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POST
/
quantlib
/
ml
/
features
/
rolling
Rolling Window Statistics
curl --request POST \
  --url https://api.fincept.in/quantlib/ml/features/rolling \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "data": [
    100,
    102,
    101,
    105,
    107,
    106,
    110,
    108,
    112,
    115
  ],
  "window": 3,
  "statistic": "std",
  "benchmark": [
    99,
    101,
    100,
    104,
    106,
    105,
    109,
    107,
    111,
    114
  ]
}
'
{
  "success": true,
  "data": {
    "statistic": "std",
    "window": 3,
    "values": [
      1,
      2.08,
      3.06,
      1,
      2.08,
      2,
      2,
      2
    ]
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
​
data
number[]
required

Time series data

Example:
[
  100,
  102,
  101,
  105,
  107,
  106,
  110,
  108,
  112,
  115
]
​
window
integer
required

Rolling window size

Example:

3

​
statistic
enum<string>
default:mean

Statistic to calculate

Available options:
mean,
std,
skewness,
kurtosis,
correlation,
beta
Example:

"std"

​
benchmark
number[]

Benchmark series (for correlation/beta)

Example:
[
  99,
  101,
  100,
  104,
  106,
  105,
  109,
  107,
  111,
  114
]

Response

Rolling statistics

​
success
boolean
Example:

true

​
data
object