run
Starts Bayesian VAR scenario path draws and calculates portfolio or supplied positions; reports job status, loss results, target forecasts, and lists workspace jobs.
Instructions
Runs on the paths of a scenario. Actions: start, status, result, list.
start draws the scenario's paths and calculates a portfolio's positions — or the
positions given in the call — on them, as a job on the runs resource; status
reports that job and what the run has written, result the per-position results, the
conditional forecast of the targets (forecast.json: P5/P50/P95 of every target
driver by month, in its own unit; every driver when targets is omitted) and the
report of a portfolio run, list every run of the workspace. base_currency is
the base of positions; a portfolio brings its own.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| id | No | ||
| seed | No | ||
| draws | No | ||
| action | Yes | ||
| targets | No | ||
| scenario | No | ||
| portfolio | No | ||
| positions | No | ||
| base_currency | No | RUB |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||