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CHANGELOG.md

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AlphaStream Alpha Streams API Change Log

Introduction

The Alpha Streams API SDK is a helper package for searching and connecting to the QuantConnect Alpha Streams marketplace and consuming insights from live running Alphas.

API v0.5 - Specification

Features:

  • Added Historical alpha prices endpoint: /alpha/{id}/prices.
  • Added Live runtime errors track record: /alpha/{id}/errors.
  • Added Insight.CloseTime as short cut for start of insight + in-market period (excluding holidays, after hours).
  • Added Alpha.Status property. After 10 runtime errors Alphas automatically will be stopped and their status updated from running to stopped.
  • Added Alpha.AuthorTrading property to indicate if the Author is actively trading the same signal.
  • Added Insight.Group property: when insights are intended to be traded together they share a common group hash (e.g. pairs trading).
  • Added Insight.SourceModel property to support alpha models with multiple signals to be joined together. Source Model is the class name.

Bug Fixes:

  • Fixed inconsistencies with naming time indexed properties. CreatedTime, LastModifiedTime.
  • Renamed Alpha.ListedDate -> Alpha.ListedTime
  • Renamed Insight.Reference to more specific ReferenceValue to path way for future insight types.