Read Backtest
Insights
Request
Fetch the insights of a backtest for the project Id, backtest Id and steps provided. The /backtests/read/insights API accepts requests in the following format:
ReadBacktestInsightsRequest Model - Request to read insights from a backtest. | |
|---|---|
| start | integer Starting index of the insights to be fetched. Required if end > 100. |
| end | integer Last index of the insights to be fetched. Note that end - start must be less than 100. |
| projectId | integer Id of the project from which to read the backtest. |
| backtestId | string Id of the backtest from which to read the insights. |
| Example |
{
"start": 0,
"end": 100,
"projectId": 23456789,
"backtestId": "26c7bb06b8487cff1c7b3c44652b30f1"
}
|
Responses
The /backtests/read/insights API provides a response in the following format:
200 Success
BacktestInsightsResponse Model - Contains insights and the number of insights of the backtest in the request criteria. | |
|---|---|
| insights | Insight Array Collection of insights. |
| length | integer Total number of returned insights. |
| success | boolean Indicate if the API request was successful. |
| Example |
{
"insights": [
{
"id": "string",
"groupId": "string",
"sourceModel": "string",
"generatedTime": "string",
"createdTime": 0,
"closeTime": 0,
"symbol": "string",
"ticker": "string",
"type": "price",
"reference": "string",
"referenceValueFinal": "string",
"direction": "down",
"period": 0,
"magnitude": 0,
"confidence": 0,
"weight": 0,
"scoreIsFinal": true,
"scoreDirection": 0,
"scoreMagnitude": 0,
"estimatedValue": 0,
"tag": "2021-11-26T15:18:27.693Z"
}
],
"length": 0,
"success": true
}
|
Insight Model - Insight struct for emitting new prediction. | |
|---|---|
| id | string Insight ID. |
| groupId | string ID of the group of insights. |
| sourceModel | string Name of the model that sourced the insight. |
| generatedTime | string Gets the utc unixtime this insight was generated. |
| createdTime | number Gets the utc unixtime this insight was created. |
| closeTime | number Gets the utc unixtime this insight was closed. |
| symbol | string Gets the symbol ID this insight is for. |
| ticker | string Gets the symbol ticker this insight is for. |
| type | string Enum Gets the type of insight, for example, price or volatility. Options : ['price', 'volatility'] |
| reference | string Gets the initial reference value this insight is predicting against. |
| referenceValueFinal | string Gets the final reference value, used for scoring, this insight is predicting against. |
| direction | string Enum Gets the predicted direction, down, flat or up. Options : ['down', 'flat', 'up'] |
| period | number Gets the period, in seconds, over which this insight is expected to come to fruition. |
| magnitude | number Gets the predicted percent change in the insight type (price/volatility). This value can be null. |
| confidence | number Gets the confidence in this insight. This value can be null. |
| weight | number Gets the portfolio weight of this insight. This value can be null. |
| scoreIsFinal | boolean Gets whether or not this is the insight's final score. |
| scoreDirection | number Gets the direction score. |
| scoreMagnitude | number Gets the magnitude score. |
| estimatedValue | number Gets the estimated value of this insight in the account currency. |
| tag | string($float) The insight's tag containing additional information. |
| Example |
{
"id": "string",
"groupId": "string",
"sourceModel": "string",
"generatedTime": "string",
"createdTime": 0,
"closeTime": 0,
"symbol": "string",
"ticker": "string",
"type": "price",
"reference": "string",
"referenceValueFinal": "string",
"direction": "down",
"period": 0,
"magnitude": 0,
"confidence": 0,
"weight": 0,
"scoreIsFinal": true,
"scoreDirection": 0,
"scoreMagnitude": 0,
"estimatedValue": 0,
"tag": "2021-11-26T15:18:27.693Z"
}
|
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)
### 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)