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AkankshaAcharyaAkankshaAcharya
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feat(example): code snippets (#39)
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‎examples/pom.xml‎

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</dependency>
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<dependency>
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<groupId>com.factset.protobuf</groupId>
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<artifactId>stach</artifactId>
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<artifactId>stach.v2</artifactId>
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<version>${stach-version}</version>
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</dependency>
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<dependency>
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<groupId>com.factset.protobuf</groupId>
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<artifactId>stachextensions</artifactId>
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<version>1.0.0</version>
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</dependency>
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<!-- @Nullable annotation -->
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<dependency>
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<groupId>com.google.code.findbugs</groupId>
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</dependency>
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<!-- Uncomment the below lines to use a proxy server -->
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<!-- <dependency>
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<dependency>
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<groupId>org.glassfish.jersey.connectors</groupId>
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<artifactId>jersey-apache-connector</artifactId>
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<version>${jersey-version}</version>
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</dependency> -->
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</dependency>
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<!-- JSON processing: jackson -->
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<dependency>
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</dependency>
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<dependency>
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<scope>system</scope>
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<systemPath>${project.basedir}/../auto-generated-sdk/target/engines-sdk-4.0.0.jar</systemPath>
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<systemPath>${project.basedir}/../auto-generated-sdk/target/engines-sdk-5.0.0.jar</systemPath>
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<groupId>com.factset.analyticsapi</groupId>
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<artifactId>engines-sdk</artifactId>
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<version>${engines-sdk-version}</version>
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</dependency>
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</dependencies>
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<properties>
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<project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
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<jersey-version>2.27</jersey-version>
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<jackson-version>2.10.3</jackson-version>
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<jackson-databind-version>2.10.3</jackson-databind-version>
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<jersey-version>2.30.1</jersey-version>
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<jackson-version>2.10.5</jackson-version>
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<jackson-databind-version>2.10.5.1</jackson-databind-version>
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<jackson-databind-nullable-version>0.2.1</jackson-databind-nullable-version>
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<jsr305-version>3.0.2</jsr305-version>
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<threetenbp-version>2.9.10</threetenbp-version>
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<migbase64-version>2.2</migbase64-version>
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<protobuf-version>3.6.1</protobuf-version>
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<stach-version>1.1.1</stach-version>
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<engines-sdk-version>4.0.0</engines-sdk-version>
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<protobuf-version>3.12.2</protobuf-version>
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<stach-version>1.0.0</stach-version>
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<engines-sdk-version>5.0.0</engines-sdk-version>
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<poi-ooxml-version>4.0.1</poi-ooxml-version>
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</properties>
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</project>

‎examples/src/examples/AxpInteractiveOptimizerEngineExample.java‎

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package examples;
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import java.io.File;
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import java.io.FileOutputStream;
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import java.util.List;
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import java.util.Map;
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import java.util.UUID;
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import javax.ws.rs.client.ClientBuilder;
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import org.apache.poi.xssf.usermodel.XSSFCell;
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import org.apache.poi.xssf.usermodel.XSSFRow;
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import org.apache.poi.xssf.usermodel.XSSFSheet;
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import org.apache.poi.xssf.usermodel.XSSFWorkbook;
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import org.glassfish.jersey.apache.connector.ApacheConnectorProvider;
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import org.glassfish.jersey.client.ClientProperties;
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import com.factset.protobuf.stach.extensions.RowStachExtensionBuilder;
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import com.factset.protobuf.stach.extensions.StachExtensionFactory;
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import com.factset.protobuf.stach.extensions.models.StachVersion;
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import com.factset.protobuf.stach.extensions.models.TableData;
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import com.fasterxml.jackson.core.JsonProcessingException;
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import com.fasterxml.jackson.databind.JsonNode;
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import com.fasterxml.jackson.databind.ObjectMapper;
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import factset.analyticsapi.engines.ApiClient;
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import factset.analyticsapi.engines.ApiException;
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import factset.analyticsapi.engines.ApiResponse;
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import factset.analyticsapi.engines.api.AxpOptimizerApi;
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import factset.analyticsapi.engines.models.AxiomaEquityOptimizationParameters;
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import factset.analyticsapi.engines.models.AxiomaEquityOptimizationParametersRoot;
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import factset.analyticsapi.engines.models.AxiomaEquityOptimizerStrategy;
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import factset.analyticsapi.engines.models.ObjectRoot;
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import factset.analyticsapi.engines.models.Optimization;
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import factset.analyticsapi.engines.models.OptimizerAccount;
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import factset.analyticsapi.engines.models.OptimizerOptimalHoldings;
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import factset.analyticsapi.engines.models.OptimizerOutputTypes;
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import factset.analyticsapi.engines.models.OptimizerTradesList;
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import factset.analyticsapi.engines.models.OptimizerTradesList.IdentifierTypeEnum;
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public class AxpInteractiveOptimizerEngineExample {
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private static FdsApiClient apiClient = null;
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private static String BASE_PATH = "https://api.factset.com";
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private static String USERNAME = "<username-serial>";
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private static String PASSWORD = "<apiKey>";
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private static String AXIOMA_ACCOUNT_ID = "CLIENT:/OPTIMIZER/IBM.ACCT";
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private static String OPTIMIZATION_DATE = "09/01/2020";
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private static String OPTIMIZATION_CASHFLOW = "0";
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private static String STRATEGY_ID = "Client:/Optimizer/CN_TEST";
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private static IdentifierTypeEnum TRADES_ID_TYPE = IdentifierTypeEnum.ASSET;
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private static Boolean INCLUDE_CASH = false;
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private static Boolean EXCLUDE_ZERO = false;
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private static Integer DEADLINE_HEADER_VALUE = 20;
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public static void main(String[] args) throws InterruptedException, JsonProcessingException {
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try{
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AxpOptimizerApi apiInstance = new AxpOptimizerApi(getApiClient());
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AxiomaEquityOptimizationParameters axpItem = new AxiomaEquityOptimizationParameters();
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OptimizerAccount accountId = new OptimizerAccount();
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accountId.setId(AXIOMA_ACCOUNT_ID);
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Optimization optimization = new Optimization();
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optimization.setBacktestDate(OPTIMIZATION_DATE);
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optimization.setRiskModelDate(OPTIMIZATION_DATE);
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optimization.setCashflow(OPTIMIZATION_CASHFLOW);
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AxiomaEquityOptimizerStrategy strategy = new AxiomaEquityOptimizerStrategy();
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strategy.setId(STRATEGY_ID);
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OptimizerOutputTypes optOutputTypes = new OptimizerOutputTypes();
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OptimizerTradesList tradesList = new OptimizerTradesList();
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tradesList.setIdentifierType(TRADES_ID_TYPE);
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tradesList.setIncludeCash(INCLUDE_CASH);
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optOutputTypes.setTrades(tradesList);
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// OptimizerOptimalHoldings optimal = new OptimizerOptimalHoldings();
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// optimal.setIdentifierType(OptimizerOptimalHoldings.IdentifierTypeEnum.ASSET);
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// optimal.setIncludeCash(INCLUDE_CASH);
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// optimal.setExcludeZero(EXCLUDE_ZERO);
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// optOutputTypes.setOptimal(optimal);
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axpItem.setAccount(accountId);
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axpItem.setOptimization(optimization);
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axpItem.setStrategy(strategy);
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axpItem.setOutputTypes(optOutputTypes);
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AxiomaEquityOptimizationParametersRoot axpOptimizerParam = new AxiomaEquityOptimizationParametersRoot();
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axpOptimizerParam.setData(axpItem);
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ApiResponse<Object> response = apiInstance.postAndOptimizeWithHttpInfo(DEADLINE_HEADER_VALUE, "max-stale=0", axpOptimizerParam);
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Map<String, List<String>> headers = response.getHeaders();
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Object result = null;
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switch(response.getStatusCode()) {
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case 201: // Calculation completed
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System.out.println("Calculation successful!!!");
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result = ((ObjectRoot)response.getData()).getData();
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headers = response.getHeaders();
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break;
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case 202:
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String[] locationList = headers.get("Location").get(0).split("/");
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String requestId = locationList[locationList.length - 2];
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do {
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response = apiInstance.getOptimizationStatusByIdWithHttpInfo(requestId);
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headers = response.getHeaders();
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List<String> cacheControl = headers.get("Cache-Control");
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if (cacheControl != null) {
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int maxAge = Integer.parseInt(cacheControl.get(0).replace("max-age=", ""));
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System.out.println("Sleeping for: " + maxAge + " seconds");
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Thread.sleep(maxAge * 1000L);
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} else {
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System.out.println("Sleeping for: 2 seconds");
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Thread.sleep(2 * 1000L);
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}
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} while(response.getStatusCode() == 202);
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System.out.println("Calculation successful!!!");
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// Get Calculation Result
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String[] location = headers.get("Location").get(0).split("/");
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String id = location[location.length - 2];
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ApiResponse<ObjectRoot> resultResponse = apiInstance.getOptimizationResultWithHttpInfo(id);
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result = resultResponse.getData().getData();
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break;
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}
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List<TableData> tables = null;
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try {
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ObjectMapper mapper = new ObjectMapper();
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String jsonString = mapper.writeValueAsString(result);
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JsonNode jsonObject = mapper.readTree(jsonString);
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RowStachExtensionBuilder stachExtensionBuilder = StachExtensionFactory.getRowOrganizedBuilder(StachVersion.V2);
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stachExtensionBuilder.addTable("tradesTable", jsonObject.get("trades"));
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// stachExtensionBuilder.addTable("optimalTable", jsonObject.get("optimal"));
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tables = stachExtensionBuilder.build().convertToTable();
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} catch(Exception e) {
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System.out.println(e.getMessage());
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e.printStackTrace();
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}
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ObjectMapper mapper = new ObjectMapper();
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String json = mapper.writeValueAsString(tables);
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System.out.println(json); // Prints the result in 2D table format.
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// Uncomment the following line to generate an Excel file
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// generateExcel(tables);
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} catch (ApiException e) {
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handleException("AxpOptimizerEngineExample#Main", e);
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}
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}
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private static void generateExcel(List<TableData> tableList) {
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for(TableData table : tableList) {
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writeDataToExcel(table, UUID.randomUUID().toString() + ".xlsv");
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}
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}
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private static void writeDataToExcel(TableData table, String fileLocation) {
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XSSFWorkbook workbook = new XSSFWorkbook();
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XSSFSheet sheet = workbook.createSheet("Calculation Report");
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int rowsSize = table.getRows().size();
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for (int rowIndex = 0; rowIndex < rowsSize; rowIndex++) {
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XSSFRow xsswRow = sheet.createRow(rowIndex);
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List<String> cells = table.getRows().get(rowIndex).getCells();
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for (int cellIndex = 0; cellIndex < cells.size(); cellIndex++) {
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XSSFCell xssfCell = xsswRow.createCell(cellIndex);
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xssfCell.setCellValue(cells.get(cellIndex));
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}
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}
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try {
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FileOutputStream fileStream = new FileOutputStream(new File(fileLocation));
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workbook.write(fileStream);
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fileStream.close();
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workbook.close();
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} catch (Exception e) {
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System.err.println("Failed to write data to excel");
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e.printStackTrace();
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}
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}
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private static class FdsApiClient extends ApiClient
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{
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// Uncomment the below lines to use a proxy server
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/*@Override
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protected void customizeClientBuilder(ClientBuilder clientBuilder) {
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clientConfig.property( ClientProperties.PROXY_URI, "http://127.0.0.1:8866" );
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clientConfig.connectorProvider( new ApacheConnectorProvider() );
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}*/
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}
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private static FdsApiClient getApiClient() {
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if (apiClient != null) {
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return apiClient;
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}
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apiClient = new FdsApiClient();
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apiClient.setConnectTimeout(30000);
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apiClient.setReadTimeout(30000);
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apiClient.setBasePath(BASE_PATH);
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apiClient.setUsername(USERNAME);
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apiClient.setPassword(PASSWORD);
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return apiClient;
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}
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private static void handleException(String method, ApiException e) {
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System.err.println("Exception when calling " + method);
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if (e.getResponseHeaders() != null && e.getResponseHeaders().containsKey("x-datadirect-request-key")) {
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System.out.println("x-datadirect-request-key: " + e.getResponseHeaders().get("x-datadirect-request-key").get(0));
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}
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System.out.println("Status code: " + e.getCode());
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System.out.println("Reason: " + e.getClientErrorResponse());
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e.printStackTrace();
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}
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}

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