Market-data lake

lake.backtest_indicators dataset schema

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

Query name
lake.backtest_indicators
Grain
snapshot
Columns
11

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
indicator_idxINTEGER
sideVARCHAR
indicator_typeVARCHAR
symbolVARCHAR
lookbackINTEGER
lookback_intervalVARCHAR
comparatorVARCHAR
thresholdDOUBLE
raw_paramsJSON

Current logical schema for lake.backtest_indicators

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 instance in a strategy. Join on `backtest_uuid` + `strategy_idx`. `lookback` is the window size (50 for a 50-day average) and `lookback_interval` its unit (Day, Minute, Hour); a 20-minute average is not a 20-day one, so filter the interval when comparing windows. `raw_params` is the indicator's full JSON. Comparing SETTINGS of one indicator (a moving-average window, an RSI threshold) must restrict to strategies using exactly ONE value of that setting: a 50/200 crossover holds two windows and otherwise lands in both buckets. For HOW an indicator was used (threshold, direction, which action it drove) use `lake.backtest_comparisons`. `comparator` and `threshold` here are NULL in snapshots exported before they were captured.

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", "indicator_idx"
FROM lake.backtest_indicators
LIMIT 20;