private ApiResponse <object> RunCalculation()
{
var oneOfQuantUniverse = new OneOfQuantUniverse(new QuantScreeningExpressionUniverse("ISON_DOW", QuantScreeningExpressionUniverse.UniverseTypeEnum.Equity, "TICKER", QuantScreeningExpressionUniverse.SourceEnum.ScreeningExpressionUniverse));
var oneOfQuantDates = new OneOfQuantDates(new QuantFdsDate("0", "-5D", QuantFdsDate.SourceEnum.FdsDate, "D", "FIVEDAY"));
var oneOfQuantFormulases = new List <OneOfQuantFormulas>()
{
new OneOfQuantFormulas(new QuantScreeningExpression("P_PRICE", "Price (SCR)", QuantScreeningExpression.SourceEnum.ScreeningExpression)),
new OneOfQuantFormulas(new QuantFqlExpression("P_PRICE", "Price (SCR)", QuantFqlExpression.SourceEnum.FqlExpression))
};
var quantCalculation = new QuantCalculationParameters(universe: oneOfQuantUniverse, dates: oneOfQuantDates, formulas: oneOfQuantFormulases);
var quantCalculationsMeta = new QuantCalculationMeta(format: QuantCalculationMeta.FormatEnum.Feather);
var calculationParameters = new QuantCalculationParametersRoot
{
Data = new Dictionary <string, QuantCalculationParameters> {
{ "1", quantCalculation }
},
Meta = quantCalculationsMeta
};
var response = calculationsApi.PostAndCalculateWithHttpInfo("max-stale=0", calculationParameters);
return(response);
}
private static QuantCalculationParametersRoot GetQuantCalculationParameters()
{
var universe = new OneOfQuantUniverse(new QuantScreeningExpressionUniverse(universeExpr: "ISON_DOW", universeType: QuantScreeningExpressionUniverse.UniverseTypeEnum.Equity, securityExpr: "TICKER", source: QuantScreeningExpressionUniverse.SourceEnum.ScreeningExpressionUniverse));
var dates = new OneOfQuantDates(new QuantFdsDate(startDate: "0", endDate: "-5D", source: QuantFdsDate.SourceEnum.FdsDate, frequency: "D", calendar: "FIVEDAY"));
var formulas = new List <OneOfQuantFormulas>()
{
new OneOfQuantFormulas(new QuantScreeningExpression(expr: "P_PRICE", name: "Price (SCR)", source: QuantScreeningExpression.SourceEnum.ScreeningExpression)),
new OneOfQuantFormulas(new QuantFqlExpression(expr: "P_PRICE", name: "Price (SCR)", source: QuantFqlExpression.SourceEnum.FqlExpression))
};
var quantCalculation = new QuantCalculationParameters(universe: universe, dates: dates, formulas: formulas);
var quantCalculationsMeta = new QuantCalculationMeta(format: QuantCalculationMeta.FormatEnum.Feather);
var calculationParameters = new QuantCalculationParametersRoot
{
Data = new Dictionary <string, QuantCalculationParameters> {
{ "1", quantCalculation }
},
Meta = quantCalculationsMeta
};
return(calculationParameters);
}