Open:Risk client library for Python

Project description

Open:Risk client library for Python

Service to calculate parametric linear risk statistics and generate risk model asset identifier mappings.

This Python package is automatically generated by the OpenAPI Generator project:

API version: 1.26.0
SDK version: 4.0.2
Build package: org.openapitools.codegen.languages.PythonClientCodegen

For more information, please visit https://developer.factset.com/contact

Requirements

Python >= 3.7

Installation

Poetry

poetry add fds.sdk.utils fds.sdk.OpenRisk==4.0.2

pip

pip install fds.sdk.utils fds.sdk.OpenRisk==4.0.2

Usage

Generate authentication credentials.
Setup Python environment.
1. Install and activate python 3.7+. If you're using pyenv:
```
pyenv install 3.9.7
pyenv shell 3.9.7
```
2. (optional) Install poetry.
Install dependencies.
Run the following:

[!IMPORTANT] The parameter variables defined below are just examples and may potentially contain non valid values. Please replace them with valid values.

Example Code

from fds.sdk.utils.authentication import ConfidentialClient

import fds.sdk.OpenRisk
from fds.sdk.OpenRisk.api import about_api
from fds.sdk.OpenRisk.models import *
from dateutil.parser import parse as dateutil_parser
from pprint import pprint

# See configuration.py for a list of all supported configuration parameters.

# Examples for each supported authentication method are below,
# choose one that satisfies your use case.

# (Preferred) OAuth 2.0: FactSetOAuth2
# See https://github.com/FactSet/enterprise-sdk#oauth-20
# for information on how to create the app-config.json file
#
# The confidential client instance should be reused in production environments.
# See https://github.com/FactSet/enterprise-sdk-utils-python#authentication
# for more information on using the ConfidentialClient class
configuration = fds.sdk.OpenRisk.Configuration(
    fds_oauth_client=ConfidentialClient('/path/to/app-config.json')
)

# Basic authentication: FactSetApiKey
# See https://github.com/FactSet/enterprise-sdk#api-key
# for information how to create an API key
# configuration = fds.sdk.OpenRisk.Configuration(
#     username='USERNAME-SERIAL',
#     password='API-KEY'
# )

# Enter a context with an instance of the API client
with fds.sdk.OpenRisk.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = about_api.AboutApi(api_client)

    try:
        # Get health of service
        # example, this endpoint has no required or optional parameters
        api_response = api_instance.health_status()

        pprint(api_response)
    except fds.sdk.OpenRisk.ApiException as e:
        print("Exception when calling AboutApi->health_status: %s\n" % e)

    # # Get response, http status code and response headers
    # try:
    #     # Get health of service
    #     # example, this endpoint has no required or optional parameters
    #     api_response, http_status_code, response_headers = api_instance.health_status_with_http_info()


    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.OpenRisk.ApiException as e:
    #     print("Exception when calling AboutApi->health_status: %s\n" % e)

    # # Get response asynchronous
    # try:
    #     # Get health of service
    #     # example, this endpoint has no required or optional parameters
    #     async_result = api_instance.health_status_async()
    #     api_response = async_result.get()


    #     pprint(api_response)
    # except fds.sdk.OpenRisk.ApiException as e:
    #     print("Exception when calling AboutApi->health_status: %s\n" % e)

    # # Get response, http status code and response headers asynchronous
    # try:
    #     # Get health of service
    #     # example, this endpoint has no required or optional parameters
    #     async_result = api_instance.health_status_with_http_info_async()
    #     api_response, http_status_code, response_headers = async_result.get()


    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.OpenRisk.ApiException as e:
    #     print("Exception when calling AboutApi->health_status: %s\n" % e)

Using Pandas

To convert an API response to a Pandas DataFrame, it is necessary to transform it first to a dictionary.

import pandas as pd

response_dict = api_response.to_dict()['data']

simple_json_response = pd.DataFrame(response_dict)
nested_json_response = pd.json_normalize(response_dict)

Debugging

The SDK uses the standard library logging module.

Setting debug to True on an instance of the Configuration class sets the log-level of related packages to DEBUG and enables additional logging in Pythons HTTP Client.

Note: This prints out sensitive information (e.g. the full request and response). Use with care.

import logging
import fds.sdk.OpenRisk

logging.basicConfig(level=logging.DEBUG)

configuration = fds.sdk.OpenRisk.Configuration(...)
configuration.debug = True

Configure a Proxy

You can pass proxy settings to the Configuration class:

proxy: The URL of the proxy to use.
proxy_headers: a dictionary to pass additional headers to the proxy (e.g. Proxy-Authorization).

import fds.sdk.OpenRisk

configuration = fds.sdk.OpenRisk.Configuration(
    # ...
    proxy="http://secret:password@localhost:5050",
    proxy_headers={
        "Custom-Proxy-Header": "Custom-Proxy-Header-Value"
    }
)

Custom SSL Certificate

TLS/SSL certificate verification can be configured with the following Configuration parameters:

ssl_ca_cert: a path to the certificate to use for verification in PEM format.
verify_ssl: setting this to False disables the verification of certificates. Disabling the verification is not recommended, but it might be useful during local development or testing.

import fds.sdk.OpenRisk

configuration = fds.sdk.OpenRisk.Configuration(
    # ...
    ssl_ca_cert='/path/to/ca.pem'
)

Request Retries

In case the request retry behaviour should be customized, it is possible to pass a urllib3.Retry object to the retry property of the Configuration.

from urllib3 import Retry
import fds.sdk.OpenRisk

configuration = fds.sdk.OpenRisk.Configuration(
    # ...
)

configuration.retries = Retry(total=3, status_forcelist=[500, 502, 503, 504])

Documentation for API Endpoints

All URIs are relative to https://api.factset.com/analytics/openrisk/linear/v1

Class	Method	HTTP request	Description
AboutApi	health_status	GET /health	Get health of service
AboutApi	list_risk_models	GET /riskmodels	Get available risk models
AboutApi	risk_model_metadata	GET /riskmodels/{modelCode}	Get risk model details
AboutApi	stats	GET /stats	Get available risk statistics details
AboutApi	stats_names_only	GET /stats-names-only	Get available risk statistics names
OperationsApi	calculate_from_holdings	POST /calculate/from-holdings	Calculate risk statistics
OperationsApi	generate_id_mapping	POST /generate/id-mapping	Generate risk model ID mapping

Documentation For Models

Documentation For Authorization

FactSetApiKey

Type: HTTP basic authentication

FactSetOAuth2

Type: OAuth
Flow: application
Authorization URL:
Scopes: N/A

Notes for Large OpenAPI documents

If the OpenAPI document is large, imports in fds.sdk.OpenRisk.apis and fds.sdk.OpenRisk.models may fail with a RecursionError indicating the maximum recursion limit has been exceeded. In that case, there are a couple of solutions:

Solution 1: Use specific imports for apis and models like:

from fds.sdk.OpenRisk.api.default_api import DefaultApi
from fds.sdk.OpenRisk.model.pet import Pet

Solution 2: Before importing the package, adjust the maximum recursion limit as shown below:

import sys
sys.setrecursionlimit(1500)
import fds.sdk.OpenRisk
from fds.sdk.OpenRisk.apis import *
from fds.sdk.OpenRisk.models import *

Contributing

Please refer to the contributing guide.

Copyright

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.

Project details

Release history Release notifications | RSS feed

This version

4.0.2

Nov 1, 2024

4.0.1

Aug 22, 2024

4.0.0

Aug 5, 2024

2.0.2

Jun 26, 2024

2.0.1

Jun 26, 2024

2.0.0

Jun 17, 2024

1.3.2

May 2, 2024

1.3.1

Apr 8, 2024

1.3.0

Feb 29, 2024

1.2.0

Nov 12, 2023

1.1.7

Oct 25, 2023

1.1.6

Aug 30, 2023

1.1.5

Jun 6, 2023

1.1.4

May 17, 2023

1.1.3

May 12, 2023

1.1.2

May 11, 2023

1.1.1

Feb 24, 2023

1.1.0

Jan 18, 2023

1.0.0

Dec 21, 2022

0.21.3

Dec 13, 2022

0.21.2

Nov 29, 2022

0.21.1

Aug 31, 2022

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

fds.sdk.OpenRisk-4.0.2.tar.gz (90.2 kB view hashes)

Uploaded Nov 1, 2024 Source

Built Distribution

fds.sdk.OpenRisk-4.0.2-py3-none-any.whl (265.5 kB view hashes)

Uploaded Nov 1, 2024 Python 3

Hashes for fds.sdk.OpenRisk-4.0.2.tar.gz

Hashes for fds.sdk.OpenRisk-4.0.2.tar.gz
Algorithm	Hash digest
SHA256	`979edccb1618b164bcc353747a8b0edf13e865d0c5347eac33fcebce78a200b6`
MD5	`dc5784afffd2abceeb4dfbd42c892640`
BLAKE2b-256	`b7c46e67e25155e2d62e6631db35629add21f10865e86faa2e79c45db0bdfb95`

Hashes for fds.sdk.OpenRisk-4.0.2-py3-none-any.whl

Hashes for fds.sdk.OpenRisk-4.0.2-py3-none-any.whl
Algorithm	Hash digest
SHA256	`cc85f36102392eeaf7fe8bc62fbc79edd097f51577ccdf620c6160e110a1e1eb`
MD5	`552bb9f409c3de593b1dd4d7d95a18d9`
BLAKE2b-256	`3bbc338d206a5bdb3d7d626b26bf01c51b12aff3ee924555d0f427c8e32ec347`