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
EquityCalculationDataName | 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>