[](https://www.factset.com)
# Optimization Engine API (Multi-period) client library for Python
[]()
[](https://pypi.org/project/fds.sdk.OptimizationEngineAPIMultiperiod/)
[](https://www.apache.org/licenses/LICENSE-2.0)
No description provided (generated by Openapi Generator https://github.com/openapitools/openapi-generator)
This Python package is automatically generated by the [OpenAPI Generator](https://openapi-generator.tech) project:
- API version: 1
- SDK version: 0.21.13
- Build package: org.openapitools.codegen.languages.PythonClientCodegen
## Requirements
* Python >= 3.7
## Installation
### Poetry
```shell
poetry add fds.sdk.utils fds.sdk.OptimizationEngineAPIMultiperiod==0.21.13
```
### pip
```shell
pip install fds.sdk.utils fds.sdk.OptimizationEngineAPIMultiperiod==0.21.13
```
## Usage
1. [Generate authentication credentials](../../../../README.md#authentication).
2. Setup Python environment.
1. Install and activate python 3.7+. If you're using [pyenv](https://github.com/pyenv/pyenv):
```sh
pyenv install 3.9.7
pyenv shell 3.9.7
```
2. (optional) [Install poetry](https://python-poetry.org/docs/#installation).
3. [Install dependencies](#installation).
4. Run the following:
> [!IMPORTANT]
> The parameter variables defined below are just examples and may potentially contain non valid values. Please replace them with valid values.
### Example Code
```python
from fds.sdk.utils.authentication import ConfidentialClient
import fds.sdk.OptimizationEngineAPIMultiperiod
from fds.sdk.OptimizationEngineAPIMultiperiod.api import default_api
from fds.sdk.OptimizationEngineAPIMultiperiod.models import *
from dateutil.parser import parse as dateutil_parser
from pprint import pprint
# See configuration.py for a list of all supported configuration parameters.
# Examples for each supported authentication method are below,
# choose one that satisfies your use case.
# (Preferred) OAuth 2.0: FactSetOAuth2
# See https://github.com/FactSet/enterprise-sdk#oauth-20
# for information on how to create the app-config.json file
#
# The confidential client instance should be reused in production environments.
# See https://github.com/FactSet/enterprise-sdk-utils-python#authentication
# for more information on using the ConfidentialClient class
configuration = fds.sdk.OptimizationEngineAPIMultiperiod.Configuration(
fds_oauth_client=ConfidentialClient('/path/to/app-config.json')
)
# Basic authentication: FactSetApiKey
# See https://github.com/FactSet/enterprise-sdk#api-key
# for information how to create an API key
# configuration = fds.sdk.OptimizationEngineAPIMultiperiod.Configuration(
# username='USERNAME-SERIAL',
# password='API-KEY'
# )
# Enter a context with an instance of the API client
with fds.sdk.OptimizationEngineAPIMultiperiod.ApiClient(configuration) as api_client:
# Create an instance of the API class
api_instance = default_api.DefaultApi(api_client)
multi_period_input = OptimizerInputsMultiPeriodInput(
strategy=OptimizerInputsMultiPeriodStrategy(
objective=OptimizerInputsMultiPeriodObjective(
factor_exposure=[
OptimizerInputsMPFactorExposureTerm(
term=OptimizerInputsFactorExposureTerm(
name="name_example",
multiplier=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
factors=[
"factors_example",
],
direction=OptimizerInputsEObjectiveTermDirectionEnum(0),
rel_to_benchmark=True,
benchmark_index=1,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
volatility=[
OptimizerInputsMPVolatilityTerm(
term=OptimizerInputsVolatilityTerm(
name="name_example",
multiplier=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
direction=OptimizerInputsEObjectiveTermDirectionEnum(0),
risk_type=OptimizerInputsEObjectiveRiskTypeEnum(0),
factors=[
"factors_example",
],
active_risk=True,
benchmark_index=1,
),
term_on=OptimizerInputsBoundSourceEnum(0),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
general_linear=[
OptimizerInputsMPGeneralLinearTerm(
term=OptimizerInputsGeneralLinearTerm(
name="name_example",
multiplier=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
attribute=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
direction=OptimizerInputsEObjectiveTermDirectionEnum(0),
method=OptimizerInputsEAggregationMethodEnum(0),
rel_to_benchmark=True,
benchmark_index=1,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
expected_return=[
OptimizerInputsMPExpectedReturnTerm(
term=OptimizerInputsExpectedReturnTerm(
name="name_example",
multiplier=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
return_values=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
direction=OptimizerInputsEObjectiveTermDirectionEnum(0),
use_alpha=True,
rel_to_benchmark=True,
benchmark_index=1,
),
term_on=OptimizerInputsBoundSourceEnum(0),
annualization_factor=3.14,
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
sensitivity=[
OptimizerInputsMPSensitivityTerm(
term=OptimizerInputsSensitivityTerm(
name="name_example",
multiplier=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
sensitivity_attribute=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
direction=OptimizerInputsEObjectiveTermDirectionEnum(0),
rel_to_benchmark=True,
benchmark_index=1,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
objective_ratio=OptimizerInputsMPObjectiveRatioTerm(
sharpe_ratio=OptimizerInputsSharpeRatioTerm(
name="name_example",
multiplier=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
risk_free_rate=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
direction=OptimizerInputsEObjectiveTermDirectionEnum(0),
active_risk=True,
benchmark_index=1,
),
starr=OptimizerInputsSTARRTerm(
name="name_example",
multiplier=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
risk_free_rate=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
direction=OptimizerInputsEObjectiveTermDirectionEnum(0),
confidence_level=3.14,
use_centered_etl=True,
active_risk=True,
benchmark_index=1,
),
diversification_ratio=OptimizerInputsDiversificationRatioTerm(
name="name_example",
multiplier=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
direction=OptimizerInputsEObjectiveTermDirectionEnum(0),
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
tail_risk=[
OptimizerInputsMPTailRiskTerm(
term=OptimizerInputsTailRiskTerm(
name="name_example",
multiplier=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
direction=OptimizerInputsEObjectiveTermDirectionEnum(0),
risk_measure=OptimizerInputsTailRiskMeasureEnum(0),
confidence_level=3.14,
use_centered_etl=True,
active_risk=True,
benchmark_index=1,
),
term_on=OptimizerInputsBoundSourceEnum(0),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
target_probability=[
OptimizerInputsMPTargetProbabilityTerm(
term=OptimizerInputsTargetProbabilityTerm(
name="name_example",
multiplier=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
direction=OptimizerInputsEObjectiveTermDirectionEnum(0),
threshold_min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
threshold_max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
),
constrain_on=OptimizerInputsBoundSourceEnum(0),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
),
constraints=OptimizerInputsMultiPeriodConstraints(
expected_returns=[
OptimizerInputsMPExpectedReturnConstraint(
constraint=OptimizerInputsExpectedReturnConstraint(
name="name_example",
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
return_value=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
use_strategy_return_value=True,
penalty=OptimizerInputsPenalty(
enabled=True,
penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),
penalty_value=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max_violation=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
level=OptimizerInputsEConstraintLevelEnum(0),
return_type=OptimizerInputsEConstraintReturnTypeEnum(0),
rel_to_benchmark=True,
benchmark_index=1,
hierarchy=1,
),
constraint_on=OptimizerInputsBoundSourceEnum(0),
annualization_factor=3.14,
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
diversification=[
OptimizerInputsMPDiversificationConstraint(
constraint=OptimizerInputsDiversificationConstraint(
name="name_example",
asset_value=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max_percent=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
penalty=OptimizerInputsPenalty(
enabled=True,
penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),
penalty_value=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max_violation=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
unit=OptimizerInputsEConstraintUnitTypeEnum(0),
level=OptimizerInputsEConstraintLevelEnum(0),
hierarchy=1,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
),
],
factor_exposures=[
OptimizerInputsMPFactorExposureConstraint(
constraint=OptimizerInputsFactorExposureConstraint(
name="name_example",
penalty=OptimizerInputsPenalty(
enabled=True,
penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),
penalty_value=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max_violation=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
),
rel_to_benchmark=True,
benchmark_index=1,
factors=OptimizerInputsFactorExposureAttributes(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
),
hierarchy=1,
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
general_linear=[
OptimizerInputsMPGeneralLinearConstraint(
constraint=OptimizerInputsGeneralLinearConstraint(
name="name_example",
security_attribute=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
penalty=OptimizerInputsPenalty(
enabled=True,
penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),
penalty_value=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max_violation=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
weighting_method=OptimizerInputsEWeightingMethodTypeEnum(0),
level=OptimizerInputsEConstraintLevelEnum(0),
hierarchy=1,
rel_to_benchmark=True,
benchmark_index=1,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
holding_threshold=[
OptimizerInputsMPHoldingsThresholdConstraint(
constraint=OptimizerInputsHoldingsThresholdConstraint(
name="name_example",
custom_asset=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
asset_type=OptimizerInputsEFPOConstraintAssetTypeEnum(0),
level=OptimizerInputsEConstraintLevelEnum(0),
unit=OptimizerInputsEConstraintUnitTypeEnum(0),
hierarchy=1,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
),
],
leverage=[
OptimizerInputsMPLeverageConstraint(
constraint=OptimizerInputsLeverageConstraint(
name="name_example",
value=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
value_type=OptimizerInputsELeverageValueTypeEnum(0),
hierarchy=1,
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
level=OptimizerInputsEConstraintLevelEnum(0),
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
),
],
num_of_assets=[
OptimizerInputsMPNumberofAssetsConstraint(
constraint=OptimizerInputsNumberofAssetsConstraint(
name="name_example",
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
level=OptimizerInputsEConstraintLevelEnum(0),
hierarchy=1,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
),
],
sensitivity=[
OptimizerInputsMPSensitivityConstraint(
constraint=OptimizerInputsSensitivityConstraint(
name="name_example",
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
sensitivity_attribute=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
penalty=OptimizerInputsPenalty(
enabled=True,
penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),
penalty_value=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max_violation=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
level=OptimizerInputsEConstraintLevelEnum(0),
rel_to_benchmark=True,
benchmark_index=1,
hierarchy=1,
unit=OptimizerInputsEConstraintUnitTypeEnum(0),
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
weight_constraint=[
OptimizerInputsMPHoldingsWeightConstraint(
constraint=OptimizerInputsHoldingsWeightConstraint(
name="name_example",
custom_asset=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
penalty=OptimizerInputsPenalty(
enabled=True,
penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),
penalty_value=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max_violation=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
unit=OptimizerInputsEConstraintUnitTypeEnum(0),
weight_type=OptimizerInputsEFPOConstraintWeightTypeEnum(0),
level=OptimizerInputsEConstraintLevelEnum(0),
asset_type=OptimizerInputsEFPOConstraintAssetTypeEnum(0),
rel_to_benchmark=True,
benchmark_index=1,
hierarchy=1,
apply_only_to_direct=True,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
),
],
number_of_buys=[
OptimizerInputsMPNumberOfBuysConstraint(
constraint=OptimizerInputsNumberOfBuysConstraint(
name="name_example",
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
level=OptimizerInputsEConstraintLevelEnum(0),
hierarchy=1,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
),
],
number_of_sells=[
OptimizerInputsMPNumberOfSellsConstraint(
constraint=OptimizerInputsNumberOfSellsConstraint(
name="name_example",
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
level=OptimizerInputsEConstraintLevelEnum(0),
hierarchy=1,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
),
],
round_lots=[
OptimizerInputsMPRoundlotsConstraint(
constraint=OptimizerInputsRoundlotsConstraint(
name="name_example",
asset_level=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
custom_asset=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
level=OptimizerInputsEConstraintLevelEnum(0),
asset_type=OptimizerInputsEFPOConstraintAssetTypeEnum(0),
general_value=3.14,
hierarchy=1,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
),
],
trade_threshold=[
OptimizerInputsMPTradeThresholdConstraint(
constraint=OptimizerInputsTradeThresholdConstraint(
name="name_example",
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
custom_asset=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
level=OptimizerInputsEConstraintLevelEnum(0),
unit=OptimizerInputsEConstraintUnitTypeEnum(0),
asset_type=OptimizerInputsEFPOConstraintAssetTypeEnum(0),
hierarchy=1,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
),
],
trading_turnover=[
OptimizerInputsMPTurnoverConstraint(
constraint=OptimizerInputsTurnoverConstraint(
name="name_example",
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
custom_asset=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
penalty=OptimizerInputsPenalty(
enabled=True,
penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),
penalty_value=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max_violation=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
level=OptimizerInputsEConstraintLevelEnum(0),
value_type=OptimizerInputsEConstraintValueTypeEnum(0),
asset_type=OptimizerInputsEFPOConstraintAssetTypeEnum(0),
turnover_type=OptimizerInputsEConstraintTurnoverTypeEnum(0),
hierarchy=1,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
risk_contribution=[
OptimizerInputsMPRiskContributionConstraint(
constraint=OptimizerInputsRiskContributionConstraint(
name="name_example",
max_percent=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
custom_asset=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
level=OptimizerInputsEConstraintLevelEnum(0),
asset_type=OptimizerInputsEFPOConstraintAssetTypeEnum(0),
risk_type=OptimizerInputsEConstraintRiskTypeEnum(0),
hierarchy=1,
),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
),
],
risk_volatility=[
OptimizerInputsMPRiskVolatilityConstraint(
constraint=OptimizerInputsRiskVolatilityConstraint(
name="name_example",
max_value_of_risk=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
level=OptimizerInputsEConstraintLevelEnum(0),
penalty=OptimizerInputsPenalty(
enabled=True,
penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),
penalty_value=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max_violation=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
),
groups=[
OptimizerInputsConstraintGroup(
min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
id="id_example",
nested_groups=[],
group_lookup_index=1,
),
],
risk_type=OptimizerInputsEConstraintRiskTypeEnum(0),
active_risk=True,
benchmark_index=1,
hierarchy=1,
),
constraint_on=OptimizerInputsBoundSourceEnum(0),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
tail_risk=[
OptimizerInputsMPLimitTailRiskConstraint(
constraint=OptimizerInputsLimitTailRiskConstraint(
name="name_example",
risk_measure=OptimizerInputsTailRiskMeasureEnum(0),
max_risk=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
confidence_level=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
penalty=OptimizerInputsPenalty(
enabled=True,
penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),
penalty_value=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max_violation=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
),
active_risk=True,
benchmark_index=1,
hierarchy=1,
),
constraint_on=OptimizerInputsBoundSourceEnum(0),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
target_probability=[
OptimizerInputsMPTargetProbabilityConstraint(
constraint=OptimizerInputsTargetProbabilityConstraint(
name="name_example",
threshold_min=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
threshold_max=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
min_probability=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
max_probability=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
hierarchy=1,
),
constraint_on=OptimizerInputsBoundSourceEnum(0),
on_periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
across_periods=OptimizerInputsAcrossPeriods(
start_period=1,
end_period=1,
rolling=OptimizerInputsAcrossPeriodsRollingPeriods(
frequency=1,
method=OptimizerInputsRollingMethodEnum(0),
),
),
),
],
),
transaction_cost=OptimizerInputsTransactionCost(
unit_type=OptimizerInputsETransactionCostUnitTypeEnum(0),
buy_cost=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
sell_cost=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
),
options=OptimizerInputsMultiPeriodOptions(
options=OptimizerInputsOptions(
max_run_time=1,
convergence_tolerance=3.14,
cash_flow_formula=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
convert_weights_to_cash_for_ip=True,
convert_weights_to_cash_for_bmk=True,
composite_asset_lookthrough_level=1,
),
weight_rebalance_periods=[
1,
],
total_periods_count=1,
initial_point_randomization_count=1,
),
expected_return=OptimizerInputsExpectedReturn(
alpha=OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
alpha_unit=OptimizerInputsEAlphaUnitTypeEnum(0),
),
),
universe=OptimizerInputsTotalUniverse(
assets=[
OptimizerInputsAsset(
symbol="symbol_example",
price=3.14,
),
],
composite_assets=OptimizerInputsCompositeAsset(
constituents=[
OptimizerInputsCompositeConstituent(
univ_index=1,
weight=3.14,
price=OptimizerInputsAssetPrice(
source=OptimizerInputsAssetPriceEPriceSource(0),
price_override=3.14,
),
),
],
),
derivatives=OptimizerInputsDerivative(
offset_index=1,
future=OptimizerInputsDerivativeFuture(
contract_size=3.14,
method=OptimizerInputsDerivativeFutureEComputationMethodEnum(0),
using_pa_multiply=True,
),
forward=True,
),
),
portfolios=OptimizerInputsPortfolios(
initial=OptimizerInputsPortfolio(
holdings=[
OptimizerInputsPortfolioItem(
univ_index=1,
price=OptimizerInputsAssetPrice(
source=OptimizerInputsAssetPriceEPriceSource(0),
price_override=3.14,
),
shares=3.14,
),
],
),
benchmarks=[
OptimizerInputsPortfolio(
holdings=[
OptimizerInputsPortfolioItem(
univ_index=1,
price=OptimizerInputsAssetPrice(
source=OptimizerInputsAssetPriceEPriceSource(0),
price_override=3.14,
),
shares=3.14,
),
],
),
],
buylist=[
OptimizerInputsBuyListItem(
univ_index=1,
price=OptimizerInputsAssetPrice(
source=OptimizerInputsAssetPriceEPriceSource(0),
price_override=3.14,
),
),
],
cash_univ_index=1,
),
riskmodels=OptimizerInputsMultiPeriodRiskModels(
risk_models=[
OptimizerInputsRiskModelForPeriods(
risk_model=OptimizerInputsRiskModel(
simulated_risk_model=OptimizerInputsSimulatedRiskModel(
raw_data=VARDistributionDataMessage(
description=VARDistributionDescription(
risk_model="risk_model_example",
factor_group="factor_group_example",
factors=[
"factors_example",
],
distribution_type=VARDistributionType(0),
report_date=1,
report_currency="report_currency_example",
horizon_in_trading_days=3.14,
return_dates=[
1,
],
),
security_simulations=[
VARSimulatedReturns(
entity="entity_example",
returns=[
3.14,
],
),
],
status=VARDistributionStatus(
indicator=VARStatusIndicator(0),
message="message_example",
),
),
request_info=OptimizerInputsSimulatedRiskRequestInfo(
url="url_example",
lima_header="lima_header_example",
),
),
quant_risk_model=OptimizerInputsQuantRiskModel(
raw_data=OptimizerInputsQuantRiskModelRawData(
labels=OptimizerInputsLabels(
factor=OptimizerInputsFactor(
ids=[
"ids_example",
],
names=[
"names_example",
],
),
security=OptimizerInputsSecurity(
ids=[
"ids_example",
],
),
),
raw_asset_covariance_matrix=OptimizerInputsSparseMatrix(
rows=1,
columns=1,
index_pointer=[
1,
],
indices=[
1,
],
value=[
3.14,
],
),
raw_factor_exposure=OptimizerInputsSparseMatrix(
rows=1,
columns=1,
index_pointer=[
1,
],
indices=[
1,
],
value=[
3.14,
],
),
raw_factor_covariance_matrix=OptimizerInputsDenseMatrix(
value=[
GoogleProtobufListValue(
values=[
OptimizerInputsValue(
value_type=OptimizerInputsEValueTypeEnum(0),
raw_value=3.14,
ref_index=1,
),
],
),
],
),
risk_model_coverage_flag=[
1,
],
),
request_info=OptimizerInputsQuantRiskRequestInfo(
service_url="service_url_example",
json_post_body="json_post_body_example",
lima_header="lima_header_example",
pickup_base_url="pickup_base_url_example",
),
),
raw_model=OptimizerInputsRawRiskModel(
simulations=[
OptimizerInputsRawRiskModelSimulations(
id="id_example",
simulated_returns=[
3.14,
],
),
],
),
),
periods=OptimizerInputsOnPeriods(
periods=[
1,
],
),
),
],
),
lookup_tables=OptimizerInputsLookupTables(
groups=[
OptimizerInputsGroupDefinition(
univ_indices=[
1,
],
),
],
values=[
OptimizerInputsValueReference(
asset_values=3.14,
),
],
),
output_statistics=True,
) # OptimizerInputsMultiPeriodInput | Multiperiod protobuf input (optional)
try:
# example passing only required values which don't have defaults set
# and optional values
api_response = api_instance.mpo_v1_optimize_fpo_post(multi_period_input=multi_period_input)
pprint(api_response)
except fds.sdk.OptimizationEngineAPIMultiperiod.ApiException as e:
print("Exception when calling DefaultApi->mpo_v1_optimize_fpo_post: %s\n" % e)
# # Get response, http status code and response headers
# try:
# api_response, http_status_code, response_headers = api_instance.mpo_v1_optimize_fpo_post_with_http_info(multi_period_input=multi_period_input)
# pprint(api_response)
# pprint(http_status_code)
# pprint(response_headers)
# except fds.sdk.OptimizationEngineAPIMultiperiod.ApiException as e:
# print("Exception when calling DefaultApi->mpo_v1_optimize_fpo_post: %s\n" % e)
# # Get response asynchronous
# try:
# async_result = api_instance.mpo_v1_optimize_fpo_post_async(multi_period_input=multi_period_input)
# api_response = async_result.get()
# pprint(api_response)
# except fds.sdk.OptimizationEngineAPIMultiperiod.ApiException as e:
# print("Exception when calling DefaultApi->mpo_v1_optimize_fpo_post: %s\n" % e)
# # Get response, http status code and response headers asynchronous
# try:
# async_result = api_instance.mpo_v1_optimize_fpo_post_with_http_info_async(multi_period_input=multi_period_input)
# api_response, http_status_code, response_headers = async_result.get()
# pprint(api_response)
# pprint(http_status_code)
# pprint(response_headers)
# except fds.sdk.OptimizationEngineAPIMultiperiod.ApiException as e:
# print("Exception when calling DefaultApi->mpo_v1_optimize_fpo_post: %s\n" % e)
```
### Using Pandas
To convert an API response to a Pandas DataFrame, it is necessary to transform it first to a dictionary.
```python
import pandas as pd
response_dict = api_response.to_dict()['data']
simple_json_response = pd.DataFrame(response_dict)
nested_json_response = pd.json_normalize(response_dict)
```
### Debugging
The SDK uses the standard library [`logging`](https://docs.python.org/3/library/logging.html#module-logging) module.
Setting `debug` to `True` on an instance of the `Configuration` class sets the log-level of related packages to `DEBUG`
and enables additional logging in Pythons [HTTP Client](https://docs.python.org/3/library/http.client.html).
**Note**: This prints out sensitive information (e.g. the full request and response). Use with care.
```python
import logging
import fds.sdk.OptimizationEngineAPIMultiperiod
logging.basicConfig(level=logging.DEBUG)
configuration = fds.sdk.OptimizationEngineAPIMultiperiod.Configuration(...)
configuration.debug = True
```
### Configure a Proxy
You can pass proxy settings to the Configuration class:
* `proxy`: The URL of the proxy to use.
* `proxy_headers`: a dictionary to pass additional headers to the proxy (e.g. `Proxy-Authorization`).
```python
import fds.sdk.OptimizationEngineAPIMultiperiod
configuration = fds.sdk.OptimizationEngineAPIMultiperiod.Configuration(
# ...
proxy="http://secret:password@localhost:5050",
proxy_headers={
"Custom-Proxy-Header": "Custom-Proxy-Header-Value"
}
)
```
### Custom SSL Certificate
TLS/SSL certificate verification can be configured with the following Configuration parameters:
* `ssl_ca_cert`: a path to the certificate to use for verification in `PEM` format.
* `verify_ssl`: setting this to `False` disables the verification of certificates.
Disabling the verification is not recommended, but it might be useful during
local development or testing.
```python
import fds.sdk.OptimizationEngineAPIMultiperiod
configuration = fds.sdk.OptimizationEngineAPIMultiperiod.Configuration(
# ...
ssl_ca_cert='/path/to/ca.pem'
)
```
### Request Retries
In case the request retry behaviour should be customized, it is possible to pass a `urllib3.Retry` object to the `retry` property of the Configuration.
```python
from urllib3 import Retry
import fds.sdk.OptimizationEngineAPIMultiperiod
configuration = fds.sdk.OptimizationEngineAPIMultiperiod.Configuration(
# ...
)
configuration.retries = Retry(total=3, status_forcelist=[500, 502, 503, 504])
```
## Documentation for API Endpoints
All URIs are relative to *http://localhost*
Class | Method | HTTP request | Description
------------ | ------------- | ------------- | -------------
*DefaultApi* | [**mpo_v1_optimize_fpo_post**](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/DefaultApi.md#mpo_v1_optimize_fpo_post) | **POST** /mpo/v1/optimizeFPO |
## Documentation For Models
- [GoogleProtobufListValue](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/GoogleProtobufListValue.md)
- [GoogleProtobufNullValue](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/GoogleProtobufNullValue.md)
- [GoogleProtobufStruct](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/GoogleProtobufStruct.md)
- [GoogleProtobufValue](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/GoogleProtobufValue.md)
- [OptimizerInputsAcrossPeriods](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsAcrossPeriods.md)
- [OptimizerInputsAcrossPeriodsRollingPeriods](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsAcrossPeriodsRollingPeriods.md)
- [OptimizerInputsAsset](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsAsset.md)
- [OptimizerInputsAssetPrice](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsAssetPrice.md)
- [OptimizerInputsAssetPriceEPriceSource](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsAssetPriceEPriceSource.md)
- [OptimizerInputsBoundSourceEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsBoundSourceEnum.md)
- [OptimizerInputsBuyListItem](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsBuyListItem.md)
- [OptimizerInputsCompositeAsset](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsCompositeAsset.md)
- [OptimizerInputsCompositeConstituent](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsCompositeConstituent.md)
- [OptimizerInputsConstraintGroup](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsConstraintGroup.md)
- [OptimizerInputsConstraints](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsConstraints.md)
- [OptimizerInputsDenseMatrix](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDenseMatrix.md)
- [OptimizerInputsDerivative](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDerivative.md)
- [OptimizerInputsDerivativeFuture](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDerivativeFuture.md)
- [OptimizerInputsDerivativeFutureEComputationMethodEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDerivativeFutureEComputationMethodEnum.md)
- [OptimizerInputsDiversificationConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDiversificationConstraint.md)
- [OptimizerInputsDiversificationRatioTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDiversificationRatioTerm.md)
- [OptimizerInputsDrawdownTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDrawdownTerm.md)
- [OptimizerInputsEAggregationMethodEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEAggregationMethodEnum.md)
- [OptimizerInputsEAlphaUnitTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEAlphaUnitTypeEnum.md)
- [OptimizerInputsEConstraintGroupTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintGroupTypeEnum.md)
- [OptimizerInputsEConstraintLevelEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintLevelEnum.md)
- [OptimizerInputsEConstraintPenaltyTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintPenaltyTypeEnum.md)
- [OptimizerInputsEConstraintReturnTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintReturnTypeEnum.md)
- [OptimizerInputsEConstraintRiskRelativeInterpretationTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintRiskRelativeInterpretationTypeEnum.md)
- [OptimizerInputsEConstraintRiskTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintRiskTypeEnum.md)
- [OptimizerInputsEConstraintTurnoverTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintTurnoverTypeEnum.md)
- [OptimizerInputsEConstraintUnitTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintUnitTypeEnum.md)
- [OptimizerInputsEConstraintValueTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintValueTypeEnum.md)
- [OptimizerInputsEFPOConstraintAssetTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEFPOConstraintAssetTypeEnum.md)
- [OptimizerInputsEFPOConstraintWeightTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEFPOConstraintWeightTypeEnum.md)
- [OptimizerInputsELeverageValueTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsELeverageValueTypeEnum.md)
- [OptimizerInputsEObjectiveRiskTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEObjectiveRiskTypeEnum.md)
- [OptimizerInputsEObjectiveTermDirectionEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEObjectiveTermDirectionEnum.md)
- [OptimizerInputsETransactionCostUnitTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsETransactionCostUnitTypeEnum.md)
- [OptimizerInputsEValueTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEValueTypeEnum.md)
- [OptimizerInputsEWeightingMethodTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEWeightingMethodTypeEnum.md)
- [OptimizerInputsExpectedReturn](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsExpectedReturn.md)
- [OptimizerInputsExpectedReturnConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsExpectedReturnConstraint.md)
- [OptimizerInputsExpectedReturnTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsExpectedReturnTerm.md)
- [OptimizerInputsExpectedTailLossTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsExpectedTailLossTerm.md)
- [OptimizerInputsFactor](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsFactor.md)
- [OptimizerInputsFactorExposureAttributes](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsFactorExposureAttributes.md)
- [OptimizerInputsFactorExposureConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsFactorExposureConstraint.md)
- [OptimizerInputsFactorExposureTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsFactorExposureTerm.md)
- [OptimizerInputsFrontierSettings](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsFrontierSettings.md)
- [OptimizerInputsGeneralLinearConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsGeneralLinearConstraint.md)
- [OptimizerInputsGeneralLinearTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsGeneralLinearTerm.md)
- [OptimizerInputsGroupDefinition](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsGroupDefinition.md)
- [OptimizerInputsHoldingsThresholdConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsHoldingsThresholdConstraint.md)
- [OptimizerInputsHoldingsWeightConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsHoldingsWeightConstraint.md)
- [OptimizerInputsLabels](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsLabels.md)
- [OptimizerInputsLeverageConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsLeverageConstraint.md)
- [OptimizerInputsLimitRiskETLConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsLimitRiskETLConstraint.md)
- [OptimizerInputsLimitTailRiskConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsLimitTailRiskConstraint.md)
- [OptimizerInputsLookupTables](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsLookupTables.md)
- [OptimizerInputsMPDiversificationConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPDiversificationConstraint.md)
- [OptimizerInputsMPExpectedReturnConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPExpectedReturnConstraint.md)
- [OptimizerInputsMPExpectedReturnTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPExpectedReturnTerm.md)
- [OptimizerInputsMPFactorExposureConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPFactorExposureConstraint.md)
- [OptimizerInputsMPFactorExposureTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPFactorExposureTerm.md)
- [OptimizerInputsMPFrontierInput](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPFrontierInput.md)
- [OptimizerInputsMPGeneralLinearConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPGeneralLinearConstraint.md)
- [OptimizerInputsMPGeneralLinearTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPGeneralLinearTerm.md)
- [OptimizerInputsMPHoldingsThresholdConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPHoldingsThresholdConstraint.md)
- [OptimizerInputsMPHoldingsWeightConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPHoldingsWeightConstraint.md)
- [OptimizerInputsMPLeverageConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPLeverageConstraint.md)
- [OptimizerInputsMPLimitTailRiskConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPLimitTailRiskConstraint.md)
- [OptimizerInputsMPNumberOfBuysConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPNumberOfBuysConstraint.md)
- [OptimizerInputsMPNumberOfSellsConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPNumberOfSellsConstraint.md)
- [OptimizerInputsMPNumberofAssetsConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPNumberofAssetsConstraint.md)
- [OptimizerInputsMPObjectiveRatioTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPObjectiveRatioTerm.md)
- [OptimizerInputsMPRiskContributionConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPRiskContributionConstraint.md)
- [OptimizerInputsMPRiskVolatilityConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPRiskVolatilityConstraint.md)
- [OptimizerInputsMPRoundlotsConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPRoundlotsConstraint.md)
- [OptimizerInputsMPSensitivityConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPSensitivityConstraint.md)
- [OptimizerInputsMPSensitivityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPSensitivityTerm.md)
- [OptimizerInputsMPTailRiskTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPTailRiskTerm.md)
- [OptimizerInputsMPTargetProbabilityConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPTargetProbabilityConstraint.md)
- [OptimizerInputsMPTargetProbabilityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPTargetProbabilityTerm.md)
- [OptimizerInputsMPTradeThresholdConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPTradeThresholdConstraint.md)
- [OptimizerInputsMPTransactionCostConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPTransactionCostConstraint.md)
- [OptimizerInputsMPTurnoverConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPTurnoverConstraint.md)
- [OptimizerInputsMPVolatilityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPVolatilityTerm.md)
- [OptimizerInputsMultiPeriodConstraints](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMultiPeriodConstraints.md)
- [OptimizerInputsMultiPeriodInput](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMultiPeriodInput.md)
- [OptimizerInputsMultiPeriodObjective](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMultiPeriodObjective.md)
- [OptimizerInputsMultiPeriodOptions](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMultiPeriodOptions.md)
- [OptimizerInputsMultiPeriodRiskModels](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMultiPeriodRiskModels.md)
- [OptimizerInputsMultiPeriodStrategy](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMultiPeriodStrategy.md)
- [OptimizerInputsNumberOfBuysConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsNumberOfBuysConstraint.md)
- [OptimizerInputsNumberOfSellsConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsNumberOfSellsConstraint.md)
- [OptimizerInputsNumberofAssetsConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsNumberofAssetsConstraint.md)
- [OptimizerInputsObjective](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsObjective.md)
- [OptimizerInputsOnPeriods](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsOnPeriods.md)
- [OptimizerInputsOptions](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsOptions.md)
- [OptimizerInputsPenalty](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsPenalty.md)
- [OptimizerInputsPortfolio](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsPortfolio.md)
- [OptimizerInputsPortfolioItem](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsPortfolioItem.md)
- [OptimizerInputsPortfolios](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsPortfolios.md)
- [OptimizerInputsQuantRiskModel](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsQuantRiskModel.md)
- [OptimizerInputsQuantRiskModelRawData](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsQuantRiskModelRawData.md)
- [OptimizerInputsQuantRiskRequestInfo](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsQuantRiskRequestInfo.md)
- [OptimizerInputsRange](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRange.md)
- [OptimizerInputsRawRiskModel](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRawRiskModel.md)
- [OptimizerInputsRawRiskModelSimulations](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRawRiskModelSimulations.md)
- [OptimizerInputsRiskContributionConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRiskContributionConstraint.md)
- [OptimizerInputsRiskModel](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRiskModel.md)
- [OptimizerInputsRiskModelForPeriods](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRiskModelForPeriods.md)
- [OptimizerInputsRiskParityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRiskParityTerm.md)
- [OptimizerInputsRiskVolatilityConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRiskVolatilityConstraint.md)
- [OptimizerInputsRollingMethodEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRollingMethodEnum.md)
- [OptimizerInputsRoundlotsConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRoundlotsConstraint.md)
- [OptimizerInputsSTARRTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSTARRTerm.md)
- [OptimizerInputsSecurity](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSecurity.md)
- [OptimizerInputsSensitivityConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSensitivityConstraint.md)
- [OptimizerInputsSensitivityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSensitivityTerm.md)
- [OptimizerInputsSharpeRatioTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSharpeRatioTerm.md)
- [OptimizerInputsSimulatedRiskModel](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSimulatedRiskModel.md)
- [OptimizerInputsSimulatedRiskRequestInfo](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSimulatedRiskRequestInfo.md)
- [OptimizerInputsSparseMatrix](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSparseMatrix.md)
- [OptimizerInputsSpecificPoints](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSpecificPoints.md)
- [OptimizerInputsStartEndRange](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsStartEndRange.md)
- [OptimizerInputsTailRiskMeasureEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTailRiskMeasureEnum.md)
- [OptimizerInputsTailRiskTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTailRiskTerm.md)
- [OptimizerInputsTargetProbabilityConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTargetProbabilityConstraint.md)
- [OptimizerInputsTargetProbabilityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTargetProbabilityTerm.md)
- [OptimizerInputsTotalUniverse](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTotalUniverse.md)
- [OptimizerInputsTradeThresholdConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTradeThresholdConstraint.md)
- [OptimizerInputsTradingLimitTradeConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTradingLimitTradeConstraint.md)
- [OptimizerInputsTransactionCost](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTransactionCost.md)
- [OptimizerInputsTransactionCostConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTransactionCostConstraint.md)
- [OptimizerInputsTransactionCostTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTransactionCostTerm.md)
- [OptimizerInputsTurnoverConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTurnoverConstraint.md)
- [OptimizerInputsValue](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsValue.md)
- [OptimizerInputsValueReference](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsValueReference.md)
- [OptimizerInputsVolatilityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsVolatilityTerm.md)
- [OptimizerOutputsMultiPeriodOutput](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerOutputsMultiPeriodOutput.md)
- [OptimizerOutputsPeriods](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerOutputsPeriods.md)
- [VARDistributionDataMessage](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/VARDistributionDataMessage.md)
- [VARDistributionDescription](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/VARDistributionDescription.md)
- [VARDistributionStatus](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/VARDistributionStatus.md)
- [VARDistributionType](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/VARDistributionType.md)
- [VARSimulatedReturns](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/VARSimulatedReturns.md)
- [VARStatusIndicator](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/VARStatusIndicator.md)
## Documentation For Authorization
## FactSetApiKey
- **Type**: HTTP basic authentication
## FactSetOAuth2
- **Type**: OAuth
- **Flow**: application
- **Authorization URL**:
- **Scopes**: N/A
## Notes for Large OpenAPI documents
If the OpenAPI document is large, imports in fds.sdk.OptimizationEngineAPIMultiperiod.apis and fds.sdk.OptimizationEngineAPIMultiperiod.models may fail with a
RecursionError indicating the maximum recursion limit has been exceeded. In that case, there are a couple of solutions:
Solution 1:
Use specific imports for apis and models like:
- `from fds.sdk.OptimizationEngineAPIMultiperiod.api.default_api import DefaultApi`
- `from fds.sdk.OptimizationEngineAPIMultiperiod.model.pet import Pet`
Solution 2:
Before importing the package, adjust the maximum recursion limit as shown below:
```
import sys
sys.setrecursionlimit(1500)
import fds.sdk.OptimizationEngineAPIMultiperiod
from fds.sdk.OptimizationEngineAPIMultiperiod.apis import *
from fds.sdk.OptimizationEngineAPIMultiperiod.models import *
```
## Contributing
Please refer to the [contributing guide](../../../../CONTRIBUTING.md).
## Copyright
Copyright 2022 FactSet Research Systems Inc
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
Raw data
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"home_page": "https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1",
"name": "fds.sdk.OptimizationEngineAPIMultiperiod",
"maintainer": null,
"docs_url": null,
"requires_python": ">=3.7",
"maintainer_email": null,
"keywords": "FactSet, API, SDK",
"author": "FactSet Research Systems",
"author_email": null,
"download_url": "https://files.pythonhosted.org/packages/c2/b5/df9a202cd471b89e40a9ad6a241910d6f7278dadd7319361ede8ac62a7bd/fds.sdk.OptimizationEngineAPIMultiperiod-0.21.13.tar.gz",
"platform": null,
"description": "[](https://www.factset.com)\n\n# Optimization Engine API (Multi-period) client library for Python\n\n[]()\n[](https://pypi.org/project/fds.sdk.OptimizationEngineAPIMultiperiod/)\n[](https://www.apache.org/licenses/LICENSE-2.0)\n\nNo description provided (generated by Openapi Generator https://github.com/openapitools/openapi-generator)\n\nThis Python package is automatically generated by the [OpenAPI Generator](https://openapi-generator.tech) project:\n\n- API version: 1\n- SDK version: 0.21.13\n- Build package: org.openapitools.codegen.languages.PythonClientCodegen\n\n## Requirements\n\n* Python >= 3.7\n\n## Installation\n\n### Poetry\n\n```shell\npoetry add fds.sdk.utils fds.sdk.OptimizationEngineAPIMultiperiod==0.21.13\n```\n\n### pip\n\n```shell\npip install fds.sdk.utils fds.sdk.OptimizationEngineAPIMultiperiod==0.21.13\n```\n\n## Usage\n\n1. [Generate authentication credentials](../../../../README.md#authentication).\n2. Setup Python environment.\n 1. Install and activate python 3.7+. If you're using [pyenv](https://github.com/pyenv/pyenv):\n\n ```sh\n pyenv install 3.9.7\n pyenv shell 3.9.7\n ```\n\n 2. (optional) [Install poetry](https://python-poetry.org/docs/#installation).\n3. [Install dependencies](#installation).\n4. Run the following:\n\n> [!IMPORTANT]\n> The parameter variables defined below are just examples and may potentially contain non valid values. Please replace them with valid values.\n\n### Example Code\n\n```python\nfrom fds.sdk.utils.authentication import ConfidentialClient\n\nimport fds.sdk.OptimizationEngineAPIMultiperiod\nfrom fds.sdk.OptimizationEngineAPIMultiperiod.api import default_api\nfrom fds.sdk.OptimizationEngineAPIMultiperiod.models import *\nfrom dateutil.parser import parse as dateutil_parser\nfrom pprint import pprint\n\n# See configuration.py for a list of all supported configuration parameters.\n\n# Examples for each supported authentication method are below,\n# choose one that satisfies your use case.\n\n# (Preferred) OAuth 2.0: FactSetOAuth2\n# See https://github.com/FactSet/enterprise-sdk#oauth-20\n# for information on how to create the app-config.json file\n#\n# The confidential client instance should be reused in production environments.\n# See https://github.com/FactSet/enterprise-sdk-utils-python#authentication\n# for more information on using the ConfidentialClient class\nconfiguration = fds.sdk.OptimizationEngineAPIMultiperiod.Configuration(\n fds_oauth_client=ConfidentialClient('/path/to/app-config.json')\n)\n\n# Basic authentication: FactSetApiKey\n# See https://github.com/FactSet/enterprise-sdk#api-key\n# for information how to create an API key\n# configuration = fds.sdk.OptimizationEngineAPIMultiperiod.Configuration(\n# username='USERNAME-SERIAL',\n# password='API-KEY'\n# )\n\n# Enter a context with an instance of the API client\nwith fds.sdk.OptimizationEngineAPIMultiperiod.ApiClient(configuration) as api_client:\n # Create an instance of the API class\n api_instance = default_api.DefaultApi(api_client)\n multi_period_input = OptimizerInputsMultiPeriodInput(\n strategy=OptimizerInputsMultiPeriodStrategy(\n objective=OptimizerInputsMultiPeriodObjective(\n factor_exposure=[\n OptimizerInputsMPFactorExposureTerm(\n term=OptimizerInputsFactorExposureTerm(\n name=\"name_example\",\n multiplier=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n factors=[\n \"factors_example\",\n ],\n direction=OptimizerInputsEObjectiveTermDirectionEnum(0),\n rel_to_benchmark=True,\n benchmark_index=1,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n volatility=[\n OptimizerInputsMPVolatilityTerm(\n term=OptimizerInputsVolatilityTerm(\n name=\"name_example\",\n multiplier=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n direction=OptimizerInputsEObjectiveTermDirectionEnum(0),\n risk_type=OptimizerInputsEObjectiveRiskTypeEnum(0),\n factors=[\n \"factors_example\",\n ],\n active_risk=True,\n benchmark_index=1,\n ),\n term_on=OptimizerInputsBoundSourceEnum(0),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n general_linear=[\n OptimizerInputsMPGeneralLinearTerm(\n term=OptimizerInputsGeneralLinearTerm(\n name=\"name_example\",\n multiplier=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n attribute=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n direction=OptimizerInputsEObjectiveTermDirectionEnum(0),\n method=OptimizerInputsEAggregationMethodEnum(0),\n rel_to_benchmark=True,\n benchmark_index=1,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n expected_return=[\n OptimizerInputsMPExpectedReturnTerm(\n term=OptimizerInputsExpectedReturnTerm(\n name=\"name_example\",\n multiplier=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n return_values=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n direction=OptimizerInputsEObjectiveTermDirectionEnum(0),\n use_alpha=True,\n rel_to_benchmark=True,\n benchmark_index=1,\n ),\n term_on=OptimizerInputsBoundSourceEnum(0),\n annualization_factor=3.14,\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n sensitivity=[\n OptimizerInputsMPSensitivityTerm(\n term=OptimizerInputsSensitivityTerm(\n name=\"name_example\",\n multiplier=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n sensitivity_attribute=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n direction=OptimizerInputsEObjectiveTermDirectionEnum(0),\n rel_to_benchmark=True,\n benchmark_index=1,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n objective_ratio=OptimizerInputsMPObjectiveRatioTerm(\n sharpe_ratio=OptimizerInputsSharpeRatioTerm(\n name=\"name_example\",\n multiplier=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n risk_free_rate=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n direction=OptimizerInputsEObjectiveTermDirectionEnum(0),\n active_risk=True,\n benchmark_index=1,\n ),\n starr=OptimizerInputsSTARRTerm(\n name=\"name_example\",\n multiplier=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n risk_free_rate=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n direction=OptimizerInputsEObjectiveTermDirectionEnum(0),\n confidence_level=3.14,\n use_centered_etl=True,\n active_risk=True,\n benchmark_index=1,\n ),\n diversification_ratio=OptimizerInputsDiversificationRatioTerm(\n name=\"name_example\",\n multiplier=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n direction=OptimizerInputsEObjectiveTermDirectionEnum(0),\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n tail_risk=[\n OptimizerInputsMPTailRiskTerm(\n term=OptimizerInputsTailRiskTerm(\n name=\"name_example\",\n multiplier=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n direction=OptimizerInputsEObjectiveTermDirectionEnum(0),\n risk_measure=OptimizerInputsTailRiskMeasureEnum(0),\n confidence_level=3.14,\n use_centered_etl=True,\n active_risk=True,\n benchmark_index=1,\n ),\n term_on=OptimizerInputsBoundSourceEnum(0),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n target_probability=[\n OptimizerInputsMPTargetProbabilityTerm(\n term=OptimizerInputsTargetProbabilityTerm(\n name=\"name_example\",\n multiplier=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n direction=OptimizerInputsEObjectiveTermDirectionEnum(0),\n threshold_min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n threshold_max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n ),\n constrain_on=OptimizerInputsBoundSourceEnum(0),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n ),\n constraints=OptimizerInputsMultiPeriodConstraints(\n expected_returns=[\n OptimizerInputsMPExpectedReturnConstraint(\n constraint=OptimizerInputsExpectedReturnConstraint(\n name=\"name_example\",\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n return_value=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n use_strategy_return_value=True,\n penalty=OptimizerInputsPenalty(\n enabled=True,\n penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),\n penalty_value=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max_violation=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n level=OptimizerInputsEConstraintLevelEnum(0),\n return_type=OptimizerInputsEConstraintReturnTypeEnum(0),\n rel_to_benchmark=True,\n benchmark_index=1,\n hierarchy=1,\n ),\n constraint_on=OptimizerInputsBoundSourceEnum(0),\n annualization_factor=3.14,\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n diversification=[\n OptimizerInputsMPDiversificationConstraint(\n constraint=OptimizerInputsDiversificationConstraint(\n name=\"name_example\",\n asset_value=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max_percent=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n penalty=OptimizerInputsPenalty(\n enabled=True,\n penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),\n penalty_value=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max_violation=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n unit=OptimizerInputsEConstraintUnitTypeEnum(0),\n level=OptimizerInputsEConstraintLevelEnum(0),\n hierarchy=1,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n ),\n ],\n factor_exposures=[\n OptimizerInputsMPFactorExposureConstraint(\n constraint=OptimizerInputsFactorExposureConstraint(\n name=\"name_example\",\n penalty=OptimizerInputsPenalty(\n enabled=True,\n penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),\n penalty_value=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max_violation=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n ),\n rel_to_benchmark=True,\n benchmark_index=1,\n factors=OptimizerInputsFactorExposureAttributes(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n ),\n hierarchy=1,\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n general_linear=[\n OptimizerInputsMPGeneralLinearConstraint(\n constraint=OptimizerInputsGeneralLinearConstraint(\n name=\"name_example\",\n security_attribute=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n penalty=OptimizerInputsPenalty(\n enabled=True,\n penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),\n penalty_value=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max_violation=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n weighting_method=OptimizerInputsEWeightingMethodTypeEnum(0),\n level=OptimizerInputsEConstraintLevelEnum(0),\n hierarchy=1,\n rel_to_benchmark=True,\n benchmark_index=1,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n holding_threshold=[\n OptimizerInputsMPHoldingsThresholdConstraint(\n constraint=OptimizerInputsHoldingsThresholdConstraint(\n name=\"name_example\",\n custom_asset=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n asset_type=OptimizerInputsEFPOConstraintAssetTypeEnum(0),\n level=OptimizerInputsEConstraintLevelEnum(0),\n unit=OptimizerInputsEConstraintUnitTypeEnum(0),\n hierarchy=1,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n ),\n ],\n leverage=[\n OptimizerInputsMPLeverageConstraint(\n constraint=OptimizerInputsLeverageConstraint(\n name=\"name_example\",\n value=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n value_type=OptimizerInputsELeverageValueTypeEnum(0),\n hierarchy=1,\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n level=OptimizerInputsEConstraintLevelEnum(0),\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n ),\n ],\n num_of_assets=[\n OptimizerInputsMPNumberofAssetsConstraint(\n constraint=OptimizerInputsNumberofAssetsConstraint(\n name=\"name_example\",\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n level=OptimizerInputsEConstraintLevelEnum(0),\n hierarchy=1,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n ),\n ],\n sensitivity=[\n OptimizerInputsMPSensitivityConstraint(\n constraint=OptimizerInputsSensitivityConstraint(\n name=\"name_example\",\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n sensitivity_attribute=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n penalty=OptimizerInputsPenalty(\n enabled=True,\n penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),\n penalty_value=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max_violation=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n level=OptimizerInputsEConstraintLevelEnum(0),\n rel_to_benchmark=True,\n benchmark_index=1,\n hierarchy=1,\n unit=OptimizerInputsEConstraintUnitTypeEnum(0),\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n weight_constraint=[\n OptimizerInputsMPHoldingsWeightConstraint(\n constraint=OptimizerInputsHoldingsWeightConstraint(\n name=\"name_example\",\n custom_asset=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n penalty=OptimizerInputsPenalty(\n enabled=True,\n penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),\n penalty_value=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max_violation=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n unit=OptimizerInputsEConstraintUnitTypeEnum(0),\n weight_type=OptimizerInputsEFPOConstraintWeightTypeEnum(0),\n level=OptimizerInputsEConstraintLevelEnum(0),\n asset_type=OptimizerInputsEFPOConstraintAssetTypeEnum(0),\n rel_to_benchmark=True,\n benchmark_index=1,\n hierarchy=1,\n apply_only_to_direct=True,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n ),\n ],\n number_of_buys=[\n OptimizerInputsMPNumberOfBuysConstraint(\n constraint=OptimizerInputsNumberOfBuysConstraint(\n name=\"name_example\",\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n level=OptimizerInputsEConstraintLevelEnum(0),\n hierarchy=1,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n ),\n ],\n number_of_sells=[\n OptimizerInputsMPNumberOfSellsConstraint(\n constraint=OptimizerInputsNumberOfSellsConstraint(\n name=\"name_example\",\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n level=OptimizerInputsEConstraintLevelEnum(0),\n hierarchy=1,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n ),\n ],\n round_lots=[\n OptimizerInputsMPRoundlotsConstraint(\n constraint=OptimizerInputsRoundlotsConstraint(\n name=\"name_example\",\n asset_level=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n custom_asset=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n level=OptimizerInputsEConstraintLevelEnum(0),\n asset_type=OptimizerInputsEFPOConstraintAssetTypeEnum(0),\n general_value=3.14,\n hierarchy=1,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n ),\n ],\n trade_threshold=[\n OptimizerInputsMPTradeThresholdConstraint(\n constraint=OptimizerInputsTradeThresholdConstraint(\n name=\"name_example\",\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n custom_asset=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n level=OptimizerInputsEConstraintLevelEnum(0),\n unit=OptimizerInputsEConstraintUnitTypeEnum(0),\n asset_type=OptimizerInputsEFPOConstraintAssetTypeEnum(0),\n hierarchy=1,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n ),\n ],\n trading_turnover=[\n OptimizerInputsMPTurnoverConstraint(\n constraint=OptimizerInputsTurnoverConstraint(\n name=\"name_example\",\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n custom_asset=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n penalty=OptimizerInputsPenalty(\n enabled=True,\n penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),\n penalty_value=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max_violation=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n level=OptimizerInputsEConstraintLevelEnum(0),\n value_type=OptimizerInputsEConstraintValueTypeEnum(0),\n asset_type=OptimizerInputsEFPOConstraintAssetTypeEnum(0),\n turnover_type=OptimizerInputsEConstraintTurnoverTypeEnum(0),\n hierarchy=1,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n risk_contribution=[\n OptimizerInputsMPRiskContributionConstraint(\n constraint=OptimizerInputsRiskContributionConstraint(\n name=\"name_example\",\n max_percent=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n custom_asset=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n level=OptimizerInputsEConstraintLevelEnum(0),\n asset_type=OptimizerInputsEFPOConstraintAssetTypeEnum(0),\n risk_type=OptimizerInputsEConstraintRiskTypeEnum(0),\n hierarchy=1,\n ),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n ),\n ],\n risk_volatility=[\n OptimizerInputsMPRiskVolatilityConstraint(\n constraint=OptimizerInputsRiskVolatilityConstraint(\n name=\"name_example\",\n max_value_of_risk=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n level=OptimizerInputsEConstraintLevelEnum(0),\n penalty=OptimizerInputsPenalty(\n enabled=True,\n penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),\n penalty_value=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max_violation=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n ),\n groups=[\n OptimizerInputsConstraintGroup(\n min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n id=\"id_example\",\n nested_groups=[],\n group_lookup_index=1,\n ),\n ],\n risk_type=OptimizerInputsEConstraintRiskTypeEnum(0),\n active_risk=True,\n benchmark_index=1,\n hierarchy=1,\n ),\n constraint_on=OptimizerInputsBoundSourceEnum(0),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n tail_risk=[\n OptimizerInputsMPLimitTailRiskConstraint(\n constraint=OptimizerInputsLimitTailRiskConstraint(\n name=\"name_example\",\n risk_measure=OptimizerInputsTailRiskMeasureEnum(0),\n max_risk=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n confidence_level=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n penalty=OptimizerInputsPenalty(\n enabled=True,\n penalty_type=OptimizerInputsEConstraintPenaltyTypeEnum(0),\n penalty_value=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max_violation=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n ),\n active_risk=True,\n benchmark_index=1,\n hierarchy=1,\n ),\n constraint_on=OptimizerInputsBoundSourceEnum(0),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n target_probability=[\n OptimizerInputsMPTargetProbabilityConstraint(\n constraint=OptimizerInputsTargetProbabilityConstraint(\n name=\"name_example\",\n threshold_min=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n threshold_max=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n min_probability=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n max_probability=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n hierarchy=1,\n ),\n constraint_on=OptimizerInputsBoundSourceEnum(0),\n on_periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n across_periods=OptimizerInputsAcrossPeriods(\n start_period=1,\n end_period=1,\n rolling=OptimizerInputsAcrossPeriodsRollingPeriods(\n frequency=1,\n method=OptimizerInputsRollingMethodEnum(0),\n ),\n ),\n ),\n ],\n ),\n transaction_cost=OptimizerInputsTransactionCost(\n unit_type=OptimizerInputsETransactionCostUnitTypeEnum(0),\n buy_cost=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n sell_cost=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n ),\n options=OptimizerInputsMultiPeriodOptions(\n options=OptimizerInputsOptions(\n max_run_time=1,\n convergence_tolerance=3.14,\n cash_flow_formula=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n convert_weights_to_cash_for_ip=True,\n convert_weights_to_cash_for_bmk=True,\n composite_asset_lookthrough_level=1,\n ),\n weight_rebalance_periods=[\n 1,\n ],\n total_periods_count=1,\n initial_point_randomization_count=1,\n ),\n expected_return=OptimizerInputsExpectedReturn(\n alpha=OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n alpha_unit=OptimizerInputsEAlphaUnitTypeEnum(0),\n ),\n ),\n universe=OptimizerInputsTotalUniverse(\n assets=[\n OptimizerInputsAsset(\n symbol=\"symbol_example\",\n price=3.14,\n ),\n ],\n composite_assets=OptimizerInputsCompositeAsset(\n constituents=[\n OptimizerInputsCompositeConstituent(\n univ_index=1,\n weight=3.14,\n price=OptimizerInputsAssetPrice(\n source=OptimizerInputsAssetPriceEPriceSource(0),\n price_override=3.14,\n ),\n ),\n ],\n ),\n derivatives=OptimizerInputsDerivative(\n offset_index=1,\n future=OptimizerInputsDerivativeFuture(\n contract_size=3.14,\n method=OptimizerInputsDerivativeFutureEComputationMethodEnum(0),\n using_pa_multiply=True,\n ),\n forward=True,\n ),\n ),\n portfolios=OptimizerInputsPortfolios(\n initial=OptimizerInputsPortfolio(\n holdings=[\n OptimizerInputsPortfolioItem(\n univ_index=1,\n price=OptimizerInputsAssetPrice(\n source=OptimizerInputsAssetPriceEPriceSource(0),\n price_override=3.14,\n ),\n shares=3.14,\n ),\n ],\n ),\n benchmarks=[\n OptimizerInputsPortfolio(\n holdings=[\n OptimizerInputsPortfolioItem(\n univ_index=1,\n price=OptimizerInputsAssetPrice(\n source=OptimizerInputsAssetPriceEPriceSource(0),\n price_override=3.14,\n ),\n shares=3.14,\n ),\n ],\n ),\n ],\n buylist=[\n OptimizerInputsBuyListItem(\n univ_index=1,\n price=OptimizerInputsAssetPrice(\n source=OptimizerInputsAssetPriceEPriceSource(0),\n price_override=3.14,\n ),\n ),\n ],\n cash_univ_index=1,\n ),\n riskmodels=OptimizerInputsMultiPeriodRiskModels(\n risk_models=[\n OptimizerInputsRiskModelForPeriods(\n risk_model=OptimizerInputsRiskModel(\n simulated_risk_model=OptimizerInputsSimulatedRiskModel(\n raw_data=VARDistributionDataMessage(\n description=VARDistributionDescription(\n risk_model=\"risk_model_example\",\n factor_group=\"factor_group_example\",\n factors=[\n \"factors_example\",\n ],\n distribution_type=VARDistributionType(0),\n report_date=1,\n report_currency=\"report_currency_example\",\n horizon_in_trading_days=3.14,\n return_dates=[\n 1,\n ],\n ),\n security_simulations=[\n VARSimulatedReturns(\n entity=\"entity_example\",\n returns=[\n 3.14,\n ],\n ),\n ],\n status=VARDistributionStatus(\n indicator=VARStatusIndicator(0),\n message=\"message_example\",\n ),\n ),\n request_info=OptimizerInputsSimulatedRiskRequestInfo(\n url=\"url_example\",\n lima_header=\"lima_header_example\",\n ),\n ),\n quant_risk_model=OptimizerInputsQuantRiskModel(\n raw_data=OptimizerInputsQuantRiskModelRawData(\n labels=OptimizerInputsLabels(\n factor=OptimizerInputsFactor(\n ids=[\n \"ids_example\",\n ],\n names=[\n \"names_example\",\n ],\n ),\n security=OptimizerInputsSecurity(\n ids=[\n \"ids_example\",\n ],\n ),\n ),\n raw_asset_covariance_matrix=OptimizerInputsSparseMatrix(\n rows=1,\n columns=1,\n index_pointer=[\n 1,\n ],\n indices=[\n 1,\n ],\n value=[\n 3.14,\n ],\n ),\n raw_factor_exposure=OptimizerInputsSparseMatrix(\n rows=1,\n columns=1,\n index_pointer=[\n 1,\n ],\n indices=[\n 1,\n ],\n value=[\n 3.14,\n ],\n ),\n raw_factor_covariance_matrix=OptimizerInputsDenseMatrix(\n value=[\n GoogleProtobufListValue(\n values=[\n OptimizerInputsValue(\n value_type=OptimizerInputsEValueTypeEnum(0),\n raw_value=3.14,\n ref_index=1,\n ),\n ],\n ),\n ],\n ),\n risk_model_coverage_flag=[\n 1,\n ],\n ),\n request_info=OptimizerInputsQuantRiskRequestInfo(\n service_url=\"service_url_example\",\n json_post_body=\"json_post_body_example\",\n lima_header=\"lima_header_example\",\n pickup_base_url=\"pickup_base_url_example\",\n ),\n ),\n raw_model=OptimizerInputsRawRiskModel(\n simulations=[\n OptimizerInputsRawRiskModelSimulations(\n id=\"id_example\",\n simulated_returns=[\n 3.14,\n ],\n ),\n ],\n ),\n ),\n periods=OptimizerInputsOnPeriods(\n periods=[\n 1,\n ],\n ),\n ),\n ],\n ),\n lookup_tables=OptimizerInputsLookupTables(\n groups=[\n OptimizerInputsGroupDefinition(\n univ_indices=[\n 1,\n ],\n ),\n ],\n values=[\n OptimizerInputsValueReference(\n asset_values=3.14,\n ),\n ],\n ),\n output_statistics=True,\n ) # OptimizerInputsMultiPeriodInput | Multiperiod protobuf input (optional)\n\n try:\n # example passing only required values which don't have defaults set\n # and optional values\n api_response = api_instance.mpo_v1_optimize_fpo_post(multi_period_input=multi_period_input)\n\n pprint(api_response)\n except fds.sdk.OptimizationEngineAPIMultiperiod.ApiException as e:\n print(\"Exception when calling DefaultApi->mpo_v1_optimize_fpo_post: %s\\n\" % e)\n\n # # Get response, http status code and response headers\n # try:\n # api_response, http_status_code, response_headers = api_instance.mpo_v1_optimize_fpo_post_with_http_info(multi_period_input=multi_period_input)\n\n\n # pprint(api_response)\n # pprint(http_status_code)\n # pprint(response_headers)\n # except fds.sdk.OptimizationEngineAPIMultiperiod.ApiException as e:\n # print(\"Exception when calling DefaultApi->mpo_v1_optimize_fpo_post: %s\\n\" % e)\n\n # # Get response asynchronous\n # try:\n # async_result = api_instance.mpo_v1_optimize_fpo_post_async(multi_period_input=multi_period_input)\n # api_response = async_result.get()\n\n\n # pprint(api_response)\n # except fds.sdk.OptimizationEngineAPIMultiperiod.ApiException as e:\n # print(\"Exception when calling DefaultApi->mpo_v1_optimize_fpo_post: %s\\n\" % e)\n\n # # Get response, http status code and response headers asynchronous\n # try:\n # async_result = api_instance.mpo_v1_optimize_fpo_post_with_http_info_async(multi_period_input=multi_period_input)\n # api_response, http_status_code, response_headers = async_result.get()\n\n\n # pprint(api_response)\n # pprint(http_status_code)\n # pprint(response_headers)\n # except fds.sdk.OptimizationEngineAPIMultiperiod.ApiException as e:\n # print(\"Exception when calling DefaultApi->mpo_v1_optimize_fpo_post: %s\\n\" % e)\n\n```\n\n### Using Pandas\n\nTo convert an API response to a Pandas DataFrame, it is necessary to transform it first to a dictionary.\n```python\nimport pandas as pd\n\nresponse_dict = api_response.to_dict()['data']\n\nsimple_json_response = pd.DataFrame(response_dict)\nnested_json_response = pd.json_normalize(response_dict)\n```\n\n### Debugging\n\nThe SDK uses the standard library [`logging`](https://docs.python.org/3/library/logging.html#module-logging) module.\n\nSetting `debug` to `True` on an instance of the `Configuration` class sets the log-level of related packages to `DEBUG`\nand enables additional logging in Pythons [HTTP Client](https://docs.python.org/3/library/http.client.html).\n\n**Note**: This prints out sensitive information (e.g. the full request and response). Use with care.\n\n```python\nimport logging\nimport fds.sdk.OptimizationEngineAPIMultiperiod\n\nlogging.basicConfig(level=logging.DEBUG)\n\nconfiguration = fds.sdk.OptimizationEngineAPIMultiperiod.Configuration(...)\nconfiguration.debug = True\n```\n\n### Configure a Proxy\n\nYou can pass proxy settings to the Configuration class:\n\n* `proxy`: The URL of the proxy to use.\n* `proxy_headers`: a dictionary to pass additional headers to the proxy (e.g. `Proxy-Authorization`).\n\n```python\nimport fds.sdk.OptimizationEngineAPIMultiperiod\n\nconfiguration = fds.sdk.OptimizationEngineAPIMultiperiod.Configuration(\n # ...\n proxy=\"http://secret:password@localhost:5050\",\n proxy_headers={\n \"Custom-Proxy-Header\": \"Custom-Proxy-Header-Value\"\n }\n)\n```\n\n### Custom SSL Certificate\n\nTLS/SSL certificate verification can be configured with the following Configuration parameters:\n\n* `ssl_ca_cert`: a path to the certificate to use for verification in `PEM` format.\n* `verify_ssl`: setting this to `False` disables the verification of certificates.\n Disabling the verification is not recommended, but it might be useful during\n local development or testing.\n\n```python\nimport fds.sdk.OptimizationEngineAPIMultiperiod\n\nconfiguration = fds.sdk.OptimizationEngineAPIMultiperiod.Configuration(\n # ...\n ssl_ca_cert='/path/to/ca.pem'\n)\n```\n\n### Request Retries\n\nIn case the request retry behaviour should be customized, it is possible to pass a `urllib3.Retry` object to the `retry` property of the Configuration.\n\n```python\nfrom urllib3 import Retry\nimport fds.sdk.OptimizationEngineAPIMultiperiod\n\nconfiguration = fds.sdk.OptimizationEngineAPIMultiperiod.Configuration(\n # ...\n)\n\nconfiguration.retries = Retry(total=3, status_forcelist=[500, 502, 503, 504])\n```\n\n\n## Documentation for API Endpoints\n\nAll URIs are relative to *http://localhost*\n\nClass | Method | HTTP request | Description\n------------ | ------------- | ------------- | -------------\n*DefaultApi* | [**mpo_v1_optimize_fpo_post**](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/DefaultApi.md#mpo_v1_optimize_fpo_post) | **POST** /mpo/v1/optimizeFPO | \n\n\n## Documentation For Models\n\n - [GoogleProtobufListValue](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/GoogleProtobufListValue.md)\n - [GoogleProtobufNullValue](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/GoogleProtobufNullValue.md)\n - [GoogleProtobufStruct](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/GoogleProtobufStruct.md)\n - [GoogleProtobufValue](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/GoogleProtobufValue.md)\n - [OptimizerInputsAcrossPeriods](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsAcrossPeriods.md)\n - [OptimizerInputsAcrossPeriodsRollingPeriods](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsAcrossPeriodsRollingPeriods.md)\n - [OptimizerInputsAsset](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsAsset.md)\n - [OptimizerInputsAssetPrice](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsAssetPrice.md)\n - [OptimizerInputsAssetPriceEPriceSource](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsAssetPriceEPriceSource.md)\n - [OptimizerInputsBoundSourceEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsBoundSourceEnum.md)\n - [OptimizerInputsBuyListItem](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsBuyListItem.md)\n - [OptimizerInputsCompositeAsset](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsCompositeAsset.md)\n - [OptimizerInputsCompositeConstituent](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsCompositeConstituent.md)\n - [OptimizerInputsConstraintGroup](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsConstraintGroup.md)\n - [OptimizerInputsConstraints](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsConstraints.md)\n - [OptimizerInputsDenseMatrix](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDenseMatrix.md)\n - [OptimizerInputsDerivative](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDerivative.md)\n - [OptimizerInputsDerivativeFuture](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDerivativeFuture.md)\n - [OptimizerInputsDerivativeFutureEComputationMethodEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDerivativeFutureEComputationMethodEnum.md)\n - [OptimizerInputsDiversificationConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDiversificationConstraint.md)\n - [OptimizerInputsDiversificationRatioTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDiversificationRatioTerm.md)\n - [OptimizerInputsDrawdownTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsDrawdownTerm.md)\n - [OptimizerInputsEAggregationMethodEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEAggregationMethodEnum.md)\n - [OptimizerInputsEAlphaUnitTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEAlphaUnitTypeEnum.md)\n - [OptimizerInputsEConstraintGroupTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintGroupTypeEnum.md)\n - [OptimizerInputsEConstraintLevelEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintLevelEnum.md)\n - [OptimizerInputsEConstraintPenaltyTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintPenaltyTypeEnum.md)\n - [OptimizerInputsEConstraintReturnTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintReturnTypeEnum.md)\n - [OptimizerInputsEConstraintRiskRelativeInterpretationTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintRiskRelativeInterpretationTypeEnum.md)\n - [OptimizerInputsEConstraintRiskTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintRiskTypeEnum.md)\n - [OptimizerInputsEConstraintTurnoverTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintTurnoverTypeEnum.md)\n - [OptimizerInputsEConstraintUnitTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintUnitTypeEnum.md)\n - [OptimizerInputsEConstraintValueTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEConstraintValueTypeEnum.md)\n - [OptimizerInputsEFPOConstraintAssetTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEFPOConstraintAssetTypeEnum.md)\n - [OptimizerInputsEFPOConstraintWeightTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEFPOConstraintWeightTypeEnum.md)\n - [OptimizerInputsELeverageValueTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsELeverageValueTypeEnum.md)\n - [OptimizerInputsEObjectiveRiskTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEObjectiveRiskTypeEnum.md)\n - [OptimizerInputsEObjectiveTermDirectionEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEObjectiveTermDirectionEnum.md)\n - [OptimizerInputsETransactionCostUnitTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsETransactionCostUnitTypeEnum.md)\n - [OptimizerInputsEValueTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEValueTypeEnum.md)\n - [OptimizerInputsEWeightingMethodTypeEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsEWeightingMethodTypeEnum.md)\n - [OptimizerInputsExpectedReturn](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsExpectedReturn.md)\n - [OptimizerInputsExpectedReturnConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsExpectedReturnConstraint.md)\n - [OptimizerInputsExpectedReturnTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsExpectedReturnTerm.md)\n - [OptimizerInputsExpectedTailLossTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsExpectedTailLossTerm.md)\n - [OptimizerInputsFactor](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsFactor.md)\n - [OptimizerInputsFactorExposureAttributes](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsFactorExposureAttributes.md)\n - [OptimizerInputsFactorExposureConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsFactorExposureConstraint.md)\n - [OptimizerInputsFactorExposureTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsFactorExposureTerm.md)\n - [OptimizerInputsFrontierSettings](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsFrontierSettings.md)\n - [OptimizerInputsGeneralLinearConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsGeneralLinearConstraint.md)\n - [OptimizerInputsGeneralLinearTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsGeneralLinearTerm.md)\n - [OptimizerInputsGroupDefinition](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsGroupDefinition.md)\n - [OptimizerInputsHoldingsThresholdConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsHoldingsThresholdConstraint.md)\n - [OptimizerInputsHoldingsWeightConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsHoldingsWeightConstraint.md)\n - [OptimizerInputsLabels](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsLabels.md)\n - [OptimizerInputsLeverageConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsLeverageConstraint.md)\n - [OptimizerInputsLimitRiskETLConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsLimitRiskETLConstraint.md)\n - [OptimizerInputsLimitTailRiskConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsLimitTailRiskConstraint.md)\n - [OptimizerInputsLookupTables](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsLookupTables.md)\n - [OptimizerInputsMPDiversificationConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPDiversificationConstraint.md)\n - [OptimizerInputsMPExpectedReturnConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPExpectedReturnConstraint.md)\n - [OptimizerInputsMPExpectedReturnTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPExpectedReturnTerm.md)\n - [OptimizerInputsMPFactorExposureConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPFactorExposureConstraint.md)\n - [OptimizerInputsMPFactorExposureTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPFactorExposureTerm.md)\n - [OptimizerInputsMPFrontierInput](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPFrontierInput.md)\n - [OptimizerInputsMPGeneralLinearConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPGeneralLinearConstraint.md)\n - [OptimizerInputsMPGeneralLinearTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPGeneralLinearTerm.md)\n - [OptimizerInputsMPHoldingsThresholdConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPHoldingsThresholdConstraint.md)\n - [OptimizerInputsMPHoldingsWeightConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPHoldingsWeightConstraint.md)\n - [OptimizerInputsMPLeverageConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPLeverageConstraint.md)\n - [OptimizerInputsMPLimitTailRiskConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPLimitTailRiskConstraint.md)\n - [OptimizerInputsMPNumberOfBuysConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPNumberOfBuysConstraint.md)\n - [OptimizerInputsMPNumberOfSellsConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPNumberOfSellsConstraint.md)\n - [OptimizerInputsMPNumberofAssetsConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPNumberofAssetsConstraint.md)\n - [OptimizerInputsMPObjectiveRatioTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPObjectiveRatioTerm.md)\n - [OptimizerInputsMPRiskContributionConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPRiskContributionConstraint.md)\n - [OptimizerInputsMPRiskVolatilityConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPRiskVolatilityConstraint.md)\n - [OptimizerInputsMPRoundlotsConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPRoundlotsConstraint.md)\n - [OptimizerInputsMPSensitivityConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPSensitivityConstraint.md)\n - [OptimizerInputsMPSensitivityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPSensitivityTerm.md)\n - [OptimizerInputsMPTailRiskTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPTailRiskTerm.md)\n - [OptimizerInputsMPTargetProbabilityConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPTargetProbabilityConstraint.md)\n - [OptimizerInputsMPTargetProbabilityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPTargetProbabilityTerm.md)\n - [OptimizerInputsMPTradeThresholdConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPTradeThresholdConstraint.md)\n - [OptimizerInputsMPTransactionCostConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPTransactionCostConstraint.md)\n - [OptimizerInputsMPTurnoverConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPTurnoverConstraint.md)\n - [OptimizerInputsMPVolatilityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMPVolatilityTerm.md)\n - [OptimizerInputsMultiPeriodConstraints](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMultiPeriodConstraints.md)\n - [OptimizerInputsMultiPeriodInput](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMultiPeriodInput.md)\n - [OptimizerInputsMultiPeriodObjective](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMultiPeriodObjective.md)\n - [OptimizerInputsMultiPeriodOptions](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMultiPeriodOptions.md)\n - [OptimizerInputsMultiPeriodRiskModels](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMultiPeriodRiskModels.md)\n - [OptimizerInputsMultiPeriodStrategy](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsMultiPeriodStrategy.md)\n - [OptimizerInputsNumberOfBuysConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsNumberOfBuysConstraint.md)\n - [OptimizerInputsNumberOfSellsConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsNumberOfSellsConstraint.md)\n - [OptimizerInputsNumberofAssetsConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsNumberofAssetsConstraint.md)\n - [OptimizerInputsObjective](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsObjective.md)\n - [OptimizerInputsOnPeriods](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsOnPeriods.md)\n - [OptimizerInputsOptions](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsOptions.md)\n - [OptimizerInputsPenalty](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsPenalty.md)\n - [OptimizerInputsPortfolio](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsPortfolio.md)\n - [OptimizerInputsPortfolioItem](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsPortfolioItem.md)\n - [OptimizerInputsPortfolios](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsPortfolios.md)\n - [OptimizerInputsQuantRiskModel](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsQuantRiskModel.md)\n - [OptimizerInputsQuantRiskModelRawData](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsQuantRiskModelRawData.md)\n - [OptimizerInputsQuantRiskRequestInfo](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsQuantRiskRequestInfo.md)\n - [OptimizerInputsRange](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRange.md)\n - [OptimizerInputsRawRiskModel](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRawRiskModel.md)\n - [OptimizerInputsRawRiskModelSimulations](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRawRiskModelSimulations.md)\n - [OptimizerInputsRiskContributionConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRiskContributionConstraint.md)\n - [OptimizerInputsRiskModel](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRiskModel.md)\n - [OptimizerInputsRiskModelForPeriods](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRiskModelForPeriods.md)\n - [OptimizerInputsRiskParityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRiskParityTerm.md)\n - [OptimizerInputsRiskVolatilityConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRiskVolatilityConstraint.md)\n - [OptimizerInputsRollingMethodEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRollingMethodEnum.md)\n - [OptimizerInputsRoundlotsConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsRoundlotsConstraint.md)\n - [OptimizerInputsSTARRTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSTARRTerm.md)\n - [OptimizerInputsSecurity](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSecurity.md)\n - [OptimizerInputsSensitivityConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSensitivityConstraint.md)\n - [OptimizerInputsSensitivityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSensitivityTerm.md)\n - [OptimizerInputsSharpeRatioTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSharpeRatioTerm.md)\n - [OptimizerInputsSimulatedRiskModel](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSimulatedRiskModel.md)\n - [OptimizerInputsSimulatedRiskRequestInfo](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSimulatedRiskRequestInfo.md)\n - [OptimizerInputsSparseMatrix](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSparseMatrix.md)\n - [OptimizerInputsSpecificPoints](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsSpecificPoints.md)\n - [OptimizerInputsStartEndRange](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsStartEndRange.md)\n - [OptimizerInputsTailRiskMeasureEnum](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTailRiskMeasureEnum.md)\n - [OptimizerInputsTailRiskTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTailRiskTerm.md)\n - [OptimizerInputsTargetProbabilityConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTargetProbabilityConstraint.md)\n - [OptimizerInputsTargetProbabilityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTargetProbabilityTerm.md)\n - [OptimizerInputsTotalUniverse](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTotalUniverse.md)\n - [OptimizerInputsTradeThresholdConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTradeThresholdConstraint.md)\n - [OptimizerInputsTradingLimitTradeConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTradingLimitTradeConstraint.md)\n - [OptimizerInputsTransactionCost](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTransactionCost.md)\n - [OptimizerInputsTransactionCostConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTransactionCostConstraint.md)\n - [OptimizerInputsTransactionCostTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTransactionCostTerm.md)\n - [OptimizerInputsTurnoverConstraint](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsTurnoverConstraint.md)\n - [OptimizerInputsValue](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsValue.md)\n - [OptimizerInputsValueReference](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsValueReference.md)\n - [OptimizerInputsVolatilityTerm](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerInputsVolatilityTerm.md)\n - [OptimizerOutputsMultiPeriodOutput](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerOutputsMultiPeriodOutput.md)\n - [OptimizerOutputsPeriods](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/OptimizerOutputsPeriods.md)\n - [VARDistributionDataMessage](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/VARDistributionDataMessage.md)\n - [VARDistributionDescription](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/VARDistributionDescription.md)\n - [VARDistributionStatus](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/VARDistributionStatus.md)\n - [VARDistributionType](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/VARDistributionType.md)\n - [VARSimulatedReturns](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/VARSimulatedReturns.md)\n - [VARStatusIndicator](https://github.com/FactSet/enterprise-sdk/tree/main/code/python/OptimizationEngineAPIMultiperiod/v1/docs/VARStatusIndicator.md)\n\n\n## Documentation For Authorization\n\n\n## FactSetApiKey\n\n- **Type**: HTTP basic authentication\n\n\n## FactSetOAuth2\n\n- **Type**: OAuth\n- **Flow**: application\n- **Authorization URL**: \n- **Scopes**: N/A\n\n\n## Notes for Large OpenAPI documents\nIf the OpenAPI document is large, imports in fds.sdk.OptimizationEngineAPIMultiperiod.apis and fds.sdk.OptimizationEngineAPIMultiperiod.models may fail with a\nRecursionError indicating the maximum recursion limit has been exceeded. In that case, there are a couple of solutions:\n\nSolution 1:\nUse specific imports for apis and models like:\n- `from fds.sdk.OptimizationEngineAPIMultiperiod.api.default_api import DefaultApi`\n- `from fds.sdk.OptimizationEngineAPIMultiperiod.model.pet import Pet`\n\nSolution 2:\nBefore importing the package, adjust the maximum recursion limit as shown below:\n```\nimport sys\nsys.setrecursionlimit(1500)\nimport fds.sdk.OptimizationEngineAPIMultiperiod\nfrom fds.sdk.OptimizationEngineAPIMultiperiod.apis import *\nfrom fds.sdk.OptimizationEngineAPIMultiperiod.models import *\n```\n\n## Contributing\n\nPlease refer to the [contributing guide](../../../../CONTRIBUTING.md).\n\n## Copyright\n\nCopyright 2022 FactSet Research Systems Inc\n\nLicensed under the Apache License, Version 2.0 (the \"License\");\nyou may not use this file except in compliance with the License.\nYou may obtain a copy of the License at\n\n http://www.apache.org/licenses/LICENSE-2.0\n\nUnless required by applicable law or agreed to in writing, software\ndistributed under the License is distributed on an \"AS IS\" BASIS,\nWITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\nSee the License for the specific language governing permissions and\nlimitations under the License.\n\n\n\n",
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