Class: Melaya::BacktestAPI

Inherits:
Object
  • Object
show all
Defined in:
lib/melaya/backtest.rb

Overview

Backtest API — run strategies against historical data on the Rust engine.

Start a single run or a parameter sweep (grid / random), poll the job, then pull metrics, the equity curve, and the trade list. All backtests run natively on Melaya’s in-house engine — no per-venue SDK in the loop.

Maps to api.melaya.org/api/v1/private/backtest/* on the private plane.

Instance Method Summary collapse

Constructor Details

#initialize(http) ⇒ BacktestAPI

Returns a new instance of BacktestAPI.



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# File 'lib/melaya/backtest.rb', line 12

def initialize(http)
  @http = http
end

Instance Method Details

#cancel(job_id) ⇒ Object

Cancel an in-flight job.

Parameters:

  • job_id (String) 


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# File 'lib/melaya/backtest.rb', line 86

def cancel(job_id)
  @http.post("/api/v1/private/backtest/#{job_id}/cancel")
end

#delete(job_id) ⇒ Object

Soft-delete a single job.

Parameters:

  • job_id (String) 


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# File 'lib/melaya/backtest.rb', line 92

def delete(job_id)
  @http.delete("/api/v1/private/backtest/#{job_id}")
end

#delete_all ⇒ Object

Soft-delete every non-favorited job. Returns a hash with “deleted” count.



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# File 'lib/melaya/backtest.rb', line 97

def delete_all
  @http.delete("/api/v1/private/backtest")
end

#favorites(limit: nil, offset: nil) ⇒ Object

Your favorited backtest jobs (Forge tier and above).

Parameters:

  • limit (Integer, nil) (defaults to: nil)
  • offset (Integer, nil) (defaults to: nil) 


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# File 'lib/melaya/backtest.rb', line 69

def favorites(limit: nil, offset: nil)
  @http.get("/api/v1/private/backtest/favorites",
    "limit" => limit, "offset" => offset
  ).dig("data", "jobs")
end

#funding_range(exchange:, symbol:) ⇒ Object

Earliest funding-rate timestamp available for an exchange+symbol (ms, or nil).

Parameters:

  • exchange (String)
  • symbol (String) 


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# File 'lib/melaya/backtest.rb', line 78

def funding_range(exchange:, symbol:)
  @http.get("/api/v1/private/backtest/funding-range",
    "exchange" => exchange, "symbol" => symbol
  )["earliest_ms"]
end

#job(job_id) ⇒ Object

Job status + progress (status, progress_pct, …).

Parameters:

  • job_id (String) 


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# File 'lib/melaya/backtest.rb', line 27

def job(job_id)
  @http.get("/api/v1/private/backtest/jobs/#{job_id}")
end

#list(limit: nil, offset: nil) ⇒ Object

Your backtest jobs, newest first.

Parameters:

  • limit (Integer, nil) (defaults to: nil)
  • offset (Integer, nil) (defaults to: nil) 


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# File 'lib/melaya/backtest.rb', line 60

def list(limit: nil, offset: nil)
  @http.get("/api/v1/private/backtest",
    "limit" => limit, "offset" => offset
  ).dig("data", "jobs")
end

#results(job_id) ⇒ Object

Metrics, equity curve, and OHLCV for a completed job.

Parameters:

  • job_id (String) 


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# File 'lib/melaya/backtest.rb', line 33

def results(job_id)
  @http.get("/api/v1/private/backtest/results/#{job_id}")["result"]
end

#start(body) ⇒ Object

Start a backtest. mode defaults to a single run; pass “grid_sweep” / “random_sweep” with param_ranges to fan out a parameter search. Returns a hash with “job_id” (and optionally “count”).

Parameters:

  • body (Hash) —

    see BacktestStart type in the reference SDKs



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# File 'lib/melaya/backtest.rb', line 21

def start(body)
  @http.post("/api/v1/private/backtest/start", body)
end

#sweep(parent_id, objective: nil, limit: nil) ⇒ Object

Ranked children of a sweep parent (default objective: sharpe DESC).

Parameters:

  • parent_id (String)
  • objective (String, nil) (defaults to: nil)
  • limit (Integer, nil) (defaults to: nil) 


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# File 'lib/melaya/backtest.rb', line 51

def sweep(parent_id, objective: nil, limit: nil)
  @http.get("/api/v1/private/backtest/sweep/#{parent_id}",
    "objective" => objective, "limit" => limit
  )
end

#trades(job_id, limit: nil, offset: nil) ⇒ Object

The trade list for a completed job (default 500, max 5000 per call).

Parameters:

  • job_id (String)
  • limit (Integer, nil) (defaults to: nil)
  • offset (Integer, nil) (defaults to: nil) 


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# File 'lib/melaya/backtest.rb', line 41

def trades(job_id, limit: nil, offset: nil)
  @http.get("/api/v1/private/backtest/trades/#{job_id}",
    "limit" => limit, "offset" => offset
  )["trades"]
end