backtest_signals
Replay YOUR OWN signals on recorded per-second Kalshi quotes, after fees.
`signals` is a list of {"ts": <UTC epoch seconds>, "side": "YES"|"NO",
"contracts": <int>} (at most 5,000). Each one is treated like a trigger:
the ask seen at that second for that side, a limit order landing after
`latency_seconds`, filled only up to the size resting there, Kalshi's
fee, Kalshi's official settlement. One trade per 15-minute window: the
first signal in a window is used and later ones are counted as ignored.
Returns aggregates only (profit per contract with interval, win rate,
zero-latency comparison, stability, breakdowns, warnings), plus
`signals_used` and `signals_outside_data`. Needs a free key when served
remotely. Present results as what happened, never as a forecast.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| market | Yes | ||
| signals | Yes | ||
| end_date | No | ||
| start_date | No | ||
| latency_seconds | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||