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Lean
$LEAN_TAG$
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API for QuantConnect.com More...
Public Member Functions | |
| void | Initialize (int userId, string token, string dataFolder) |
| Initialize the control system More... | |
| ProjectResponse | CreateProject (string name, Language language, string organizationId=null) |
| Create a project with the specified name and language via QuantConnect.com API More... | |
| ProjectResponse | ReadProject (int projectId) |
| Read in a project from the QuantConnect.com API. More... | |
| RestResponse | AddProjectFile (int projectId, string name, string content) |
| Add a file to a project More... | |
| RestResponse | UpdateProjectFileName (int projectId, string oldFileName, string newFileName) |
| Update the name of a file More... | |
| RestResponse | UpdateProjectFileContent (int projectId, string fileName, string newFileContents) |
| Update the contents of a file More... | |
| ProjectFilesResponse | ReadProjectFile (int projectId, string fileName) |
| Read a file in a project More... | |
| ProjectFilesResponse | ReadProjectFiles (int projectId) |
| Read all files in a project More... | |
| ProjectNodesResponse | ReadProjectNodes (int projectId) |
| Read all nodes in a project. More... | |
| ProjectNodesResponse | UpdateProjectNodes (int projectId, string[] nodes) |
| Update the active state of some nodes to true. If you don't provide any nodes, all the nodes become inactive and AutoSelectNode is true. More... | |
| RestResponse | DeleteProjectFile (int projectId, string name) |
| Delete a file in a project More... | |
| RestResponse | DeleteProject (int projectId) |
| Delete a specific project owned by the user from QuantConnect.com More... | |
| ProjectResponse | ListProjects () |
| Read back a list of all projects on the account for a user. More... | |
| Compile | CreateCompile (int projectId) |
| Create a new compile job request for this project id. More... | |
| Compile | ReadCompile (int projectId, string compileId) |
| Read a compile packet job result. More... | |
| Backtest | CreateBacktest (int projectId, string compileId, string backtestName) |
| Create a new backtest from a specified projectId and compileId More... | |
| Backtest | ReadBacktest (int projectId, string backtestId, bool getCharts=true) |
| Read out the full result of a specific backtest More... | |
| RestResponse | UpdateBacktest (int projectId, string backtestId, string name="", string note="") |
| Update the backtest name More... | |
| RestResponse | DeleteBacktest (int projectId, string backtestId) |
| Delete a backtest from the specified project and backtestId. More... | |
| BacktestSummaryList | ListBacktests (int projectId, bool includeStatistics=false) |
| Get a list of backtest summaries for a specific project id More... | |
| InsightResponse | ReadBacktestInsights (int projectId, string backtestId, int start=0, int end=0) |
| Read out the insights of a backtest More... | |
| Estimate | EstimateOptimization (int projectId, string name, string target, string targetTo, decimal? targetValue, string strategy, string compileId, HashSet< OptimizationParameter > parameters, IReadOnlyList< Constraint > constraints) |
| Estimate optimization with the specified parameters via QuantConnect.com API More... | |
| OptimizationSummary | CreateOptimization (int projectId, string name, string target, string targetTo, decimal? targetValue, string strategy, string compileId, HashSet< OptimizationParameter > parameters, IReadOnlyList< Constraint > constraints, decimal estimatedCost, string nodeType, int parallelNodes) |
| Create an optimization with the specified parameters via QuantConnect.com API More... | |
| List< OptimizationSummary > | ListOptimizations (int projectId) |
| List all the optimizations for a project More... | |
| Optimization | ReadOptimization (string optimizationId) |
| Read an optimization More... | |
| RestResponse | AbortOptimization (string optimizationId) |
| Abort an optimization More... | |
| RestResponse | UpdateOptimization (string optimizationId, string name=null) |
| Update an optimization More... | |
| RestResponse | DeleteOptimization (string optimizationId) |
| Delete an optimization More... | |
| LiveLog | ReadLiveLogs (int projectId, string algorithmId, int startLine, int endLine) |
| Gets the logs of a specific live algorithm More... | |
| ReadChartResponse | ReadLiveChart (int projectId, string name, int start, int end, uint count) |
| Returns a chart object from a live algorithm More... | |
| PortfolioResponse | ReadLivePortfolio (int projectId) |
| Read out the portfolio state of a live algorithm More... | |
| InsightResponse | ReadLiveInsights (int projectId, int start=0, int end=0) |
| Read out the insights of a live algorithm More... | |
| DataLink | ReadDataLink (string filePath, string organizationId) |
| Gets the link to the downloadable data. More... | |
| DataList | ReadDataDirectory (string filePath) |
| Get valid data entries for a given filepath from data/list More... | |
| DataPricesList | ReadDataPrices (string organizationId) |
| Gets data prices from data/prices More... | |
| BacktestReport | ReadBacktestReport (int projectId, string backtestId) |
| Read out the report of a backtest in the project id specified. More... | |
| ReadChartResponse | ReadBacktestChart (int projectId, string name, int start, int end, uint count, string backtestId) |
| Returns a requested chart object from a backtest More... | |
| bool | DownloadData (string filePath, string organizationId) |
| Method to download and save the data purchased through QuantConnect More... | |
| Account | ReadAccount (string organizationId=null) |
| Will read the organization account status More... | |
| Organization | ReadOrganization (string organizationId=null) |
| Fetch organization data from web API More... | |
| CreateLiveAlgorithmResponse | CreateLiveAlgorithm (int projectId, string compileId, string nodeId, Dictionary< string, object > brokerageSettings, string versionId="-1", Dictionary< string, object > dataProviders=null) |
| Create a new live algorithm for a logged in user. More... | |
| LiveList | ListLiveAlgorithms (AlgorithmStatus? status=null, DateTime? startTime=null, DateTime? endTime=null) |
| Get a list of live running algorithms for a logged in user. More... | |
| LiveAlgorithmResults | ReadLiveAlgorithm (int projectId, string deployId) |
| Read out a live algorithm in the project id specified. More... | |
| RestResponse | LiquidateLiveAlgorithm (int projectId) |
| Liquidate a live algorithm from the specified project. More... | |
| RestResponse | StopLiveAlgorithm (int projectId) |
| Stop a live algorithm from the specified project. More... | |
| RestResponse | SendNotification (Notification notification, int projectId) |
| Sends a notification More... | |
| AlgorithmControl | GetAlgorithmStatus (string algorithmId) |
| Get the algorithm current status, active or cancelled from the user More... | |
| void | SetAlgorithmStatus (string algorithmId, AlgorithmStatus status, string message="") |
| Set the algorithm status from the worker to update the UX e.g. if there was an error. More... | |
| void | SendStatistics (string algorithmId, decimal unrealized, decimal fees, decimal netProfit, decimal holdings, decimal equity, decimal netReturn, decimal volume, int trades, double sharpe) |
| Send the statistics to storage for performance tracking. More... | |
| void | SendUserEmail (string algorithmId, string subject, string body) |
| Send an email to the user associated with the specified algorithm id More... | |
| string | Download (string address, IEnumerable< KeyValuePair< string, string >> headers, string userName, string password) |
| Local implementation for downloading data to algorithms More... | |
| byte[] | DownloadBytes (string address, IEnumerable< KeyValuePair< string, string >> headers, string userName, string password) |
| Local implementation for downloading data to algorithms More... | |
| bool | GetObjectStore (string organizationId, List< string > keys, string destinationFolder=null) |
| Download the object store associated with the given organization ID and key More... | |
| PropertiesObjectStoreResponse | GetObjectStoreProperties (string organizationId, string key) |
| Get Object Store properties given the organization ID and the Object Store key More... | |
| RestResponse | SetObjectStore (string organizationId, string key, byte[] objectData) |
| Upload files to the Object Store More... | |
| RestResponse | DeleteObjectStore (string organizationId, string key) |
| Request to delete Object Store metadata of a specific organization and key More... | |
| VersionsResponse | ReadLeanVersions () |
| Gets a list of LEAN versions with their corresponding basic descriptions More... | |
| RestResponse | BroadcastLiveCommand (string organizationId, int? excludeProjectId, object command) |
| Broadcast a live command More... | |
| void QuantConnect.Interfaces.IApi.Initialize | ( | int | userId, |
| string | token, | ||
| string | dataFolder | ||
| ) |
Initialize the control system
Implemented in QuantConnect.Api.Api.
| ProjectResponse QuantConnect.Interfaces.IApi.CreateProject | ( | string | name, |
| Language | language, | ||
| string | organizationId = null |
||
| ) |
Create a project with the specified name and language via QuantConnect.com API
| name | Project name |
| language | Programming language to use |
| organizationId | Organization to create this project under |
Implemented in QuantConnect.Api.Api.
| ProjectResponse QuantConnect.Interfaces.IApi.ReadProject | ( | int | projectId | ) |
Read in a project from the QuantConnect.com API.
| projectId | Project id you own |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.AddProjectFile | ( | int | projectId, |
| string | name, | ||
| string | content | ||
| ) |
Add a file to a project
| projectId | The project to which the file should be added |
| name | The name of the new file |
| content | The content of the new file |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.UpdateProjectFileName | ( | int | projectId, |
| string | oldFileName, | ||
| string | newFileName | ||
| ) |
Update the name of a file
| projectId | Project id to which the file belongs |
| oldFileName | The current name of the file |
| newFileName | The new name for the file |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.UpdateProjectFileContent | ( | int | projectId, |
| string | fileName, | ||
| string | newFileContents | ||
| ) |
Update the contents of a file
| projectId | Project id to which the file belongs |
| fileName | The name of the file that should be updated |
| newFileContents | The new contents of the file |
Implemented in QuantConnect.Api.Api.
| ProjectFilesResponse QuantConnect.Interfaces.IApi.ReadProjectFile | ( | int | projectId, |
| string | fileName | ||
| ) |
Read a file in a project
| projectId | Project id to which the file belongs |
| fileName | The name of the file |
Implemented in QuantConnect.Api.Api.
| ProjectFilesResponse QuantConnect.Interfaces.IApi.ReadProjectFiles | ( | int | projectId | ) |
Read all files in a project
| projectId | Project id to which the file belongs |
Implemented in QuantConnect.Api.Api.
| ProjectNodesResponse QuantConnect.Interfaces.IApi.ReadProjectNodes | ( | int | projectId | ) |
Read all nodes in a project.
| projectId | Project id to which the nodes refer |
Implemented in QuantConnect.Api.Api.
| ProjectNodesResponse QuantConnect.Interfaces.IApi.UpdateProjectNodes | ( | int | projectId, |
| string[] | nodes | ||
| ) |
Update the active state of some nodes to true. If you don't provide any nodes, all the nodes become inactive and AutoSelectNode is true.
| projectId | Project id to which the nodes refer |
| nodes | List of node ids to update |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.DeleteProjectFile | ( | int | projectId, |
| string | name | ||
| ) |
Delete a file in a project
| projectId | Project id to which the file belongs |
| name | The name of the file that should be deleted |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.DeleteProject | ( | int | projectId | ) |
Delete a specific project owned by the user from QuantConnect.com
| projectId | Project id we own and wish to delete |
Implemented in QuantConnect.Api.Api.
| ProjectResponse QuantConnect.Interfaces.IApi.ListProjects | ( | ) |
Read back a list of all projects on the account for a user.
Implemented in QuantConnect.Api.Api.
| Compile QuantConnect.Interfaces.IApi.CreateCompile | ( | int | projectId | ) |
Create a new compile job request for this project id.
| projectId | Project id we wish to compile. |
Implemented in QuantConnect.Api.Api.
| Compile QuantConnect.Interfaces.IApi.ReadCompile | ( | int | projectId, |
| string | compileId | ||
| ) |
Read a compile packet job result.
| projectId | Project id we sent for compile |
| compileId | Compile id return from the creation request |
Implemented in QuantConnect.Api.Api.
| Backtest QuantConnect.Interfaces.IApi.CreateBacktest | ( | int | projectId, |
| string | compileId, | ||
| string | backtestName | ||
| ) |
Create a new backtest from a specified projectId and compileId
| projectId | |
| compileId | |
| backtestName |
Implemented in QuantConnect.Api.Api.
| Backtest QuantConnect.Interfaces.IApi.ReadBacktest | ( | int | projectId, |
| string | backtestId, | ||
| bool | getCharts = true |
||
| ) |
Read out the full result of a specific backtest
| projectId | Project id for the backtest we'd like to read |
| backtestId | Backtest id for the backtest we'd like to read |
| getCharts | True will return backtest charts |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.UpdateBacktest | ( | int | projectId, |
| string | backtestId, | ||
| string | name = "", |
||
| string | note = "" |
||
| ) |
Update the backtest name
| projectId | Project id to update |
| backtestId | Backtest id to update |
| name | New backtest name to set |
| note | Note attached to the backtest |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.DeleteBacktest | ( | int | projectId, |
| string | backtestId | ||
| ) |
Delete a backtest from the specified project and backtestId.
| projectId | Project for the backtest we want to delete |
| backtestId | Backtest id we want to delete |
Implemented in QuantConnect.Api.Api.
| BacktestSummaryList QuantConnect.Interfaces.IApi.ListBacktests | ( | int | projectId, |
| bool | includeStatistics = false |
||
| ) |
Get a list of backtest summaries for a specific project id
| projectId | Project id to search |
| includeStatistics | True for include statistics in the response, false otherwise |
Implemented in QuantConnect.Api.Api.
| InsightResponse QuantConnect.Interfaces.IApi.ReadBacktestInsights | ( | int | projectId, |
| string | backtestId, | ||
| int | start = 0, |
||
| int | end = 0 |
||
| ) |
Read out the insights of a backtest
| projectId | Id of the project from which to read the backtest |
| backtestId | Backtest id from which we want to get the insights |
| start | Starting index of the insights to be fetched |
| end | Last index of the insights to be fetched. Note that end - start must be less than 100 |
| ArgumentException |
Implemented in QuantConnect.Api.Api.
| Estimate QuantConnect.Interfaces.IApi.EstimateOptimization | ( | int | projectId, |
| string | name, | ||
| string | target, | ||
| string | targetTo, | ||
| decimal? | targetValue, | ||
| string | strategy, | ||
| string | compileId, | ||
| HashSet< OptimizationParameter > | parameters, | ||
| IReadOnlyList< Constraint > | constraints | ||
| ) |
Estimate optimization with the specified parameters via QuantConnect.com API
| projectId | Project ID of the project the optimization belongs to |
| name | Name of the optimization |
| target | Target of the optimization, see examples in PortfolioStatistics |
| targetTo | Target extremum of the optimization, for example "max" or "min" |
| targetValue | Optimization target value |
| strategy | Optimization strategy, GridSearchOptimizationStrategy |
| compileId | Optimization compile ID |
| parameters | Optimization parameters |
| constraints | Optimization constraints |
Implemented in QuantConnect.Api.Api.
| OptimizationSummary QuantConnect.Interfaces.IApi.CreateOptimization | ( | int | projectId, |
| string | name, | ||
| string | target, | ||
| string | targetTo, | ||
| decimal? | targetValue, | ||
| string | strategy, | ||
| string | compileId, | ||
| HashSet< OptimizationParameter > | parameters, | ||
| IReadOnlyList< Constraint > | constraints, | ||
| decimal | estimatedCost, | ||
| string | nodeType, | ||
| int | parallelNodes | ||
| ) |
Create an optimization with the specified parameters via QuantConnect.com API
| projectId | Project ID of the project the optimization belongs to |
| name | Name of the optimization |
| target | Target of the optimization, see examples in PortfolioStatistics |
| targetTo | Target extremum of the optimization, for example "max" or "min" |
| targetValue | Optimization target value |
| strategy | Optimization strategy, GridSearchOptimizationStrategy |
| compileId | Optimization compile ID |
| parameters | Optimization parameters |
| constraints | Optimization constraints |
| estimatedCost | Estimated cost for optimization |
| nodeType | Optimization node type |
| parallelNodes | Number of parallel nodes for optimization |
Implemented in QuantConnect.Api.Api.
| List<OptimizationSummary> QuantConnect.Interfaces.IApi.ListOptimizations | ( | int | projectId | ) |
List all the optimizations for a project
| projectId | Project id we'd like to get a list of optimizations for |
Implemented in QuantConnect.Api.Api.
| Optimization QuantConnect.Interfaces.IApi.ReadOptimization | ( | string | optimizationId | ) |
Read an optimization
| optimizationId | Optimization id for the optimization we want to read |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.AbortOptimization | ( | string | optimizationId | ) |
Abort an optimization
| optimizationId | Optimization id for the optimization we want to abort |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.UpdateOptimization | ( | string | optimizationId, |
| string | name = null |
||
| ) |
Update an optimization
| optimizationId | Optimization id we want to update |
| name | Name we'd like to assign to the optimization |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.DeleteOptimization | ( | string | optimizationId | ) |
Delete an optimization
| optimizationId | Optimization id for the optimization we want to delete |
Implemented in QuantConnect.Api.Api.
| LiveLog QuantConnect.Interfaces.IApi.ReadLiveLogs | ( | int | projectId, |
| string | algorithmId, | ||
| int | startLine, | ||
| int | endLine | ||
| ) |
Gets the logs of a specific live algorithm
| projectId | Project Id of the live running algorithm |
| algorithmId | Algorithm Id of the live running algorithm |
| startLine | Start line of logs to read |
| endLine | End line of logs to read |
Implemented in QuantConnect.Api.Api.
| ReadChartResponse QuantConnect.Interfaces.IApi.ReadLiveChart | ( | int | projectId, |
| string | name, | ||
| int | start, | ||
| int | end, | ||
| uint | count | ||
| ) |
Returns a chart object from a live algorithm
| projectId | Project ID of the request |
| name | The requested chart name |
| start | The Utc start seconds timestamp of the request |
| end | The Utc end seconds timestamp of the request |
| count | The number of data points to request |
Implemented in QuantConnect.Api.Api.
| PortfolioResponse QuantConnect.Interfaces.IApi.ReadLivePortfolio | ( | int | projectId | ) |
Read out the portfolio state of a live algorithm
| projectId | Id of the project from which to read the live algorithm |
Implemented in QuantConnect.Api.Api.
| InsightResponse QuantConnect.Interfaces.IApi.ReadLiveInsights | ( | int | projectId, |
| int | start = 0, |
||
| int | end = 0 |
||
| ) |
Read out the insights of a live algorithm
| projectId | Id of the project from which to read the live algorithm |
| start | Starting index of the insights to be fetched |
| end | Last index of the insights to be fetched. Note that end - start must be less than 100 |
| ArgumentException |
Implemented in QuantConnect.Api.Api.
| DataLink QuantConnect.Interfaces.IApi.ReadDataLink | ( | string | filePath, |
| string | organizationId | ||
| ) |
Gets the link to the downloadable data.
| filePath | File path representing the data requested |
| organizationId | Organization to purchase this data with |
Implemented in QuantConnect.Api.Api.
| DataList QuantConnect.Interfaces.IApi.ReadDataDirectory | ( | string | filePath | ) |
Get valid data entries for a given filepath from data/list
Implemented in QuantConnect.Api.Api.
| DataPricesList QuantConnect.Interfaces.IApi.ReadDataPrices | ( | string | organizationId | ) |
Gets data prices from data/prices
Implemented in QuantConnect.Api.Api.
| BacktestReport QuantConnect.Interfaces.IApi.ReadBacktestReport | ( | int | projectId, |
| string | backtestId | ||
| ) |
Read out the report of a backtest in the project id specified.
| projectId | Project id to read |
| backtestId | Specific backtest id to read |
Implemented in QuantConnect.Api.Api.
| ReadChartResponse QuantConnect.Interfaces.IApi.ReadBacktestChart | ( | int | projectId, |
| string | name, | ||
| int | start, | ||
| int | end, | ||
| uint | count, | ||
| string | backtestId | ||
| ) |
Returns a requested chart object from a backtest
| projectId | Project ID of the request |
| name | The requested chart name |
| start | The Utc start seconds timestamp of the request |
| end | The Utc end seconds timestamp of the request |
| count | The number of data points to request |
| backtestId | Associated Backtest ID for this chart request |
Implemented in QuantConnect.Api.Api.
| bool QuantConnect.Interfaces.IApi.DownloadData | ( | string | filePath, |
| string | organizationId | ||
| ) |
Method to download and save the data purchased through QuantConnect
| filePath | File path representing the data requested |
Implemented in QuantConnect.Api.Api.
| Account QuantConnect.Interfaces.IApi.ReadAccount | ( | string | organizationId = null | ) |
Will read the organization account status
| organizationId | The target organization id, if null will return default organization |
Implemented in QuantConnect.Api.Api.
| Organization QuantConnect.Interfaces.IApi.ReadOrganization | ( | string | organizationId = null | ) |
Fetch organization data from web API
| organizationId |
Implemented in QuantConnect.Api.Api.
| CreateLiveAlgorithmResponse QuantConnect.Interfaces.IApi.CreateLiveAlgorithm | ( | int | projectId, |
| string | compileId, | ||
| string | nodeId, | ||
| Dictionary< string, object > | brokerageSettings, | ||
| string | versionId = "-1", |
||
| Dictionary< string, object > | dataProviders = null |
||
| ) |
Create a new live algorithm for a logged in user.
| projectId | Id of the project on QuantConnect |
| compileId | Id of the compilation on QuantConnect |
| nodeId | Id of the node that will run the algorithm |
| brokerageSettings | Dictionary with Brokerage specific settings |
| versionId | The version identifier |
| dataProviders | Dictionary with data providers and their corresponding credentials |
Implemented in QuantConnect.Api.Api.
| LiveList QuantConnect.Interfaces.IApi.ListLiveAlgorithms | ( | AlgorithmStatus? | status = null, |
| DateTime? | startTime = null, |
||
| DateTime? | endTime = null |
||
| ) |
Get a list of live running algorithms for a logged in user.
| status | Filter the statuses of the algorithms returned from the api |
| startTime | Earliest launched time of the algorithms returned by the Api |
| endTime | Latest launched time of the algorithms returned by the Api |
Implemented in QuantConnect.Api.Api.
| LiveAlgorithmResults QuantConnect.Interfaces.IApi.ReadLiveAlgorithm | ( | int | projectId, |
| string | deployId | ||
| ) |
Read out a live algorithm in the project id specified.
| projectId | Project id to read |
| deployId | Specific instance id to read |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.LiquidateLiveAlgorithm | ( | int | projectId | ) |
Liquidate a live algorithm from the specified project.
| projectId | Project for the live instance we want to stop |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.StopLiveAlgorithm | ( | int | projectId | ) |
Stop a live algorithm from the specified project.
| projectId | Project for the live algo we want to delete |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.SendNotification | ( | Notification | notification, |
| int | projectId | ||
| ) |
Sends a notification
| notification | The notification to send |
| projectId | The project id |
Implemented in QuantConnect.Api.Api.
| AlgorithmControl QuantConnect.Interfaces.IApi.GetAlgorithmStatus | ( | string | algorithmId | ) |
Get the algorithm current status, active or cancelled from the user
| algorithmId |
Implemented in QuantConnect.Api.Api.
| void QuantConnect.Interfaces.IApi.SetAlgorithmStatus | ( | string | algorithmId, |
| AlgorithmStatus | status, | ||
| string | message = "" |
||
| ) |
Set the algorithm status from the worker to update the UX e.g. if there was an error.
| algorithmId | Algorithm id we're setting. |
| status | Status enum of the current worker |
| message | Message for the algorithm status event |
Implemented in QuantConnect.Api.Api.
| void QuantConnect.Interfaces.IApi.SendStatistics | ( | string | algorithmId, |
| decimal | unrealized, | ||
| decimal | fees, | ||
| decimal | netProfit, | ||
| decimal | holdings, | ||
| decimal | equity, | ||
| decimal | netReturn, | ||
| decimal | volume, | ||
| int | trades, | ||
| double | sharpe | ||
| ) |
Send the statistics to storage for performance tracking.
| algorithmId | Identifier for algorithm |
| unrealized | Unrealized gainloss |
| fees | Total fees |
| netProfit | Net profi |
| holdings | Algorithm holdings |
| equity | Total equity |
| netReturn | Algorithm return |
| volume | Volume traded |
| trades | Total trades since inception |
| sharpe | Sharpe ratio since inception |
Implemented in QuantConnect.Api.Api.
| void QuantConnect.Interfaces.IApi.SendUserEmail | ( | string | algorithmId, |
| string | subject, | ||
| string | body | ||
| ) |
Send an email to the user associated with the specified algorithm id
| algorithmId | The algorithm id |
| subject | The email subject |
| body | The email message body |
Implemented in QuantConnect.Api.Api.
| string QuantConnect.Interfaces.IApi.Download | ( | string | address, |
| IEnumerable< KeyValuePair< string, string >> | headers, | ||
| string | userName, | ||
| string | password | ||
| ) |
Local implementation for downloading data to algorithms
| address | URL to download |
| headers | KVP headers |
| userName | Username for basic authentication |
| password | Password for basic authentication |
Implemented in QuantConnect.Api.Api.
| byte [] QuantConnect.Interfaces.IApi.DownloadBytes | ( | string | address, |
| IEnumerable< KeyValuePair< string, string >> | headers, | ||
| string | userName, | ||
| string | password | ||
| ) |
Local implementation for downloading data to algorithms
| address | URL to download |
| headers | KVP headers |
| userName | Username for basic authentication |
| password | Password for basic authentication |
Implemented in QuantConnect.Api.Api.
| bool QuantConnect.Interfaces.IApi.GetObjectStore | ( | string | organizationId, |
| List< string > | keys, | ||
| string | destinationFolder = null |
||
| ) |
Download the object store associated with the given organization ID and key
| organizationId | Organization ID we would like to get the Object Store from |
| keys | Keys for the Object Store files |
| destinationFolder | Folder in which the object will be stored |
Implemented in QuantConnect.Api.Api.
| PropertiesObjectStoreResponse QuantConnect.Interfaces.IApi.GetObjectStoreProperties | ( | string | organizationId, |
| string | key | ||
| ) |
Get Object Store properties given the organization ID and the Object Store key
| organizationId | Organization ID we would like to get the Object Store from |
| key | Key for the Object Store file |
It does not work when the object store is a directory
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.SetObjectStore | ( | string | organizationId, |
| string | key, | ||
| byte[] | objectData | ||
| ) |
Upload files to the Object Store
| organizationId | Organization ID we would like to upload the file to |
| key | Key to the Object Store file |
| objectData | File to be uploaded |
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.DeleteObjectStore | ( | string | organizationId, |
| string | key | ||
| ) |
Request to delete Object Store metadata of a specific organization and key
| organizationId | Organization ID we would like to delete the Object Store file from |
| key | Key to the Object Store file |
Implemented in QuantConnect.Api.Api.
| VersionsResponse QuantConnect.Interfaces.IApi.ReadLeanVersions | ( | ) |
Gets a list of LEAN versions with their corresponding basic descriptions
Implemented in QuantConnect.Api.Api.
| RestResponse QuantConnect.Interfaces.IApi.BroadcastLiveCommand | ( | string | organizationId, |
| int? | excludeProjectId, | ||
| object | command | ||
| ) |
Broadcast a live command
| organizationId | Organization ID of the projects we would like to broadcast the command to |
| excludeProjectId | Project for the live instance we want to exclude from the broadcast list |
| command | The command to run |
Implemented in QuantConnect.Api.Api.