +1,21 @@
+from dataclasses import dataclass
+from typing import List, Optional
+from .._Enum import DerivedAlgorithm
+
+
+@dataclass
+class DerivedCfg:
+    """
+    Class for the Derived Configuration.
+
+    Attributes:
+        derivedAlgorithm: the derived configuration algorithm (MUV, Coalesce, Sum)
+        version: the derived configuration version
+        orderedReferencedMarketDataIds: the ordered reference MarketData Ids
+        used in the computation
+
+    """
+
+    derivedAlgorithm: DerivedAlgorithm
+    version: int
+    orderedReferencedMarketDataIds: Optional[List[int]]