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 calculationParameters = new QuantCalculationParametersRoot { Data = new Dictionary <string, QuantCalculationParameters> { { "1", quantCalculation } } }; return(calculationParameters); }