{ "cells": [ { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [], "source": [ "import requests\n", "import json\n", "from typing import List\n", "from server import GoRequest, GoResponse, ETFin, ETFOut, LayerOut\n", "\n", "url_python = \"http://localhost:8000/optimize\"\n", "url_go = \"http://localhost:1323/optimize_portfolio\"" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [], "source": [ "# EIMI{}MI{}IE00BKM4GZ66{}italy{}iShares Core MSCI Emerging Markets IMI UCITS{}2014-07-24{}2023-01-05\n", "# EMH5{}MI{}IE00BP46NG52{}italy{}SPDR BofA Merrill Lynch 0-5 Emerging Markets Government Bond UCITS{}2016-02-23{}2023-01-05\n", "# GGOV{}PA{}LU1437016204{}france{}Amundi Index Solutions - Amundi Index J.P. Morgan GBI Global Govies{}2017-02-15{}2023-01-05\n", "# SWDA{}MI{}IE00B4L5Y983{}italy{}iShares Core MSCI World UCITS ETF USD (Acc){}2010-02-01{}2023-01-05\n", "\n", "etf1 = ETFin(\n", " ticker=\"EIMI\",\n", " isin=\"IE00BKM4GZ66\",\n", " excange=\"italy\",\n", " filename=\"EIMI{}MI{}IE00BKM4GZ66{}italy{}iShares Core MSCI Emerging Markets IMI UCITS{}2014-07-24{}2023-01-05.json\"\n", ")\n", "etf2 = ETFin(\n", " ticker=\"EMH5\",\n", " isin=\"IE00BP46NG52\",\n", " excange=\"italy\",\n", " filename=\"EMH5{}MI{}IE00BP46NG52{}italy{}SPDR BofA Merrill Lynch 0-5 Emerging Markets Government Bond UCITS{}2016-02-23{}2023-01-05.json\"\n", ")\n", "etf3 = ETFin(\n", " ticker=\"GGOV\",\n", " isin=\"LU1437016204\",\n", " excange=\"france\",\n", " filename=\"GGOV{}PA{}LU1437016204{}france{}Amundi Index Solutions - Amundi Index J.P. Morgan GBI Global Govies{}2017-02-15{}2023-01-05.json\"\n", ")\n", "etf4 = ETFin(\n", " ticker=\"SWDA\",\n", " isin=\"IE00B4L5Y983\",\n", " excange=\"italy\",\n", " filename=\"SWDA{}MI{}IE00B4L5Y983{}italy{}iShares Core MSCI World UCITS ETF USD (Acc){}2010-02-01{}2023-01-05.json\"\n", ")" ] }, { "cell_type": "code", "execution_count": 3, "metadata": {}, "outputs": [ { "ename": "ConnectionError", "evalue": "('Connection aborted.', RemoteDisconnected('Remote end closed connection without response'))", "output_type": "error", "traceback": [ "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m", "\u001b[0;31mRemoteDisconnected\u001b[0m Traceback (most recent call last)", "File \u001b[0;32m/usr/lib/python3/dist-packages/urllib3/connectionpool.py:699\u001b[0m, in \u001b[0;36mHTTPConnectionPool.urlopen\u001b[0;34m(self, method, url, body, headers, retries, redirect, assert_same_host, timeout, pool_timeout, release_conn, chunked, body_pos, **response_kw)\u001b[0m\n\u001b[1;32m 698\u001b[0m \u001b[39m# Make the request on the httplib connection object.\u001b[39;00m\n\u001b[0;32m--> 699\u001b[0m httplib_response \u001b[39m=\u001b[39m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49m_make_request(\n\u001b[1;32m 700\u001b[0m conn,\n\u001b[1;32m 701\u001b[0m method,\n\u001b[1;32m 702\u001b[0m url,\n\u001b[1;32m 703\u001b[0m timeout\u001b[39m=\u001b[39;49mtimeout_obj,\n\u001b[1;32m 704\u001b[0m body\u001b[39m=\u001b[39;49mbody,\n\u001b[1;32m 705\u001b[0m headers\u001b[39m=\u001b[39;49mheaders,\n\u001b[1;32m 706\u001b[0m chunked\u001b[39m=\u001b[39;49mchunked,\n\u001b[1;32m 707\u001b[0m )\n\u001b[1;32m 709\u001b[0m \u001b[39m# If we're going to release the connection in ``finally:``, then\u001b[39;00m\n\u001b[1;32m 710\u001b[0m \u001b[39m# the response doesn't need to know about the connection. Otherwise\u001b[39;00m\n\u001b[1;32m 711\u001b[0m \u001b[39m# it will also try to release it and we'll have a double-release\u001b[39;00m\n\u001b[1;32m 712\u001b[0m \u001b[39m# mess.\u001b[39;00m\n", "File \u001b[0;32m/usr/lib/python3/dist-packages/urllib3/connectionpool.py:445\u001b[0m, in \u001b[0;36mHTTPConnectionPool._make_request\u001b[0;34m(self, conn, method, url, timeout, chunked, **httplib_request_kw)\u001b[0m\n\u001b[1;32m 441\u001b[0m \u001b[39mexcept\u001b[39;00m \u001b[39mBaseException\u001b[39;00m \u001b[39mas\u001b[39;00m e:\n\u001b[1;32m 442\u001b[0m \u001b[39m# Remove the TypeError from the exception chain in\u001b[39;00m\n\u001b[1;32m 443\u001b[0m \u001b[39m# Python 3 (including for exceptions like SystemExit).\u001b[39;00m\n\u001b[1;32m 444\u001b[0m \u001b[39m# Otherwise it looks like a bug in the code.\u001b[39;00m\n\u001b[0;32m--> 445\u001b[0m six\u001b[39m.\u001b[39;49mraise_from(e, \u001b[39mNone\u001b[39;49;00m)\n\u001b[1;32m 446\u001b[0m \u001b[39mexcept\u001b[39;00m (SocketTimeout, BaseSSLError, SocketError) \u001b[39mas\u001b[39;00m e:\n", "File \u001b[0;32m:3\u001b[0m, in \u001b[0;36mraise_from\u001b[0;34m(value, from_value)\u001b[0m\n", "File \u001b[0;32m/usr/lib/python3/dist-packages/urllib3/connectionpool.py:440\u001b[0m, in \u001b[0;36mHTTPConnectionPool._make_request\u001b[0;34m(self, conn, method, url, timeout, chunked, **httplib_request_kw)\u001b[0m\n\u001b[1;32m 439\u001b[0m \u001b[39mtry\u001b[39;00m:\n\u001b[0;32m--> 440\u001b[0m httplib_response \u001b[39m=\u001b[39m conn\u001b[39m.\u001b[39;49mgetresponse()\n\u001b[1;32m 441\u001b[0m \u001b[39mexcept\u001b[39;00m \u001b[39mBaseException\u001b[39;00m \u001b[39mas\u001b[39;00m e:\n\u001b[1;32m 442\u001b[0m \u001b[39m# Remove the TypeError from the exception chain in\u001b[39;00m\n\u001b[1;32m 443\u001b[0m \u001b[39m# Python 3 (including for exceptions like SystemExit).\u001b[39;00m\n\u001b[1;32m 444\u001b[0m \u001b[39m# Otherwise it looks like a bug in the code.\u001b[39;00m\n", "File \u001b[0;32m/usr/lib/python3.10/http/client.py:1374\u001b[0m, in \u001b[0;36mHTTPConnection.getresponse\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m 1373\u001b[0m \u001b[39mtry\u001b[39;00m:\n\u001b[0;32m-> 1374\u001b[0m response\u001b[39m.\u001b[39;49mbegin()\n\u001b[1;32m 1375\u001b[0m \u001b[39mexcept\u001b[39;00m \u001b[39mConnectionError\u001b[39;00m:\n", "File \u001b[0;32m/usr/lib/python3.10/http/client.py:318\u001b[0m, in \u001b[0;36mHTTPResponse.begin\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m 317\u001b[0m \u001b[39mwhile\u001b[39;00m \u001b[39mTrue\u001b[39;00m:\n\u001b[0;32m--> 318\u001b[0m version, status, reason \u001b[39m=\u001b[39m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49m_read_status()\n\u001b[1;32m 319\u001b[0m \u001b[39mif\u001b[39;00m status \u001b[39m!=\u001b[39m CONTINUE:\n", "File \u001b[0;32m/usr/lib/python3.10/http/client.py:287\u001b[0m, in \u001b[0;36mHTTPResponse._read_status\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m 284\u001b[0m \u001b[39mif\u001b[39;00m \u001b[39mnot\u001b[39;00m line:\n\u001b[1;32m 285\u001b[0m \u001b[39m# Presumably, the server closed the connection before\u001b[39;00m\n\u001b[1;32m 286\u001b[0m \u001b[39m# sending a valid response.\u001b[39;00m\n\u001b[0;32m--> 287\u001b[0m \u001b[39mraise\u001b[39;00m RemoteDisconnected(\u001b[39m\"\u001b[39m\u001b[39mRemote end closed connection without\u001b[39m\u001b[39m\"\u001b[39m\n\u001b[1;32m 288\u001b[0m \u001b[39m\"\u001b[39m\u001b[39m response\u001b[39m\u001b[39m\"\u001b[39m)\n\u001b[1;32m 289\u001b[0m \u001b[39mtry\u001b[39;00m:\n", "\u001b[0;31mRemoteDisconnected\u001b[0m: Remote end closed connection without response", "\nDuring handling of the above exception, another exception occurred:\n", "\u001b[0;31mProtocolError\u001b[0m Traceback (most recent call last)", "File \u001b[0;32m/usr/lib/python3/dist-packages/requests/adapters.py:439\u001b[0m, in \u001b[0;36mHTTPAdapter.send\u001b[0;34m(self, request, stream, timeout, verify, cert, proxies)\u001b[0m\n\u001b[1;32m 438\u001b[0m \u001b[39mif\u001b[39;00m \u001b[39mnot\u001b[39;00m chunked:\n\u001b[0;32m--> 439\u001b[0m resp \u001b[39m=\u001b[39m conn\u001b[39m.\u001b[39;49murlopen(\n\u001b[1;32m 440\u001b[0m method\u001b[39m=\u001b[39;49mrequest\u001b[39m.\u001b[39;49mmethod,\n\u001b[1;32m 441\u001b[0m url\u001b[39m=\u001b[39;49murl,\n\u001b[1;32m 442\u001b[0m body\u001b[39m=\u001b[39;49mrequest\u001b[39m.\u001b[39;49mbody,\n\u001b[1;32m 443\u001b[0m headers\u001b[39m=\u001b[39;49mrequest\u001b[39m.\u001b[39;49mheaders,\n\u001b[1;32m 444\u001b[0m redirect\u001b[39m=\u001b[39;49m\u001b[39mFalse\u001b[39;49;00m,\n\u001b[1;32m 445\u001b[0m assert_same_host\u001b[39m=\u001b[39;49m\u001b[39mFalse\u001b[39;49;00m,\n\u001b[1;32m 446\u001b[0m preload_content\u001b[39m=\u001b[39;49m\u001b[39mFalse\u001b[39;49;00m,\n\u001b[1;32m 447\u001b[0m decode_content\u001b[39m=\u001b[39;49m\u001b[39mFalse\u001b[39;49;00m,\n\u001b[1;32m 448\u001b[0m retries\u001b[39m=\u001b[39;49m\u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49mmax_retries,\n\u001b[1;32m 449\u001b[0m timeout\u001b[39m=\u001b[39;49mtimeout\n\u001b[1;32m 450\u001b[0m )\n\u001b[1;32m 452\u001b[0m \u001b[39m# Send the request.\u001b[39;00m\n\u001b[1;32m 453\u001b[0m \u001b[39melse\u001b[39;00m:\n", "File \u001b[0;32m/usr/lib/python3/dist-packages/urllib3/connectionpool.py:755\u001b[0m, in \u001b[0;36mHTTPConnectionPool.urlopen\u001b[0;34m(self, method, url, body, headers, retries, redirect, assert_same_host, timeout, pool_timeout, release_conn, chunked, body_pos, **response_kw)\u001b[0m\n\u001b[1;32m 753\u001b[0m e \u001b[39m=\u001b[39m ProtocolError(\u001b[39m\"\u001b[39m\u001b[39mConnection aborted.\u001b[39m\u001b[39m\"\u001b[39m, e)\n\u001b[0;32m--> 755\u001b[0m retries \u001b[39m=\u001b[39m retries\u001b[39m.\u001b[39;49mincrement(\n\u001b[1;32m 756\u001b[0m method, url, error\u001b[39m=\u001b[39;49me, _pool\u001b[39m=\u001b[39;49m\u001b[39mself\u001b[39;49m, _stacktrace\u001b[39m=\u001b[39;49msys\u001b[39m.\u001b[39;49mexc_info()[\u001b[39m2\u001b[39;49m]\n\u001b[1;32m 757\u001b[0m )\n\u001b[1;32m 758\u001b[0m retries\u001b[39m.\u001b[39msleep()\n", "File \u001b[0;32m/usr/lib/python3/dist-packages/urllib3/util/retry.py:532\u001b[0m, in \u001b[0;36mRetry.increment\u001b[0;34m(self, method, url, response, error, _pool, _stacktrace)\u001b[0m\n\u001b[1;32m 531\u001b[0m \u001b[39mif\u001b[39;00m read \u001b[39mis\u001b[39;00m \u001b[39mFalse\u001b[39;00m \u001b[39mor\u001b[39;00m \u001b[39mnot\u001b[39;00m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39m_is_method_retryable(method):\n\u001b[0;32m--> 532\u001b[0m \u001b[39mraise\u001b[39;00m six\u001b[39m.\u001b[39;49mreraise(\u001b[39mtype\u001b[39;49m(error), error, _stacktrace)\n\u001b[1;32m 533\u001b[0m \u001b[39melif\u001b[39;00m read \u001b[39mis\u001b[39;00m \u001b[39mnot\u001b[39;00m \u001b[39mNone\u001b[39;00m:\n", "File \u001b[0;32m/usr/lib/python3/dist-packages/six.py:718\u001b[0m, in \u001b[0;36mreraise\u001b[0;34m(tp, value, tb)\u001b[0m\n\u001b[1;32m 717\u001b[0m \u001b[39mif\u001b[39;00m value\u001b[39m.\u001b[39m__traceback__ \u001b[39mis\u001b[39;00m \u001b[39mnot\u001b[39;00m tb:\n\u001b[0;32m--> 718\u001b[0m \u001b[39mraise\u001b[39;00m value\u001b[39m.\u001b[39mwith_traceback(tb)\n\u001b[1;32m 719\u001b[0m \u001b[39mraise\u001b[39;00m value\n", "File \u001b[0;32m/usr/lib/python3/dist-packages/urllib3/connectionpool.py:699\u001b[0m, in \u001b[0;36mHTTPConnectionPool.urlopen\u001b[0;34m(self, method, url, body, headers, retries, redirect, assert_same_host, timeout, pool_timeout, release_conn, chunked, body_pos, **response_kw)\u001b[0m\n\u001b[1;32m 698\u001b[0m \u001b[39m# Make the request on the httplib connection object.\u001b[39;00m\n\u001b[0;32m--> 699\u001b[0m httplib_response \u001b[39m=\u001b[39m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49m_make_request(\n\u001b[1;32m 700\u001b[0m conn,\n\u001b[1;32m 701\u001b[0m method,\n\u001b[1;32m 702\u001b[0m url,\n\u001b[1;32m 703\u001b[0m timeout\u001b[39m=\u001b[39;49mtimeout_obj,\n\u001b[1;32m 704\u001b[0m body\u001b[39m=\u001b[39;49mbody,\n\u001b[1;32m 705\u001b[0m headers\u001b[39m=\u001b[39;49mheaders,\n\u001b[1;32m 706\u001b[0m chunked\u001b[39m=\u001b[39;49mchunked,\n\u001b[1;32m 707\u001b[0m )\n\u001b[1;32m 709\u001b[0m \u001b[39m# If we're going to release the connection in ``finally:``, then\u001b[39;00m\n\u001b[1;32m 710\u001b[0m \u001b[39m# the response doesn't need to know about the connection. Otherwise\u001b[39;00m\n\u001b[1;32m 711\u001b[0m \u001b[39m# it will also try to release it and we'll have a double-release\u001b[39;00m\n\u001b[1;32m 712\u001b[0m \u001b[39m# mess.\u001b[39;00m\n", "File \u001b[0;32m/usr/lib/python3/dist-packages/urllib3/connectionpool.py:445\u001b[0m, in \u001b[0;36mHTTPConnectionPool._make_request\u001b[0;34m(self, conn, method, url, timeout, chunked, **httplib_request_kw)\u001b[0m\n\u001b[1;32m 441\u001b[0m \u001b[39mexcept\u001b[39;00m \u001b[39mBaseException\u001b[39;00m \u001b[39mas\u001b[39;00m e:\n\u001b[1;32m 442\u001b[0m \u001b[39m# Remove the TypeError from the exception chain in\u001b[39;00m\n\u001b[1;32m 443\u001b[0m \u001b[39m# Python 3 (including for exceptions like SystemExit).\u001b[39;00m\n\u001b[1;32m 444\u001b[0m \u001b[39m# Otherwise it looks like a bug in the code.\u001b[39;00m\n\u001b[0;32m--> 445\u001b[0m six\u001b[39m.\u001b[39;49mraise_from(e, \u001b[39mNone\u001b[39;49;00m)\n\u001b[1;32m 446\u001b[0m \u001b[39mexcept\u001b[39;00m (SocketTimeout, BaseSSLError, SocketError) \u001b[39mas\u001b[39;00m e:\n", "File \u001b[0;32m:3\u001b[0m, in \u001b[0;36mraise_from\u001b[0;34m(value, from_value)\u001b[0m\n", "File \u001b[0;32m/usr/lib/python3/dist-packages/urllib3/connectionpool.py:440\u001b[0m, in \u001b[0;36mHTTPConnectionPool._make_request\u001b[0;34m(self, conn, method, url, timeout, chunked, **httplib_request_kw)\u001b[0m\n\u001b[1;32m 439\u001b[0m \u001b[39mtry\u001b[39;00m:\n\u001b[0;32m--> 440\u001b[0m httplib_response \u001b[39m=\u001b[39m conn\u001b[39m.\u001b[39;49mgetresponse()\n\u001b[1;32m 441\u001b[0m \u001b[39mexcept\u001b[39;00m \u001b[39mBaseException\u001b[39;00m \u001b[39mas\u001b[39;00m e:\n\u001b[1;32m 442\u001b[0m \u001b[39m# Remove the TypeError from the exception chain in\u001b[39;00m\n\u001b[1;32m 443\u001b[0m \u001b[39m# Python 3 (including for exceptions like SystemExit).\u001b[39;00m\n\u001b[1;32m 444\u001b[0m \u001b[39m# Otherwise it looks like a bug in the code.\u001b[39;00m\n", "File \u001b[0;32m/usr/lib/python3.10/http/client.py:1374\u001b[0m, in \u001b[0;36mHTTPConnection.getresponse\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m 1373\u001b[0m \u001b[39mtry\u001b[39;00m:\n\u001b[0;32m-> 1374\u001b[0m response\u001b[39m.\u001b[39;49mbegin()\n\u001b[1;32m 1375\u001b[0m \u001b[39mexcept\u001b[39;00m \u001b[39mConnectionError\u001b[39;00m:\n", "File \u001b[0;32m/usr/lib/python3.10/http/client.py:318\u001b[0m, in \u001b[0;36mHTTPResponse.begin\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m 317\u001b[0m \u001b[39mwhile\u001b[39;00m \u001b[39mTrue\u001b[39;00m:\n\u001b[0;32m--> 318\u001b[0m version, status, reason \u001b[39m=\u001b[39m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49m_read_status()\n\u001b[1;32m 319\u001b[0m \u001b[39mif\u001b[39;00m status \u001b[39m!=\u001b[39m CONTINUE:\n", "File \u001b[0;32m/usr/lib/python3.10/http/client.py:287\u001b[0m, in \u001b[0;36mHTTPResponse._read_status\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m 284\u001b[0m \u001b[39mif\u001b[39;00m \u001b[39mnot\u001b[39;00m line:\n\u001b[1;32m 285\u001b[0m \u001b[39m# Presumably, the server closed the connection before\u001b[39;00m\n\u001b[1;32m 286\u001b[0m \u001b[39m# sending a valid response.\u001b[39;00m\n\u001b[0;32m--> 287\u001b[0m \u001b[39mraise\u001b[39;00m RemoteDisconnected(\u001b[39m\"\u001b[39m\u001b[39mRemote end closed connection without\u001b[39m\u001b[39m\"\u001b[39m\n\u001b[1;32m 288\u001b[0m \u001b[39m\"\u001b[39m\u001b[39m response\u001b[39m\u001b[39m\"\u001b[39m)\n\u001b[1;32m 289\u001b[0m \u001b[39mtry\u001b[39;00m:\n", "\u001b[0;31mProtocolError\u001b[0m: ('Connection aborted.', RemoteDisconnected('Remote end closed connection without response'))", "\nDuring handling of the above exception, another exception occurred:\n", "\u001b[0;31mConnectionError\u001b[0m Traceback (most recent call last)", "Cell \u001b[0;32mIn[3], line 8\u001b[0m\n\u001b[1;32m 1\u001b[0m opt_request \u001b[39m=\u001b[39m GoRequest(\n\u001b[1;32m 2\u001b[0m etfs\u001b[39m=\u001b[39m[etf1, etf2, etf3, etf4],\n\u001b[1;32m 3\u001b[0m prefer_recent_data\u001b[39m=\u001b[39m\u001b[39mFalse\u001b[39;00m,\n\u001b[1;32m 4\u001b[0m min_weight\u001b[39m=\u001b[39m\u001b[39mfloat\u001b[39m(\u001b[39m0\u001b[39m),\n\u001b[1;32m 5\u001b[0m num_layers\u001b[39m=\u001b[39m\u001b[39mint\u001b[39m(\u001b[39m3\u001b[39m)\n\u001b[1;32m 6\u001b[0m )\n\u001b[0;32m----> 8\u001b[0m response \u001b[39m=\u001b[39m requests\u001b[39m.\u001b[39;49mpost(url_go, json\u001b[39m=\u001b[39;49mopt_request\u001b[39m.\u001b[39;49mdict())\n", "File \u001b[0;32m/usr/lib/python3/dist-packages/requests/api.py:119\u001b[0m, in \u001b[0;36mpost\u001b[0;34m(url, data, json, **kwargs)\u001b[0m\n\u001b[1;32m 107\u001b[0m \u001b[39mdef\u001b[39;00m \u001b[39mpost\u001b[39m(url, data\u001b[39m=\u001b[39m\u001b[39mNone\u001b[39;00m, json\u001b[39m=\u001b[39m\u001b[39mNone\u001b[39;00m, \u001b[39m*\u001b[39m\u001b[39m*\u001b[39mkwargs):\n\u001b[1;32m 108\u001b[0m \u001b[39mr\u001b[39m\u001b[39m\"\"\"Sends a POST request.\u001b[39;00m\n\u001b[1;32m 109\u001b[0m \n\u001b[1;32m 110\u001b[0m \u001b[39m :param url: URL for the new :class:`Request` object.\u001b[39;00m\n\u001b[0;32m (...)\u001b[0m\n\u001b[1;32m 116\u001b[0m \u001b[39m :rtype: requests.Response\u001b[39;00m\n\u001b[1;32m 117\u001b[0m \u001b[39m \"\"\"\u001b[39;00m\n\u001b[0;32m--> 119\u001b[0m \u001b[39mreturn\u001b[39;00m request(\u001b[39m'\u001b[39;49m\u001b[39mpost\u001b[39;49m\u001b[39m'\u001b[39;49m, url, data\u001b[39m=\u001b[39;49mdata, json\u001b[39m=\u001b[39;49mjson, \u001b[39m*\u001b[39;49m\u001b[39m*\u001b[39;49mkwargs)\n", "File \u001b[0;32m/usr/lib/python3/dist-packages/requests/api.py:61\u001b[0m, in \u001b[0;36mrequest\u001b[0;34m(method, url, **kwargs)\u001b[0m\n\u001b[1;32m 57\u001b[0m \u001b[39m# By using the 'with' statement we are sure the session is closed, thus we\u001b[39;00m\n\u001b[1;32m 58\u001b[0m \u001b[39m# avoid leaving sockets open which can trigger a ResourceWarning in some\u001b[39;00m\n\u001b[1;32m 59\u001b[0m \u001b[39m# cases, and look like a memory leak in others.\u001b[39;00m\n\u001b[1;32m 60\u001b[0m \u001b[39mwith\u001b[39;00m sessions\u001b[39m.\u001b[39mSession() \u001b[39mas\u001b[39;00m session:\n\u001b[0;32m---> 61\u001b[0m \u001b[39mreturn\u001b[39;00m session\u001b[39m.\u001b[39;49mrequest(method\u001b[39m=\u001b[39;49mmethod, url\u001b[39m=\u001b[39;49murl, \u001b[39m*\u001b[39;49m\u001b[39m*\u001b[39;49mkwargs)\n", "File \u001b[0;32m/usr/lib/python3/dist-packages/requests/sessions.py:542\u001b[0m, in \u001b[0;36mSession.request\u001b[0;34m(self, method, url, params, data, headers, cookies, files, auth, timeout, allow_redirects, proxies, hooks, stream, verify, cert, json)\u001b[0m\n\u001b[1;32m 537\u001b[0m send_kwargs \u001b[39m=\u001b[39m {\n\u001b[1;32m 538\u001b[0m \u001b[39m'\u001b[39m\u001b[39mtimeout\u001b[39m\u001b[39m'\u001b[39m: timeout,\n\u001b[1;32m 539\u001b[0m \u001b[39m'\u001b[39m\u001b[39mallow_redirects\u001b[39m\u001b[39m'\u001b[39m: allow_redirects,\n\u001b[1;32m 540\u001b[0m }\n\u001b[1;32m 541\u001b[0m send_kwargs\u001b[39m.\u001b[39mupdate(settings)\n\u001b[0;32m--> 542\u001b[0m resp \u001b[39m=\u001b[39m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49msend(prep, \u001b[39m*\u001b[39;49m\u001b[39m*\u001b[39;49msend_kwargs)\n\u001b[1;32m 544\u001b[0m \u001b[39mreturn\u001b[39;00m resp\n", "File \u001b[0;32m/usr/lib/python3/dist-packages/requests/sessions.py:655\u001b[0m, in \u001b[0;36mSession.send\u001b[0;34m(self, request, **kwargs)\u001b[0m\n\u001b[1;32m 652\u001b[0m start \u001b[39m=\u001b[39m preferred_clock()\n\u001b[1;32m 654\u001b[0m \u001b[39m# Send the request\u001b[39;00m\n\u001b[0;32m--> 655\u001b[0m r \u001b[39m=\u001b[39m adapter\u001b[39m.\u001b[39;49msend(request, \u001b[39m*\u001b[39;49m\u001b[39m*\u001b[39;49mkwargs)\n\u001b[1;32m 657\u001b[0m \u001b[39m# Total elapsed time of the request (approximately)\u001b[39;00m\n\u001b[1;32m 658\u001b[0m elapsed \u001b[39m=\u001b[39m preferred_clock() \u001b[39m-\u001b[39m start\n", "File \u001b[0;32m/usr/lib/python3/dist-packages/requests/adapters.py:498\u001b[0m, in \u001b[0;36mHTTPAdapter.send\u001b[0;34m(self, request, stream, timeout, verify, cert, proxies)\u001b[0m\n\u001b[1;32m 495\u001b[0m \u001b[39mraise\u001b[39;00m\n\u001b[1;32m 497\u001b[0m \u001b[39mexcept\u001b[39;00m (ProtocolError, socket\u001b[39m.\u001b[39merror) \u001b[39mas\u001b[39;00m err:\n\u001b[0;32m--> 498\u001b[0m \u001b[39mraise\u001b[39;00m \u001b[39mConnectionError\u001b[39;00m(err, request\u001b[39m=\u001b[39mrequest)\n\u001b[1;32m 500\u001b[0m \u001b[39mexcept\u001b[39;00m MaxRetryError \u001b[39mas\u001b[39;00m e:\n\u001b[1;32m 501\u001b[0m \u001b[39mif\u001b[39;00m \u001b[39misinstance\u001b[39m(e\u001b[39m.\u001b[39mreason, ConnectTimeoutError):\n\u001b[1;32m 502\u001b[0m \u001b[39m# TODO: Remove this in 3.0.0: see #2811\u001b[39;00m\n", "\u001b[0;31mConnectionError\u001b[0m: ('Connection aborted.', RemoteDisconnected('Remote end closed connection without response'))" ] } ], "source": [ "opt_request = GoRequest(\n", " etfs=[etf1, etf2, etf3, etf4],\n", " prefer_recent_data=False,\n", " min_weight=float(0),\n", " num_layers=int(3)\n", ")\n", "\n", "response = requests.post(url_go, json=opt_request.dict())" ] }, { "cell_type": "code", "execution_count": 4, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "True" ] }, "execution_count": 4, "metadata": {}, "output_type": "execute_result" } ], "source": [ "response.status_code == 200" ] }, { "cell_type": "code", "execution_count": 5, "metadata": {}, "outputs": [], "source": [ "resp: List[List[ETFOut]] = response.json()['layers']" ] }, { "cell_type": "code", "execution_count": 6, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "[\n", " {\n", " \"etfs\": [\n", " {\n", " \"ticker\": \"EIMI\",\n", " \"isin\": \"IE00BKM4GZ66\",\n", " \"excange\": \"italy\",\n", " \"percent\": 3.3,\n", " \"last_price\": 27.815\n", " },\n", " {\n", " \"ticker\": \"EMH5\",\n", " \"isin\": \"IE00BP46NG52\",\n", " \"excange\": \"italy\",\n", " \"percent\": 34.84,\n", " \"last_price\": 25.065\n", " },\n", " {\n", " \"ticker\": \"GGOV\",\n", " \"isin\": \"LU1437016204\",\n", " \"excange\": \"france\",\n", " \"percent\": 58.39,\n", " \"last_price\": 47.05\n", " },\n", " {\n", " \"ticker\": \"SWDA\",\n", " \"isin\": \"IE00B4L5Y983\",\n", " \"excange\": \"italy\",\n", " \"percent\": 3.47,\n", " \"last_price\": 69.38\n", " }\n", " ],\n", " \"risk\": 0.051729455520849864,\n", " \"expected_return\": 0.00814539701488171,\n", " \"sharpe_ratio\": 0.13813014157865466\n", " },\n", " {\n", " \"etfs\": [\n", " {\n", " \"ticker\": \"EIMI\",\n", " \"isin\": \"IE00BKM4GZ66\",\n", " \"excange\": \"italy\",\n", " \"percent\": 0.0,\n", " \"last_price\": 27.815\n", " },\n", " {\n", " \"ticker\": \"EMH5\",\n", " \"isin\": \"IE00BP46NG52\",\n", " \"excange\": \"italy\",\n", " \"percent\": 32.03,\n", " \"last_price\": 25.065\n", " },\n", " {\n", " \"ticker\": \"GGOV\",\n", " \"isin\": \"LU1437016204\",\n", " \"excange\": \"france\",\n", " \"percent\": 25.04,\n", " \"last_price\": 47.05\n", " },\n", " {\n", " \"ticker\": \"SWDA\",\n", " \"isin\": \"IE00B4L5Y983\",\n", " \"excange\": \"italy\",\n", " \"percent\": 42.94,\n", " \"last_price\": 69.38\n", " }\n", " ],\n", " \"risk\": 0.08633311621506369,\n", " \"expected_return\": 0.05844649722173568,\n", " \"sharpe_ratio\": 0.6654051161391094\n", " },\n", " {\n", " \"etfs\": [\n", " {\n", " \"ticker\": \"EIMI\",\n", " \"isin\": \"IE00BKM4GZ66\",\n", " \"excange\": \"italy\",\n", " \"percent\": 0.0,\n", " \"last_price\": 27.815\n", " },\n", " {\n", " \"ticker\": \"EMH5\",\n", " \"isin\": \"IE00BP46NG52\",\n", " \"excange\": \"italy\",\n", " \"percent\": 29.96,\n", " \"last_price\": 25.065\n", " },\n", " {\n", " \"ticker\": \"GGOV\",\n", " \"isin\": \"LU1437016204\",\n", " \"excange\": \"france\",\n", " \"percent\": 5.73,\n", " \"last_price\": 47.05\n", " },\n", " {\n", " \"ticker\": \"SWDA\",\n", " \"isin\": \"IE00B4L5Y983\",\n", " \"excange\": \"italy\",\n", " \"percent\": 64.31,\n", " \"last_price\": 69.38\n", " }\n", " ],\n", " \"risk\": 0.12093677966257205,\n", " \"expected_return\": 0.08641993052770258,\n", " \"sharpe_ratio\": 0.7063188780620281\n", " }\n", "]\n" ] } ], "source": [ "#pretty print\n", "print(json.dumps(resp, indent=4))" ] }, { "cell_type": "code", "execution_count": 7, "metadata": {}, "outputs": [ { "ename": "TypeError", "evalue": "server.ETFOut() argument after ** must be a mapping, not str", "output_type": "error", "traceback": [ "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m", "\u001b[0;31mTypeError\u001b[0m Traceback (most recent call last)", "Cell \u001b[0;32mIn[7], line 4\u001b[0m\n\u001b[1;32m 2\u001b[0m \u001b[39mfor\u001b[39;00m layer \u001b[39min\u001b[39;00m resp:\n\u001b[1;32m 3\u001b[0m \u001b[39mfor\u001b[39;00m etf \u001b[39min\u001b[39;00m layer:\n\u001b[0;32m----> 4\u001b[0m e \u001b[39m=\u001b[39m ETFOut(\u001b[39m*\u001b[39m\u001b[39m*\u001b[39metf)\n\u001b[1;32m 5\u001b[0m \u001b[39mprint\u001b[39m(e\u001b[39m.\u001b[39mticker, e\u001b[39m.\u001b[39mpercent, e\u001b[39m.\u001b[39mlast_price, \u001b[39m\"\u001b[39m\u001b[39m|\u001b[39m\u001b[39m\"\u001b[39m, end\u001b[39m=\u001b[39m\u001b[39m\"\u001b[39m\u001b[39m \u001b[39m\u001b[39m\"\u001b[39m)\n\u001b[1;32m 6\u001b[0m \u001b[39mprint\u001b[39m(layer\u001b[39m.\u001b[39mrisk, layer\u001b[39m.\u001b[39mexpected_return, layer\u001b[39m.\u001b[39msharpe_ratio)\n", "\u001b[0;31mTypeError\u001b[0m: server.ETFOut() argument after ** must be a mapping, not str" ] } ], "source": [ "# pretty print\n", "for layer in resp:\n", " for etf in layer:\n", " e = ETFOut(**etf)\n", " print(e.ticker, e.percent, e.last_price, \"|\", end=\" \")\n", " print(layer.risk, layer.expected_return, layer.sharpe_ratio)\n", " print()" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.10.6 (main, Nov 14 2022, 16:10:14) [GCC 11.3.0]" }, "orig_nbformat": 4, "vscode": { "interpreter": { "hash": "916dbcbb3f70747c44a77c7bcd40155683ae19c65e1c03b4aa3499c5328201f1" } } }, "nbformat": 4, "nbformat_minor": 2 }