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POST
/
quantlib
/
ml
/
features
/
lags
Lag and Lead Features
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/ml/features/lags \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "data": [
    100,
    102,
    101,
    105,
    107,
    106,
    110
  ],
  "n_lags": 3,
  "include_leads": false,
  "include_returns": true,
  "include_log_returns": false
}
'
{
  "success": true,
  "data": {
    "lags": [
      [
        102,
        100
      ],
      [
        101,
        102
      ],
      [
        105,
        101
      ]
    ],
    "leads": "<array>",
    "returns": [
      0.02,
      -0.0098,
      0.0396,
      0.019,
      -0.0093,
      0.0377
    ],
    "log_returns": "<array>"
  }
}

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://finceptbackend.share.zrok.io/auth/register

Body

application/json
data
number[]
required

Time series data

Example:
[100, 102, 101, 105, 107, 106, 110]
n_lags
integer
default:5

Number of lags/leads to create

Example:

3

include_leads
boolean
default:false

Include lead features

Example:

false

include_returns
boolean
default:false

Include simple returns

Example:

true

include_log_returns
boolean
default:false

Include log returns

Example:

false

Response

Lag and return features

success
boolean
Example:

true

data
object