Nomenclature
This documentation consistently uses terms to refer to certain concepts related to this package. The most frequent terms are described hereunder.
The interactive web application built on Streamlit that ships with Backtide. It
provides a graphical interface for downloading data, configuring experiments,
running strategies and analyzing results, without writing any Python code. Launch
it with backtide launch. Read more in the user guide.
A single OHLCV record representing price activity over one interval
— consisting of an open, high, low, close, adjusted close, and volume. Bars are the
fundamental unit of market data in Backtide. Also referred to as a candle or candlestick.
See Bar.
The ISO 4217 currency code that all prices and portfolio values are normalised
to throughout Backtide. Configured globally via Config.
The marketplace on which an instrument is listed and traded, such as NASDAQ, NYSE, or Binance. The exchange determines the trading calendar and session hours used when aligning bars across multiple instruments.
A numeric transformation applied to a symbol's bar history to produce derived time-series (e.g., simple moving average, RSI, Bollinger Bands). Read more in the user guide.
A tradeable financial instrument, such as a stock, ETF, currency pair, or cryptocurrency. Each instrument is uniquely identified by a symbol and belongs to exactly one instrument type.
A wrapper around an instrument enriched with download metadata.
It carries the per-interval earliest and latest available timestamps
as well as the currency-conversion legs needed to reach the base currency. Instrument
profiles are resolved automatically when preparing a download and are the primary input
to the download pipeline. See InstrumentProfile.
The broad category an instrument belongs to. These include stock
(individual equity shares), etf (exchange-traded funds), forex (spot foreign-exchange
pairs) or crypto (cryptocurrency spot pairs). The instrument type determines which
provider is used to fetch data for that instrument. See InstrumentType.
The time resolution of a bar, such as one minute, one hour, or one day.
All bars within a single dataset share the same interval. Also referred to as
timeframe or granularity. See Interval.
A data source from which Backtide fetches historical market data. Each instrument type is mapped to exactly one active provider at a time.
A specific strategy execution within an experiment. An experiment that evaluates
N strategies produces N runs — each with its own equity curve, executed orders,
closed trades and summary metrics. Runs are persisted independently and can be
queried via query_strategy_runs. See RunResult.
A position-sizing rule that converts a trading signal into a concrete order quantity. Read more in the user guide.
The decision-making logic that determines when to buy, sell or hold positions during a backtest. Read more in the user guide.
A short string that uniquely identifies an instrument. Backtide uses a canonical
symbol convention since the same underlying instrument may carry different symbols across
providers. For stocks and ETFs, symbols are of the form expected by the
yahoo data provider (e.g., AAPL or ASML.AS). For forex and cryptos, symbols are of
the form base-quote (e.g., BTC-USDT, or EUR-USD).