API functions: Rank

Rank Functions

rank_ranks()

Wrapper for POST ​/rank​/ranks

This operation allows you to retrieve rank data from a ranking system for a specific universe.

p123api.Client().rank_ranks({
    'rankingSystem': 'Ranking name',
    'asOfDt': 'yyyy-mm-dd',
    'universe': 'Universe name',
    #
    # Optional parameters,
    'pitMethod': 'Prelim' | 'Complete',
    'precision': 2 | 3 | 4,
    'rankingMethod': 2, # 2-Percentile NAs Negative, 4-Percentile NAs Neutral
    # Filter for specific stocks
    'tickers': 'IBM,MSFT',
    'includeNames': False,
    'includeNaCnt': False,
    'includeFinalStmt': False,
    'nodeDetails': 'composite' | 'factor',
    'currency': 'USD' | 'CAD' | 'CHF' | 'EUR' | 'GBP' | 'NOK' | 'PLN' | 'SEK' | 'TRY',
    'additionalData': ['formula1','formula2',...]
     # Example: ['Close(0)', 'mktcap', "ZScore(`Pr2SalesQ`,#All)"]
},True) # True - output to Pandas DataFrame | [False] to JSON.

rank_perf()

Wrapper for POST ​/rank​/performance

This operation lets you run bucket performance tests of multifactor ranking systems. You can use one of your existing ranking systems or a Portfolio123 ranking system. This includes your ApiRankingSystem which can be modified using the rank_update endpoint. Other specific settings include the number of buckets, minimum price, transaction slippage (expressed in %), sector, benchmark and output type.

p123api.Client().rank_perf({
    'rankingSystem': 'Rank Name',
    'startDt': 'yyyy-mm-dd',
    #
    # Optional parameters
    'endDt': 'yyyy-mm-dd',
    'pitMethod': 'Prelim' | 'Complete',
    'precision': 2 | 3 | 4,
    'universe': 'Universe name',
    'transType': 'Long' | 'Short',
    'rankingMethod': 2, # 2 NAs Negative | 4 NAs Neutral
    'numBuckets': 10,
    'minPrice': 5,
    'minLiquidity': 5000,
    'maxReturn': 200,
    'rebalFreq': 'Every 4 Weeks' | 'Every Week' | 
                 'Every N Weeks' (2,3,4,6,8,13,26,52),
    'slippage': 0,
    'benchmark': 'SPY',
    'outputType': 'ann' | 'perf'
})

rank_update()

Wrapper for POST ​/rank

This operation updates the "API ranking system" called ApiRankingSystem. If you don’t have this ranking system already saved in the platform, it will be created automatically.

p123api.Client().rank_update({
    # For 'nodes' use the same XML format you see when you 
    # click 'Text Editor' in the page Ranking System->Factors 
    'nodes': 'node definition',
    'type': 'stock' | 'etf',

    #
    # Optional parameters
    # ranking system id. 
    # If missing the ranking system 'ApiRankingSystem' is updated
    'id': 123 
    'rankingMethod': 2,  # 2 NAs Negative, 4 NAs Neutral
    'currency': 'USD' | 'CAD' | 'CHF' | 'EUR' | 'GBP' | 'NOK' | 'PLN' | 'SEK' | 'TRY'
})

Go to:

• All p123api functions

• Technical API reference