Module boosted.api.api

Functions

def addDependentData(apikey, dataset_id, dataset, proxy=None, disable_verify_ssl=False)

Adds data to an existing dependent dataset.

This uploads the data in dataset to an existing dataset. Existing date/ISIN pairs will be overwritten.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset_id : str

Dataset ID. Can be from the output of addDependentDataset or be found in your Custom Data listing in Boosted Insights.

dataset : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex. The first columns must comprise all identifier columns in the dataset schema.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

None

 

def addDependentDataset(apikey, dataset, datasetName='DependentDataset', datasetConfig=None, proxy=None, disable_verify_ssl=False)

Creates a new dependent dataset.

Creates a new dataset by inferring a schema from your dataset. This will also upload the dataset.

See http://docs.insights.boosted.ai/integrated-data for more information on formatting.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex. The first columns must be ISIN, Country, Currency, or comprise all identifier columns in the dataset schema if a schema was specified

datasetName : str

Name for this dataset.

datasetConfig : DatasetConfig

A pre-configured dataset schema

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

str

Dataset ID of the newly created dataset.

def addGlobalData(apikey, dataset_id, dataset, proxy=None, disable_verify_ssl=False)

Adds data to an existing global dataset.

This uploads the data in dataset to an existing dataset. Existing date/custom security identifier pairs will be overwritten.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset_id : str

Dataset ID. Can be from the output of addGlobalDataset or be found in your Custom Data listing in Boosted Insights.

dataset : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex. The first column must be custom security identifier

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

None

 

def addGlobalDataset(apikey, dataset, datasetName='GlobalDataset', datasetConfig=None, proxy=None, disable_verify_ssl=False)

Creates a new global dataset.

Creates a new dataset by inferring a schema from your dataset. This will also upload the dataset.

See http://docs.insights.boosted.ai/global-data for more information on formatting.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex.

datasetName : str

Name for this dataset.

datasetConfig : DatasetConfig

A pre-configured dataset schema

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

str

Dataset ID of the newly created dataset.

def addIndependentData(apikey, dataset_id, dataset, proxy=None, disable_verify_ssl=False)

Adds data to an existing independent dataset.

This uploads the data in dataset to an existing dataset. Existing dates will be overwritten.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset_id : str

Dataset ID. Can be from the output of addIndependentDataset or be found in your Custom Data listing in Boosted Insights.

dataset : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

None

 

def addIndependentDataset(apikey, dataset, datasetName='IndependentDataset', datasetConfig=None, proxy=None, disable_verify_ssl=False)

Creates a new independent dataset.

Creates a new dataset by inferring a schema from your dataset. This will also upload the dataset.

See http://docs.insights.boosted.ai/independent-data for more information on formatting.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex. The first column must be a unique custom security identifier

datasetName : str

Name for this dataset.

datasetConfig : DatasetConfig

A pre-configured dataset schema

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

str

Dataset ID of the newly created dataset.

def addLiveDependentData(apikey, dataset_id, dataset, proxy=None, disable_verify_ssl=False)

Adds live data to an existing dependent dataset.

This uploads the data in dataset to an existing dataset. Existing date/ISIN pairs will be overwritten.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset_id : str

Dataset ID. Can be from the output of addDependentDataset or be found in your Custom Data listing in Boosted Insights.

dataset : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex. The first columns must be ISIN, Country, Currency.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

None

 

def addLiveGlobalData(apikey, dataset_id, dataset, proxy=None, disable_verify_ssl=False)

Adds live data to an existing global dataset.

This uploads the data in dataset to an existing dataset. Existing date/custom security identifier pairs will be overwritten.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset_id : str

Dataset ID. Can be from the output of addGlobalDataset or be found in your Custom Data listing in Boosted Insights.

dataset : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex. The first column must be custom security identifier

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

None

 

def addLiveIndependentData(apikey, dataset_id, dataset, proxy=None, disable_verify_ssl=False)

Adds live data to an existing independent dataset.

This uploads the data in dataset to an existing dataset. Existing dates will be overwritten.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset_id : str

Dataset ID. Can be from the output of addIndependentDataset or be found in your Custom Data listing in Boosted Insights.

dataset : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

None

 

def addSignalsToUploadedModel(apikey, model_id, upload_data, proxy=None, disable_verify_ssl=False)

Add allocations to a previously created uploaded model. The model may take a while to process asynchronously after this method returns.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

model_id : str

Model ID. Model IDs can be retrieved by clicking on the copy to clipboard button next to your model's name in the Model Summary Page in Boosted Insights.

upload_data : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex. The first columns must be ISIN, Country, Currency by default. The remaining column must be the weight.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

list of str

Warnings incurred while uploading the allocations data.

def createPortfolioWithPortfolioSettings(apikey, model_id, portfolio_name, portfolio_description, portfolio_settings, proxy=None, disable_verify_ssl=False)

Create a portfolio for a model, based on provided portfolio settings. Specific portfolio settings will fall back to defaults if not provided, and no two portfolios on the same model may have the exact same set of settings. Unspecified portfolio settings keys will be defaulted to their model default values. The portfolio will be asynchronously processed/recalculated and will be available within 5-10 minutes.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

model_id : str

Model ID. Model IDs can be retrieved by clicking on the copy to clipboard button next to your model's name in the Model Summary Page in Boosted Insights.

portfolio_name : str

Name of the new portfolio. Must be <= 20 characters.

portfolio_description : str

Description for the new portfolio. Must be <= 100 characters.

portfolio_settings : PortfolioSettings

A pre-configured PortfolioSettings dict.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

str

Portfolio ID of the newly created portfolio.

def createSignalsModel(apikey, upload_data, model_name='SignalsUploadModel', proxy=None, disable_verify_ssl=False)

Create a new model with uploaded signals. The model may take a while to process asynchronously after this method returns.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

upload_data : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex. The first columns must be ISIN, Country, Currency by default. The remaining column must be the weight.

model_name : str

Name for this model.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

2-tuple

str Model ID of the newly created model with uploaded signals. list of str Warnings incurred while uploading the allocations data.

def exportDependentDataset(apikey, dataset_id, proxy=None, disable_verify_ssl=False)

Exports an existing dependent dataset.

Exports an existing dataset identified by a dataset ID. Returns the data as a Pandas DataFrame.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset_id : str

Dataset ID. Can be from the output of addDependentDataset or be found in your Custom Data listing in Boosted Insights.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

pandas.DataFrame

Pandas DataFrame containing your data that will be indexed by the date. The DataFrame schema is identical to the one used to upload a dataset.

def exportGlobalDataset(apikey, dataset_id, proxy=None, disable_verify_ssl=False)

Exports an existing global dataset.

Exports an existing dataset identified by a dataset ID. Returns the data as a Pandas DataFrame.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset_id : str

Dataset ID. Can be from the output of addGlobalDataset or be found in your Custom Data listing in Boosted Insights.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

pandas.DataFrame

Pandas DataFrame containing your data that will be indexed by the date. The DataFrame schema is identical to the one used to upload a dataset.

def exportIndependentDataset(apikey, dataset_id, proxy=None, disable_verify_ssl=False)

Exports an existing independent dataset.

Exports an existing dataset identified by a dataset ID. Returns the data as a Pandas DataFrame.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset_id : str

Dataset ID. Can be from the output of addIndependentDataset or be found in your Custom Data listing in Boosted Insights.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

pandas.DataFrame

Pandas DataFrame containing your data that will be indexed by the date. The DataFrame schema is identical to the one used to upload a dataset.

def getAllocationsForAllDates(apikey, portfolio_id, proxy=None, disable_verify_ssl=False)

Get the allocations for a portfolio on all dates.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved from portfolio's configuration page.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

dict:

Dictionary containing allocation information. model_id: str - Model id from accompanying portfolio allocations: dict keys: date of the allocations in the value value: list of dict - List of allocation information allocation: float - Allocation of security allocation_delta: float - Difference in allocation compared to previous trade company_name: str - Security name country: str - Security exchange region currency: str - Security currency has_trade_signal: bool - If trade was based on signal or outside reason isin: str - ISIN of security price: float - Price of security shares_owned: float - Current shares of the security shares_traded: float - Number of share traded of te security symbol: str - Symbol of the security

def getAllocationsForDate(apikey, portfolio_id, date=datetime.date(2021, 11, 17), rollback_to_last_available_date=False, proxy=None, disable_verify_ssl=False)

Get the allocations for a portfolio on a date.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved from portfolio's configuration page.

date : datetime.date or YYYY-MM-DD string

Date of the universe to retrieve.

rollback_to_last_available_date : bool

Whether or not to retrieve rankings for the most recent date if the current date is not a trade date.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

dict:

Dictionary containing allocation information: model_id: str - Model id from accompanying portfolio date: str - Date string in yyyy/mm/dd format of date of the allocation data allocations: List of dict - List of allocation information allocation: float - Allocation of security allocation_delta: float - Difference in allocation compared to previous trade company_name: str - Security name country: str - Security exchange region currency: str - Security currency has_trade_signal: bool - If trade was based on signal or outside reason isin: str - ISIN of security price: float - Price of security shares_owned: float - Current shares of the security shares_traded: float - Number of share traded of te security symbol: str - Symbol of the security

def getAllocationsForDateV2(apikey, portfolio_id, date=datetime.date(2021, 11, 17), rollback_to_last_available_date=False, proxy=None, disable_verify_ssl=False)

Get the allocations for a portfolio on a date.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved from portfolio's configuration page.

date : datetime.date or YYYY-MM-DD string

Date of the universe to retrieve.

rollback_to_last_available_date : bool

Whether or not to retrieve rankings for the most recent date if the current date is not a trade date.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

dict:

Dictionary containing allocation information: model_id: str - Model id from accompanying portfolio date: str - Date string in yyyy/mm/dd format of date of the allocation data allocations: List of dict - List of allocation information allocation: float - Allocation of security allocation_delta: float - Difference in allocation compared to previous allocation company_name: str - Security name country: str - Security exchange region currency: str - Security currency has_trade_signal: bool - If trade was based on signal or outside reason isin: str - ISIN of security price: float - Price of security shares_owned: float - Current shares of the security shares_traded: float - Number of shares traded of te security symbol: str - Symbol of the security

def getDataSetSchema(apikey, dataset_id, proxy=None, disable_verify_ssl=False)

Retrieves a DataSetConfig representing the schema of an existing dataset.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset_id : str

Dataset ID. Can be from the output of addIndependentDataset or be found in your Custom Data listing in Boosted Insights.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

DataSetConfig

A DataSetConfig can be used to create a new dataset.

def getDatasetDates(apikey, dataset_id, proxy=None, disable_verify_ssl=False)

Gets the valid to and valid from dates of the given dataset id

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset_id : str

Dataset ID. Can be from the output of addDependentDataset or be found in your Custom Data listing in Boosted Insights.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

dict:

Dictionary containing the valid to and from dates of the dataset { 'validFrom': datetime.date, 'validTo': datetime.date }

___

 

def getDenseSignals(apikey, model_id, portfolio_id, file_name=None, location='./', proxy=None, disable_verify_ssl=False)

Downloads the dense signal csv for the provided portfolio and model

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

model_id : str

Model ID. Model IDs can be retrieved by clicking on the copy to clipboard button next to your model's name in the Model Summary Page in Boosted Insights.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved from portfolio's configuration page.

file_name : str

File name of the dense signals file to save as. If no file name is given the file name will be "-_dense_signals.csv"

location : str

The location to save the file to. If no location is given then it will be saved to the current directory.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

None

 

___

 

def getGbiIdFromIsinCountryCurrencyDate(apikey, isin_country_currency_dates, proxy=None, disable_verify_ssl=False)

Get the gbi securities from a isin, country, currency, date combinations

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

isin_country_currency_dates : list of IsinCountryCurrencyDate

An array of IsinCountryCurrencyDate

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

list of GbiIdSecurity

The corresponding gbi id securities

def getHistoricalTradeDates(apikey, portfolio_id, start_date=None, end_date=None, proxy=None, disable_verify_ssl=False)

Get the historical dates for which there exist trading data.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved by clicking on the copy to clipboard button next to your portfolio's name in the Tear Sheet Page of a Model.

start_date : datetime.date or YYYY-MM-DD string

Starting date for the inclusive interval of dates to search. Defaults to 1 year prior to end date if unspecified.

end_date : datetime.date or YYYY-MM-DD string

Ending date for the inclusive interval of dates to search. Defaults to today if unspecified.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

dict:

Dictionary containing date information dates: List of str List of historical trade dates in YYYY-MM-DD format.

def getPortfolioSettings(apikey, portfolio_id, proxy=None, disable_verify_ssl=False)

Retrieve portfolio settings from an existing portfolio. The result can be modified and reused to create a new portfolio. The set of returned portfolio settings are limited to a view of ones editable as documented in PortfolioSettings only.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved from portfolio's configuration page.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

PortfolioSettings

A PortfolioSettings can be used to create a new portfolio.

def getRanking2DateAnalysisFile(apikey, model_id, portfolio_id, date, file_name=None, location='./', proxy=None, disable_verify_ssl=False)

Downloads the ranking analysis file for the provied portfolio and model. If no file exist then it will send a request to generate the file and continuously poll the server every 5 seconds to try and download the file until the file is downlaoded.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

model_id : str

Model ID. Model IDs can be retrieved by clicking on the copy to clipboard button next to your model's name in the Model Summary Page in Boosted Insights.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved from portfolio's configuration page.

date : datetime.date or YYYY-MM-DD string

Date of the data to retrieve.

file_name : str

File name of the dense signals file to save as. If no file name is given the file name will be "-statistical_analysis.xlsx"

location : str

The location to save the file to. If no location is given then it will be saved to the current directory.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

None

 

___

 

def getRanking2DateExplainFile(apikey, model_id, portfolio_id, date, file_name=None, location='./', proxy=None, disable_verify_ssl=False)

Downloads the ranking explain file for the provied portfolio and model. If no file exist then it will send a request to generate the file and continuously poll the server every 5 seconds to try and download the file until the file is downlaoded.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

model_id : str

Model ID. Model IDs can be retrieved by clicking on the copy to clipboard button next to your model's name in the Model Summary Page in Boosted Insights.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved from portfolio's configuration page.

date : datetime.date or YYYY-MM-DD string

Date of the data to retrieve.

file_name : str

File name of the dense signals file to save as. If no file name is given the file name will be "-explain_data.xlsx"

location : str

The location to save the file to. If no location is given then it will be saved to the current directory.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

None

 

___

 

def getRankingAnalysis(apikey, model_id, date, proxy=None, disable_verify_ssl=False)

Gets the ranking 2.0 analysis data for the given model on the given date

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

model_id : str

Model ID. Model IDs can be retrieved by clicking on the copy to clipboard button next to your model's name in the Model Summary Page in Boosted Insights.

date : datetime.date or YYYY-MM-DD string

Date of the data to retrieve.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

pandas.DataFrame

Pandas DataFrame containing your data indexed by data buckets and feature names.

___

 

def getRankingExplain(apikey, model_id, date, proxy=None, disable_verify_ssl=False)

Gets the ranking 2.0 explain data for the given model on the given date

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

model_id : str

Model ID. Model IDs can be retrieved by clicking on the copy to clipboard button next to your model's name in the Model Summary Page in Boosted Insights.

date : datetime.date or YYYY-MM-DD string

Date of the data to retrieve.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

pandas.DataFrame

Pandas DataFrame containing your data indexed by ISINs and feature names.

___

 

def getRankingsForAllDates(apikey, portfolio_id, proxy=None, disable_verify_ssl=False)

Get all rankings data for a portfolio.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved from portfolio's configuration page.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

Dictionary containing rankings information:

model_id: str - Model id that the portfolio belongs to rankings: dict keys: dates requested in yyyy/mm/dd format, model_id value: list of dict - Rankings info per security in the portfolio symbol: str - Symbol of the security isin: str - The International Securities Identification Number of the security country: str - Three character country code currency: str - The currency short length code rank: int - the ranking from 1 (top) companyName: str - The name of the company who owns the security delta: int - The change in ranking from the last data point, first will be null

def getRankingsForDate(apikey, portfolio_id, date=datetime.date(2021, 11, 17), rollback_to_last_available_date=False, proxy=None, disable_verify_ssl=False)

Get the rankings data for a portfolio on a date.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved from portfolio's configuration page.

date : datetime.date or YYYY-MM-DD string

Date of the universe to retrieve.

rollback_to_last_available_date : bool

Whether or not to retrieve rankings for the most recent date if the current date is not a trade date.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

Dictionary containing rankings information:

model_id: str - Model id that the portfolio belongs to date: str - Date string in yyyy/mm/dd format of date of the ranking data rankings: List of dict - Rankings info per security in the portfolio symbol: str - Symbol of the security isin: str - The International Securities Identification Number of the security country: str - Three character country code currency: str - The currency short length code rank: int - the ranking from 1 (top) companyName: str - The name of the company who owns the security delta: int - The change in ranking from the last data point, first will be null

def getSignalsForAllDates(apikey, portfolio_id, proxy=None, disable_verify_ssl=False)

Get the signals for all dates in the portfolio.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved from portfolio's configuration page.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

dict:

Dictionary containing signals information: model_id: str - Model id from accompanying portfolio signals: dict keys: date of the signals in the value value: list of dict - List of signal information per model signals_info: List of dict - Signal information for each security per model id company_name: str - Security name country: str - Security exchange region currency: str - Security currency date: str - Date string in yyyy/mm/dd format of date requested isin: str - ISIN of security signal: float - Signal from model signal_delta: float - Change in signal compared to last trade symbol: str - Symbol of the security

def getSignalsForDate(apikey, portfolio_id, date=datetime.date(2021, 11, 17), rollback_to_last_available_date=False, proxy=None, disable_verify_ssl=False)

Get the signals for a portfolio on a date.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved from portfolio's configuration page.

date : datetime.date or YYYY-MM-DD string

Date of the universe to retrieve.

rollback_to_last_available_date : bool

Whether or not to retrieve rankings for the most recent date if the current date is not a trade date.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

dict:

Dictionary containing signals information: date: str - Date string in yyyy/mm/dd format of date of the signal data signals: List of dict - List of signal information per model model_id: str - Model id from accompanying portfolio signals_info: List of dict - Signal information for each security per model id company_name: str - Security name country: str - Security exchange region currency: str - Security currency isin: str - ISIN of security signal: float - Signal from model signal_delta: float - Change in signal compared to last trade symbol: str - Symbol of the security

def getSignalsFromUploadedModelForAllDates(apikey, model_id, proxy=None, disable_verify_ssl=False)

Retrieve uploaded signal information for a uploaded model for all dates.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

model_id : str

Model ID. Model IDs can be retrieved by clicking on the copy to clipboard button next to your model's name in the Model Summary Page in Boosted Insights.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

List of signal information

 

date: str - Date string in yyyy/mm/dd format of date requested isin: str - The International Securities Identification Number of the security country: str - Three character country code currency: str - The currency short length code weight: float - signal value

def getSignalsFromUploadedModelForDate(apikey, model_id, date=datetime.date(2021, 11, 17), proxy=None, disable_verify_ssl=False)

Retrieve uploaded signal information for a uploaded model for one date.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

model_id : str

Model ID. Model IDs can be retrieved by clicking on the copy to clipboard button next to your model's name in the Model Summary Page in Boosted Insights.

date : datetime.date or YYYY-MM-DD string

Date of the universe to retrieve.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

List of signal information

 

date: str - Date string in yyyy/mm/dd format of date requested isin: str - The International Securities Identification Number of the security country: str - Three character country code currency: str - The currency short length code weight: float - signal value

def getTearSheet(apikey, model_id, portfolio_id, proxy=None, disable_verify_ssl=False)

Gets the model and portfolio's tear sheet and returns it as a list of tear sheet groups

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

model_id : str

Model ID. Model IDs can be retrieved by clicking on the copy to clipboard button next to your model's name in the Model Summary Page in Boosted Insights.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved from portfolio's configuration page.

Returns

List

Each element in the list represents a group in the tearsheet. i.e Risk Adjusted Returns Each dictionary is made of member which is a list of dicts representing a tearsheet value and a group name which is the name of the group shown on screen. Each dict in the member array has value which is a floating point number, type which is either "number" or "precent" to determine if value is a raw number or a percentage value, and finally "name" which is the name shown on screen. [ { members: [ { "value": float, "type": str, "name": str }, ], group_name: str }, ]

___

 

def getTradeExplain(apikey, portfolio_id, date=None, proxy=None, disable_verify_ssl=False)

Get the trade explanations for a particular model on a specified date. If no date is given the function will return all data on all trading days.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

portfolio_id : str

Portfolio ID. Portfolio IDs can be retrieved from portfolio's configuration page.

date : str

datetime.date or YYYY-MM-DD string Date of the trade explain to return. If no date is given the function will return all data on all trading days.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

pandas.DataFrame

Pandas DataFrame containing your data that will be indexed by the date.

___

 

def getUniverse(apikey, model_id, date=None, proxy=None, disable_verify_ssl=False)

Returns the universe members of a model.

Returns the members of the universe of a model. If no date is provided, effective date ranges will be returned. If a date is provided, only the universe members of that date are returned. The results are returned in a Pandas DataFrame.

For more information, see http://docs.insights.boosted.ai/universe-upload.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

model_id : str

Model ID. Model IDs can be retrieved by clicking on the copy to clipboard button next to your model's name in the Model Summary Page in Boosted Insights.

date : datetime.date or YYYY-MM-DD string

Date of the universe to retrieve.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

pandas.DataFrame

Pandas DataFrame containing the universe members. If a date was provided, only ISIN, Country, and Currency are returned. If no date was provided, returns From, To, ISIN, Country, Currency.

def inferDependentDataSetSchema(name, df, infer_from_column_names=False)

Creates a dependent dataset schema by inferring the contents from a Pandas DataFrame.

Parameters

datasetName : str

Name for this dataset.

df : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex. The first columns must be ISIN, Country, Currency by default.

infer_from_column_names : bool

Allows creation of dataset schemas with more flexible identifier columns. Identifier column names must be specified equal to (case and whitespace insensitive) one of the values in boosted.api.api_type.ColumnSubRole. These columns must be grouped together as a block in the first N columns of your dataset, where N is the number of identifiers.

Returns

DatasetConfig

A DatasetConfig can be used to create a new dataset.

def inferGlobalDataSetSchema(name, df)

Creates a independent dataset schema by inferring the contents from a Pandas DataFrame.

Parameters

datasetName : str

Name for this dataset.

df : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex.

Returns

DatasetConfig

A DatasetConfig can be used to create a new dataset.

def inferIndependentDataSetSchema(name, df)

Creates a independent dataset schema by inferring the contents from a Pandas DataFrame.

Parameters

datasetName : str

Name for this dataset.

df : pandas.DataFrame

Pandas DataFrame containing your data. The index must be DatetimeIndex. The first column must be a unique custom security identifier

Returns

DatasetConfig

A DatasetConfig can be used to create a new dataset.

def queryDataset(apikey, dataset_id, proxy=None, disable_verify_ssl=False)

Queries the status, timerange of a dataset.

Returns meta-information about a dataset. This can be used to check the dateranges covered and the current status.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

dataset_id : str

Dataset ID. Can be from the output of addDependentDataset or be found in your Custom Data listing in Boosted Insights.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

dict:

Dictionary containing meta-data about the dataset.

'created': <creation date>,
'fileSize': <file size>,
'id': <dataset ID>,
'name': <dataset name>,
'ownerId': <owner ID>,
'region': <dataset region>,
'status': {AVAILABLE|UPDATING|CREATING|ERROR},
'type': {STOCK|STRATEGY|GLOBAL},
'universeId': <universe ID>,
'validFrom': [YYYY, MM, DD],
'validTo': [YYYY, MM, DD]}

def updateUniverse(apikey, model_id, universe_df, date=datetime.date(2021, 11, 18), proxy=None, disable_verify_ssl=False)

Sets the universe members of a model.

Sets the members of the universe of a model. Universe members may only be set for future dates.

For more information, see http://docs.insights.boosted.ai/universe-upload.

Parameters

apikey : str

API key provided by Boosted. This key should be protected as a secret.

model_id : str

Model ID. Model IDs can be retrieved by clicking on the copy to clipboard button next to your model's name in the Model Summary Page in Boosted Insights.

universe_df : Pandas.DataFrame

A Pandas.DataFrame with columns ISIN, Country, Currency.

date : datetime.date or YYYY-MM-DD string

Date of the universe to retrieve.

proxy : str

Your organization may require the use of a proxy for access. The address of a HTTPS proxy in the format of

:. Examples are "123.456.789:123" or "my.proxy.com:123". Do not prepend with "https://".

disable_verify_ssl : bool

Your networking setup may be behind a firewall which performs SSL inspection. Either set the REQUESTS_CA_BUNDLE environment variable to point to the location of a custom certificate bundle, or set this parameter to true to disable SSL verification as a workaround.

Returns

str

Any warnings, e.g. failure to map ISINs, are returned.