def run_calculation(self):
components_api = ComponentsApi(self.api_client)
components = components_api.get_pa_components(
common_parameters.pa_deafult_document)
component_id = list(components.keys())[0]
pa_account_identifier = PAIdentifier(
common_parameters.pa_benchmark_sp500)
pa_accounts = [pa_account_identifier]
pa_benchmark_identifier = PAIdentifier(
common_parameters.pa_benchmark_r1000)
pa_benchmarks = [pa_benchmark_identifier]
pa_dates = PADateParameters(common_parameters.deafult_start_date,
common_parameters.deafult_end_date,
common_parameters.deafult_dates_frequency)
pa_calculation_parameters = {
"1":
PACalculationParameters(component_id, pa_accounts, pa_benchmarks,
pa_dates)
}
components = components_api.get_spar_components(
common_parameters.spar_deafult_document)
component_id = list(components.keys())[0]
spar_account_identifier = SPARIdentifier(
common_parameters.spar_benchmark_r1000,
common_parameters.spar_benchmark_russell_return_type,
common_parameters.spar_benchmark_russell_prefix)
spar_accounts = [spar_account_identifier]
spar_benchmark_identifier = SPARIdentifier(
common_parameters.spar_benchmark_r2000,
common_parameters.spar_benchmark_russell_return_type,
common_parameters.spar_benchmark_russell_prefix)
spar_dates = SPARDateParameters(
common_parameters.deafult_start_date,
common_parameters.deafult_end_date,
common_parameters.deafult_dates_frequency)
spar_calculation_parameters = {
"2":
SPARCalculationParameters(component_id, spar_accounts,
spar_benchmark_identifier, spar_dates)
}
components = components_api.get_vault_components(
common_parameters.vault_deafult_document)
component_id = list(components.keys())[0]
vault_account_identifier = VaultIdentifier(
common_parameters.vault_deafult_account)
vault_dates = VaultDateParameters(
common_parameters.vault_start_date,
common_parameters.vault_end_date,
common_parameters.deafult_dates_frequency)
configurations_api = ConfigurationsApi(self.api_client)
configurations = configurations_api.get_vault_configurations(
common_parameters.vault_deafult_account)
configuration_id = list(configurations.keys())[0]
vault_calculation_parameters = {
"3":
VaultCalculationParameters(component_id, vault_account_identifier,
vault_dates, configuration_id)
}
calculation = Calculation(pa_calculation_parameters,
spar_calculation_parameters,
vault_calculation_parameters)
return self.calculations_api.run_calculation_with_http_info(
calculation=calculation)
class TestComponentsApi(unittest.TestCase):
def setUp(self):
self.components_api = ComponentsApi(CommonFunctions.build_api_client())
######################################################################################
# PA Components Test Cases
######################################################################################
def test_get_all_pa_components(self):
response = self.components_api.get_pa_components_with_http_info(
document=common_parameters.pa_deafult_document)
component_id = list(response[0].keys())[0]
self.assertEqual(response[1], 200, "Response should be 200 - Success")
self.assertEqual(type(response[0]), dict,
"Response should be of dictionary type")
self.assertEqual(type(response[0][component_id]), ComponentSummary,
"Response should be of ComponentSummary type")
def test_get_pa_component_by_id(self):
components = self.components_api.get_pa_components(
document=common_parameters.pa_deafult_document)
component_id = list(components.keys())[0]
response = self.components_api.get_pa_component_by_id_with_http_info(
component_id)
self.assertEqual(response[1], 200, "Response should be 200 - Success")
self.assertEqual(type(response[0]), PAComponent,
"Response should be of PAComponent type.")
######################################################################################
# Vault Components Test Cases
######################################################################################
def test_get_all_vault_components(self):
response = self.components_api.get_vault_components_with_http_info(
document=common_parameters.vault_deafult_document)
component_id = list(response[0].keys())[0]
self.assertEqual(response[1], 200, "Response should be 200 - Success")
self.assertEqual(type(response[0]), dict,
"Response should be of dictionary type")
self.assertEqual(type(response[0][component_id]), ComponentSummary,
"Response should be of ComponentSummary type")
def test_get_vault_component_by_id(self):
components = self.components_api.get_vault_components(
document=common_parameters.vault_deafult_document)
component_id = list(components.keys())[0]
response = self.components_api.get_vault_component_by_id_with_http_info(
component_id)
self.assertEqual(response[1], 200, "Response should be 200 - Success")
self.assertEqual(type(response[0]), VaultComponent,
"Response should be of VaultComponent type.")
######################################################################################
# Spar Components Test Cases
######################################################################################
def test_get_all_spar_components(self):
response = self.components_api.get_spar_components_with_http_info(
document=common_parameters.spar_deafult_document)
component_id = list(response[0].keys())[0]
self.assertEqual(response[1], 200, "Response should be 200 - Success")
self.assertEqual(type(response[0]), dict,
"Response should be of dictionary type")
self.assertEqual(type(response[0][component_id]), ComponentSummary,
"Response should be of ComponentSummary type")
def main():
config = Configuration()
config.host = host
config.username = fds_username
config.password = fds_api_key
config.discard_unknown_keys = True
# add proxy and/or disable ssl verification according to your development environment
# config.proxy = "<proxyUrl>"
config.verify_ssl = False
# Setting configuration to retry api calls on http status codes of 429 and 503.
config.retries = Retry(total=3,
status=3,
status_forcelist=frozenset([429, 503]),
backoff_factor=2,
raise_on_status=False)
api_client = ApiClient(config)
components_api = ComponentsApi(api_client)
try:
pa_document_name = "PA_DOCUMENTS:DEFAULT"
pa_component_name = "Weights"
pa_component_category = "Weights / Exposures"
portfolio = "BENCH:SP50"
benchmark = "BENCH:R.1000"
startdate = "20180101"
enddate = "20181231"
frequency = "Monthly"
# uncomment the below code line to setup cache control; max-stale=0 will be a fresh adhoc run and the max-stale value is in seconds.
# Results are by default cached for 12 hours; Setting max-stale=300 will fetch a cached result which is 5 minutes older.
# cache_control = "max-stale=0"
get_components_response = components_api.get_pa_components(
document=pa_document_name)
component_id = [
id for id in list(get_components_response[0].data.keys())
if get_components_response[0].data[id].name == pa_component_name
and get_components_response[0].data[id].category ==
pa_component_category
][0]
print("PA Component Id: " + component_id)
pa_accounts = [PAIdentifier(id=portfolio)]
pa_benchmarks = [PAIdentifier(id=benchmark)]
pa_dates = PADateParameters(startdate=startdate,
enddate=enddate,
frequency=frequency)
pa_calculation_parameters = {
"1":
PACalculationParameters(componentid=component_id,
accounts=pa_accounts,
benchmarks=pa_benchmarks,
dates=pa_dates),
"2":
PACalculationParameters(componentid=component_id,
accounts=pa_accounts,
benchmarks=pa_benchmarks,
dates=pa_dates)
}
pa_calculation_parameter_root = PACalculationParametersRoot(
data=pa_calculation_parameters)
pa_calculations_api = PACalculationsApi(api_client)
post_and_calculate_response = pa_calculations_api.post_and_calculate(
pa_calculation_parameters_root=pa_calculation_parameter_root)
# comment the above line and uncomment the below line to run the request with the cache_control header defined earlier
# post_and_calculate_response = pa_calculations_api.post_and_calculate(pa_calculation_parameters_root=pa_calculation_parameter_root, cache_control=cache_control)
if post_and_calculate_response[
1] == 202 or post_and_calculate_response[1] == 200:
calculation_id = post_and_calculate_response[0].data.calculationid
print("Calculation Id: " + calculation_id)
status_response = pa_calculations_api.get_calculation_status_by_id(
id=calculation_id)
while status_response[1] == 202 and (status_response[0].data.status
in ("Queued", "Executing")):
max_age = '5'
age_value = status_response[2].get("cache-control")
if age_value is not None:
max_age = age_value.replace("max-age=", "")
print('Sleeping: ' + max_age)
time.sleep(int(max_age))
status_response = pa_calculations_api.get_calculation_status_by_id(
calculation_id)
for (calculation_unit_id,
calculation_unit) in status_response[0].data.units.items():
if calculation_unit.status == "Success":
print("Calculation Unit Id: " + calculation_unit_id +
" Succeeded!!!")
result_response = pa_calculations_api.get_calculation_unit_result_by_id(
id=calculation_id, unit_id=calculation_unit_id)
output_calculation_result(result_response[0]['data'])
else:
print("Calculation Unit Id:" + calculation_unit_id +
" Failed!!!")
print("Error message : " + str(calculation_unit.errors))
else:
print("Calculation creation failed")
print("Error status : " + str(post_and_calculate_response[1]))
print("Error message : " + str(post_and_calculate_response[0]))
except ApiException as e:
print("Api exception Encountered")
print(e)
exit()
enddate = "20181231"
frequency = "Monthly"
config = Configuration()
config.host = host
config.username = username
config.password = password
# add proxy and/or disable ssl verification according to your development environment
# config.proxy = "<proxyUrl>"
config.verify_ssl = False
api_client = ApiClient(config)
components_api = ComponentsApi(api_client)
components = components_api.get_pa_components(pa_document_name)
component_id = list((dict(
filter(
lambda component: (component[1].name == pa_component_name and
component[1].category == pa_component_category),
components.items()))).keys())[0]
pa_account_identifier = PAIdentifier(pa_benchmark_sp_50)
pa_accounts = [pa_account_identifier]
pa_benchmark_identifier = PAIdentifier(pa_benchmark_r_1000)
pa_benchmarks = [pa_benchmark_identifier]
pa_dates = PADateParameters(startdate, enddate, frequency)
pa_calculation_parameters = {
"1":
PACalculationParameters(component_id, pa_accounts, pa_benchmarks, pa_dates)
class TestComponentsApi(unittest.TestCase):
def setUp(self):
self.components_api = ComponentsApi(CommonFunctions.build_api_client())
######################################################################################
# PA Components Test Cases
######################################################################################
def test_get_all_pa_components(self):
response = self.components_api.get_pa_components(
document=common_parameters.pa_default_document,
_return_http_data_only=False)
component_id = list(response[0]['data'].keys())[0]
self.assertEqual(response[1], 200, "Response should be 200 - Success")
self.assertEqual(type(response[0]), ComponentSummaryRoot,
"Response should be of dictionary type")
self.assertEqual(type(response[0]['data'][component_id]),
ComponentSummary,
"Response should be of ComponentSummary type")
# This test encounters ApiTypeException due to response having fields set to null instead of being hidden
@unittest.skip(
"Skip until fix API behavior where null property is returned instead of hidden"
)
def test_get_pa_component_by_id(self):
components = self.components_api.get_pa_components(
document=common_parameters.pa_default_document)
component_id = list(components['data'].keys())[0]
response = self.components_api.get_pa_component_by_id(
id=component_id, _return_http_data_only=False)
self.assertEqual(response[1], 200, "Response should be 200 - Success")
self.assertEqual(type(response[0]), PAComponentRoot,
"Response should be of PAComponentRoot type.")
self.assertEqual(type(response[0]['data'][component_id]),
ComponentSummary,
"Response should be of ComponentSummary type")
######################################################################################
# Vault Components Test Cases
######################################################################################
def test_get_all_vault_components(self):
response = self.components_api.get_vault_components(
document=common_parameters.vault_default_document,
_return_http_data_only=False)
component_id = list(response[0]['data'].keys())[0]
self.assertEqual(response[1], 200, "Response should be 200 - Success")
self.assertEqual(type(response[0]), ComponentSummaryRoot,
"Response should be of dictionary type")
self.assertEqual(type(response[0]['data'][component_id]),
ComponentSummary,
"Response should be of ComponentSummary type")
# This test encounters ApiTypeException due to response having fields set to null instead of being hidden
@unittest.skip(
"Skip until fix API behavior where null property is returned instead of hidden"
)
def test_get_vault_component_by_id(self):
components = self.components_api.get_vault_components(
document=common_parameters.vault_default_document)
component_id = list(components['data'].keys())[0]
response = self.components_api.get_vault_component_by_id(
component_id, _return_http_data_only=False)
component_id = list(response[0]['data'].keys())[0]
self.assertEqual(response[1], 200, "Response should be 200 - Success")
self.assertEqual(type(response[0]['data']), VaultComponent,
"Response should be of VaultComponent type.")
######################################################################################
# Spar Components Test Cases
######################################################################################
def test_get_all_spar_components(self):
response = self.components_api.get_spar_components(
document=common_parameters.spar_default_document,
_return_http_data_only=False)
component_id = list(response[0]['data'].keys())[0]
self.assertEqual(response[1], 200, "Response should be 200 - Success")
self.assertEqual(type(response[0]), ComponentSummaryRoot,
"Response should be of dictionary type")
self.assertEqual(type(response[0]['data'][component_id]),
ComponentSummary,
"Response should be of ComponentSummary type")
class TestPaCalculationsApi(unittest.TestCase):
def setUp(self):
api_client = CommonFunctions.build_api_client()
self.pa_calculations_api = PACalculationsApi(api_client)
self.components_api = ComponentsApi(api_client)
def test_single_unit_scenario(self):
create_step_name = "create_calculation"
read_status_step_name = "read_status"
read_result_step_name = "read_result"
def create_calculation(test_context):
print("Creating single unit calculation")
components = self.components_api.get_pa_components(
document="PA_DOCUMENTS:DEFAULT", _return_http_data_only=True)
component_summary = ComponentSummary(
name="Weights", category="Weights / Exposures")
component_id = [
id for id in list(components.data.keys())
if components.data[id].name == component_summary.name
and components.data[id].category == component_summary.category
][0]
pa_accounts = [PAIdentifier(id="BENCH:SP50")]
pa_benchmarks = [PAIdentifier(id="BENCH:R.1000")]
pa_dates = PADateParameters(startdate="20180101",
enddate="20181231",
frequency="Monthly")
pa_calculation_parameters = {
"1":
PACalculationParameters(componentid=component_id,
accounts=pa_accounts,
benchmarks=pa_benchmarks,
dates=pa_dates)
}
pa_calculation_parameter_root = PACalculationParametersRoot(
data=pa_calculation_parameters)
post_and_calculate_response = self.pa_calculations_api.post_and_calculate(
pa_calculation_parameters_root=pa_calculation_parameter_root)
self.assertTrue(
post_and_calculate_response[1] == 201
or post_and_calculate_response[1] == 202,
"Response for create_calculation should have been 201 or 202")
if post_and_calculate_response[1] == 201:
return {
"continue_workflow": False,
"next_request": None,
"test_context": None
}
elif post_and_calculate_response[1] == 202:
test_context["calculation_id"] = post_and_calculate_response[
2]["X-Factset-Api-Calculation-Id"]
return {
"continue_workflow": True,
"next_request": read_status_step_name,
"test_context": test_context
}
def read_calculation_status(test_context):
print("Reading single unit calculation status")
calculation_id = test_context["calculation_id"]
print("Calculation Id: " + calculation_id)
status_response = self.pa_calculations_api.get_calculation_status_by_id(
id=calculation_id)
self.assertTrue(
status_response[1] == 202 and
(status_response[0].data.status in ("Queued", "Executing")))
while status_response[1] == 202 and (status_response[0].data.status
in ("Queued", "Executing")):
max_age = '5'
age_value = status_response[2].get("cache-control")
if age_value is not None:
max_age = age_value.replace("max-age=", "")
print('Sleeping: ' + max_age)
time.sleep(int(max_age))
status_response = self.pa_calculations_api.get_calculation_status_by_id(
id=calculation_id)
test_context["calculation_units"] = status_response[
0].data.units.items()
return {
"continue_workflow": True,
"next_request": read_result_step_name,
"test_context": test_context
}
def read_calculation_unit_result(test_context):
calculation_id = test_context["calculation_id"]
for (calculation_unit_id,
calculation_unit) in test_context["calculation_units"]:
result_response = self.pa_calculations_api.get_calculation_unit_result_by_id(
id=calculation_id, unit_id=calculation_unit_id)
self.assertEqual(
result_response[1], 200,
"Get calculation result should have succeeded")
workflow_specification = {
create_step_name: create_calculation,
read_status_step_name: read_calculation_status,
read_result_step_name: read_calculation_unit_result
}
starting_request = workflow_specification['create_calculation']
starting_test_context = {}
run_api_workflow_with_assertions(workflow_specification,
starting_request,
starting_test_context)