Lag and Lead Features
curl --request POST \
--url https://api.fincept.in/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
}
'import requests
url = "https://api.fincept.in/quantlib/ml/features/lags"
payload = {
"data": [100, 102, 101, 105, 107, 106, 110],
"n_lags": 3,
"include_leads": False,
"include_returns": True,
"include_log_returns": False
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
data: [100, 102, 101, 105, 107, 106, 110],
n_lags: 3,
include_leads: false,
include_returns: true,
include_log_returns: false
})
};
fetch('https://api.fincept.in/quantlib/ml/features/lags', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/ml/features/lags",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'data' => [
100,
102,
101,
105,
107,
106,
110
],
'n_lags' => 3,
'include_leads' => false,
'include_returns' => true,
'include_log_returns' => false
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/ml/features/lags"
payload := strings.NewReader("{\n \"data\": [\n 100,\n 102,\n 101,\n 105,\n 107,\n 106,\n 110\n ],\n \"n_lags\": 3,\n \"include_leads\": false,\n \"include_returns\": true,\n \"include_log_returns\": false\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/ml/features/lags")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"data\": [\n 100,\n 102,\n 101,\n 105,\n 107,\n 106,\n 110\n ],\n \"n_lags\": 3,\n \"include_leads\": false,\n \"include_returns\": true,\n \"include_log_returns\": false\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/ml/features/lags")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"data\": [\n 100,\n 102,\n 101,\n 105,\n 107,\n 106,\n 110\n ],\n \"n_lags\": 3,\n \"include_leads\": false,\n \"include_returns\": true,\n \"include_log_returns\": false\n}"
response = http.request(request)
puts response.read_body{
"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>"
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}quantlib-ml
Lag and Lead Features
Generates lagged features, lead features, returns, and log returns for time series modeling. Essential for autoregressive models and capturing temporal dependencies. [Tier: ENTERPRISE, Credits: 10]
POST
/
quantlib
/
ml
/
features
/
lags
Lag and Lead Features
curl --request POST \
--url https://api.fincept.in/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
}
'import requests
url = "https://api.fincept.in/quantlib/ml/features/lags"
payload = {
"data": [100, 102, 101, 105, 107, 106, 110],
"n_lags": 3,
"include_leads": False,
"include_returns": True,
"include_log_returns": False
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
data: [100, 102, 101, 105, 107, 106, 110],
n_lags: 3,
include_leads: false,
include_returns: true,
include_log_returns: false
})
};
fetch('https://api.fincept.in/quantlib/ml/features/lags', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/ml/features/lags",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'data' => [
100,
102,
101,
105,
107,
106,
110
],
'n_lags' => 3,
'include_leads' => false,
'include_returns' => true,
'include_log_returns' => false
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/ml/features/lags"
payload := strings.NewReader("{\n \"data\": [\n 100,\n 102,\n 101,\n 105,\n 107,\n 106,\n 110\n ],\n \"n_lags\": 3,\n \"include_leads\": false,\n \"include_returns\": true,\n \"include_log_returns\": false\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/ml/features/lags")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"data\": [\n 100,\n 102,\n 101,\n 105,\n 107,\n 106,\n 110\n ],\n \"n_lags\": 3,\n \"include_leads\": false,\n \"include_returns\": true,\n \"include_log_returns\": false\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/ml/features/lags")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"data\": [\n 100,\n 102,\n 101,\n 105,\n 107,\n 106,\n 110\n ],\n \"n_lags\": 3,\n \"include_leads\": false,\n \"include_returns\": true,\n \"include_log_returns\": false\n}"
response = http.request(request)
puts response.read_body{
"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>"
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
Time series data
Example:
[100, 102, 101, 105, 107, 106, 110]
Number of lags/leads to create
Example:
3
Include lead features
Example:
false
Include simple returns
Example:
true
Include log returns
Example:
false
⌘I
