Class: ProtonApi::PerformanceCalculatorRequest

Inherits:
Object
  • Object
show all
Defined in:
lib/proton_api/models/performance_calculator_request.rb

Defined Under Namespace

Classes: EnumAttributeValidator

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(attributes = {}) ⇒ PerformanceCalculatorRequest

Initializes the object

Parameters:

  • attributes (Hash) (defaults to: {}) —

    Model attributes in the form of hash



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 177

def initialize(attributes = {})
  return unless attributes.is_a?(Hash)

  # convert string to symbol for hash key
  attributes = attributes.each_with_object({}) { |(k, v), h| h[k.to_sym] = v }

  if attributes.has_key?(:'annualized_return_period')
    self.annualized_return_period = attributes[:'annualized_return_period']
  else
    self.annualized_return_period = 'D'
  end

  if attributes.has_key?(:'risk_free_alpha')
    self.risk_free_alpha = attributes[:'risk_free_alpha']
  else
    self.risk_free_alpha = 0.0
  end

  if attributes.has_key?(:'allocation_id')
    self.allocation_id = attributes[:'allocation_id']
  end

  if attributes.has_key?(:'mean_percentile_monte_carlo')
    self.mean_percentile_monte_carlo = attributes[:'mean_percentile_monte_carlo']
  else
    self.mean_percentile_monte_carlo = 50.0
  end

  if attributes.has_key?(:'model_id')
    self.model_id = attributes[:'model_id']
  end

  if attributes.has_key?(:'mar_downside_deviation')
    self.mar_downside_deviation = attributes[:'mar_downside_deviation']
  else
    self.mar_downside_deviation = 0.0
  end

  if attributes.has_key?(:'risk_free_sharpe')
    self.risk_free_sharpe = attributes[:'risk_free_sharpe']
  else
    self.risk_free_sharpe = 0.0
  end

  if attributes.has_key?(:'benchmark_id')
    self.benchmark_id = attributes[:'benchmark_id']
  end

  if attributes.has_key?(:'risk_free_sortino')
    self.risk_free_sortino = attributes[:'risk_free_sortino']
  else
    self.risk_free_sortino = 0.0
  end

  if attributes.has_key?(:'household_id')
    self.household_id = attributes[:'household_id']
  end

  if attributes.has_key?(:'min_percentile_monte_carlo')
    self.min_percentile_monte_carlo = attributes[:'min_percentile_monte_carlo']
  else
    self.min_percentile_monte_carlo = 20.0
  end

  if attributes.has_key?(:'moving_average_n_day')
    self.moving_average_n_day = attributes[:'moving_average_n_day']
  else
    self.moving_average_n_day = 7
  end

  if attributes.has_key?(:'active_premium_period')
    self.active_premium_period = attributes[:'active_premium_period']
  else
    self.active_premium_period = 'D'
  end

  if attributes.has_key?(:'stat_name')
    self.stat_name = attributes[:'stat_name']
  end

  if attributes.has_key?(:'end_date')
    self.end_date = attributes[:'end_date']
  end

  if attributes.has_key?(:'start_date')
    self.start_date = attributes[:'start_date']
  end

  if attributes.has_key?(:'n_day_returns')
    self.n_day_returns = attributes[:'n_day_returns']
  else
    self.n_day_returns = 7
  end

  if attributes.has_key?(:'var_conf_interval')
    self.var_conf_interval = attributes[:'var_conf_interval']
  else
    self.var_conf_interval = 95.0
  end

  if attributes.has_key?(:'period_type')
    self.period_type = attributes[:'period_type']
  else
    self.period_type = 'D'
  end

  if attributes.has_key?(:'risk_free_treynor')
    self.risk_free_treynor = attributes[:'risk_free_treynor']
  else
    self.risk_free_treynor = 0.0
  end

  if attributes.has_key?(:'n_rolling_max_drawdown')
    self.n_rolling_max_drawdown = attributes[:'n_rolling_max_drawdown']
  else
    self.n_rolling_max_drawdown = 7
  end

  if attributes.has_key?(:'portfolio_id')
    self.portfolio_id = attributes[:'portfolio_id']
  end

  if attributes.has_key?(:'num_sim_monte_carlo')
    self.num_sim_monte_carlo = attributes[:'num_sim_monte_carlo']
  else
    self.num_sim_monte_carlo = 1000
  end

  if attributes.has_key?(:'goal_id')
    self.goal_id = attributes[:'goal_id']
  end

  if attributes.has_key?(:'account_id')
    self. = attributes[:'account_id']
  end

  if attributes.has_key?(:'security_id')
    self.security_id = attributes[:'security_id']
  end

  if attributes.has_key?(:'n_path_monte_carlo')
    self.n_path_monte_carlo = attributes[:'n_path_monte_carlo']
  else
    self.n_path_monte_carlo = 100
  end

  if attributes.has_key?(:'client_id')
    self.client_id = attributes[:'client_id']
  end

  if attributes.has_key?(:'n_rolling_volatility')
    self.n_rolling_volatility = attributes[:'n_rolling_volatility']
  else
    self.n_rolling_volatility = 7
  end

  if attributes.has_key?(:'hist_factor')
    self.hist_factor = attributes[:'hist_factor']
  else
    self.hist_factor = 5.0
  end

  if attributes.has_key?(:'max_percentile_monte_carlo')
    self.max_percentile_monte_carlo = attributes[:'max_percentile_monte_carlo']
  else
    self.max_percentile_monte_carlo = 80.0
  end
end

Instance Attribute Details

#account_id ⇒ Object

Returns the value of attribute account_id.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 65

def 
  @account_id
end

#active_premium_period ⇒ Object

Returns the value of attribute active_premium_period.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 41

def active_premium_period
  @active_premium_period
end

#allocation_id ⇒ Object

Returns the value of attribute allocation_id.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 21

def allocation_id
  @allocation_id
end

#annualized_return_period ⇒ Object

Returns the value of attribute annualized_return_period.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 17

def annualized_return_period
  @annualized_return_period
end

#benchmark_id ⇒ Object

Returns the value of attribute benchmark_id.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 31

def benchmark_id
  @benchmark_id
end

#client_id ⇒ Object

Returns the value of attribute client_id.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 71

def client_id
  @client_id
end

#end_date ⇒ Object

Returns the value of attribute end_date.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 45

def end_date
  @end_date
end

#goal_id ⇒ Object

Returns the value of attribute goal_id.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 63

def goal_id
  @goal_id
end

#hist_factor ⇒ Object

Returns the value of attribute hist_factor.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 75

def hist_factor
  @hist_factor
end

#household_id ⇒ Object

Returns the value of attribute household_id.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 35

def household_id
  @household_id
end

#mar_downside_deviation ⇒ Object

Returns the value of attribute mar_downside_deviation.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 27

def mar_downside_deviation
  @mar_downside_deviation
end

#max_percentile_monte_carlo ⇒ Object

Returns the value of attribute max_percentile_monte_carlo.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 77

def max_percentile_monte_carlo
  @max_percentile_monte_carlo
end

#mean_percentile_monte_carlo ⇒ Object

Returns the value of attribute mean_percentile_monte_carlo.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 23

def mean_percentile_monte_carlo
  @mean_percentile_monte_carlo
end

#min_percentile_monte_carlo ⇒ Object

Returns the value of attribute min_percentile_monte_carlo.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 37

def min_percentile_monte_carlo
  @min_percentile_monte_carlo
end

#model_id ⇒ Object

Returns the value of attribute model_id.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 25

def model_id
  @model_id
end

#moving_average_n_day ⇒ Object

Returns the value of attribute moving_average_n_day.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 39

def moving_average_n_day
  @moving_average_n_day
end

#n_day_returns ⇒ Object

Returns the value of attribute n_day_returns.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 49

def n_day_returns
  @n_day_returns
end

#n_path_monte_carlo ⇒ Object

Returns the value of attribute n_path_monte_carlo.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 69

def n_path_monte_carlo
  @n_path_monte_carlo
end

#n_rolling_max_drawdown ⇒ Object

Returns the value of attribute n_rolling_max_drawdown.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 57

def n_rolling_max_drawdown
  @n_rolling_max_drawdown
end

#n_rolling_volatility ⇒ Object

Returns the value of attribute n_rolling_volatility.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 73

def n_rolling_volatility
  @n_rolling_volatility
end

#num_sim_monte_carlo ⇒ Object

Returns the value of attribute num_sim_monte_carlo.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 61

def num_sim_monte_carlo
  @num_sim_monte_carlo
end

#period_type ⇒ Object

Returns the value of attribute period_type.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 53

def period_type
  @period_type
end

#portfolio_id ⇒ Object

Returns the value of attribute portfolio_id.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 59

def portfolio_id
  @portfolio_id
end

#risk_free_alpha ⇒ Object

Returns the value of attribute risk_free_alpha.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 19

def risk_free_alpha
  @risk_free_alpha
end

#risk_free_sharpe ⇒ Object

Returns the value of attribute risk_free_sharpe.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 29

def risk_free_sharpe
  @risk_free_sharpe
end

#risk_free_sortino ⇒ Object

Returns the value of attribute risk_free_sortino.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 33

def risk_free_sortino
  @risk_free_sortino
end

#risk_free_treynor ⇒ Object

Returns the value of attribute risk_free_treynor.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 55

def risk_free_treynor
  @risk_free_treynor
end

#security_id ⇒ Object

Returns the value of attribute security_id.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 67

def security_id
  @security_id
end

#start_date ⇒ Object

Returns the value of attribute start_date.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 47

def start_date
  @start_date
end

#stat_name ⇒ Object

Returns the value of attribute stat_name.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 43

def stat_name
  @stat_name
end

#var_conf_interval ⇒ Object

Returns the value of attribute var_conf_interval.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 51

def var_conf_interval
  @var_conf_interval
end

Class Method Details

.attribute_map ⇒ Object

Attribute mapping from ruby-style variable name to JSON key.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 102

def self.attribute_map
  {
    :'annualized_return_period' => :'annualized_return_period',
    :'risk_free_alpha' => :'risk_free_alpha',
    :'allocation_id' => :'allocation_id',
    :'mean_percentile_monte_carlo' => :'mean_percentile_monte_carlo',
    :'model_id' => :'model_id',
    :'mar_downside_deviation' => :'mar_downside_deviation',
    :'risk_free_sharpe' => :'risk_free_sharpe',
    :'benchmark_id' => :'benchmark_id',
    :'risk_free_sortino' => :'risk_free_sortino',
    :'household_id' => :'household_id',
    :'min_percentile_monte_carlo' => :'min_percentile_monte_carlo',
    :'moving_average_n_day' => :'moving_average_n_day',
    :'active_premium_period' => :'active_premium_period',
    :'stat_name' => :'stat_name',
    :'end_date' => :'end_date',
    :'start_date' => :'start_date',
    :'n_day_returns' => :'n_day_returns',
    :'var_conf_interval' => :'var_conf_interval',
    :'period_type' => :'period_type',
    :'risk_free_treynor' => :'risk_free_treynor',
    :'n_rolling_max_drawdown' => :'n_rolling_max_drawdown',
    :'portfolio_id' => :'portfolio_id',
    :'num_sim_monte_carlo' => :'num_sim_monte_carlo',
    :'goal_id' => :'goal_id',
    :'account_id' => :'account_id',
    :'security_id' => :'security_id',
    :'n_path_monte_carlo' => :'n_path_monte_carlo',
    :'client_id' => :'client_id',
    :'n_rolling_volatility' => :'n_rolling_volatility',
    :'hist_factor' => :'hist_factor',
    :'max_percentile_monte_carlo' => :'max_percentile_monte_carlo'
  }
end

.swagger_types ⇒ Object

Attribute type mapping.



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 139

def self.swagger_types
  {
    :'annualized_return_period' => :'String',
    :'risk_free_alpha' => :'Float',
    :'allocation_id' => :'String',
    :'mean_percentile_monte_carlo' => :'Float',
    :'model_id' => :'String',
    :'mar_downside_deviation' => :'Float',
    :'risk_free_sharpe' => :'Float',
    :'benchmark_id' => :'String',
    :'risk_free_sortino' => :'Float',
    :'household_id' => :'String',
    :'min_percentile_monte_carlo' => :'Float',
    :'moving_average_n_day' => :'Integer',
    :'active_premium_period' => :'String',
    :'stat_name' => :'String',
    :'end_date' => :'Date',
    :'start_date' => :'Date',
    :'n_day_returns' => :'Integer',
    :'var_conf_interval' => :'Float',
    :'period_type' => :'String',
    :'risk_free_treynor' => :'Float',
    :'n_rolling_max_drawdown' => :'Integer',
    :'portfolio_id' => :'String',
    :'num_sim_monte_carlo' => :'Integer',
    :'goal_id' => :'String',
    :'account_id' => :'String',
    :'security_id' => :'String',
    :'n_path_monte_carlo' => :'Integer',
    :'client_id' => :'String',
    :'n_rolling_volatility' => :'Integer',
    :'hist_factor' => :'Float',
    :'max_percentile_monte_carlo' => :'Float'
  }
end

Instance Method Details

#==(o) ⇒ Object

Checks equality by comparing each attribute.

Parameters:

  • Object (Object) —

    to be compared



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 537

def ==(o)
  return true if self.equal?(o)
  self.class == o.class &&
      annualized_return_period == o.annualized_return_period &&
      risk_free_alpha == o.risk_free_alpha &&
      allocation_id == o.allocation_id &&
      mean_percentile_monte_carlo == o.mean_percentile_monte_carlo &&
      model_id == o.model_id &&
      mar_downside_deviation == o.mar_downside_deviation &&
      risk_free_sharpe == o.risk_free_sharpe &&
      benchmark_id == o.benchmark_id &&
      risk_free_sortino == o.risk_free_sortino &&
      household_id == o.household_id &&
      min_percentile_monte_carlo == o.min_percentile_monte_carlo &&
      moving_average_n_day == o.moving_average_n_day &&
      active_premium_period == o.active_premium_period &&
      stat_name == o.stat_name &&
      end_date == o.end_date &&
      start_date == o.start_date &&
      n_day_returns == o.n_day_returns &&
      var_conf_interval == o.var_conf_interval &&
      period_type == o.period_type &&
      risk_free_treynor == o.risk_free_treynor &&
      n_rolling_max_drawdown == o.n_rolling_max_drawdown &&
      portfolio_id == o.portfolio_id &&
      num_sim_monte_carlo == o.num_sim_monte_carlo &&
      goal_id == o.goal_id &&
       == o. &&
      security_id == o.security_id &&
      n_path_monte_carlo == o.n_path_monte_carlo &&
      client_id == o.client_id &&
      n_rolling_volatility == o.n_rolling_volatility &&
      hist_factor == o.hist_factor &&
      max_percentile_monte_carlo == o.max_percentile_monte_carlo
end

#_deserialize(type, value) ⇒ Object

Returns Deserialized data.

Parameters:

  • string —

    type Data type

  • string —

    value Value to be deserialized

Returns:

  • (Object) —

    Deserialized data



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 608

def _deserialize(type, value)
  case type.to_sym
  when :DateTime
    value
  when :Date
    value
  when :String
    value.to_s
  when :Integer
    value.to_i
  when :Float
    value.to_f
  when :BOOLEAN
    if value.to_s =~ /\A(true|t|yes|y|1)\z/i
      true
    else
      false
    end
  when :Object
    # generic object (usually a Hash), return directly
    value
  when /\AArray<(?<inner_type>.+)>\z/
    inner_type = Regexp.last_match[:inner_type]
    value.map { |v| _deserialize(inner_type, v) }
  when /\AHash<(?<k_type>.+?), (?<v_type>.+)>\z/
    k_type = Regexp.last_match[:k_type]
    v_type = Regexp.last_match[:v_type]
    {}.tap do |hash|
      value.each do |k, v|
        hash[_deserialize(k_type, k)] = _deserialize(v_type, v)
      end
    end
  else # model
    temp_model = ProtonApi.const_get(type).new
    temp_model.build_from_hash(value)
  end
end

#_to_hash(value) ⇒ Hash

For object, use to_hash. Otherwise, just return the value

Parameters:

  • value (Object) —

    Any valid value

Returns:

  • (Hash) —

    Returns the value in the form of hash



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 672

def _to_hash(value)
  if value.is_a?(Array)
    value.compact.map { |v| _to_hash(v) }
  elsif value.is_a?(Hash)
    {}.tap do |hash|
      value.each { |k, v| hash[k] = _to_hash(v) }
    end
  elsif value.respond_to? :to_hash
    value.to_hash
  else
    value
  end
end

#build_from_hash(attributes) ⇒ Object

Builds the object from hash

Parameters:

  • attributes (Hash) —

    Model attributes in the form of hash

Returns:

  • (Object) —

    Returns the model itself



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 588

def build_from_hash(attributes)
  return nil unless attributes.is_a?(Hash)
  self.class.swagger_types.each_pair do |key, type|
    if type =~ /\AArray<(.*)>/i
      # check to ensure the input is an array given that the attribute
      # is documented as an array but the input is not
      if attributes[self.class.attribute_map[key]].is_a?(Array)
        self.send("#{key}=", attributes[self.class.attribute_map[key]].map { |v| _deserialize($1, v) })
      end
    elsif !attributes[self.class.attribute_map[key]].nil?
      self.send("#{key}=", _deserialize(type, attributes[self.class.attribute_map[key]]))
    end # or else data not found in attributes(hash), not an issue as the data can be optional
  end

  self
end

#eql?(o) ⇒ Boolean

Parameters:

  • Object (Object) —

    to be compared

Returns:

  • (Boolean)

See Also:

  • `==` method


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# File 'lib/proton_api/models/performance_calculator_request.rb', line 575

def eql?(o)
  self == o
end

#hash ⇒ Fixnum

Calculates hash code according to all attributes.

Returns:

  • (Fixnum) —

    Hash code



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 581

def hash
  [annualized_return_period, risk_free_alpha, allocation_id, mean_percentile_monte_carlo, model_id, mar_downside_deviation, risk_free_sharpe, benchmark_id, risk_free_sortino, household_id, min_percentile_monte_carlo, moving_average_n_day, active_premium_period, stat_name, end_date, start_date, n_day_returns, var_conf_interval, period_type, risk_free_treynor, n_rolling_max_drawdown, portfolio_id, num_sim_monte_carlo, goal_id, , security_id, n_path_monte_carlo, client_id, n_rolling_volatility, hist_factor, max_percentile_monte_carlo].hash
end

#list_invalid_properties ⇒ Object

Show invalid properties with the reasons. Usually used together with valid?

Returns:

  • Array for valid properties with the reasons



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 348

def list_invalid_properties
  invalid_properties = Array.new
  if !@mean_percentile_monte_carlo.nil? && @mean_percentile_monte_carlo < 0
    invalid_properties.push('invalid value for "mean_percentile_monte_carlo", must be greater than or equal to 0.')
  end

  if !@min_percentile_monte_carlo.nil? && @min_percentile_monte_carlo < 0
    invalid_properties.push('invalid value for "min_percentile_monte_carlo", must be greater than or equal to 0.')
  end

  if !@moving_average_n_day.nil? && @moving_average_n_day < 1
    invalid_properties.push('invalid value for "moving_average_n_day", must be greater than or equal to 1.')
  end

  if @stat_name.nil?
    invalid_properties.push('invalid value for "stat_name", stat_name cannot be nil.')
  end

  if !@n_day_returns.nil? && @n_day_returns < 1
    invalid_properties.push('invalid value for "n_day_returns", must be greater than or equal to 1.')
  end

  if !@n_rolling_max_drawdown.nil? && @n_rolling_max_drawdown < 1
    invalid_properties.push('invalid value for "n_rolling_max_drawdown", must be greater than or equal to 1.')
  end

  if !@num_sim_monte_carlo.nil? && @num_sim_monte_carlo < 1
    invalid_properties.push('invalid value for "num_sim_monte_carlo", must be greater than or equal to 1.')
  end

  if !@n_path_monte_carlo.nil? && @n_path_monte_carlo < 1
    invalid_properties.push('invalid value for "n_path_monte_carlo", must be greater than or equal to 1.')
  end

  if !@n_rolling_volatility.nil? && @n_rolling_volatility < 1
    invalid_properties.push('invalid value for "n_rolling_volatility", must be greater than or equal to 1.')
  end

  if !@max_percentile_monte_carlo.nil? && @max_percentile_monte_carlo < 0
    invalid_properties.push('invalid value for "max_percentile_monte_carlo", must be greater than or equal to 0.')
  end

  invalid_properties
end

#to_body ⇒ Hash

to_body is an alias to to_hash (backward compatibility)

Returns:

  • (Hash) —

    Returns the object in the form of hash



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 653

def to_body
  to_hash
end

#to_hash ⇒ Hash

Returns the object in the form of hash

Returns:

  • (Hash) —

    Returns the object in the form of hash



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 659

def to_hash
  hash = {}
  self.class.attribute_map.each_pair do |attr, param|
    value = self.send(attr)
    next if value.nil?
    hash[param] = _to_hash(value)
  end
  hash
end

#to_s ⇒ String

Returns String presentation of the object.

Returns:

  • (String) —

    String presentation of the object



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 647

def to_s
  to_hash.to_s
end

#valid? ⇒ Boolean

Check to see if the all the properties in the model are valid

Returns:

  • (Boolean) —

    true if the model is valid



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# File 'lib/proton_api/models/performance_calculator_request.rb', line 395

def valid?
  annualized_return_period_validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
  return false unless annualized_return_period_validator.valid?(@annualized_return_period)
  return false if !@mean_percentile_monte_carlo.nil? && @mean_percentile_monte_carlo < 0
  return false if !@min_percentile_monte_carlo.nil? && @min_percentile_monte_carlo < 0
  return false if !@moving_average_n_day.nil? && @moving_average_n_day < 1
  active_premium_period_validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
  return false unless active_premium_period_validator.valid?(@active_premium_period)
  return false if @stat_name.nil?
  return false if !@n_day_returns.nil? && @n_day_returns < 1
  period_type_validator = EnumAttributeValidator.new('String', ['Y', 'Q', 'M', 'D'])
  return false unless period_type_validator.valid?(@period_type)
  return false if !@n_rolling_max_drawdown.nil? && @n_rolling_max_drawdown < 1
  return false if !@num_sim_monte_carlo.nil? && @num_sim_monte_carlo < 1
  return false if !@n_path_monte_carlo.nil? && @n_path_monte_carlo < 1
  return false if !@n_rolling_volatility.nil? && @n_rolling_volatility < 1
  return false if !@max_percentile_monte_carlo.nil? && @max_percentile_monte_carlo < 0
  true
end