QuantConnect-Platform-2.0.0.yaml

openapi: 3.0.0
info:
  description: "QuantConnect Platform API controls creating, updating and deleting projects, files, backtests and live algorithms. Automate the updating and backtesting of your strategies, or build tools to fast track your development."
  version: 2.0.0
  title: QuantConnect Platform API v2.0
  termsOfService: 'https://www.quantconnect.com/terms'
  contact: 
    name: QuantConnect
    email: contact@quantconnect.com
  license:
    name: License For Use Granted Under QuantConnect Terms of Service.

servers: 
  - url: 'https://www.quantconnect.com/api/v2'
    description: 'Primary REST Endpoint'

#
# Authentication is base64 encoding of {userId}:sha256{token:unixtimestamp}
# Timestamp must be within the last 20 seconds.
#
security:
  - nonceTokenAuth: []
    
#
# URL Paths for API
#
paths:

  # Create a new project or return error
  '/projects/create':
    post:
      summary: 'Create a project with the specified name and language. If the project already exists return false with exception details in the errors array.'
      tags: 
        - Project Management
      requestBody:
        description: 'Name and language of the project to create.'
        required: True
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/CreateProjectRequest'
      responses:
        '200':
          $ref: '#/components/responses/ProjectListResponse'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Read details about a single project, or list details of all projects.
  '/projects/read':
    post:
      summary: 'If a ReadProjectRequest is passed, get details about that single project. If no request body is passed, list details of all projects.'
      tags: 
        - Project Management
      requestBody:
        description: 'The projectId for the project to read, or nothing to get a list of all projects.'
        required: False
        content:
          application/json:
            schema:
                $ref: '#/components/schemas/ReadProjectRequest'
      responses:
        '200':
          $ref: '#/components/responses/ProjectListResponse'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Update a project name or details
  '/projects/update':
    post:
      summary: 'Update a project name, description or parameters.'
      tags:
        - Project Management
      requestBody:
        required: True
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/UpdateProjectRequest'
      responses:
        '200':
          $ref: '#/components/responses/RestResponse'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Delete a specific project
  '/projects/delete':
    post:
      summary: 'Delete a project.'
      tags: 
        - Project Management
      requestBody: 
        required: True
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/DeleteProjectRequest'
      responses:
        '200':
          $ref: '#/components/responses/RestResponse'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Add a file to a project.
  '/files/create':
    post:
      summary: 'Add a file to given project.'
      tags: 
        - File Management
      requestBody:
        description: 'Project, file name and file content to create'
        required: True
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/CreateProjectFileRequest'
      responses:
        '200':
          $ref: '#/components/responses/ProjectFilesResponse' 
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Read one file or multiple files in a project.
  '/files/read':
    post:
      summary: 'If a ReadSingleFileRequest is passed, reads that file from the project. If a ReadAllFilesRequest is passed, reads all files in the project.'
      tags: 
        - File Management
      requestBody:
        description: 'An array list of files from the project requested.'
        required: True
        content:
          application/json:
            schema: 
              $ref: '#/components/schemas/ReadFilesRequest'
      responses:
        '200':
          $ref: '#/components/responses/ProjectFilesResponse'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Update the name of a file, or update the contents of a file.
  '/files/update':
    post:
      summary: 'If an UpdateProjectFileNameRequest is passed, update the name of a file. If a UpdateProjectFileContentsRequest is passed, update the contents of a file.'
      tags: 
        - File Management
      requestBody:
        description: 'Information about the file to update along with the new properties to set.'
        required: True
        content:
          application/json:
            schema:
              oneOf:
                - $ref: '#/components/schemas/UpdateFileNameRequest'
                - $ref: '#/components/schemas/UpdateFileContentsRequest'
      responses:
        '200':
          $ref: '#/components/responses/RestResponse'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Delete a file in a project.
  '/files/delete':
    post:
      summary: 'Delete a file in a project'
      tags: 
        - File Management
      requestBody:
        description: 'Project Id and filename to specify the file for deletion.'
        required: True
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/DeleteFileRequest'
      responses:
        '200':
          $ref: '#/components/responses/RestResponse'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Create a new compile job request for a project
  '/compile/create':
    post:
      summary: 'Asynchronously create a compile job request for a project'
      tags: 
        - Compiling Code
      requestBody:
        description: 'Project Id specifying project to build.'
        required: True
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/CreateCompileRequest'
      responses:
        '200':
          $ref: '#/components/responses/CompileResponse'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Read a compile packet job result
  '/compile/read':
    post:
      summary: 'Read a compile packet job result.'
      tags: 
        - Compiling Code
      requestBody:
        description: 'Read a compile result for a specific Project Id and Compile Id.'
        required: True
        content:
          application/json:
            schema:
                $ref: '#/components/schemas/ReadCompileRequest'
      responses:
        '200':
          $ref: '#/components/responses/CompileResponse' 
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Create a new backtest request and get the id
  '/backtests/create':
    post:
      summary: 'Create a new backtest request and get the backtest Id.'
      tags: 
        - Backtest Management
      requestBody:
        description: 'Create a new backtest given a project Id and compile Id.'
        required: True
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/CreateBacktestRequest'
      responses:
        '200':
          $ref: '#/components/responses/BacktestResponse' 
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Read one or multiple backtests from the project
  '/backtests/read':
    post:
      summary: 'If a backtest id is provided, read out that backtest from the project, otherwise list all the backtests for the project.'
      tags: 
        - Backtest Management
      requestBody:
        description: 'Fetch the results for the project Id and backtest Id provided.'
        required: True
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/ReadBacktestRequest'
      responses:
        '200':
          description: OK
          content:
            application/json:
              schema:
                oneOf:
                  - $ref: '#/components/responses/BacktestResponse'
                  - $ref: '#/components/responses/BacktestList'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Read out the report of a backtest
  '/backtests/read/report':
    post:
      summary: 'Read out the report of a backtest in the project id specified'
      tags: 
        - Backtest Management
      requestBody:
        description: 'A JSON object containing info about the project to delete.'
        required: True
        content:
          application/json:
            schema:
                $ref: '#/components/schemas/BacktestReportRequest'
      responses:
        '200':
          description: OK
          content:
            application/json:
              schema:
                oneOf:
                  - $ref: '#/components/responses/BacktestReport'
                  - $ref: '#/components/responses/RequestFailedError'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Update a backtest name
  '/backtests/update':
    post:
      summary: 'Update a backtest name or note'
      tags: 
        - Backtest Management
      requestBody:
        description: 'A JSON object containing info about the backtest and new name.'
        required: True
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/UpdateBacktestRequest'
      responses:
        '200':
          $ref: '#/components/responses/RestResponse' 
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Delete a backtest
  '/backtests/delete':
    post:
      summary: 'Delete a backtest from the specified project and backtestId'
      tags: 
        - Backtest Management
      requestBody:
        description: 'Information required to delete the backtest.'
        required: True
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/DeleteBacktestRequest'
      responses:
        '200':
          $ref: '#/components/responses/RestResponse'
        '401':
          $ref: '#/components/responses/UnauthorizedError'


  # Create a live Algorithm
  '/live/create':
    post:
      summary: 'Create a live algorithm'
      tags: 
        - Live Management
      requestBody:
        description: 'Project, compile and brokerage login information for deploying a live algorithm.'
        required: True
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/CreateLiveAlgorithmRequest'
      responses:
        '200':
          $ref: '#/components/responses/LiveAlgorithm'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Read out a live algorithm or get a list of live running algorithms
  '/live/read':
    post:
      summary: 'If a ReadLiveAlgorithmRequest is provided details on a live algorithm are returned. If a ListLiveAlgorithmsRequest is passed get a list of live running algorithms.'
      tags: 
        - Live Management
      requestBody:
        description: 'Dynamic arguement to specify whether seeking single project or list response.'
        required: True
        content:
          application/json:
            schema:
              oneOf:
                - $ref: '#/components/schemas/ReadLiveAlgorithmRequest'
                - $ref: '#/components/schemas/ListLiveAlgorithmsRequest'
      responses:
        '200':
          description: OK
          content:
            application/json:
              schema:
                oneOf:
                  - $ref: '#/components/responses/LiveAlgorithmResults'
                  - $ref: '#/components/responses/LiveList'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Liquidate a live algorithm from a project
  '/live/update/liquidate':
    post:
      summary: 'Liquidate a live algorithm from the specified project and deployId.'
      tags: 
        - Live Management
      requestBody:
        description: 'Information about the live algorithm to liquidate.'
        required: True
        content:
          application/json:
            schema:
                $ref: '#/components/schemas/LiquidateLiveAlgorithmRequest'
      responses:
        '200':
          $ref: '#/components/responses/RestResponse' 
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Stop a live algorithm
  '/live/update/stop':
    post:
      summary: 'Stop a live algorithm from the specified project and deployId.'
      tags: 
        - Live Management
      requestBody:
        description: 'Information about the project to delete.'
        required: True
        content:
          application/json:
            schema:
                $ref: '#/components/schemas/StopLiveAlgorithmRequest'
      responses:
        '200':
          $ref: '#/components/responses/RestResponse' 
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Get the logs of a specific live algorithm
  '/live/read/log':
    post:
      summary: 'Get the logs of a specific live algorithm.'
      tags: 
        - Live Management
      requestBody:
        description: 'Information about the algorithm to read live logs from.'
        required: True
        content:
          application/json:
            schema:
                $ref: '#/components/schemas/ReadLiveLogsRequest'
      responses:
        '200':
          $ref: '#/components/responses/ReadLiveLogsResponse'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

  # Get the link to downloadable data
  '/data/read':
    post:
      summary: 'Get the link to the downloadable data.'
      tags: 
        - Downloading Data
      requestBody:
        required: True
        content:
          application/json:
            schema:
                $ref: '#/components/schemas/DataDownloadRequest'
      responses:
        '200':
          $ref: '#/components/responses/ReadDataLinkResponse'
        '401':
          $ref: '#/components/responses/UnauthorizedError'

          
# Model Definitions
components:
  # Base API Security -> 
  securitySchemes:
    nonceTokenAuth:
      description: 'The standard QuantConnect API authentication scheme is used. This requires the current unixtime and your api key to be hashed together with SHA256 and sent as the B64 password in a basic authentication. The username for the basic authentication is the UID on your QuantConnect account.'
      type: http
      scheme: basic
  
  responses:
  
    BacktestResponse:
      description: 'Backtest read response packet.'
      content: 
        application/json:
          schema:
            $ref: '#/components/schemas/BacktestResponse'
            
    BacktestList:
      description: 'Collection container for a list of backtests for a project.'
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/BacktestList'
            
    BacktestReport:
      description: 'Backtest Report Response wrapper.'
      content:
        application/json:
            schema:
              $ref: '#/components/schemas/BacktestReport'

    CompileResponse:
      description: 'Response from the compiler on a build event.'
      content: 
        application/json:
          schema:
            $ref: '#/components/schemas/CompileResponse'

    LiveAlgorithm:
      description: 'Live algorithm instance result.'
      content:
        application/json:
            schema:
              $ref: '#/components/schemas/LiveAlgorithm'
              
    LiveAlgorithmLog:
      description: 'Logs from a live algorithm.'
      content:
        application/json:
            schema:
              $ref: '#/components/schemas/LiveAlgorithmLogs'
              
    LiveAlgorithmList:
      description: 'List of the live algorithms running which match the requested status.'
      content:
        application/json:
            schema:
              $ref: '#/components/schemas/LiveAlgorithmList'
              
    LiveAlgorithmResults:
      description: 'Details a live algorithm from the live/read API endpoint.'
      content:
        application/json:
            schema:
              $ref: '#/components/schemas/LiveAlgorithmResults'
              
    LiveList:
      description: 'List of the live algorithms running which match the requested status.'
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/LiveList'
            
    ProjectListResponse:
      description: 'Project list response.'
      content: 
        application/json:
          schema:
            $ref: '#/components/schemas/ProjectListResponse'
    ProjectFilesResponse:
      description: 'Response received when reading all files of a project.'
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/ProjectFilesResponse'

    # Response from reading purchased data
    ReadDataLinkResponse:
      description: 'Response from reading purchased data.'
      content:
        application/json:
            schema:
              $ref: '#/components/schemas/ReadDataLinkResponse'

    ReadLiveLogsResponse:
      description: 'Logs from a live algorithm.'
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/ReadLiveLogsResponse'
              
    RequestFailedError:
      description: 'Request Failed.'
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/RequestFailedError'

    RestResponse:
      description: 'Base API response class.'
      content: 
        application/json:
          schema:
            $ref: '#/components/schemas/RestResponse'
            
    UnauthorizedError:
      description: 'Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.'
      headers:
        www_authenticate:
          schema:
            type: string
          
  schemas:

    AlgorithmPerformance:
      description: 'The AlgorithmPerformance class is a wrapper for TradeStatistics and PortfolioStatistics.'
      type: object
      properties:
        TradeStatistics:
          $ref: '#/components/schemas/TradeStatistics'
        PortfolioStatistics:
          $ref: '#/components/schemas/PortfolioStatistics'
        ClosedTrades:
          description: 'The algorithm statistics on portfolio.'
          type: array
          items:
            $ref: '#/components/schemas/Trade'
            
    AlgorithmStatus:
      description: 'States of a live deployment.'
      type: string
      enum:
        - 'DeployError'
        - 'InQueue'
        - 'Running'
        - 'Stopped'
        - 'Liquidated'
        - 'Deleted'
        - 'Completed'
        - 'RuntimeError'
        - 'Invalid'
        - 'LoggingIn'
        - 'Initializing'
        - 'History'
 
    AlphaRuntimeStatistics:
      description: 'Contains insight population run time statistics.'
      type: object
      properties:
        MeanPopulationScore:
          $ref: '#/components/schemas/InsightScore'
        RollingAveragedPopulationScore:
          $ref: '#/components/schemas/InsightScore'
        LongCount:
          description: 'Gets the total number of insights with an up direction.'
          type: string
        ShortCount:
          description: 'Gets the total number of insights with a down direction.'
          type: string
        LongShortRatio:
          description: 'The ratio of InsightDirection.Up over InsightDirection.Down'
          type: number
          format: float
        TotalAccumulatedEstimatedAlphaValue:
          description: 'The total accumulated estimated value of trading all insights.'
          type: number
          format: float
        KellyCriterionEstimate:
          description: "Score of the strategy's insights predictive power."
          type: number
          format: float
        KellyCriterionProbabilityValue:
          description: 'The p-value or probability value of the KellyCriterionEstimate.'
          type: number
          format: float
        FitnessScore:
          description: "Score of the strategy's performance, and suitability for the Alpha Stream Market."
          type: number
          format: float
        PortfolioTurnover:
          description: 'Measurement of the strategies trading activity with respect to the portfolio value. Calculated as the sales volume with respect to the average total portfolio value.'
          type: number
          format: float
        ReturnOverMaxDrawdown:
          description: 'Provides a risk adjusted way to factor in the returns and drawdown of the strategy. It is calculated by dividing the Portfolio Annualized Return by the Maximum Drawdown seen during the backtest.'
          type: number
          format: float
        SortinoRatio:
          description: "Gives a relative picture of the strategy volatility. It is calculated by taking a portfolio's annualized rate of return and subtracting the risk free rate of return."
          type: number
          format: float
        EstimatedMonthlyAlphaValue:
          description: 'Suggested Value of the Alpha On A Monthly Basis For Licensing.'
          type: number
          format: float
        TotalInsightsGenerated:
          description: 'The total number of insight signals generated by the algorithm.'
          type: string
        TotalInsightsClosed:
          description: 'The total number of insight signals generated by the algorithm.'
          type: string
        TotalInsightsAnalysisCompleted:
          description: 'The total number of insight signals generated by the algorithm.'
          type: string
        MeanPopulationEstimatedInsightValue:
          description: 'Gets the mean estimated insight value.'
          type: number
          format: float

    BacktestResponse:
      description: 'Packet container for carrying Backtest results.'
      type: object
      properties:
        name:
          type: string
          description: 'Name of the backtest.'
        note:
          type: string
          description: 'Note on the backtest attached by the user.'
        backtestId:
          type: string
          description: 'Assigned backtest Id'
        completed:
          type: boolean
          description: 'Boolean true when the backtest is completed.'
        progress:
          type: number
          format: float
          description: 'Progress of the backtest in percent 0-1'
        result:
          $ref: '#/components/schemas/BacktestResult'
        error:
          type: string
          description: 'Backtest error message.'
        stacktrace:
          type: string
          description: 'Backtest error stacktrace.'
        created:
          type: string
          format: date-time
          description: 'Backtest creation date and time.'
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'

    BacktestList:
      description: 'Collection container for a list of Backtest objects for a project.'
      type: object
      properties:
        backtests:
          type: array
          items:
            $ref: '#/components/schemas/BacktestResponse'
          description: 'Array of BacktestResponse objects'
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'
          
    BacktestReport:
      description: 'Backtest Report Response wrapper.'
      type: object
      properties:
        report:
          description: 'HTML data of the report with embedded base64 images.'
          type: string
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'
          
    BacktestReportRequest:
      description: 'Request to read out the report of a backtest.'
      type: object
      properties:
        projectId:
          description: 'Id of the project to read.'
          type: integer
        backtestId:
          description: 'Specific backtest Id to read.'
          type: string

    BacktestResult:
      description: 'Results object class. Results are exhaust from backtest or live algorithms running in LEAN.'
      type: object
      properties:
        RollingWindow:
          type: object
          additionalProperties:
            $ref: '#/components/schemas/AlgorithmPerformance'
          description: 'Rolling window detailed statistics.'
        TotalPerformance:
          $ref: '#/components/schemas/AlgorithmPerformance'
        AlphaRuntimeStatistics:
          $ref: '#/components/schemas/AlphaRuntimeStatistics'
        Charts:
          type: object
          additionalProperties:
            $ref: '#/components/schemas/Chart'
          description: 'Charts updates for the live algorithm since the last result packet.'
        Orders:
          type: object
          additionalProperties:
            $ref: '#/components/schemas/Order'
          description: 'Order updates since the last result packet.'
        OrderEvents:
          type: array
          items:
            $ref: '#/components/schemas/OrderEvent'
          description: 'OrderEvent updates since the last result packet.'
        ProfitLoss:
          type: object
          additionalProperties:
            type: number
            format: float
          description: 'Trade profit and loss information since the last algorithm result packet.'
        Statistics:
          type: object
          additionalProperties:
            type: string
          description: 'Statistics information sent during the algorithm operations.'
        RuntimeStatistics:
          type: object
          additionalProperties:
            type: string
          description: 'Runtime banner/updating statistics in the title banner of the live algorithm GUI.'
        ServerStatistics:
          type: object
          additionalProperties:
            type: string
          description: 'Server status information, including CPU and RAM usage.'

    BaseLiveAlgorithmSettings:
      description: 'Base class for settings that must be configured per Brokerage to create new algorithms via the API.'
      type: object
      properties:
        id:
          description: "'Interactive' / 'FXCM' / 'Oanda' / 'Tradier' /'PaperTrading'"
          type: string
        user:
          description: 'Username associated with brokerage.'
          type: string
        password:
          description: 'Password associated with brokerage.'
          type: string
        environment:
          $ref: '#/components/schemas/BrokerageEnvironment'
        account:
          description: 'Account of the associated brokerage.'
          type: string
          
    BrokerageEnvironment:
      description: 'Represents the types of environments supported by brokerages for trading.'
      type: string
      enum:
        - 'live'
        - 'paper'
        
    Cash:
      description: 'Represents a holding of a currency in cash.'
      type: object
      properties:
        _conversionRate:
          description: 'Conversion rate for this cash.'
          type: number
          format: float
        _isBaseCurrency:
          description: 'Is this the base account currency of the cashbook.'
          type: boolean
        _invertRealTimePrice:
          description: 'Invert real time price.'
          type: boolean
        Symbol:
          description: 'Gets the symbol used to represent this cash.'
          type: string
        Amount:
          description: 'Gets or sets the amount of cash held.'
          type: number
          format: float
        CurrencySymbol:
          description: 'The symbol of the currency, such as $.'
      
    CashAmount:
      description: 'Represents a cash amount which can be converted to account currency using a currency converter.'
      properties:
        Amount:
          description: 'The amount of cash.'
          type: number
          format: float
        Currency:
          description: 'The currency in which the cash amount is denominated.'
          type: string

    CashBook:
      description: 'Keeps track of the different cash holdings of an algorithm. Is also a Dictionary of Cash objects.'
      type: object
      properties:
        _accountCurrency:
          description: 'The base currency used.'
          type: string
        _currencies:
          description: 'Tracks cash holdings.'
          type: object
          additionalProperties:
            $ref: '#/components/schemas/Cash'
        TotalValueInAccountCurrency:
          description: 'The total value of the cash book in units of the base currency.'
          type: number
          format: float
        AccountCurrency:
          description: 'Gets account currency.'
          type: string
      additionalProperties:
        $ref: '#/components/schemas/Cash'
        
    Chart:
      description: 'Single Parent Chart Object for Custom Charting.'
      type: object
      properties:
        Name:
          description: 'Name of the Chart.'
          type: string
        ChartType:
          description: 'Type of the Chart, Overlayed or Stacked.'
          type: string
          enum:
            - "Overlay"
            - "Stacked"
        Series:
          description: 'List of Series Objects for this Chart.'
          type: object
          additionalProperties:
            $ref: '#/components/schemas/Series'
            
    ChartPoint:
      description: 'Location on a chart containing the X-Y location'
      type: object
      properties:
        x:
          description: 'Time of this chart point: lower case for javascript encoding simplicty.'
          type: string
        y:
          description: 'Value of this chart point:  lower case for javascript encoding simplicty.'
          type: number
          format: float

    CreateCompileRequest:
      description: 'Request to compile a project.'
      type: object
      properties:
        projectId:
          description: 'Project id we wish to compile.'
          type: integer
          
    CompileResponse:
      description: 'Response from the compiler on a build event.'
      type: object
      properties:
        compileId:
          type: string
          description: 'Compile Id for a sucessful build.'
        state:
          type: string
          enum:
            - "InQueue"
            - "BuildSuccess"
            - "BuildError"
          description: 'True on successful compile.'
        logs:
          type: array
          items:
            type: string
          description: 'Logs of the compilation request.'
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'

    CreateBacktestRequest:
      description: 'Request to create a new backtest.'
      type: object
      properties:
        projectId:
          description: 'Project Id we sent for compile.'
          type: integer
        compileId:
          description: 'Compile Id for the project to backtest.'
          type: string
        backtestName:
          description: 'Name for the new backtest.'
          type: string

    CreateLiveAlgorithmRequest:
      description: 'Request to create a live algorithm.'
      type: object
      properties:
        projectId:
          description: 'Project Id.'
          type: integer
        compileId:
          description: 'Compile Id.'
          type: string
        serverType:
          description: 'Type of server instance that will run the algorithm.'
          type: string
        baseLiveAlgorithmSettings:
          $ref: '#/components/schemas/BaseLiveAlgorithmSettings'
        versionId:
          description: '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.'
          type: string
          example: "-1"
          
    CreateProjectRequest:
      description: 'Request to create a project.'
      type: object
      properties:
        name:
          description: 'Project name.'
          type: string
        language:
          description: 'Programming langage to use.'
          type: string
          enum:
            - "C#"
            - "Py"

    CreateProjectFileRequest:
      description: 'Request to add a file to a project.'
      type: object
      properties:
        projectId:
          description: 'Project id to which the file belongs.'
          type: integer
        name:
          description: 'The name of the new file.'
          type: string
          example: "main.py"
        content:
          description: 'The content of the new file.'
          type: string
          
    DataDownloadRequest:
      description: 'Request for a link to downloadable data.'
      type: object
      properties:
        format:
          description: "Format for returning data, link or download."
          example: "link"
        ticker:
          type: string
        type:
          $ref: '#/components/schemas/SecurityType'
        resolution:
          $ref: '#/components/schemas/Resolution'
        market:
          $ref: '#/components/schemas/Market'
        date:
          description: 'Date of the data requested yyyyMMdd.'
          type: string
          example: "yyyyMMdd"
          
    DeleteFileRequest:
      description: 'Request to delete a file in a project.'
      type: object
      properties:
        projectId:
          description: 'Project id to which the file belongs.'
          type: integer
        name:
          description: 'The name of the file that should be deleted.'
          type: string

    DeleteProjectRequest:
      description: 'Request to delete a project.'
      type: object
      properties:
        projectId:
          description: 'Project id to which the file belongs.'
          type: integer

    DeleteBacktestRequest:
      description: 'Request to delete a backtest.'
      type: object
      properties:
        projectId:
          description: 'Project id for the backtest we want to delete.'
          type: integer
        backtestId:
          description: 'Backtest id we want to delete.'
          type: string
      

          
    Holding:
      description: 'Live results object class for packaging live result data.'
      type: object
      properties:
        Symbol:
          $ref: '#/components/schemas/Symbol'
        Type:
          $ref: '#/components/schemas/SecurityType'
        CurrencySymbol:
          description: 'The currency symbol of the holding.'
          type: string
          example: '$'
        AveragePrice:
          description: 'Average Price of our Holding in the currency the symbol is traded in.'
          type: number
          format: float
        Quantity:
          description: 'Quantity of the Symbol we hold.'
          type: number
          format: float
        MarketPrice:
          description: 'Current Market Price of the Asset in the currency the symbol is traded in.'
          type: number
          format: float
        ConversionRate:
          description: 'Current market conversion rate into the account currency.'
          type: number
          format: float
        MarketValue:
          description: 'Current market value of the holding.'
          type: number
          format: float
        UnrealizedPnl:
          description: 'Current unrealized P/L of the holding.'
          type: number
          format: float 

    InsightScore:
      description: 'Defines the scores given to a particular insight'
      type: object
      properties:
        UpdatedTimeUtc:
          description: 'The time these scores were last updated.'
          type: string
          format: date-time
        Direction:
          description: 'The direction score.'
          type: number
          format: float
        Magnitude:
          description: 'The magnitude score.'
          type: number
          format: float
        IsFinalScore:
          description: "Is the insight past its expiry time and score can be finalized."
          type: boolean
          
    LiveAlgorithm:
      description: 'Live algorithm instance result from the QuantConnect Rest API.'
      type: object
      properties:
        projectId:
          description: 'Project id for the live instance.'
          type: integer
        deployId:
          description: 'Unique live algorithm deployment identifier (similar to a backtest id).'
          type: string
        status:
          $ref: '#/components/schemas/AlgorithmStatus'
        launched:
          description: 'Datetime the algorithm was launched in UTC.'
          type: string
          format: date-time
        stopped:
          description: 'Datetime the algorithm was stopped in UTC, null if its still running.'
          type: string
          format: date-time
        brokerage:
          description: 'Brokerage'
          type: string
          enum:
            - "Interactive"
            - "FXCM"
            - "Oanda"
            - "Tradier"
            - "PaperTrading"
            - "Alpaca"
            - "Bitfinex"
            - "Binance"
            - "GDAX"
        subscription:
          description: "Chart we're subscribed to."
          type: string
        error:
          description: 'Live algorithm error message from a crash or algorithm runtime error.'
          type: string
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'
          
    LiveResult:
      description: 'Live results object class for packaging live result data.'
      type: object
      properties:
        Holdings:
          description: 'Dictionary of algorithm holdings information.'
          type: object
          additionalProperties:
            $ref: '#/components/schemas/Holding'
        Cash:
          $ref: '#/components/schemas/CashBook'
        AlphaRuntimeStatistics:
          $ref: '#/components/schemas/AlphaRuntimeStatistics'
        Charts:
          type: object
          additionalProperties:
            $ref: '#/components/schemas/Chart'
          description: 'Charts updates for the live algorithm since the last result packet.'
        Orders:
          type: object
          additionalProperties:
            $ref: '#/components/schemas/Order'
          description: 'Order updates since the last result packet.'
        OrderEvents:
          type: array
          items:
            $ref: '#/components/schemas/OrderEvent'
          description: 'OrderEvent updates since the last result packet.'
        ProfitLoss:
          type: object
          additionalProperties:
            type: number
            format: float
          description: 'Trade profit and loss information since the last algorithm result packet.'
        Statistics:
          type: object
          additionalProperties:
            type: string
          description: 'Statistics information sent during the algorithm operations.'
        RuntimeStatistics:
          type: object
          additionalProperties:
            type: string
          description: 'Runtime banner/updating statistics in the title banner of the live algorithm GUI.'
        ServerStatistics:
          type: object
          additionalProperties:
            type: string
          description: 'Server status information, including CPU and RAM usage.'
          
    LiveAlgorithmResults:
      description: 'Details a live algorithm from the live/read API endpoint.'
      type: object
      properties:
        LiveResults:
          $ref: '#/components/schemas/LiveResultsData'
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'
          
    LiveAlgorithmLogs:
      description: 'Logs from a live algorithm.'
      type: object
      properties:
        LiveAlgorithmLogs:
          type: array
          items:
            type: string
          description: 'List of logs from the live algorithm.'
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'
          
    LiveAlgorithmList:
      description: 'List of the live algorithms running which match the requested status.'
      type: object
      properties:
        live:
          type: array
          items:
            $ref: '#/components/schemas/LiveAlgorithm'
          description: 'Algorithm list matching the requested status.'
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'
          
    LiquidateLiveAlgorithmRequest:
      description: 'Request to liquidate a live algorithm.'
      type: object
      properties:
        projectId:
          description: 'Project Id for the live instance we want to liquidate.'
          type: integer

    LiveList:
      description: 'List of the live algorithms running which match the requested status.'
      type: object
      properties:
        Algorithms:
          description: 'Algorithm list matching the requested status.'
          type: array
          items:
              $ref: '#/components/schemas/LiveAlgorithm'
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'

    LiveResultsData:
      description: 'Holds information about the state and operation of the live running algorithm.'
      type: object
      properties:
        version:
          description: 'Results version.'
          type: integer
        resolution:
          $ref: '#/components/schemas/ChartResolution'
        results:
          $ref: '#/components/schemas/LiveResult'

    Market:
      description: 'Fungible market of the underlying security.'
      type: string
      enum:
        - 'usa'
        - 'oanda'
        - 'fxcm'
        - 'dukascopy'
        - 'bitfinex'
        - 'cmeglobex'
        - 'nymex'
        - 'cbot'
        - 'ice'
        - 'cboe'
        - 'nse'
        - 'comex'
        - 'cme'
        - 'sgx'
        - 'hkfe'
        - 'gdax'
        - 'kraken'
        - 'bitstamp'
        - 'okcoin'
        - 'bithumb'
        - 'binance'
        - 'poloniex'
        - 'coinone'
        - 'hitbtc'
        - 'bittrex'
  
    Order:
      description: 'Order struct for placing new trade.'
      type: object
      properties:
        Id:
          description: 'Order ID.'
          type: integer
        ContingentId:
          description: 'Order id to process before processing this order.'
          type: integer
        BrokerId:
          description: 'Brokerage Id for this order for when the brokerage splits orders into multiple pieces.'
          type: array
          items:
            type: string
        Symbol:
          $ref: '#/components/schemas/Symbol' 
        Price:
          description: 'Price of the Order.'
          type: number
          format: float
        PriceCurrency:
          description: 'Currency for the order price.'
          type: string
        Time:
          description: 'Gets the utc time the order was created.'
          type: string
          format: date-time
        CreatedTime:
          description: 'Gets the utc time this order was created. Alias for Time.'
          type: string
          format: date-time
        LastFillTime:
          description: 'Gets the utc time the last fill was received, or null if no fills have been received.'
          type: string
          format: date-time
        LastUpdateTime:
          description: 'Gets the utc time this order was last updated, or null if the order has not been updated.'
          type: string
          format: date-time
        CanceledTime:
          description: 'Gets the utc time this order was canceled, or null if the order was not canceled.'
          type: string
          format: date-time
        Quantity:
          description: 'Number of shares to execute.'
          type: number
          format: float
        Type:
          description: 'Order type.'
          type: string
          enum:
            - 'Market'
            - 'Limit'
            - 'StopMarket'
            - 'StopLimit'
            - 'MarketOnOpen'
            - 'MarketOnClose'
            - 'OptionExercise'
        Status:
          description: 'Status of the Order.'
          type: string
          enum:
            - 'New'
            - 'Submitted'
            - 'PartiallyFilled'
            - 'Filled'
            - 'Canceled'
            - 'None'
            - 'Invalid'
            - 'CancelPending'
            - 'UpdateSubmitted'
        Tag:
          description: 'Tag the order with some custom data.'
          type: string
        SecurityType:
          $ref: '#/components/schemas/SecurityType'
        Direction:
          $ref: '#/components/schemas/OrderDirection'
        Value:
          description: 'Gets the executed value of this order. If the order has not yet filled, then this will return zero.'
          type: number
          format: float
        OrderSubmissionData:
          $ref: '#/components/schemas/OrderSubmissionData'
        IsMarketable:
          description: 'Returns true if the order is a marketable order.'
          type: boolean
        
    OrderDirection:
      description: 'Direction of the order.'
      type: string
      enum:
        - 'Buy'
        - 'Sell'
        - 'Hold'

    OrderEvent:
      description: 'Change in an order state applied to user algorithm portfolio'
      type: object
      properties:
        OrderId:
          description: 'Id of the order this event comes from.'
          type: integer
        Id:
          description: 'The unique order event id for each order.'
          type: integer
        Symbol:
          $ref: '#/components/schemas/Symbol'
        UtcTime:
          description: 'The date and time of this event (UTC).'
          type: string
          format: date-time
        Status:
          $ref: '#/components/schemas/OrderStatus'
        OrderFee:
          $ref: '#/components/schemas/OrderFee'
        FillPrice:
          description: 'Fill price information about the order.'
          type: number
          format: float
        FillPriceCurrency:
          description: 'Currency for the fill price.'
          type: string
        FillQuantity:
          description: 'Number of shares of the order that was filled in this event.'
          type: number
          format: float
        Direction:
          $ref: '#/components/schemas/OrderDirection'
        Message:
          description: 'Any message from the exchange.'
          type: string
        IsAssignment:
          description: 'True if the order event is an assignment.'
          type: boolean
        StopPrice:
          description: 'The current stop price.'
          type: number
          format: float
        LimitPrice:
          description: 'The current limit price.'
          type: number
          format: float
        Quantity:
          description: 'The current order quantity.'
          type: number
          format: float

    OrderFee:
      description: 'The order fee associated with the specified order.'
      type: object
      properties:
        Value:
          $ref: '#/components/schemas/CashAmount'
          
    OrderSubmissionData:
      description: 'Stores time and price information available at the time an order was submitted.'
      type: object
      properties:
        BidPrice:
          description: 'The bid price at an order submission time.'
          type: number
          format: float
        AskPrice:
          description: 'The ask price at an order submission time.'
          type: number
          format: float
        LastPrice:
          description: 'The current price at an order submission time.'
          type: number
          format: float
          
    OrderStatus:
      description: 'Messaging class signifying a change in an order state and record the change in the users algorithm portfolio.'
      type: object
      properties:
        _fillPrice:
          description: 'Fill price information about the order.'
          type: number
          format: float
        _fillQuantity:
          description: 'Number of shares of the order that was filled in this event.'
          type: number
          format: float
        _quantity:
          description: 'The current order quantity.'
          type: number
          format: float
        _limitPrice:
          description: 'The current limit price.'
          type: number
          format: float
        _stopPrice:
          description: 'The current stop price.'
          type: number
          format: float
        OrderId:
          description: 'Id of the order this event comes from.'
          type: integer
        Id:
          description: 'The unique order event id for this order.'
          type: integer
        Symbol:
          $ref: '#/components/schemas/Symbol'
        UtcTime:
          description: 'The date and time of this event.'
          type: string
          format: date-time
        Status:
          $ref: '#/components/schemas/OrderStatus'
        FillPrice:
          description: 'Fill price information about the order.'
          type: number
          format: float
        FillPriceCurrency:
          description: 'Currency for the fill price.'
          type: string
        FillQuantity:
          description: 'Number of shares of the order that was filled in this event.'
          type: number
          format: float
        Direction:
          $ref: '#/components/schemas/OrderDirection'
        Message:
          description: 'Any message from the exchange.'
          type: string
        IsAssignment:
          description: 'Order event is an allocation of trades from ITM option assignment.'
          type: boolean
        StopPrice:
          description: 'The current stop price.'
          type: number
          format: float
        LimitPrice:
          description: 'The current limit price.'
          type: number
          format: float
        Quantity:
          description: 'The current order quantity.'
          type: number
          format: float
            
    Project:
      description: 'Response from reading a project by id.'
      type: object
      properties:
        projectId:
          type: integer
          description: 'Project id.'
        name:
          type: string
          description: 'Name of the project.'
        created:
          type: string
          format: date-time
          description: 'Date the project was created.'
        modified:
          type: string
          format: date-time
          description: 'Modified date for the project.'
        language:
          type: string
          enum:
            - "C#"
            - "Py"
          description: 'Programming language of the project.' 

    ProjectFile:
      description: 'File for a project.'
      type: object
      properties:
        name:
          description: 'Name of a project file.'
          type: string
        content:
          description: 'Contents of the project file.'
          type: string
        modified:
          description: 'DateTime project file was modified.'
          type: string
          format: date-time
          
    ProjectFilesResponse:
      description: 'Response received when reading files from a project.'
      type: object
      properties:
        files:
          type: array
          items:
            $ref: '#/components/schemas/ProjectFile'
          description: 'List of project file information.'
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'

    ProjectListResponse:
      description: 'Project list response.'
      type: object
      properties:
        projects:
          type: array
          items:
            $ref: '#/components/schemas/Project'
          description: 'List of projects for the authenticated user.'
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'
          
    PortfolioStatistics:
      description: 'Represents a set of statistics calculated from equity and benchmark samples.'
      type: object
      properties:
        RiskFreeRate:
          description: 'The current defined risk free annual return rate.'
          type: number
          format: float
        AverageWinRate:
          description: 'The average rate of return for winning trades.'
          type: number
          format: float
        AverageLossRate:
          description: 'The average rate of return for losing trades.'
          type: number
          format: float
        ProfitLossRatio:
          description: 'The ratio of the average win rate to the average loss rate.'
          type: number
          format: float
        WinRate:
          description: 'The ratio of the number of winning trades to the total number of trades.'
          type: number
          format: float
        LossRate:
          description: 'The ratio of the number of losing trades to the total number of trades.'
          type: number
          format: float
        Expectancy:
          description: 'The expected value of the rate of return.'
          type: number
          format: float
        CompoundingAnnualReturn:
          description: 'Annual compounded returns statistic based on the final-starting capital and years.'
          type: number
          format: float
        Drawdown:
          description: 'Drawdown maximum percentage.'
          type: number
          format: float
        TotalNetProfit:
          description: 'The total net profit percentage.'
          type: number
          format: float
        SharpeRatio:
          description: 'Sharpe ratio with respect to risk free rate: measures excess of return per unit of risk.'
          type: number
          format: float
        ProbabilisticSharpeRatio:
          description: 'Probabilistic Sharpe Ratio is a probability measure associated with the Sharpe ratio. It informs us of the probability that the estimated Sharpe ratio is greater than a chosen benchmark.'
          type: number
          format: float
        Alpha:
          description: 'Algorithm "Alpha" statistic - abnormal returns over the risk free rate and the relationshio (beta) with the benchmark returns.'
          type: number
          format: float
        Beta:
          description: 'Algorithm beta statistic - the covariance between the algorithm and benchmark performance, divided by benchmark variance.'
          type: number
          format: float
        AnnualStandardDeviation:
          description: 'Annualized standard deviation'
          type: number
          format: float
        AnnualVariance:
          description: 'Annualized variance statistic calculation using the daily performance variance and trading days per year.'
          type: number
          format: float
        InformationRatio:
          description: 'Information ratio - risk adjusted return.'
          type: number
          format: float
        TrackingError:
          description: 'Tracking error volatility (TEV) statistic - a measure of how closely a portfolio follows the index to which it is benchmarked.'
          type: number
          format: float
        TreynorRatio:
          description: 'Treynor ratio statistic is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk.'
          type: number
          format: float

    ReadFilesRequest:
      description: 'Request to read all files from a project.'
      type: object
      properties:
        projectId:
          description: 'Project id to which the file belongs.'
          type: integer
        fileName:
          description: 'Optional. The name of the file that should be updated.'
          type: string 
      required:
        - projectId

    ReadCompileRequest:
      description: 'Request to read a compile packet job.'
      type: object
      properties:
        projectId:
          description: 'Project Id we sent for compile.'
          type: integer
        compileId:
          description: 'Compile Id returned during the creation request.'
          type: string
          
    # Response from reading purchased data
    ReadDataLinkResponse:
      description: 'Response from reading purchased data.'
      type: object
      properties:
        link:
          description: 'Link to the data.'
          type: string
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'
          
    ReadLiveLogsRequest:
      description: 'Request to read the logs of a specific algorithm.'
      type: object
      properties:
        format:
          description: 'Format of the log results'
          example: "json"
        projectId:
          description: 'Project Id of the live running algorithm.'
          type: integer
        algorithmId:
          description: 'Deploy Id (Algorithm Id) of the live running algorithm.'
          type: string
        start:
          description: 'No logs will be returned before this unixtime.'
          type: integer
        end:
          description: 'No logs will be returned after this unixtime.'
          type: integer 
          
    ReadLiveLogsResponse:
      description: 'Logs from a live algorithm.'
      type: object
      properties:
        LiveLogs:
          description: 'List of logs from the live algorithm.'
          type: array
          items:
              type: string
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'

    ReadProjectRequest:
      description: 'Request to get details about a specific project.'
      type: object
      properties:
        projectId:
          description: 'Id of the project.'
          type: integer
          
    ReadLiveAlgorithmRequest:
      description: 'Request to read out a single algorithm.'
      type: object
      properties:
        projectId:
          description: 'Id of the project to read.'
          type: integer
        deployId:
          description: 'Specific instance id to read.'
          type: string 
          
    ListLiveAlgorithmsRequest:
      description: 'Request for a list of live running algorithms.'
      type: object
      properties:
        status:
          $ref: '#/components/schemas/AlgorithmStatus'
        start:
          description: 'Earliest launched time of the algorithms'
          type: string
          format: date-time
        end:
          description: 'Latest launched time of the algorithms'
          type: string
          format: date-time
          
    ReadBacktestRequest:
      description: 'Request to read a single backtest from a project.'
      type: object
      properties:
        projectId:
          description: 'Id of the project from which to read one or multiple backtests.'
          type: integer
        backtestId:
          description: 'When provided, specific backtest Id to read.'
          type: string
      required:
        - projectId

    RequestFailedError:
      description: 'The API method call could not be completed as requested.'
      type: object
      properties:
        success:
          type: boolean 
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'

    RestResponse:
      description: 'Base API response class for the QuantConnect API.'
      type: object
      properties:
        success:
          type: boolean
          description: 'Indicate if the API request was successful.'
        errors:
          type: array
          items:
            type: string
          description: 'List of errors with the API call.'
          
    Resolution:
      description: 'Resolution of data requested.'
      type: string
      enum:
        - 'Tick'
        - 'Second'
        - 'Minute'
        - 'Hour'
        - 'Daily'

    ChartResolution:
      description: 'Storage format of the charting data'
      type: string
      enum:
        - "10minute"
        - "minute"
        - "second"

    SecurityType:
      description: 'Type of tradable security / underlying asset.'
      type: string
      enum:
        - 'Base'
        - 'Equity'
        - 'Option'
        - 'Commodity'
        - 'Forex'
        - 'Future'
        - 'Cfd'
        - 'Crypto'
        
    Series:
      description: 'Chart Series Object - Series data and properties for a chart.'
      type: object
      properties:
        Name:
          description: 'Name of the series.'
          type: string
        Unit:
          description: 'Axis for the chart series.'
          type: string
        Index:
          description: 'Index/position of the series on the chart.'
          type: integer
        Values:
          description: 'Values for the series plot. These values are assumed to be in ascending time order (first points earliest, last points latest)'
          type: array
          items:
            $ref: '#/components/schemas/ChartPoint'
        SeriesType:
          description: 'Chart type for the series.'
          type: string
          enum:
            - "Line"
            - "Scatter"
            - "Candle"
            - "Bar"
            - "Flag"
            - "StackedArea"
            - "Pie"
            - "Treemap"
        Color:
          description: 'Color the series.'
          type: string
        ScatterMarkerSymbol:
          description: 'Shape or symbol for the marker in a scatter plot.'
          type: string
          enum:
            - "none"
            - "circle"
            - "square"
            - "diamond"
            - "triangle"
            - "triangle-down"
        _updatePosition:
          description: 'index of the last fetch update request to only retrieve the "delta" of the previous request.'
          type: integer

    StopLiveAlgorithmRequest:
      description: 'Request to stop a live algorithm.'
      type: object
      properties:
        projectId:
          description: 'Project Id for the live instance we want to stop.'
          type: integer
          
    Symbol:
      description: 'Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security.'
      type: object
      properties:
        Value:
          type: string
          description: 'The current symbol for this ticker.'
        ID:
          type: string
          description: 'The security identifier for this symbol.'
        Permtick:
          type: string
          description: 'The current symbol for this ticker.'
          
    Trade:
      description: 'Represents a closed trade.'
      type: object
      properties:
        Symbol:
          $ref: '#/components/schemas/Symbol'
        EntryTime:
          description: 'The date and time the trade was opened.'
          type: string
          format: date-time
        EntryPrice:
          description: 'The price at which the trade was opened (or the average price if multiple entries).'
          type: number
          format: float
        Direction:
          $ref: '#/components/schemas/TradeDirection'
        Quantity:
          description: 'The total unsigned quantity of the trade.'
          type: number
          format: float
        ExitTime:
          description: 'The date and time the trade was closed.'
          type: string
          format: date-time
        ExitPrice:
          description: 'The price at which the trade was closed (or the average price if multiple exits).'
          type: number
          format: float
        ProfitLoss:
          description: 'The gross profit/loss of the trade (as account currency).'
          type: number
          format: float
        TotalFees:
          description: 'The total fees associated with the trade (always positive value) (as account currency).'
          type: number
          format: float
        MAE:
          description: 'The Maximum Adverse Excursion (as account currency).'
          type: number
          format: float
        MFE:
          description: 'The Maximum Favorable Excursion (as account currency).'
          type: number
          format: float
        Duration:
          description: 'The duration of the trade.'
          type: string
        EndTradeDrawdown:
          description: 'The amount of profit given back before the trade was closed.'
          type: number
          format: float
 
    TradeDirection:
      description: 'Direction of a trade.'
      type: string
      enum:
        - "Long"
        - "Short"

    TradeStatistics:
      description: 'A set of statistics calculated from a list of closed trades.'
      type: object
      properties:
        StartDateTime:
          description: 'The entry date/time of the first trade'
          type: string
          format: date-time
        EndDateTime:
          description: 'The exit date/time of the first trade.'
          type: string
          format: date-time
        TotalNumberOfTrades:
          description: 'The total number of trades.'
          type: integer
        NumberOfWinningTrades:
          description: 'The total number of winning trades.'
          type: integer
        NumberOfLosingTrades:
          description: 'The total number of losing trades.'
          type: integer
        TotalProfitLoss:
          description: 'The total profit/loss for all trades (as symbol currency).'
          type: number
          format: float
        TotalProfit:
          description: 'The total profit for all winning trades (as symbol currency).'
          type: number
          format: float
        TotalLoss:
          description: 'The total loss for all losing trades (as symbol currency).'
          type: number
          format: float
        LargestProfit:
          description: 'The largest profit in a single trade (as symbol currency).'
          type: number
          format: float
        LargestLoss:
          description: 'The largest loss in a single trade (as symbol currency).'
          type: number
          format: float
        AverageProfitLoss:
          description: 'The average profit/loss (a.k.a. Expectancy or Average Trade) for all trades (as symbol currency).'
          type: number
          format: float
        AverageProfit:
          description: 'The average profit for all winning trades (as symbol currency).'
          type: number
          format: float
        AverageLoss:
          description: 'The average loss for all winning trades (as symbol currency).'
          type: number
          format: float
        AverageTradeDuration:
          description: 'The average duration for all trades.'
          type: string
        AverageWinningTradeDuration:
          description: 'The average duration for all winning trades.'
          type: string
        AverageLosingTradeDuration:
          description: 'The average duration for all losing trades.'
          type: string
        MedianTradeDuration:
          description: 'The median duration for all trades.'
          type: string
        MedianWinningTradeDuration:
          description: 'The median duration for all winning trades.'
          type: string
        MedianLosingTradeDuration:
          description: 'The median duration for all losing trades.'
          type: string
        MaxConsecutiveWinningTrades:
          description: 'The maximum number of consecutive winning trades.'
          type: integer
        MaxConsecutiveLosingTrades:
          description: 'The maximum number of consecutive losing trades.'
          type: integer
        ProfitLossRatio:
          description: 'The ratio of the average profit per trade to the average loss per trade.'
          type: number
          format: float
        WinLossRatio:
          description: 'The ratio of the number of winning trades to the number of losing trades.'
          type: number
          format: float
        WinRate:
          description: 'The ratio of the number of winning trades to the total number of trades.'
          type: number
          format: float
        LossRate:
          description: 'The ratio of the number of losing trades to the total number of trades.'
          type: number
          format: float
        AverageMAE:
          description: 'The average Maximum Adverse Excursion for all trades.'
          type: number
          format: float
        AverageMFE:
          description: 'The average Maximum Adverse Excursion for all trades.'
          type: number
          format: float
        LargestMAE:
          description: 'The average Maximum Favorable Excursion for all trades.'
          type: number
          format: float
        LargestMFE:
          description: 'The largest Maximum Adverse Excursion in a single trade (as symbol currency).'
          type: number
          format: float
        MaximumClosedTradeDrawdown:
          description: 'The maximum closed-trade drawdown for all trades (as symbol currency).'
          type: number
          format: float
        MaximumIntraTradeDrawdown:
          description: 'The maximum intra-trade drawdown for all trades (as symbol currency).'
          type: number
          format: float
        ProfitLossStandardDeviation:
          description: 'The standard deviation of the profits/losses for all trades (as symbol currency).'
          type: number
          format: float
        ProfitLossDownsideDeviation:
          description: 'The downside deviation of the profits/losses for all trades (as symbol currency).'
          type: number
          format: float
        ProfitFactor:
          description: 'The ratio of the total profit to the total loss.'
          type: number
          format: float
        SharpeRatio:
          description: 'The ratio of the average profit/loss to the standard deviation.'
          type: number
          format: float
        SortinoRatio:
          description: 'The ratio of the average profit/loss to the downside deviation.'
          type: number
          format: float
        ProfitToMaxDrawdownRatio:
          description: 'The ratio of the total profit/loss to the maximum closed trade drawdown.'
          type: number
          format: float
        MaximumEndTradeDrawdown:
          description: 'The maximum amount of profit given back by a single trade before exit (as symbol currency).'
          type: number
          format: float
        AverageEndTradeDrawdown:
          description: 'The average amount of profit given back by all trades before exit (as symbol currency).'
          type: number
          format: float
        MaximumDrawdownDuration:
          description: 'The maximum amount of time to recover from a drawdown (longest time between new equity highs or peaks).'
          type: string
        TotalFees:
          description: 'The sum of fees for all trades.'
          type: number
          format: float

    UpdateBacktestRequest:
      description: "Request to update a backtest's name."
      type: object
      properties:
        projectId:
          description: 'Project id for the backtest we want to update.'
          type: integer
        backtestId:
          description: 'Backtest id we want to update.'
          type: string
        name:
          description: "Name we'd like to assign to the backtest."
          type: string
        note:
          description: 'Note attached to the backtest.'
          type: string
      required:
        - projectId
        - backtestId
          
    UpdateFileNameRequest:
      description: 'Request to update the name of a file.'
      type: object
      properties:
        projectId:
          description: 'Project id to which the file belongs.'
          type: integer
        oldFileName:
          description: 'The current name of the new file.'
          type: string
        newFileName:
          description: 'The new name for the file.'
          type: string

    UpdateFileContentsRequest:
      description: 'Request to update the contents of a file.'
      type: object
      properties:
        projectId:
          description: 'Project id to which the file belongs.'
          type: integer
        fileName:
          description: 'The name of the file that should be updated.'
          type: string
        newFileContents:
          description: 'The new contents of the file.'
          type: string
          
    UpdateProjectRequest:
      description: 'Update a project name, description or parameters.'
      type: object
      properties:
        projectId:
          description: 'Project id to which the file belongs.'
          type: integer
        name:
          description: 'The new name for the project.'
          type: string
        description:
          description: 'The new description for the project.'