Create and manage backtest results

This page shows you how to create and manage AML AI backtest prediction results. Backtest prediction uses a trained model on existing historical data. For these months, the dataset must contain a party with suspicious activity or investigation start dates leading to an AML_EXIT event, for more information on how AML AI labels various parties, see lifecycle of a risk case.

The same dataset can be used for training and backtest as long as the training end date is before the backtest dates.

Before you begin

To get the permissions that you need to create and manage backtest results, ask your administrator to grant you the Financial Services Admin (financialservices.admin) IAM role on your project. For more information about granting roles, see Manage access to projects, folders, and organizations.

You might also be able to get the required permissions through custom roles or other predefined roles.
Create an instance
Create a model
Create a dataset

Create backtest results

Some API methods return a long-running operation (LRO). These methods are asynchronous and return an Operation object; for details, see REST Reference. The operation might not be completed when the method returns a response. For these methods, send the request and then check for the result. In general, all POST, PUT, UPDATE, and DELETE operations are long-running.

Send the request

To create backtest results, use the projects.locations.instances.backtestResults.create method.

Permissions required for this task

To perform this task, you must have been granted the following permissions:

Permissions

financialservices.v1backtests.create

Before using any of the request data, make the following replacements:

PROJECT_ID: your Google Cloud project ID listed in the IAM Settings
LOCATION: the location of the instance; use one of the supported regions
Show locations
- us-central1
- us-east1
- asia-south1
- europe-west1
- europe-west2
- europe-west4
- northamerica-northeast1
- southamerica-east1
- australia-southeast1
INSTANCE_ID: a user-defined identifier for the instance
BACKTEST_RESULTS_ID: a user-defined identifier for the backtest results
MODEL_ID: a user-defined identifier for the model
BACKTEST_DATASET_ID: the user-defined identifier for the dataset used for the backtest; tables should not have the training label columns
BACKTEST_END_DATE: The latest time from which data is used to generate features for backtests. This date should be the same or earlier than the end time of the datasets. Use RFC3339 UTC "Zulu" format (for example, 2014-10-02T15:01:23Z).
PARTY_INVESTIGATIONS_PER_PERIOD_HINT: A number that gives the tuner a hint on the number of parties from this data that will be investigated per period (monthly). This is used to control how the model is evaluated. For example, when trying AML AI for the first time, we recommend setting this to the number of parties investigated in an average month, based on alerts from your existing automated alerting system.

Request JSON body:

{
    "model": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/models/MODEL_ID",
    "dataset": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/datasets/BACKTEST_DATASET_ID",
    "endTime": "BACKTEST_END_DATE",
    "backtestPeriods": 5,
    "performanceTarget": {
      "partyInvestigationsPerPeriodHint": "PARTY_INVESTIGATIONS_PER_PERIOD_HINT"
    }
}

To send your request, choose one of these options:

curl

Note: The following command assumes that you have logged in to the gcloud CLI with your user account by running gcloud init or gcloud auth login , or by using Cloud Shell, which automatically logs you into the gcloud CLI . You can check the currently active account by running gcloud auth list.

Save the request body in a file named request.json. Run the following command in the terminal to create or overwrite this file in the current directory:

cat > request.json << 'EOF'
{
    "model": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/models/MODEL_ID",
    "dataset": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/datasets/BACKTEST_DATASET_ID",
    "endTime": "BACKTEST_END_DATE",
    "backtestPeriods": 5,
    "performanceTarget": {
      "partyInvestigationsPerPeriodHint": "PARTY_INVESTIGATIONS_PER_PERIOD_HINT"
    }
}
EOF

Then execute the following command to send your REST request:

curl -X POST \
     -H "Authorization: Bearer $(gcloud auth print-access-token)" \
     -H "Content-Type: application/json; charset=utf-8" \
     -d @request.json \
     "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults?backtest_result_id=BACKTEST_RESULTS_ID"

PowerShell

Note: The following command assumes that you have logged in to the gcloud CLI with your user account by running gcloud init or gcloud auth login . You can check the currently active account by running gcloud auth list.

Save the request body in a file named request.json. Run the following command in the terminal to create or overwrite this file in the current directory:

@'
{
    "model": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/models/MODEL_ID",
    "dataset": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/datasets/BACKTEST_DATASET_ID",
    "endTime": "BACKTEST_END_DATE",
    "backtestPeriods": 5,
    "performanceTarget": {
      "partyInvestigationsPerPeriodHint": "PARTY_INVESTIGATIONS_PER_PERIOD_HINT"
    }
}
'@  | Out-File -FilePath request.json -Encoding utf8

Then execute the following command to send your REST request:

$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }

Invoke-WebRequest `
    -Method POST `
    -Headers $headers `
    -ContentType: "application/json; charset=utf-8" `
    -InFile request.json `
    -Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults?backtest_result_id=BACKTEST_RESULTS_ID" | Select-Object -Expand Content

You should receive a JSON response similar to the following:

{
  "name": "projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID",
  "metadata": {
    "@type": "type.googleapis.com/google.cloud.financialservices.v1.OperationMetadata",
    "createTime": CREATE_TIME,
    "target": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID",
    "verb": "create",
    "requestedCancellation": false,
    "apiVersion": "v1"
  },
  "done": false
}

Check for the result

To check if backtest results have been created, use the projects.locations.operations.get method. If the response contains "done": false, repeat the command until the response contains "done": true. These operations can take a few minutes to several hours to complete.

Permissions required for this task

To perform this task, you must have been granted the following permissions:

Permissions

financialservices.operations.get

Before using any of the request data, make the following replacements:

PROJECT_ID: your Google Cloud project ID listed in the IAM Settings
LOCATION: the location of the instance; use one of the supported regions
Show locations
- us-central1
- us-east1
- asia-south1
- europe-west1
- europe-west2
- europe-west4
- northamerica-northeast1
- southamerica-east1
- australia-southeast1
OPERATION_ID: the identifier for the operation

To send your request, choose one of these options:

curl

Execute the following command:

curl -X GET \
     -H "Authorization: Bearer $(gcloud auth print-access-token)" \
     "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID"

PowerShell

Execute the following command:

$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }

Invoke-WebRequest `
    -Method GET `
    -Headers $headers `
    -Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID" | Select-Object -Expand Content

You should receive a JSON response similar to the following:

{
  "name": "projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID",
  "metadata": {
    "@type": "type.googleapis.com/google.cloud.financialservices.v1.OperationMetadata",
    "createTime": "2023-03-14T15:52:55.358979323Z",
    "endTime": "2023-03-14T16:52:55.358979323Z",
    "target": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID",
    "verb": "create",
    "requestedCancellation": false,
    "apiVersion": "v1"
  },
  "done": true,
  "response": {
    "@type": "type.googleapis.com/dataresidency.monitoring.DataResidencyAugmentedView",
    "tpIds": [
      "i608e8cf4abb2a7d9-tp"
    ]
  }
}

Export metadata

To export metadata from backtest results, use the projects.locations.instances.backtestResults.exportMetadata method.

For more information, see Exported metadata in the AML output data model.

Permissions required for this task

To perform this task, you must have been granted the following permissions:

Permissions

financialservices.v1backtests.exportMetadata

Before using any of the request data, make the following replacements:

PROJECT_ID: your Google Cloud project ID listed in the IAM Settings
LOCATION: the location of the instance; use one of the supported regions
Show locations
- us-central1
- us-east1
- asia-south1
- europe-west1
- europe-west2
- europe-west4
- northamerica-northeast1
- southamerica-east1
- australia-southeast1
INSTANCE_ID: the user-defined identifier for the instance
BACKTEST_RESULTS_ID: a user-defined identifier for the backtest results
BQ_OUTPUT_DATASET_NAME: a BigQuery dataset in which to export a table that describes the structured metadata of the backtest results
STRUCTURED_METADATA_TABLE: the table to write the structured metadata to
WRITE_DISPOSITION: the action that occurs if the destination table already exists; use one of the following values:
- WRITE_EMPTY: Only export data if the BigQuery table is empty.
- WRITE_TRUNCATE: Erase all existing data in the BigQuery table before writing to the table.

Request JSON body:

{
  "structuredMetadataDestination": {
    "tableUri": "bq://PROJECT_ID.BQ_OUTPUT_DATASET_NAME.STRUCTURED_METADATA_TABLE",
    "writeDisposition": "WRITE_DISPOSITION"
  }
}

To send your request, choose one of these options:

curl

Save the request body in a file named request.json. Run the following command in the terminal to create or overwrite this file in the current directory:

cat > request.json << 'EOF'
{
  "structuredMetadataDestination": {
    "tableUri": "bq://PROJECT_ID.BQ_OUTPUT_DATASET_NAME.STRUCTURED_METADATA_TABLE",
    "writeDisposition": "WRITE_DISPOSITION"
  }
}
EOF

Then execute the following command to send your REST request:

curl -X POST \
     -H "Authorization: Bearer $(gcloud auth print-access-token)" \
     -H "Content-Type: application/json; charset=utf-8" \
     -d @request.json \
     "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID:exportMetadata"

PowerShell

Save the request body in a file named request.json. Run the following command in the terminal to create or overwrite this file in the current directory:

@'
{
  "structuredMetadataDestination": {
    "tableUri": "bq://PROJECT_ID.BQ_OUTPUT_DATASET_NAME.STRUCTURED_METADATA_TABLE",
    "writeDisposition": "WRITE_DISPOSITION"
  }
}
'@  | Out-File -FilePath request.json -Encoding utf8

Then execute the following command to send your REST request:

$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }

Invoke-WebRequest `
    -Method POST `
    -Headers $headers `
    -ContentType: "application/json; charset=utf-8" `
    -InFile request.json `
    -Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID:exportMetadata" | Select-Object -Expand Content

You should receive a JSON response similar to the following:

{
  "name": "projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID",
  "metadata": {
    "@type": "type.googleapis.com/google.cloud.financialservices.v1.OperationMetadata",
    "createTime": CREATE_TIME,
    "target": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID",
    "verb": "exportMetadata",
    "requestedCancellation": false,
    "apiVersion": "v1"
  },
  "done": false
}

For more information on how to get the result of the long-running operation (LRO), see Check for the result.

Get backtest results

To get backtest results, use the projects.locations.instances.backtestResults.get method.

Permissions required for this task

To perform this task, you must have been granted the following permissions:

Permissions

financialservices.v1backtests.get

Before using any of the request data, make the following replacements:

PROJECT_ID: your Google Cloud project ID listed in the IAM Settings
LOCATION: the location of the instance; use one of the supported regions
Show locations
- us-central1
- us-east1
- asia-south1
- europe-west1
- europe-west2
- europe-west4
- northamerica-northeast1
- southamerica-east1
- australia-southeast1
INSTANCE_ID: the user-defined identifier for the instance
BACKTEST_RESULTS_ID: the user-defined identifier for the backtest results

To send your request, choose one of these options:

curl

Execute the following command:

curl -X GET \
     -H "Authorization: Bearer $(gcloud auth print-access-token)" \
     "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID"

PowerShell

Execute the following command:

$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }

Invoke-WebRequest `
    -Method GET `
    -Headers $headers `
    -Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID" | Select-Object -Expand Content

You should receive a JSON response similar to the following:

{
    "name": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID",
    "createTime": CREATE_TIME,
    "updateTime": UPDATE_TIME,
    "state": "ACTIVE",
    "dataset": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/datasets/BACKTEST_DATASET_ID",
    "model": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/models/MODEL_ID",
    "endTime": "BACKTEST_END_DATE",
    "performanceTarget": {
      "partyInvestigationsPerPeriodHint": "PARTY_INVESTIGATIONS_PER_PERIOD_HINT"
    },
    "lineOfBusiness": "RETAIL"
}

Update backtest results

To update backtest results, use the projects.locations.instances.backtestResults.patch method.

Only the labels field in backtest results can be updated. The following example updates the key-value pair user labels associated with the backtest results.

Permissions required for this task

To perform this task, you must have been granted the following permissions:

Permissions

financialservices.v1backtests.update

Before using any of the request data, make the following replacements:

PROJECT_ID: your Google Cloud project ID listed in the IAM Settings
LOCATION: the location of the instance; use one of the supported regions
Show locations
- us-central1
- us-east1
- asia-south1
- europe-west1
- europe-west2
- europe-west4
- northamerica-northeast1
- southamerica-east1
- australia-southeast1
INSTANCE_ID: the user-defined identifier for the instance
BACKTEST_RESULTS_ID: the user-defined identifier for the backtest results
KEY: The key in a key-value pair used to organize backtest results. See labels for more information.
VALUE: The value in a key-value pair used to organize backtest results. See labels for more information.

Request JSON body:

{
  "labels": {
    "KEY": "VALUE"
  }
}

To send your request, choose one of these options:

curl

Save the request body in a file named request.json. Run the following command in the terminal to create or overwrite this file in the current directory:

cat > request.json << 'EOF'
{
  "labels": {
    "KEY": "VALUE"
  }
}
EOF

Then execute the following command to send your REST request:

curl -X PATCH \
     -H "Authorization: Bearer $(gcloud auth print-access-token)" \
     -H "Content-Type: application/json; charset=utf-8" \
     -d @request.json \
     "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID?updateMask=labels"

PowerShell

Save the request body in a file named request.json. Run the following command in the terminal to create or overwrite this file in the current directory:

@'
{
  "labels": {
    "KEY": "VALUE"
  }
}
'@  | Out-File -FilePath request.json -Encoding utf8

Then execute the following command to send your REST request:

$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }

Invoke-WebRequest `
    -Method PATCH `
    -Headers $headers `
    -ContentType: "application/json; charset=utf-8" `
    -InFile request.json `
    -Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID?updateMask=labels" | Select-Object -Expand Content

You should receive a JSON response similar to the following:

{
  "name": "projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID",
  "metadata": {
    "@type": "type.googleapis.com/google.cloud.financialservices.v1.OperationMetadata",
    "createTime": CREATE_TIME,
    "target": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID",
    "verb": "update",
    "requestedCancellation": false,
    "apiVersion": "v1"
  },
  "done": false
}

For more information on how to get the result of the long-running operation (LRO), see Check for the result.

List the backtest results

To list the backtest results for a given instance, use the projects.locations.instances.backtestResults.list method.

Permissions required for this task

To perform this task, you must have been granted the following permissions:

Permissions

financialservices.v1backtests.list

Before using any of the request data, make the following replacements:

PROJECT_ID: your Google Cloud project ID listed in the IAM Settings
LOCATION: the location of the instance; use one of the supported regions
Show locations
- us-central1
- us-east1
- asia-south1
- europe-west1
- europe-west2
- europe-west4
- northamerica-northeast1
- southamerica-east1
- australia-southeast1
INSTANCE_ID: the user-defined identifier for the instance

To send your request, choose one of these options:

curl

Execute the following command:

curl -X GET \
     -H "Authorization: Bearer $(gcloud auth print-access-token)" \
     "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults"

PowerShell

Execute the following command:

$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }

Invoke-WebRequest `
    -Method GET `
    -Headers $headers `
    -Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults" | Select-Object -Expand Content

You should receive a JSON response similar to the following:

{
  "backtestResults": [
    {
      "name": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID",
      "createTime": CREATE_TIME,
      "updateTime": UPDATE_TIME,
      "state": "ACTIVE",
      "dataset": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/datasets/BACKTEST_DATASET_ID",
      "model": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/models/MODEL_ID",
      "endTime": "BACKTEST_END_DATE",
      "performanceTarget": {
        "partyInvestigationsPerPeriodHint": "PARTY_INVESTIGATIONS_PER_PERIOD_HINT"
      },
      "lineOfBusiness": "RETAIL"
    }
  ]
}

Delete backtest results

To delete backtest results, use the projects.locations.instances.backtestResults.delete method.

Permissions required for this task

To perform this task, you must have been granted the following permissions:

Permissions

financialservices.v1backtests.delete

Before using any of the request data, make the following replacements:

PROJECT_ID: your Google Cloud project ID listed in the IAM Settings
LOCATION: the location of the instance; use one of the supported regions
Show locations
- us-central1
- us-east1
- asia-south1
- europe-west1
- europe-west2
- europe-west4
- northamerica-northeast1
- southamerica-east1
- australia-southeast1
INSTANCE_ID: the user-defined identifier for the instance
BACKTEST_RESULTS_ID: the user-defined identifier for the backtest results

To send your request, choose one of these options:

curl

Execute the following command:

curl -X DELETE \
     -H "Authorization: Bearer $(gcloud auth print-access-token)" \
     "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID"

PowerShell

Execute the following command:

$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }

Invoke-WebRequest `
    -Method DELETE `
    -Headers $headers `
    -Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID" | Select-Object -Expand Content

You should receive a JSON response similar to the following:

{
  "name": "projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID",
  "metadata": {
    "@type": "type.googleapis.com/google.cloud.financialservices.v1.OperationMetadata",
    "createTime": CREATE_TIME,
    "target": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID",
    "verb": "delete",
    "requestedCancellation": false,
    "apiVersion": "v1"
  },
  "done": false
}

For more information on how to get the result of the long-running operation (LRO), see Check for the result.