run_backtest

com.twmarketdata/tw-market-data · Verify this server

Run a point-in-time backtest and return its run_id, metrics, sources and honesty checks. The run may only see data stamped on or before `as_of` — that is enforced structurally, not by convention. Results arrive with the data `query_ids` behind them and an anti-overfitting verdict (out-of-sample, deflated Sharpe, multiple-comparison, crash stress); a run that fails the gate is returned REJECTED with reasons rather than hidden. Args: strategy_id: a registered strategy, e.g. 'buy_and_hold' or 'cross_sectional_momentum'. start / end: the測試期間 (YYYY-MM-DD). `end` must not be after `as_of`. as_of: the knowledge cutoff. REQUIRED — there is no "today" default. tickers: required when universe_kind='explicit'; ignored for 'point_in_time'. universe_kind: 'point_in_time' (survivorship-safe, resolved from listing/delisting dates at each rebalance) or 'explicit' (a list you supplied). market: optional market filter for a point-in-time universe. rebalance: 'daily' | 'weekly' | 'monthly'. cost_bps: one-way transaction cost in basis points. params: strategy parameters, e.g. {'lookback_days': 60, 'top_k': 5}. This measures history. It is not advice and it places no orders.