Optimizers

Allocate

Run the class over the trailing common history of the given tickers and/or model IDs and return its weights. Tickers see the same backfill-spliced history a backtest would.

post/v1/optimizers/{optimizer}/allocate

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/optimizers/{optimizer}/allocate
  • Auth: HTTP bearer

Path parameters

optimizerstring required

Optimizer ID (optimizer_... or legacy o-...) or class name (MaxSharpeOpt)

Request body

symbolsstring[] required

Tickers and/or model IDs (model_... or legacy m-...) to allocate across, at most 50

lookbackinteger

Trailing common trading days to feed the optimizer

as_ofstring nullable

Inclusive YYYY-MM-DD cutoff; defaults to the latest common bar

Example request

{
  "symbols": [
    "SPY",
    "TLT",
    "GLD"
  ],
  "as_of": "2024-12-31"
}

Response

Successful Response

as_ofstring required
lookbackinteger required
rows_usedinteger required
weightsobject required

Changes

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