Document the backtest orders and trades export endpoints

01 Cloud Platform/99 API Reference/05 Backtest Management/02 Read Backtest/00.json

@@ -11,6 +11,8 @@
 	  "03" : "",
 	  "04" : "",
 	  "05" : "",
-	  "06" : ""
+	  "06" : "",
+	  "07" : "",
+	  "08" : ""
 	}
 }

01 Cloud Platform/99 API Reference/05 Backtest Management/02 Read Backtest/07 Export Orders/01 Introduction.html

@@ -0,0 +1,5 @@
+<!-- Code generated by API-Reference-Code-Generator.py -->
+
+<p>
+Download the orders of a backtest as a CSV file.
+</p>

01 Cloud Platform/99 API Reference/05 Backtest Management/02 Read Backtest/07 Export Orders/02 Description.html

@@ -0,0 +1,5 @@
+<!-- Code generated by API-Reference-Code-Generator.py -->
+
+<p>
+The CSV file has the same format as the file you get when you click <span class='button-name'>Download Orders</span> on the backtest results page. To get all the properties of the orders, call the <a href='/docs/v2/cloud-platform/api-reference/backtest-management/read-backtest/orders'>/backtests/orders/read</a> endpoint.
+</p>

01 Cloud Platform/99 API Reference/05 Backtest Management/02 Read Backtest/07 Export Orders/03 Request.html

@@ -0,0 +1,24 @@
+<!-- Code generated by API-Reference-Code-Generator.py -->
+<p>
+Download the orders of the backtest Id provided. The <code>/backtests/export/orders</code> API accepts requests in the following format:
+</p>
+<table class="table qc-table">
+<thead>
+<tr>
+<th colspan="2"><code>ExportBacktestOrdersRequest</code> Model - Request to download the orders of a backtest.</th>
+</tr>
+</thead>
+<tr>
+<td width="20%">backtestId</td> <td> <code>string<br/><i><sub>required</sub></i><br/><i><sub>example: 26c7bb06b8487cff1c7b3c44652b30f1</sub></i></code> <br/> Id of the backtest from which to download the orders.</td>
+</tr>
+<tr>
+<td width="20%">Example</td>
+<td>
+<div class="cli section-example-container"><pre>
+{
+  "backtestId": "26c7bb06b8487cff1c7b3c44652b30f1"
+}</pre>
+</div>
+</td>
+</tr>
+</table>

01 Cloud Platform/99 API Reference/05 Backtest Management/02 Read Backtest/07 Export Orders/04 Responses.html

@@ -0,0 +1,36 @@
+<!-- Code generated by API-Reference-Code-Generator.py -->
+
+<p>
+The <code>/backtests/export/orders</code> API provides a response in the following format:
+</p>
+<h4>200 Success</h4>
+<table class="table qc-table">
+<thead>
+<tr>
+<th colspan="2"><code>text/csv</code> - Orders of the backtest, sorted by time.</th>
+</tr>
+</thead>
+<tr>
+<td width="20%">content</td> <td> <code>string</code> <br/> One row per order. The Time column is in UTC.</td>
+</tr>
+<tr>
+<td width="20%">Example</td>
+<td>
+<div class="cli section-example-container"><pre>
+Time,Symbol,Price,Quantity,Type,Status,Value,Tag
+2024-01-02T15:00:00Z,IWM,195.236280785,500,Market,Filled,97618.1403925,"" </pre>
+</div>
+</td>
+</tr>
+</table>
+<h4>401 Authentication Error</h4>
+<table class="table qc-table">
+<thead>
+<tr>
+<th colspan="2"><code>UnauthorizedError</code> Model - Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.</th>
+</tr>
+</thead>
+<tr>
+<td width="20%">www_authenticate</td> <td> <code>string</code> <br/> Header</td>
+</tr>
+</table>

01 Cloud Platform/99 API Reference/05 Backtest Management/02 Read Backtest/07 Export Orders/99 Examples.php

@@ -0,0 +1 @@
+<? include(DOCS_RESOURCES."/qc-api/examples/backtest-management.php");?>

01 Cloud Platform/99 API Reference/05 Backtest Management/02 Read Backtest/07 Export Orders/metadata.json

@@ -0,0 +1,12 @@
+{
+    "type": "metadata",
+    "values": {
+        "description": "Download the orders of a backtest as a CSV file.",
+        "keywords": "api, backtest management, export orders, csv",
+        "og:description": "Download the orders of a backtest as a CSV file.",
+        "og:title": "Export Orders - Documentation QuantConnect.com",
+        "og:type": "website",
+        "og:site_name": "Export Orders - QuantConnect.com",
+        "og:image": "https://cdn.quantconnect.com/docs/i/cloud-platform/api-reference/backtest-management/read-backtest/export-orders.png"
+    }
+}

01 Cloud Platform/99 API Reference/05 Backtest Management/02 Read Backtest/08 Export Trades/01 Introduction.html

@@ -0,0 +1,5 @@
+<!-- Code generated by API-Reference-Code-Generator.py -->
+
+<p>
+Download the closed trades of a backtest as a CSV file.
+</p>

01 Cloud Platform/99 API Reference/05 Backtest Management/02 Read Backtest/08 Export Trades/02 Description.html

@@ -0,0 +1,5 @@
+<!-- Code generated by API-Reference-Code-Generator.py -->
+
+<p>
+The CSV file has the same format as the file you get when you click <span class='button-name'>Download Trades</span> on the backtest results page. It contains the closed trades that the <a href='/docs/v2/cloud-platform/api-reference/backtest-management/read-backtest/trades'>/backtests/trades/read</a> endpoint returns, sorted by entry time.
+</p>

01 Cloud Platform/99 API Reference/05 Backtest Management/02 Read Backtest/08 Export Trades/03 Request.html

@@ -0,0 +1,24 @@
+<!-- Code generated by API-Reference-Code-Generator.py -->
+<p>
+Download the closed trades of the backtest Id provided. The <code>/backtests/export/trades</code> API accepts requests in the following format:
+</p>
+<table class="table qc-table">
+<thead>
+<tr>
+<th colspan="2"><code>ExportBacktestTradesRequest</code> Model - Request to download the closed trades of a backtest.</th>
+</tr>
+</thead>
+<tr>
+<td width="20%">backtestId</td> <td> <code>string<br/><i><sub>required</sub></i><br/><i><sub>example: 26c7bb06b8487cff1c7b3c44652b30f1</sub></i></code> <br/> Id of the backtest from which to download the closed trades.</td>
+</tr>
+<tr>
+<td width="20%">Example</td>
+<td>
+<div class="cli section-example-container"><pre>
+{
+  "backtestId": "26c7bb06b8487cff1c7b3c44652b30f1"
+}</pre>
+</div>
+</td>
+</tr>
+</table>

01 Cloud Platform/99 API Reference/05 Backtest Management/02 Read Backtest/08 Export Trades/04 Responses.html

@@ -0,0 +1,36 @@
+<!-- Code generated by API-Reference-Code-Generator.py -->
+
+<p>
+The <code>/backtests/export/trades</code> API provides a response in the following format:
+</p>
+<h4>200 Success</h4>
+<table class="table qc-table">
+<thead>
+<tr>
+<th colspan="2"><code>text/csv</code> - Closed trades of the backtest, sorted by entry time.</th>
+</tr>
+</thead>
+<tr>
+<td width="20%">content</td> <td> <code>string</code> <br/> One row per closed trade. The Entry Time and Exit Time columns are in UTC.</td>
+</tr>
+<tr>
+<td width="20%">Example</td>
+<td>
+<div class="cli section-example-container"><pre>
+Entry Time,Symbols,Exit Time,Direction,Entry Price,Exit Price,Quantity,P&amp;L,Fees,MAE,MFE,Drawdown,IsWin,Order Ids
+2024-01-02T15:00:00Z,"IWM",2024-01-02T19:54:00Z,Buy,195.236280785,193.28,500,-978.14,5,-1029.04,203.87,1232.91,0,"	1,3" </pre>
+</div>
+</td>
+</tr>
+</table>
+<h4>401 Authentication Error</h4>
+<table class="table qc-table">
+<thead>
+<tr>
+<th colspan="2"><code>UnauthorizedError</code> Model - Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.</th>
+</tr>
+</thead>
+<tr>
+<td width="20%">www_authenticate</td> <td> <code>string</code> <br/> Header</td>
+</tr>
+</table>

01 Cloud Platform/99 API Reference/05 Backtest Management/02 Read Backtest/08 Export Trades/99 Examples.php

@@ -0,0 +1 @@
+<? include(DOCS_RESOURCES."/qc-api/examples/backtest-management.php");?>

01 Cloud Platform/99 API Reference/05 Backtest Management/02 Read Backtest/08 Export Trades/metadata.json

@@ -0,0 +1,12 @@
+{
+    "type": "metadata",
+    "values": {
+        "description": "Download the closed trades of a backtest as a CSV file.",
+        "keywords": "api, backtest management, export trades, csv",
+        "og:description": "Download the closed trades of a backtest as a CSV file.",
+        "og:title": "Export Trades - Documentation QuantConnect.com",
+        "og:type": "website",
+        "og:site_name": "Export Trades - QuantConnect.com",
+        "og:image": "https://cdn.quantconnect.com/docs/i/cloud-platform/api-reference/backtest-management/read-backtest/export-trades.png"
+    }
+}

QuantConnect-Platform-2.0.0.yaml

@@ -614,6 +614,66 @@ paths:
         "401":
           $ref: '#/components/responses/UnauthorizedErrorResponse'
       operationId: readBacktestTrades
+  /backtests/export/orders:
+    post:
+      tags:
+        - 01 Cloud Platform
+        - 99 API Reference
+        - 05 Backtest Management
+        - 02 Read Backtest
+        - 07 Export Orders
+      summary: Download the orders of a backtest as a CSV file.
+      description: "The CSV file has the same format as the file you get when you click <span class='button-name'>Download Orders</span> on the backtest results page. To get all the properties of the orders, call the <a href='/docs/v2/cloud-platform/api-reference/backtest-management/read-backtest/orders'>/backtests/orders/read</a> endpoint."
+      requestBody:
+        description: Download the orders of the backtest Id provided.
+        content:
+          application/json:
+            schema:
+              $ref: '#/components/schemas/ExportBacktestOrdersRequest'
+        required: true
+      responses:
+        "200":
+          description: Orders of the backtest, sorted by time.
+          content:
+            text/csv:
+              schema:
+                type: string
+                description: "One row per order. The Time column is in UTC."
+                examples:
+                  - "Time,Symbol,Price,Quantity,Type,Status,Value,Tag\n2024-01-02T15:00:00Z,IWM,195.236280785,500,Market,Filled,97618.1403925,\"\" "
+        "401":
+          $ref: '#/components/responses/UnauthorizedErrorResponse'
+      operationId: exportBacktestOrders
+  /backtests/export/trades:
+    post:
+      tags:
+        - 01 Cloud Platform
+        - 99 API Reference
+        - 05 Backtest Management
+        - 02 Read Backtest
+        - 08 Export Trades
+      summary: Download the closed trades of a backtest as a CSV file.
+      description: "The CSV file has the same format as the file you get when you click <span class='button-name'>Download Trades</span> on the backtest results page. It contains the closed trades that the <a href='/docs/v2/cloud-platform/api-reference/backtest-management/read-backtest/trades'>/backtests/trades/read</a> endpoint returns, sorted by entry time."
+      requestBody:
+        description: Download the closed trades of the backtest Id provided.
+        content:
+          application/json:
+            schema:
+              $ref: '#/components/schemas/ExportBacktestTradesRequest'
+        required: true
+      responses:
+        "200":
+          description: Closed trades of the backtest, sorted by entry time.
+          content:
+            text/csv:
+              schema:
+                type: string
+                description: "One row per closed trade. The Entry Time and Exit Time columns are in UTC."
+                examples:
+                  - "Entry Time,Symbols,Exit Time,Direction,Entry Price,Exit Price,Quantity,P&L,Fees,MAE,MFE,Drawdown,IsWin,Order Ids\n2024-01-02T15:00:00Z,\"IWM\",2024-01-02T19:54:00Z,Buy,195.236280785,193.28,500,-978.14,5,-1029.04,203.87,1232.91,0,\"\t1,3\" "
+        "401":
+          $ref: '#/components/responses/UnauthorizedErrorResponse'
+      operationId: exportBacktestTrades
   /backtests/read/report:
     post:
       tags:
@@ -7311,6 +7371,28 @@ components:
             - 26c7bb06b8487cff1c7b3c44652b30f1
           description: Id of the backtest from which to read the closed trades.
       description: Request to read closed trades from a backtest.
+    ExportBacktestOrdersRequest:
+      required:
+        - backtestId
+      type: object
+      properties:
+        backtestId:
+          type: string
+          examples:
+            - 26c7bb06b8487cff1c7b3c44652b30f1
+          description: Id of the backtest from which to download the orders.
+      description: Request to download the orders of a backtest.
+    ExportBacktestTradesRequest:
+      required:
+        - backtestId
+      type: object
+      properties:
+        backtestId:
+          type: string
+          examples:
+            - 26c7bb06b8487cff1c7b3c44652b30f1
+          description: Id of the backtest from which to download the closed trades.
+      description: Request to download the closed trades of a backtest.
     ReadBacktestInsightsRequest:
       required:
         - start

Resources/algorithm-results/orders.php

@@ -15,7 +15,7 @@
 <p>The timestamps in the Order Summary table are based in Eastern Time (ET).</p>
 
 <h4>Access the Order Summary CSV</h4>
-<p>To view the orders data in CSV format, open the <?=$pageName?> results page, click the <span class='tab-name'>Orders</span> tab, and then click <span class='button-name'>Download Orders</span>. The content of the CSV file is the content displayed in the Orders Summary table when the table rows are collapsed. The timestamps in the CSV file are based in Coordinated Universal Time (UTC). <? if ($pageName == "live") { ?>To download the CSV file with the API, call the <a href='/docs/v2/cloud-platform/api-reference/live-management/read-live-algorithm/export-orders'>/live/export/orders</a> endpoint. The CSV file only contains the orders from the last 750 days. To get older orders, call the <a href='/docs/v2/research-environment/meta-analysis/live-analysis#03-Plot-Order-Fills'><span class='csharp'>ReadLiveOrders</span><span class='python'>read_live_orders</span></a> method or the <a href='/docs/v2/cloud-platform/api-reference/live-management/read-live-algorithm/orders'>/live/orders/read</a> endpoint.<? } ?> <? if ($localPlatform) { ?>If you download the order summary CSV for a local backtest, the file is stored in <span class='public-file-name'><a href='/docs/v2/local-platform/development-environment/organization-workspaces'>&lt;organizationWorkspace&gt;</a> / &lt;projectName&gt; / backtests / &lt;unixTimestamp&gt; / orders.csv</span>.<? } ?></p>
+<p>To view the orders data in CSV format, open the <?=$pageName?> results page, click the <span class='tab-name'>Orders</span> tab, and then click <span class='button-name'>Download Orders</span>. The content of the CSV file is the content displayed in the Orders Summary table when the table rows are collapsed. The timestamps in the CSV file are based in Coordinated Universal Time (UTC). <? if ($pageName == "live") { ?>To download the CSV file with the API, call the <a href='/docs/v2/cloud-platform/api-reference/live-management/read-live-algorithm/export-orders'>/live/export/orders</a> endpoint. The CSV file only contains the orders from the last 750 days. To get older orders, call the <a href='/docs/v2/research-environment/meta-analysis/live-analysis#03-Plot-Order-Fills'><span class='csharp'>ReadLiveOrders</span><span class='python'>read_live_orders</span></a> method or the <a href='/docs/v2/cloud-platform/api-reference/live-management/read-live-algorithm/orders'>/live/orders/read</a> endpoint.<? } ?> <? if ($pageName == "backtest" && !$localPlatform) { ?>To download the CSV file with the API, call the <a href='/docs/v2/cloud-platform/api-reference/backtest-management/read-backtest/export-orders'>/backtests/export/orders</a> endpoint.<? } ?> <? if ($localPlatform) { ?>If you download the order summary CSV for a local backtest, the file is stored in <span class='public-file-name'><a href='/docs/v2/local-platform/development-environment/organization-workspaces'>&lt;organizationWorkspace&gt;</a> / &lt;projectName&gt; / backtests / &lt;unixTimestamp&gt; / orders.csv</span>.<? } ?></p>
 
 <? if ($pageName == "backtest") { ?>
 <h4>Access the Orders JSON</h4>

Resources/algorithm-results/trades.php

@@ -6,7 +6,7 @@
 <p>The timestamps in the Trades Summary table are based in Eastern Time (ET).</p>
 
 <h4>Access the Trade Summary CSV</h4>
-<p>To view the trades data in CSV format, open the <?=$pageName?> results page, click the <span class='tab-name'>Trades</span> tab, and then click <span class='button-name'>Download Trades</span>. The content of the CSV file is the content displayed in the Trades Summary table when the table rows are collapsed. The timestamps in the CSV file are based in Coordinated Universal Time (UTC). <? if ($pageName == "live") { ?>To download the CSV file with the API, call the <a href='/docs/v2/cloud-platform/api-reference/live-management/read-live-algorithm/export-trades'>/live/export/trades</a> endpoint.<? } ?> <? if ($localPlatform) { ?>If you download the trade summary CSV for a local backtest, the file is stored in <span class='public-file-name'><a href='/docs/v2/local-platform/development-environment/organization-workspaces'>&lt;organizationWorkspace&gt;</a> / &lt;projectName&gt; / backtests / &lt;unixTimestamp&gt; / trades.csv</span>.<? } ?></p>
+<p>To view the trades data in CSV format, open the <?=$pageName?> results page, click the <span class='tab-name'>Trades</span> tab, and then click <span class='button-name'>Download Trades</span>. The content of the CSV file is the content displayed in the Trades Summary table when the table rows are collapsed. The timestamps in the CSV file are based in Coordinated Universal Time (UTC). <? if ($pageName == "live") { ?>To download the CSV file with the API, call the <a href='/docs/v2/cloud-platform/api-reference/live-management/read-live-algorithm/export-trades'>/live/export/trades</a> endpoint.<? } ?> <? if ($pageName == "backtest" && !$localPlatform) { ?>To download the CSV file with the API, call the <a href='/docs/v2/cloud-platform/api-reference/backtest-management/read-backtest/export-trades'>/backtests/export/trades</a> endpoint.<? } ?> <? if ($localPlatform) { ?>If you download the trade summary CSV for a local backtest, the file is stored in <span class='public-file-name'><a href='/docs/v2/local-platform/development-environment/organization-workspaces'>&lt;organizationWorkspace&gt;</a> / &lt;projectName&gt; / backtests / &lt;unixTimestamp&gt; / trades.csv</span>.<? } ?></p>
 
 <? if ($pageName == "backtest") { ?>
 <h4>Access the Trades JSON</h4>

Resources/qc-api/examples/backtest-management.php

@@ -97,5 +97,23 @@
 # Check if the request was successful and print the list
 if result['success']:
     print("List of Backtests:")
-    print(result)</pre>
+    print(result)
+
+### Export Orders
+# Download the orders of the backtest as a CSV file
+payload = {
+    "backtestId": backtest_id  # ID of the backtest
+}
+response = post(f'{BASE_URL}/backtests/export/orders', headers=get_headers(), json=payload)
+with open(f'orders-{backtest_id}.csv', 'w', newline='') as file:
+    file.write(response.text)
+
+### Export Trades
+# Download the closed trades of the backtest as a CSV file
+payload = {
+    "backtestId": backtest_id  # ID of the backtest
+}
+response = post(f'{BASE_URL}/backtests/export/trades', headers=get_headers(), json=payload)
+with open(f'trades-{backtest_id}.csv', 'w', newline='') as file:
+    file.write(response.text)</pre>
 </div>