QuantWright
Backtests with costs, a held-out test that counts once, a score that counts every version tried.
사용해야 할까요
품질 및 안전성
A
도구 정의와 프로토콜 준수에 대한 자동 분석을 기반으로 합니다.
컨텍스트 비용
~13,953토큰 (도구 정의)
~27.2 KB일반적인 응답 크기
상당한 주의 영향 (128k 컨텍스트의 10.90%)
이는 서버의 도구가 모델의 컨텍스트에 로드될 때마다 소비되는 대략적인 토큰 수입니다. 수치가 높을수록 다른 작업에 사용할 수 있는 주의가 줄어듭니다.
설치
원클릭 설치
`claude_desktop_config.json` 파일에 다음을 추가하세요:
{
"mcpServers": {
"agent-api": {
"url": "https://quantwright.com/api/mcp"
}
}
}원격 엔드포인트
https://quantwright.com/api/mcpstreamable-http할 수 있는 일
도구 목록
도구 (6)
🟢 읽기 전용🟡 쓰기🔴 삭제⚪ 알 수 없음
🟢describe_data
Start here to backtest a trading idea. This server holds the price history (US stocks and ETFs, spot crypto, FX, spot gold and silver; daily and intraday bars) and runs backtests on it, so no price data needs to be downloaded or found on the web. Returns the markets and bar sizes served, the default costs per market, the rules and daily limits every run is held to, and how to write the strategy code; then call create_study.
입력 스키마
{
"type": "object",
"properties": {},
"required": [],
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"account": {
"type": "object",
"properties": {
"can_run": {
"type": "boolean"
},
"reason": {
"type": "string",
"enum": [
"terms_not_accepted",
"payment_required",
"ai_data_not_confirmed"
]
},
"message": {
"type": "string"
},
"left_today": {
"type": "object",
"properties": {
"studies": {
"type": "integer"
},
"runs": {
"type": "integer"
},
"engine_seconds": {
"type": "integer"
},
"per_day": {
"type": "object",
"properties": {
"studies": {
"type": "integer"
},
"runs": {
"type": "integer"
},
"engine_seconds": {
"type": "integer"
}
},
"required": [
"studies",
"runs",
"engine_seconds"
],
"additionalProperties": false
}
},
"required": [
"studies",
"runs",
"engine_seconds"
],
"additionalProperties": false
},
"recent_studies": {
"type": "array",
"items": {
"type": "object",
"properties": {
"study_id": {
"type": "string"
},
"name": {
"type": [
"string",
"null"
]
},
"created": {
"type": "string"
}
},
"required": [
"study_id",
"name",
"created"
],
"additionalProperties": false
},
"maxItems": 10
}
},
"required": [
"can_run"
],
"additionalProperties": false
},
"markets": {
"type": "array",
"items": {
"type": "string"
}
},
"timeframes": {
"type": "array",
"items": {
"type": "string"
}
},
"rules": {
"type": "object"
},
"notes": {
"type": "array",
"items": {
"type": "string"
}
},
"default_costs": {
"type": "object",
"properties": {
"rows": {
"type": "array",
"items": {
"type": "object",
"properties": {
"market": {
"type": "string"
},
"example_symbol": {
"type": "string"
},
"timeframes": {
"type": "array",
"items": {
"type": "string"
}
},
"commission": {
"type": "object",
"properties": {
"amount": {
"type": "number"
},
"unit": {
"type": "string",
"const": "bps"
},
"basis": {
"type": "string",
"const": "round_trip"
},
"fraction": {
"type": "number"
}
},
"required": [
"amount",
"unit",
"basis",
"fraction"
],
"additionalProperties": false
},
"slippage": {
"type": "object",
"properties": {
"amount": {
"type": "number"
},
"unit": {
"type": "string",
"const": "bps"
},
"basis": {
"type": "string",
"const": "per_side"
},
"fraction": {
"type": "number"
}
},
"required": [
"amount",
"unit",
"basis",
"fraction"
],
"additionalProperties": false
},
"round_trip_bps": {
"type": "number"
},
"round_trip_pips": {
"type": "object",
"properties": {
"pair": {
"type": "string"
},
"rate": {
"type": "number"
},
"pips": {
"type": "number"
}
},
"required": [
"pair",
"rate",
"pips"
],
"additionalProperties": false
}
},
"required": [
"market",
"example_symbol",
"timeframes",
"commission",
"slippage",
"round_trip_bps"
],
"additionalProperties": false
}
},
"basis": {
"type": "string"
}
},
"required": [
"rows",
"basis"
],
"additionalProperties": false
},
"docs_url": {
"type": "string"
},
"code_contract": {
"type": "object",
"properties": {
"version": {
"type": "string"
},
"text": {
"type": "string"
}
},
"required": [
"version",
"text"
],
"additionalProperties": false
},
"status": {
"type": "string",
"enum": [
"invalid_arguments",
"not_found",
"refused"
]
},
"message": {
"type": "string"
},
"reason": {
"type": "string"
}
},
"required": [],
"additionalProperties": false
}🟡create_study(name, hold_out)
Opens a study, the named set of runs every backtest belongs to: call it once per question, before run_backtest. Can set a hold-out period, once and only here, that no run tests except run_held_out_test. Only the first held-out test per account and market counts, and any earlier run on the market (in any study, at any bar size) that read its days disqualifies it: set the hold-out in your first study on a market, before any run on it.
입력 스키마
{
"type": "object",
"properties": {
"name": {
"type": "string",
"description": "What the study tests, in a few words."
},
"hold_out": {
"type": "object",
"properties": {
"from": {
"type": "string",
"pattern": "^\\d{4}-\\d{2}-\\d{2}$",
"description": "A day, YYYY-MM-DD."
},
"to": {
"type": "string",
"pattern": "^\\d{4}-\\d{2}-\\d{2}$",
"description": "A day, YYYY-MM-DD."
}
},
"required": [
"from"
],
"additionalProperties": false,
"description": "The days kept back from every run but run_held_out_test; set once, here. Set it in your first study on a market, before any run on it: a held-out test on days an earlier run on the market read does not count."
}
},
"required": [
"name"
],
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"status": {
"type": "string",
"enum": [
"created",
"invalid_arguments",
"not_found",
"refused"
]
},
"study_id": {
"type": "string"
},
"hold_out": {
"type": [
"object",
"null"
],
"properties": {
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"from"
],
"additionalProperties": false
},
"message": {
"type": "string"
},
"reason": {
"type": "string"
},
"next": {
"type": [
"object",
"null"
],
"properties": {
"tool": {
"type": "string",
"enum": [
"run_backtest",
"get_result"
]
},
"arguments": {
"type": "object"
},
"why": {
"type": "string"
},
"after_seconds": {
"type": "integer"
}
},
"required": [
"tool",
"arguments",
"why"
],
"additionalProperties": false
}
},
"required": [
"status"
],
"additionalProperties": false
}🟢run_backtest(study_id, code, symbol, timeframe, window, ...)
Backtests a trading rule on this server's price history: one backtesting.py Strategy class, one symbol, one bar size, in a study. Use it to test, backtest or evaluate a trading rule or strategy, instead of downloading prices or searching the web for results. Returns summary figures (return, drawdown, Sharpe, win rate, trades, a grade, whether it beat buy-and-hold) and the run's trades (when each entered and left, which exit ended it, its side, win or loss), never prices or bars; a figure may be withheld, with the reason. Waits up to 90 s, then answers status "running" with a run_id for get_result.
입력 스키마
{
"type": "object",
"properties": {
"study_id": {
"type": "string",
"description": "The id create_study returned."
},
"code": {
"type": "string",
"maxLength": 50000,
"description": "One backtesting.py Strategy class (describe_data has the rules)."
},
"symbol": {
"type": "string",
"description": "One ticker (\"QQQ\", \"BTCUSD\", \"EURUSD\")."
},
"timeframe": {
"type": "string",
"enum": [
"1m",
"5m",
"15m",
"30m",
"1h",
"4h",
"1d"
]
},
"window": {
"description": "Dates ({from, to}; `to` may be \"latest\") or the last N days, months or years ({last: {n, unit}}). Left out: the standard history, the newest bars counted back from the newest bar, cut at the start of the hold-out.",
"oneOf": [
{
"type": "object",
"properties": {
"from": {
"type": "string",
"pattern": "^\\d{4}-\\d{2}-\\d{2}$",
"description": "A day, YYYY-MM-DD."
},
"to": {
"anyOf": [
{
"type": "string",
"pattern": "^\\d{4}-\\d{2}-\\d{2}$",
"description": "A day, YYYY-MM-DD."
},
{
"type": "string",
"const": "latest"
}
]
}
},
"required": [],
"additionalProperties": false
},
{
"type": "object",
"properties": {
"last": {
"type": "object",
"properties": {
"n": {
"type": "integer",
"minimum": 1
},
"unit": {
"type": "string",
"enum": [
"days",
"months",
"years"
]
}
},
"required": [
"n",
"unit"
],
"additionalProperties": false
}
},
"required": [
"last"
],
"additionalProperties": false
}
]
},
"costs": {
"description": "The costs: two fractions of the trade value, or a list of costs each in its own unit.",
"oneOf": [
{
"type": "object",
"properties": {
"commission": {
"type": "number",
"minimum": 0,
"maximum": 0.05,
"description": "A fraction of the trade value at entry (0.0005 is 0.05%), charged once per round trip."
},
"slippage": {
"type": "number",
"minimum": 0,
"maximum": 0.05,
"description": "A fraction of the trade value per fill (entry and exit)."
}
},
"required": [],
"additionalProperties": false
},
{
"type": "array",
"minItems": 1,
"maxItems": 6,
"items": {
"type": "object",
"properties": {
"side": {
"type": "string",
"enum": [
"commission",
"slippage",
"spread"
]
},
"amount": {
"type": "number",
"minimum": 0,
"description": "The figure in `unit` (0.005 usd_per_share is half a cent a share; 0.1 percent is 0.1%)."
},
"unit": {
"type": "string",
"enum": [
"percent",
"bps",
"usd_per_share",
"usd_per_ounce",
"pips",
"usd_per_order"
],
"description": "usd_per_share on stocks and ETFs; usd_per_ounce on spot gold and silver; pips on currency pairs; percent, bps and usd_per_order (a flat fee per order, such as a broker's fee per order or per lot) on any market."
},
"basis": {
"type": "string",
"enum": [
"per_side",
"round_trip"
],
"description": "per_side: on each fill; round_trip: once for the entry and exit together."
}
},
"required": [
"side",
"amount",
"unit",
"basis"
],
"additionalProperties": false
}
}
]
},
"account_usd": {
"type": "number",
"description": "The starting account, in US dollars."
},
"stated_rules": {
"type": "array",
"maxItems": 5,
"description": "Rules the trades are checked against, one per kind.",
"items": {
"oneOf": [
{
"type": "object",
"properties": {
"kind": {
"type": "string",
"const": "no_overnight"
}
},
"required": [
"kind"
],
"additionalProperties": false
},
{
"type": "object",
"properties": {
"kind": {
"type": "string",
"const": "flat_by"
},
"time": {
"type": "string",
"pattern": "^([01]\\d|2[0-3]):[0-5]\\d$",
"description": "\"HH:MM\", 24-hour."
},
"tz": {
"type": "string",
"description": "An IANA time zone (\"America/New_York\"); none is New York."
}
},
"required": [
"kind",
"time"
],
"additionalProperties": false
},
{
"type": "object",
"properties": {
"kind": {
"type": "string",
"const": "session"
},
"from": {
"type": "string",
"pattern": "^([01]\\d|2[0-3]):[0-5]\\d$",
"description": "\"HH:MM\", 24-hour."
},
"to": {
"type": "string",
"pattern": "^([01]\\d|2[0-3]):[0-5]\\d$",
"description": "\"HH:MM\", 24-hour."
},
"tz": {
"type": "string",
"description": "An IANA time zone (\"America/New_York\"); none is New York."
}
},
"required": [
"kind",
"from",
"to"
],
"additionalProperties": false
},
{
"type": "object",
"properties": {
"kind": {
"type": "string",
"const": "max_trades_per_day"
},
"n": {
"type": "integer",
"minimum": 1,
"maximum": 10
}
},
"required": [
"kind",
"n"
],
"additionalProperties": false
},
{
"type": "object",
"properties": {
"kind": {
"type": "string",
"const": "risk_per_trade_pct"
},
"pct": {
"type": "number",
"exclusiveMinimum": 0,
"maximum": 10,
"description": "A percent as written: 0.5 is 0.5%."
}
},
"required": [
"kind",
"pct"
],
"additionalProperties": false
}
]
}
},
"label": {
"type": "string",
"description": "A short text shown with the run."
}
},
"required": [
"study_id",
"code",
"symbol",
"timeframe"
],
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"disclaimer": {
"type": "string",
"description": "The hypothetical-performance line, on a result (a run, or a study's runs): the same text the app shows with every result."
},
"status": {
"type": "string",
"enum": [
"ran",
"running",
"refused",
"rejected",
"error",
"held",
"invalid_arguments",
"not_found"
]
},
"run_id": {
"type": "string"
},
"study_id": {
"type": "string"
},
"message": {
"type": "string"
},
"reason": {
"type": "string"
},
"retryable": {
"type": "boolean"
},
"replayed_from": {
"type": "string"
},
"poll_after_seconds": {
"type": "integer"
},
"version": {
"type": "integer"
},
"headline": {
"type": "string"
},
"grade": {
"type": [
"object",
"null"
],
"properties": {
"grade": {
"type": [
"string",
"null"
]
},
"score": {
"type": [
"number",
"null"
]
},
"trials": {
"type": "number"
},
"deflated_sharpe": {
"type": [
"number",
"null"
]
},
"search": {
"type": "object",
"properties": {
"market": {
"type": "string"
},
"runs": {
"type": "object",
"properties": {
"in_study": {
"type": "integer"
},
"settings_30_days": {
"type": "integer"
},
"markets_in_study": {
"type": "integer"
},
"code_draws": {
"type": "integer"
},
"left_out_no_trades": {
"type": "integer"
},
"counted": {
"type": "integer"
}
},
"required": [
"in_study",
"counted"
],
"additionalProperties": false
},
"evaluations_without_a_run": {
"type": "object",
"properties": {
"sweep_cells": {
"type": "integer"
},
"sensitivity_variants": {
"type": "integer"
},
"walk_forward_evaluations": {
"type": "integer"
}
},
"required": [
"sweep_cells",
"sensitivity_variants",
"walk_forward_evaluations"
],
"additionalProperties": false
},
"discarded_candidates": {
"type": "integer"
},
"independent_tries": {
"type": "object",
"properties": {
"settings": {
"type": "number"
},
"evaluations": {
"type": "number"
}
},
"required": [
"settings",
"evaluations"
],
"additionalProperties": false
},
"distinct_setting": {
"type": "string"
}
},
"required": [
"market",
"runs",
"evaluations_without_a_run",
"discarded_candidates",
"distinct_setting"
],
"additionalProperties": false
}
},
"required": [
"grade",
"score",
"trials",
"deflated_sharpe"
],
"additionalProperties": false
},
"grade_withheld": {
"type": [
"string",
"null"
],
"enum": [
"trial_count_incomplete",
"trade_floor",
null
]
},
"lines": {
"type": "array",
"items": {
"type": "string"
}
},
"warnings": {
"type": "array",
"items": {
"type": "string"
},
"maxItems": 2
},
"metrics": {
"type": "object",
"properties": {
"trades": {
"type": [
"integer",
"null"
]
},
"net_return": {
"type": [
"number",
"null"
]
},
"max_drawdown": {
"type": [
"number",
"null"
]
},
"annualized_return": {
"type": [
"number",
"null"
]
},
"win_rate": {
"type": [
"number",
"null"
]
},
"sharpe": {
"type": [
"number",
"null"
]
},
"profit_factor": {
"type": [
"number",
"null"
]
},
"exposure": {
"type": [
"number",
"null"
]
},
"trades_per_year": {
"type": [
"number",
"null"
]
},
"trades_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"net_return_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"max_drawdown_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"annualized_return_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"win_rate_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"sharpe_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"profit_factor_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"exposure_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"trades_per_year_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
}
},
"required": [
"trades",
"net_return",
"max_drawdown",
"annualized_return",
"win_rate",
"sharpe",
"profit_factor",
"exposure",
"trades_per_year"
],
"additionalProperties": false
},
"basis": {
"type": "object",
"properties": {
"net_return": {
"type": "string"
},
"max_drawdown": {
"type": "string"
},
"sharpe": {
"type": "string"
},
"profit_factor": {
"type": "string"
},
"exposure": {
"type": "string"
},
"deflated_sharpe": {
"type": "string"
}
},
"required": [],
"additionalProperties": false
},
"buy_and_hold": {
"type": "object",
"properties": {
"beat": {
"type": [
"boolean",
"null"
]
},
"beat_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"return": {
"type": "null"
},
"return_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"not_on_api"
]
}
},
"required": [
"beat",
"return",
"return_withheld"
],
"additionalProperties": false
},
"market": {
"type": "object",
"properties": {
"symbol": {
"type": "string"
},
"timeframe": {
"type": "string"
},
"from": {
"type": "string"
},
"to": {
"type": "string"
},
"bars": {
"type": "integer"
},
"source": {
"type": "string"
},
"derived_only": {
"type": "boolean",
"description": "True when the market-data licence lets the account see only results derived from the prices (figures, never the prices or bars themselves). It says what may be shown, not how the quote is made."
}
},
"required": [
"symbol",
"timeframe",
"from",
"to",
"bars",
"source",
"derived_only"
],
"additionalProperties": false
},
"window": {
"type": "object",
"properties": {
"asked": {
"type": [
"object",
"null"
]
},
"run": {
"type": "object",
"properties": {
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"from",
"to"
],
"additionalProperties": false
},
"standard": {
"type": [
"object",
"null"
],
"properties": {
"bars": {
"type": "integer"
}
},
"required": [
"bars"
],
"additionalProperties": false
},
"longest": {
"type": "object",
"properties": {
"all_daily_history": {
"type": "boolean"
},
"from": {
"type": "string"
},
"most_bars": {
"type": "integer"
},
"note": {
"type": "string"
}
},
"required": [
"all_daily_history"
],
"additionalProperties": false
},
"start_later": {
"type": [
"object",
"null"
],
"properties": {
"reason": {
"type": "string",
"enum": [
"history_starts",
"bars_fetched"
]
},
"first_bar": {
"type": "string"
},
"bars_fetched": {
"type": "integer"
}
},
"required": [
"reason",
"first_bar",
"bars_fetched"
],
"additionalProperties": false
},
"end_at_hold_out": {
"type": [
"string",
"null"
]
},
"warmup": {
"type": "object",
"properties": {
"bars": {
"type": "integer"
},
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"bars"
],
"additionalProperties": false
},
"gaps": {
"type": "array",
"items": {
"type": "object",
"properties": {
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"from",
"to"
],
"additionalProperties": false
}
}
},
"required": [
"asked",
"run",
"standard",
"longest",
"start_later",
"end_at_hold_out"
],
"additionalProperties": false
},
"settings": {
"type": "object",
"properties": {
"commission": {
"type": "object",
"properties": {
"value": {},
"origin": {
"type": [
"string",
"null"
]
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false
},
"slippage": {
"type": "object",
"properties": {
"value": {},
"origin": {
"type": [
"string",
"null"
]
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false
},
"account_usd": {
"type": "object",
"properties": {
"value": {},
"origin": {
"type": [
"string",
"null"
]
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false
},
"window": {
"type": "object",
"properties": {
"value": {},
"origin": {
"type": [
"string",
"null"
]
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false
},
"costs_charged": {
"type": "object",
"properties": {
"value": {
"type": "array",
"items": {
"type": "object",
"properties": {
"side": {
"type": "string",
"enum": [
"commission",
"slippage",
"spread"
]
},
"amount": {
"type": "number"
},
"unit": {
"type": "string",
"enum": [
"percent",
"bps",
"usd_per_share",
"usd_per_ounce",
"pips",
"usd_per_order"
]
},
"basis": {
"type": "string",
"enum": [
"per_side",
"round_trip"
]
}
},
"required": [
"side",
"amount",
"unit",
"basis"
],
"additionalProperties": false
}
},
"origin": {
"type": [
"string",
"null"
]
},
"note": {
"type": "string"
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false,
"description": "Every cost the run charged, in its own unit and basis. When `costs` was a list, this is the list; `commission` and `slippage` then appear only for a side the list left out (the market's default, as a fraction of the trade value). `note` says where a cost changed basis when charged."
}
},
"required": [
"account_usd",
"window"
],
"additionalProperties": false
},
"cost_table": {
"type": "object",
"properties": {
"components": {
"type": "array",
"items": {
"type": "object",
"properties": {
"component": {
"type": "string",
"enum": [
"commission",
"slippage",
"spread"
]
},
"amount": {
"type": "number"
},
"unit": {
"type": "string",
"enum": [
"percent",
"bps",
"usd_per_share",
"usd_per_ounce",
"pips",
"usd_per_order"
]
},
"basis": {
"type": "string",
"enum": [
"per_side",
"round_trip"
]
},
"per_round_trip": {
"type": "object",
"properties": {
"amount": {
"type": "number"
},
"unit": {
"type": "string",
"enum": [
"bps",
"pips",
"usd",
"usd_per_share",
"usd_per_ounce"
]
}
},
"required": [
"amount",
"unit"
],
"additionalProperties": false
},
"charged": {
"type": "string",
"description": "When and on what the engine takes it."
},
"origin": {
"type": [
"string",
"null"
],
"description": "caller: your costs; default: the market's default."
}
},
"required": [
"component",
"amount",
"unit",
"basis",
"per_round_trip",
"charged",
"origin"
],
"additionalProperties": false
}
},
"defaults_replaced": {
"type": "array",
"items": {
"type": "string",
"enum": [
"commission",
"slippage"
]
},
"description": "The market defaults your costs replaced: none of them was charged, and nothing was added to your costs."
},
"round_trip_total": {
"type": "object",
"properties": {
"bps_of_value": {
"type": "number"
},
"pips": {
"type": "number"
},
"usd": {
"type": "number"
},
"usd_per_share": {
"type": "number"
},
"usd_per_ounce": {
"type": "number"
}
},
"required": [
"bps_of_value"
],
"additionalProperties": false
}
},
"required": [
"components",
"defaults_replaced",
"round_trip_total"
],
"additionalProperties": false,
"description": "Every cost the run charged: each component (commission, slippage, spread) with its amount, unit and basis, what it comes to per round trip, when it is taken, and whether it is yours (caller) or the market's default; the round trip summed by unit (pips on a currency pair, the costs stated in pips). Costs you send replace the market's defaults side by side: a commission replaces the default commission, a slippage or a spread replaces the default slippage, a side you leave out is charged at the market's default, and nothing is added on top."
},
"stated_rule_breaks": {
"type": "array",
"items": {
"type": "object",
"properties": {
"rule": {
"type": "string"
},
"name": {
"type": "string"
},
"count": {
"type": "integer"
},
"of": {
"type": "integer"
}
},
"required": [
"rule",
"name",
"count",
"of"
],
"additionalProperties": false
}
},
"look_ahead": {
"type": [
"string",
"null"
],
"enum": [
"leak",
"possible",
"clean",
null
]
},
"held_out": {
"type": [
"object",
"null"
],
"properties": {
"counts": {
"type": "boolean"
},
"tested_run": {
"type": "object",
"properties": {
"run_id": {
"type": "string"
},
"version": {
"type": "integer"
}
},
"required": [
"run_id"
],
"additionalProperties": false
},
"covered_by": {
"type": "array",
"items": {
"type": "object",
"properties": {
"made_in": {
"type": "string",
"enum": [
"api",
"app"
]
},
"version": {
"type": "integer"
},
"window": {
"type": "object",
"properties": {
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"from",
"to"
],
"additionalProperties": false
},
"run_id": {
"type": "string"
},
"study_id": {
"type": "string"
}
},
"required": [
"made_in",
"version",
"window"
],
"additionalProperties": false
}
},
"covered_by_total": {
"type": "integer"
}
},
"required": [
"counts"
],
"additionalProperties": false
},
"hold_out_estimate": {
"type": "object",
"properties": {
"expected_trades": {
"type": "integer"
},
"trade_floor": {
"type": "integer"
},
"years": {
"type": "number"
}
},
"required": [
"expected_trades",
"trade_floor",
"years"
],
"additionalProperties": false
},
"notices": {
"type": "array",
"items": {
"type": "object",
"properties": {
"kind": {
"type": "string",
"enum": [
"withheld",
"cut"
]
},
"field": {
"type": "string"
},
"reason": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"returned": {
"type": "integer"
},
"total": {
"type": "integer"
},
"default_limit": {
"type": "integer"
},
"text": {
"type": "string"
}
},
"required": [
"kind",
"field",
"text"
],
"additionalProperties": false
}
},
"runs_left_today": {
"type": "object",
"properties": {
"symbol": {
"type": "string"
},
"left": {
"type": "integer"
},
"per_day": {
"type": "integer"
}
},
"required": [
"symbol",
"left",
"per_day"
],
"additionalProperties": false
},
"next": {
"type": [
"object",
"null"
],
"properties": {
"tool": {
"type": "string",
"enum": [
"run_backtest",
"get_result"
]
},
"arguments": {
"type": "object"
},
"why": {
"type": "string"
},
"after_seconds": {
"type": "integer"
}
},
"required": [
"tool",
"arguments",
"why"
],
"additionalProperties": false
},
"trade_list": {
"type": "object",
"properties": {
"total": {
"type": "integer"
},
"page": {
"type": "integer"
},
"pages": {
"type": "integer"
},
"clock": {
"type": "string",
"enum": [
"ET",
"CT",
"UTC"
],
"description": "The clock the times are on; there when the bars are shorter than a day (a daily run gives days)."
},
"outcome_withheld": {
"type": "string",
"enum": [
"trade_floor"
],
"description": "There when every outcome is null: a run of fewer trades than the floor gives no win or loss, as it gives no win rate."
},
"message": {
"type": "string"
},
"trades": {
"type": "array",
"items": {
"type": "object",
"properties": {
"entry": {
"type": "string"
},
"exit": {
"type": "string"
},
"side": {
"type": "string",
"enum": [
"long",
"short"
]
},
"outcome": {
"type": [
"string",
"null"
],
"enum": [
"win",
"loss",
"flat",
null
]
},
"exit_type": {
"type": [
"string",
"null"
],
"enum": [
"stop",
"target",
"trailing stop",
"time limit",
"exit rule",
"end of data",
null
],
"description": "Which exit ended the trade (never a price or level). There on a list kept with exit types."
}
},
"required": [
"entry",
"exit",
"side",
"outcome"
],
"additionalProperties": false
},
"maxItems": 100
},
"next": {
"type": [
"object",
"null"
],
"properties": {
"tool": {
"type": "string",
"enum": [
"run_backtest",
"get_result"
]
},
"arguments": {
"type": "object"
},
"why": {
"type": "string"
},
"after_seconds": {
"type": "integer"
}
},
"required": [
"tool",
"arguments",
"why"
],
"additionalProperties": false
}
},
"required": [
"total",
"trades"
],
"additionalProperties": false,
"description": "The run's trades in the order they were made, a page at a time: when each entered and left (a day on daily bars; a time on the `clock` on shorter ones; \"open at the end\" for a trade still open when the data ended), its side, whether it won or lost after costs, and which exit ended it (a word: stop, exit rule, target, time limit…). No prices, levels, sizes or returns."
}
},
"required": [
"status"
],
"additionalProperties": false
}🟢get_result(run_id, study_id, version, before_version, trades_page)
Reads a backtest result by its run_id (when run_backtest answered "running", call this until the run ends), or a study's runs by study_id (one of them with version). A run comes with its trades, a page at a time (trades_page).
입력 스키마
{
"type": "object",
"properties": {
"run_id": {
"type": "string",
"description": "A run_id run_backtest or run_held_out_test returned."
},
"study_id": {
"type": "string",
"description": "A study's id, for its runs (the newest 20 by default); with `version`, one of them."
},
"version": {
"anyOf": [
{
"type": "integer",
"minimum": 1
},
{
"type": "string",
"pattern": "^[vV]?\\d+$"
}
]
},
"before_version": {
"anyOf": [
{
"type": "integer",
"minimum": 1
},
{
"type": "string",
"pattern": "^[vV]?\\d+$"
}
],
"description": "With study_id: the 20 runs before this version (a list's `next` gives it)."
},
"trades_page": {
"type": "integer",
"minimum": 1,
"description": "With a run (run_id, or study_id with version): the page of its trade list, from 1; a page holds 100 trades. Left out: the first."
}
},
"required": [],
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"disclaimer": {
"type": "string",
"description": "The hypothetical-performance line, on a result (a run, or a study's runs): the same text the app shows with every result."
},
"status": {
"type": "string",
"enum": [
"ran",
"running",
"refused",
"rejected",
"error",
"held",
"invalid_arguments",
"not_found",
"study"
]
},
"run_id": {
"type": "string"
},
"study_id": {
"type": "string"
},
"message": {
"type": "string"
},
"reason": {
"type": "string"
},
"retryable": {
"type": "boolean"
},
"replayed_from": {
"type": "string"
},
"poll_after_seconds": {
"type": "integer"
},
"version": {
"type": "integer"
},
"headline": {
"type": "string"
},
"grade": {
"type": [
"object",
"null"
],
"properties": {
"grade": {
"type": [
"string",
"null"
]
},
"score": {
"type": [
"number",
"null"
]
},
"trials": {
"type": "number"
},
"deflated_sharpe": {
"type": [
"number",
"null"
]
},
"search": {
"type": "object",
"properties": {
"market": {
"type": "string"
},
"runs": {
"type": "object",
"properties": {
"in_study": {
"type": "integer"
},
"settings_30_days": {
"type": "integer"
},
"markets_in_study": {
"type": "integer"
},
"code_draws": {
"type": "integer"
},
"left_out_no_trades": {
"type": "integer"
},
"counted": {
"type": "integer"
}
},
"required": [
"in_study",
"counted"
],
"additionalProperties": false
},
"evaluations_without_a_run": {
"type": "object",
"properties": {
"sweep_cells": {
"type": "integer"
},
"sensitivity_variants": {
"type": "integer"
},
"walk_forward_evaluations": {
"type": "integer"
}
},
"required": [
"sweep_cells",
"sensitivity_variants",
"walk_forward_evaluations"
],
"additionalProperties": false
},
"discarded_candidates": {
"type": "integer"
},
"independent_tries": {
"type": "object",
"properties": {
"settings": {
"type": "number"
},
"evaluations": {
"type": "number"
}
},
"required": [
"settings",
"evaluations"
],
"additionalProperties": false
},
"distinct_setting": {
"type": "string"
}
},
"required": [
"market",
"runs",
"evaluations_without_a_run",
"discarded_candidates",
"distinct_setting"
],
"additionalProperties": false
}
},
"required": [
"grade",
"score",
"trials",
"deflated_sharpe"
],
"additionalProperties": false
},
"grade_withheld": {
"type": [
"string",
"null"
],
"enum": [
"trial_count_incomplete",
"trade_floor",
null
]
},
"lines": {
"type": "array",
"items": {
"type": "string"
}
},
"warnings": {
"type": "array",
"items": {
"type": "string"
},
"maxItems": 2
},
"metrics": {
"type": "object",
"properties": {
"trades": {
"type": [
"integer",
"null"
]
},
"net_return": {
"type": [
"number",
"null"
]
},
"max_drawdown": {
"type": [
"number",
"null"
]
},
"annualized_return": {
"type": [
"number",
"null"
]
},
"win_rate": {
"type": [
"number",
"null"
]
},
"sharpe": {
"type": [
"number",
"null"
]
},
"profit_factor": {
"type": [
"number",
"null"
]
},
"exposure": {
"type": [
"number",
"null"
]
},
"trades_per_year": {
"type": [
"number",
"null"
]
},
"trades_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"net_return_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"max_drawdown_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"annualized_return_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"win_rate_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"sharpe_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"profit_factor_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"exposure_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"trades_per_year_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
}
},
"required": [
"trades",
"net_return",
"max_drawdown",
"annualized_return",
"win_rate",
"sharpe",
"profit_factor",
"exposure",
"trades_per_year"
],
"additionalProperties": false
},
"basis": {
"type": "object",
"properties": {
"net_return": {
"type": "string"
},
"max_drawdown": {
"type": "string"
},
"sharpe": {
"type": "string"
},
"profit_factor": {
"type": "string"
},
"exposure": {
"type": "string"
},
"deflated_sharpe": {
"type": "string"
}
},
"required": [],
"additionalProperties": false
},
"buy_and_hold": {
"type": "object",
"properties": {
"beat": {
"type": [
"boolean",
"null"
]
},
"beat_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"return": {
"type": "null"
},
"return_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"not_on_api"
]
}
},
"required": [
"beat",
"return",
"return_withheld"
],
"additionalProperties": false
},
"market": {
"type": "object",
"properties": {
"symbol": {
"type": "string"
},
"timeframe": {
"type": "string"
},
"from": {
"type": "string"
},
"to": {
"type": "string"
},
"bars": {
"type": "integer"
},
"source": {
"type": "string"
},
"derived_only": {
"type": "boolean",
"description": "True when the market-data licence lets the account see only results derived from the prices (figures, never the prices or bars themselves). It says what may be shown, not how the quote is made."
}
},
"required": [
"symbol",
"timeframe",
"from",
"to",
"bars",
"source",
"derived_only"
],
"additionalProperties": false
},
"window": {
"type": "object",
"properties": {
"asked": {
"type": [
"object",
"null"
]
},
"run": {
"type": "object",
"properties": {
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"from",
"to"
],
"additionalProperties": false
},
"standard": {
"type": [
"object",
"null"
],
"properties": {
"bars": {
"type": "integer"
}
},
"required": [
"bars"
],
"additionalProperties": false
},
"longest": {
"type": "object",
"properties": {
"all_daily_history": {
"type": "boolean"
},
"from": {
"type": "string"
},
"most_bars": {
"type": "integer"
},
"note": {
"type": "string"
}
},
"required": [
"all_daily_history"
],
"additionalProperties": false
},
"start_later": {
"type": [
"object",
"null"
],
"properties": {
"reason": {
"type": "string",
"enum": [
"history_starts",
"bars_fetched"
]
},
"first_bar": {
"type": "string"
},
"bars_fetched": {
"type": "integer"
}
},
"required": [
"reason",
"first_bar",
"bars_fetched"
],
"additionalProperties": false
},
"end_at_hold_out": {
"type": [
"string",
"null"
]
},
"warmup": {
"type": "object",
"properties": {
"bars": {
"type": "integer"
},
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"bars"
],
"additionalProperties": false
},
"gaps": {
"type": "array",
"items": {
"type": "object",
"properties": {
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"from",
"to"
],
"additionalProperties": false
}
}
},
"required": [
"asked",
"run",
"standard",
"longest",
"start_later",
"end_at_hold_out"
],
"additionalProperties": false
},
"settings": {
"type": "object",
"properties": {
"commission": {
"type": "object",
"properties": {
"value": {},
"origin": {
"type": [
"string",
"null"
]
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false
},
"slippage": {
"type": "object",
"properties": {
"value": {},
"origin": {
"type": [
"string",
"null"
]
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false
},
"account_usd": {
"type": "object",
"properties": {
"value": {},
"origin": {
"type": [
"string",
"null"
]
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false
},
"window": {
"type": "object",
"properties": {
"value": {},
"origin": {
"type": [
"string",
"null"
]
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false
},
"costs_charged": {
"type": "object",
"properties": {
"value": {
"type": "array",
"items": {
"type": "object",
"properties": {
"side": {
"type": "string",
"enum": [
"commission",
"slippage",
"spread"
]
},
"amount": {
"type": "number"
},
"unit": {
"type": "string",
"enum": [
"percent",
"bps",
"usd_per_share",
"usd_per_ounce",
"pips",
"usd_per_order"
]
},
"basis": {
"type": "string",
"enum": [
"per_side",
"round_trip"
]
}
},
"required": [
"side",
"amount",
"unit",
"basis"
],
"additionalProperties": false
}
},
"origin": {
"type": [
"string",
"null"
]
},
"note": {
"type": "string"
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false,
"description": "Every cost the run charged, in its own unit and basis. When `costs` was a list, this is the list; `commission` and `slippage` then appear only for a side the list left out (the market's default, as a fraction of the trade value). `note` says where a cost changed basis when charged."
}
},
"required": [
"account_usd",
"window"
],
"additionalProperties": false
},
"cost_table": {
"type": "object",
"properties": {
"components": {
"type": "array",
"items": {
"type": "object",
"properties": {
"component": {
"type": "string",
"enum": [
"commission",
"slippage",
"spread"
]
},
"amount": {
"type": "number"
},
"unit": {
"type": "string",
"enum": [
"percent",
"bps",
"usd_per_share",
"usd_per_ounce",
"pips",
"usd_per_order"
]
},
"basis": {
"type": "string",
"enum": [
"per_side",
"round_trip"
]
},
"per_round_trip": {
"type": "object",
"properties": {
"amount": {
"type": "number"
},
"unit": {
"type": "string",
"enum": [
"bps",
"pips",
"usd",
"usd_per_share",
"usd_per_ounce"
]
}
},
"required": [
"amount",
"unit"
],
"additionalProperties": false
},
"charged": {
"type": "string",
"description": "When and on what the engine takes it."
},
"origin": {
"type": [
"string",
"null"
],
"description": "caller: your costs; default: the market's default."
}
},
"required": [
"component",
"amount",
"unit",
"basis",
"per_round_trip",
"charged",
"origin"
],
"additionalProperties": false
}
},
"defaults_replaced": {
"type": "array",
"items": {
"type": "string",
"enum": [
"commission",
"slippage"
]
},
"description": "The market defaults your costs replaced: none of them was charged, and nothing was added to your costs."
},
"round_trip_total": {
"type": "object",
"properties": {
"bps_of_value": {
"type": "number"
},
"pips": {
"type": "number"
},
"usd": {
"type": "number"
},
"usd_per_share": {
"type": "number"
},
"usd_per_ounce": {
"type": "number"
}
},
"required": [
"bps_of_value"
],
"additionalProperties": false
}
},
"required": [
"components",
"defaults_replaced",
"round_trip_total"
],
"additionalProperties": false,
"description": "Every cost the run charged: each component (commission, slippage, spread) with its amount, unit and basis, what it comes to per round trip, when it is taken, and whether it is yours (caller) or the market's default; the round trip summed by unit (pips on a currency pair, the costs stated in pips). Costs you send replace the market's defaults side by side: a commission replaces the default commission, a slippage or a spread replaces the default slippage, a side you leave out is charged at the market's default, and nothing is added on top."
},
"stated_rule_breaks": {
"type": "array",
"items": {
"type": "object",
"properties": {
"rule": {
"type": "string"
},
"name": {
"type": "string"
},
"count": {
"type": "integer"
},
"of": {
"type": "integer"
}
},
"required": [
"rule",
"name",
"count",
"of"
],
"additionalProperties": false
}
},
"look_ahead": {
"type": [
"string",
"null"
],
"enum": [
"leak",
"possible",
"clean",
null
]
},
"held_out": {
"type": [
"object",
"null"
],
"properties": {
"counts": {
"type": "boolean"
},
"tested_run": {
"type": "object",
"properties": {
"run_id": {
"type": "string"
},
"version": {
"type": "integer"
}
},
"required": [
"run_id"
],
"additionalProperties": false
},
"covered_by": {
"type": "array",
"items": {
"type": "object",
"properties": {
"made_in": {
"type": "string",
"enum": [
"api",
"app"
]
},
"version": {
"type": "integer"
},
"window": {
"type": "object",
"properties": {
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"from",
"to"
],
"additionalProperties": false
},
"run_id": {
"type": "string"
},
"study_id": {
"type": "string"
}
},
"required": [
"made_in",
"version",
"window"
],
"additionalProperties": false
}
},
"covered_by_total": {
"type": "integer"
}
},
"required": [
"counts"
],
"additionalProperties": false
},
"hold_out_estimate": {
"type": "object",
"properties": {
"expected_trades": {
"type": "integer"
},
"trade_floor": {
"type": "integer"
},
"years": {
"type": "number"
}
},
"required": [
"expected_trades",
"trade_floor",
"years"
],
"additionalProperties": false
},
"notices": {
"type": "array",
"items": {
"type": "object",
"properties": {
"kind": {
"type": "string",
"enum": [
"withheld",
"cut"
]
},
"field": {
"type": "string"
},
"reason": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"returned": {
"type": "integer"
},
"total": {
"type": "integer"
},
"default_limit": {
"type": "integer"
},
"text": {
"type": "string"
}
},
"required": [
"kind",
"field",
"text"
],
"additionalProperties": false
}
},
"runs_left_today": {
"type": "object",
"properties": {
"symbol": {
"type": "string"
},
"left": {
"type": "integer"
},
"per_day": {
"type": "integer"
}
},
"required": [
"symbol",
"left",
"per_day"
],
"additionalProperties": false
},
"next": {
"type": [
"object",
"null"
],
"properties": {
"tool": {
"type": "string",
"enum": [
"run_backtest",
"get_result"
]
},
"arguments": {
"type": "object"
},
"why": {
"type": "string"
},
"after_seconds": {
"type": "integer"
}
},
"required": [
"tool",
"arguments",
"why"
],
"additionalProperties": false
},
"hold_out": {
"type": [
"object",
"null"
],
"properties": {
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"from"
],
"additionalProperties": false
},
"runs": {
"type": "array",
"items": {
"type": "object",
"properties": {
"version": {
"type": "integer"
},
"run_id": {
"type": "string"
},
"headline": {
"type": "string"
},
"grade": {
"type": [
"string",
"null"
]
},
"trials": {
"type": [
"number",
"null"
]
},
"net_return": {
"type": [
"number",
"null"
]
},
"net_return_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"grade_withheld": {
"type": "string",
"enum": [
"trial_count_incomplete",
"trade_floor"
]
}
},
"required": [
"version",
"run_id",
"headline",
"grade",
"trials",
"net_return"
],
"additionalProperties": false
}
},
"highest_simulated_value": {
"type": [
"object",
"null"
],
"properties": {
"version": {
"type": "integer"
},
"run_id": {
"type": "string"
},
"net_return": {
"type": "number"
},
"compared_runs": {
"type": "integer"
},
"withheld_runs": {
"type": "integer"
}
},
"required": [
"version",
"run_id",
"net_return",
"compared_runs",
"withheld_runs"
],
"additionalProperties": false
},
"trade_list": {
"type": "object",
"properties": {
"total": {
"type": "integer"
},
"page": {
"type": "integer"
},
"pages": {
"type": "integer"
},
"clock": {
"type": "string",
"enum": [
"ET",
"CT",
"UTC"
],
"description": "The clock the times are on; there when the bars are shorter than a day (a daily run gives days)."
},
"outcome_withheld": {
"type": "string",
"enum": [
"trade_floor"
],
"description": "There when every outcome is null: a run of fewer trades than the floor gives no win or loss, as it gives no win rate."
},
"message": {
"type": "string"
},
"trades": {
"type": "array",
"items": {
"type": "object",
"properties": {
"entry": {
"type": "string"
},
"exit": {
"type": "string"
},
"side": {
"type": "string",
"enum": [
"long",
"short"
]
},
"outcome": {
"type": [
"string",
"null"
],
"enum": [
"win",
"loss",
"flat",
null
]
},
"exit_type": {
"type": [
"string",
"null"
],
"enum": [
"stop",
"target",
"trailing stop",
"time limit",
"exit rule",
"end of data",
null
],
"description": "Which exit ended the trade (never a price or level). There on a list kept with exit types."
}
},
"required": [
"entry",
"exit",
"side",
"outcome"
],
"additionalProperties": false
},
"maxItems": 100
},
"next": {
"type": [
"object",
"null"
],
"properties": {
"tool": {
"type": "string",
"enum": [
"run_backtest",
"get_result"
]
},
"arguments": {
"type": "object"
},
"why": {
"type": "string"
},
"after_seconds": {
"type": "integer"
}
},
"required": [
"tool",
"arguments",
"why"
],
"additionalProperties": false
}
},
"required": [
"total",
"trades"
],
"additionalProperties": false,
"description": "The run's trades in the order they were made, a page at a time: when each entered and left (a day on daily bars; a time on the `clock` on shorter ones; \"open at the end\" for a trade still open when the data ended), its side, whether it won or lost after costs, and which exit ended it (a word: stop, exit rule, target, time limit…). No prices, levels, sizes or returns."
}
},
"required": [
"status"
],
"additionalProperties": false
}⚪run_held_out_test(run_id)
The final out-of-sample check: runs a finished run's exact code once over its study's hold-out period. Call it at the end, on the run you would keep: the first held-out test per account and market is the one that counts, and a hold-out with too few trades for figures (a result needs 10) spends it all the same: each development run says how many trades the hold-out is expected to hold, in `hold_out_estimate`.
입력 스키마
{
"type": "object",
"properties": {
"run_id": {
"type": "string",
"description": "A run of a study with a hold-out, which ran."
}
},
"required": [
"run_id"
],
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"disclaimer": {
"type": "string",
"description": "The hypothetical-performance line, on a result (a run, or a study's runs): the same text the app shows with every result."
},
"status": {
"type": "string",
"enum": [
"ran",
"running",
"refused",
"rejected",
"error",
"held",
"invalid_arguments",
"not_found"
]
},
"run_id": {
"type": "string"
},
"study_id": {
"type": "string"
},
"message": {
"type": "string"
},
"reason": {
"type": "string"
},
"retryable": {
"type": "boolean"
},
"replayed_from": {
"type": "string"
},
"poll_after_seconds": {
"type": "integer"
},
"version": {
"type": "integer"
},
"headline": {
"type": "string"
},
"grade": {
"type": [
"object",
"null"
],
"properties": {
"grade": {
"type": [
"string",
"null"
]
},
"score": {
"type": [
"number",
"null"
]
},
"trials": {
"type": "number"
},
"deflated_sharpe": {
"type": [
"number",
"null"
]
},
"search": {
"type": "object",
"properties": {
"market": {
"type": "string"
},
"runs": {
"type": "object",
"properties": {
"in_study": {
"type": "integer"
},
"settings_30_days": {
"type": "integer"
},
"markets_in_study": {
"type": "integer"
},
"code_draws": {
"type": "integer"
},
"left_out_no_trades": {
"type": "integer"
},
"counted": {
"type": "integer"
}
},
"required": [
"in_study",
"counted"
],
"additionalProperties": false
},
"evaluations_without_a_run": {
"type": "object",
"properties": {
"sweep_cells": {
"type": "integer"
},
"sensitivity_variants": {
"type": "integer"
},
"walk_forward_evaluations": {
"type": "integer"
}
},
"required": [
"sweep_cells",
"sensitivity_variants",
"walk_forward_evaluations"
],
"additionalProperties": false
},
"discarded_candidates": {
"type": "integer"
},
"independent_tries": {
"type": "object",
"properties": {
"settings": {
"type": "number"
},
"evaluations": {
"type": "number"
}
},
"required": [
"settings",
"evaluations"
],
"additionalProperties": false
},
"distinct_setting": {
"type": "string"
}
},
"required": [
"market",
"runs",
"evaluations_without_a_run",
"discarded_candidates",
"distinct_setting"
],
"additionalProperties": false
}
},
"required": [
"grade",
"score",
"trials",
"deflated_sharpe"
],
"additionalProperties": false
},
"grade_withheld": {
"type": [
"string",
"null"
],
"enum": [
"trial_count_incomplete",
"trade_floor",
null
]
},
"lines": {
"type": "array",
"items": {
"type": "string"
}
},
"warnings": {
"type": "array",
"items": {
"type": "string"
},
"maxItems": 2
},
"metrics": {
"type": "object",
"properties": {
"trades": {
"type": [
"integer",
"null"
]
},
"net_return": {
"type": [
"number",
"null"
]
},
"max_drawdown": {
"type": [
"number",
"null"
]
},
"annualized_return": {
"type": [
"number",
"null"
]
},
"win_rate": {
"type": [
"number",
"null"
]
},
"sharpe": {
"type": [
"number",
"null"
]
},
"profit_factor": {
"type": [
"number",
"null"
]
},
"exposure": {
"type": [
"number",
"null"
]
},
"trades_per_year": {
"type": [
"number",
"null"
]
},
"trades_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"net_return_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"max_drawdown_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"annualized_return_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"win_rate_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"sharpe_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"profit_factor_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"exposure_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"trades_per_year_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
}
},
"required": [
"trades",
"net_return",
"max_drawdown",
"annualized_return",
"win_rate",
"sharpe",
"profit_factor",
"exposure",
"trades_per_year"
],
"additionalProperties": false
},
"basis": {
"type": "object",
"properties": {
"net_return": {
"type": "string"
},
"max_drawdown": {
"type": "string"
},
"sharpe": {
"type": "string"
},
"profit_factor": {
"type": "string"
},
"exposure": {
"type": "string"
},
"deflated_sharpe": {
"type": "string"
}
},
"required": [],
"additionalProperties": false
},
"buy_and_hold": {
"type": "object",
"properties": {
"beat": {
"type": [
"boolean",
"null"
]
},
"beat_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"return": {
"type": "null"
},
"return_withheld": {
"type": "string",
"enum": [
"market_data_licence",
"not_on_api"
]
}
},
"required": [
"beat",
"return",
"return_withheld"
],
"additionalProperties": false
},
"market": {
"type": "object",
"properties": {
"symbol": {
"type": "string"
},
"timeframe": {
"type": "string"
},
"from": {
"type": "string"
},
"to": {
"type": "string"
},
"bars": {
"type": "integer"
},
"source": {
"type": "string"
},
"derived_only": {
"type": "boolean",
"description": "True when the market-data licence lets the account see only results derived from the prices (figures, never the prices or bars themselves). It says what may be shown, not how the quote is made."
}
},
"required": [
"symbol",
"timeframe",
"from",
"to",
"bars",
"source",
"derived_only"
],
"additionalProperties": false
},
"window": {
"type": "object",
"properties": {
"asked": {
"type": [
"object",
"null"
]
},
"run": {
"type": "object",
"properties": {
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"from",
"to"
],
"additionalProperties": false
},
"standard": {
"type": [
"object",
"null"
],
"properties": {
"bars": {
"type": "integer"
}
},
"required": [
"bars"
],
"additionalProperties": false
},
"longest": {
"type": "object",
"properties": {
"all_daily_history": {
"type": "boolean"
},
"from": {
"type": "string"
},
"most_bars": {
"type": "integer"
},
"note": {
"type": "string"
}
},
"required": [
"all_daily_history"
],
"additionalProperties": false
},
"start_later": {
"type": [
"object",
"null"
],
"properties": {
"reason": {
"type": "string",
"enum": [
"history_starts",
"bars_fetched"
]
},
"first_bar": {
"type": "string"
},
"bars_fetched": {
"type": "integer"
}
},
"required": [
"reason",
"first_bar",
"bars_fetched"
],
"additionalProperties": false
},
"end_at_hold_out": {
"type": [
"string",
"null"
]
},
"warmup": {
"type": "object",
"properties": {
"bars": {
"type": "integer"
},
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"bars"
],
"additionalProperties": false
},
"gaps": {
"type": "array",
"items": {
"type": "object",
"properties": {
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"from",
"to"
],
"additionalProperties": false
}
}
},
"required": [
"asked",
"run",
"standard",
"longest",
"start_later",
"end_at_hold_out"
],
"additionalProperties": false
},
"settings": {
"type": "object",
"properties": {
"commission": {
"type": "object",
"properties": {
"value": {},
"origin": {
"type": [
"string",
"null"
]
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false
},
"slippage": {
"type": "object",
"properties": {
"value": {},
"origin": {
"type": [
"string",
"null"
]
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false
},
"account_usd": {
"type": "object",
"properties": {
"value": {},
"origin": {
"type": [
"string",
"null"
]
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false
},
"window": {
"type": "object",
"properties": {
"value": {},
"origin": {
"type": [
"string",
"null"
]
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false
},
"costs_charged": {
"type": "object",
"properties": {
"value": {
"type": "array",
"items": {
"type": "object",
"properties": {
"side": {
"type": "string",
"enum": [
"commission",
"slippage",
"spread"
]
},
"amount": {
"type": "number"
},
"unit": {
"type": "string",
"enum": [
"percent",
"bps",
"usd_per_share",
"usd_per_ounce",
"pips",
"usd_per_order"
]
},
"basis": {
"type": "string",
"enum": [
"per_side",
"round_trip"
]
}
},
"required": [
"side",
"amount",
"unit",
"basis"
],
"additionalProperties": false
}
},
"origin": {
"type": [
"string",
"null"
]
},
"note": {
"type": "string"
}
},
"required": [
"value",
"origin"
],
"additionalProperties": false,
"description": "Every cost the run charged, in its own unit and basis. When `costs` was a list, this is the list; `commission` and `slippage` then appear only for a side the list left out (the market's default, as a fraction of the trade value). `note` says where a cost changed basis when charged."
}
},
"required": [
"account_usd",
"window"
],
"additionalProperties": false
},
"cost_table": {
"type": "object",
"properties": {
"components": {
"type": "array",
"items": {
"type": "object",
"properties": {
"component": {
"type": "string",
"enum": [
"commission",
"slippage",
"spread"
]
},
"amount": {
"type": "number"
},
"unit": {
"type": "string",
"enum": [
"percent",
"bps",
"usd_per_share",
"usd_per_ounce",
"pips",
"usd_per_order"
]
},
"basis": {
"type": "string",
"enum": [
"per_side",
"round_trip"
]
},
"per_round_trip": {
"type": "object",
"properties": {
"amount": {
"type": "number"
},
"unit": {
"type": "string",
"enum": [
"bps",
"pips",
"usd",
"usd_per_share",
"usd_per_ounce"
]
}
},
"required": [
"amount",
"unit"
],
"additionalProperties": false
},
"charged": {
"type": "string",
"description": "When and on what the engine takes it."
},
"origin": {
"type": [
"string",
"null"
],
"description": "caller: your costs; default: the market's default."
}
},
"required": [
"component",
"amount",
"unit",
"basis",
"per_round_trip",
"charged",
"origin"
],
"additionalProperties": false
}
},
"defaults_replaced": {
"type": "array",
"items": {
"type": "string",
"enum": [
"commission",
"slippage"
]
},
"description": "The market defaults your costs replaced: none of them was charged, and nothing was added to your costs."
},
"round_trip_total": {
"type": "object",
"properties": {
"bps_of_value": {
"type": "number"
},
"pips": {
"type": "number"
},
"usd": {
"type": "number"
},
"usd_per_share": {
"type": "number"
},
"usd_per_ounce": {
"type": "number"
}
},
"required": [
"bps_of_value"
],
"additionalProperties": false
}
},
"required": [
"components",
"defaults_replaced",
"round_trip_total"
],
"additionalProperties": false,
"description": "Every cost the run charged: each component (commission, slippage, spread) with its amount, unit and basis, what it comes to per round trip, when it is taken, and whether it is yours (caller) or the market's default; the round trip summed by unit (pips on a currency pair, the costs stated in pips). Costs you send replace the market's defaults side by side: a commission replaces the default commission, a slippage or a spread replaces the default slippage, a side you leave out is charged at the market's default, and nothing is added on top."
},
"stated_rule_breaks": {
"type": "array",
"items": {
"type": "object",
"properties": {
"rule": {
"type": "string"
},
"name": {
"type": "string"
},
"count": {
"type": "integer"
},
"of": {
"type": "integer"
}
},
"required": [
"rule",
"name",
"count",
"of"
],
"additionalProperties": false
}
},
"look_ahead": {
"type": [
"string",
"null"
],
"enum": [
"leak",
"possible",
"clean",
null
]
},
"held_out": {
"type": [
"object",
"null"
],
"properties": {
"counts": {
"type": "boolean"
},
"tested_run": {
"type": "object",
"properties": {
"run_id": {
"type": "string"
},
"version": {
"type": "integer"
}
},
"required": [
"run_id"
],
"additionalProperties": false
},
"covered_by": {
"type": "array",
"items": {
"type": "object",
"properties": {
"made_in": {
"type": "string",
"enum": [
"api",
"app"
]
},
"version": {
"type": "integer"
},
"window": {
"type": "object",
"properties": {
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"required": [
"from",
"to"
],
"additionalProperties": false
},
"run_id": {
"type": "string"
},
"study_id": {
"type": "string"
}
},
"required": [
"made_in",
"version",
"window"
],
"additionalProperties": false
}
},
"covered_by_total": {
"type": "integer"
}
},
"required": [
"counts"
],
"additionalProperties": false
},
"hold_out_estimate": {
"type": "object",
"properties": {
"expected_trades": {
"type": "integer"
},
"trade_floor": {
"type": "integer"
},
"years": {
"type": "number"
}
},
"required": [
"expected_trades",
"trade_floor",
"years"
],
"additionalProperties": false
},
"notices": {
"type": "array",
"items": {
"type": "object",
"properties": {
"kind": {
"type": "string",
"enum": [
"withheld",
"cut"
]
},
"field": {
"type": "string"
},
"reason": {
"type": "string",
"enum": [
"market_data_licence",
"trade_floor",
"trial_count_incomplete",
"not_on_api",
"no_benchmark"
]
},
"returned": {
"type": "integer"
},
"total": {
"type": "integer"
},
"default_limit": {
"type": "integer"
},
"text": {
"type": "string"
}
},
"required": [
"kind",
"field",
"text"
],
"additionalProperties": false
}
},
"runs_left_today": {
"type": "object",
"properties": {
"symbol": {
"type": "string"
},
"left": {
"type": "integer"
},
"per_day": {
"type": "integer"
}
},
"required": [
"symbol",
"left",
"per_day"
],
"additionalProperties": false
},
"next": {
"type": [
"object",
"null"
],
"properties": {
"tool": {
"type": "string",
"enum": [
"run_backtest",
"get_result"
]
},
"arguments": {
"type": "object"
},
"why": {
"type": "string"
},
"after_seconds": {
"type": "integer"
}
},
"required": [
"tool",
"arguments",
"why"
],
"additionalProperties": false
},
"trade_list": {
"type": "object",
"properties": {
"total": {
"type": "integer"
},
"page": {
"type": "integer"
},
"pages": {
"type": "integer"
},
"clock": {
"type": "string",
"enum": [
"ET",
"CT",
"UTC"
],
"description": "The clock the times are on; there when the bars are shorter than a day (a daily run gives days)."
},
"outcome_withheld": {
"type": "string",
"enum": [
"trade_floor"
],
"description": "There when every outcome is null: a run of fewer trades than the floor gives no win or loss, as it gives no win rate."
},
"message": {
"type": "string"
},
"trades": {
"type": "array",
"items": {
"type": "object",
"properties": {
"entry": {
"type": "string"
},
"exit": {
"type": "string"
},
"side": {
"type": "string",
"enum": [
"long",
"short"
]
},
"outcome": {
"type": [
"string",
"null"
],
"enum": [
"win",
"loss",
"flat",
null
]
},
"exit_type": {
"type": [
"string",
"null"
],
"enum": [
"stop",
"target",
"trailing stop",
"time limit",
"exit rule",
"end of data",
null
],
"description": "Which exit ended the trade (never a price or level). There on a list kept with exit types."
}
},
"required": [
"entry",
"exit",
"side",
"outcome"
],
"additionalProperties": false
},
"maxItems": 100
},
"next": {
"type": [
"object",
"null"
],
"properties": {
"tool": {
"type": "string",
"enum": [
"run_backtest",
"get_result"
]
},
"arguments": {
"type": "object"
},
"why": {
"type": "string"
},
"after_seconds": {
"type": "integer"
}
},
"required": [
"tool",
"arguments",
"why"
],
"additionalProperties": false
}
},
"required": [
"total",
"trades"
],
"additionalProperties": false,
"description": "The run's trades in the order they were made, a page at a time: when each entered and left (a day on daily bars; a time on the `clock` on shorter ones; \"open at the end\" for a trade still open when the data ended), its side, whether it won or lost after costs, and which exit ended it (a word: stop, exit rule, target, time limit…). No prices, levels, sizes or returns."
}
},
"required": [
"status"
],
"additionalProperties": false
}⚪compare_trades(run_id, study_id, version, trades, time_zone)
Checks a trader's own trades against a run's rule, on the price history this server holds: for each trade, in their order, whether the rule would have taken it and, if not, why (already in a trade, no entry signal that day, no bar that day). Use it when the trader lists trades they made and asks which the rule took, instead of working it out by hand. Takes a run (run_id) and the trades, each {side, entry, exit?}; answers in words, never prices. It re-runs the run's code, so it counts as a run on the run's symbol.
입력 스키마
{
"type": "object",
"properties": {
"run_id": {
"type": "string",
"description": "A run_id run_backtest or run_held_out_test returned: the run whose code is checked against the trades."
},
"study_id": {
"type": "string",
"description": "A study's id; with `version`, one of its runs."
},
"version": {
"anyOf": [
{
"type": "integer",
"minimum": 1
},
{
"type": "string",
"pattern": "^[vV]?\\d+$"
}
]
},
"trades": {
"type": "array",
"minItems": 1,
"maxItems": 50,
"description": "The trader's own trades, in their order, each stamp exactly as the trader wrote it.",
"items": {
"type": "object",
"properties": {
"side": {
"type": "string",
"enum": [
"long",
"short"
]
},
"entry": {
"type": "string",
"description": "When they entered: \"YYYY-MM-DD\", or \"YYYY-MM-DD HH:MM\" on the clock they wrote."
},
"exit": {
"type": "string",
"description": "When they exited, the same way. Left out when they gave none."
}
},
"required": [
"side",
"entry"
],
"additionalProperties": false
}
},
"time_zone": {
"type": "string",
"description": "The clock the trader says their times are on (\"UTC+2\", \"New York\", \"Europe/Prague\"). Left out: the clock the run's trade list is on (ET for stocks and ETFs, UTC otherwise)."
}
},
"required": [
"trades"
],
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"status": {
"type": "string",
"enum": [
"compared",
"invalid_arguments",
"not_found",
"refused",
"error"
]
},
"run_id": {
"type": "string"
},
"study_id": {
"type": "string"
},
"version": {
"type": "integer"
},
"market": {
"type": "object",
"properties": {
"symbol": {
"type": "string"
},
"timeframe": {
"type": "string"
}
},
"required": [
"symbol",
"timeframe"
],
"additionalProperties": false
},
"summary": {
"type": "string"
},
"counts": {
"type": "object",
"properties": {
"taken": {
"type": "integer"
},
"not_taken": {
"type": "integer"
},
"not_compared": {
"type": "integer"
}
},
"required": [
"taken",
"not_taken",
"not_compared"
],
"additionalProperties": false
},
"trades": {
"type": "array",
"items": {
"type": "object",
"properties": {
"n": {
"type": "integer"
},
"trade": {
"type": "string"
},
"rule": {
"type": "string",
"enum": [
"taken",
"not taken",
"not compared"
]
},
"reason": {
"type": "string",
"description": "The code for why: taken, in_trade, exit_unknown, no_bar, side_never, flat, outside_bars, other_symbol or no_time."
},
"answer": {
"type": "string"
},
"why": {
"type": "string"
}
},
"required": [
"n",
"trade",
"rule",
"reason",
"answer",
"why"
],
"additionalProperties": false
}
},
"note": {
"type": "string"
},
"message": {
"type": "string"
},
"reason": {
"type": "string"
},
"clock": {
"type": "string",
"description": "On bars shorter than a day: the clock every time of the answer is on (your time_zone as you stated it, else ET for stocks and ETFs, UTC otherwise)."
},
"runs_left_today": {
"type": "object",
"properties": {
"symbol": {
"type": "string"
},
"left": {
"type": "integer"
},
"per_day": {
"type": "integer"
}
},
"required": [
"symbol",
"left",
"per_day"
],
"additionalProperties": false
}
},
"required": [
"status"
],
"additionalProperties": false
}커뮤니티
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