def main():
config = Configuration()
config.host = host
config.username = fds_username
config.password = fds_api_key
# 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)
try:
screeningExpressionUniverse = QuantScreeningExpressionUniverse(
source="ScreeningExpressionUniverse",
universe_expr=
"(TICKER=\"IBM\" OR TICKER=\"MS\" OR TICKER=\"GE\")=1",
universe_type="Equity",
security_expr="TICKER")
fdsDate = QuantFdsDate(source="FdsDate",
start_date="20050701",
end_date="20051001",
frequency="M",
calendar="FIVEDAY")
fqlExpression = QuantFqlExpression(source="FqlExpression",
expr="P_PRICE(#DATE,#DATE,#FREQ)",
name="Price")
fqlExpression1 = QuantFqlExpression(source="FqlExpression",
expr="FF_EPS(,#DATE,#DATE,#FREQ)",
name="Eps")
fqlExpression2 = QuantFqlExpression(source="FqlExpression",
expr="FG_GICS_SECTOR",
name="Sector")
quant_calculation_parameters = {
"1":
QuantCalculationParameters(
universe=screeningExpressionUniverse,
dates=fdsDate,
formulas=[fqlExpression, fqlExpression1, fqlExpression2])
}
# 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"
quant_calculations_meta = QuantCalculationMeta(format='Feather')
quant_calculation_parameter_root = QuantCalculationParametersRoot(
data=quant_calculation_parameters, meta=quant_calculations_meta)
quant_calculations_api = QuantCalculationsApi(api_client)
post_and_calculate_response = quant_calculations_api.post_and_calculate(
quant_calculation_parameters_root=quant_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 = quant_calculations_api.post_and_calculate(
# quant_calculation_parameters_root=quant_calculation_parameter_root, cache_control=cache_control)
if post_and_calculate_response[1] == 201:
output_calculation_result('data', post_and_calculate_response[0])
else:
calculation_id = post_and_calculate_response[0].data.calculationid
print("Calculation Id: " + calculation_id)
status_response = quant_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 = quant_calculations_api.get_calculation_status_by_id(
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 = quant_calculations_api.get_calculation_unit_result_by_id(
id=calculation_id, unit_id=calculation_unit_id)
print("Calculation Data")
output_calculation_result('data',
result_response[0].read())
result_response = quant_calculations_api.get_calculation_unit_info_by_id(
id=calculation_id, unit_id=calculation_unit_id)
print("Calculation Info")
output_calculation_result('info',
result_response[0].read())
else:
print("Calculation Unit Id:" + calculation_unit_id +
" Failed!!!")
print("Error message : " + str(calculation_unit.errors))
except ApiException as e:
print("Api exception Encountered")
print(e)
exit()
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)
try:
screeningExpressionUniverse = QuantScreeningExpressionUniverse(
universe_expr="ISON_DOW", universe_type="Equity", security_expr="TICKER")
fdsDate = QuantFdsDate(
start_date="0", end_date="-5D", frequency="D", calendar="FIVEDAY")
screeningExpression = [QuantScreeningExpression(
expr="P_PRICE", name="Price (SCR)")]
fqlExpression = [QuantFqlExpression(
expr="P_PRICE", name="Price (SCR)")]
quant_calculation_parameters = {"1": QuantCalculationParameters(screening_expression_universe=screeningExpressionUniverse,
fds_date=fdsDate, screening_expression=screeningExpression, fql_expression=fqlExpression)}
quant_calculation_parameter_root = QuantCalculationParametersRoot(
data=quant_calculation_parameters)
# 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"
quant_calculations_api = QuantCalculationsApi(api_client)
post_and_calculate_response = quant_calculations_api.post_and_calculate(
quant_calculation_parameters_root=quant_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 = quant_calculations_api.post_and_calculate(
# quant_calculation_parameters_root=quant_calculation_parameter_root, cache_control=cache_control)
if post_and_calculate_response[1] == 201:
output_calculation_result(post_and_calculate_response[0].read())
else:
calculation_id = post_and_calculate_response[0].data.calculationid
print("Calculation Id: " + calculation_id)
status_response = quant_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 = quant_calculations_api.get_calculation_status_by_id(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 = quant_calculations_api.get_calculation_unit_result_by_id(id=calculation_id,
unit_id=calculation_unit_id)
print("Calculation Data")
output_calculation_result(json.loads(result_response[0].read())['data'])
result_response = quant_calculations_api.get_calculation_unit_info_by_id(id=calculation_id,
unit_id=calculation_unit_id)
print("Calculation Info")
output_calculation_result(json.loads(result_response[0].read())['data'])
else:
print("Calculation Unit Id:" +
calculation_unit_id + " Failed!!!")
print("Error message : " + str(calculation_unit.errors))
except ApiException as e:
print("Api exception Encountered")
print(e)
exit()