Get Holding Analytics

post

https://api.harmoney.in/api/portfolio/holding-analytics

Batch (1-20) hierarchical attribution trees over holdings snapshots, computed in parallel per fund.

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Body Params

Request body for POST /api/portfolio/holding-analytics.

Two mutually exclusive evaluation-window modes:

Mode A — as_of + horizon: the tree covers
as_of − horizon to as_of. horizon may be any
HorizonToken (1M / 3M / 6M / YTD / 1Y /
3Y / 5Y / MAX).
Mode B — start_date + end_date: explicit window.

rolling_window is independent of the outer window — it controls
the trailing lookback for rolling_return /
rolling_return_contribution at every period-end. Required for
frequency in {monthly, annual}; must be omitted when
frequency="MAX" (single-period response has no per-period-end
rolling series to compute).

instrument_ids

array of strings

required

length between 1 and 20

1-20 fund / portfolio unique_id values. Each fund is attributed independently — the response carries one InstrumentHoldingAnalytics entry per requested id.

Instrument Ids*

frequency

string

enum

required

Defaults to monthly

The grid the window is measured on. MAX measures a single period, weighting every holding at the window's open — ask for monthly unless that is what you want.

Allowed:

rolling_window

string

enum

Defaults to 1Y

Trailing lookback for rolling_return and rolling_return_contribution at each period-end. Limited to 3M / 6M / 1Y / 3Y — YTD and MAX shrink at each period, which breaks the compound arithmetic used for rolling metrics. Required for frequency in {monthly, annual}; must be omitted when frequency="MAX" (only one period-end exists, so rolling metrics cannot be computed).

Allowed:

group_by

array of strings

required

length ≤ 3

Defaults to sector

The pivot the tree is built over. rating and tenor suit debt funds, sector / industry / market_cap_category suit equity funds.

Group By*

Allowed:

modes

array of strings

Optional filter: which PeriodMetrics fields to include on every cell. None (default) returns all fields — backward-compatible with clients that render multiple attribution views client-side. Pass a subset (e.g. ["return_contribution", "weight"]) to shrink the response when only specific views are needed.

Modes

portfolio_metrics

array of const

Optional list of portfolio-level valuation metrics to compute from holdings snapshots. Each metric is aggregated as Σ(weight_i × metric_i) / Σ(weight_i) across eligible positions at each period-end, with a constituents list of the individual instruments that contributed. Currently supported: ytm (portfolio-weighted yield-to-maturity, debt positions only).

Portfolio Metrics

as_of

date

Mode A: last period-end for the tree window

horizon

string

enum

Mode A: outer-window size — as_of − horizon becomes the tree window start. Full HorizonToken set including YTD and MAX. Independent of rolling_window.

start_date

date

Mode B: first period-end for the tree window

end_date

date

Mode B: last period-end for the tree window

Responses

200Successful Response

422Validation Error