fds.analyticsapi.engines.FPOOptimizerApi

All URIs are relative to https://api.factset.com

Method	HTTP request	Description
cancel_optimization_by_id	DELETE /analytics/engines/fpo/v3/optimizations/{id}	Cancel FPO optimization by id
get_optimization_parameters	GET /analytics/engines/fpo/v3/optimizations/{id}	Get FPO optimization parameters by id
get_optimization_result	GET /analytics/engines/fpo/v3/optimizations/{id}/result	Get FPO optimization result by id
get_optimization_status_by_id	GET /analytics/engines/fpo/v3/optimizations/{id}/status	Get FPO optimization status by id
post_and_optimize	POST /analytics/engines/fpo/v3/optimizations	Create and Run FPO optimization
put_and_optimize	PUT /analytics/engines/fpo/v3/optimizations/{id}	Create or Update FPO optimization and run it.

cancel_optimization_by_id

cancel_optimization_by_id(id)

Cancel FPO optimization by id

This is the endpoint to cancel a previously submitted optimization.

Example

Basic Authentication (Basic):
Bearer Authentication (Bearer): ```python import time import fds.analyticsapi.engines from fds.analyticsapi.engines.api import fpo_optimizer_api from fds.analyticsapi.engines.model.client_error_response import ClientErrorResponse from pprint import pprint
Defining the host is optional and defaults to https://api.factset.com

See configuration.py for a list of all supported configuration parameters.

configuration = fds.analyticsapi.engines.Configuration( host = “https://api.factset.com” )

The client must configure the authentication and authorization parameters

in accordance with the API server security policy.

Examples for each auth method are provided below, use the example that

satisfies your auth use case.

Configure HTTP basic authorization: Basic

configuration = fds.analyticsapi.engines.Configuration( username = ‘YOUR_USERNAME’, password = ‘YOUR_PASSWORD’ )

Configure Bearer authorization: Bearer

configuration = fds.analyticsapi.engines.Configuration( access_token = ‘YOUR_BEARER_TOKEN’ )

Enter a context with an instance of the API client

# example passing only required values which don't have defaults set
try:
    # Cancel FPO optimization by id
    api_instance.cancel_optimization_by_id(id)
except fds.analyticsapi.engines.ApiException as e:
    print("Exception when calling FPOOptimizerApi->cancel_optimization_by_id: %s\n" % e) ```

Parameters

Name	Type	Description	Notes
id	str	from url, provided from the location header in the Create and Run FPO optimization endpoint

Return type

A tuple with response data, HTTP status code and response headers.
Response datatype: None (empty response body)

Authorization

Basic, Bearer

HTTP request headers

Content-Type: Not defined
Accept: text/plain, application/json, text/json

HTTP response details

| Status code | Description | Response headers | |————-|————-|——————| 204 | Expected response, optimization was canceled successfully. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 400 | Invalid identifier provided. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 404 | There was no request for the optimization identifier provided, or the request was already canceled for the provided identifier. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 401 | Missing or invalid authentication. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
| 403 | User is forbidden with current credentials | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 500 | Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
| 503 | Request timed out. Retry the request in sometime. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
|

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get_optimization_parameters

FPOOptimizationParametersRoot get_optimization_parameters(id)

Get FPO optimization parameters by id

This is the endpoint that returns the optimization parameters passed for an optimization.

Example

Basic Authentication (Basic):
Bearer Authentication (Bearer): ```python import time import fds.analyticsapi.engines from fds.analyticsapi.engines.api import fpo_optimizer_api from fds.analyticsapi.engines.model.client_error_response import ClientErrorResponse from fds.analyticsapi.engines.model.fpo_optimization_parameters_root import FPOOptimizationParametersRoot from pprint import pprint
Defining the host is optional and defaults to https://api.factset.com

See configuration.py for a list of all supported configuration parameters.

configuration = fds.analyticsapi.engines.Configuration( host = “https://api.factset.com” )

The client must configure the authentication and authorization parameters

in accordance with the API server security policy.

Examples for each auth method are provided below, use the example that

satisfies your auth use case.

Configure HTTP basic authorization: Basic

configuration = fds.analyticsapi.engines.Configuration( username = ‘YOUR_USERNAME’, password = ‘YOUR_PASSWORD’ )

Configure Bearer authorization: Bearer

configuration = fds.analyticsapi.engines.Configuration( access_token = ‘YOUR_BEARER_TOKEN’ )

Enter a context with an instance of the API client

# example passing only required values which don't have defaults set
try:
    # Get FPO optimization parameters by id
    api_response = api_instance.get_optimization_parameters(id)
    pprint(api_response)
except fds.analyticsapi.engines.ApiException as e:
    print("Exception when calling FPOOptimizerApi->get_optimization_parameters: %s\n" % e) ```

Parameters

Name	Type	Description	Notes
id	str	from url, provided from the location header in the Create and Run FPO optimization endpoint

Return type

A tuple with response data, HTTP status code and response headers.
Response datatype: FPOOptimizationParametersRoot

Authorization

Basic, Bearer

HTTP request headers

Content-Type: Not defined
Accept: application/json

HTTP response details

| Status code | Description | Response headers | |————-|————-|——————| 200 | Expected response, returns the FPO optimization parameters. | * Content-Encoding - Standard HTTP header. Header value based on Accept-Encoding Request header.
* Content-Type - Standard HTTP header.
* Transfer-Encoding - Standard HTTP header. Header value will be set to Chunked if Accept-Encoding header is specified.
* X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 400 | Invalid identifier provided. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 404 | Optimization id not found | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 401 | Missing or invalid authentication. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
| 403 | User is forbidden with current credentials | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 500 | Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
| 503 | Request timed out. Retry the request in sometime. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
|

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get_optimization_result

ObjectRoot get_optimization_result(id)

Get FPO optimization result by id

This is the endpoint to get the result of a previously requested optimization. If the optimization has finished computing, the body of the response will contain result in JSON.

Example

Basic Authentication (Basic):
Bearer Authentication (Bearer): ```python import time import fds.analyticsapi.engines from fds.analyticsapi.engines.api import fpo_optimizer_api from fds.analyticsapi.engines.model.object_root import ObjectRoot from fds.analyticsapi.engines.model.client_error_response import ClientErrorResponse from pprint import pprint
Defining the host is optional and defaults to https://api.factset.com

See configuration.py for a list of all supported configuration parameters.

configuration = fds.analyticsapi.engines.Configuration( host = “https://api.factset.com” )

The client must configure the authentication and authorization parameters

in accordance with the API server security policy.

Examples for each auth method are provided below, use the example that

satisfies your auth use case.

Configure HTTP basic authorization: Basic

configuration = fds.analyticsapi.engines.Configuration( username = ‘YOUR_USERNAME’, password = ‘YOUR_PASSWORD’ )

Configure Bearer authorization: Bearer

configuration = fds.analyticsapi.engines.Configuration( access_token = ‘YOUR_BEARER_TOKEN’ )

Enter a context with an instance of the API client

# example passing only required values which don't have defaults set
try:
    # Get FPO optimization result by id
    api_response = api_instance.get_optimization_result(id)
    pprint(api_response)
except fds.analyticsapi.engines.ApiException as e:
    print("Exception when calling FPOOptimizerApi->get_optimization_result: %s\n" % e)

# example passing only required values which don't have defaults set
# and optional values
try:
    # Get FPO optimization result by id
    api_response = api_instance.get_optimization_result(id, accept=accept)
    pprint(api_response)
except fds.analyticsapi.engines.ApiException as e:
    print("Exception when calling FPOOptimizerApi->get_optimization_result: %s\n" % e) ```

Parameters

Name	Type	Description	Notes
id	str	from url, provided from the location header in the Get FPO optimization status by id endpoint
accept	str	Standard HTTP header. Value can be gzip, compress, deflate, br, identity and/or *	[optional]

Return type

A tuple with response data, HTTP status code and response headers.
Response datatype: ObjectRoot

Authorization

Basic, Bearer

HTTP request headers

Content-Type: Not defined
Accept: application/json

HTTP response details

| Status code | Description | Response headers | |————-|————-|——————| 200 | Expected response once optimization is completed, returns JSON. | * Content-Encoding - Standard HTTP header. Header value based on Accept-Encoding Request header.
* Content-Type - Standard HTTP header.
* Transfer-Encoding - Standard HTTP header. Header value will be set to Chunked if Accept-Encoding header is specified.
* X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 400 | Invalid identifier provided. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 404 | Optimization result was already returned, provided id was not a requested optimization, or the optimization was cancelled | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 401 | Missing or invalid authentication. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
| 403 | User is forbidden with current credentials | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 500 | Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
| 503 | Request timed out. Retry the request in sometime. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
|

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get_optimization_status_by_id

ObjectRoot get_optimization_status_by_id(id)

Get FPO optimization status by id

This is the endpoint to check on the progress of a previously requested optimization. If the optimization has finished computing, the body of the response will contain result in JSON. Otherwise, the optimization is still running and the X-FactSet-Api-PickUp-Progress header will contain a progress percentage.

Example

Basic Authentication (Basic):
Bearer Authentication (Bearer): ```python import time import fds.analyticsapi.engines from fds.analyticsapi.engines.api import fpo_optimizer_api from fds.analyticsapi.engines.model.object_root import ObjectRoot from fds.analyticsapi.engines.model.client_error_response import ClientErrorResponse from pprint import pprint
Defining the host is optional and defaults to https://api.factset.com

See configuration.py for a list of all supported configuration parameters.

configuration = fds.analyticsapi.engines.Configuration( host = “https://api.factset.com” )

The client must configure the authentication and authorization parameters

in accordance with the API server security policy.

Examples for each auth method are provided below, use the example that

satisfies your auth use case.

Configure HTTP basic authorization: Basic

configuration = fds.analyticsapi.engines.Configuration( username = ‘YOUR_USERNAME’, password = ‘YOUR_PASSWORD’ )

Configure Bearer authorization: Bearer

configuration = fds.analyticsapi.engines.Configuration( access_token = ‘YOUR_BEARER_TOKEN’ )

Enter a context with an instance of the API client

# example passing only required values which don't have defaults set
try:
    # Get FPO optimization status by id
    api_response = api_instance.get_optimization_status_by_id(id)
    pprint(api_response)
except fds.analyticsapi.engines.ApiException as e:
    print("Exception when calling FPOOptimizerApi->get_optimization_status_by_id: %s\n" % e) ```

Parameters

Name	Type	Description	Notes
id	str	from url, provided from the location header in the Create and Run FPO optimization endpoint

Return type

A tuple with response data, HTTP status code and response headers.
Response datatype: (For 201 status - ObjectRoot)(For 202 status - None (empty response body) )

Authorization

Basic, Bearer

HTTP request headers

Content-Type: Not defined
Accept: application/json

HTTP response details

| Status code | Description | Response headers | |————-|————-|——————| 201 | Expected response once optimization is completed, returns JSON. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 202 | Expected response returned if the optimization is not yet completed, should contain X-FactSet-Api-PickUp-Progress header. | * X-FactSet-Api-PickUp-Progress - FactSet's progress header.
* Cache-Control - Standard HTTP header. Header will specify max-age in seconds. Polling can be adjusted based on the max-age value.
* X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 400 | Invalid identifier provided. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 404 | Optimization result was already returned, provided id was not a requested optimization, or the optimization was cancelled | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 401 | Missing or invalid authentication. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
| 403 | User is forbidden with current credentials | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 500 | Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
| 503 | Request timed out. Retry the request in sometime. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
|

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post_and_optimize

ObjectRoot post_and_optimize()

Create and Run FPO optimization

This endpoint runs FPO optimization specified in the POST body parameters. Remarks: * Any settings in POST body will act as a one-time override over the settings saved in the strategy document.

Example

Basic Authentication (Basic):
Bearer Authentication (Bearer): ```python import time import fds.analyticsapi.engines from fds.analyticsapi.engines.api import fpo_optimizer_api from fds.analyticsapi.engines.model.object_root import ObjectRoot from fds.analyticsapi.engines.model.calculation_info_root import CalculationInfoRoot from fds.analyticsapi.engines.model.client_error_response import ClientErrorResponse from fds.analyticsapi.engines.model.fpo_optimization_parameters_root import FPOOptimizationParametersRoot from pprint import pprint
Defining the host is optional and defaults to https://api.factset.com

See configuration.py for a list of all supported configuration parameters.

configuration = fds.analyticsapi.engines.Configuration( host = “https://api.factset.com” )

The client must configure the authentication and authorization parameters

in accordance with the API server security policy.

Examples for each auth method are provided below, use the example that

satisfies your auth use case.

Configure HTTP basic authorization: Basic

configuration = fds.analyticsapi.engines.Configuration( username = ‘YOUR_USERNAME’, password = ‘YOUR_PASSWORD’ )

Configure Bearer authorization: Bearer

configuration = fds.analyticsapi.engines.Configuration( access_token = ‘YOUR_BEARER_TOKEN’ )

Enter a context with an instance of the API client

with fds.analyticsapi.engines.ApiClient(configuration) as api_client: # Create an instance of the API class api_instance = fpo_optimizer_api.FPOOptimizerApi(api_client) x_fact_set_api_long_running_deadline = 10 # int | Long running deadline in seconds. Example value is set to 10s. Please update it as per requirement before triggering a calculation. (optional) cache_control = “Cache-Control_example” # str | Standard HTTP header. Accepts max-stale. (optional) fpo_optimization_parameters_root = FPOOptimizationParametersRoot( data=FPOOptimizationParameters( account=FPOAccount( pa_document=PaDoc( id=”id_example”, ), id=”id_example”, overrides=OptimizerAccountOverrides( portfolio=”portfolio_example”, benchmark=”benchmark_example”, risk_model_id=”risk_model_id_example”, currency=”currency_example”, ), ), strategy=FPOOptimizerStrategy( overrides=FPOOptimizerStrategyOverrides( objective=FPOObjective( active=”active_example”, terms={ “Disable”: “Disable”, }, ), constraints={ “Disable”: “Disable”, }, alpha=”alpha_example”, transaction_cost=”transaction_cost_example”, ), id=”id_example”, ), optimization=Optimization( risk_model_date=”risk_model_date_example”, backtest_date=”backtest_date_example”, cashflow=”cashflow_example”, ), output_types=OptimizerOutputTypes( trades=OptimizerTradesList( identifier_type=”Asset”, include_cash=True, ), optimal=OptimizerOptimalHoldings( identifier_type=”Asset”, include_cash=True, exclude_zero=True, ), account=OptimalPortfolio( acct_name=”acct_name_example”, exclude_zero=True, archive_date=”archive_date_example”, if_acct_exists=”abort”, if_ofdb_date_exists=”abort”, ), stats={}, ), ), meta={}, ) # FPOOptimizationParametersRoot | Optimization Parameters (optional)

# example passing only required values which don't have defaults set
# and optional values
try:
    # Create and Run FPO optimization
    api_response = api_instance.post_and_optimize(x_fact_set_api_long_running_deadline=x_fact_set_api_long_running_deadline, cache_control=cache_control, fpo_optimization_parameters_root=fpo_optimization_parameters_root)
    pprint(api_response)
except fds.analyticsapi.engines.ApiException as e:
    print("Exception when calling FPOOptimizerApi->post_and_optimize: %s\n" % e) ```

Parameters

Name	Type	Description	Notes
x_fact_set_api_long_running_deadline	int	Long running deadline in seconds. Example value is set to 10s. Please update it as per requirement before triggering a calculation.	[optional]
cache_control	str	Standard HTTP header. Accepts max-stale.	[optional]
fpo_optimization_parameters_root	FPOOptimizationParametersRoot	Optimization Parameters	[optional]

Return type

A tuple with response data, HTTP status code and response headers.
Response datatype: (For 202 status - CalculationInfoRoot)(For 201 status - ObjectRoot)

Authorization

Basic, Bearer

HTTP request headers

Content-Type: application/json
Accept: application/json

HTTP response details

| Status code | Description | Response headers | |————-|————-|——————| 202 | Expected response, contains the poll URL in the Location header. | * Location - URL to poll for the resulting optimization
* X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 201 | Expected response, returns json if optimization is completed in a short span. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 400 | Invalid optimization parameters. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 404 | One or more optimization settings were unavailable. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 401 | Missing or invalid authentication. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
| 403 | User is forbidden with current credentials | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 415 | Missing/Invalid Content-Type header. Header needs to be set to application/json. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 429 | Rate limit reached. Cancel older requests using Cancel optimization endpoint or wait for older requests to finish/expire. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
* Retry-After - Time to wait in seconds before making a new request as the rate limit has reached.
| 500 | Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
| 503 | Request timed out. Retry the request in sometime. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
|

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put_and_optimize

ObjectRoot put_and_optimize(id)

Create or Update FPO optimization and run it.

This endpoint updates and run the FPO optimization specified in the PUT body parameters. It also allows the creation of new FPO optimization with custom id.

Example

Basic Authentication (Basic):
Bearer Authentication (Bearer): ```python import time import fds.analyticsapi.engines from fds.analyticsapi.engines.api import fpo_optimizer_api from fds.analyticsapi.engines.model.object_root import ObjectRoot from fds.analyticsapi.engines.model.calculation_info_root import CalculationInfoRoot from fds.analyticsapi.engines.model.client_error_response import ClientErrorResponse from fds.analyticsapi.engines.model.fpo_optimization_parameters_root import FPOOptimizationParametersRoot from pprint import pprint
Defining the host is optional and defaults to https://api.factset.com

See configuration.py for a list of all supported configuration parameters.

configuration = fds.analyticsapi.engines.Configuration( host = “https://api.factset.com” )

The client must configure the authentication and authorization parameters

in accordance with the API server security policy.

Examples for each auth method are provided below, use the example that

satisfies your auth use case.

Configure HTTP basic authorization: Basic

configuration = fds.analyticsapi.engines.Configuration( username = ‘YOUR_USERNAME’, password = ‘YOUR_PASSWORD’ )

Configure Bearer authorization: Bearer

configuration = fds.analyticsapi.engines.Configuration( access_token = ‘YOUR_BEARER_TOKEN’ )

Enter a context with an instance of the API client

with fds.analyticsapi.engines.ApiClient(configuration) as api_client: # Create an instance of the API class api_instance = fpo_optimizer_api.FPOOptimizerApi(api_client) id = “id_example” # str | from url, provided from the location header in the Create and Run FPO optimization endpoint x_fact_set_api_long_running_deadline = 10 # int | Long running deadline in seconds. Example value is set to 10s. Please update it as per requirement before triggering a calculation. (optional) cache_control = “Cache-Control_example” # str | Standard HTTP header. Accepts max-stale. (optional) fpo_optimization_parameters_root = FPOOptimizationParametersRoot( data=FPOOptimizationParameters( account=FPOAccount( pa_document=PaDoc( id=”id_example”, ), id=”id_example”, overrides=OptimizerAccountOverrides( portfolio=”portfolio_example”, benchmark=”benchmark_example”, risk_model_id=”risk_model_id_example”, currency=”currency_example”, ), ), strategy=FPOOptimizerStrategy( overrides=FPOOptimizerStrategyOverrides( objective=FPOObjective( active=”active_example”, terms={ “Disable”: “Disable”, }, ), constraints={ “Disable”: “Disable”, }, alpha=”alpha_example”, transaction_cost=”transaction_cost_example”, ), id=”id_example”, ), optimization=Optimization( risk_model_date=”risk_model_date_example”, backtest_date=”backtest_date_example”, cashflow=”cashflow_example”, ), output_types=OptimizerOutputTypes( trades=OptimizerTradesList( identifier_type=”Asset”, include_cash=True, ), optimal=OptimizerOptimalHoldings( identifier_type=”Asset”, include_cash=True, exclude_zero=True, ), account=OptimalPortfolio( acct_name=”acct_name_example”, exclude_zero=True, archive_date=”archive_date_example”, if_acct_exists=”abort”, if_ofdb_date_exists=”abort”, ), stats={}, ), ), meta={}, ) # FPOOptimizationParametersRoot | Optimization Parameters (optional)

# example passing only required values which don't have defaults set
try:
    # Create or Update FPO optimization and run it.
    api_response = api_instance.put_and_optimize(id)
    pprint(api_response)
except fds.analyticsapi.engines.ApiException as e:
    print("Exception when calling FPOOptimizerApi->put_and_optimize: %s\n" % e)

# example passing only required values which don't have defaults set
# and optional values
try:
    # Create or Update FPO optimization and run it.
    api_response = api_instance.put_and_optimize(id, x_fact_set_api_long_running_deadline=x_fact_set_api_long_running_deadline, cache_control=cache_control, fpo_optimization_parameters_root=fpo_optimization_parameters_root)
    pprint(api_response)
except fds.analyticsapi.engines.ApiException as e:
    print("Exception when calling FPOOptimizerApi->put_and_optimize: %s\n" % e) ```

Parameters

Name	Type	Description	Notes
id	str	from url, provided from the location header in the Create and Run FPO optimization endpoint
x_fact_set_api_long_running_deadline	int	Long running deadline in seconds. Example value is set to 10s. Please update it as per requirement before triggering a calculation.	[optional]
cache_control	str	Standard HTTP header. Accepts max-stale.	[optional]
fpo_optimization_parameters_root	FPOOptimizationParametersRoot	Optimization Parameters	[optional]

Return type

A tuple with response data, HTTP status code and response headers.
Response datatype: (For 202 status - CalculationInfoRoot)(For 201 status - ObjectRoot)

Authorization

Basic, Bearer

HTTP request headers

Content-Type: application/json
Accept: application/json

HTTP response details

| Status code | Description | Response headers | |————-|————-|——————| 202 | Expected response, contains the poll URL in the Location header. | * Location - URL to poll for the resulting optimization
* X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 201 | Expected response, returns json if optimization is completed in a short span. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 400 | Invalid Optimization Parameters. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 404 | One or more optimization settings were unavailable. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 409 | Duplicate optimization exists with same parameters. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 401 | Missing or invalid authentication. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
| 403 | User is forbidden with current credentials | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 415 | Missing/Invalid Content-Type header. Header needs to be set to application/json. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
| 429 | Rate limit reached. Cancel older requests using Cancel optimization endpoint or wait for older requests to finish/expire. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
* X-FactSet-Api-RateLimit-Limit - Number of allowed requests for the time window.
* X-FactSet-Api-RateLimit-Remaining - Number of requests left for the time window.
* X-FactSet-Api-RateLimit-Reset - Number of seconds remaining till rate limit resets.
* Retry-After - Time to wait in seconds before making a new request as the rate limit has reached.
| 500 | Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
| 503 | Request timed out. Retry the request in sometime. | * X-DataDirect-Request-Key - FactSet's request key header.
* X-FactSet-Api-Request-Key - Key to uniquely identify an Analytics API request. Only available after successful authentication.
|

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fds.analyticsapi.engines.FPOOptimizerApi

cancel_optimization_by_id

Example

Defining the host is optional and defaults to https://api.factset.com

See configuration.py for a list of all supported configuration parameters.

The client must configure the authentication and authorization parameters

in accordance with the API server security policy.

Examples for each auth method are provided below, use the example that

satisfies your auth use case.

Configure HTTP basic authorization: Basic

Configure Bearer authorization: Bearer

Enter a context with an instance of the API client

Parameters

Return type

Authorization

HTTP request headers

HTTP response details

get_optimization_parameters

Example

Defining the host is optional and defaults to https://api.factset.com

See configuration.py for a list of all supported configuration parameters.

The client must configure the authentication and authorization parameters

in accordance with the API server security policy.

Examples for each auth method are provided below, use the example that

satisfies your auth use case.

Configure HTTP basic authorization: Basic

Configure Bearer authorization: Bearer

Enter a context with an instance of the API client

Parameters

Return type

Authorization

HTTP request headers

HTTP response details

get_optimization_result

Example

Defining the host is optional and defaults to https://api.factset.com

See configuration.py for a list of all supported configuration parameters.

The client must configure the authentication and authorization parameters

in accordance with the API server security policy.

Examples for each auth method are provided below, use the example that

satisfies your auth use case.

Configure HTTP basic authorization: Basic

Configure Bearer authorization: Bearer

Enter a context with an instance of the API client

Parameters

Return type

Authorization

HTTP request headers

HTTP response details

get_optimization_status_by_id

Example

Defining the host is optional and defaults to https://api.factset.com

See configuration.py for a list of all supported configuration parameters.

The client must configure the authentication and authorization parameters

in accordance with the API server security policy.

Examples for each auth method are provided below, use the example that

satisfies your auth use case.

Configure HTTP basic authorization: Basic

Configure Bearer authorization: Bearer

Enter a context with an instance of the API client

Parameters

Return type

Authorization

HTTP request headers

HTTP response details

post_and_optimize

Example

Defining the host is optional and defaults to https://api.factset.com

See configuration.py for a list of all supported configuration parameters.

The client must configure the authentication and authorization parameters

in accordance with the API server security policy.

Examples for each auth method are provided below, use the example that

satisfies your auth use case.

Configure HTTP basic authorization: Basic

Configure Bearer authorization: Bearer

Enter a context with an instance of the API client

Parameters

Return type

Authorization

HTTP request headers