Optimization Management

List Optimization

Introduction

List all the optimizations for a project.

Request

Project ID we'd like to get a list of optimizations for. The /optimizations/list API accepts requests in the following format:

ListOptimizationRequest Model - Project ID we'd like to get a list of optimizations for.
projectId integer
Project ID we'd like to get a list of optimizations for.
Example 
{
  "projectId": 0
}

Responses

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

200 Success

ListOptimizationResponse Model - Response received when listing optimizations of a project.
optimizations CreateOptimizationResponse Array
Collection of summarized optimization objects.
success boolean
Indicate if the API request was successful.
errors string Array
List of errors with the API call.
Example 
{
  "optimizations": [
    {
      "optimizationId": "string",
      "projectId": "string",
      "name": "string",
      "status": "New",
      "nodeType": "O2-8",
      "criterion": {
        "target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
        "extremum": "max or min",
        "targetValue": 1
      },
      "created": "2021-11-26T15:18:27.693Z",
      "psr": 0,
      "sharpeRatio": 0,
      "trades": 0,
      "cloneId": 0,
      "outOfSampleDays": 0,
      "outOfSampleMaxEndDate": "2021-11-26T15:18:27.693Z",
      "parameters": [
        "object"
      ]
    }
  ],
  "success": true,
  "errors": [
    "string"
  ]
}
CreateOptimizationResponse Model - Response received when launching an optimization job.
optimizationId string
Optimization ID.
projectId string
Project ID of the project the optimization belongs to.
name string
Name of the optimization.
status string Enum
Status of the optimization. Options : ['New', 'Aborted', 'Running', 'Completed']
nodeType string Enum
example: O2-8
Optimization node type. Options : ['O2-8', 'O4-12', 'O8-16']
criterion OptimizationTarget object
/.
created string($date-time)
Date when this optimization was created.
psr number
Price-sales ratio stastic.
sharpeRatio number
Sharpe ratio statistic.
trades integer
Number of trades.
cloneId integer
ID of project, were this current project was originally cloned.
outOfSampleDays integer
Number of days of out of sample days.
outOfSampleMaxEndDate string($date-time)
End date of out of sample data.
parameters object Array
Parameters used in this optimization.
Example 
{
  "optimizationId": "string",
  "projectId": "string",
  "name": "string",
  "status": "New",
  "nodeType": "O2-8",
  "criterion": {
    "target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
    "extremum": "max or min",
    "targetValue": 1
  },
  "created": "2021-11-26T15:18:27.693Z",
  "psr": 0,
  "sharpeRatio": 0,
  "trades": 0,
  "cloneId": 0,
  "outOfSampleDays": 0,
  "outOfSampleMaxEndDate": "2021-11-26T15:18:27.693Z",
  "parameters": [
    "object"
  ]
}
OptimizationTarget Model
target string
example: TotalPerformance.PortfolioStatistics.SharpeRatio
Property we want to track.
extremum string
example: max or min
Defines the direction of optimization.
targetValue float
example: 1
The value of the property we want to track.
Example 
{
  "target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
  "extremum": "max or min",
  "targetValue": 1
}

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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