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feat(examples) : adding afi quant examples (#53)
Added afi quant examples For quant(format = feather) printed the output files as output-data/info.ftr. Removing meta section from calculations. Made max-state = null Replacing the "Location" header with the calculation id value from data.
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‎.gitignore‎

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.classpath
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.project
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.idea/
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output.pdf
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output.pdf
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*.iml

‎examples/pom.xml‎

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</dependency>
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<dependency>
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<scope>system</scope>
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<systemPath>${project.basedir}/../auto-generated-sdk/target/engines-sdk-5.0.0.jar</systemPath>
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<systemPath>${project.basedir}/../auto-generated-sdk/target/engines-sdk-5.1.0.jar</systemPath>
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<groupId>com.factset.analyticsapi</groupId>
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<artifactId>engines-sdk</artifactId>
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<version>${engines-sdk-version}</version>
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<migbase64-version>2.2</migbase64-version>
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<protobuf-version>3.12.2</protobuf-version>
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<stach-version>1.0.0</stach-version>
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<engines-sdk-version>5.0.0</engines-sdk-version>
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<engines-sdk-version>5.1.0</engines-sdk-version>
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<poi-ooxml-version>4.0.1</poi-ooxml-version>
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</properties>
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</project>

‎examples/src/examples/AfiInteractiveOptimizerEngineExample.java‎

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package examples;
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import java.io.File;
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import java.io.FileOutputStream;
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import java.util.List;
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import java.util.Map;
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import java.util.UUID;
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import javax.ws.rs.client.ClientBuilder;
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import factset.analyticsapi.engines.models.*;
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import org.apache.poi.xssf.usermodel.XSSFCell;
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import org.apache.poi.xssf.usermodel.XSSFRow;
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import org.apache.poi.xssf.usermodel.XSSFSheet;
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import org.apache.poi.xssf.usermodel.XSSFWorkbook;
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import com.factset.protobuf.stach.extensions.RowStachExtensionBuilder;
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import com.factset.protobuf.stach.extensions.StachExtensionFactory;
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import com.factset.protobuf.stach.extensions.models.StachVersion;
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import com.factset.protobuf.stach.extensions.models.TableData;
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import com.fasterxml.jackson.core.JsonProcessingException;
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import com.fasterxml.jackson.databind.JsonNode;
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import com.fasterxml.jackson.databind.ObjectMapper;
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import factset.analyticsapi.engines.ApiClient;
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import factset.analyticsapi.engines.ApiException;
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import factset.analyticsapi.engines.ApiResponse;
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import factset.analyticsapi.engines.api.AfiOptimizerApi;
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import factset.analyticsapi.engines.models.OptimizerTradesList.IdentifierTypeEnum;
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public class AfiInteractiveOptimizerEngineExample {
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private static FdsApiClient apiClient = null;
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private static String BASE_PATH = "https://api.factset.com";
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private static String USERNAME = "<username-serial>";
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private static String PASSWORD = "<apiKey>";
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private static String STRATEGY_ID = "CLIENT:/Analytics_api/AFIAPISIMPLE";
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private static IdentifierTypeEnum TRADES_ID_TYPE = IdentifierTypeEnum.ASSET;
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private static Boolean INCLUDE_CASH = false;
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public static void main(String[] args) throws InterruptedException, JsonProcessingException {
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try {
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AfiOptimizerApi apiInstance = new AfiOptimizerApi(getApiClient());
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AFIOptimizationParameters afiItem = new AFIOptimizationParameters();
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AFIOptimizerStrategy strategy = new AFIOptimizerStrategy();
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strategy.setId(STRATEGY_ID);
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OptimizerOutputTypes optOutputTypes = new OptimizerOutputTypes();
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OptimizerTradesList tradesList = new OptimizerTradesList();
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tradesList.setIdentifierType(TRADES_ID_TYPE);
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tradesList.setIncludeCash(INCLUDE_CASH);
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optOutputTypes.setTrades(tradesList);
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afiItem.setStrategy(strategy);
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afiItem.setOutputTypes(optOutputTypes);
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AFIOptimizationParametersRoot afiOptimizerParam = new AFIOptimizationParametersRoot();
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afiOptimizerParam.setData(afiItem);
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ApiResponse<Object> response = apiInstance.postAndOptimizeWithHttpInfo(null, null, afiOptimizerParam);
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Map<String, List<String>> headers = response.getHeaders();
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Object result = null;
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switch (response.getStatusCode()) {
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case 201: // Calculation completed
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System.out.println("Calculation successful!!!");
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result = ((ObjectRoot) response.getData()).getData();
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break;
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case 202:
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CalculationInfoRoot status = (CalculationInfoRoot) response.getData();
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String calculationId = status.getData().getCalculationId();
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do {
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response = apiInstance.getOptimizationStatusByIdWithHttpInfo(calculationId);
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headers = response.getHeaders();
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List<String> cacheControl = headers.get("Cache-Control");
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if (cacheControl != null) {
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int maxAge = Integer.parseInt(cacheControl.get(0).replace("max-age=", ""));
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System.out.println("Sleeping for: " + maxAge + " seconds");
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Thread.sleep(maxAge * 1000L);
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} else {
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System.out.println("Sleeping for: 2 seconds");
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Thread.sleep(2 * 1000L);
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}
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} while (response.getStatusCode() == 202);
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System.out.println("Calculation successful!!!");
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// Get Calculation Result
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ApiResponse<ObjectRoot> resultResponse = apiInstance.getOptimizationResultWithHttpInfo(calculationId);
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result = resultResponse.getData().getData();
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break;
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}
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List<TableData> tables = null;
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try {
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ObjectMapper mapper = new ObjectMapper();
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String jsonString = mapper.writeValueAsString(result);
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JsonNode jsonObject = mapper.readTree(jsonString);
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RowStachExtensionBuilder stachExtensionBuilder = StachExtensionFactory.getRowOrganizedBuilder(StachVersion.V2);
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stachExtensionBuilder.addTable("tradesTable", jsonObject.get("trades"));
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// stachExtensionBuilder.addTable("optimalTable", jsonObject.get("optimal"));
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tables = stachExtensionBuilder.build().convertToTable();
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} catch (Exception e) {
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System.out.println(e.getMessage());
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e.printStackTrace();
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}
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ObjectMapper mapper = new ObjectMapper();
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String json = mapper.writeValueAsString(tables);
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System.out.println(json); // Prints the result in 2D table format.
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// Uncomment the following line to generate an Excel file
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// generateExcel(tables);
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} catch (ApiException e) {
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handleException("AfiOptimizerEngineExample#Main", e);
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}
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}
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private static void generateExcel(List<TableData> tableList) {
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for (TableData table : tableList) {
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writeDataToExcel(table, UUID.randomUUID().toString() + ".xlsv");
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}
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}
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private static void writeDataToExcel(TableData table, String fileLocation) {
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XSSFWorkbook workbook = new XSSFWorkbook();
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XSSFSheet sheet = workbook.createSheet("Calculation Report");
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int rowsSize = table.getRows().size();
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for (int rowIndex = 0; rowIndex < rowsSize; rowIndex++) {
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XSSFRow xsswRow = sheet.createRow(rowIndex);
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List<String> cells = table.getRows().get(rowIndex).getCells();
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for (int cellIndex = 0; cellIndex < cells.size(); cellIndex++) {
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XSSFCell xssfCell = xsswRow.createCell(cellIndex);
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xssfCell.setCellValue(cells.get(cellIndex));
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}
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}
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try {
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FileOutputStream fileStream = new FileOutputStream(new File(fileLocation));
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workbook.write(fileStream);
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fileStream.close();
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workbook.close();
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} catch (Exception e) {
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System.err.println("Failed to write data to excel");
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e.printStackTrace();
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}
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}
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private static class FdsApiClient extends ApiClient {
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// Uncomment the below lines to use a proxy server
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/*@Override
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protected void customizeClientBuilder(ClientBuilder clientBuilder) {
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clientConfig.property( ClientProperties.PROXY_URI, "http://127.0.0.1:8866" );
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clientConfig.connectorProvider( new ApacheConnectorProvider() );
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}*/
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}
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private static FdsApiClient getApiClient() {
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if (apiClient != null) {
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return apiClient;
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}
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apiClient = new FdsApiClient();
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apiClient.setConnectTimeout(30000);
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apiClient.setReadTimeout(30000);
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apiClient.setBasePath(BASE_PATH);
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apiClient.setUsername(USERNAME);
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apiClient.setPassword(PASSWORD);
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return apiClient;
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}
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private static void handleException(String method, ApiException e) {
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System.err.println("Exception when calling " + method);
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if (e.getResponseHeaders() != null && e.getResponseHeaders().containsKey("x-datadirect-request-key")) {
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System.out.println("x-datadirect-request-key: " + e.getResponseHeaders().get("x-datadirect-request-key").get(0));
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}
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System.out.println("Status code: " + e.getCode());
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System.out.println("Reason: " + e.getClientErrorResponse());
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e.printStackTrace();
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}
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}

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