GET api/EquityCalculation/GetCalculation?sec={sec}&bk={bk}&dt={dt}&cn={cn}&cv={cv}&p={p}&t={t}
Request Information
URI Parameters
| Name | Description | Type | Additional information |
|---|---|---|---|
| sec | string |
Required |
|
| bk | string |
Required |
|
| dt | integer |
Required |
|
| cn | string |
Required |
|
| cv | integer |
Required |
|
| p | string |
Required |
|
| t | string |
Required |
Body Parameters
None.
Response Information
Resource Description
EquityCalculationData| Name | Description | Type | Additional information |
|---|---|---|---|
| downCapture | decimal number |
None. |
|
| annualizedReturn | decimal number |
None. |
|
| standardDeviation | decimal number |
None. |
|
| trackingError | decimal number |
None. |
|
| upCapture | decimal number |
None. |
|
| calcID | string |
None. |
|
| alpha | decimal number |
None. |
|
| beta | decimal number |
None. |
|
| momentum | decimal number |
None. |
|
| volatility | decimal number |
None. |
|
| sharpeRatio | decimal number |
None. |
|
| treynorRatio | decimal number |
None. |
|
| informationRatio | decimal number |
None. |
|
| sortinoRatio | decimal number |
None. |
|
| r2 | decimal number |
None. |
|
| riskFreeRate | decimal number |
None. |
|
| calcTime | string |
None. |
|
| calcError | string |
None. |
|
| dataSpan | integer |
None. |
|
| dataLoss | integer |
None. |
Response Formats
application/json, text/json
Sample:
{
"calcID": "sample string 1",
"alpha": 2.1,
"beta": 3.1,
"momentum": 4.1,
"volatility": 5.1,
"sharpeRatio": 6.1,
"treynorRatio": 7.1,
"informationRatio": 8.1,
"sortinoRatio": 9.1,
"r2": 10.1,
"riskFreeRate": 11.1,
"calcTime": "sample string 12",
"calcError": "sample string 13",
"dataSpan": 14,
"dataLoss": 15,
"downCapture": 1.1,
"annualizedReturn": 2.1,
"standardDeviation": 3.1,
"trackingError": 4.1,
"upCapture": 5.1
}
application/xml, text/xml
Sample:
<EquityCalculationData xmlns:i="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://schemas.datacontract.org/2004/07/BondEdge.Equity"> <alpha>2.1</alpha> <annualizedReturn>2.1</annualizedReturn> <beta>3.1</beta> <calcError>sample string 13</calcError> <calcID>sample string 1</calcID> <calcTime>sample string 12</calcTime> <dataLoss>15</dataLoss> <dataSpan>14</dataSpan> <downCapture>1.1</downCapture> <informationRatio>8.1</informationRatio> <momentum>4.1</momentum> <r2>10.1</r2> <riskFreeRate>11.1</riskFreeRate> <sharpeRatio>6.1</sharpeRatio> <sortinoRatio>9.1</sortinoRatio> <standardDeviation>3.1</standardDeviation> <trackingError>4.1</trackingError> <treynorRatio>7.1</treynorRatio> <upCapture>5.1</upCapture> <volatility>5.1</volatility> </EquityCalculationData>