QuantConnect Alpha Streams API SDK
Welcome to the Alpha Streams API SDK Repository. Here we publish SDK implementations and research for connecting to the Alpha Streams Library and performing batch analysis on crowd-sourced strategies from the QuantConnect community.
To sign up to the API go to QuantConnect.com/pricing and select the Alpha Stream API add-on from the pricing menu. This data is also available exported daily to a S3 bucket for file-based analysis.
Available SDK Languages
Currently there are two SDK implementations; Python and C#. Both are connecting to the same REST API backend. If you are an QuantConnect API client and would like us to publish an SDK in another language please let us know at support@quantconnect.com
Python SDK Implementation:
The python implementation of the SDK wrapper comes with two research notebooks for performing portfolio analysis(1, 2), along with one-"kitchen sink" Jupyter Notebook implementation.
C# SDK Implementations:
You can browse the API implementation, and also a full demonstration of the API and querying it with the C# wrapper.
Installation Instructions
To install locally, download the zip file with the latest master and unzip it to your favorite location. Alternatively, install Git and clone the repo:
git clone https://github.com/QuantConnect/AlphaStream.git
This solution depends on QuantConnect/Lean. Consequently, we need to download the zip file with the latest master and unzip it to same location. Alternatively, install Git and clone the repo:
git clone https://github.com/QuantConnect/Lean.git
License Agreement
This code is provided only for use with the Alpha Streams Repository and is not available for other commercial use beyond this purpose. It may not be copied, modified or distributed. All intellectual property remains with QuantConnect Corporation.