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

Does this cost extra, or do we just keep creating new API keys when we've used up the 500 limit?

What 500 limit are you referring to?


I was doing a rank period thing and it maxed out and gave me an error at 500 periods.

May 18, 2020 12:19:02 PM       
Jrinne
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

P123,

I do think this is very nice, has great potential and is a clear improvement in the volume of data that can be downloaded.

But why is it that we don’t just expand on what we can do now with Excel downloads?

As it is I am going to use this for the sole purpose of getting an expanded download of something that was never limited by the data vendor (it seems) into an Excel spreadsheet on my office computer so I can upload it into my MacBook to use in Spyder, Jupiter Notebooks or Google’s Colab.

Again, good that I can download more data now. But why not just expand the Excel downloads?

I am sure there is a good reason--that I am not aware of--so I will not suggest that, I guess.

But it does seem (to this non-programmer) that P123 has to generate the data and download it either way. Are you doing (and creating for members) a lot of work that may not be necessary for even the most advanced users?

I do get that Excel limits the number of rows to just over a million (1,048,576 rows by 16,384 columns) and that means maybe downloading 2 spreadsheets for the most demanding of data requirements. I will be using less than 16,384 factors (columns) most of the time;-) The row limit should never cause a need for more than 2 spreadsheets with any reasonable universe.

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 18, 2020 12:26:02 PM       
Edit 20 times, last edit by Jrinne at May 18, 2020 2:03:32 PM
philjoe
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

I created a new API key but now I am getting:

2020-05-18 13:58:28,913: API request failed: request quota exhausted

May 18, 2020 1:59:14 PM       
philjoe
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

Still getting "request quota exhausted" this morning.

May 19, 2020 7:22:56 AM       
marco
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

philjoe, please try it now. We changed the api monthly limit to 5K/mo from 500 for now till we figure out what to do with API . We're also keeping it limited to make sure we can handle the load. The idea is to have it included in p123 memeberships for light use, and have few options for power users.

Portfolio123 Staff.

May 19, 2020 7:53:03 AM       
marco
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

When using the python library how do you specify the "Columns" parameter for the Ranks function?

For example, I tried the following

rankdetails = {
"engine": "Current",
"vendor": "Compustat",
"pitMethod": "Prelim",
"rankingSystem": "Core: Value",
"universe": "Prussell 1000",
"asOfDt": "2020-04-20",
"includeNames": False,
"includeNodeDetails": True,
"columns": "factor"
}

tmp = client.rank_ranks(rankdetails)


but get the following error back

ClientException: API request failed: Unrecognized parameter <columns>


If I don't include the "columns" parameter in the dictionary, then everything works but I just get the aggregate (or top-level) rank and none of the underlying factor ranks.

Thanks,

Daniel


You just need the "includeNodeDetails" parameter to be true, no "columns" parameter supported (https://api.portfolio123.com:8443/docs/index.html#/Rank/_ranks).

Portfolio123 Staff.

May 19, 2020 8:06:12 AM       
Edit 1 times, last edit by marco at May 19, 2020 8:08:08 AM
philjoe
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

OK thanks, but I think even 5k/month is too small to use it properly. Would 5k/day be too much to handle?

May 19, 2020 8:10:23 AM       
Quantonomics
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

@ Marco Please advise:

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

What would be the right syntax in the Data Miner for this formula? If I understood the read me all I have to do is to put quotes to pass the whole thing formula as a string, so:

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

Is that it? Thanks

May 19, 2020 8:18:54 AM       
valmarv
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

This would be the correct value (please note that you have to escape inner double quotes):
"Aggregate(\"EarnYield\",#Industry,#Avg,16.5,#Exclude,False,True)"

Marius Valeanu
Portfolio123 Staff

May 19, 2020 8:34:43 AM       
Edit 2 times, last edit by valmarv at May 19, 2020 8:37:17 AM
dnevin123
Re: NEW: Data Miner App & P123 API -- v1.0 (beta)

Had been using Python with Selenium to extract Rank data on the Buy and Sell dates for positions in some of my Simulations. Yesterday I transitioned to using the new API which seems much simpler, quicker, and cleaner to use, but I have run up against Request Quota today. What is the current Request Quota limit? Do I just need to revert back to using my old method?

May 20, 2020 1:06:45 PM       
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