Input schema (JSON)
{
"type": "object",
"required": [
"positions"
],
"properties": {
"cash": {
"type": [
"string",
"number"
],
"description": "Cash in USD, part of NAV."
},
"api_key": {
"type": "string",
"description": "Optional. Your creo_ key, for clients that can't set the x-api-key header after connecting (for example right after mint_api_key). Prefer the header."
},
"factors": {
"type": "array",
"items": {
"enum": [
"equity.market_beta.ewma.252",
"equity.size.log_mcap",
"equity.momentum.total_return.12_1",
"equity.low_volatility.ewma.63",
"equity.liquidity.amihud.63",
"crypto.market_beta.ewma.180",
"crypto.momentum.total_return.180_30",
"crypto.low_volatility.ewma.30",
"crypto.liquidity.amihud.30",
"equity.value.book_to_price.sec",
"equity.investment.asset_growth.sec",
"equity.quality.gross_profitability.sec",
"equity.quality.return_on_assets.sec"
],
"type": "string"
},
"description": "Default: all factors for the asset classes present."
},
"universe": {
"enum": [
"client_supplied",
"demo_synthetic"
],
"type": "string"
},
"valid_at": {
"type": "string",
"format": "date-time",
"description": "UTC cutoff ending in Z; later bars are ignored."
},
"benchmark": {
"type": "object",
"required": [
"history"
],
"properties": {
"ticker": {
"type": "string"
},
"history": {
"type": "array",
"items": {
"type": "object",
"required": [
"date",
"close"
],
"properties": {
"date": {
"type": "string",
"format": "date",
"description": "YYYY-MM-DD"
},
"close": {
"type": [
"string",
"number"
],
"description": "Close price in USD."
},
"volume": {
"type": [
"string",
"number"
],
"description": "Units traded; needed for liquidity."
}
},
"additionalProperties": false
},
"minItems": 2
}
},
"description": "Market series for beta, e.g. SPY closes. Without it beta is null with MISSING_BENCHMARK.",
"additionalProperties": false
},
"positions": {
"type": "array",
"items": {
"type": "object",
"required": [
"ticker",
"quantity"
],
"properties": {
"close": {
"type": [
"string",
"number"
],
"description": "Valuation close in USD."
},
"ticker": {
"type": "string"
},
"history": {
"type": "array",
"items": {
"type": "object",
"required": [
"date",
"close"
],
"properties": {
"date": {
"type": "string",
"format": "date",
"description": "YYYY-MM-DD"
},
"close": {
"type": [
"string",
"number"
],
"description": "Close price in USD."
},
"volume": {
"type": [
"string",
"number"
],
"description": "Units traded; needed for liquidity."
}
},
"additionalProperties": false
}
},
"quantity": {
"type": [
"string",
"number"
],
"description": "Signed units, non-zero."
},
"market_cap": {
"type": [
"string",
"number"
],
"description": "USD; needed for size."
},
"asset_class": {
"enum": [
"equity",
"crypto"
],
"type": "string"
}
},
"additionalProperties": false
},
"minItems": 1,
"description": "quantity > 0 is long, < 0 is short."
}
},
"additionalProperties": false
}