Market-data lake

lake.backtest_comparisons dataset schema

Column types and research semantics for NexusTrade’s lake.backtest_comparisons dataset. Read the supported schema before submitting a bounded SQL query.

Query name
lake.backtest_comparisons
Grain
snapshot
Columns
10

Columns and types

These columns come from the same versioned logical catalog used by the query validator and engine. They describe the fields you can query. Some historical rows have missing values; fields absent from older shards can return typed NULL.

backtest_uuidVARCHAR
strategy_idxINTEGER
condition_pathVARCHAR
sideVARCHAR
action_typeVARCHAR
indicator_typeVARCHAR
lookbackINTEGER
lookback_intervalVARCHAR
comparatorVARCHAR
thresholdDOUBLE

Current logical schema for lake.backtest_comparisons

Coverage and timing

The logical view is backed by canonical manifest-resolved data. Query this name rather than guessing a physical database collection or object-storage path.

Backtest corpus: one row per indicator per atomic comparison, projected out of `lake.backtest_strategies.condition_tree`. Use this, not `lake.backtest_indicators`, whenever the question is about HOW an indicator was used: a threshold, a direction, or which action the rule drove (`action_type`). `comparator` is lessThan, greaterThan, lessThanOrEqual, greaterThanOrEqual or equal, normalised to read from THIS indicator's side: `30 > RSI` is stored as RSI lessThan 30. `threshold` is the literal on the OTHER side, so for `RSI < 30` the RSI row carries 30 and the constant row carries NULL; filter `threshold IS NOT NULL` for the indicator side of a rule. `RSI < 30` and `RSI > 70` are opposite rules. Ranking RSI as one thing pools them and is almost always wrong.

Run a limited query

Use a registered API key with lake scope. Select needed columns, bind user-supplied values and restrict dates when the table has a time dimension. Query results are durable parts with a schema and manifest rather than an unbounded in-memory array.

This reference documents the schema and its meaning. Run queries in your signed-in workspace; this page does not execute SQL or show private results and datasets.

sql
SELECT "backtest_uuid", "strategy_idx", "condition_path"
FROM lake.backtest_comparisons
LIMIT 20;