Financial¶

Calls¶

recalc¶

Recalculates financial metrics for all known assets.

Attributes¶

No attributes

Python¶

call = substrate.compose_call(
    'Financial', 'recalc', {}
)

recalc_asset¶

Recalculates financial metrics for a given asset

Attributes¶

Name	Type
asset	`T::Asset`

Python¶

call = substrate.compose_call(
    'Financial', 'recalc_asset', {'asset': 'u64'}
)

recalc_portfolio¶

Recalculates financial metrics for a given portfolio

Attributes¶

Name	Type
account_id	`T::AccountId`
z_score	`u32`

Python¶

call = substrate.compose_call(
    'Financial', 'recalc_portfolio', {
    'account_id': 'AccountId',
    'z_score': 'u32',
}
)

set_metrics¶

Test utility function for setting metrics, not allowed in production

Attributes¶

Name	Type
metrics	`FinancialMetrics<T::Asset, T::Price>`

Python¶

call = substrate.compose_call(
    'Financial', 'set_metrics', {
    'metrics': {
        'assets': ['u64'],
        'correlations': [
            {'bits': 'i128'},
        ],
        'covariances': [
            {'bits': 'i128'},
        ],
        'mean_returns': [
            {'bits': 'i128'},
        ],
        'period_end': {
            'nanos': 'u32',
            'secs': 'u64',
        },
        'period_start': {
            'nanos': 'u32',
            'secs': 'u64',
        },
        'volatilities': [
            {'bits': 'i128'},
        ],
    },
}
)

set_per_asset_metrics¶

Test utility function for setting asset metrics, not allowed in production

Attributes¶

Name	Type
asset	`T::Asset`
metrics	`AssetMetrics<T::Asset, T::Price>`

Python¶

call = substrate.compose_call(
    'Financial', 'set_per_asset_metrics', {
    'asset': 'u64',
    'metrics': {
        'correlations': [
            ('u64', {'bits': 'i128'}),
        ],
        'period_end': {
            'nanos': 'u32',
            'secs': 'u64',
        },
        'period_start': {
            'nanos': 'u32',
            'secs': 'u64',
        },
        'returns': [{'bits': 'i128'}],
        'volatility': {'bits': 'i128'},
    },
}
)

Events¶

AssetMetricsRecalculated¶

Financial metrics for the specified asset have been recalculated [asset]

Attributes¶

Name	Type	Composition
None	`Asset`	`u64`

MetricsRecalculated¶

Financial metrics for all assets have been recalculated

Attributes¶

No attributes

PortfolioMetricsRecalculated¶

Financial metrics for the specified portfolio have been recalculated [portfolio]

Attributes¶

Name	Type	Composition
None	`AccountId`	`AccountId`

Storage functions¶

Metrics¶

Financial metrics for all known assets.

Python¶

result = substrate.query(
    'Financial', 'Metrics', []
)

Return value¶

{
    'assets': ['u64'],
    'correlations': [{'bits': 'i128'}],
    'covariances': [{'bits': 'i128'}],
    'mean_returns': [{'bits': 'i128'}],
    'period_end': {'nanos': 'u32', 'secs': 'u64'},
    'period_start': {'nanos': 'u32', 'secs': 'u64'},
    'volatilities': [{'bits': 'i128'}],
}

PerAssetMetrics¶

Financial metrics on per asset basis.

Python¶

result = substrate.query(
    'Financial', 'PerAssetMetrics', ['u64']
)

Return value¶

{
    'correlations': [('u64', {'bits': 'i128'})],
    'period_end': {'nanos': 'u32', 'secs': 'u64'},
    'period_start': {'nanos': 'u32', 'secs': 'u64'},
    'returns': [{'bits': 'i128'}],
    'volatility': {'bits': 'i128'},
}

PerPortfolioMetrics¶

Financial metrics on per portfolio basis.

Python¶

result = substrate.query(
    'Financial', 'PerPortfolioMetrics', ['AccountId']
)

Return value¶

{
    'period_end': {'nanos': 'u32', 'secs': 'u64'},
    'period_start': {'nanos': 'u32', 'secs': 'u64'},
    'value_at_risk': {'bits': 'i128'},
    'volatility': {'bits': 'i128'},
    'z_score': 'u32',
}

PriceLogs¶

Price log on per asset basis.

Python¶

result = substrate.query(
    'Financial', 'PriceLogs', ['u64']
)

Return value¶

{
    'latest_timestamp': {'nanos': 'u32', 'secs': 'u64'},
    'prices': {'head_index': 'u32', 'items': [{'bits': 'i128'}], 'len_cap': 'u32'},
}

Updates¶

Latest price updates on per asset basis.

Python¶

result = substrate.query(
    'Financial', 'Updates', ['u64']
)

Return value¶

{
    'period_start': {'nanos': 'u32', 'secs': 'u64'},
    'price': {'bits': 'i128'},
    'time': {'nanos': 'u32', 'secs': 'u64'},
}

Constants¶

PriceCount¶

Value¶

Python¶

constant = substrate.get_constant('Financial', 'PriceCount')

PricePeriod¶

Value¶

Python¶

constant = substrate.get_constant('Financial', 'PricePeriod')

Errors¶

DivisionByZero¶

Division by zero occurred during financial calculation process.

InvalidArgument¶

An invalid argument passed to the function.

InvalidConstant¶

Default return type or default correlation type is initialized with a value that can not be converted to type CalcReturnType or CalcVolatilityType respectively.

InvalidPeriodStart¶

Specified period start timestamp is invalid for current PricePeriod value.

InvalidStorage¶

Storage of the pallet is in an unexpected state.

MethodNotAllowed¶

This method is not allowed in production. Method is used in testing only

NotEnoughPoints¶

Price log is not long enough to calculate required value.

NotImplemented¶

Required functionality is not implemented.

Overflow¶

Overflow occurred during financial calculation process.

PeriodIsInThePast¶

Timestamp of the received price is in the past.

Transcendental¶

An invalid argument passed to the transcendental function (i.e. log, sqrt, etc.) during financial calculation process.