/// <summary>
/// Create a new backtest request and get the id.
/// </summary>
/// <param name="projectId">Id for the project to backtest</param>
/// <param name="compileId">Compile id for the project</param>
/// <param name="backtestName">Name for the new backtest</param>
/// <returns><see cref="Backtest"/>t</returns>
public Backtest CreateBacktest(int projectId, string compileId, string backtestName)
{
var request = new RestRequest("backtests/create", Method.POST)
{
RequestFormat = DataFormat.Json
};
request.AddParameter("application/json", JsonConvert.SerializeObject(new
{
projectId,
compileId,
backtestName
}), ParameterType.RequestBody);
BacktestResponseWrapper result;
ApiConnection.TryRequest(request, out result);
// Use API Response values for Backtest Values
result.Backtest.Success = result.Success;
result.Backtest.Errors = result.Errors;
// Return only the backtest object
return(result.Backtest);
}
/// <summary>
/// Will get the prices for requested symbols
/// </summary>
/// <param name="symbols">Symbols for which the price is requested</param>
/// <returns><see cref="Prices"/></returns>
public PricesList ReadPrices(IEnumerable <Symbol> symbols)
{
var symbolByID = new Dictionary <string, Symbol>();
foreach (var symbol in symbols)
{
symbolByID[symbol.ID.ToString()] = symbol;
}
var request = new RestRequest("prices", Method.POST);
var symbolsToRequest = string.Join(",", symbolByID.Keys);
request.AddParameter("symbols", symbolsToRequest);
PricesList pricesList;
if (ApiConnection.TryRequest(request, out pricesList))
{
foreach (var price in pricesList.Prices)
{
price.Symbol = symbolByID[price.SymbolID];
}
}
return(pricesList);
}
/// <summary>
/// Create a live algorithm.
/// </summary>
/// <param name="projectId">Id of the project on QuantConnect</param>
/// <param name="compileId">Id of the compilation on QuantConnect</param>
/// <param name="nodeId">Id of the node that will run the algorithm</param>
/// <param name="baseLiveAlgorithmSettings">Brokerage specific <see cref="BaseLiveAlgorithmSettings">BaseLiveAlgorithmSettings</see>.</param>
/// <param name="versionId">The version of the Lean used to run the algorithm.
/// -1 is master, however, sometimes this can create problems with live deployments.
/// If you experience problems using, try specifying the version of Lean you would like to use.</param>
/// <returns>Information regarding the new algorithm <see cref="LiveAlgorithm"/></returns>
public LiveAlgorithm CreateLiveAlgorithm(int projectId,
string compileId,
string nodeId,
BaseLiveAlgorithmSettings baseLiveAlgorithmSettings,
string versionId = "-1")
{
var request = new RestRequest("live/create", Method.POST)
{
RequestFormat = DataFormat.Json
};
request.AddParameter("application/json", JsonConvert.SerializeObject(
new LiveAlgorithmApiSettingsWrapper
(projectId,
compileId,
nodeId,
baseLiveAlgorithmSettings,
versionId)
), ParameterType.RequestBody);
LiveAlgorithm result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Get a list of live running algorithms for user
/// </summary>
/// <param name="status">Filter the statuses of the algorithms returned from the api</param>
/// <param name="startTime">Earliest launched time of the algorithms returned by the Api</param>
/// <param name="endTime">Latest launched time of the algorithms returned by the Api</param>
/// <returns><see cref="LiveList"/></returns>
public LiveList ListLiveAlgorithms(AlgorithmStatus?status = null,
DateTime?startTime = null,
DateTime?endTime = null)
{
// Only the following statuses are supported by the Api
if (status.HasValue &&
status != AlgorithmStatus.Running &&
status != AlgorithmStatus.RuntimeError &&
status != AlgorithmStatus.Stopped &&
status != AlgorithmStatus.Liquidated)
{
throw new ArgumentException(
"The Api only supports Algorithm Statuses of Running, Stopped, RuntimeError and Liquidated");
}
var request = new RestRequest("live/read", Method.GET);
if (status.HasValue)
{
request.AddParameter("status", status.ToString());
}
var epochStartTime = startTime == null ? 0 : Time.DateTimeToUnixTimeStamp(startTime.Value);
var epochEndTime = endTime == null?Time.DateTimeToUnixTimeStamp(DateTime.UtcNow) : Time.DateTimeToUnixTimeStamp(endTime.Value);
request.AddParameter("start", epochStartTime);
request.AddParameter("end", epochEndTime);
LiveList result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// List details of all projects
/// </summary>
/// <returns><see cref="ProjectResponse"/> that contains information regarding the project</returns>
public ProjectResponse ListProjects()
{
var request = new RestRequest("projects/read", Method.GET);
request.RequestFormat = DataFormat.Json;
ProjectResponse result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// List all the backtests for a project
/// </summary>
/// <param name="projectId">Project id we'd like to get a list of backtest for</param>
/// <returns><see cref="BacktestList"/></returns>
public BacktestList ListBacktests(int projectId)
{
var request = new RestRequest("backtests/read", Method.GET);
request.AddParameter("projectId", projectId);
BacktestList result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Read all files in a project
/// </summary>
/// <param name="projectId">Project id to which the file belongs</param>
/// <returns><see cref="ProjectFilesResponse"/> that includes the information about all files in the project</returns>
public ProjectFilesResponse ReadProjectFiles(int projectId)
{
var request = new RestRequest("files/read", Method.GET);
request.AddParameter("projectId", projectId);
ProjectFilesResponse result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Read out a live algorithm in the project id specified.
/// </summary>
/// <param name="projectId">Project id to read</param>
/// <param name="deployId">Specific instance id to read</param>
/// <returns><see cref="LiveAlgorithmResults"/></returns>
public LiveAlgorithmResults ReadLiveAlgorithm(int projectId, string deployId)
{
var request = new RestRequest("live/read", Method.GET);
request.AddParameter("projectId", projectId);
request.AddParameter("deployId", deployId);
LiveAlgorithmResults result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Stop a live algorithm from the specified project and deployId.
/// </summary>
/// <param name="projectId">Project for the live instance we want to stop</param>
/// <returns><see cref="RestResponse"/></returns>
public RestResponse StopLiveAlgorithm(int projectId)
{
var request = new RestRequest("live/update/stop", Method.POST);
request.RequestFormat = DataFormat.Json;
request.AddParameter("projectId", projectId);
RestResponse result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Get details about a single project
/// </summary>
/// <param name="projectId">Id of the project</param>
/// <returns><see cref="ProjectResponse"/> that contains information regarding the project</returns>
public ProjectResponse ReadProject(int projectId)
{
var request = new RestRequest("projects/read", Method.GET);
request.RequestFormat = DataFormat.Json;
request.AddParameter("projectId", projectId);
ProjectResponse result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Create a new backtest request and get the id.
/// </summary>
/// <param name="projectId">Id for the project to backtest</param>
/// <param name="compileId">Compile id for the project</param>
/// <param name="backtestName">Name for the new backtest</param>
/// <returns><see cref="Backtest"/>t</returns>
public Backtest CreateBacktest(int projectId, string compileId, string backtestName)
{
var request = new RestRequest("backtests/create", Method.POST);
request.AddParameter("projectId", projectId);
request.AddParameter("compileId", compileId);
request.AddParameter("backtestName", backtestName);
Backtest result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Read a compile packet job result.
/// </summary>
/// <param name="projectId">Project id we sent for compile</param>
/// <param name="compileId">Compile id return from the creation request</param>
/// <returns><see cref="Compile"/></returns>
public Compile ReadCompile(int projectId, string compileId)
{
var request = new RestRequest("compile/read", Method.GET);
request.RequestFormat = DataFormat.Json;
request.AddParameter("projectId", projectId);
request.AddParameter("compileId", compileId);
Compile result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Reads the nodes associated with the organization, creating a
/// <see cref="NodeList"/> for the response
/// </summary>
/// <param name="organizationId">ID of the organization</param>
/// <returns><see cref="NodeList"/> containing Backtest, Research, and Live Nodes</returns>
public NodeList ReadNodes(string organizationId)
{
var request = new RestRequest("nodes/read", Method.POST);
request.RequestFormat = DataFormat.Json;
request.AddParameter("organizationId", organizationId);
NodeList result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Delete a file in a project
/// </summary>
/// <param name="projectId">Project id to which the file belongs</param>
/// <param name="name">The name of the file that should be deleted</param>
/// <returns><see cref="ProjectFilesResponse"/> that includes the information about all files in the project</returns>
public RestResponse DeleteProjectFile(int projectId, string name)
{
var request = new RestRequest("files/delete", Method.POST);
request.AddParameter("projectId", projectId);
request.AddParameter("name", name);
RestResponse result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Delete a backtest from the specified project and backtestId.
/// </summary>
/// <param name="projectId">Project for the backtest we want to delete</param>
/// <param name="backtestId">Backtest id we want to delete</param>
/// <returns><see cref="RestResponse"/></returns>
public RestResponse DeleteBacktest(int projectId, string backtestId)
{
var request = new RestRequest("backtests/delete", Method.POST);
request.RequestFormat = DataFormat.Json;
request.AddParameter("backtestId", backtestId);
request.AddParameter("projectId", projectId);
RestResponse result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Will get the prices for requested symbols
/// </summary>
/// <param name="symbols">Symbols for which the price is requested</param>
/// <returns><see cref="Prices"/></returns>
public PricesList ReadPrices(IEnumerable <Symbol> symbols)
{
var request = new RestRequest("prices", Method.POST);
var symbolsToRequest = string.Join(",", symbols.Select(x => x.ID.ToString()));
request.AddParameter("symbols", symbolsToRequest);
PricesList pricesList;
ApiConnection.TryRequest(request, out pricesList);
return(pricesList);
}
/// <summary>
/// Read out the report of a backtest in the project id specified.
/// </summary>
/// <param name="projectId">Project id to read</param>
/// <param name="backtestId">Specific backtest id to read</param>
/// <returns><see cref="BacktestReport"/></returns>
public BacktestReport ReadBacktestReport(int projectId, string backtestId)
{
var request = new RestRequest("backtests/read/report", Method.POST);
request.AddParameter("backtestId", backtestId);
request.AddParameter("projectId", projectId);
BacktestReport report;
ApiConnection.TryRequest(request, out report);
return(report);
}
/// <summary>
/// Stop a running node in a organization
/// </summary>
/// <param name="nodeId">The node ID of the node you want to stop</param>
/// <param name="organizationId">ID of the organization</param>
/// <returns><see cref="RestResponse"/> containing success response and errors</returns>
public RestResponse StopNode(string nodeId, string organizationId)
{
var request = new RestRequest("nodes/stop", Method.POST);
request.RequestFormat = DataFormat.Json;
request.AddParameter("nodeId", nodeId);
request.AddParameter("organizationId", organizationId);
RestResponse result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Create a new compile job request for this project id.
/// </summary>
/// <param name="projectId">Project id we wish to compile.</param>
/// <returns>Compile object result</returns>
public Compile CreateCompile(int projectId)
{
var request = new RestRequest("compile/create", Method.POST);
request.AddParameter("application/json", JsonConvert.SerializeObject(new
{
projectId = projectId
}), ParameterType.RequestBody);
Compile result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Update the contents of a file
/// </summary>
/// <param name="projectId">Project id to which the file belongs</param>
/// <param name="fileName">The name of the file that should be updated</param>
/// <param name="newFileContents">The new contents of the file</param>
/// <returns><see cref="RestResponse"/> indicating success</returns>
public RestResponse UpdateProjectFileContent(int projectId, string fileName, string newFileContents)
{
var request = new RestRequest("files/update", Method.POST);
request.AddParameter("projectId", projectId);
request.AddParameter("name", fileName);
request.AddParameter("content", newFileContents);
RestResponse result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Add a file to a project
/// </summary>
/// <param name="projectId">The project to which the file should be added</param>
/// <param name="name">The name of the new file</param>
/// <param name="content">The content of the new file</param>
/// <returns><see cref="ProjectFilesResponse"/> that includes information about the newly created file</returns>
public ProjectFilesResponse AddProjectFile(int projectId, string name, string content)
{
var request = new RestRequest("files/create", Method.POST);
request.AddParameter("projectId", projectId);
request.AddParameter("name", name);
request.AddParameter("content", content);
ProjectFilesResponse result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Delete a project
/// </summary>
/// <param name="projectId">Project id we own and wish to delete</param>
/// <returns>RestResponse indicating success</returns>
public RestResponse DeleteProject(int projectId)
{
var request = new RestRequest("projects/delete", Method.POST);
request.RequestFormat = DataFormat.Json;
request.AddParameter("application/json", JsonConvert.SerializeObject(new
{
projectId = projectId
}), ParameterType.RequestBody);
RestResponse result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Create a new node in the organization, node configuration is defined by the
/// <see cref="SKU"/>
/// </summary>
/// <param name="name">The name of the new node</param>
/// <param name="organizationId">ID of the organization</param>
/// <param name="sku"><see cref="SKU"/> Object representing configuration</param>
/// <returns>Returns <see cref="CreatedNode"/> which contains API response and
/// <see cref="Node"/></returns>
public CreatedNode CreateNode(string name, string organizationId, SKU sku)
{
var request = new RestRequest("nodes/create", Method.POST);
request.AddParameter("name", name);
request.AddParameter("organizationId", organizationId);
request.AddParameter("sku", sku.ToString());
CreatedNode result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Gets the link to the downloadable data.
/// </summary>
/// <param name="symbol">Symbol of security of which data will be requested.</param>
/// <param name="resolution">Resolution of data requested.</param>
/// <param name="date">Date of the data requested.</param>
/// <returns><see cref="Link"/> to the downloadable data.</returns>
public Link ReadDataLink(Symbol symbol, Resolution resolution, DateTime date)
{
var request = new RestRequest("data/read", Method.GET);
request.AddParameter("format", "link");
request.AddParameter("ticker", symbol.Value.ToLower());
request.AddParameter("type", symbol.ID.SecurityType.ToLower());
request.AddParameter("market", symbol.ID.Market);
request.AddParameter("resolution", resolution);
request.AddParameter("date", date.ToString("yyyyMMdd"));
Link result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Create a project with the specified name and language via QuantConnect.com API
/// </summary>
/// <param name="name">Project name</param>
/// <param name="language">Programming language to use</param>
/// <returns>Project object from the API.</returns>
public ProjectResponse CreateProject(string name, Language language)
{
var request = new RestRequest("projects/create", Method.POST);
request.RequestFormat = DataFormat.Json;
request.AddParameter("application/json", JsonConvert.SerializeObject(new
{
name = name,
language = language
}), ParameterType.RequestBody);
ProjectResponse result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Read all files in a project
/// </summary>
/// <param name="projectId">Project id to which the file belongs</param>
/// <returns><see cref="ProjectFilesResponse"/> that includes the information about all files in the project</returns>
public ProjectFilesResponse ReadProjectFiles(int projectId)
{
var request = new RestRequest("files/read", Method.POST)
{
RequestFormat = DataFormat.Json
};
request.AddParameter("application/json", JsonConvert.SerializeObject(new
{
projectId
}), ParameterType.RequestBody);
ProjectFilesResponse result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// List all the backtests for a project
/// </summary>
/// <param name="projectId">Project id we'd like to get a list of backtest for</param>
/// <returns><see cref="BacktestList"/></returns>
public BacktestList ListBacktests(int projectId)
{
var request = new RestRequest("backtests/read", Method.POST)
{
RequestFormat = DataFormat.Json
};
request.AddParameter("application/json", JsonConvert.SerializeObject(new
{
projectId,
}), ParameterType.RequestBody);
BacktestList result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Stop a live algorithm from the specified project and deployId.
/// </summary>
/// <param name="projectId">Project for the live instance we want to stop</param>
/// <returns><see cref="RestResponse"/></returns>
public RestResponse StopLiveAlgorithm(int projectId)
{
var request = new RestRequest("live/update/stop", Method.POST)
{
RequestFormat = DataFormat.Json
};
request.AddParameter("application/json", JsonConvert.SerializeObject(new
{
projectId
}), ParameterType.RequestBody);
RestResponse result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Reads the nodes associated with the organization, creating a
/// <see cref="NodeList"/> for the response
/// </summary>
/// <param name="organizationId">ID of the organization</param>
/// <returns><see cref="NodeList"/> containing Backtest, Research, and Live Nodes</returns>
public NodeList ReadNodes(string organizationId)
{
var request = new RestRequest("nodes/read", Method.POST)
{
RequestFormat = DataFormat.Json
};
request.AddParameter("application/json", JsonConvert.SerializeObject(new
{
organizationId,
}), ParameterType.RequestBody);
NodeList result;
ApiConnection.TryRequest(request, out result);
return(result);
}
/// <summary>
/// Update a backtest name
/// </summary>
/// <param name="projectId">Project for the backtest we want to update</param>
/// <param name="backtestId">Backtest id we want to update</param>
/// <param name="name">Name we'd like to assign to the backtest</param>
/// <param name="note">Note attached to the backtest</param>
/// <returns><see cref="RestResponse"/></returns>
public RestResponse UpdateBacktest(int projectId, string backtestId, string name = "", string note = "")
{
var request = new RestRequest("backtests/update", Method.POST);
request.RequestFormat = DataFormat.Json;
request.AddParameter("application/json", JsonConvert.SerializeObject(new
{
projectId = projectId,
backtestId = backtestId,
name = name,
note = note
}), ParameterType.RequestBody);
Backtest result;
ApiConnection.TryRequest(request, out result);
return(result);
}