QuantConnect.com Interaction Via API. More...

Inheritance diagram for QuantConnect.Api.Api:

Public Member Functions
	Api ()
	Creates a new instance of Api More...

virtual void	Initialize (int userId, string token, string dataFolder)
	Initialize the API with the given variables 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)
	Get details about a single project More...

ProjectResponse	ListProjects ()
	List details of all projects 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	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...

ProjectFilesResponse	ReadProjectFile (int projectId, string fileName)
	Read a file in a project More...

VersionsResponse	ReadLeanVersions ()
	Gets a list of LEAN versions with their corresponding basic descriptions More...

RestResponse	DeleteProjectFile (int projectId, string name)
	Delete a file in a project More...

RestResponse	DeleteProject (int projectId)
	Delete a project 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...

virtual RestResponse	SendNotification (Notification notification, int projectId)
	Sends a notification More...

Backtest	CreateBacktest (int projectId, string compileId, string backtestName)
	Create a new backtest request and get the id. More...

Backtest	ReadBacktest (int projectId, string backtestId, bool getCharts=true)
	Read out a backtest in the project id specified. More...

List< ApiOrderResponse >	ReadBacktestOrders (int projectId, string backtestId, int start=0, int end=100)
	Returns the orders of the specified backtest and project id. More...

ReadChartResponse	ReadBacktestChart (int projectId, string name, int start, int end, uint count, string backtestId)
	Returns a requested chart object from a backtest More...

RestResponse	UpdateBacktest (int projectId, string backtestId, string name="", string note="")
	Update a backtest name More...

BacktestSummaryList	ListBacktests (int projectId, bool includeStatistics=true)
	List all the backtest summaries for a project More...

RestResponse	DeleteBacktest (int projectId, string backtestId)
	Delete a backtest from the specified project and backtestId. More...

RestResponse	UpdateBacktestTags (int projectId, string backtestId, IReadOnlyCollection< string > tags)
	Updates the tags collection for a backtest More...

InsightResponse	ReadBacktestInsights (int projectId, string backtestId, int start=0, int end=0)
	Read out the insights of a backtest More...

CreateLiveAlgorithmResponse	CreateLiveAlgorithm (int projectId, string compileId, string nodeId, Dictionary< string, object > brokerageSettings, string versionId="-1", Dictionary< string, object > dataProviders=null)
	Create a live algorithm. More...

CreateLiveAlgorithmResponse	CreateLiveAlgorithm (int projectId, string compileId, string nodeId, PyObject brokerageSettings, string versionId="-1", PyObject dataProviders=null)
	Create a live algorithm. More...

LiveList	ListLiveAlgorithms (AlgorithmStatus? status=null, DateTime? startTime=null, DateTime? endTime=null)
	Get a list of live running algorithms for user More...

LiveAlgorithmResults	ReadLiveAlgorithm (int projectId, string deployId)
	Read out a live algorithm in the project id specified. More...

PortfolioResponse	ReadLivePortfolio (int projectId)
	Read out the portfolio state of a live algorithm More...

List< ApiOrderResponse >	ReadLiveOrders (int projectId, int start=0, int end=100)
	Returns the orders of the specified project id live algorithm. More...

RestResponse	LiquidateLiveAlgorithm (int projectId)
	Liquidate a live algorithm from the specified project and deployId. More...

RestResponse	StopLiveAlgorithm (int projectId)
	Stop a live algorithm from the specified project and deployId. More...

RestResponse	CreateLiveCommand (int projectId, object command)
	Create a live command 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...

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...

bool	DownloadData (string filePath, string organizationId)
	Method to purchase and download data from QuantConnect More...

virtual AlgorithmControl	GetAlgorithmStatus (string algorithmId)
	Get the algorithm status from the user with this algorithm id. More...

virtual void	SetAlgorithmStatus (string algorithmId, AlgorithmStatus status, string message="")
	Algorithm passes back its current status to the UX. More...

virtual 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...

virtual void	SendUserEmail (string algorithmId, string subject, string body)
	Send an email to the user associated with the specified algorithm id More...

virtual string	Download (string address, IEnumerable< KeyValuePair< string, string >> headers, string userName, string password)
	Local implementation for downloading data to algorithms More...

virtual byte[]	DownloadBytes (string address, IEnumerable< KeyValuePair< string, string >> headers, string userName, string password)
	Local implementation for downloading data to algorithms More...

virtual void	Dispose ()
	Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. 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...

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...

bool	GetObjectStore (string organizationId, List< string > keys, string destinationFolder=null)
	Download the object store files 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...

ListObjectStoreResponse	ListObjectStore (string organizationId, string path)
	Request to list Object Store files of a specific organization and path More...

Static Public Member Functions
static string	CreateSecureHash (int timestamp, string token)
	Generate a secure hash for the authorization headers. More...

static string	FormatPathForDataRequest (string filePath, string dataFolder=null)
	Helper method to normalize path for api data requests More...

Public Attributes
bool	Connected => ApiConnection.Connected
	Check if Api is successfully connected with correct credentials More...

Properties
JsonSerializerSettings	SerializerSettings `[get, set]`
	Serializer settings to use More...

ApiConnection	ApiConnection `[get]`
	Returns the underlying API connection More...

Detailed Description

QuantConnect.com Interaction Via API.

Definition at line 46 of file Api.cs.

Constructor & Destructor Documentation

◆ Api()

QuantConnect.Api.Api.Api ( )

Creates a new instance of Api

Definition at line 74 of file Api.cs.

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Member Function Documentation

◆ Initialize()

virtual void QuantConnect.Api.Api.Initialize	(	int	userId,
		string	token,
		string	dataFolder
	)

virtual

Initialize the API with the given variables

Implements QuantConnect.Interfaces.IApi.

Definition at line 86 of file Api.cs.

◆ CreateProject()

ProjectResponse QuantConnect.Api.Api.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	Optional param for specifying organization to create project under. If none provided web defaults to preferred.

Returns: Project object from the API.

Implements QuantConnect.Interfaces.IApi.

Definition at line 112 of file Api.cs.

◆ ReadProject()

ProjectResponse QuantConnect.Api.Api.ReadProject ( int projectId )

Get details about a single project

Parameters

projectId Id of the project

Returns: ProjectResponse that contains information regarding the project

Implements QuantConnect.Interfaces.IApi.

Definition at line 151 of file Api.cs.

◆ ListProjects()

ProjectResponse QuantConnect.Api.Api.ListProjects ( )

List details of all projects

Returns: ProjectResponse that contains information regarding the project

Implements QuantConnect.Interfaces.IApi.

Definition at line 172 of file Api.cs.

◆ AddProjectFile()

RestResponse QuantConnect.Api.Api.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

Implements QuantConnect.Interfaces.IApi.

Definition at line 192 of file Api.cs.

◆ UpdateProjectFileName()

RestResponse QuantConnect.Api.Api.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

Implements QuantConnect.Interfaces.IApi.

Definition at line 219 of file Api.cs.

◆ UpdateProjectFileContent()

RestResponse QuantConnect.Api.Api.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

Implements QuantConnect.Interfaces.IApi.

Definition at line 246 of file Api.cs.

◆ ReadProjectFiles()

ProjectFilesResponse QuantConnect.Api.Api.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

Implements QuantConnect.Interfaces.IApi.

Definition at line 271 of file Api.cs.

◆ ReadProjectNodes()

ProjectNodesResponse QuantConnect.Api.Api.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

Implements QuantConnect.Interfaces.IApi.

Definition at line 292 of file Api.cs.

◆ UpdateProjectNodes()

ProjectNodesResponse QuantConnect.Api.Api.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

Implements QuantConnect.Interfaces.IApi.

Definition at line 315 of file Api.cs.

◆ ReadProjectFile()

ProjectFilesResponse QuantConnect.Api.Api.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

Implements QuantConnect.Interfaces.IApi.

Definition at line 339 of file Api.cs.

◆ ReadLeanVersions()

VersionsResponse QuantConnect.Api.Api.ReadLeanVersions ( )

Gets a list of LEAN versions with their corresponding basic descriptions

Implements QuantConnect.Interfaces.IApi.

Definition at line 359 of file Api.cs.

◆ DeleteProjectFile()

RestResponse QuantConnect.Api.Api.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: RestResponse that includes the information about all files in the project

Implements QuantConnect.Interfaces.IApi.

Definition at line 377 of file Api.cs.

◆ DeleteProject()

RestResponse QuantConnect.Api.Api.DeleteProject ( int projectId )

Delete a project

Parameters

projectId Project id we own and wish to delete

Returns: RestResponse indicating success

Implements QuantConnect.Interfaces.IApi.

Definition at line 400 of file Api.cs.

◆ CreateCompile()

Compile QuantConnect.Api.Api.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

Implements QuantConnect.Interfaces.IApi.

Definition at line 422 of file Api.cs.

◆ ReadCompile()

Compile QuantConnect.Api.Api.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

Implements QuantConnect.Interfaces.IApi.

Definition at line 445 of file Api.cs.

◆ SendNotification()

virtual RestResponse QuantConnect.Api.Api.SendNotification	(	Notification	notification,
		int	projectId
	)

virtual

Sends a notification

Parameters

notification	The notification to send
projectId	The project id

Returns: RestResponse containing success response and errors

Implements QuantConnect.Interfaces.IApi.

Definition at line 468 of file Api.cs.

◆ CreateBacktest()

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

Create a new backtest request and get the id.

Parameters

projectId	Id for the project to backtest
compileId	Compile id for the project
backtestName	Name for the new backtest

Returns: Backtestt

Implements QuantConnect.Interfaces.IApi.

Definition at line 481 of file Api.cs.

◆ ReadBacktest()

Backtest QuantConnect.Api.Api.ReadBacktest	(	int	projectId,
		string	backtestId,
		bool	getCharts = `true`
	)

Read out a backtest in the project id specified.

Parameters

projectId	Project id to read
backtestId	Specific backtest id to read
getCharts	True will return backtest charts

Returns: Backtest

Implements QuantConnect.Interfaces.IApi.

Definition at line 513 of file Api.cs.

◆ ReadBacktestOrders()

List<ApiOrderResponse> QuantConnect.Api.Api.ReadBacktestOrders	(	int	projectId,
		string	backtestId,
		int	start = `0`,
		int	end = `100`
	)

Returns the orders of the specified backtest and project id.

Parameters

projectId	Id of the project from which to read the orders
backtestId	Id of the backtest from which to read the orders
start	Starting index of the orders to be fetched. Required if end > 100
end	Last index of the orders to be fetched. Note that end - start must be less than 100

Will throw an WebException if there are any API errors

Returns: The list of Order

Definition at line 591 of file Api.cs.

◆ ReadBacktestChart()

ReadChartResponse QuantConnect.Api.Api.ReadBacktestChart	(	int	projectId,
		string	name,
		int	start,
		int	end,
		uint	count,
		string	backtestId
	)

Returns a requested chart object from a backtest

Parameters

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

Returns: The chart

Implements QuantConnect.Interfaces.IApi.

Definition at line 619 of file Api.cs.

◆ UpdateBacktest()

RestResponse QuantConnect.Api.Api.UpdateBacktest	(	int	projectId,
		string	backtestId,
		string	name = `""`,
		string	note = `""`
	)

Update a backtest name

Parameters

projectId	Project for the backtest we want to update
backtestId	Backtest id we want to update
name	Name we'd like to assign to the backtest
note	Note attached to the backtest

Returns: RestResponse

Implements QuantConnect.Interfaces.IApi.

Definition at line 658 of file Api.cs.

◆ ListBacktests()

BacktestSummaryList QuantConnect.Api.Api.ListBacktests	(	int	projectId,
		bool	includeStatistics = `true`
	)

List all the backtest summaries for a project

Parameters

projectId	Project id we'd like to get a list of backtest for
includeStatistics	True for include statistics in the response, false otherwise

Returns: BacktestList

Implements QuantConnect.Interfaces.IApi.

Definition at line 684 of file Api.cs.

◆ DeleteBacktest()

RestResponse QuantConnect.Api.Api.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

Implements QuantConnect.Interfaces.IApi.

Definition at line 710 of file Api.cs.

◆ UpdateBacktestTags()

RestResponse QuantConnect.Api.Api.UpdateBacktestTags	(	int	projectId,
		string	backtestId,
		IReadOnlyCollection< string >	tags
	)

Updates the tags collection for a backtest

Parameters

projectId	Project for the backtest we want to update
backtestId	Backtest id we want to update
tags	The new backtest tags

Returns: RestResponse

Definition at line 734 of file Api.cs.

◆ ReadBacktestInsights()

InsightResponse QuantConnect.Api.Api.ReadBacktestInsights	(	int	projectId,
		string	backtestId,
		int	start = `0`,
		int	end = `0`
	)

Read out the insights of a backtest

Parameters

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

Returns: InsightResponse

Exceptions

ArgumentException

Implements QuantConnect.Interfaces.IApi.

Definition at line 761 of file Api.cs.

◆ CreateLiveAlgorithm() [1/2]

CreateLiveAlgorithmResponse QuantConnect.Api.Api.CreateLiveAlgorithm	(	int	projectId,
		string	compileId,
		string	nodeId,
		Dictionary< string, object >	brokerageSettings,
		string	versionId = `"-1"`,
		Dictionary< string, object >	dataProviders = `null`
	)

Create a live algorithm.

Parameters

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. Each brokerage requires certain specific credentials in order to process the given orders. Each key in this dictionary represents a required field/credential to provide to the brokerage API and its value represents the value of that field. For example: "brokerageSettings: { "id": "Binance", "binance-api-secret": "123ABC", "binance-api-key": "ABC123"}. It is worth saying, that this dictionary must always contain an entry whose key is "id" and its value is the name of the brokerage (see <see cref="Brokerages.BrokerageName"/>)</param> <param name="versionId">The version of the Lean used to run the algorithm. -1 is master, however, sometimes this can create problems with live deployments. If you experience problems using, try specifying the version of Lean you would like to use.
dataProviders	Dictionary with data providers credentials. Each data provider requires certain credentials in order to retrieve data from their API. Each key in this dictionary describes a data provider name and its corresponding value is another dictionary with the required key-value pairs of credential names and values. For example: "dataProviders: { "InteractiveBrokersBrokerage" : { "id": 12345, "environment" : "paper", "username": "testUsername", "password": "testPassword"}}"

Returns: Information regarding the new algorithm CreateLiveAlgorithmResponse

Implements QuantConnect.Interfaces.IApi.

Definition at line 813 of file Api.cs.

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◆ CreateLiveAlgorithm() [2/2]

CreateLiveAlgorithmResponse QuantConnect.Api.Api.CreateLiveAlgorithm	(	int	projectId,
		string	compileId,
		string	nodeId,
		PyObject	brokerageSettings,
		string	versionId = `"-1"`,
		PyObject	dataProviders = `null`
	)

Create a live algorithm.

Parameters

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	Python Dictionary with brokerage specific settings. Each brokerage requires certain specific credentials in order to process the given orders. Each key in this dictionary represents a required field/credential to provide to the brokerage API and its value represents the value of that field. For example: "brokerageSettings: { "id": "Binance", "binance-api-secret": "123ABC", "binance-api-key": "ABC123"}. It is worth saying, that this dictionary must always contain an entry whose key is "id" and its value is the name of the brokerage (see <see cref="Brokerages.BrokerageName"/>)</param> <param name="versionId">The version of the Lean used to run the algorithm. -1 is master, however, sometimes this can create problems with live deployments. If you experience problems using, try specifying the version of Lean you would like to use.
dataProviders	Python Dictionary with data providers credentials. Each data provider requires certain credentials in order to retrieve data from their API. Each key in this dictionary describes a data provider name and its corresponding value is another dictionary with the required key-value pairs of credential names and values. For example: "dataProviders: { "InteractiveBrokersBrokerage" : { "id": 12345, "environment" : "paper", "username": "testUsername", "password": "testPassword"}}"

Returns: Information regarding the new algorithm CreateLiveAlgorithmResponse

Definition at line 862 of file Api.cs.

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◆ ListLiveAlgorithms()

LiveList QuantConnect.Api.Api.ListLiveAlgorithms	(	AlgorithmStatus?	status = `null`,
		DateTime?	startTime = `null`,
		DateTime?	endTime = `null`
	)

Get a list of live running algorithms for 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: LiveList

Implements QuantConnect.Interfaces.IApi.

Definition at line 888 of file Api.cs.

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◆ ReadLiveAlgorithm()

LiveAlgorithmResults QuantConnect.Api.Api.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: LiveAlgorithmResults

Implements QuantConnect.Interfaces.IApi.

Definition at line 935 of file Api.cs.

◆ ReadLivePortfolio()

PortfolioResponse QuantConnect.Api.Api.ReadLivePortfolio ( int projectId )

Read out the portfolio state of a live algorithm

Parameters

projectId Id of the project from which to read the live algorithm

Returns: PortfolioResponse

Implements QuantConnect.Interfaces.IApi.

Definition at line 957 of file Api.cs.

◆ ReadLiveOrders()

List<ApiOrderResponse> QuantConnect.Api.Api.ReadLiveOrders	(	int	projectId,
		int	start = `0`,
		int	end = `100`
	)

Returns the orders of the specified project id live algorithm.

Parameters

projectId	Id of the project from which to read the live orders
start	Starting index of the orders to be fetched. Required if end > 100
end	Last index of the orders to be fetched. Note that end - start must be less than 100

Will throw an WebException if there are any API errors

Returns: The list of Order

Definition at line 982 of file Api.cs.

◆ LiquidateLiveAlgorithm()

RestResponse QuantConnect.Api.Api.LiquidateLiveAlgorithm ( int projectId )

Liquidate a live algorithm from the specified project and deployId.

Parameters

projectId Project for the live instance we want to stop

Returns: RestResponse

Implements QuantConnect.Interfaces.IApi.

Definition at line 1005 of file Api.cs.

◆ StopLiveAlgorithm()

RestResponse QuantConnect.Api.Api.StopLiveAlgorithm ( int projectId )

Stop a live algorithm from the specified project and deployId.

Parameters

projectId Project for the live instance we want to stop

Returns: RestResponse

Implements QuantConnect.Interfaces.IApi.

Definition at line 1026 of file Api.cs.

◆ CreateLiveCommand()

RestResponse QuantConnect.Api.Api.CreateLiveCommand	(	int	projectId,
		object	command
	)

Create a live command

Parameters

projectId	Project for the live instance we want to run the command against
command	The command to run

Returns: RestResponse

Definition at line 1048 of file Api.cs.

◆ ReadLiveLogs()

LiveLog QuantConnect.Api.Api.ReadLiveLogs	(	int	projectId,
		string	algorithmId,
		int	startLine,
		int	endLine
	)

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
startLine	Start line of logs to read
endLine	End line of logs to read

Returns: LiveLog List of strings that represent the logs of the algorithm

Implements QuantConnect.Interfaces.IApi.

Definition at line 1073 of file Api.cs.

◆ ReadLiveChart()

ReadChartResponse QuantConnect.Api.Api.ReadLiveChart	(	int	projectId,
		string	name,
		int	start,
		int	end,
		uint	count
	)

Returns a chart object from a live algorithm

Parameters

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

Returns: The chart

Implements QuantConnect.Interfaces.IApi.

Definition at line 1108 of file Api.cs.

◆ ReadLiveInsights()

InsightResponse QuantConnect.Api.Api.ReadLiveInsights	(	int	projectId,
		int	start = `0`,
		int	end = `0`
	)

Read out the insights of a live algorithm

Parameters

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

Returns: InsightResponse

Exceptions

ArgumentException

Implements QuantConnect.Interfaces.IApi.

Definition at line 1144 of file Api.cs.

◆ ReadDataLink()

DataLink QuantConnect.Api.Api.ReadDataLink	(	string	filePath,
		string	organizationId
	)

Gets the link to the downloadable data.

Parameters

filePath	File path representing the data requested
organizationId	Organization to download from

Returns: DataLink to the downloadable data.

Implements QuantConnect.Interfaces.IApi.

Definition at line 1180 of file Api.cs.

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◆ ReadDataDirectory()

DataList QuantConnect.Api.Api.ReadDataDirectory ( string filePath )

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

Returns

Implements QuantConnect.Interfaces.IApi.

Definition at line 1210 of file Api.cs.

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◆ ReadDataPrices()

DataPricesList QuantConnect.Api.Api.ReadDataPrices ( string organizationId )

Gets data prices from data/prices

Implements QuantConnect.Interfaces.IApi.

Definition at line 1245 of file Api.cs.

◆ ReadBacktestReport()

BacktestReport QuantConnect.Api.Api.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

Implements QuantConnect.Interfaces.IApi.

Definition at line 1267 of file Api.cs.

◆ DownloadData()

bool QuantConnect.Api.Api.DownloadData	(	string	filePath,
		string	organizationId
	)

Method to purchase and download data from QuantConnect

Parameters

filePath	File path representing the data requested
organizationId	Organization to buy the data with

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

Implements QuantConnect.Interfaces.IApi.

Definition at line 1297 of file Api.cs.

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◆ GetAlgorithmStatus()

virtual AlgorithmControl QuantConnect.Api.Api.GetAlgorithmStatus ( string algorithmId )

virtual

Get the algorithm status from the user with this algorithm id.

Parameters

algorithmId String algorithm id we're searching for.

Returns: Algorithm status enum

Implements QuantConnect.Interfaces.IApi.

Definition at line 1346 of file Api.cs.

◆ SetAlgorithmStatus()

virtual void QuantConnect.Api.Api.SetAlgorithmStatus	(	string	algorithmId,
		AlgorithmStatus	status,
		string	message = `""`
	)

virtual

Algorithm passes back its current status to the UX.

Parameters

status	Status of the current algorithm
algorithmId	String algorithm id we're setting.
message	Message for the algorithm status event

Returns: Algorithm status enum

Implements QuantConnect.Interfaces.IApi.

Definition at line 1362 of file Api.cs.

◆ SendStatistics()

virtual void QuantConnect.Api.Api.SendStatistics	(	string	algorithmId,
		decimal	unrealized,
		decimal	fees,
		decimal	netProfit,
		decimal	holdings,
		decimal	equity,
		decimal	netReturn,
		decimal	volume,
		int	trades,
		double	sharpe
	)

virtual

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	Net return for the deployment
volume	Volume traded
trades	Total trades since inception
sharpe	Sharpe ratio since inception

Implements QuantConnect.Interfaces.IApi.

Definition at line 1381 of file Api.cs.

◆ SendUserEmail()

virtual void QuantConnect.Api.Api.SendUserEmail	(	string	algorithmId,
		string	subject,
		string	body
	)

virtual

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

Implements QuantConnect.Interfaces.IApi.

Definition at line 1393 of file Api.cs.

◆ Download()

virtual string QuantConnect.Api.Api.Download	(	string	address,
		IEnumerable< KeyValuePair< string, string >>	headers,
		string	userName,
		string	password
	)

virtual

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

Implements QuantConnect.Interfaces.IApi.

Definition at line 1406 of file Api.cs.

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◆ DownloadBytes()

virtual byte [] QuantConnect.Api.Api.DownloadBytes	(	string	address,
		IEnumerable< KeyValuePair< string, string >>	headers,
		string	userName,
		string	password
	)

virtual

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: A stream from which the data can be read

Stream.Close() most be called to avoid running out of resources

Implements QuantConnect.Interfaces.IApi.

Definition at line 1420 of file Api.cs.

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◆ Dispose()

virtual void QuantConnect.Api.Api.Dispose ( )

virtual

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

Definition at line 1467 of file Api.cs.

◆ CreateSecureHash()

static string QuantConnect.Api.Api.CreateSecureHash	(	int	timestamp,
		string	token
	)

static

Generate a secure hash for the authorization headers.

Returns: Time based hash of user token and timestamp.

Definition at line 1485 of file Api.cs.

◆ ReadAccount()

Account QuantConnect.Api.Api.ReadAccount ( string organizationId = null )

Will read the organization account status

Parameters

organizationId The target organization id, if null will return default organization

Implements QuantConnect.Interfaces.IApi.

Definition at line 1497 of file Api.cs.

◆ ReadOrganization()

Organization QuantConnect.Api.Api.ReadOrganization ( string organizationId = null )

Fetch organization data from web API

Parameters

organizationId

Returns

Implements QuantConnect.Interfaces.IApi.

Definition at line 1518 of file Api.cs.

◆ EstimateOptimization()

Estimate QuantConnect.Api.Api.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, QuantConnect.Optimizer.Strategies.GridSearchOptimizationStrategy
compileId	Optimization compile ID
parameters	Optimization parameters
constraints	Optimization constraints

Returns: Estimate object from the API.

Implements QuantConnect.Interfaces.IApi.

Definition at line 1547 of file Api.cs.

◆ CreateOptimization()

OptimizationSummary QuantConnect.Api.Api.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, QuantConnect.Optimizer.Strategies.GridSearchOptimizationStrategy
compileId	Optimization compile ID
parameters	Optimization parameters
constraints	Optimization constraints
estimatedCost	Estimated cost for optimization
nodeType	Optimization node type OptimizationNodes
parallelNodes	Number of parallel nodes for optimization

Returns: BaseOptimization object from the API.

Implements QuantConnect.Interfaces.IApi.

Definition at line 1596 of file Api.cs.

◆ ListOptimizations()

List<OptimizationSummary> QuantConnect.Api.Api.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

Implements QuantConnect.Interfaces.IApi.

Definition at line 1640 of file Api.cs.

◆ ReadOptimization()

Optimization QuantConnect.Api.Api.ReadOptimization ( string optimizationId )

Read an optimization

Parameters

optimizationId Optimization id for the optimization we want to read

Returns: Optimization

Implements QuantConnect.Interfaces.IApi.

Definition at line 1661 of file Api.cs.

◆ AbortOptimization()

RestResponse QuantConnect.Api.Api.AbortOptimization ( string optimizationId )

Abort an optimization

Parameters

optimizationId Optimization id for the optimization we want to abort

Returns: RestResponse

Implements QuantConnect.Interfaces.IApi.

Definition at line 1682 of file Api.cs.

◆ UpdateOptimization()

RestResponse QuantConnect.Api.Api.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

Implements QuantConnect.Interfaces.IApi.

Definition at line 1704 of file Api.cs.

◆ DeleteOptimization()

RestResponse QuantConnect.Api.Api.DeleteOptimization ( string optimizationId )

Delete an optimization

Parameters

optimizationId Optimization id for the optimization we want to delete

Returns: RestResponse

Implements QuantConnect.Interfaces.IApi.

Definition at line 1732 of file Api.cs.

◆ GetObjectStore()

bool QuantConnect.Api.Api.GetObjectStore	(	string	organizationId,
		List< string >	keys,
		string	destinationFolder = `null`
	)

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

Parameters

organizationId	Organization ID we would like to get the Object Store files from
keys	Keys for the Object Store files
destinationFolder	Folder in which the object store files will be stored

Returns: True if the object store files were retrieved correctly, false otherwise

Implements QuantConnect.Interfaces.IApi.

Definition at line 1755 of file Api.cs.

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◆ GetObjectStoreProperties()

PropertiesObjectStoreResponse QuantConnect.Api.Api.GetObjectStoreProperties	(	string	organizationId,
		string	key
	)

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

Parameters

organizationId	Organization ID we would like to get the Object Store from
key	Key for the Object Store file

Returns: PropertiesObjectStoreResponse

It does not work when the object store is a directory

Implements QuantConnect.Interfaces.IApi.

Definition at line 1838 of file Api.cs.

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◆ SetObjectStore()

RestResponse QuantConnect.Api.Api.SetObjectStore	(	string	organizationId,
		string	key,
		byte[]	objectData
	)

Upload files to the Object Store

Parameters

organizationId	Organization ID we would like to upload the file to
key	Key to the Object Store file
objectData	File (as an array of bytes) to be uploaded

Returns: RestResponse

Implements QuantConnect.Interfaces.IApi.

Definition at line 1864 of file Api.cs.

◆ DeleteObjectStore()

RestResponse QuantConnect.Api.Api.DeleteObjectStore	(	string	organizationId,
		string	key
	)

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

Parameters

organizationId	Organization ID we would like to delete the Object Store file from
key	Key to the Object Store file

Returns: RestResponse

Implements QuantConnect.Interfaces.IApi.

Definition at line 1886 of file Api.cs.

◆ ListObjectStore()

ListObjectStoreResponse QuantConnect.Api.Api.ListObjectStore	(	string	organizationId,
		string	path
	)

Request to list Object Store files of a specific organization and path

Parameters

organizationId	Organization ID we would like to list the Object Store files from
path	Path to the Object Store files

Returns: ListObjectStoreResponse

Definition at line 1911 of file Api.cs.

◆ FormatPathForDataRequest()

static string QuantConnect.Api.Api.FormatPathForDataRequest	(	string	filePath,
		string	dataFolder = `null`
	)

static

Helper method to normalize path for api data requests

Parameters

filePath	Filepath to format
dataFolder	The data folder to use

Returns: Normalized path

Definition at line 1936 of file Api.cs.

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Member Data Documentation

◆ Connected

bool QuantConnect.Api.Api.Connected => ApiConnection.Connected

Check if Api is successfully connected with correct credentials

Definition at line 101 of file Api.cs.

Property Documentation

◆ SerializerSettings

JsonSerializerSettings QuantConnect.Api.Api.SerializerSettings

getsetprotected

Initial value:

= new()
        {
            ContractResolver = new DefaultContractResolver
            {
                NamingStrategy = new CamelCaseNamingStrategy
                {
                    ProcessDictionaryKeys = false,
                    OverrideSpecifiedNames = true
                }
            }
        }

Serializer settings to use

Definition at line 54 of file Api.cs.

◆ ApiConnection

ApiConnection QuantConnect.Api.Api.ApiConnection

getprotected

Returns the underlying API connection

Definition at line 69 of file Api.cs.

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

Api/Api.cs

Public Member Functions

Static Public Member Functions

Public Attributes

Properties

Detailed Description

Constructor & Destructor Documentation

◆ Api()

Member Function Documentation

◆ Initialize()

◆ CreateProject()

◆ ReadProject()

◆ ListProjects()

◆ AddProjectFile()

◆ UpdateProjectFileName()

◆ UpdateProjectFileContent()

◆ ReadProjectFiles()

◆ ReadProjectNodes()

◆ UpdateProjectNodes()

◆ ReadProjectFile()

◆ ReadLeanVersions()

◆ DeleteProjectFile()

◆ DeleteProject()

◆ CreateCompile()

◆ ReadCompile()

◆ SendNotification()

◆ CreateBacktest()

◆ ReadBacktest()

◆ ReadBacktestOrders()

◆ ReadBacktestChart()

◆ UpdateBacktest()

◆ ListBacktests()

◆ DeleteBacktest()

◆ UpdateBacktestTags()

◆ ReadBacktestInsights()

◆ CreateLiveAlgorithm() [1/2]

◆ CreateLiveAlgorithm() [2/2]

◆ ListLiveAlgorithms()

◆ ReadLiveAlgorithm()

◆ ReadLivePortfolio()

◆ ReadLiveOrders()

◆ LiquidateLiveAlgorithm()

◆ StopLiveAlgorithm()

◆ CreateLiveCommand()

◆ ReadLiveLogs()

◆ ReadLiveChart()

◆ ReadLiveInsights()

◆ ReadDataLink()

◆ ReadDataDirectory()

◆ ReadDataPrices()

◆ ReadBacktestReport()

◆ DownloadData()

◆ GetAlgorithmStatus()

◆ SetAlgorithmStatus()

◆ SendStatistics()

◆ SendUserEmail()

◆ Download()

◆ DownloadBytes()

◆ Dispose()

◆ CreateSecureHash()

◆ ReadAccount()

◆ ReadOrganization()

◆ EstimateOptimization()

◆ CreateOptimization()

◆ ListOptimizations()

◆ ReadOptimization()

◆ AbortOptimization()

◆ UpdateOptimization()

◆ DeleteOptimization()

◆ GetObjectStore()

◆ GetObjectStoreProperties()

◆ SetObjectStore()

◆ DeleteObjectStore()

◆ ListObjectStore()

◆ FormatPathForDataRequest()

Member Data Documentation

◆ Connected

Property Documentation

◆ SerializerSettings

◆ ApiConnection