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spar_engine_example.py
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124 lines (102 loc) · 5.63 KB
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import json
import sys
import time
import pandas as pd
import uuid
from fds.analyticsapi.engines import ComponentSummary, ApiException
from fds.analyticsapi.engines.api.calculations_api import CalculationsApi
from fds.analyticsapi.engines.api.components_api import ComponentsApi
from fds.analyticsapi.engines.api.utility_api import UtilityApi
from fds.analyticsapi.engines.api_client import ApiClient
from fds.analyticsapi.engines.configuration import Configuration
from fds.analyticsapi.engines.models.calculation import Calculation
from fds.analyticsapi.engines.models.spar_calculation_parameters import SPARCalculationParameters
from fds.analyticsapi.engines.models.spar_date_parameters import SPARDateParameters
from fds.analyticsapi.engines.models.spar_identifier import SPARIdentifier
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>"
spar_document_name = "pmw_root:/spar_documents/Factset Default Document"
spar_component_name = "Returns Table"
spar_component_category = "Raw Data / Returns"
spar_benchmark_r_1000 = "R.1000"
spar_benchmark_russell_pr_2000 = "RUSSELL_P:R.2000"
spar_benchmark_russell_prefix = "RUSSELL"
spar_benchmark_russell_return_type = "GTR"
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)
try:
components = components_api.get_spar_components(spar_document_name)
component_desc = ComponentSummary(name=spar_component_name, category=spar_component_category)
component_id = [id for id in list(components.keys()) if components[id] == component_desc][0]
print("SPAR Component Id: " + component_id)
spar_account_identifier = SPARIdentifier(spar_benchmark_r_1000, spar_benchmark_russell_return_type,
spar_benchmark_russell_prefix)
spar_accounts = [spar_account_identifier]
spar_benchmark_identifier = SPARIdentifier(spar_benchmark_russell_pr_2000, spar_benchmark_russell_return_type,
spar_benchmark_russell_prefix)
spar_dates = SPARDateParameters(startdate, enddate, frequency)
spar_calculation_parameters = {
"2": SPARCalculationParameters(component_id, spar_accounts, spar_benchmark_identifier, spar_dates)}
calculation = Calculation(spar=spar_calculation_parameters)
calculations_api = CalculationsApi(api_client)
run_calculation_response = calculations_api.run_calculation_with_http_info(calculation=calculation)
calculation_id = run_calculation_response[2].get("location").split("/")[-1]
print("Calculation Id: " + calculation_id)
status_response = calculations_api.get_calculation_status_by_id_with_http_info(calculation_id)
while status_response[1] == 200 and (status_response[0].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 = calculations_api.get_calculation_status_by_id_with_http_info(calculation_id)
for (calculation_unit, calculation_unit_id) in zip(status_response[0].spar.values(), status_response[0].spar):
if calculation_unit.status == "Success":
print("Calculation Unit Id: " + calculation_unit_id + " Succeeded!!!")
utility_api = UtilityApi(api_client)
result_response = utility_api.get_by_url_with_http_info(calculation_unit.result)
print("Calculation Result")
# converting the data to Package object
result = json_format.Parse(json.dumps(result_response[0]), 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.
else:
print("Calculation Unit Id:" + calculation_unit_id + " Failed!!!")
print("Error message : " + calculation_unit.error)
except ApiException as e:
print("Api exception Encountered")
print(e)
exit()
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()
if __name__ == '__main__':
main()