Backtesting with a REST API
This weekend we reviewed the GIT-API and how people really wanted to use QuantConnect. We built the GIT-API enable using the powerful autocomplete features in Visual Studio. However requiring people to use GIT to submit a backtest was a step learning curve, and prone to errors when the website had traffic spikes.
As a result we made a decision to deprecate the GIT portion of QuantConnect, and replace it with a new RESTful API. It allows you to create projects and submit files for backtesting all via simple JSON commands. The REST API will allow unlimited innovation on top of QuantConnect’s backtesting engine. With just a few URL commands you can tap into our scalable cloud and backtest across terabytes of financial data. See our documentation for how to use the new interface.
The applications are very exciting and we’re eager to see what applications you will build. To get the innovation started we’re building a new simpler way of backtesting in Visual Studio — a Visual Studio “Add-in”. It is a button inside Visual Studio which reads your code and submits your backtests automatically! It taps into the very same REST API and is a demonstration of what is possible. We’ve also created an open-sourced C# wrapper library which lets you work with the API in C# classes.
Keep and eye out this week for the release of the new Visual Studio Plugin!