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 https://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.



12
13
14
 
# 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) 


86
87
88
 
# 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) 


92
93
94
 
# 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.



97
98
99
 
# 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) 


69
70
71
72
73
 
# 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) 


78
79
80
81
82
 
# 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) 


27
28
29
 
# 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) 


60
61
62
63
64
 
# 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

#optimize_apply(opt_run_id, body = {}) ⇒ Object

POST /api/v1/private/backtest/optimize/:optRunId/apply Apply best params from a completed optimization sweep to a strategy.

Parameters:

  • opt_run_id (String)
  • body (Hash) (defaults to: {}) 


135
136
137
 
# File 'lib/melaya/backtest.rb', line 135

def optimize_apply(opt_run_id, body = {})
  @http.post("/api/v1/private/backtest/optimize/#{URI.encode_www_form_component(opt_run_id.to_s)}/apply", body)
end

#optimize_cancel(opt_run_id) ⇒ Object

POST /api/v1/private/backtest/optimize/:optRunId/cancel Cancel an in-progress optimization sweep.

Parameters:

  • opt_run_id (String) 


127
128
129
 
# File 'lib/melaya/backtest.rb', line 127

def optimize_cancel(opt_run_id)
  @http.post("/api/v1/private/backtest/optimize/#{URI.encode_www_form_component(opt_run_id.to_s)}/cancel")
end

#optimize_list(params = {}) ⇒ Object

GET /api/v1/private/backtest/optimize List optimization sweep runs.

Parameters:

  • params (Hash) (defaults to: {}) 


113
114
115
 
# File 'lib/melaya/backtest.rb', line 113

def optimize_list(params = {})
  @http.get("/api/v1/private/backtest/optimize", params)
end

#optimize_start(body) ⇒ Object

POST /api/v1/private/backtest/optimize Start a parameter sweep optimization (genetic/grid) over a strategy config.

Parameters:

  • body (Hash) —

    strategy config + param ranges + objective



106
107
108
 
# File 'lib/melaya/backtest.rb', line 106

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

#optimize_status(opt_run_id) ⇒ Object

GET /api/v1/private/backtest/optimize/:optRunId/status Get the status/progress of an optimization sweep run.

Parameters:

  • opt_run_id (String) 


120
121
122
 
# File 'lib/melaya/backtest.rb', line 120

def optimize_status(opt_run_id)
  @http.get("/api/v1/private/backtest/optimize/#{URI.encode_www_form_component(opt_run_id.to_s)}/status")
end

#results(job_id) ⇒ Object

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

Parameters:

  • job_id (String) 


33
34
35
 
# 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



21
22
23
 
# 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) 


51
52
53
54
55
 
# 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) 


41
42
43
44
45
 
# 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