Read Backtest
Export Orders
Description
The CSV file has the same format as the file you get when you click on the backtest results page. To get all the properties of the orders, call the /backtests/orders/read endpoint.
Request
Download the orders of the backtest Id provided. The /backtests/export/orders API accepts requests in the following format:
ExportBacktestOrdersRequest Model - Request to download the orders of a backtest. | |
|---|---|
| backtestId | string Id of the backtest from which to download the orders. |
| Example |
{
"backtestId": "26c7bb06b8487cff1c7b3c44652b30f1"
}
|
Responses
The /backtests/export/orders API provides a response in the following format:
200 Success
text/csv - Orders of the backtest, sorted by time. | |
|---|---|
| content | string One row per order. The Time column is in UTC. |
| Example |
Time,Symbol,Price,Quantity,Type,Status,Value,Tag 2024-01-02T15:00:00Z,IWM,195.236280785,500,Market,Filled,97618.1403925,"" |
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 creating, reading, updating, deleting, and listing backtests of a project 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())
# --------------------
### Create Backtest
# Define placeholder compilation ID (replace with actual value)
compile_id = "compile_id..."
# Send a POST request to the /backtests/create endpoint to create a backtest
response = post(f'{BASE_URL}/backtests/create', headers=get_headers(), json={
"projectId": project_id, # ID of the project to backtest
"compileId": compile_id, # Compilation ID for the backtest
"backtestName": f"Backtest {int(time())}" # Unique name for the backtest using current timestamp
})
# Parse the JSON response into python managable dict
result = response.json()
# Extract the backtest ID from the response
backtest_id = result['backtest']['backtestId']
# Check if the request was successful and print the result
if result['success']:
print("Backtest Created Successfully:")
print(result)
### Read Backtest Statistics
# Prepare data payload to read backtest statistics
payload = {
"projectId": project_id, # ID of the project
"backtestId": backtest_id # ID of the backtest to read
}
# Send a POST request to the /backtests/read endpoint to get statistics
response = post(f'{BASE_URL}/backtests/read', headers=get_headers(), json=payload)
# Parse the JSON response into python managable dict
result = response.json()
# Check if the request was successful and print the statistics
if result['success']:
print("Backtest Statistics:")
print(result)
### Read Backtest Logs
# Prepare data payload to read the first 200 log lines
payload = {
"projectId": project_id, # ID of the project
"backtestId": backtest_id, # ID of the backtest to read
"start": 0, # Start line (inclusive)
"end": 200, # End line (exclusive), at most 200 lines per request
"query": None # Keyword to filter the lines, or None to read all of them
}
# Send a POST request to the /backtests/read/log endpoint to get the logs
response = post(f'{BASE_URL}/backtests/read/log', headers=get_headers(), json=payload)
# Parse the JSON response into python managable dict
result = response.json()
# Check if the request was successful and print the logs
if result['success']:
print("Backtest Logs:")
print(result)
### Update Backtest
# Send a POST request to the /backtests/update endpoint to update backtest details
response = post(f'{BASE_URL}/backtests/update', headers=get_headers(), json={
"projectId": project_id, # ID of the project
"backtestId": backtest_id, # ID of the backtest to update
"name": f"Backtest_{backtest_id}", # New name for the backtest
"note": "The new backtest name is awesome!" # Additional note
})
# Parse the JSON response into python managable dict
result = response.json()
# Check if the request was successful and print the result
if result['success']:
print("Backtest Updated Successfully:")
print(result)
### Delete Backtest
# Prepare data payload to delete the backtest
payload = {
"projectId": project_id, # ID of the project
"backtestId": backtest_id # ID of the backtest to delete
}
# Send a POST request to the /backtests/delete endpoint to delete the backtest
response = post(f'{BASE_URL}/backtests/delete', headers=get_headers(), json=payload)
# Parse the JSON response into python managable dict
result = response.json()
# Check if the request was successful and print the result
if result['success']:
print("Backtest Deleted Successfully:")
print(result)
### List Backtests
# Prepare data payload to list backtests with statistics
payload = {
"projectId": project_id, # ID of the project
"includeStatistics": True # Include statistics in the response
}
# Send a POST request to the /backtests/list endpoint to list backtests
response = post(f'{BASE_URL}/backtests/list', headers=get_headers(), json=payload)
# Parse the JSON response into python managable dict
result = response.json()
# Check if the request was successful and print the list
if result['success']:
print("List of Backtests:")
print(result)
### Export Orders
# Download the orders of the backtest as a CSV file
payload = {
"backtestId": backtest_id # ID of the backtest
}
response = post(f'{BASE_URL}/backtests/export/orders', headers=get_headers(), json=payload)
with open(f'orders-{backtest_id}.csv', 'w', newline='') as file:
file.write(response.text)
### Export Trades
# Download the closed trades of the backtest as a CSV file
payload = {
"backtestId": backtest_id # ID of the backtest
}
response = post(f'{BASE_URL}/backtests/export/trades', headers=get_headers(), json=payload)
with open(f'trades-{backtest_id}.csv', 'w', newline='') as file:
file.write(response.text)