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Tools

Backtest Initialization

Introduction

Run a backtest for a few seconds to initialize the algorithm and get inialization errors if any.

Request

Run a backtest for a few seconds to initialize the algorithm and get inialization errors if any. The /ai/tools/backtest-init API accepts requests in the following format:

BasicFilesRequest Model - Request to process files.
language string Enum
required
example: Py
Programming language. Options : ['C#', 'Py']
files File Array
required
example: [{"name": "file.py", "content": "fileContent"}]
Files to process.
Example 
{
  "language": "Py",
  "files": "[{"name": "file.py", "content": "fileContent"}]"
  ]
}
File Model - File for a AI.
name string
Name of a file.
content string
Contents of the file.
Example 
{
  "name": "string",
  "content": "string"
}

Responses

The /ai/tools/backtest-init API provides a response in the following format:

200 Success

BacktestInitResponse Model - Response to a backtest initialization request.
state string
example: End
State of the backtest (e.g. Error, End).
version string
example: 2.0
Version of the response.
payload string
Information about the backtest initialization.
payloadType string
example: String
Type of the payload, e.g. String.
Example 
{
  "state": "End",
  "version": 2.0,
  "payload": "string",
  "payloadType": "String"
}

401 Authentication Error

UnauthorizedError Model - Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
www_authenticate string
Header

Examples

The following example demonstates initializing a backtest for a specific algorithm through the cloud API.

from base64 import b64encode
from hashlib import sha256
from time import time
from requests import get, post
BASE_URL = 'https://www.quantconnect.com/api/v2/'

# You need to replace these with your actual credentials.
# You can request your credentials at https://www.quantconnect.com/settings/
# You can find our organization ID at https://www.quantconnect.com/organization/ 
USER_ID = 0
API_TOKEN = '____'
ORGANIZATION_ID = '____'

def get_headers():
    # Get timestamp
    timestamp = f'{int(time())}'
    time_stamped_token = f'{API_TOKEN}:{timestamp}'.encode('utf-8')

    # Get hased API token
    hashed_token = sha256(time_stamped_token).hexdigest()
    authentication = f'{USER_ID}:{hashed_token}'.encode('utf-8')
    authentication = b64encode(authentication).decode('ascii')

    # Create headers dictionary.
    return {
        'Authorization': f'Basic {authentication}',
        'Timestamp': timestamp
    }

# Authenticate to verify credentials
response = post(f'{BASE_URL}/authenticate', headers = get_headers())
print(response.json())

# --------------------


### Initialize Backtest
# Send a POST request to the /ai/tools/backtest-init endpoint to initialize a backtest
response = post(f'{BASE_URL}/ai/tools/backtest-init', headers=get_headers(), json={
    "language": "Python",  # Programming language of the algorithm
    "files": [  # List of files for the backtest
        {
            "name": "utils.py",  # Name of the file
            "content": '''
# region imports
from AlgorithmImports import *
# endregion

class Project(QCAlgorithm):

    def Initialize(self):
        self.AddEquity("SPY", Resolution.Minute)
'''  # Content of the file (Python code)
        }
    ]
})
# Parse the JSON response into python managable dict
result = response.json()
# Check if the request was successful and print the backtest initialization result
if result['success']:
    print("Backtest Initialized Successfully:")
    print(result)

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