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QuantConnect-Platform-2.0.0.yaml
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QuantConnect-Platform-2.0.0.yaml
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---
openapi: 3.0.0
info:
title: QuantConnect Platform API v2.0
description: QuantConnect Platform API controls creating, updating and deleting projects, files, backtests and live algorithms. Automate the updating and backtesting of your strategies, or build tools to fast track your development.
termsOfService: https://www.quantconnect.com/terms
contact:
name: QuantConnect
email: [email protected]
license:
name: License For Use Granted Under QuantConnect Terms of Service. All other rights reserved.
version: 2.0.0
servers:
- url: https://virtserver.swaggerhub.com/QuantConnect/Platform/2.0.0
description: SwaggerHub API Auto Mocking
- url: https://www.quantconnect.com/api/v2
description: Primary REST Endpoint
security:
- nonceTokenAuth: []
paths:
/projects/create:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 02 Project Management
- 01 Create Project
summary: Create a new project in your default organization.
description: Create a project with the specified name and programming language. If the project-name already exists, API call returns success:false with exception details in the errors array.
requestBody:
description: Name and language of the project to create.
content:
application/json:
schema:
$ref: '#/components/schemas/CreateProjectRequest'
required: true
responses:
"200":
description: Project list response.
content:
application/json:
schema:
$ref: '#/components/schemas/ProjectListResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/projects/read:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 02 Project Management
- 02 Read Project
summary: If a ReadProjectRequest is passed, get details about that single project. If no request body is passed, list details of all projects.
requestBody:
description: The projectId for the project to read, or nothing to get a list of all projects.
content:
application/json:
schema:
$ref: '#/components/schemas/ReadProjectRequest'
required: false
responses:
"200":
description: Project list response.
content:
application/json:
schema:
$ref: '#/components/schemas/ProjectListResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/projects/update:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 02 Project Management
- 03 Update Project
summary: Update a project name, description or parameters.
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/UpdateProjectRequest'
required: true
responses:
"200":
description: Base API response class.
content:
application/json:
schema:
$ref: '#/components/schemas/RestResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/projects/delete:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 02 Project Management
- 04 Delete Project
summary: Delete a project.
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/DeleteProjectRequest'
required: true
responses:
"200":
description: Base API response class.
content:
application/json:
schema:
$ref: '#/components/schemas/RestResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/files/create:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 03 File Management
- 01 Create File
summary: Add a file to given project.
requestBody:
description: Project, file name and file content to create
content:
application/json:
schema:
$ref: '#/components/schemas/CreateProjectFileRequest'
required: true
responses:
"200":
description: Response received when reading all files of a project.
content:
application/json:
schema:
$ref: '#/components/schemas/ProjectFilesResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/files/read:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 03 File Management
- 02 Read File
summary: If a ReadSingleFileRequest is passed, reads that file from the project. If a ReadAllFilesRequest is passed, reads all files in the project.
requestBody:
description: An array list of files from the project requested.
content:
application/json:
schema:
$ref: '#/components/schemas/ReadFilesRequest'
required: true
responses:
"200":
description: Response received when reading all files of a project.
content:
application/json:
schema:
$ref: '#/components/schemas/ProjectFilesResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/files/update:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 03 File Management
- 03 Update File
summary: If an UpdateProjectFileNameRequest is passed, update the name of a file. If a UpdateProjectFileContentsRequest is passed, update the contents of a file.
requestBody:
description: Information about the file to update along with the new properties to set.
content:
application/json:
schema:
$ref: '#/components/schemas/files_update_body'
required: true
responses:
"200":
description: Base API response class.
content:
application/json:
schema:
$ref: '#/components/schemas/RestResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/files/delete:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 03 File Management
- 04 Delete File
summary: Delete a file in a project
requestBody:
description: Project Id and filename to specify the file for deletion.
content:
application/json:
schema:
$ref: '#/components/schemas/DeleteFileRequest'
required: true
responses:
"200":
description: Base API response class.
content:
application/json:
schema:
$ref: '#/components/schemas/RestResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/compile/create:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 04 Compiling Code
- 01 Create Compilation Job
summary: Asynchronously create a compile job request for a project
requestBody:
description: Project Id specifying project to build.
content:
application/json:
schema:
$ref: '#/components/schemas/CreateCompileRequest'
required: true
responses:
"200":
description: Response from the compiler on a build event.
content:
application/json:
schema:
$ref: '#/components/schemas/CompileResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/compile/read:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 04 Compiling Code
- 02 Read Compilation Result
summary: Read a compile packet job result.
requestBody:
description: Read a compile result for a specific Project Id and Compile Id.
content:
application/json:
schema:
$ref: '#/components/schemas/ReadCompileRequest'
required: true
responses:
"200":
description: Response from the compiler on a build event.
content:
application/json:
schema:
$ref: '#/components/schemas/CompileResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/backtests/create:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 05 Backtest Management
- 01 Create Backtest
summary: Create a new backtest request and get the backtest Id.
requestBody:
description: Create a new backtest given a project Id and compile Id.
content:
application/json:
schema:
$ref: '#/components/schemas/CreateBacktestRequest'
required: true
responses:
"200":
description: Backtest read response packet.
content:
application/json:
schema:
$ref: '#/components/schemas/BacktestResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/backtests/read:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 05 Backtest Management
- 02 Read Backtest
summary: If a backtest id is provided, read out that backtest from the project, otherwise list all the backtests for the project.
requestBody:
description: Fetch the results for the project Id and backtest Id provided.
content:
application/json:
schema:
$ref: '#/components/schemas/ReadBacktestRequest'
required: true
responses:
"200":
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/inline_response_200'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/backtests/read/report:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 09 Reports
- 01 Backtest Report
summary: Read out the report of a backtest in the project id specified
requestBody:
description: A JSON object containing info about the project to delete.
content:
application/json:
schema:
$ref: '#/components/schemas/BacktestReportRequest'
required: true
responses:
"200":
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/inline_response_200_1'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/backtests/update:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 05 Backtest Management
- 03 Update Backtest
summary: Update a backtest name or note
requestBody:
description: A JSON object containing info about the backtest and new name.
content:
application/json:
schema:
$ref: '#/components/schemas/UpdateBacktestRequest'
required: true
responses:
"200":
description: Base API response class.
content:
application/json:
schema:
$ref: '#/components/schemas/RestResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/backtests/delete:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 05 Backtest Management
- 04 Delete Backtest
summary: Delete a backtest from the specified project and backtestId
requestBody:
description: Information required to delete the backtest.
content:
application/json:
schema:
$ref: '#/components/schemas/DeleteBacktestRequest'
required: true
responses:
"200":
description: Base API response class.
content:
application/json:
schema:
$ref: '#/components/schemas/RestResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/live/create:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 07 Live Management
- 01 Create Live Algorithm
summary: Create a live algorithm
requestBody:
description: Project, compile and brokerage login information for deploying a live algorithm.
content:
application/json:
schema:
$ref: '#/components/schemas/CreateLiveAlgorithmRequest'
required: true
responses:
"200":
description: Live algorithm instance result.
content:
application/json:
schema:
$ref: '#/components/schemas/LiveAlgorithm'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/live/read:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 07 Live Management
- 02 Read Live Algorithm
- 01 Get Live Algorithm Statistics
summary: If a ReadLiveAlgorithmRequest is provided details on a live algorithm are returned. If a ListLiveAlgorithmsRequest is passed get a list of live running algorithms.
requestBody:
description: Dynamic arguement to specify whether seeking single project or list response.
content:
application/json:
schema:
$ref: '#/components/schemas/live_read_body'
required: true
responses:
"200":
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/inline_response_200_2'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/live/read/log:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 07 Live Management
- 02 Read Live Algorithm
- 02 Read Live Algorithm Log
summary: Get the logs of a specific live algorithm.
requestBody:
description: Information about the algorithm to read live logs from.
content:
application/json:
schema:
$ref: '#/components/schemas/ReadLiveLogsRequest'
required: true
responses:
"200":
description: Logs from a live algorithm.
content:
application/json:
schema:
$ref: '#/components/schemas/ReadLiveLogsResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/live/update/liquidate:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 07 Live Management
- 03 Update Live Algorithm
- 01 Liquidate Live Portfolio
summary: Liquidate a live algorithm from the specified project and deployId.
requestBody:
description: Information about the live algorithm to liquidate.
content:
application/json:
schema:
$ref: '#/components/schemas/LiquidateLiveAlgorithmRequest'
required: true
responses:
"200":
description: Base API response class.
content:
application/json:
schema:
$ref: '#/components/schemas/RestResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/live/update/stop:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 07 Live Management
- 03 Update Live Algorithm
- 02 Stop Live Algorithm
summary: Stop a live algorithm from the specified project and deployId.
requestBody:
description: Information about the project to delete.
content:
application/json:
schema:
$ref: '#/components/schemas/StopLiveAlgorithmRequest'
required: true
responses:
"200":
description: Base API response class.
content:
application/json:
schema:
$ref: '#/components/schemas/RestResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
/data/read:
post:
tags:
- 01 Our Platform
- 04 API Reference
- 08 Downloading Data
- 01 Read Downloaded Data
summary: Get the link to the downloadable data.
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/DataDownloadRequest'
required: true
responses:
"200":
description: Response from reading purchased data.
content:
application/json:
schema:
$ref: '#/components/schemas/ReadDataLinkResponse'
"401":
description: Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
headers:
www_authenticate:
style: simple
explode: false
schema:
type: string
components:
schemas:
AlgorithmPerformance:
type: object
properties:
TradeStatistics:
$ref: '#/components/schemas/TradeStatistics'
PortfolioStatistics:
$ref: '#/components/schemas/PortfolioStatistics'
ClosedTrades:
type: array
description: The algorithm statistics on portfolio.
items:
$ref: '#/components/schemas/Trade'
description: The AlgorithmPerformance class is a wrapper for TradeStatistics and PortfolioStatistics.
AlgorithmStatus:
type: string
description: States of a live deployment.
enum:
- DeployError
- InQueue
- Running
- Stopped
- Liquidated
- Deleted
- Completed
- RuntimeError
- Invalid
- LoggingIn
- Initializing
- History
AlphaRuntimeStatistics:
type: object
properties:
MeanPopulationScore:
$ref: '#/components/schemas/InsightScore'
RollingAveragedPopulationScore:
$ref: '#/components/schemas/InsightScore'
LongCount:
type: string
description: Gets the total number of insights with an up direction.
ShortCount:
type: string
description: Gets the total number of insights with a down direction.
LongShortRatio:
type: number
description: The ratio of InsightDirection.Up over InsightDirection.Down
format: float
TotalAccumulatedEstimatedAlphaValue:
type: number
description: The total accumulated estimated value of trading all insights.
format: float
KellyCriterionEstimate:
type: number
description: Score of the strategy's insights predictive power.
format: float
KellyCriterionProbabilityValue:
type: number
description: The p-value or probability value of the KellyCriterionEstimate.
format: float
FitnessScore:
type: number
description: Score of the strategy's performance, and suitability for the Alpha Stream Market.
format: float
PortfolioTurnover:
type: number
description: Measurement of the strategies trading activity with respect to the portfolio value. Calculated as the sales volume with respect to the average total portfolio value.
format: float
ReturnOverMaxDrawdown:
type: number
description: Provides a risk adjusted way to factor in the returns and drawdown of the strategy. It is calculated by dividing the Portfolio Annualized Return by the Maximum Drawdown seen during the backtest.
format: float
SortinoRatio:
type: number
description: Gives a relative picture of the strategy volatility. It is calculated by taking a portfolio's annualized rate of return and subtracting the risk free rate of return.
format: float
EstimatedMonthlyAlphaValue:
type: number
description: Suggested Value of the Alpha On A Monthly Basis For Licensing.
format: float
TotalInsightsGenerated:
type: string
description: The total number of insight signals generated by the algorithm.
TotalInsightsClosed:
type: string
description: The total number of insight signals generated by the algorithm.
TotalInsightsAnalysisCompleted:
type: string
description: The total number of insight signals generated by the algorithm.
MeanPopulationEstimatedInsightValue:
type: number
description: Gets the mean estimated insight value.
format: float
description: Contains insight population run time statistics.
BacktestResponse:
type: object
properties:
name:
type: string
description: Name of the backtest.
note:
type: string
description: Note on the backtest attached by the user.
backtestId:
type: string
description: Assigned backtest Id
completed:
type: boolean
description: Boolean true when the backtest is completed.
progress:
type: number
description: Progress of the backtest in percent 0-1
format: float
result:
$ref: '#/components/schemas/BacktestResult'
error:
type: string
description: Backtest error message.
stacktrace:
type: string
description: Backtest error stacktrace.
created:
type: string
description: Backtest creation date and time.
format: date-time
success:
type: boolean
description: Indicate if the API request was successful.
errors:
type: array
description: List of errors with the API call.
items:
type: string
description: Packet container for carrying Backtest results.
BacktestList:
type: object
properties:
backtests:
type: array
description: Array of BacktestResponse objects
items:
$ref: '#/components/schemas/BacktestResponse'
success:
type: boolean
description: Indicate if the API request was successful.
errors:
type: array
description: List of errors with the API call.
items:
type: string
description: Collection container for a list of Backtest objects for a project.
BacktestReport:
type: object
properties:
report:
type: string
description: HTML data of the report with embedded base64 images.
success:
type: boolean
description: Indicate if the API request was successful.
errors:
type: array
description: List of errors with the API call.
items:
type: string
description: Backtest Report Response wrapper.
BacktestReportRequest:
type: object
properties:
projectId:
type: integer
description: Id of the project to read.
backtestId:
type: string
description: Specific backtest Id to read.
description: Request to read out the report of a backtest.
BacktestResult:
type: object
properties:
RollingWindow:
type: object
additionalProperties:
$ref: '#/components/schemas/AlgorithmPerformance'
description: Rolling window detailed statistics.
TotalPerformance:
$ref: '#/components/schemas/AlgorithmPerformance'
AlphaRuntimeStatistics:
$ref: '#/components/schemas/AlphaRuntimeStatistics'
Charts:
type: object
additionalProperties:
$ref: '#/components/schemas/Chart'
description: Charts updates for the live algorithm since the last result packet.
Orders:
type: object
additionalProperties:
$ref: '#/components/schemas/Order'
description: Order updates since the last result packet.
OrderEvents:
type: array
description: OrderEvent updates since the last result packet.
items:
$ref: '#/components/schemas/OrderEvent'
ProfitLoss:
type: object
additionalProperties:
type: number
format: float
description: Trade profit and loss information since the last algorithm result packet.
Statistics:
type: object
additionalProperties:
type: string
description: Statistics information sent during the algorithm operations.
RuntimeStatistics:
type: object
additionalProperties:
type: string
description: Runtime banner/updating statistics in the title banner of the live algorithm GUI.
ServerStatistics:
type: object
additionalProperties:
type: string
description: Server status information, including CPU and RAM usage.
description: Results object class. Results are exhaust from backtest or live algorithms running in LEAN.
BaseLiveAlgorithmSettings:
type: object
properties:
id:
type: string
description: '''Interactive'' / ''FXCM'' / ''Oanda'' / ''Tradier'' /''PaperTrading'''
user:
type: string
description: Username associated with brokerage.
password:
type: string
description: Password associated with brokerage.
environment:
$ref: '#/components/schemas/BrokerageEnvironment'
account:
type: string
description: Account of the associated brokerage.
description: Base class for settings that must be configured per Brokerage to create new algorithms via the API.
BrokerageEnvironment:
type: string
description: Represents the types of environments supported by brokerages for trading.
enum:
- live
- paper
Cash:
type: object
properties:
_conversionRate:
type: number
description: Conversion rate for this cash.
format: float
_isBaseCurrency:
type: boolean
description: Is this the base account currency of the cashbook.
_invertRealTimePrice:
type: boolean
description: Invert real time price.
Symbol:
type: string
description: Gets the symbol used to represent this cash.
Amount:
type: number
description: Gets or sets the amount of cash held.
format: float
CurrencySymbol:
description: The symbol of the currency, such as $.
description: Represents a holding of a currency in cash.
CashAmount:
properties:
Amount:
type: number
description: The amount of cash.
format: float
Currency:
type: string
description: The currency in which the cash amount is denominated.
description: Represents a cash amount which can be converted to account currency using a currency converter.
CashBook:
type: object
properties:
_accountCurrency:
type: string
description: The base currency used.
_currencies:
type: object
additionalProperties:
$ref: '#/components/schemas/Cash'
description: Tracks cash holdings.
TotalValueInAccountCurrency:
type: number
description: The total value of the cash book in units of the base currency.
format: float
AccountCurrency:
type: string
description: Gets account currency.
additionalProperties:
$ref: '#/components/schemas/Cash'
description: Keeps track of the different cash holdings of an algorithm. Is also a Dictionary of Cash objects.
Chart:
type: object
properties:
Name:
type: string
description: Name of the Chart.
ChartType:
type: string
description: Type of the Chart, Overlayed or Stacked.
enum:
- Overlay
- Stacked
Series:
type: object
additionalProperties:
$ref: '#/components/schemas/Series'
description: List of Series Objects for this Chart.
description: Single Parent Chart Object for Custom Charting.
ChartPoint:
type: object
properties:
x:
type: string
description: 'Time of this chart point: lower case for javascript encoding simplicty.'
y:
type: number
description: 'Value of this chart point: lower case for javascript encoding simplicty.'
format: float
description: Location on a chart containing the X-Y location
CreateCompileRequest:
type: object
properties:
projectId:
type: integer
description: Project id we wish to compile.
description: Request to compile a project.
CompileResponse:
type: object
properties:
compileId:
type: string
description: Compile Id for a sucessful build.
state:
type: string
description: True on successful compile.