FactSet

Proposal Generation Engine client library for Python

API Version PyPi Apache-2 license

Documentation on all available end points in the Proposal Generation API

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

  • API version: 0.0.1
  • SDK version: 0.3.0
  • 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.ProposalGenerationEngine==0.3.0

pip

pip install fds.sdk.utils fds.sdk.ProposalGenerationEngine==0.3.0

Usage

  1. Generate authentication credentials.
  2. Setup Python environment.

    1. Install and activate python 3.10+. If you're using pyenv:

      pyenv install 3.10.0
pyenv shell 3.10.0

    2. (optional) Install poetry.

  3. Install dependencies.
  4. Run the following:

Example Code

from fds.sdk.utils.authentication import ConfidentialClient

import fds.sdk.ProposalGenerationEngine
from fds.sdk.ProposalGenerationEngine.api import ex_post_api
from fds.sdk.ProposalGenerationEngine.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.ProposalGenerationEngine.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.ProposalGenerationEngine.Configuration(
#     username='USERNAME-SERIAL',
#     password='API-KEY'
# )

# Enter a context with an instance of the API client
with fds.sdk.ProposalGenerationEngine.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = ex_post_api.ExPostApi(api_client)
    ex_post_stats_correlations = ExPostStatsCorrelations(
        data=ExPostStatsCorrelationsData(
            portfolio=ExPostPortfolio(None),
            benchmark=ExPostPortfolio(None),
            settings=ExPostStatsCorrelationsSettings(None),
        ),
    ) # ExPostStatsCorrelations |  (optional)

    try:
        # calculate portfolio vs benchmark correlation and correlation between portfolio holdings
        # example passing only required values which don't have defaults set
        # and optional values
        api_response = api_instance.calculate_ex_post_correlations_stats(ex_post_stats_correlations=ex_post_stats_correlations)

        pprint(api_response)
    except fds.sdk.ProposalGenerationEngine.ApiException as e:
        print("Exception when calling ExPostApi->calculate_ex_post_correlations_stats: %s\n" % e)

    # # Get response, http status code and response headers
    # try:
    #     # calculate portfolio vs benchmark correlation and correlation between portfolio holdings
    #     api_response, http_status_code, response_headers = api_instance.calculate_ex_post_correlations_stats_with_http_info(ex_post_stats_correlations=ex_post_stats_correlations)


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

    # # Get response asynchronous
    # try:
    #     # calculate portfolio vs benchmark correlation and correlation between portfolio holdings
    #     async_result = api_instance.calculate_ex_post_correlations_stats_async(ex_post_stats_correlations=ex_post_stats_correlations)
    #     api_response = async_result.get()


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

    # # Get response, http status code and response headers asynchronous
    # try:
    #     # calculate portfolio vs benchmark correlation and correlation between portfolio holdings
    #     async_result = api_instance.calculate_ex_post_correlations_stats_with_http_info_async(ex_post_stats_correlations=ex_post_stats_correlations)
    #     api_response, http_status_code, response_headers = async_result.get()


    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.ProposalGenerationEngine.ApiException as e:
    #     print("Exception when calling ExPostApi->calculate_ex_post_correlations_stats: %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.ProposalGenerationEngine

logging.basicConfig(level=logging.DEBUG)

configuration = fds.sdk.ProposalGenerationEngine.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.ProposalGenerationEngine

configuration = fds.sdk.ProposalGenerationEngine.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.ProposalGenerationEngine

configuration = fds.sdk.ProposalGenerationEngine.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.ProposalGenerationEngine

configuration = fds.sdk.ProposalGenerationEngine.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/engines/proposal-generation/v0

Class Method HTTP request Description
ExPostApi calculate_ex_post_correlations_stats POST /portfolios/ex-post/stats/correlations calculate portfolio vs benchmark correlation and correlation between portfolio holdings
ExPostApi calculate_ex_post_factor_exposure_stats POST /portfolios/ex-post/stats/factor-exposure Create portfolio and return risk factor contribution
ExPostApi calculate_ex_post_rolling_series POST /portfolios/ex-post/series/rolling retrieve series of rolling stats for the portfolio
ExPostApi calculate_ex_post_rolling_stats POST /portfolios/ex-post/stats/rolling calculate rolling stats (for ex-post data)
ExPostApi calculate_ex_post_series POST /portfolios/ex-post/series retrieve portfolio and benchmark data series, generated from the underlying holdings data series
ExPostApi calculate_ex_post_stats POST /portfolios/ex-post/stats calculate ex-post stats (on portfolio or holdings level)
LookupApi get_securities GET /securities

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

Contributing

Please refer to the contributing guide.

Copyright

Copyright 2026 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.

Project links

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Latest release

1 maintainer

PyPI data
Data sourced directly from PyPI's database.
Avatar for factset from gravatar.com factset

Credits

Author: FactSet Research Systems

License

Apache License, Version 2.0

Requires

Python >=3.10

Tags

FactSet API SDK

Report project as malware

Metadata

Project links

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Latest release

1 maintainer

PyPI data
Data sourced directly from PyPI's database.
Avatar for factset from gravatar.com factset

Credits

Author: FactSet Research Systems

License

Apache License, Version 2.0

Requires

Python >=3.10

Tags

FactSet API SDK

Report project as malware

Release files for fds.sdk.ProposalGenerationEngine 0.3.0

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for fds.sdk.ProposalGenerationEngine 0.3.0
File Size Uploaded
fds_sdk_proposalgenerationengine-0.3.0.tar.gz 104.5 kB Details

Built distribution (wheel)

Table of built distributions (wheels) for fds.sdk.ProposalGenerationEngine 0.3.0
File Interpreter ABI Platform
fds_sdk_proposalgenerationengine-0.3.0-py3-none-any.whl 402.3 kB Python 3 none any Details

Total release size: 506.8 kB

Release files / fds_sdk_proposalgenerationengine-0.3.0.tar.gz

Download URL fds_sdk_proposalgenerationengine-0.3.0.tar.gz
Size 104.5 kB
Tags Source
SHA-256 checksum
How to use checksums 		616c46b11b32735ace889879843ddb0f2e43e210c08f22356ca08d0978ee55c8
BLAKE2b-256 checksum
How to use checksums 		ff5fb977e10fe6b3f67ec9459c58cf27563a4ca256c9e412731af1e4d526271c
Upload date
Uploaded using Trusted Publishing?
What is trusted publishing? 		No
Uploaded via twine/7.0.0 CPython/3.14.7

Release files / fds_sdk_proposalgenerationengine-0.3.0-py3-none-any.whl

Download URL fds_sdk_proposalgenerationengine-0.3.0-py3-none-any.whl
Size 402.3 kB
Tags Python 3
SHA-256 checksum
How to use checksums 		113ea1ec63adc01a39ae773d6bc3da0545bf9965a07ca85235c8de9e210c5447
BLAKE2b-256 checksum
How to use checksums 		25a9dafbe5aac5b0b8e29f3f544877e6e649088908ce73d375e74ee6121625e0
Upload date
Uploaded using Trusted Publishing?
What is trusted publishing? 		No
Uploaded via twine/7.0.0 CPython/3.14.7

Release history Release notifications | RSS feed

This release

0.3.0 This release

2 release files

0.2.0

2 release files

0.1.0

2 release files

Anthropic, PBC Visionary sponsor Bloomberg Visionary sponsor Hudson River Trading Visionary sponsor Meta Visionary sponsor NVIDIA Visionary sponsor Microsoft Sustainability sponsor Depot Continuous Integration AWS Cloud computing and Security Sponsor Datadog Monitoring Fastly CDN Google Download Analytics Sentry Error logging StatusPage Status page