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almanak backtest

prepare, run and reproduce historical simulations

usage: almanak backtest [-h] {run,prepare,resume,reproduce,recent} ...

almanak backtest run

usage: almanak backtest run [-h] [--config CONFIG] [--strategy STRATEGY]
                            --backtest-config BACKTEST_CONFIG
                            [--gateway-config GATEWAY_CONFIG] --output OUTPUT
                            [--env-file ENV_FILE] [--dataset DATASET]
                            [--progress {auto,text,json,none}]
                            [--progress-file PROGRESS_FILE]
                            [--timing-history TIMING_HISTORY]
                            [--timing-scope TIMING_SCOPE]
                            [--format {text,json}] [--json]
                            [directory]
Option Details Description
directory Path; default .
--config Path
--strategy Path
--backtest-config Path; required
--gateway-config Path operator provider, account and execution settings
--output Path; required
--env-file Path
--dataset Path
--progress one of auto, text, json, none; default auto terminal or JSON progress on stderr; snapshot file is always written
--progress-file Path atomic progress snapshot (default: OUTPUT.progress.json)
--timing-history Path local completed phase timings for ETA calibration
--timing-scope comparable worker environment; defaults to this host
--format one of text, json
--json

almanak backtest prepare

usage: almanak backtest prepare [-h] [--config CONFIG] [--strategy STRATEGY]
                                --backtest-config BACKTEST_CONFIG
                                [--gateway-config GATEWAY_CONFIG] --output
                                OUTPUT [--env-file ENV_FILE]
                                [--progress {auto,text,json,none}]
                                [--progress-file PROGRESS_FILE]
                                [--timing-history TIMING_HISTORY]
                                [--timing-scope TIMING_SCOPE]
                                [--format {text,json}] [--json]
                                [directory]
Option Details Description
directory Path; default .
--config Path
--strategy Path
--backtest-config Path; required
--gateway-config Path operator provider, account and execution settings
--output Path; required
--env-file Path
--progress one of auto, text, json, none; default auto terminal or JSON progress on stderr; snapshot file is always written
--progress-file Path atomic progress snapshot (default: OUTPUT.progress.json)
--timing-history Path local completed phase timings for ETA calibration
--timing-scope comparable worker environment; defaults to this host
--format one of text, json
--json

almanak backtest resume

usage: almanak backtest resume [-h] --run RUN [--env-file ENV_FILE]
                               [--progress {auto,text,json,none}]
                               [--progress-file PROGRESS_FILE]
                               [--timing-history TIMING_HISTORY]
                               [--timing-scope TIMING_SCOPE]
                               [--format {text,json}] [--json]
Option Details Description
--run Path; required
--env-file Path
--progress one of auto, text, json, none; default auto terminal or JSON progress on stderr; snapshot file is always written
--progress-file Path atomic progress snapshot (default: OUTPUT.progress.json)
--timing-history Path local completed phase timings for ETA calibration
--timing-scope comparable worker environment; defaults to this host
--format one of text, json
--json

almanak backtest reproduce

usage: almanak backtest reproduce [-h] --run RUN
                                  [--progress {auto,text,json,none}]
                                  [--progress-file PROGRESS_FILE]
                                  [--timing-history TIMING_HISTORY]
                                  [--timing-scope TIMING_SCOPE]
                                  [--format {text,json}] [--json]
Option Details Description
--run Path; required
--progress one of auto, text, json, none; default auto terminal or JSON progress on stderr; snapshot file is always written
--progress-file Path atomic progress snapshot (default: OUTPUT.progress.json)
--timing-history Path local completed phase timings for ETA calibration
--timing-scope comparable worker environment; defaults to this host
--format one of text, json
--json

almanak backtest recent

rewrite an economic backtest file for the most recent window, with measured gas

usage: almanak backtest recent [-h] [--config CONFIG] [--strategy STRATEGY]
                               --backtest-config BACKTEST_CONFIG --env-file
                               ENV_FILE [--days DAYS] [--end END] --output
                               OUTPUT
                               [directory]
Option Details Description
directory Path; default .
--config Path
--strategy Path
--backtest-config Path; required
--env-file Path; required
--days int; default 30
--end ISO window end; defaults to the latest served hour
--output Path; required