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Contracts and policies

JSON Schema contracts

The wheel ships seven JSON Schema 2020-12 contracts (readable via the backtrader-mcp://contracts/{schema_name} resource):

  • strategy-spec — typed strategy intent (archetype, feeds, parameters, sizing, risk, run modes, allowed imports, analyzers, seed).
  • dataset-manifest — immutable dataset manifest with the embedded DataSpec definition.
  • corpus-manifest — catalog snapshot header and projected entries.
  • artifact-manifest — the hash-bound draft artifact.
  • validation-report — AST validation findings by object category.
  • run-manifest — the frozen run fingerprint (engine commit, environment hash with pandas/numpy, profile, seed, analyzers, approval id).
  • run-result — normalized metrics, feed runtime evidence, extras.

Comparison policy

comparison-profile-v1 is the single authority for run comparison: six integer metrics compare exactly, five float metrics use default_float_tolerance (rel 1e-7, abs 1e-9) with a tightened final_value override (rel 1e-9, abs 1e-6), nullability is explicit, and non-finite values fail comparison. The comparison code loads this file at runtime, and tests assert the two never drift.

Execution semantics

  • Default sizer: FixedSize(stake=1) — self.buy() trades one unit.
  • Commission: fixed percentage, both sides (percabs=True).
  • No cheat-on-close: market orders fill at the next bar's open.
  • Sharpe: risk-free rate 0.01, population stddev, timeframe-derived annualization (252/52/12).
  • max_drawdown is reported as a positive percent.
  • yahoo adapter stores raw close (adjclose=False).