IApi

QuantConnect.Interfaces.IApi

Bases: IDisposable

API for QuantConnect.com

abort_optimization

abort_optimization(optimization_id: str) -> RestResponse

Abort an optimization

Parameters:

Name	Type	Description	Default
optimization_id	str	Optimization id for the optimization we want to abort	required

Returns:

Type	Description
RestResponse	RestResponse.

add_project_file

add_project_file(
    project_id: int, name: str, content: str
) -> RestResponse

Add a file to a project

Parameters:

Name	Type	Description	Default
project_id	int	The project to which the file should be added	required
name	str	The name of the new file	required
content	str	The content of the new file	required

Returns:

Type	Description
RestResponse	ProjectFilesResponse that includes information about the newly created file.

broadcast_live_command

broadcast_live_command(
    organization_id: str,
    exclude_project_id: Optional[int],
    command: Any,
) -> RestResponse

Broadcast a live command

Parameters:

Name	Type	Description	Default
organization_id	str	Organization ID of the projects we would like to broadcast the command to	required
exclude_project_id	Optional[int]	Project for the live instance we want to exclude from the broadcast list	required
command	Any	The command to run	required

Returns:

Type	Description
RestResponse	RestResponse.

create_backtest

create_backtest(
    project_id: int, compile_id: str, backtest_name: str
) -> Backtest

Create a new backtest from a specified project_id and compile_id

Parameters:

Name	Type	Description	Default
project_id	int		required
compile_id	str		required
backtest_name	str		required

create_compile

create_compile(project_id: int) -> Compile

Create a new compile job request for this project id.

Parameters:

Name	Type	Description	Default
project_id	int	Project id we wish to compile.	required

Returns:

Type	Description
Compile	Compile object result.

create_live_algorithm

create_live_algorithm(
    project_id: int,
    compile_id: str,
    node_id: str,
    brokerage_settings: Dictionary[str, Object],
    version_id: str = "-1",
    data_providers: Dictionary[str, Object] = None,
) -> CreateLiveAlgorithmResponse

Create a new live algorithm for a logged in user.

Parameters:

Name	Type	Description	Default
project_id	int	Id of the project on QuantConnect	required
compile_id	str	Id of the compilation on QuantConnect	required
node_id	str	Id of the node that will run the algorithm	required
brokerage_settings	Dictionary[str, Object]	Dictionary with Brokerage specific settings	required
version_id	str	The version identifier	'-1'
data_providers	Dictionary[str, Object]	Dictionary with data providers and their corresponding credentials	None

Returns:

Type	Description
CreateLiveAlgorithmResponse	Information regarding the new algorithm CreateLiveAlgorithmResponse.

create_optimization

create_optimization(
    project_id: int,
    name: str,
    target: str,
    target_to: str,
    target_value: Optional[float],
    strategy: str,
    compile_id: str,
    parameters: HashSet[OptimizationParameter],
    constraints: Sequence[Constraint],
    estimated_cost: float,
    node_type: str,
    parallel_nodes: int,
) -> OptimizationSummary

create_project

create_project(
    name: str,
    language: Language,
    organization_id: str = None,
) -> ProjectResponse

Create a project with the specified name and language via QuantConnect.com API

Parameters:

Name	Type	Description	Default
name	str	Project name	required
language	Language	Programming language to use	required
organization_id	str	Organization to create this project under	None

Returns:

Type	Description
ProjectResponse	ProjectResponse that includes information about the newly created project.

delete_backtest

delete_backtest(
    project_id: int, backtest_id: str
) -> RestResponse

Delete a backtest from the specified project and backtest_id.

Parameters:

Name	Type	Description	Default
project_id	int	Project for the backtest we want to delete	required
backtest_id	str	Backtest id we want to delete	required

Returns:

Type	Description
RestResponse	RestResponse on success.

delete_object_store

delete_object_store(
    organization_id: str, key: str
) -> RestResponse

Request to delete Object Store metadata of a specific organization and key

Parameters:

Name	Type	Description	Default
organization_id	str	Organization ID we would like to delete the Object Store file from	required
key	str	Key to the Object Store file	required

Returns:

Type	Description
RestResponse	RestResponse.

delete_optimization

delete_optimization(optimization_id: str) -> RestResponse

Delete an optimization

Parameters:

Name	Type	Description	Default
optimization_id	str	Optimization id for the optimization we want to delete	required

Returns:

Type	Description
RestResponse	RestResponse.

delete_project

delete_project(project_id: int) -> RestResponse

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

Parameters:

Name	Type	Description	Default
project_id	int	Project id we own and wish to delete	required

Returns:

Type	Description
RestResponse	RestResponse indicating success.

delete_project_file

delete_project_file(
    project_id: int, name: str
) -> RestResponse

Delete a file in a project

Parameters:

Name	Type	Description	Default
project_id	int	Project id to which the file belongs	required
name	str	The name of the file that should be deleted	required

Returns:

Type	Description
RestResponse	ProjectFilesResponse that includes the information about all files in the project.

download

download(
    address: str,
    headers: List[KeyValuePair[str, str]],
    user_name: str,
    password: str,
) -> str

Local implementation for downloading data to algorithms

Parameters:

Name	Type	Description	Default
address	str	URL to download	required
headers	List[KeyValuePair[str, str]]	KVP headers	required
user_name	str	Username for basic authentication	required
password	str	Password for basic authentication	required

download_bytes

download_bytes(
    address: str,
    headers: List[KeyValuePair[str, str]],
    user_name: str,
    password: str,
) -> List[int]

Local implementation for downloading data to algorithms

Parameters:

Name	Type	Description	Default
address	str	URL to download	required
headers	List[KeyValuePair[str, str]]	KVP headers	required
user_name	str	Username for basic authentication	required
password	str	Password for basic authentication	required

download_data

download_data(file_path: str, organization_id: str) -> bool

Method to download and save the data purchased through QuantConnect

Parameters:

Name	Type	Description	Default
file_path	str	File path representing the data requested	required

Returns:

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

estimate_optimization

estimate_optimization(
    project_id: int,
    name: str,
    target: str,
    target_to: str,
    target_value: Optional[float],
    strategy: str,
    compile_id: str,
    parameters: HashSet[OptimizationParameter],
    constraints: Sequence[Constraint],
) -> Estimate

get_algorithm_status

get_algorithm_status(algorithm_id: str) -> AlgorithmControl

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

Parameters:

Name	Type	Description	Default
algorithm_id	str		required

get_object_store

get_object_store(
    organization_id: str,
    keys: List[str],
    destination_folder: str = None,
) -> bool

Download the object store associated with the given organization ID and key

Parameters:

Name	Type	Description	Default
organization_id	str	Organization ID we would like to get the Object Store from	required
keys	List[str]	Keys for the Object Store files	required
destination_folder	str	Folder in which the object will be stored	None

Returns:

Type	Description
bool	True if the object was retrieved correctly, false otherwise.

get_object_store_properties

get_object_store_properties(
    organization_id: str, key: str
) -> PropertiesObjectStoreResponse

Get Object Store properties given the organization ID and the Object Store key

Parameters:

Name	Type	Description	Default
organization_id	str	Organization ID we would like to get the Object Store from	required
key	str	Key for the Object Store file	required

Returns:

Type	Description
PropertiesObjectStoreResponse	PropertiesObjectStoreResponse.

initialize

initialize(
    user_id: int, token: str, data_folder: str
) -> None

Initialize the control system

liquidate_live_algorithm

liquidate_live_algorithm(project_id: int) -> RestResponse

Liquidate a live algorithm from the specified project.

Parameters:

Name	Type	Description	Default
project_id	int	Project for the live instance we want to stop	required

list_backtests

list_backtests(
    project_id: int, include_statistics: bool = False
) -> BacktestSummaryList

Get a list of backtest summaries for a specific project id

Parameters:

Name	Type	Description	Default
project_id	int	Project id to search	required
include_statistics	bool	True for include statistics in the response, false otherwise	False

Returns:

Type	Description
BacktestSummaryList	BacktestList container for list of backtests.

list_live_algorithms

list_live_algorithms(
    status: Optional[AlgorithmStatus] = None,
) -> LiveList

Get a list of live running algorithms for a logged in user.

Parameters:

Name	Type	Description	Default
status	Optional[AlgorithmStatus]	Filter the statuses of the algorithms returned from the api	None

Returns:

Type	Description
LiveList	List of live algorithm instances.

list_optimizations

list_optimizations(
    project_id: int,
) -> List[OptimizationSummary]

List all the optimizations for a project

Parameters:

Name	Type	Description	Default
project_id	int	Project id we'd like to get a list of optimizations for	required

Returns:

Type	Description
List[OptimizationSummary]	A list of BaseOptimization objects, BaseOptimization.

list_projects

list_projects() -> ProjectResponse

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

Returns:

Type	Description
ProjectResponse	Container for list of projects.

read_account

read_account(organization_id: str = None) -> Account

Will read the organization account status

Parameters:

Name	Type	Description	Default
organization_id	str	The target organization id, if null will return default organization	None

read_backtest

read_backtest(
    project_id: int,
    backtest_id: str,
    get_charts: bool = True,
) -> Backtest

Read out the full result of a specific backtest

Parameters:

Name	Type	Description	Default
project_id	int	Project id for the backtest we'd like to read	required
backtest_id	str	Backtest id for the backtest we'd like to read	required
get_charts	bool	True will return backtest charts	True

Returns:

Type	Description
Backtest	Backtest result object.

read_backtest_chart

read_backtest_chart(
    project_id: int,
    name: str,
    start: int,
    end: int,
    count: int,
    backtest_id: str,
) -> ReadChartResponse

Returns a requested chart object from a backtest

Parameters:

Name	Type	Description	Default
project_id	int	Project ID of the request	required
name	str	The requested chart name	required
start	int	The Utc start seconds timestamp of the request	required
end	int	The Utc end seconds timestamp of the request	required
count	int	The number of data points to request	required
backtest_id	str	Associated Backtest ID for this chart request	required

read_backtest_insights

read_backtest_insights(
    project_id: int,
    backtest_id: str,
    start: int = 0,
    end: int = 0,
) -> InsightResponse

Read out the insights of a backtest

Parameters:

Name	Type	Description	Default
project_id	int	Id of the project from which to read the backtest	required
backtest_id	str	Backtest id from which we want to get the insights	required
start	int	Starting index of the insights to be fetched	0
end	int	Last index of the insights to be fetched. Note that end - start must be less than 100	0

Returns:

Type	Description
InsightResponse	InsightResponse.

read_backtest_report

read_backtest_report(
    project_id: int, backtest_id: str
) -> BacktestReport

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

Parameters:

Name	Type	Description	Default
project_id	int	Project id to read	required
backtest_id	str	Specific backtest id to read	required

Returns:

Type	Description
BacktestReport	BacktestReport.

read_compile

read_compile(project_id: int, compile_id: str) -> Compile

Read a compile packet job result.

Parameters:

Name	Type	Description	Default
project_id	int	Project id we sent for compile	required
compile_id	str	Compile id return from the creation request	required

Returns:

Type	Description
Compile	Compile object result.

read_data_directory

read_data_directory(file_path: str) -> DataList

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

read_data_link

read_data_link(
    file_path: str, organization_id: str
) -> DataLink

Gets the link to the downloadable data.

Parameters:

Name	Type	Description	Default
file_path	str	File path representing the data requested	required
organization_id	str	Organization to purchase this data with	required

Returns:

Type	Description
DataLink	Link to the downloadable data.

read_data_prices

read_data_prices(organization_id: str) -> DataPricesList

Gets data prices from data/prices

read_lean_versions

read_lean_versions() -> VersionsResponse

Gets a list of LEAN versions with their corresponding basic descriptions

read_live_algorithm

read_live_algorithm(
    project_id: int, deploy_id: str
) -> LiveAlgorithmResults

Read out a live algorithm in the project id specified.

Parameters:

Name	Type	Description	Default
project_id	int	Project id to read	required
deploy_id	str	Specific instance id to read	required

Returns:

Type	Description
LiveAlgorithmResults	Live object with the results.

read_live_chart

read_live_chart(
    project_id: int,
    name: str,
    start: int,
    end: int,
    count: int,
) -> ReadChartResponse

Returns a chart object from a live algorithm

Parameters:

Name	Type	Description	Default
project_id	int	Project ID of the request	required
name	str	The requested chart name	required
start	int	The Utc start seconds timestamp of the request	required
end	int	The Utc end seconds timestamp of the request	required
count	int	The number of data points to request	required

read_live_insights

read_live_insights(
    project_id: int, start: int = 0, end: int = 0
) -> InsightResponse

Read out the insights of a live algorithm

Parameters:

Name	Type	Description	Default
project_id	int	Id of the project from which to read the live algorithm	required
start	int	Starting index of the insights to be fetched	0
end	int	Last index of the insights to be fetched. Note that end - start must be less than 100	0

Returns:

Type	Description
InsightResponse	InsightResponse.

read_live_logs

read_live_logs(
    project_id: int,
    algorithm_id: str,
    start_line: int,
    end_line: int,
) -> LiveLog

Gets the logs of a specific live algorithm

Parameters:

Name	Type	Description	Default
project_id	int	Project Id of the live running algorithm	required
algorithm_id	str	Algorithm Id of the live running algorithm	required
start_line	int	Start line of logs to read	required
end_line	int	End line of logs to read	required

Returns:

Type	Description
LiveLog	List of strings that represent the logs of the algorithm.

read_live_portfolio

read_live_portfolio(project_id: int) -> PortfolioResponse

Read out the portfolio state of a live algorithm

Parameters:

Name	Type	Description	Default
project_id	int	Id of the project from which to read the live algorithm	required

Returns:

Type	Description
PortfolioResponse	PortfolioResponse.

read_optimization

read_optimization(optimization_id: str) -> Optimization

Read an optimization

Parameters:

Name	Type	Description	Default
optimization_id	str	Optimization id for the optimization we want to read	required

Returns:

Type	Description
Optimization	Optimization.

read_organization

read_organization(
    organization_id: str = None,
) -> Organization

Fetch organization data from web API

Parameters:

Name	Type	Description	Default
organization_id	str		None

read_project

read_project(project_id: int) -> ProjectResponse

Read in a project from the QuantConnect.com API.

Parameters:

Name	Type	Description	Default
project_id	int	Project id you own	required

Returns:

Type	Description
ProjectResponse	ProjectResponse about a specific project.

read_project_file

read_project_file(
    project_id: int, file_name: str
) -> ProjectFilesResponse

Read a file in a project

Parameters:

Name	Type	Description	Default
project_id	int	Project id to which the file belongs	required
file_name	str	The name of the file	required

Returns:

Type	Description
ProjectFilesResponse	ProjectFilesResponse that includes the file information.

read_project_files

read_project_files(project_id: int) -> ProjectFilesResponse

Read all files in a project

Parameters:

Name	Type	Description	Default
project_id	int	Project id to which the file belongs	required

Returns:

Type	Description
ProjectFilesResponse	ProjectFilesResponse that includes the information about all files in the project.

read_project_nodes

read_project_nodes(project_id: int) -> ProjectNodesResponse

Read all nodes in a project.

Parameters:

Name	Type	Description	Default
project_id	int	Project id to which the nodes refer	required

Returns:

Type	Description
ProjectNodesResponse	ProjectNodesResponse that includes the information about all nodes in the project.

send_notification

send_notification(
    notification: Notification, project_id: int
) -> RestResponse

Sends a notification

Parameters:

Name	Type	Description	Default
notification	Notification	The notification to send	required
project_id	int	The project id	required

Returns:

Type	Description
RestResponse	RestResponse containing success response and errors.

send_statistics

send_statistics(
    algorithm_id: str,
    unrealized: float,
    fees: float,
    net_profit: float,
    holdings: float,
    equity: float,
    net_return: float,
    volume: float,
    trades: int,
    sharpe: float,
) -> None

Send the statistics to storage for performance tracking.

Parameters:

Name	Type	Description	Default
algorithm_id	str	Identifier for algorithm	required
unrealized	float	Unrealized gainloss	required
fees	float	Total fees	required
net_profit	float	Net profi	required
holdings	float	Algorithm holdings	required
equity	float	Total equity	required
net_return	float	Algorithm return	required
volume	float	Volume traded	required
trades	int	Total trades since inception	required
sharpe	float	Sharpe ratio since inception	required

set_algorithm_status

set_algorithm_status(
    algorithm_id: str,
    status: AlgorithmStatus,
    message: str = ...,
) -> None

Set the algorithm status from the worker to update the UX e.g. if there was an error.

Parameters:

Name	Type	Description	Default
algorithm_id	str	Algorithm id we're setting.	required
status	AlgorithmStatus	Status enum of the current worker	required
message	str	Message for the algorithm status event	...

set_object_store

set_object_store(
    organization_id: str, key: str, object_data: List[int]
) -> RestResponse

Upload files to the Object Store

Parameters:

Name	Type	Description	Default
organization_id	str	Organization ID we would like to upload the file to	required
key	str	Key to the Object Store file	required
object_data	List[int]	File to be uploaded	required

Returns:

Type	Description
RestResponse	RestResponse.

stop_live_algorithm

stop_live_algorithm(project_id: int) -> RestResponse

Stop a live algorithm from the specified project.

Parameters:

Name	Type	Description	Default
project_id	int	Project for the live algo we want to delete	required

update_backtest

update_backtest(
    project_id: int,
    backtest_id: str,
    name: str = ...,
    note: str = ...,
) -> RestResponse

Update the backtest name

Parameters:

Name	Type	Description	Default
project_id	int	Project id to update	required
backtest_id	str	Backtest id to update	required
name	str	New backtest name to set	...
note	str	Note attached to the backtest	...

Returns:

Type	Description
RestResponse	Rest response on success.

update_optimization

update_optimization(
    optimization_id: str, name: str = None
) -> RestResponse

Update an optimization

Parameters:

Name	Type	Description	Default
optimization_id	str	Optimization id we want to update	required
name	str	Name we'd like to assign to the optimization	None

Returns:

Type	Description
RestResponse	RestResponse.

update_project_file_content

update_project_file_content(
    project_id: int, file_name: str, new_file_contents: str
) -> RestResponse

Update the contents of a file

Parameters:

Name	Type	Description	Default
project_id	int	Project id to which the file belongs	required
file_name	str	The name of the file that should be updated	required
new_file_contents	str	The new contents of the file	required

Returns:

Type	Description
RestResponse	RestResponse indicating success.

update_project_file_name

update_project_file_name(
    project_id: int, old_file_name: str, new_file_name: str
) -> RestResponse

Update the name of a file

Parameters:

Name	Type	Description	Default
project_id	int	Project id to which the file belongs	required
old_file_name	str	The current name of the file	required
new_file_name	str	The new name for the file	required

Returns:

Type	Description
RestResponse	RestResponse indicating success.

update_project_nodes

update_project_nodes(
    project_id: int, nodes: List[str]
) -> ProjectNodesResponse

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:

Name	Type	Description	Default
project_id	int	Project id to which the nodes refer	required
nodes	List[str]	List of node ids to update	required

Returns:

Type	Description
ProjectNodesResponse	ProjectNodesResponse that includes the information about all nodes in the project.