Data Issues

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())

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


### List Data Issues
# Send a POST request to the /community/data-library/issues/list endpoint to find open issues for SPY minute data
response = post(f'{BASE_URL}/community/data-library/issues/list', headers=get_headers(), json={
    "status": "open",        # open or closed
    "start": 0,              # Index of the first issue to return
    "end": 20,               # Index after the last issue to return
    "ticker": "SPY",         # Exact ticker match, not case-sensitive
    "resolution": "Minute"   # Optional. Also filter by security, market, or resolution
})
# Parse the JSON response into python managable dict
result = response.json()
# Keep the open issues that already cover SPY minute data
existing = result.get('results', [])
# Check if the request was successful and print the issues
if result['success']:
    print("Open Data Issues:")
    print(result)

### List Backtests
# Send a POST request to the /backtests/list endpoint to find a backtest that shows the issue
project_id = 12345678  # Replace with the Id of your project
response = post(f'{BASE_URL}/backtests/list', headers=get_headers(), json={
    "projectId": project_id,
    "includeStatistics": False
})
# Parse the JSON response into python managable dict
result = response.json()
# Pick the first backtest of the project to attach to the issue
backtest_id = result['backtests'][0]['backtestId'] if result.get('backtests') else None

### Create Data Issue (only when no open issue covers it)
if not existing:
    # Send a POST request to the /community/data-library/issues/create endpoint to report the issue
    response = post(f'{BASE_URL}/community/data-library/issues/create', headers=get_headers(), json={
        "ticker": "SPY",
        "security": "Equity",
        "market": "USA",
        "resolution": "Minute",
        "from-date": "2024-08-01",
        "to-date": "2024-08-01",
        "from-time": "09:30",                 # Minute data over less than 7 days needs times
        "to-time": "16:00",
        "missing-points": "Missing Points",  # At least one issue type
        "content": "SPY minute bars are missing on 2024-08-01 between 09:30 and 16:00.",
        "select-project": project_id,         # Optional. Project that shows the issue
        "select-backtest": backtest_id        # Optional. Backtest of that project
    })
    # Parse the JSON response into python managable dict
    result = response.json()
    # Check if the request was successful and print the link to the issue
    if result['success']:
        print(f"https://www.quantconnect.com/datasets/issue/{result['discussionId']}")