{ "ok": true, "schema": "MarketWorldPublicExternalBacktestSiteV1", "generated_at": "2026-06-29T12:04:49+00:00", "static_publish": true, "server_backtest_compute": false, "public_scope": "external_backtest_data_only", "hidden_internal_surfaces": [ "paper_simulation", "live_console", "internal_history_download_workbench", "internal_dashboard" ], "offline_kit": { "name": "marketworld_external_backtest_offline_kit.zip", "download_url": "external-strategies/offline-kit/marketworld_external_backtest_offline_kit.zip", "manifest_url": "external-strategies/offline-kit/manifest.json", "sha256": "sha256:756c212975ccd8d46d38f564c437e3d52c4830841b866a4cd2c3822f016adca6", "bytes": 113900, "server_backtest_compute": false }, "backtest_requirements": { "schema": "BacktestEvidenceV2", "legacy_schema": "BacktestEvidenceV1", "evidence_mode": "hash_commitment", "compute_policy": "client_side_only", "data_policy": "marketworld_official_dataset_only", "public_feature_policy": { "internal_feature_extractor": "private", "public_submission": "hash_commitments_only", "rule": "公开标准只要求提交 opaque feature commitment；内部特征名、阈值、切片规则不对外发布。" }, "submission_standard_url": "external-strategies/submission-standard.json", "public_score_policy": { "scorer_id": "marketworld_public_backtest_score_v1", "minimum_upload_score": 70.0, "score_range": [ 0, 100 ], "local_compute_only": true, "rule": "用户必须先在本地或外部算力跑官方数据回测并生成公开评分；低于门槛的策略包 API 直接拒收。" }, "venue_policy": { "policy_id": "marketworld_venue_locked_v1", "allowed_scopes": [ "benchmark_venue", "cross_venue", "same_brand", "same_venue", "spot_only" ], "default_scope": "same_venue", "rule": "策略必须按官方 manifest 锁定 execution_venue/data_provider/venue_symbol；同场所期现和跨场所期现必须使用不同 venue_pair_id。" }, "run_modes": [ "client_side", "external_compute", "user_supplied" ], "official_datasets": [ { "dataset_id": "mw_binanceus_btc_spot_daily_v1", "provider": "marketworld", "status": "approved", "label": "MarketWorld Binance.US BTC spot daily v1", "description": "Binance.US public daily klines for BTCUSDT spot. 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Intraday/tick arbitrage requires a separate intraday/tick package." }, "instrument_sources": { "KRAKEN_SPOT_BTC": { "execution_venue": "KRAKEN", "data_provider": "kraken_spot", "venue_symbol": "XBTUSD", "market_type": "crypto_spot", "source_role": "spot", "dataset_source": "kraken_spot_public_ohlc", "live_source": "Kraken public spot OHLC" }, "OKX_PERP_BTC": { "execution_venue": "OKX", "data_provider": "okx_swap", "venue_symbol": "BTC-USDT-SWAP", "market_type": "crypto_perp", "source_role": "perpetual_swap", "dataset_source": "okx_public_rest_history", "live_source": "OKX public swap" } }, "venue_pairs": [ { "venue_pair_id": "kraken_spot_okx_perp_btc", "scope": "cross_venue", "basis_type": "spot_perp", "underlying": "BTC", "execution_venues": [ "KRAKEN", "OKX" ], "allow_cross_venue_basis": true, "legs": [ { "role": "spot", "instrument": "KRAKEN_SPOT_BTC", "execution_venue": "KRAKEN", "data_provider": "kraken_spot", "venue_symbol": "XBTUSD" }, { "role": "perpetual_swap", "instrument": "OKX_PERP_BTC", "execution_venue": "OKX", "data_provider": "okx_swap", "venue_symbol": "BTC-USDT-SWAP" } ], "notes": "Official cross-venue package. Transfer, borrow, and routing risk must be handled by the cost model and private review." } ], "cost_model_id": "mw_cost_kraken_spot_okx_perp_btc_v1", "source_references": [ "https://docs.kraken.com/api/docs/rest-api/get-ohlc-data/", "https://www.okx.com/docs-v5/en/#order-book-trading-market-data-get-candlesticks-history" ], "generated_by": "scripts/generate_cross_venue_backtest_packages.py", "generated_at": "2026-06-29T04:42:12+00:00", "period": { "start": "2026-03-29", "end": "2026-06-26", "timezone": "UTC" }, "granularity": [ "daily" ], "instruments": [ "KRAKEN_SPOT_BTC", "OKX_PERP_BTC" ], "sources": [ "kraken_spot_public_ohlc", "okx_public_rest_history" ], "rows": 180, "cost_model_hash": "sha256:2c801015e7b98eaf97611f9ca7273be124708004ad690ed3aec68c8ce53f4c5b", "data_fingerprint": "sha256:270bed2b896e7c82db7cdd070d6bcfb9f59735d7b2e5e2eb3e3b58033ea1d233", "files": [ { "role": "market_data", "name": "market_data_sessionized.csv", "path": "external_strategies/backtest_data/mw_kraken_spot_okx_perp_btc_daily_v1/market_data_sessionized.csv", "sha256": "sha256:270bed2b896e7c82db7cdd070d6bcfb9f59735d7b2e5e2eb3e3b58033ea1d233", "bytes": 45484, "download_url": "external-strategies/backtest-datasets/mw_kraken_spot_okx_perp_btc_daily_v1/files/market_data_sessionized.csv", "static_download_url": "external-strategies/backtest-datasets/mw_kraken_spot_okx_perp_btc_daily_v1/files/market_data_sessionized.csv" }, { "role": "cost_model", "name": "execution_cost_assumptions.csv", "path": "external_strategies/backtest_data/mw_kraken_spot_okx_perp_btc_daily_v1/execution_cost_assumptions.csv", "sha256": "sha256:2c801015e7b98eaf97611f9ca7273be124708004ad690ed3aec68c8ce53f4c5b", "bytes": 316, "download_url": "external-strategies/backtest-datasets/mw_kraken_spot_okx_perp_btc_daily_v1/files/execution_cost_assumptions.csv", "static_download_url": "external-strategies/backtest-datasets/mw_kraken_spot_okx_perp_btc_daily_v1/files/execution_cost_assumptions.csv" } ], "manifest_hash": "sha256:c8b68fd7a76d852631330a244798344fdd60c69e3d3506ef9a352519c32f8303", "manifest_release_status": "released", "manifest_matches_files": true, "computed_manifest_hash": "sha256:c8b68fd7a76d852631330a244798344fdd60c69e3d3506ef9a352519c32f8303", "manifest_url": "external-strategies/backtest-datasets/mw_kraken_spot_okx_perp_btc_daily_v1/manifest.json", "static_manifest_url": "external-strategies/backtest-datasets/mw_kraken_spot_okx_perp_btc_daily_v1/manifest.json" }, { "dataset_id": "mw_okx_btc_spot_perp_daily_v1", "provider": "marketworld", "status": "approved", "label": "MarketWorld OKX BTC spot/perp daily v1", "description": "OKX public REST daily candles for BTC-USDT spot and BTC-USDT-SWAP perpetual swap.", "venue_package": "OKX", "venue_capability": "spot_perp", "source_policy_id": "marketworld_public_rest_history_v1", "venue_policy_id": "marketworld_venue_locked_v1", "coverage_policy": "必须覆盖策略包 rules/signal_intents 中所有 legs/from/to 标的。", "venue_binding_policy": "策略必须声明并锁定官方 manifest 中的 execution_venue/data_provider/venue_symbol；同场所、同品牌、跨场所与 spot-only 数据包不得混用。", "anti_lookahead_policy": "数据包按 UTC daily close 固化；回测不得读取当前 bar 之后的数据或未收盘日线。", "instrument_sources": { "SPOT_BTC": { "execution_venue": "OKX", "data_provider": "okx_spot", "venue_symbol": "BTC-USDT", "market_type": "crypto_spot", "source_role": "spot", "dataset_source": "okx_public_rest_history", "live_source": "OKX public spot" }, "PERP_BTC": { "execution_venue": "OKX", "data_provider": "okx_swap", "venue_symbol": "BTC-USDT-SWAP", "market_type": "crypto_perp", "source_role": "perpetual_swap", "dataset_source": "okx_public_rest_history", "live_source": "OKX public swap" } }, "venue_pairs": [ { "venue_pair_id": "okx_btc_spot_perp", "scope": "same_venue", "basis_type": "spot_perp", "underlying": "BTC", "execution_venues": [ "OKX" ], "allow_cross_venue_basis": false, "legs": [ { "role": "spot", "instrument": "SPOT_BTC", "execution_venue": "OKX", "data_provider": "okx_spot", "venue_symbol": "BTC-USDT" }, { "role": "perpetual_swap", "instrument": "PERP_BTC", "execution_venue": "OKX", "data_provider": "okx_swap", "venue_symbol": "BTC-USDT-SWAP" } ], "notes": "Same OKX venue family. 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Intraday/tick arbitrage requires a separate intraday/tick package." }, "instrument_sources": { "OKX_SPOT_BTC": { "execution_venue": "OKX", "data_provider": "okx_spot", "venue_symbol": "BTC-USDT", "market_type": "crypto_spot", "source_role": "spot", "dataset_source": "okx_public_rest_history", "live_source": "OKX public spot" }, "KRAKEN_PERP_BTC": { "execution_venue": "KRAKEN_FUTURES", "data_provider": "kraken_futures", "venue_symbol": "PF_XBTUSD", "market_type": "crypto_perp", "source_role": "perpetual_swap", "dataset_source": "kraken_futures_public_charts", "live_source": "Kraken Futures public charts" } }, "venue_pairs": [ { "venue_pair_id": "okx_spot_kraken_perp_btc", "scope": "cross_venue", "basis_type": "spot_perp", "underlying": "BTC", "execution_venues": [ "OKX", "KRAKEN_FUTURES" ], "allow_cross_venue_basis": true, "legs": [ { "role": "spot", "instrument": "OKX_SPOT_BTC", "execution_venue": "OKX", "data_provider": "okx_spot", "venue_symbol": "BTC-USDT" }, { "role": "perpetual_swap", "instrument": "KRAKEN_PERP_BTC", "execution_venue": "KRAKEN_FUTURES", "data_provider": "kraken_futures", "venue_symbol": "PF_XBTUSD" } ], "notes": "Official cross-venue package. 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This sample dataset still stores rows as sample_raw." }, "PERP_BTC": { "execution_venue": "OKX", "data_provider": "okx_swap", "venue_symbol": "BTC-USDT-SWAP", "market_type": "crypto_perp", "source_role": "perpetual_swap", "dataset_source": "sample_raw", "live_source": "OKX public swap", "notes": "Live/paper trading anchor is OKX BTC-USDT-SWAP. Binance USD-M is backup-only unless a separate dataset says so." }, "FUT_IF": { "execution_venue": "CFFEX_SIM", "data_provider": "marketworld_sample_cn_future", "venue_symbol": "IF", "market_type": "index_future", "source_role": "future", "dataset_source": "sample_raw", "live_source": "research/sample" }, "ETF_CSI300": { "execution_venue": "CN_ETF_SIM", "data_provider": "marketworld_sample_cn_cash", "venue_symbol": "ETF_CSI300", "market_type": "etf", "source_role": "cash", "dataset_source": "sample_raw", "live_source": "research/sample" }, "IDX_CSI300": { "execution_venue": "INDEX_ONLY", "data_provider": "marketworld_sample_index", "venue_symbol": "CSI300", "market_type": "spot_index", "source_role": "benchmark", "dataset_source": "sample_raw", "live_source": "research/sample" }, "IDX_NDX": { "execution_venue": "INDEX_ONLY", "data_provider": "marketworld_sample_index", "venue_symbol": "NDX", "market_type": "spot_index", "source_role": "benchmark", "dataset_source": "sample_raw", "live_source": "research/sample" }, "OPT_CSI300_ETF": { "execution_venue": "CN_OPTION_SIM", "data_provider": "marketworld_sample_cn_option", "venue_symbol": "OPT_CSI300_ETF", "market_type": "option", "source_role": "option", "dataset_source": "sample_raw", "live_source": "research/sample" } }, "venue_pairs": [ { "venue_pair_id": "okx_btc_spot_perp", "scope": "same_venue", "basis_type": "spot_perp", "underlying": "BTC", "execution_venues": [ "OKX" ], "allow_cross_venue_basis": false, "legs": [ { "role": "spot", "instrument": "SPOT_BTC", "execution_venue": "OKX", "data_provider": "okx_spot", "venue_symbol": "BTC-USDT" }, { "role": "perpetual_swap", "instrument": "PERP_BTC", "execution_venue": "OKX", "data_provider": "okx_swap", "venue_symbol": "BTC-USDT-SWAP" } ], "notes": "BTC same-venue spot/perp basis. Cross-exchange basis must use a separate official dataset and venue_pair_id." } ], "cost_model_id": "mw_cost_policy_2026_06_10", "period": { "start": "2026-05-01", "end": "2026-05-09", "timezone": "mixed_exchange_timezones" }, "granularity": [ "daily" ], "instruments": [ "ETF_CSI300", "FUT_IF", "IDX_CSI300", "IDX_NDX", "OPT_CSI300_ETF", "PERP_BTC", "SPOT_BTC" ], "sources": [ "sample_raw" ], "rows": 63, "cost_model_hash": "sha256:ef56026f05cd2e9622e9895f62868763d338cce38f6135d7b9a050a89b827a6e", "data_fingerprint": "sha256:f468d23bafd756922df12e367c874693a6b25f6dd78d2050624b0696c8048b2b", "files": [ { "role": "market_data", "name": "market_data_sessionized.csv", "path": "external_strategies/backtest_data/mw_sessionized_daily_sample_v1/market_data_sessionized.csv", "sha256": "sha256:f468d23bafd756922df12e367c874693a6b25f6dd78d2050624b0696c8048b2b", "bytes": 15993, "download_url": "external-strategies/backtest-datasets/mw_sessionized_daily_sample_v1/files/market_data_sessionized.csv", "static_download_url": "external-strategies/backtest-datasets/mw_sessionized_daily_sample_v1/files/market_data_sessionized.csv" }, { "role": "cost_model", "name": "execution_cost_assumptions.csv", "path": "external_strategies/backtest_data/mw_sessionized_daily_sample_v1/execution_cost_assumptions.csv", "sha256": "sha256:ef56026f05cd2e9622e9895f62868763d338cce38f6135d7b9a050a89b827a6e", "bytes": 1954, "download_url": "external-strategies/backtest-datasets/mw_sessionized_daily_sample_v1/files/execution_cost_assumptions.csv", "static_download_url": "external-strategies/backtest-datasets/mw_sessionized_daily_sample_v1/files/execution_cost_assumptions.csv" } ], "manifest_hash": "sha256:d25ca7364b416336e5eb41435e932b8583bfd6c23f7856635ff412c7fb8d4172", "manifest_release_status": "released", "manifest_matches_files": true, "computed_manifest_hash": "sha256:d25ca7364b416336e5eb41435e932b8583bfd6c23f7856635ff412c7fb8d4172", "manifest_url": "external-strategies/backtest-datasets/mw_sessionized_daily_sample_v1/manifest.json", "static_manifest_url": "external-strategies/backtest-datasets/mw_sessionized_daily_sample_v1/manifest.json" } ], "minimums": { "trade_count": 30, "active_days": 5, "slices": 3, "passing_slice_ratio": 0.6, "profit_factor": 1.05, "sharpe": 0.0, "net_return_after_cost_bps": 0.0 }, "maximums": { "max_drawdown_pct": 25.0, "slice_max_drawdown_pct": 35.0 }, "required_attestation": [ "no_lookahead", "no_survivorship_bias", "costs_included", "client_side_compute", "marketworld_dataset_used", "venue_locked_data" ], "required_fields": [ "schema", "run_id", "run_mode", "computed_by", "dataset.provider", "dataset.dataset_id", "dataset.data_fingerprint", "dataset.manifest_hash", "dataset.source_policy_id", "dataset.venue_policy_id", "dataset.venue_pair_id", "dataset.venue_bindings", "dataset.granularity", "period.start", "period.end", "data_fingerprint", "cost_model.model_id", "cost_model.hash", "attestation", "public_score.scorer_id", "public_score.score", "public_score.threshold", "public_score.passed", "public_score.score_report_json_sha256", "runner.runner_id", "runner.runner_sha256", "artifact_hashes", "commitments.opaque_feature_commitment_hash", "commitments.strategy_source_sha256", "venue_policy" ], "required_artifact_hashes": [ "summary_json_sha256", "trades_csv_sha256", "equity_curve_csv_sha256", "slice_report_json_sha256", "score_report_json_sha256", "config_json_sha256", "artifact_manifest_sha256" ], "required_commitment_hashes": [ "opaque_feature_commitment_hash", "strategy_source_sha256" ], "private_review": { "enabled_hash_commitments_enter_candidates_only_after_private_review": true, "approval_registry": "private", "commitment_id_rule": "MarketWorld recomputes the canonical commitment id from dataset/cost/artifact/opaque feature hashes." }, "static_publish": true, "server_backtest_compute": false }, "backtest_datasets": [ { "dataset_id": "mw_binanceus_btc_spot_daily_v1", "provider": "marketworld", "status": "approved", "label": "MarketWorld Binance.US BTC spot daily v1", "description": "Binance.US public daily klines for BTCUSDT spot. No same-venue perpetual leg is published in this package.", "venue_package": "BINANCE_US", "venue_capability": "spot_only", "source_policy_id": "marketworld_public_rest_history_v1", "venue_policy_id": "marketworld_venue_locked_v1", "coverage_policy": "必须覆盖策略包 rules/signal_intents 中所有 legs/from/to 标的。", "venue_binding_policy": "策略必须声明并锁定官方 manifest 中的 execution_venue/data_provider/venue_symbol；同场所、同品牌、跨场所与 spot-only 数据包不得混用。", "anti_lookahead_policy": "数据包按 UTC daily close 固化；回测不得读取当前 bar 之后的数据或未收盘日线。", "instrument_sources": { "BINANCEUS_SPOT_BTC": { "execution_venue": "BINANCE_US", "data_provider": "binance_us_spot", "venue_symbol": "BTCUSDT", "market_type": "crypto_spot", "source_role": "spot", "dataset_source": "binanceus_spot_public_klines", "live_source": "Binance.US public klines" } }, "venue_pairs": [ { "venue_pair_id": "binanceus_btc_spot_only", "scope": "spot_only", "basis_type": "spot_reference", "underlying": "BTC", "execution_venues": [ "BINANCE_US" ], "allow_cross_venue_basis": false, "legs": [ { "role": "spot", "instrument": "BINANCEUS_SPOT_BTC", "execution_venue": "BINANCE_US", "data_provider": "binance_us_spot", "venue_symbol": "BTCUSDT" } ], "notes": "Spot-only venue package. Binance.US spot is not a same-venue perpetual package." } ], "cost_model_id": "mw_cost_binanceus_btc_spot_v1", "source_references": [ "https://docs.binance.us/#kline-candlestick-data" ], "generated_by": "scripts/generate_crypto_venue_backtest_packages.py", "generated_at": "2026-06-27T05:26:08+00:00", "period": { "start": "2026-03-29", "end": "2026-06-26", "timezone": "UTC" }, "granularity": [ "daily" ], "instruments": [ "BINANCEUS_SPOT_BTC" ], "sources": [ "binanceus_spot_public_klines" ], "rows": 90, "cost_model_hash": "sha256:c814f225c3830bafb22cd9063d2ed69ce4bce71b4ba0666b1820cbc2127a580b", "data_fingerprint": "sha256:13bb3a0da4f422700146246d3d543c2ddeb02690f67929b8ead8eb87776f116a", "files": [ { "role": "market_data", "name": "market_data_sessionized.csv", "path": "external_strategies/backtest_data/mw_binanceus_btc_spot_daily_v1/market_data_sessionized.csv", "sha256": "sha256:13bb3a0da4f422700146246d3d543c2ddeb02690f67929b8ead8eb87776f116a", "bytes": 23674, "download_url": "external-strategies/backtest-datasets/mw_binanceus_btc_spot_daily_v1/files/market_data_sessionized.csv", "static_download_url": "external-strategies/backtest-datasets/mw_binanceus_btc_spot_daily_v1/files/market_data_sessionized.csv" }, { "role": "cost_model", "name": "execution_cost_assumptions.csv", "path": "external_strategies/backtest_data/mw_binanceus_btc_spot_daily_v1/execution_cost_assumptions.csv", "sha256": "sha256:c814f225c3830bafb22cd9063d2ed69ce4bce71b4ba0666b1820cbc2127a580b", "bytes": 232, "download_url": "external-strategies/backtest-datasets/mw_binanceus_btc_spot_daily_v1/files/execution_cost_assumptions.csv", "static_download_url": "external-strategies/backtest-datasets/mw_binanceus_btc_spot_daily_v1/files/execution_cost_assumptions.csv" } ], "manifest_hash": "sha256:784d8a42c2311f7dee1dc6cd23bb88babee6c8210a3ac56c57ef7af07ebed8ee", "manifest_release_status": "released", "manifest_matches_files": true, "computed_manifest_hash": "sha256:784d8a42c2311f7dee1dc6cd23bb88babee6c8210a3ac56c57ef7af07ebed8ee", "manifest_url": "external-strategies/backtest-datasets/mw_binanceus_btc_spot_daily_v1/manifest.json", "static_manifest_url": "external-strategies/backtest-datasets/mw_binanceus_btc_spot_daily_v1/manifest.json" }, { "dataset_id": "mw_coinbase_btc_spot_daily_v1", "provider": "marketworld", "status": "approved", "label": "MarketWorld Coinbase BTC spot daily v1", "description": "Coinbase Exchange public daily candles for BTC-USD spot. No same-venue perpetual leg is published in this package.", "venue_package": "COINBASE", "venue_capability": "spot_only", "source_policy_id": "marketworld_public_rest_history_v1", "venue_policy_id": "marketworld_venue_locked_v1", "coverage_policy": "必须覆盖策略包 rules/signal_intents 中所有 legs/from/to 标的。", "venue_binding_policy": "策略必须声明并锁定官方 manifest 中的 execution_venue/data_provider/venue_symbol；同场所、同品牌、跨场所与 spot-only 数据包不得混用。", "anti_lookahead_policy": "数据包按 UTC daily close 固化；回测不得读取当前 bar 之后的数据或未收盘日线。", "instrument_sources": { "COINBASE_SPOT_BTC": { "execution_venue": "COINBASE", "data_provider": "coinbase_exchange", "venue_symbol": "BTC-USD", "market_type": "crypto_spot", "source_role": "spot", "dataset_source": "coinbase_exchange_public_rest", "live_source": "Coinbase Exchange public candles" } }, "venue_pairs": [ { "venue_pair_id": "coinbase_btc_spot_only", "scope": "spot_only", "basis_type": "spot_reference", "underlying": "BTC", "execution_venues": [ "COINBASE" ], "allow_cross_venue_basis": false, "legs": [ { "role": "spot", "instrument": "COINBASE_SPOT_BTC", "execution_venue": "COINBASE", "data_provider": "coinbase_exchange", "venue_symbol": "BTC-USD" } ], "notes": "Spot-only venue package. Do not use it to claim same-venue spot/perp carry." } ], "cost_model_id": "mw_cost_coinbase_btc_spot_v1", "source_references": [ "https://docs.cdp.coinbase.com/exchange/reference/exchangerestapi_getproductcandles" ], "generated_by": "scripts/generate_crypto_venue_backtest_packages.py", "generated_at": "2026-06-27T05:26:30+00:00", "period": { "start": "2026-03-29", "end": "2026-06-26", "timezone": "UTC" }, "granularity": [ "daily" ], "instruments": [ "COINBASE_SPOT_BTC" ], "sources": [ "coinbase_exchange_public_rest" ], "rows": 90, "cost_model_hash": "sha256:05d4bd06c545107747a63f6c6fa369ddf26b805c1c2e7abc0c7afc9170562b21", "data_fingerprint": "sha256:64c75d3ff4745e105540d183ce3960591e992f05c04b6d0303c84debef109298", "files": [ { "role": "market_data", "name": "market_data_sessionized.csv", "path": "external_strategies/backtest_data/mw_coinbase_btc_spot_daily_v1/market_data_sessionized.csv", "sha256": "sha256:64c75d3ff4745e105540d183ce3960591e992f05c04b6d0303c84debef109298", "bytes": 24389, "download_url": "external-strategies/backtest-datasets/mw_coinbase_btc_spot_daily_v1/files/market_data_sessionized.csv", "static_download_url": "external-strategies/backtest-datasets/mw_coinbase_btc_spot_daily_v1/files/market_data_sessionized.csv" }, { "role": "cost_model", "name": "execution_cost_assumptions.csv", "path": "external_strategies/backtest_data/mw_coinbase_btc_spot_daily_v1/execution_cost_assumptions.csv", "sha256": "sha256:05d4bd06c545107747a63f6c6fa369ddf26b805c1c2e7abc0c7afc9170562b21", "bytes": 230, "download_url": "external-strategies/backtest-datasets/mw_coinbase_btc_spot_daily_v1/files/execution_cost_assumptions.csv", "static_download_url": "external-strategies/backtest-datasets/mw_coinbase_btc_spot_daily_v1/files/execution_cost_assumptions.csv" } ], "manifest_hash": "sha256:5d08eea154caebd43602e8ebacaa67719c7fc5e9eaabf0ae22a158528fa726f2", "manifest_release_status": "released", "manifest_matches_files": true, "computed_manifest_hash": "sha256:5d08eea154caebd43602e8ebacaa67719c7fc5e9eaabf0ae22a158528fa726f2", "manifest_url": "external-strategies/backtest-datasets/mw_coinbase_btc_spot_daily_v1/manifest.json", "static_manifest_url": "external-strategies/backtest-datasets/mw_coinbase_btc_spot_daily_v1/manifest.json" }, { "dataset_id": "mw_kraken_btc_spot_perp_daily_v1", "provider": "marketworld", "status": "approved", "label": "MarketWorld Kraken BTC spot/futures daily v1", "description": "Kraken spot public OHLC and Kraken Futures BTC perpetual public daily chart data.", "venue_package": "KRAKEN", "venue_capability": "spot_perp_same_brand", "source_policy_id": "marketworld_public_rest_history_v1", "venue_policy_id": "marketworld_venue_locked_v1", "coverage_policy": "必须覆盖策略包 rules/signal_intents 中所有 legs/from/to 标的。", "venue_binding_policy": "策略必须声明并锁定官方 manifest 中的 execution_venue/data_provider/venue_symbol；同场所、同品牌、跨场所与 spot-only 数据包不得混用。", "anti_lookahead_policy": "数据包按 UTC daily close 固化；回测不得读取当前 bar 之后的数据或未收盘日线。", "instrument_sources": { "KRAKEN_SPOT_BTC": { "execution_venue": "KRAKEN", "data_provider": "kraken_spot", "venue_symbol": "XBTUSD", "market_type": "crypto_spot", "source_role": "spot", "dataset_source": "kraken_spot_public_ohlc", "live_source": "Kraken public spot OHLC" }, "KRAKEN_PERP_BTC": { "execution_venue": "KRAKEN_FUTURES", "data_provider": "kraken_futures", "venue_symbol": "PF_XBTUSD", "market_type": "crypto_perp", "source_role": "perpetual_swap", "dataset_source": "kraken_futures_public_charts", "live_source": "Kraken Futures public charts" } }, "venue_pairs": [ { "venue_pair_id": "kraken_btc_spot_perp", "scope": "same_brand", "basis_type": "spot_perp", "underlying": "BTC", "execution_venues": [ "KRAKEN", "KRAKEN_FUTURES" ], "allow_cross_venue_basis": false, "legs": [ { "role": "spot", "instrument": "KRAKEN_SPOT_BTC", "execution_venue": "KRAKEN", "data_provider": "kraken_spot", "venue_symbol": "XBTUSD" }, { "role": "perpetual_swap", "instrument": "KRAKEN_PERP_BTC", "execution_venue": "KRAKEN_FUTURES", "data_provider": "kraken_futures", "venue_symbol": "PF_XBTUSD" } ], "notes": "Same brand, separate spot and futures venues. 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This sample dataset still stores rows as sample_raw." }, "PERP_BTC": { "execution_venue": "OKX", "data_provider": "okx_swap", "venue_symbol": "BTC-USDT-SWAP", "market_type": "crypto_perp", "source_role": "perpetual_swap", "dataset_source": "sample_raw", "live_source": "OKX public swap", "notes": "Live/paper trading anchor is OKX BTC-USDT-SWAP. Binance USD-M is backup-only unless a separate dataset says so." }, "FUT_IF": { "execution_venue": "CFFEX_SIM", "data_provider": "marketworld_sample_cn_future", "venue_symbol": "IF", "market_type": "index_future", "source_role": "future", "dataset_source": "sample_raw", "live_source": "research/sample" }, "ETF_CSI300": { "execution_venue": "CN_ETF_SIM", "data_provider": "marketworld_sample_cn_cash", "venue_symbol": "ETF_CSI300", "market_type": "etf", "source_role": "cash", "dataset_source": "sample_raw", "live_source": "research/sample" }, "IDX_CSI300": { "execution_venue": "INDEX_ONLY", "data_provider": "marketworld_sample_index", "venue_symbol": "CSI300", "market_type": "spot_index", "source_role": "benchmark", "dataset_source": "sample_raw", "live_source": "research/sample" }, "IDX_NDX": { "execution_venue": "INDEX_ONLY", "data_provider": "marketworld_sample_index", "venue_symbol": "NDX", "market_type": "spot_index", "source_role": "benchmark", "dataset_source": "sample_raw", "live_source": "research/sample" }, "OPT_CSI300_ETF": { "execution_venue": "CN_OPTION_SIM", "data_provider": "marketworld_sample_cn_option", "venue_symbol": "OPT_CSI300_ETF", "market_type": "option", "source_role": "option", "dataset_source": "sample_raw", "live_source": "research/sample" } }, "venue_pairs": [ { "venue_pair_id": "okx_btc_spot_perp", "scope": "same_venue", "basis_type": "spot_perp", "underlying": "BTC", "execution_venues": [ "OKX" ], "allow_cross_venue_basis": false, "legs": [ { "role": "spot", "instrument": "SPOT_BTC", "execution_venue": "OKX", "data_provider": "okx_spot", "venue_symbol": "BTC-USDT" }, { "role": "perpetual_swap", "instrument": "PERP_BTC", "execution_venue": "OKX", "data_provider": "okx_swap", "venue_symbol": "BTC-USDT-SWAP" } ], "notes": "BTC same-venue spot/perp basis. Cross-exchange basis must use a separate official dataset and venue_pair_id." } ], "cost_model_id": "mw_cost_policy_2026_06_10", "period": { "start": "2026-05-01", "end": "2026-05-09", "timezone": "mixed_exchange_timezones" }, "granularity": [ "daily" ], "instruments": [ "ETF_CSI300", "FUT_IF", "IDX_CSI300", "IDX_NDX", "OPT_CSI300_ETF", "PERP_BTC", "SPOT_BTC" ], "sources": [ "sample_raw" ], "rows": 63, "cost_model_hash": "sha256:ef56026f05cd2e9622e9895f62868763d338cce38f6135d7b9a050a89b827a6e", "data_fingerprint": "sha256:f468d23bafd756922df12e367c874693a6b25f6dd78d2050624b0696c8048b2b", "files": [ { "role": "market_data", "name": "market_data_sessionized.csv", "path": "external_strategies/backtest_data/mw_sessionized_daily_sample_v1/market_data_sessionized.csv", "sha256": "sha256:f468d23bafd756922df12e367c874693a6b25f6dd78d2050624b0696c8048b2b", "bytes": 15993, "download_url": "external-strategies/backtest-datasets/mw_sessionized_daily_sample_v1/files/market_data_sessionized.csv", "static_download_url": "external-strategies/backtest-datasets/mw_sessionized_daily_sample_v1/files/market_data_sessionized.csv" }, { "role": "cost_model", "name": "execution_cost_assumptions.csv", "path": "external_strategies/backtest_data/mw_sessionized_daily_sample_v1/execution_cost_assumptions.csv", "sha256": "sha256:ef56026f05cd2e9622e9895f62868763d338cce38f6135d7b9a050a89b827a6e", "bytes": 1954, "download_url": "external-strategies/backtest-datasets/mw_sessionized_daily_sample_v1/files/execution_cost_assumptions.csv", "static_download_url": "external-strategies/backtest-datasets/mw_sessionized_daily_sample_v1/files/execution_cost_assumptions.csv" } ], "manifest_hash": "sha256:d25ca7364b416336e5eb41435e932b8583bfd6c23f7856635ff412c7fb8d4172", "manifest_release_status": "released", "manifest_matches_files": true, "computed_manifest_hash": "sha256:d25ca7364b416336e5eb41435e932b8583bfd6c23f7856635ff412c7fb8d4172", "manifest_url": "external-strategies/backtest-datasets/mw_sessionized_daily_sample_v1/manifest.json", "static_manifest_url": "external-strategies/backtest-datasets/mw_sessionized_daily_sample_v1/manifest.json" } ], "datasets": [ { "dataset_id": "mw_binanceus_btc_spot_daily_v1", "provider": "marketworld", "status": "approved", "label": "MarketWorld Binance.US BTC spot daily v1", "description": "Binance.US public daily klines for BTCUSDT spot. No same-venue perpetual leg is published in this package.", "venue_package": "BINANCE_US", "venue_capability": "spot_only", "source_policy_id": "marketworld_public_rest_history_v1", "venue_policy_id": "marketworld_venue_locked_v1", "coverage_policy": "必须覆盖策略包 rules/signal_intents 中所有 legs/from/to 标的。", "venue_binding_policy": "策略必须声明并锁定官方 manifest 中的 execution_venue/data_provider/venue_symbol；同场所、同品牌、跨场所与 spot-only 数据包不得混用。", "anti_lookahead_policy": "数据包按 UTC daily close 固化；回测不得读取当前 bar 之后的数据或未收盘日线。", "instrument_sources": { "BINANCEUS_SPOT_BTC": { "execution_venue": "BINANCE_US", "data_provider": "binance_us_spot", "venue_symbol": "BTCUSDT", "market_type": "crypto_spot", "source_role": "spot", "dataset_source": "binanceus_spot_public_klines", "live_source": "Binance.US public klines" } }, "venue_pairs": [ { "venue_pair_id": "binanceus_btc_spot_only", "scope": "spot_only", "basis_type": "spot_reference", "underlying": "BTC", "execution_venues": [ "BINANCE_US" ], "allow_cross_venue_basis": false, "legs": [ { "role": "spot", "instrument": "BINANCEUS_SPOT_BTC", "execution_venue": "BINANCE_US", "data_provider": "binance_us_spot", "venue_symbol": "BTCUSDT" } ], "notes": "Spot-only venue package. Binance.US spot is not a same-venue perpetual package." } ], "cost_model_id": "mw_cost_binanceus_btc_spot_v1", "source_references": [ "https://docs.binance.us/#kline-candlestick-data" ], "generated_by": "scripts/generate_crypto_venue_backtest_packages.py", "generated_at": "2026-06-27T05:26:08+00:00", "period": { "start": "2026-03-29", "end": "2026-06-26", "timezone": "UTC" }, "granularity": [ "daily" ], "instruments": [ "BINANCEUS_SPOT_BTC" ], "sources": [ "binanceus_spot_public_klines" ], "rows": 90, "cost_model_hash": "sha256:c814f225c3830bafb22cd9063d2ed69ce4bce71b4ba0666b1820cbc2127a580b", "data_fingerprint": "sha256:13bb3a0da4f422700146246d3d543c2ddeb02690f67929b8ead8eb87776f116a", "files": [ { "role": "market_data", "name": "market_data_sessionized.csv", "path": "external_strategies/backtest_data/mw_binanceus_btc_spot_daily_v1/market_data_sessionized.csv", "sha256": "sha256:13bb3a0da4f422700146246d3d543c2ddeb02690f67929b8ead8eb87776f116a", "bytes": 23674, "download_url": "external-strategies/backtest-datasets/mw_binanceus_btc_spot_daily_v1/files/market_data_sessionized.csv", "static_download_url": "external-strategies/backtest-datasets/mw_binanceus_btc_spot_daily_v1/files/market_data_sessionized.csv" }, { "role": "cost_model", "name": "execution_cost_assumptions.csv", "path": "external_strategies/backtest_data/mw_binanceus_btc_spot_daily_v1/execution_cost_assumptions.csv", "sha256": "sha256:c814f225c3830bafb22cd9063d2ed69ce4bce71b4ba0666b1820cbc2127a580b", "bytes": 232, "download_url": "external-strategies/backtest-datasets/mw_binanceus_btc_spot_daily_v1/files/execution_cost_assumptions.csv", "static_download_url": "external-strategies/backtest-datasets/mw_binanceus_btc_spot_daily_v1/files/execution_cost_assumptions.csv" } ], "manifest_hash": "sha256:784d8a42c2311f7dee1dc6cd23bb88babee6c8210a3ac56c57ef7af07ebed8ee", "manifest_release_status": "released", "manifest_matches_files": true, "computed_manifest_hash": "sha256:784d8a42c2311f7dee1dc6cd23bb88babee6c8210a3ac56c57ef7af07ebed8ee", "manifest_url": "external-strategies/backtest-datasets/mw_binanceus_btc_spot_daily_v1/manifest.json", "static_manifest_url": "external-strategies/backtest-datasets/mw_binanceus_btc_spot_daily_v1/manifest.json" }, { "dataset_id": "mw_coinbase_btc_spot_daily_v1", "provider": "marketworld", "status": "approved", "label": "MarketWorld Coinbase BTC spot daily v1", "description": "Coinbase Exchange public daily candles for BTC-USD spot. No same-venue perpetual leg is published in this package.", "venue_package": "COINBASE", "venue_capability": "spot_only", "source_policy_id": "marketworld_public_rest_history_v1", "venue_policy_id": "marketworld_venue_locked_v1", "coverage_policy": "必须覆盖策略包 rules/signal_intents 中所有 legs/from/to 标的。", "venue_binding_policy": "策略必须声明并锁定官方 manifest 中的 execution_venue/data_provider/venue_symbol；同场所、同品牌、跨场所与 spot-only 数据包不得混用。", "anti_lookahead_policy": "数据包按 UTC daily close 固化；回测不得读取当前 bar 之后的数据或未收盘日线。", "instrument_sources": { "COINBASE_SPOT_BTC": { "execution_venue": "COINBASE", "data_provider": "coinbase_exchange", "venue_symbol": "BTC-USD", "market_type": "crypto_spot", "source_role": "spot", "dataset_source": "coinbase_exchange_public_rest", "live_source": "Coinbase Exchange public candles" } }, "venue_pairs": [ { "venue_pair_id": "coinbase_btc_spot_only", "scope": "spot_only", "basis_type": "spot_reference", "underlying": "BTC", "execution_venues": [ "COINBASE" ], "allow_cross_venue_basis": false, "legs": [ { "role": "spot", "instrument": "COINBASE_SPOT_BTC", "execution_venue": "COINBASE", "data_provider": "coinbase_exchange", "venue_symbol": "BTC-USD" } ], "notes": "Spot-only venue package. Do not use it to claim same-venue spot/perp carry." } ], "cost_model_id": "mw_cost_coinbase_btc_spot_v1", "source_references": [ "https://docs.cdp.coinbase.com/exchange/reference/exchangerestapi_getproductcandles" ], "generated_by": "scripts/generate_crypto_venue_backtest_packages.py", "generated_at": "2026-06-27T05:26:30+00:00", "period": { "start": "2026-03-29", "end": "2026-06-26", "timezone": "UTC" }, "granularity": [ "daily" ], "instruments": [ "COINBASE_SPOT_BTC" ], "sources": [ "coinbase_exchange_public_rest" ], "rows": 90, "cost_model_hash": "sha256:05d4bd06c545107747a63f6c6fa369ddf26b805c1c2e7abc0c7afc9170562b21", "data_fingerprint": "sha256:64c75d3ff4745e105540d183ce3960591e992f05c04b6d0303c84debef109298", "files": [ { "role": "market_data", "name": "market_data_sessionized.csv", "path": "external_strategies/backtest_data/mw_coinbase_btc_spot_daily_v1/market_data_sessionized.csv", "sha256": "sha256:64c75d3ff4745e105540d183ce3960591e992f05c04b6d0303c84debef109298", "bytes": 24389, "download_url": "external-strategies/backtest-datasets/mw_coinbase_btc_spot_daily_v1/files/market_data_sessionized.csv", "static_download_url": "external-strategies/backtest-datasets/mw_coinbase_btc_spot_daily_v1/files/market_data_sessionized.csv" }, { "role": "cost_model", "name": "execution_cost_assumptions.csv", "path": "external_strategies/backtest_data/mw_coinbase_btc_spot_daily_v1/execution_cost_assumptions.csv", "sha256": "sha256:05d4bd06c545107747a63f6c6fa369ddf26b805c1c2e7abc0c7afc9170562b21", "bytes": 230, "download_url": "external-strategies/backtest-datasets/mw_coinbase_btc_spot_daily_v1/files/execution_cost_assumptions.csv", "static_download_url": "external-strategies/backtest-datasets/mw_coinbase_btc_spot_daily_v1/files/execution_cost_assumptions.csv" } ], "manifest_hash": "sha256:5d08eea154caebd43602e8ebacaa67719c7fc5e9eaabf0ae22a158528fa726f2", "manifest_release_status": "released", "manifest_matches_files": true, "computed_manifest_hash": "sha256:5d08eea154caebd43602e8ebacaa67719c7fc5e9eaabf0ae22a158528fa726f2", "manifest_url": "external-strategies/backtest-datasets/mw_coinbase_btc_spot_daily_v1/manifest.json", "static_manifest_url": "external-strategies/backtest-datasets/mw_coinbase_btc_spot_daily_v1/manifest.json" }, { "dataset_id": "mw_kraken_btc_spot_perp_daily_v1", "provider": "marketworld", "status": "approved", "label": "MarketWorld Kraken BTC spot/futures daily v1", "description": "Kraken spot public OHLC and Kraken Futures BTC perpetual public daily chart data.", "venue_package": "KRAKEN", "venue_capability": "spot_perp_same_brand", "source_policy_id": "marketworld_public_rest_history_v1", "venue_policy_id": "marketworld_venue_locked_v1", "coverage_policy": "必须覆盖策略包 rules/signal_intents 中所有 legs/from/to 标的。", "venue_binding_policy": "策略必须声明并锁定官方 manifest 中的 execution_venue/data_provider/venue_symbol；同场所、同品牌、跨场所与 spot-only 数据包不得混用。", "anti_lookahead_policy": "数据包按 UTC daily close 固化；回测不得读取当前 bar 之后的数据或未收盘日线。", "instrument_sources": { "KRAKEN_SPOT_BTC": { "execution_venue": "KRAKEN", "data_provider": "kraken_spot", "venue_symbol": "XBTUSD", "market_type": "crypto_spot", "source_role": "spot", "dataset_source": "kraken_spot_public_ohlc", "live_source": "Kraken public spot OHLC" }, "KRAKEN_PERP_BTC": { "execution_venue": "KRAKEN_FUTURES", "data_provider": "kraken_futures", "venue_symbol": "PF_XBTUSD", "market_type": "crypto_perp", "source_role": "perpetual_swap", "dataset_source": "kraken_futures_public_charts", "live_source": "Kraken Futures public charts" } }, "venue_pairs": [ { "venue_pair_id": "kraken_btc_spot_perp", "scope": "same_brand", "basis_type": "spot_perp", "underlying": "BTC", "execution_venues": [ "KRAKEN", "KRAKEN_FUTURES" ], "allow_cross_venue_basis": false, "legs": [ { "role": "spot", "instrument": "KRAKEN_SPOT_BTC", "execution_venue": "KRAKEN", "data_provider": "kraken_spot", "venue_symbol": "XBTUSD" }, { "role": "perpetual_swap", "instrument": "KRAKEN_PERP_BTC", "execution_venue": "KRAKEN_FUTURES", "data_provider": "kraken_futures", "venue_symbol": "PF_XBTUSD" } ], "notes": "Same brand, separate spot and futures venues. 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This sample dataset still stores rows as sample_raw." }, "PERP_BTC": { "execution_venue": "OKX", "data_provider": "okx_swap", "venue_symbol": "BTC-USDT-SWAP", "market_type": "crypto_perp", "source_role": "perpetual_swap", "dataset_source": "sample_raw", "live_source": "OKX public swap", "notes": "Live/paper trading anchor is OKX BTC-USDT-SWAP. Binance USD-M is backup-only unless a separate dataset says so." }, "FUT_IF": { "execution_venue": "CFFEX_SIM", "data_provider": "marketworld_sample_cn_future", "venue_symbol": "IF", "market_type": "index_future", "source_role": "future", "dataset_source": "sample_raw", "live_source": "research/sample" }, "ETF_CSI300": { "execution_venue": "CN_ETF_SIM", "data_provider": "marketworld_sample_cn_cash", "venue_symbol": "ETF_CSI300", "market_type": "etf", "source_role": "cash", "dataset_source": "sample_raw", "live_source": "research/sample" }, "IDX_CSI300": { "execution_venue": "INDEX_ONLY", "data_provider": "marketworld_sample_index", "venue_symbol": "CSI300", "market_type": "spot_index", "source_role": "benchmark", "dataset_source": "sample_raw", "live_source": "research/sample" }, "IDX_NDX": { "execution_venue": "INDEX_ONLY", "data_provider": "marketworld_sample_index", "venue_symbol": "NDX", "market_type": "spot_index", "source_role": "benchmark", "dataset_source": "sample_raw", "live_source": "research/sample" }, "OPT_CSI300_ETF": { "execution_venue": "CN_OPTION_SIM", "data_provider": "marketworld_sample_cn_option", "venue_symbol": "OPT_CSI300_ETF", "market_type": "option", "source_role": "option", "dataset_source": "sample_raw", "live_source": "research/sample" } }, "venue_pairs": [ { "venue_pair_id": "okx_btc_spot_perp", "scope": "same_venue", "basis_type": "spot_perp", "underlying": "BTC", "execution_venues": [ "OKX" ], "allow_cross_venue_basis": false, "legs": [ { "role": "spot", "instrument": "SPOT_BTC", "execution_venue": "OKX", "data_provider": "okx_spot", "venue_symbol": "BTC-USDT" }, { "role": "perpetual_swap", "instrument": "PERP_BTC", "execution_venue": "OKX", "data_provider": "okx_swap", "venue_symbol": "BTC-USDT-SWAP" } ], "notes": "BTC same-venue spot/perp basis. 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