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signal-input.schema.json 1.6 KB 60 lines json

1{2  "$schema": "https://json-schema.org/draft/2020-12/schema",3  "$id": "https://sp-wallet.local/schema/signal-input.schema.json",4  "title": "Input of python -m spq.signal",5  "type": "object",6  "required": [7    "candles"8  ],9  "properties": {10    "candles": {11      "type": "object",12      "description": "exactly the symbols of META['universe'] (for a universe-generic strategy, META['universe'] == ['*']: the 1 to 12 symbols chosen by the engine); closed bars, oldest first, [ts, open, high, low, close, volume]",13      "minProperties": 1,14      "additionalProperties": {15        "type": "array",16        "minItems": 1,17        "items": {18          "type": "array",19          "prefixItems": [20            {21              "type": [22                "string",23                "number"24              ],25              "description": "bar-open time: ISO 8601 UTC or epoch seconds"26            },27            {28              "type": "number"29            },30            {31              "type": "number"32            },33            {34              "type": "number"35            },36            {37              "type": "number"38            },39            {40              "type": "number"41            }42          ],43          "minItems": 6,44          "maxItems": 645        }46      }47    },48    "as_of": {49      "type": "string",50      "format": "date-time",51      "description": "optional; must equal the bar-open time of the last bar supplied"52    },53    "interval": {54      "type": "string",55      "description": "optional; must equal META['interval']"56    }57  },58  "additionalProperties": false59}60
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