{
  "openapi": "3.0.1",
  "info": {
    "title": "Stock Pair Cointegration Analyzer",
    "description": "Test stock/ETF pairs for cointegration: hedge ratio, half-life, spread z-score and a walk-forward check. Statistical data only, not investment advice.",
    "version": "0.1",
    "x-build-id": "wJvpTGxy8UwaseRg4"
  },
  "servers": [
    {
      "url": "https://api.apify.com/v2"
    }
  ],
  "paths": {
    "/acts/autoworks-jp~stock-pair-cointegration-analyzer/run-sync-get-dataset-items": {
      "post": {
        "operationId": "run-sync-get-dataset-items-autoworks-jp-stock-pair-cointegration-analyzer",
        "x-openai-isConsequential": false,
        "summary": "Executes an Actor, waits for its completion, and returns Actor's dataset items in response.",
        "tags": [
          "Run Actor"
        ],
        "requestBody": {
          "required": true,
          "content": {
            "application/json": {
              "schema": {
                "$ref": "#/components/schemas/inputSchema"
              }
            }
          }
        },
        "parameters": [
          {
            "name": "token",
            "in": "query",
            "required": true,
            "schema": {
              "type": "string"
            },
            "description": "Enter your Apify token here"
          }
        ],
        "responses": {
          "200": {
            "description": "OK"
          }
        }
      }
    },
    "/acts/autoworks-jp~stock-pair-cointegration-analyzer/runs": {
      "post": {
        "operationId": "runs-sync-autoworks-jp-stock-pair-cointegration-analyzer",
        "x-openai-isConsequential": false,
        "summary": "Executes an Actor and returns information about the initiated run in response.",
        "tags": [
          "Run Actor"
        ],
        "requestBody": {
          "required": true,
          "content": {
            "application/json": {
              "schema": {
                "$ref": "#/components/schemas/inputSchema"
              }
            }
          }
        },
        "parameters": [
          {
            "name": "token",
            "in": "query",
            "required": true,
            "schema": {
              "type": "string"
            },
            "description": "Enter your Apify token here"
          }
        ],
        "responses": {
          "200": {
            "description": "OK",
            "content": {
              "application/json": {
                "schema": {
                  "$ref": "#/components/schemas/runsResponseSchema"
                }
              }
            }
          }
        }
      }
    },
    "/acts/autoworks-jp~stock-pair-cointegration-analyzer/run-sync": {
      "post": {
        "operationId": "run-sync-autoworks-jp-stock-pair-cointegration-analyzer",
        "x-openai-isConsequential": false,
        "summary": "Executes an Actor, waits for completion, and returns the OUTPUT from Key-value store in response.",
        "tags": [
          "Run Actor"
        ],
        "requestBody": {
          "required": true,
          "content": {
            "application/json": {
              "schema": {
                "$ref": "#/components/schemas/inputSchema"
              }
            }
          }
        },
        "parameters": [
          {
            "name": "token",
            "in": "query",
            "required": true,
            "schema": {
              "type": "string"
            },
            "description": "Enter your Apify token here"
          }
        ],
        "responses": {
          "200": {
            "description": "OK"
          }
        }
      }
    }
  },
  "components": {
    "schemas": {
      "inputSchema": {
        "type": "object",
        "properties": {
          "tickers": {
            "title": "Tickers (all pairs among them)",
            "type": "array",
            "description": "2-40 symbols. Every combination is analyzed (max 300 pairs).",
            "items": {
              "type": "string"
            }
          },
          "pairs": {
            "title": "Specific pairs",
            "type": "array",
            "description": "Optional, e.g. 'XOM/CVX'.",
            "items": {
              "type": "string"
            }
          },
          "dataSource": {
            "title": "Price data source",
            "enum": [
              "yahoo",
              "csvUrl"
            ],
            "type": "string",
            "description": "Where daily adjusted close prices come from.",
            "default": "yahoo"
          },
          "csvUrl": {
            "title": "CSV URL",
            "type": "string",
            "description": "First column = date, other columns = adjusted close per ticker."
          },
          "years": {
            "title": "Years of history",
            "minimum": 2,
            "maximum": 10,
            "type": "integer",
            "description": "How many years of daily history to load.",
            "default": 5
          },
          "formationDays": {
            "title": "Formation window (days)",
            "minimum": 60,
            "maximum": 756,
            "type": "integer",
            "description": "Trading days used to estimate hedge ratio and run the cointegration test.",
            "default": 252
          },
          "zWindow": {
            "title": "Z-score window (days)",
            "minimum": 10,
            "maximum": 250,
            "type": "integer",
            "description": "Rolling window for the spread z-score.",
            "default": 60
          },
          "significance": {
            "title": "Significance level (BH-adjusted)",
            "enum": [
              "0.01",
              "0.05",
              "0.10"
            ],
            "type": "string",
            "description": "False discovery rate for Benjamini-Hochberg adjusted Engle-Granger p-values.",
            "default": "0.05"
          },
          "zThreshold": {
            "title": "Z-score band",
            "minimum": 1,
            "maximum": 4,
            "type": "integer",
            "description": "Absolute z-score used to label the spread state and for the walk-forward check.",
            "default": 2
          },
          "includeBacktest": {
            "title": "Include walk-forward check",
            "type": "boolean",
            "description": "Run a simple out-of-sample walk-forward check of the spread rule (statistics only).",
            "default": true
          },
          "costBps": {
            "title": "Cost per leg (bps) for the check",
            "minimum": 0,
            "maximum": 100,
            "type": "integer",
            "description": "Transaction cost per leg in basis points applied in the walk-forward check.",
            "default": 10
          }
        }
      },
      "runsResponseSchema": {
        "type": "object",
        "properties": {
          "data": {
            "type": "object",
            "properties": {
              "id": {
                "type": "string"
              },
              "actId": {
                "type": "string"
              },
              "userId": {
                "type": "string"
              },
              "startedAt": {
                "type": "string",
                "format": "date-time",
                "example": "2025-01-08T00:00:00.000Z"
              },
              "finishedAt": {
                "type": "string",
                "format": "date-time",
                "example": "2025-01-08T00:00:00.000Z"
              },
              "status": {
                "type": "string",
                "example": "READY"
              },
              "meta": {
                "type": "object",
                "properties": {
                  "origin": {
                    "type": "string",
                    "example": "API"
                  },
                  "userAgent": {
                    "type": "string"
                  }
                }
              },
              "stats": {
                "type": "object",
                "properties": {
                  "inputBodyLen": {
                    "type": "integer",
                    "example": 2000
                  },
                  "rebootCount": {
                    "type": "integer",
                    "example": 0
                  },
                  "restartCount": {
                    "type": "integer",
                    "example": 0
                  },
                  "resurrectCount": {
                    "type": "integer",
                    "example": 0
                  },
                  "computeUnits": {
                    "type": "integer",
                    "example": 0
                  }
                }
              },
              "options": {
                "type": "object",
                "properties": {
                  "build": {
                    "type": "string",
                    "example": "latest"
                  },
                  "timeoutSecs": {
                    "type": "integer",
                    "example": 300
                  },
                  "memoryMbytes": {
                    "type": "integer",
                    "example": 1024
                  },
                  "diskMbytes": {
                    "type": "integer",
                    "example": 2048
                  }
                }
              },
              "buildId": {
                "type": "string"
              },
              "defaultKeyValueStoreId": {
                "type": "string"
              },
              "defaultDatasetId": {
                "type": "string"
              },
              "defaultRequestQueueId": {
                "type": "string"
              },
              "buildNumber": {
                "type": "string",
                "example": "1.0.0"
              },
              "containerUrl": {
                "type": "string"
              },
              "usage": {
                "type": "object",
                "properties": {
                  "ACTOR_COMPUTE_UNITS": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATASET_READS": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATASET_WRITES": {
                    "type": "integer",
                    "example": 0
                  },
                  "KEY_VALUE_STORE_READS": {
                    "type": "integer",
                    "example": 0
                  },
                  "KEY_VALUE_STORE_WRITES": {
                    "type": "integer",
                    "example": 1
                  },
                  "KEY_VALUE_STORE_LISTS": {
                    "type": "integer",
                    "example": 0
                  },
                  "REQUEST_QUEUE_READS": {
                    "type": "integer",
                    "example": 0
                  },
                  "REQUEST_QUEUE_WRITES": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATA_TRANSFER_INTERNAL_GBYTES": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATA_TRANSFER_EXTERNAL_GBYTES": {
                    "type": "integer",
                    "example": 0
                  },
                  "PROXY_RESIDENTIAL_TRANSFER_GBYTES": {
                    "type": "integer",
                    "example": 0
                  },
                  "PROXY_SERPS": {
                    "type": "integer",
                    "example": 0
                  },
                  "PROXY_UNBLOCKER_UNITS": {
                    "type": "integer",
                    "example": 0
                  }
                }
              },
              "usageTotalUsd": {
                "type": "number",
                "example": 0.00005
              },
              "usageUsd": {
                "type": "object",
                "properties": {
                  "ACTOR_COMPUTE_UNITS": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATASET_READS": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATASET_WRITES": {
                    "type": "integer",
                    "example": 0
                  },
                  "KEY_VALUE_STORE_READS": {
                    "type": "integer",
                    "example": 0
                  },
                  "KEY_VALUE_STORE_WRITES": {
                    "type": "number",
                    "example": 0.00005
                  },
                  "KEY_VALUE_STORE_LISTS": {
                    "type": "integer",
                    "example": 0
                  },
                  "REQUEST_QUEUE_READS": {
                    "type": "integer",
                    "example": 0
                  },
                  "REQUEST_QUEUE_WRITES": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATA_TRANSFER_INTERNAL_GBYTES": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATA_TRANSFER_EXTERNAL_GBYTES": {
                    "type": "integer",
                    "example": 0
                  },
                  "PROXY_RESIDENTIAL_TRANSFER_GBYTES": {
                    "type": "integer",
                    "example": 0
                  },
                  "PROXY_SERPS": {
                    "type": "integer",
                    "example": 0
                  },
                  "PROXY_UNBLOCKER_UNITS": {
                    "type": "integer",
                    "example": 0
                  }
                }
              }
            }
          }
        }
      }
    }
  }
}