Models

Get Model History

The model's history over a window, in the blocks you ask for (public or owner).

dates is shared by every per-day block. Member models are multiplied through in allocation and expanded in tree; node weights are fractions of this model at every depth, and labels names every key. latest is the current allocation plus the latest rebalance decision resolved through each member. metrics and fees describe the same window. The window defaults to the model's default view (window on the fact sheet); full_history=true reveals everything computed. run_id reads a snapshot run instead of the live history.

get/v1/models/{model}/history

Request

  • Base URL: https://api.ensemble.markets (the document declares no server; this is the origin it was published from)
  • URL: https://api.ensemble.markets/v1/models/{model}/history
  • Auth: HTTP bearer

Path parameters

modelstring required

Model ID (model_... or legacy m-...), slug, symbol or exact name

Query parameters

includestring[]

Blocks to return: returns (daily gross returns), allocation (daily weights resolved to tickers plus CASH, with the rebalance ledger; positions and holdings are aliases), tree (daily weights with member models expanded), latest (the current allocation and target allocation), custom (the model's own diagnostics), metrics (performance figures), fees (net-of-fee overlay, Business)

run_idstring nullable

Read this run's result instead of the live history

start_datestring date nullable

Earliest bar to return (YYYY-MM-DD, inclusive). Omit for the beginning of the series (for a model, its default view start).

end_datestring date nullable

Latest bar to return (YYYY-MM-DD, inclusive). Omit for the end of the series.

full_historyboolean

Models only: return everything computed instead of starting at the model's default view start (see the fact sheet's window). Ignored when start_date is given.

management_feenumber

Annual management fee as a fraction, e.g. 0.01 for 1% (include=fees)

financing_ratenumber

Annual rate on gross exposure above 100%, as a fraction (include=fees)

commission_bpsnumber

Commissions in basis points of traded notional (include=fees)

slippage_bpsnumber

Slippage in basis points of traded notional (include=fees)

Response

Successful Response

start_datestring date nullable

Window start applied (inclusive); the model's default when none was requested

end_datestring date nullable

Window end applied (inclusive); null means through the last bar

full_historyboolean

True when the model's default view start was bypassed

run_idstring nullable

The run whose result this is (the live run by default)

datesstring[] nullable

Bar dates shared by the per-day blocks; null when none of them was requested

returnsnumber[] nullable

Daily gross returns

allocation_change_indicesinteger[] nullable

Indices into dates where the allocation differs from the prior day

rebalance_indicesinteger[] nullable

Indices into dates on which a target filled, from the rebalance ledger. Null when the ledger does not cover the whole history, so a reader must not infer rebalance days from a drifting allocation.

rebalance_countinteger nullable

Exact number of filled rebalance dates in this window, from complete ledger coverage or a full-history total. Null when unknown.

allocationobject[] nullable

One weight dict per day, resolved to tickers plus CASH with member models multiplied through. The current (drifted) allocation series.

rebalances_truncatedboolean nullable

True when the stored ledger was capped and older decisions are missing

labelsobject

Symbol, name, type and depth for every key in allocation, tree and rebalances

Changes

No recorded changes to this operation across all 1 revision of this API.