Optimization Management

Estimate Optimization Cost

Introduction

Estimate the cost of an optimization with the specified parameters.

Request

Project, compile and optimization parameters for estimating the cost of an optimization job. The /optimizations/estimate API accepts requests in the following format:

EstimateOptimizationRequest Model - Request to estimate the cost of an optimization job.
projectId integer
Project ID of the project the optimization belongs to.
name string
Name of the optimization.
target string
Target of the optimization.
targetTo string
example: max or min
Target extremum of the optimization.
targetValue float
Optimization target value.
strategy string
example: QuantConnect.Optimizer.Strategies.GridSearchOptimizationStrategy
Optimization strategy.
compileId string
Optimization compile ID.
parameters OptimizationParameter Array
Optimization parameters.
constraints OptimizationConstraint Array
Optimization constraints.
Example 
{
  "projectId": 0,
  "name": "string",
  "target": "string",
  "targetTo": "max or min",
  "targetValue": ,
  "strategy": "QuantConnect.Optimizer.Strategies.GridSearchOptimizationStrategy",
  "compileId": "string",
  "parameters": [
    {
      "name": "rsi_period",
      "min": 10,
      "max": 20,
      "step": 1,
      "minStep": 1
    }
  ],
  "constraints": [
    {
      "target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
      "operator": "greater",
      "targetValue": 1
    }
  ]
}
OptimizationParameter Model
name string
example: rsi_period
Name of optimization parameter.
min float
example: 10
Minimum value of optimization parameter, applicable for boundary conditions.
max float
example: 20
Maximum value of optimization parameter, applicable for boundary conditions.
step float
example: 1
Movement, should be positive.
minStep float
example: 1
Minimal possible movement for current parameter, should be positive. Used by Strategies.EulerSearchOptimizationStrategy to determine when this parameter can no longer be optimized.
Example 
{
  "name": "rsi_period",
  "min": 10,
  "max": 20,
  "step": 1,
  "minStep": 1
}
OptimizationConstraint Model
target string
example: TotalPerformance.PortfolioStatistics.SharpeRatio
Property we want to track.
operator string
example: greater
The target comparison operation.
targetValue float
example: 1
The value of the property we want to track.
Example 
{
  "target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
  "operator": "greater",
  "targetValue": 1
}

Responses

The /optimizations/estimate API provides a response in the following format:

200 Success

EstimateOptimizationResponse Model - Response received when estimating the cost of an optimization.
estimate Estimate object
Response received when estimating the cost of an optimization.
success boolean
Indicate if the API request was successful.
errors string Array
List of errors with the API call.
Example 
{
  "estimate": {
    "estimateId": "string",
    "time": 60,
    "balance": 10
  },
  "success": true,
  "errors": [
    "string"
  ]
}
Estimate Model - Response received when estimating the cost of an optimization.
estimateId string
Estimate Id.
time integer
example: 60
Estimate time in seconds.
balance integer
example: 10
Estimate balance in QCC.
Example 
{
  "estimateId": "string",
  "time": 60,
  "balance": 10
}

401 Authentication Error

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