backtest
Run a backtest using historical Polymarket price data to evaluate a trading strategy's performance. Specify data, strategy path, starting balance, spread, and depth for realistic simulation.
Instructions
Run a backtest with historical price data.
data_path: path to CSV or JSON file with historical prices strategy_path: dotted Python path to strategy function (e.g. "mymod.my_strategy") balance: starting balance (USD) spread: synthetic order book spread depth: synthetic order book depth per level
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| depth | No | ||
| spread | No | ||
| balance | No | ||
| data_path | Yes | ||
| strategy_path | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |