public void OptimizerWorkflow_Should_Succeed_When_GivenValidInputs()
{
const string strategyId = "CLIENT:/Aapi/Optimizers/BPMAPISIMPLE";
const string accountId = "BENCH:SP50";
const string riskModelDate = "09/01/2008";
var bpmStrategy = new BPMOptimizerStrategy(null, strategyId);
var bpmAccount = new OptimizerAccount(accountId);
var optimization = new BPMOptimization(riskModelDate, backtestDate: "09/01/2008");
var tradesList = new OptimizerTradesList(OptimizerTradesList.IdentifierTypeEnum.Asset, false);
var outputTypes = new OptimizerOutputTypes(tradesList);
var bpmCalculationParameters = new BPMOptimizationParameters(bpmStrategy, optimization, bpmAccount, outputTypes);
var bpmCalculationParametersRoot = new BPMOptimizationParametersRoot(bpmCalculationParameters);
Console.WriteLine(JsonConvert.SerializeObject(bpmCalculationParametersRoot));
try
{
var postAndOptimizeHttpResponse =
bpmOptimizerApi.PostAndOptimizeWithHttpInfo(bPMOptimizationParametersRoot: bpmCalculationParametersRoot);
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 = bpmOptimizerApi.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 = bpmOptimizerApi.GetOptimizationResultWithHttpInfo(optimizationId);
getResultResponse.StatusCode.Should().Be(HttpStatusCode.OK);
getResultResponse.Data.Should().NotBeNull();
break;
case HttpStatusCode.Created:
break;
}
}
catch (Exception e)
{
Console.WriteLine(e);
}
}
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;
}
}