QuantConnect.Interfaces.IApi Interface Reference

API for QuantConnect.com More...

Inheritance diagram for QuantConnect.Interfaces.IApi:

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...
ProjectFilesResponse	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 backtestName="", string backtestNote="")
	Update the backtest name More...
RestResponse	DeleteBacktest (int projectId, string backtestId)
	Delete a backtest from the specified project and backtestId. More...
BacktestList	ListBacktests (int projectId)
	Get a list of backtests for a specific project id 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...
BaseOptimization	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< BaseOptimization >	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, DateTime? startTime=null, DateTime? endTime=null)
	Gets the logs of a specific 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...
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...
List< Organization >	ListOrganizations ()
	Get a list of organizations tied to this account More...
Organization	ReadOrganization (string organizationId=null)
	Fetch organization data from web API More...
LiveAlgorithm	CreateLiveAlgorithm (int projectId, string compileId, string serverType, BaseLiveAlgorithmSettings baseLiveAlgorithmSettings, string versionId="-1")
	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...

Detailed Description

API for QuantConnect.com

Definition at line 32 of file IApi.cs.

Member Function Documentation

Initialize()

void QuantConnect.Interfaces.IApi.Initialize	(	int	userId,
		string	token,
		string	dataFolder
	)

Initialize the control system

Implemented in QuantConnect.Api.Api.

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CreateProject()

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

Parameters

name	Project name
language	Programming language to use
organizationId	Organization to create this project under

Returns

ProjectResponse that includes information about the newly created project

Implemented in QuantConnect.Api.Api.

ReadProject()

ProjectResponse QuantConnect.Interfaces.IApi.ReadProject

(

int

projectId

)

Read in a project from the QuantConnect.com API.

Parameters

projectId

Project id you own

Returns

ProjectResponse about a specific project

Implemented in QuantConnect.Api.Api.

AddProjectFile()

ProjectFilesResponse QuantConnect.Interfaces.IApi.AddProjectFile	(	int	projectId,
		string	name,
		string	content
	)

Add a file to a project

Parameters

projectId	The project to which the file should be added
name	The name of the new file
content	The content of the new file

Returns

ProjectFilesResponse that includes information about the newly created file

Implemented in QuantConnect.Api.Api.

UpdateProjectFileName()

RestResponse QuantConnect.Interfaces.IApi.UpdateProjectFileName	(	int	projectId,
		string	oldFileName,
		string	newFileName
	)

Update the name of a file

Parameters

projectId	Project id to which the file belongs
oldFileName	The current name of the file
newFileName	The new name for the file

Returns

RestResponse indicating success

Implemented in QuantConnect.Api.Api.

UpdateProjectFileContent()

RestResponse QuantConnect.Interfaces.IApi.UpdateProjectFileContent	(	int	projectId,
		string	fileName,
		string	newFileContents
	)

Update the contents of a file

Parameters

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

Returns

RestResponse indicating success

Implemented in QuantConnect.Api.Api.

ReadProjectFile()

ProjectFilesResponse QuantConnect.Interfaces.IApi.ReadProjectFile	(	int	projectId,
		string	fileName
	)

Read a file in a project

Parameters

projectId	Project id to which the file belongs
fileName	The name of the file

Returns

ProjectFilesResponse that includes the file information

Implemented in QuantConnect.Api.Api.

ReadProjectFiles()

ProjectFilesResponse QuantConnect.Interfaces.IApi.ReadProjectFiles

(

int

projectId

)

Read all files in a project

Parameters

projectId

Project id to which the file belongs

Returns

ProjectFilesResponse that includes the information about all files in the project

Implemented in QuantConnect.Api.Api.

ReadProjectNodes()

ProjectNodesResponse QuantConnect.Interfaces.IApi.ReadProjectNodes

(

int

projectId

)

Read all nodes in a project.

Parameters

projectId

Project id to which the nodes refer

Returns

ProjectNodesResponse that includes the information about all nodes in the project

Implemented in QuantConnect.Api.Api.

UpdateProjectNodes()

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.

Parameters

projectId	Project id to which the nodes refer
nodes	List of node ids to update

Returns

ProjectNodesResponse that includes the information about all nodes in the project

Implemented in QuantConnect.Api.Api.

DeleteProjectFile()

RestResponse QuantConnect.Interfaces.IApi.DeleteProjectFile	(	int	projectId,
		string	name
	)

Delete a file in a project

Parameters

projectId	Project id to which the file belongs
name	The name of the file that should be deleted

Returns

ProjectFilesResponse that includes the information about all files in the project

Implemented in QuantConnect.Api.Api.

DeleteProject()

RestResponse QuantConnect.Interfaces.IApi.DeleteProject

(

int

projectId

)

Delete a specific project owned by the user from QuantConnect.com

Parameters

projectId

Project id we own and wish to delete

Returns

RestResponse indicating success

Implemented in QuantConnect.Api.Api.

ListProjects()

ProjectResponse QuantConnect.Interfaces.IApi.ListProjects

(

)

Read back a list of all projects on the account for a user.

Returns

Container for list of projects

Implemented in QuantConnect.Api.Api.

CreateCompile()

Compile QuantConnect.Interfaces.IApi.CreateCompile

(

int

projectId

)

Create a new compile job request for this project id.

Parameters

projectId

Project id we wish to compile.

Returns

Compile object result

Implemented in QuantConnect.Api.Api.

ReadCompile()

Compile QuantConnect.Interfaces.IApi.ReadCompile	(	int	projectId,
		string	compileId
	)

Read a compile packet job result.

Parameters

projectId	Project id we sent for compile
compileId	Compile id return from the creation request

Returns

Compile object result

Implemented in QuantConnect.Api.Api.

CreateBacktest()

Backtest QuantConnect.Interfaces.IApi.CreateBacktest	(	int	projectId,
		string	compileId,
		string	backtestName
	)

Create a new backtest from a specified projectId and compileId

Parameters

projectId
compileId
backtestName

Returns

Implemented in QuantConnect.Api.Api.

ReadBacktest()

Backtest QuantConnect.Interfaces.IApi.ReadBacktest	(	int	projectId,
		string	backtestId,
		bool	getCharts = true
	)

Read out the full result of a specific backtest

Parameters

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

Returns

Backtest result object

Implemented in QuantConnect.Api.Api.

UpdateBacktest()

RestResponse QuantConnect.Interfaces.IApi.UpdateBacktest	(	int	projectId,
		string	backtestId,
		string	backtestName = "",
		string	backtestNote = ""
	)

Update the backtest name

Parameters

projectId	Project id to update
backtestId	Backtest id to update
backtestName	New backtest name to set
backtestNote	Note attached to the backtest

Returns

Rest response on success

Implemented in QuantConnect.Api.Api.

DeleteBacktest()

RestResponse QuantConnect.Interfaces.IApi.DeleteBacktest	(	int	projectId,
		string	backtestId
	)

Delete a backtest from the specified project and backtestId.

Parameters

projectId	Project for the backtest we want to delete
backtestId	Backtest id we want to delete

Returns

RestResponse on success

Implemented in QuantConnect.Api.Api.

ListBacktests()

BacktestList QuantConnect.Interfaces.IApi.ListBacktests

(

int

projectId

)

Get a list of backtests for a specific project id

Parameters

projectId

Project id to search

Returns

BacktestList container for list of backtests

Implemented in QuantConnect.Api.Api.

EstimateOptimization()

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

Parameters

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

Returns

Estimate object from the API.

Implemented in QuantConnect.Api.Api.

CreateOptimization()

BaseOptimization 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

Parameters

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

Returns

BaseOptimization object from the API.

Implemented in QuantConnect.Api.Api.

ListOptimizations()

List<BaseOptimization> QuantConnect.Interfaces.IApi.ListOptimizations

(

int

projectId

)

List all the optimizations for a project

Parameters

projectId

Project id we'd like to get a list of optimizations for

Returns

A list of BaseOptimization objects, BaseOptimization

Implemented in QuantConnect.Api.Api.

ReadOptimization()

Optimization QuantConnect.Interfaces.IApi.ReadOptimization

(

string

optimizationId

)

Read an optimization

Parameters

optimizationId

Optimization id for the optimization we want to read

Returns

Optimization

Implemented in QuantConnect.Api.Api.

AbortOptimization()

RestResponse QuantConnect.Interfaces.IApi.AbortOptimization

(

string

optimizationId

)

Abort an optimization

Parameters

optimizationId

Optimization id for the optimization we want to abort

Returns

RestResponse

Implemented in QuantConnect.Api.Api.

UpdateOptimization()

RestResponse QuantConnect.Interfaces.IApi.UpdateOptimization	(	string	optimizationId,
		string	name = null
	)

Update an optimization

Parameters

optimizationId	Optimization id we want to update
name	Name we'd like to assign to the optimization

Returns

RestResponse

Implemented in QuantConnect.Api.Api.

DeleteOptimization()

RestResponse QuantConnect.Interfaces.IApi.DeleteOptimization

(

string

optimizationId

)

Delete an optimization

Parameters

optimizationId

Optimization id for the optimization we want to delete

Returns

RestResponse

Implemented in QuantConnect.Api.Api.

ReadLiveLogs()

LiveLog QuantConnect.Interfaces.IApi.ReadLiveLogs	(	int	projectId,
		string	algorithmId,
		DateTime?	startTime = null,
		DateTime?	endTime = null
	)

Gets the logs of a specific live algorithm

Parameters

projectId	Project Id of the live running algorithm
algorithmId	Algorithm Id of the live running algorithm
startTime	No logs will be returned before this time. Should be in UTC
endTime	No logs will be returned after this time. Should be in UTC

Returns

List of strings that represent the logs of the algorithm

Implemented in QuantConnect.Api.Api.

ReadDataLink()

DataLink QuantConnect.Interfaces.IApi.ReadDataLink	(	string	filePath,
		string	organizationId
	)

Gets the link to the downloadable data.

Parameters

filePath	File path representing the data requested
organizationId	Organization to purchase this data with

Returns

Link to the downloadable data.

Implemented in QuantConnect.Api.Api.

ReadDataDirectory()

DataList QuantConnect.Interfaces.IApi.ReadDataDirectory

(

string

filePath

)

Get valid data entries for a given filepath from data/list

Returns

Implemented in QuantConnect.Api.Api.

ReadDataPrices()

DataPricesList QuantConnect.Interfaces.IApi.ReadDataPrices

(

string

organizationId

)

Gets data prices from data/prices

Implemented in QuantConnect.Api.Api.

ReadBacktestReport()

BacktestReport QuantConnect.Interfaces.IApi.ReadBacktestReport	(	int	projectId,
		string	backtestId
	)

Read out the report of a backtest in the project id specified.

Parameters

projectId	Project id to read
backtestId	Specific backtest id to read

Returns

BacktestReport

Implemented in QuantConnect.Api.Api.

DownloadData()

bool QuantConnect.Interfaces.IApi.DownloadData	(	string	filePath,
		string	organizationId
	)

Method to download and save the data purchased through QuantConnect

Parameters

filePath

File path representing the data requested

Returns

A bool indicating whether the data was successfully downloaded or not.

Implemented in QuantConnect.Api.Api.

ReadAccount()

Account QuantConnect.Interfaces.IApi.ReadAccount

(

string

organizationId = null

)

Will read the organization account status

Parameters

organizationId

The target organization id, if null will return default organization

Implemented in QuantConnect.Api.Api.

ListOrganizations()

List<Organization> QuantConnect.Interfaces.IApi.ListOrganizations

(

)

Get a list of organizations tied to this account

Returns

Implemented in QuantConnect.Api.Api.

ReadOrganization()

Organization QuantConnect.Interfaces.IApi.ReadOrganization

(

string

organizationId = null

)

Fetch organization data from web API

Parameters

organizationId

Returns

Implemented in QuantConnect.Api.Api.

CreateLiveAlgorithm()

LiveAlgorithm QuantConnect.Interfaces.IApi.CreateLiveAlgorithm	(	int	projectId,
		string	compileId,
		string	serverType,
		BaseLiveAlgorithmSettings	baseLiveAlgorithmSettings,
		string	versionId = "-1"
	)

Create a new live algorithm for a logged in user.

Parameters

projectId	Id of the project on QuantConnect
compileId	Id of the compilation on QuantConnect
serverType	Type of server instance that will run the algorithm
baseLiveAlgorithmSettings	Brokerage specific BaseLiveAlgorithmSettings.
versionId	The version identifier

Returns

Information regarding the new algorithm LiveAlgorithm

Implemented in QuantConnect.Api.Api.

ListLiveAlgorithms()

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.

Parameters

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

Returns

List of live algorithm instances

Implemented in QuantConnect.Api.Api.

ReadLiveAlgorithm()

LiveAlgorithmResults QuantConnect.Interfaces.IApi.ReadLiveAlgorithm	(	int	projectId,
		string	deployId
	)

Read out a live algorithm in the project id specified.

Parameters

projectId	Project id to read
deployId	Specific instance id to read

Returns

Live object with the results

Implemented in QuantConnect.Api.Api.

LiquidateLiveAlgorithm()

RestResponse QuantConnect.Interfaces.IApi.LiquidateLiveAlgorithm

(

int

projectId

)

Liquidate a live algorithm from the specified project.

Parameters

projectId

Project for the live instance we want to stop

Returns

Implemented in QuantConnect.Api.Api.

StopLiveAlgorithm()

RestResponse QuantConnect.Interfaces.IApi.StopLiveAlgorithm

(

int

projectId

)

Stop a live algorithm from the specified project.

Parameters

projectId

Project for the live algo we want to delete

Returns

Implemented in QuantConnect.Api.Api.

SendNotification()

RestResponse QuantConnect.Interfaces.IApi.SendNotification	(	Notification	notification,
		int	projectId
	)

Sends a notification

Parameters

notification	The notification to send
projectId	The project id

Returns

RestResponse containing success response and errors

Implemented in QuantConnect.Api.Api.

GetAlgorithmStatus()

AlgorithmControl QuantConnect.Interfaces.IApi.GetAlgorithmStatus

(

string

algorithmId

)

Get the algorithm current status, active or cancelled from the user

Parameters

algorithmId

Returns

Implemented in QuantConnect.Api.Api.

SetAlgorithmStatus()

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.

Parameters

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.

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SendStatistics()

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.

Parameters

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.

SendUserEmail()

void QuantConnect.Interfaces.IApi.SendUserEmail	(	string	algorithmId,
		string	subject,
		string	body
	)

Send an email to the user associated with the specified algorithm id

Parameters

algorithmId	The algorithm id
subject	The email subject
body	The email message body

Implemented in QuantConnect.Api.Api.

Download()

string QuantConnect.Interfaces.IApi.Download	(	string	address,
		IEnumerable< KeyValuePair< string, string >>	headers,
		string	userName,
		string	password
	)

Local implementation for downloading data to algorithms

Parameters

address	URL to download
headers	KVP headers
userName	Username for basic authentication
password	Password for basic authentication

Returns

Implemented in QuantConnect.Api.Api.

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---

The documentation for this interface was generated from the following file:

• Common/Interfaces/IApi.cs