Analysis and performance metrics
Overview
Analytics+ functionality is a powerful tool to analyze a single or a group of portfolios. This how-to article describes how it can be used to analyze a portfolio via FA's GraphQL API. The content is divided into three sections:
Initialization of an Analytics+ call
Requesting one or multiple different types of analyses from the Analytics+
Accessing the result of an analysis
Analyzing a portfolio or portfolios
Initialization of Analytics+ call
You can analyze the selected portfolio or portfolios efficiently in multiple ways with a single call to the Analytics+ endpoint. However, it is important to initialize the call properly to enable all the intended analyses, but at the same time keep it as efficient as possible.
First of all, there are two alternative ways to call Analytics+:
Call Analytics+ and pass a list of portfolios to analyze
Embed the call under a portfolio element in order to analyze that particular portfolio
Call Analytics+ and pass a list of portfolios to analyze
Calling Analytics+ directly enables you to analyze a combination of portfolios. You need to explicitly tell, which portfolios are to be analyzed by passing the parameter pfIds, which is a list of longs. The syntax looks like this:
query CallAnalyticsDirectly(...) {
analytics(...) {
...
}
}Embed the call under a portfolio element
When you embed the call under a portfolio element, you do not need to specify explicitly which portfolio to analyze. The analysis is limited to the portfolio under which the analytics call is embedded.
query CallAnalyticsIndirectly(...) {
portfolio(...) {
analytics(...) {
...
}
}
}Parameters for initializing the analytics
Parameters for an Analytics+ are defined as follows:
query Analytics(...) {
analytics(
withoutPositionData: true/false,
parameters: {
pfIds: [pfId1, pfId2,...],
startDate: "yyyy-MM-dd",
endDate: "yyyy-MM-dd",
includeDrilldownPositions: true/false,
includeOnlyCashAccounts:true/false,
paramsSet: {
...
}
}) {
...
}
}See more detailed documentation in the Parameters for analytics requestsection.
Requesting one or multiple different types of analyses from Analytics+
After loading the underlying data (ie. positions, securities,…), Analytics+ can perform one or multiple types of analyses on the data-set. The analyses are defined using a paramsSet data structure.
The structure looks like this:
paramsSet: [{
key:"<key>"
timePeriodCodes:["<time period code>"]
grouppedByProperties: [<grouping code(s)>]
includeData: true/false
includeChildren: true/false
calculateContribution: true/false
calculateIrr: true/false
},
{
...
}]See more detailed documentation Parameters for analytics request.
Accessing the result of an analysis
Call to Analytics+ returns a lots of data. In GraphQL, you also need to define the structure of the data returned by the call to the API. The high-level structure of a result set is defined as follows:
query Analytics(...) {
analytics(...) {
grouppedAnalytics(key:"<key>") {
analysis(timePeriodCode:"<timePeriodCode>") {...}
grouppedAnalyticsTimePeriod {...}
grouppedAnalytics { ... }
grouppedAnalyticsByGroup(groupCode:"<groupCode>") { ... }
indexedReturnData { ... }
}
}
}The description of the structure is as follows:
Field | Parameters | Description |
|---|---|---|
grouppedAnalytics | key (defined in the call parameters) | Accesses a specific analysis result set |
analysis | timePeriodCode (defined in the call parameters) | Accesses a specific time period analysis |
groupppedAnalyticsTimePeriod | - | Returns a list of all time period analyses |
grouppedAnalytics | - | If includeChildren parameter was true, the grouped child levels are returned in this. |
grouppedAnalyticsByGroup | groupCode | Returns a specific group. Requires that includeChildren parameter was true. |
indexedReturnData | - | If includeData parameter was true, returns a list of the data time series per day. |
An example call returning a time series of daily data grouped by security type and security:
query Analytics(...) {
analytics(
...
parameters: {
...
paramsSet: [{
key:"ALLOC"
timePeriodCodes:["GIVEN"]
grouppedByProperties: [TYPE,SECURITY]
includeData:true
includeChildren:true
...
}]
}) {
grouppedAnalytics(key:"ALLOC") {
topLevelTimeSeries:indexedReturnData {
date
marketValue
}
securityTypes:grouppedAnalytics {
securityTypesTimeSeries:indexedReturnData {
code
date
marketValue
}
positions:grouppedAnalytics {
positionsTimeSeries:indexedReturnData {
code
date
marketValue
}
}
}
}
}
}