finter 0.0.25

FINTER API

Overview

Python client SDK for finter platform

• You can get Authorization of finter API with authToken.

• Type: API key

• API key parameter name: Authorization

• Location: HTTP header

• This Python package is automatically generated by the Swagger Codegen project.

• Please contact with [e-mail] if you have any problems, troubles, … etc.

Requirements.

Python 2.7 and 3.4+

Installation & Usage

pip install finter

Then import the package:

import finter

Set environment variable FINTER_API_KEY to use API key: later, you can change settgins.configuration.api_key[‘Authorization’]

# sh
export FINTER_API_KEY=YOUR_API_KEY

# python
import os
os.environ['FINTER_API_KEY'] = 'YOUR_API_KEY'

Getting Started

Please follow the installation procedure and then run the following:

Get CM Example

from __future__ import print_function
import time
import finter
from finter.rest import ApiException
from pprint import pprint
# Configure API key authorization: tokenAuth
configuration = finter.Configuration()
# Token-based authentication with required prefix "Token"
configuration.api_key['Authorization'] = 'Token YOUR_API_KEY' # prefix "Token" is required

# create an instance of the API class
api_instance = finter.ContentApi(finter.ApiClient(configuration))
code_format = 'code_format_example' # str | data column code format (optional)
end = 'end_example' # str | data end date (optional)
identity_name = 'identity_name_example' # str | content model identity name (required)
tail = 56 # int | data tail row number (optional)

try:
    api_response = api_instance.content_model_retrieve(code_format=code_format, end=end, identity_name=identity_name, tail=tail)
    pprint(api_response)
except ApiException as e:
    print("Exception when calling ContentApi->content_model_retrieve: %s\n" % e)

Convert to Pandas DataFrame

import finter

json_response = api_response.to_dict()['cm']
df = finter.to_dataframe(json_response)

Get Calendar Example

from __future__ import print_function
import time
import finter
from finter.rest import ApiException
from pprint import pprint
# Configure API key authorization: tokenAuth
configuration = finter.Configuration()
configuration.api_key['Authorization'] = 'Token YOUR_API_KEY' # prefix "Token" is required

# create an instance of the API class
api_instance = finter.CalendarApi(finter.ApiClient(configuration))
date_type = 1 # int | 0:all day 1: trading day, 2: closed day, 3: weekends (optional, default: 0)
start_date = 'start_date_example' # str |  (required)
end_date = 'end_date_example' # str |  (required)
exchange = 'exchange_example' # str |  (optional)

try:
    api_response = api_instance.calendar_retrieve(date_type=date_type, end_date=end_date, exchange=exchange, start_date=start_date)
    pprint(api_response)
except ApiException as e:
    print("Exception when calling CalendarApi->calendar_retrieve: %s\n" % e)

Get Metafund Model Example

from __future__ import print_function
import time
import finter
from finter.rest import ApiException
from pprint import pprint
# Configure API key authorization: tokenAuth
configuration = finter.Configuration()
configuration.api_key['Authorization'] = 'Token YOUR_API_KEY' # prefix "Token" is required

# create an instance of the API class
api_instance = finter.MetafundApi(finter.ApiClient(configuration))
code_format = 'code_format_example' # str | data column code format (optional)
forward_fill = True # bool |  (optional)
metafund_name = 'metafund_name_example' # str |  (required)

try:
    api_response = api_instance.metafund_model_retrieve(code_format=code_format, forward_fill=forward_fill, metafund_name=metafund_name)
    pprint(api_response)
except ApiException as e:
    print("Exception when calling MetafundApi->metafund_model_retrieve: %s\n" % e)

Get simulation Example

from __future__ import print_function
import time
import finter
from finter.rest import ApiException
from pprint import pprint
# Configure API key authorization: tokenAuth
configuration = finter.Configuration()
configuration.api_key['Authorization'] = 'Token YOUR_API_KEY' # prefix "Token" is required

sim_data = {
    'position': '',  # postion json using df.to_json(orient="split", date_format="iso", date_unit="s", force_ascii=False)
    'model_info': {'exchange': 'krx', 'universe': 'krx', 'instrument_type': 'stock', 'freq': '1d',
                   'position_type': 'target', 'type': 'alpha'},
    'start': 20100111,
    'end': 20230620,
    'fill_nan': True,
    'close': True,
    'adj_dividend': True,
    'adj_funding_fee': False,
    'currency': None,
    'return_calc_method': 'arithmetic',
    'turnover_calc_method': 'arithmetic',
    'cost_list': ['fee_tax', 'high_low'],
    'volcap_pct': 0,
    'decay': 1,
    'slippage': 10,
}
# create an instance of the API class
api_instance = finter.SimulationApi(finter.ApiClient(configuration))
body = finter.SimulationRequest(**sim_data) # SimulationRequest |

try:
    api_response = api_instance.simulation_create(body)
    pprint(api_response)
except ApiException as e:
    print("Exception when calling SimulationApi->simulation_create: %s\n" % e)

Get Submission Example

from __future__ import print_function
import time
import finter
from finter.rest import ApiException
from pprint import pprint
# Configure API key authorization: tokenAuth
configuration = finter.Configuration()
configuration.api_key['Authorization'] = 'Token YOUR_API_KEY' # prefix "Token" is required

api_instance = finter.SubmissionApi(finter.ApiClient(configuration))
model_info = {
    "exchange": "krx",
    "universe": "krx",
    "instrument_type": "stock",
    "exposure": "long_only",
    "insample": "1day",
    "position_type": "target",
    "freq": "1d",
    "type": "alpha",
}
model_dir = 'sample_alpha'
try:
    api_response = api_instance.submission_create(model_info, model_dir)
    pprint(api_response)
except ApiException as e:
    print("Exception when calling SubmissionApi->submission_create: %s\n" % e)

You can apply same code frame to use other endpoints.

api_instance	module name	Api url
ContentApi	content_identities_retrieve	content/identities
	content_model_retrieve	content/model
	ews_retrieve	ews/
AlphaApi	alpha_identities_retrieve	alpha/identities
	alpha_model_retrieve	alpha/model
PortfolioApi	portfolio_identities_retrieve	portfolio/identities
	portfolio_model_retrieve	portfolio/model
FundApi	fund_identities_retrieve	fund/identities
	fund_model_retrieve	fund/model
FlexibleFundApi	flexiblefund_identities_retrieve	flexiblefund/identities
	flexiblefund_model_retrieve	flexiblefund/model
MetafundApi	metafund_list_retrieve	metafund/list
	metafund_model_retrieve	metafund/model
	metafund_performance_retrieve	metafund/performance
Calendar	calendar_retrieve	calendar/

Finter Utils name | description —- | —- to_dataframe | convert json-formed data to dataframe