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
]
}
'import requests
url = "https://api.fincept.in/quantlib/ml/features/rolling"
payload = {
"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]
}
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, 108, 112, 115],
window: 3,
statistic: 'std',
benchmark: [99, 101, 100, 104, 106, 105, 109, 107, 111, 114]
})
};
fetch('https://api.fincept.in/quantlib/ml/features/rolling', 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/rolling",
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,
108,
112,
115
],
'window' => 3,
'statistic' => 'std',
'benchmark' => [
99,
101,
100,
104,
106,
105,
109,
107,
111,
114
]
]),
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/rolling"
payload := strings.NewReader("{\n \"data\": [\n 100,\n 102,\n 101,\n 105,\n 107,\n 106,\n 110,\n 108,\n 112,\n 115\n ],\n \"window\": 3,\n \"statistic\": \"std\",\n \"benchmark\": [\n 99,\n 101,\n 100,\n 104,\n 106,\n 105,\n 109,\n 107,\n 111,\n 114\n ]\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/rolling")
.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 108,\n 112,\n 115\n ],\n \"window\": 3,\n \"statistic\": \"std\",\n \"benchmark\": [\n 99,\n 101,\n 100,\n 104,\n 106,\n 105,\n 109,\n 107,\n 111,\n 114\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/ml/features/rolling")
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 108,\n 112,\n 115\n ],\n \"window\": 3,\n \"statistic\": \"std\",\n \"benchmark\": [\n 99,\n 101,\n 100,\n 104,\n 106,\n 105,\n 109,\n 107,\n 111,\n 114\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"statistic": "std",
"window": 3,
"values": [
1,
2.08,
3.06,
1,
2.08,
2,
2,
2
]
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}quantlib-ml
Rolling Window Statistics
Calculates rolling window statistics: mean, standard deviation, skewness, kurtosis, correlation, and beta. Essential for time series feature engineering and momentum/volatility indicators. [Tier: ENTERPRISE, Credits: 10]
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
]
}
'import requests
url = "https://api.fincept.in/quantlib/ml/features/rolling"
payload = {
"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]
}
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, 108, 112, 115],
window: 3,
statistic: 'std',
benchmark: [99, 101, 100, 104, 106, 105, 109, 107, 111, 114]
})
};
fetch('https://api.fincept.in/quantlib/ml/features/rolling', 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/rolling",
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,
108,
112,
115
],
'window' => 3,
'statistic' => 'std',
'benchmark' => [
99,
101,
100,
104,
106,
105,
109,
107,
111,
114
]
]),
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/rolling"
payload := strings.NewReader("{\n \"data\": [\n 100,\n 102,\n 101,\n 105,\n 107,\n 106,\n 110,\n 108,\n 112,\n 115\n ],\n \"window\": 3,\n \"statistic\": \"std\",\n \"benchmark\": [\n 99,\n 101,\n 100,\n 104,\n 106,\n 105,\n 109,\n 107,\n 111,\n 114\n ]\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/rolling")
.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 108,\n 112,\n 115\n ],\n \"window\": 3,\n \"statistic\": \"std\",\n \"benchmark\": [\n 99,\n 101,\n 100,\n 104,\n 106,\n 105,\n 109,\n 107,\n 111,\n 114\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/ml/features/rolling")
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 108,\n 112,\n 115\n ],\n \"window\": 3,\n \"statistic\": \"std\",\n \"benchmark\": [\n 99,\n 101,\n 100,\n 104,\n 106,\n 105,\n 109,\n 107,\n 111,\n 114\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"statistic": "std",
"window": 3,
"values": [
1,
2.08,
3.06,
1,
2.08,
2,
2,
2
]
}
}{
"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,
108,
112,
115
]
Rolling window size
Example:
3
Statistic to calculate
Available options:
mean, std, skewness, kurtosis, correlation, beta Example:
"std"
Benchmark series (for correlation/beta)
Example:
[
99,
101,
100,
104,
106,
105,
109,
107,
111,
114
]
⌘I
