POST api/TSCalc/Post

Time Series calculation for a given set of returns v.s. benchmark returns.

Request Information

URI Parameters

None.

Body Parameters

Name	Description	Type	Additional information
t		string	None.
p		TSCalcParam	None.

Request Formats

application/json, text/json

Sample:

{
  "t": "sample string 1",
  "p": {
    "sec": "sample string 1",
    "secRets": [
      {
        "date": 1,
        "val": 2.1
      },
      {
        "date": 1,
        "val": 2.1
      }
    ],
    "ref": "sample string 2",
    "refRets": [
      {
        "date": 1,
        "val": 2.1
      },
      {
        "date": 1,
        "val": 2.1
      }
    ],
    "s": 3,
    "cn": "sample string 4",
    "cv": 5,
    "p": "sample string 6",
    "offset": 7,
    "rates": [
      {
        "Date": 1,
        "Rate": 2.1
      },
      {
        "Date": 1,
        "Rate": 2.1
      }
    ]
  }
}

application/xml, text/xml

Sample:

<TSCalcRequest xmlns:i="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://schemas.datacontract.org/2004/07/BondEdge.Equity">
  <p>
    <cn>sample string 4</cn>
    <cv>5</cv>
    <offset>7</offset>
    <p>sample string 6</p>
    <rates>
      <RiskFreeRate>
        <Date>1</Date>
        <Rate>2.1</Rate>
      </RiskFreeRate>
      <RiskFreeRate>
        <Date>1</Date>
        <Rate>2.1</Rate>
      </RiskFreeRate>
    </rates>
    <ref>sample string 2</ref>
    <refRets>
      <TSReturn>
        <date>1</date>
        <val>2.1</val>
      </TSReturn>
      <TSReturn>
        <date>1</date>
        <val>2.1</val>
      </TSReturn>
    </refRets>
    <s>3</s>
    <sec>sample string 1</sec>
    <secRets>
      <TSReturn>
        <date>1</date>
        <val>2.1</val>
      </TSReturn>
      <TSReturn>
        <date>1</date>
        <val>2.1</val>
      </TSReturn>
    </secRets>
  </p>
  <t>sample string 1</t>
</TSCalcRequest>

application/x-www-form-urlencoded

Sample:

Failed to generate the sample for media type 'application/x-www-form-urlencoded'. Cannot use formatter 'JQueryMvcFormUrlEncodedFormatter' to write type 'TSCalcRequest'.

Response Information

Resource Description

Collection of TSCalc

Name	Type	Additional information
calcID	string	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.
alpha	decimal number	None.
upCapture	decimal number	None.
downCapture	decimal number	None.
trackingError	decimal number	None.
annualizedReturn	decimal number	None.
standardDeviation	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",
    "beta": 2.1,
    "momentum": 3.1,
    "volatility": 4.1,
    "sharpeRatio": 5.1,
    "treynorRatio": 6.1,
    "informationRatio": 7.1,
    "sortinoRatio": 8.1,
    "r2": 9.1,
    "alpha": 10.1,
    "upCapture": 11.1,
    "downCapture": 12.1,
    "trackingError": 13.1,
    "annualizedReturn": 14.1,
    "standardDeviation": 15.1,
    "riskFreeRate": 16.1,
    "calcTime": "sample string 17",
    "calcError": "sample string 18",
    "dataSpan": 19,
    "dataLoss": 20
  },
  {
    "calcID": "sample string 1",
    "beta": 2.1,
    "momentum": 3.1,
    "volatility": 4.1,
    "sharpeRatio": 5.1,
    "treynorRatio": 6.1,
    "informationRatio": 7.1,
    "sortinoRatio": 8.1,
    "r2": 9.1,
    "alpha": 10.1,
    "upCapture": 11.1,
    "downCapture": 12.1,
    "trackingError": 13.1,
    "annualizedReturn": 14.1,
    "standardDeviation": 15.1,
    "riskFreeRate": 16.1,
    "calcTime": "sample string 17",
    "calcError": "sample string 18",
    "dataSpan": 19,
    "dataLoss": 20
  }
]

application/xml, text/xml

Sample:

<ArrayOfTSCalc xmlns:i="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://schemas.datacontract.org/2004/07/BondEdge.Equity">
  <TSCalc>
    <alpha>10.1</alpha>
    <annualizedReturn>14.1</annualizedReturn>
    <beta>2.1</beta>
    <calcError>sample string 18</calcError>
    <calcID>sample string 1</calcID>
    <calcTime>sample string 17</calcTime>
    <dataLoss>20</dataLoss>
    <dataSpan>19</dataSpan>
    <downCapture>12.1</downCapture>
    <informationRatio>7.1</informationRatio>
    <momentum>3.1</momentum>
    <r2>9.1</r2>
    <riskFreeRate>16.1</riskFreeRate>
    <sharpeRatio>5.1</sharpeRatio>
    <sortinoRatio>8.1</sortinoRatio>
    <standardDeviation>15.1</standardDeviation>
    <trackingError>13.1</trackingError>
    <treynorRatio>6.1</treynorRatio>
    <upCapture>11.1</upCapture>
    <volatility>4.1</volatility>
  </TSCalc>
  <TSCalc>
    <alpha>10.1</alpha>
    <annualizedReturn>14.1</annualizedReturn>
    <beta>2.1</beta>
    <calcError>sample string 18</calcError>
    <calcID>sample string 1</calcID>
    <calcTime>sample string 17</calcTime>
    <dataLoss>20</dataLoss>
    <dataSpan>19</dataSpan>
    <downCapture>12.1</downCapture>
    <informationRatio>7.1</informationRatio>
    <momentum>3.1</momentum>
    <r2>9.1</r2>
    <riskFreeRate>16.1</riskFreeRate>
    <sharpeRatio>5.1</sharpeRatio>
    <sortinoRatio>8.1</sortinoRatio>
    <standardDeviation>15.1</standardDeviation>
    <trackingError>13.1</trackingError>
    <treynorRatio>6.1</treynorRatio>
    <upCapture>11.1</upCapture>
    <volatility>4.1</volatility>
  </TSCalc>
</ArrayOfTSCalc>