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pa_engine_interactive_example.py
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126 lines (98 loc) · 4.71 KB
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import json
import sys
import time
import pandas as pd
import uuid
from fds.analyticsapi.engines import ComponentSummary
from fds.analyticsapi.engines.api.components_api import ComponentsApi
from fds.analyticsapi.engines.api.pa_calculations_api import PACalculationsApi
from fds.analyticsapi.engines.api_client import ApiClient
from fds.analyticsapi.engines.configuration import Configuration
from fds.analyticsapi.engines.models.pa_calculation_parameters import PACalculationParameters
from fds.analyticsapi.engines.models.pa_date_parameters import PADateParameters
from fds.analyticsapi.engines.models.pa_identifier import PAIdentifier
from fds.analyticsapi.engines.stach_extensions import StachExtensions
from fds.protobuf.stach.Package_pb2 import Package
from google.protobuf import json_format
from google.protobuf.json_format import MessageToJson
from google.protobuf.json_format import MessageToDict
from urllib3 import Retry
host = "https://api.factset.com"
username = "<username-serial>"
password = "<apiKey>"
pa_document_name = "PA_DOCUMENTS:DEFAULT"
pa_component_name = "Weights"
pa_component_category = "Weights / Exposures"
pa_benchmark_sp_50 = "BENCH:SP50"
pa_benchmark_r_1000 = "BENCH:R.1000"
startdate = "20180101"
enddate = "20181231"
frequency = "Monthly"
def main():
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
# 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)
components = components_api.get_pa_components(pa_document_name)
component_desc = ComponentSummary(name=pa_component_name, category=pa_component_category)
component_id = [id for id in list(components.keys()) if components[id] == component_desc][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 = PACalculationParameters(component_id, pa_accounts, pa_benchmarks, pa_dates)
print(pa_calculation_parameters)
pa_calculations_api = PACalculationsApi(api_client)
run_calculation_response = pa_calculations_api.run_pa_calculation_with_http_info(
pa_calculation_parameters=pa_calculation_parameters)
if run_calculation_response[1] != 202 and run_calculation_response[1] != 201:
print_error(run_calculation_response)
sys.exit()
if run_calculation_response[1] == 201:
print_result(run_calculation_response[0])
sys.exit()
calculation_id = run_calculation_response[2].get("location").split("/")[-1]
print("Calculation Id: " + calculation_id)
status_response = pa_calculations_api.get_pa_calculation_by_id_with_http_info(calculation_id)
while status_response[1] == 202:
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_pa_calculation_by_id_with_http_info(calculation_id)
if status_response[1] != 200:
print_error(status_response)
sys.exit()
print_result(status_response[0])
def print_result(response):
# converting the data to Package object
result = json_format.Parse(json.dumps(response), Package())
# print(MessageToJson(result)) # To print the result object as a JSON
# print(MessageToDict(result)) # To print the result object as a Dictionary
tables = StachExtensions.convert_to_table_format(result) # To convert result to 2D tables.
print(tables[0]) # Prints the result in 2D table format.
# generate_excel(result) # Uncomment this line to get the result in table format exported to excel file.
def generate_excel(package):
for table in StachExtensions.convert_to_table_format(package):
writer = pd.ExcelWriter(str(uuid.uuid1()) + ".xlsx")
table.to_excel(excel_writer=writer)
writer.save()
writer.close()
def print_error(response):
print("Calculation Failed!!!")
print("Status Code: " + str(response[1]))
print("Request Key: " + response[2].get("x-datadirect-request-key"))
print(response[0])
if __name__ == '__main__':
main()