POST api/ArimaGarchForecast

Generates per-symbol ARIMA(1,0,1)-GARCH(1,1) forecasts from a basket of raw close prices.

Request Information

URI Parameters

None.

Body Parameters

ForecastRequest
NameDescriptionTypeAdditional information
basket_prices

Dictionary of string [key] and Collection of decimal number [value]

None.
prices

Collection of decimal number

None.
steps

integer

None.
account_balance

decimal number

None.

Request Formats

application/json

Sample: System.Collections.Generic.Dictionary`2[System.String,System.Collections.Generic.List`1[System.Double]]

text/json

Sample: 
{
  "basket_prices": {
    "sample string 1": [
      1.1,
      2.1
    ],
    "sample string 2": [
      1.1,
      2.1
    ]
  },
  "prices": [
    1.1,
    2.1
  ],
  "steps": 1,
  "account_balance": 1.1
}

application/x-www-form-urlencoded

Sample:

Sample not available.

Response Information

Resource Description

HttpResponseMessage
NameDescriptionTypeAdditional information
Version

Version

None.
Content

HttpContent

None.
StatusCode

HttpStatusCode

None.
ReasonPhrase

string

None.
Headers

Collection of Object

None.
RequestMessage

HttpRequestMessage

None.
IsSuccessStatusCode

boolean

None.

Response Formats

application/json, text/json

Sample: 
{
  "projections": [
    {
      "symbol": "sample string 1",
      "projectedPrices": [
        1.1,
        2.1
      ],
      "volatilityRisk": "sample string 2",
      "garchVolatility": 3.1,
      "dynamicLotSize": 4.1,
      "maxMarginSafeLot": 5.1
    },
    {
      "symbol": "sample string 1",
      "projectedPrices": [
        1.1,
        2.1
      ],
      "volatilityRisk": "sample string 2",
      "garchVolatility": 3.1,
      "dynamicLotSize": 4.1,
      "maxMarginSafeLot": 5.1
    }
  ],
  "llm_ready_projections": "sample string 1",
  "account_balance_used": 2.1
}