Beispiel #1
0
        public void OptimizerWorkflow_Should_Succeed_When_GivenValidInputs()
        {
            const string strategyId    = "Client:/Optimizer/TAXTEST";
            const string accountId     = "BENCH:SP50";
            const string riskModelDate = "09/01/2020";
            const string backtestDate  = "09/01/2020";
            var          axpStrategy   = new AxiomaEquityOptimizerStrategy(null, strategyId);
            var          axpAccount    = new OptimizerAccount(accountId);
            var          optimization  = new Optimization(riskModelDate, backtestDate);
            var          tradesList    = new OptimizerTradesList(OptimizerTradesList.IdentifierTypeEnum.SedolChk, false);
            var          outputTypes   = new OptimizerOutputTypes(tradesList);

            var axpCalculationParameters    = new AxiomaEquityOptimizationParameters(axpStrategy, axpAccount, optimization, outputTypes);
            var axpCalculationParameterRoot = new AxiomaEquityOptimizationParametersRoot(axpCalculationParameters);

            var postAndOptimizeHttpResponse = axpOptimizerApi.PostAndOptimizeWithHttpInfo(axiomaEquityOptimizationParametersRoot: axpCalculationParameterRoot);

            postAndOptimizeHttpResponse.StatusCode
            .Should()
            .Match <HttpStatusCode>(c => c == HttpStatusCode.Created || c == HttpStatusCode.Accepted);

            switch (postAndOptimizeHttpResponse.StatusCode)
            {
            case HttpStatusCode.Accepted:
                var  optimizationId = postAndOptimizeHttpResponse.Headers["X-Factset-Api-Calculation-Id"].First();
                bool shouldPoll;
                do
                {
                    var pollingResponse = axpOptimizerApi.GetOptimizationStatusByIdWithHttpInfo(optimizationId);
                    pollingResponse.StatusCode
                    .Should()
                    .Match <HttpStatusCode>(c => c == HttpStatusCode.Created || c == HttpStatusCode.Accepted);

                    if (pollingResponse.StatusCode == HttpStatusCode.Created)
                    {
                        break;
                    }

                    shouldPoll = pollingResponse.StatusCode == HttpStatusCode.Accepted;

                    if (pollingResponse.Headers.ContainsKey("Cache-Control"))
                    {
                        var maxAge = pollingResponse.Headers["Cache-Control"][0];
                        if (string.IsNullOrWhiteSpace(maxAge))
                        {
                            Console.WriteLine("Sleeping for 2 seconds");
                            // Sleep for at least 2 seconds.
                            Thread.Sleep(2000);
                        }
                        else
                        {
                            var age = int.Parse(maxAge.Replace("max-age=", ""));
                            Console.WriteLine($"Sleeping for {age} seconds");
                            Thread.Sleep(age * 1000);
                        }
                    }
                } while (shouldPoll);

                var getResultResponse = axpOptimizerApi.GetOptimizationResultWithHttpInfo(optimizationId);
                getResultResponse.StatusCode.Should().Be(HttpStatusCode.OK);
                getResultResponse.Data.Should().NotBeNull();
                break;

            case HttpStatusCode.Created:
                break;
            }
        }
Beispiel #2
0
        public static void Main(string[] args)
        {
            try
            {
                const string strategyId    = "Client:/Optimizer/TAXTEST";
                const string accountId     = "BENCH:SP50";
                const string riskModelDate = "09/01/2020";
                const string backtestDate  = "09/01/2020";
                var          axpStrategy   = new AxiomaEquityOptimizerStrategy(null, strategyId);
                var          axpAccount    = new OptimizerAccount(accountId);
                var          optimization  = new Optimization(riskModelDate, backtestDate);
                var          tradesList    = new OptimizerTradesList(OptimizerTradesList.IdentifierTypeEnum.SedolChk, false);
                var          outputTypes   = new OptimizerOutputTypes(tradesList);

                var axpCalculationParameters =
                    new AxiomaEquityOptimizationParameters(axpStrategy, axpAccount, optimization, outputTypes);
                var axpCalculationParameterRoot = new AxiomaEquityOptimizationParametersRoot(axpCalculationParameters);

                var axpOptimizerApi = new AXPOptimizerApi(GetApiConfiguration());

                var calculationResponse = axpOptimizerApi.PostAndOptimizeWithHttpInfo(null, null, axpCalculationParameterRoot);
                // Comment the above line and uncomment the below lines to add cache control configuration. Results are by default cached for 12 hours; Setting max-stale=300 will fetch a cached result which is at max 5 minutes older.
                //var cacheControl = "max-stale=300";
                //var calculationResponse = axpOptimizerApi.PostAndOptimizeWithHttpInfo(null, cacheControl, axpCalculationParameterRoot);

                switch (calculationResponse.StatusCode)
                {
                case HttpStatusCode.Created:
                    var result = (ObjectRoot)calculationResponse.Data;
                    PrintResult(result);
                    return;

                case HttpStatusCode.Accepted:
                    var calculationStatus = (CalculationInfoRoot)calculationResponse.Data;
                    var optimizationId    = calculationStatus.Data.CalculationId;
                    Console.WriteLine("Optimization Id: " + optimizationId);
                    var optimizationStatusResponse =
                        axpOptimizerApi.GetOptimizationStatusByIdWithHttpInfo(optimizationId);
                    var continuePolling = optimizationStatusResponse.StatusCode == HttpStatusCode.Accepted;
                    while (continuePolling)
                    {
                        if (optimizationStatusResponse.StatusCode == HttpStatusCode.Accepted)
                        {
                            if (optimizationStatusResponse.Headers.ContainsKey("Cache-Control"))
                            {
                                var maxAge = optimizationStatusResponse.Headers["Cache-Control"][0];
                                if (string.IsNullOrWhiteSpace(maxAge))
                                {
                                    Console.WriteLine("Sleeping for 2 seconds");
                                    // Sleep for at least 2 seconds.
                                    Thread.Sleep(2000);
                                }
                                else
                                {
                                    var age = int.Parse(maxAge.Replace("max-age=", ""));
                                    Console.WriteLine($"Sleeping for {age} seconds");
                                    Thread.Sleep(age * 1000);
                                }
                            }

                            optimizationStatusResponse =
                                axpOptimizerApi.GetOptimizationStatusByIdWithHttpInfo(optimizationId);
                        }
                        else
                        {
                            continuePolling = false;
                        }
                    }

                    if (optimizationStatusResponse.StatusCode == HttpStatusCode.Created)
                    {
                        Console.WriteLine("Optimization Id: " + optimizationId + " succeeded!");
                        PrintResult((ObjectRoot)optimizationStatusResponse.Data);
                    }
                    else
                    {
                        Console.WriteLine("Optimization Id: " + optimizationId + " failed!");
                        Console.WriteLine("Error message: " + optimizationStatusResponse.ErrorText);
                    }

                    break;
                }
            }
            catch (ApiException e)
            {
                Console.WriteLine($"Status Code: {e.ErrorCode}");
                Console.WriteLine($"Reason : {e.Message}");
                Console.WriteLine(e.StackTrace);
            }
            catch (Exception e)
            {
                Console.WriteLine(e);
                throw;
            }
        }