Walker configuration object
Walker schema registered via addWalker(). Defines A/B testing configuration for multiple strategies.
Optionalcallbacks?: Partial<IWalkerCallbacks>Optional lifecycle event callbacks
Exchange to use for backtesting all strategies
Timeframe generator to use for backtesting all strategies
Optionalmetric?: WalkerMetricMetric to optimize (default: "sharpeRatio")
Optionalnote?: stringOptional developer note for documentation
List of strategy names to compare (must be registered via addStrategy)
Unique walker identifier for registration
addWalker({
walkerName: "llm-prompt-optimizer",
exchangeName: "binance",
frameName: "1d-backtest",
strategies: [
"my-strategy-v1",
"my-strategy-v2",
"my-strategy-v3"
],
metric: "sharpeRatio",
callbacks: {
onStrategyComplete: (strategyName, symbol, stats, metric) => {
console.log(`${strategyName}: ${metric}`);
},
onComplete: (results) => {
console.log(`Best strategy: ${results.bestStrategy}`);
}
}
});
Registers a walker for strategy comparison.
The walker executes backtests for multiple strategies on the same historical data and compares their performance using a specified metric.