fds.sdk.OPENOPTIMIZER 0.0.1

OPEN:OPTIMIZER client library for Python

OPEN:OPTIMIZER client library for Python

The Open:Optimizer API provides the ability to trigger portfolio optimizations using any of the optimizers available on FactSet, including the FactSet Portfolio Optimizer, Axioma Portfolio Optimizer (equity or fixed income), Barra Portfolio Manager, and Northfield Portfolio Optimizer. Endpoints are available to initiate optimizations and view results, as well as retrieve document names and related metadata. API access is available with a subscription to an optimizer application. This API is intended to complement, not replace, the optimizer applications on FactSet. All strategies must still be created using the corresponding GUI applications on FactSet Workstation.

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

• API version: 1.0.0
• SDK version: 0.0.1
• 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.OPENOPTIMIZER==0.0.1

pip

pip install fds.sdk.utils fds.sdk.OPENOPTIMIZER==0.0.1

Usage

1. Generate authentication credentials.
2. 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.

3. Install dependencies.
4. 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.OPENOPTIMIZER
from fds.sdk.OPENOPTIMIZER.api import axioma_equity_portfolio_optimizer_api
from fds.sdk.OPENOPTIMIZER.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.OPENOPTIMIZER.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.OPENOPTIMIZER.Configuration(
#     username='USERNAME-SERIAL',
#     password='API-KEY'
# )

# Enter a context with an instance of the API client
with fds.sdk.OPENOPTIMIZER.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = axioma_equity_portfolio_optimizer_api.AxiomaEquityPortfolioOptimizerApi(api_client)
    cache_control = "Cache-Control_example" # str | Standard HTTP header.  Accepts max-stale. (optional)

    try:
        # Returns a dictionary with the name-value pairs for all global variables.
        # example passing only required values which don't have defaults set
        # and optional values
        api_response = api_instance.get_global_variables_axp(cache_control=cache_control)

        pprint(api_response)
    except fds.sdk.OPENOPTIMIZER.ApiException as e:
        print("Exception when calling AxiomaEquityPortfolioOptimizerApi->get_global_variables_axp: %s\n" % e)

    # # Get response, http status code and response headers
    # try:
    #     # Returns a dictionary with the name-value pairs for all global variables.
    #     api_response, http_status_code, response_headers = api_instance.get_global_variables_axp_with_http_info(cache_control=cache_control)


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

    # # Get response asynchronous
    # try:
    #     # Returns a dictionary with the name-value pairs for all global variables.
    #     async_result = api_instance.get_global_variables_axp_async(cache_control=cache_control)
    #     api_response = async_result.get()


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

    # # Get response, http status code and response headers asynchronous
    # try:
    #     # Returns a dictionary with the name-value pairs for all global variables.
    #     async_result = api_instance.get_global_variables_axp_with_http_info_async(cache_control=cache_control)
    #     api_response, http_status_code, response_headers = async_result.get()


    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.OPENOPTIMIZER.ApiException as e:
    #     print("Exception when calling AxiomaEquityPortfolioOptimizerApi->get_global_variables_axp: %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.OPENOPTIMIZER

logging.basicConfig(level=logging.DEBUG)

configuration = fds.sdk.OPENOPTIMIZER.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.OPENOPTIMIZER

configuration = fds.sdk.OPENOPTIMIZER.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.OPENOPTIMIZER

configuration = fds.sdk.OPENOPTIMIZER.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.OPENOPTIMIZER

configuration = fds.sdk.OPENOPTIMIZER.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/open-optimizer/v1

Class	Method	HTTP request	Description
AxiomaEquityPortfolioOptimizerApi	get_global_variables_axp	GET /axp/settings/global-variables	Returns a dictionary with the name-value pairs for all global variables.
AxiomaEquityPortfolioOptimizerApi	get_optimization_result_by_id_axp	GET /axp/{id}	Get AXP optimization result by id
AxiomaEquityPortfolioOptimizerApi	get_optimization_status_by_id_axp	GET /axp/{id}/status	Get AXP optimization status by id
AxiomaEquityPortfolioOptimizerApi	post_and_optimize_axp	POST /axp/optimize	Create and Run AXP optimization
AxiomaEquityPortfolioOptimizerApi	post_components_axp	POST /axp/settings/components	Returns a dictionary with individually-filtered metadata for each component type.
AxiomaEquityPortfolioOptimizerApi	post_strategies_axp	POST /axp/settings/strategies	Returns a dictionary containing all strategies stored in a specified directory. Returns all strategies if no directory is given.
AxiomaFixedIncomePortfolioOptimizerApi	get_global_variables_afi	GET /afi/settings/global-variables	Returns a dictionary with the name-value pairs for all global variables.
AxiomaFixedIncomePortfolioOptimizerApi	get_optimization_result_by_id_afi	GET /afi/{id}	Get AFI optimization result by id
AxiomaFixedIncomePortfolioOptimizerApi	get_optimization_status_by_id_afi	GET /afi/{id}/status	Get AFI optimization status by id
AxiomaFixedIncomePortfolioOptimizerApi	post_and_optimize_afi	POST /afi/optimize	Create and Run AFI optimization
AxiomaFixedIncomePortfolioOptimizerApi	post_components_afi	POST /afi/settings/components	Returns a dictionary with individually-filtered metadata for each component type.
AxiomaFixedIncomePortfolioOptimizerApi	post_strategies_afi	POST /afi/settings/strategies	Returns a dictionary containing all strategies stored in a specified directory. Returns all strategies if no directory is given.
BarraPortfolioOptimizerApi	get_global_variables_bpm	GET /bpm/settings/global-variables	Returns a dictionary with the name-value pairs for all global variables.
BarraPortfolioOptimizerApi	get_optimization_result_by_id_bpm	GET /bpm/{id}	Get BPM optimization result by id
BarraPortfolioOptimizerApi	get_optimization_status_by_id_bpm	GET /bpm/{id}/status	Get BPM optimization status by id
BarraPortfolioOptimizerApi	post_and_optimize_bpm	POST /bpm/optimize	Create and Run BPM optimization
BarraPortfolioOptimizerApi	post_components_bpm	POST /bpm/settings/components	Returns a dictionary with individually-filtered metadata for each component type.
BarraPortfolioOptimizerApi	post_strategies_bpm	POST /bpm/settings/strategies	Returns a dictionary containing all strategies stored in a specified directory. Returns all strategies if no directory is given.
FactSetPortfolioOptimizerApi	cancel_optimization_by_id_fpo	DELETE /fpo/{id}	Cancel FPO optimization by id
FactSetPortfolioOptimizerApi	get_global_variables_fpo	GET /fpo/settings/global-variables	Returns a dictionary with the name-value pairs for all global variables.
FactSetPortfolioOptimizerApi	get_optimization_result_by_id_fpo	GET /fpo/{id}	Get FPO optimization result by id
FactSetPortfolioOptimizerApi	get_optimization_status_by_id_fpo	GET /fpo/{id}/status	Get FPO optimization status by id
FactSetPortfolioOptimizerApi	post_and_optimize	POST /fpo/optimize	Create and Run FPO optimization
FactSetPortfolioOptimizerApi	post_components_fpo	POST /fpo/settings/components	Returns a dictionary with individually-filtered metadata for each component type.
FactSetPortfolioOptimizerApi	post_strategies_fpo	POST /fpo/settings/strategies	Returns a dictionary containing all strategies stored in a specified directory. Returns all strategies if no directory is given.
NorthfieldPortfolioOptimizerApi	get_global_variables_npo	GET /npo/settings/global-variables	Returns a dictionary with the name-value pairs for all global variables.
NorthfieldPortfolioOptimizerApi	get_optimization_result_by_id_npo	GET /npo/{id}	Get NPO optimization result by id
NorthfieldPortfolioOptimizerApi	get_optimization_status_by_id_npo	GET /npo/{id}/status	Get NPO optimization status by id
NorthfieldPortfolioOptimizerApi	post_and_optimize_npo	POST /npo/optimize	Create and Run NPO optimization
NorthfieldPortfolioOptimizerApi	post_components_npo	POST /npo/settings/components	Returns a dictionary with individually-filtered metadata for each component type.
NorthfieldPortfolioOptimizerApi	post_strategies_npo	POST /npo/settings/strategies	Returns a dictionary containing all strategies stored in a specified directory. Returns all strategies if no directory is given.

Documentation For Models

• AFIAccountInput
• AFIOptimizationParameters
• AFIOptimizationParametersRequest
• AFIOptimizerStrategyInput
• AFIOptimizerStrategyOverridesInput
• AXPAccountInput
• AXPAvailableComponentsInput
• AXPAvailableComponentsInputData
• AXPAvailableComponentsInputDataFilters
• AXPAvailableComponentsInputDataFiltersConstraints
• AXPAvailableComponentsInputDataFiltersObjectives
• AXPOptimizationParameters
• AXPOptimizationParametersRequest
• AXPOptimizerStrategyInput
• AXPOptimizerStrategyOverridesInput
• ArchivePortfolioOutputType
• AvailableComponentsResponse
• AvailableComponentsResponseData
• AvailableConstraintsResultObject
• AvailableConstraintsResultObjectData
• AvailableObjectivesObject
• AvailableStrategiesInput
• AvailableStrategiesInputData
• AvailableStrategiesResponse
• AvailableTermsObject
• AvailableTranscostsResultObject
• AvailableTranscostsResultObjectData
• BPMAccountInput
• BPMNPOAvailableComponentsInput
• BPMNPOAvailableComponentsInputData
• BPMOptimizationParameters
• BPMOptimizationParametersRequest
• BPMOptimizerStrategyInput
• BPMOptimizerStrategyOverridesInput
• ClientErrorResponse
• Constraints
• EnabledEnum
• Error
• ErrorDetail
• FPOAccountInput
• FPOAvailableComponentsInput
• FPOAvailableComponentsInputData
• FPOAvailableComponentsInputDataDocumentLevel
• FPOAvailableComponentsInputDataFilters
• FPOAvailableComponentsInputDataFiltersConstraints
• FPOAvailableComponentsInputDataFiltersObjectives
• FPOAvailableComponentsInputDataFiltersTransactionCosts
• FPOObjectiveInput
• FPOOptimizationParameters
• FPOOptimizationParametersRequest
• FPOOptimizerStrategyInput
• FPOOptimizerStrategyOverridesInput
• HoldingsResponseObject
• NPOAccountInput
• NPOOptimizationParameters
• NPOOptimizationParametersRequest
• NPOOptimizerStrategyInput
• NPOOptimizerStrategyOverridesInput
• OptimalHoldingsOutputType
• OptimizationInput
• OptimizationStatus
• OptimizationStatusData
• OptimizerAccountOverridesInput
• OptimizerOutputTypes
• OptimizerReportsOutputType
• PaDocInput
• ReportOutputTypeObject
• ResultResponse
• ResultResponseData
• ResultResponseDataArchive
• ResultResponseDataDebugFile
• ResultResponseDataDebugFileInput
• ResultResponseDataReports
• ResultResponseDataStats
• SettingsGlobalVarsResponse
• StatResponseObject
• TradeResponseObject
• TradesListOutputType

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.OPENOPTIMIZER.apis and fds.sdk.OPENOPTIMIZER.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.OPENOPTIMIZER.api.default_api import DefaultApi
• from fds.sdk.OPENOPTIMIZER.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.OPENOPTIMIZER
from fds.sdk.OPENOPTIMIZER.apis import *
from fds.sdk.OPENOPTIMIZER.models import *

Contributing

Please refer to the contributing guide.

Copyright

Copyright 2025 FactSet Research Systems Inc

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.