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Barn
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

Can you try again? Should be fine now


Working here as well.

Thanks and this looks very interesting

Just my $0.02 ... Actually I need that back for my port.
Barn

May 12, 2020 1:20:11 PM       
marco
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

Is there a way to specify RankType (i.e. Lower) and Scope (i.e. Industry)?


Please take a look at the reference section in Dropbox : setting_ranking_nodes.yaml

NOTE: To edit input files in YAML format we recommend Notepad++ https://notepad-plus-plus.org/downloads/

Portfolio123 Staff.

May 12, 2020 2:00:24 PM       
Jrinne
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

All,

In the "RanksPeriod" example a member can substitute the name of a ranking system that they have already created as well as a universe they have already created.

This can be done over an extended period as the name implies (with dates in the column).

That is a lot of information that can be downloaded all at once.

It looks like this has a lot of potential. Some data wrangling will be required with version 1.0 but a lot of information can be downloaded already and there seems to be a lot of potential for the future version.

Thank you Marco.

Best,

Jim

From time to time you will encounter Luddites, who are beyond redemption.
--de Prado, Marcos López on the topic of machine learning for financial applications

May 12, 2020 3:06:54 PM       
Edit 1 times, last edit by Jrinne at May 12, 2020 3:14:19 PM
Quantonomics
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

Question:
# Symbol makes information not processed in the tool

How do I process this factor:
#AnalystsCurQ

Do I just remove the # in front and it's going to work correctly? If I leave it on, the way it is shown online on P123 I get this message:

2020-05-12 17:10:48,646: Invalid value for "Ranking" property in iteration #1: "Formula" property is invalid

May 12, 2020 4:12:42 PM       
Edit 1 times, last edit by Quantonomics at May 12, 2020 4:13:52 PM
aschiff
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

To specify this, you'll need to put the expression in quotes: "#AnalystsCurQ"
If the expression also has double quotes in it, you'll need to prefix those quotes with a backslash for it to work: "FRank(\"#AnalystsCurQ\")"

Aaron
Portfolio123 Staff

May 12, 2020 4:23:47 PM       
Quantonomics
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

If the expression also has double quotes in it, you'll need to prefix those quotes with a backslash for it to work: "FRank(\"#AnalystsCurQ\")"


I can't get your second tip to work, take this example it gets this error:
2020-05-12 22:50:41,089: API request failed: Element type "StockFormula" must be followed by either attribute specifications, ">" or "/>". (on line 2)


Main:
Operation: RankPerformance
On Error: Stop

Default Settings:
Engine: Legacy
Vendor: Compustat
PIT Method: Prelim
Buckets: 10
Start Date: 2000-01-01
End Date: 2020-03-31
Rebalance Frequency: 4Weeks
Universe: S&P 500
Benchmark: SPY
Minimum Price: 1.0

Iterations:
-
Name: GR%PQ("Sales")
Ranking:
Nodes:
-
Type: StockFormula
Formula: GR%PQ(\"Sales\")
Rank: Lower
Scope: Universe

May 12, 2020 9:51:32 PM       
valmarv
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

YAML uses a few special characters, documentation on how to deal with them when present in property values (eg formulas) can be found in the README.txt on dropbox.
A new release that addresses a bug exposed by Quantonomics' example has also been uploaded.

Marius Valeanu
Portfolio123 Staff

May 13, 2020 8:39:12 AM       
atw
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

Hi Marco,

This is a very interesting development and shows p123's continuing commitment to expanding its capabilities.

Regarding your following comment...

"Data Miner can also be used to download point in time factors (data license required)."

...can you say anything more about what CompuStat-related license terms might look like? With whom at S&P this can be discussed?

Thank you.

Hugh

May 13, 2020 10:32:25 AM       
Quantonomics
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

With whom at S&P this can be discussed?


They are not overly open to discussion to be honest. Expect a flat $24k licence fee.

May 13, 2020 10:36:36 AM       
Quantonomics
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

YAML uses a few special characters, documentation on how to deal with them when present in property values (eg formulas) can be found in the README.txt on dropbox.
A new release that addresses a bug exposed by Quantonomics' example has also been uploaded.


Ok I saw the read me but I'm still puzzled. Can you please provide one example with this one below:

Aggregate("EarnYield",#Industry,#Avg,16.5,#Exclude,False,True)

What would be the right syntax in the Data Miner for this formula?

Thanks as this will make things more clear.

May 15, 2020 3:32:02 PM       
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