Book allocation via api

DataMiner and API
1

Hi all,

Anybody has developed any advanced book allocation via python?

Even before starting to check I was curious if this is feasible or still impossible.

Generally speaking I would like to check single strategy equity and change the strategy allocation in the book…

I wonder if this is possible and how to manage it via api.

2

If your intent is to modify Book assets (including weights) and resim, that is entirely feasible.

The relevant endpoints are;
POST /strategy/{id}/book-rerun → re-run a simulated book with different allocations and date range

GET /strategy/{id} → returns summary, holdings, statistics, and performance for a book

3

Ciao Walter,

thanks for feedback.

Do you do that?

So I could read historical curves during the week end, change % of book before auto rebalance/commit on monday.

It should work.

4

Hi Lorenzo,

I don't run the API myself, but what you described should work. The relevant endpoints are;

1. Strategy/Book Details

  • GET /strategy/{id}
  • Returns:
    • Core metadata (start date, last trade, sizing method)
    • Summary stats (number of assets, key metrics)
    • Performance data (monthly, yearly)
    • Equity curve (time series of dates and values)

2. Strategy/Book Current Holdings

  • GET /strategy/{id}/holdings
  • Returns:
    • List of securities currently held
    • Applies to both strategies and books
    • Reflects actual portfolio positions

3. Trading System Configuration

  • GET /strategy/{id}/trading-system
  • Returns:
    • Get asset list within a book
    • Fields include:
      • Item ID
      • Symbol
      • Relative weight
      • Weight
    • Used as the basis for modifications

4. Update Book Assets

  • POST /strategy/{id}/book-trading-system
  • Function:
    • Updates the assets within a book
    • Allows modification of assets (weights)