Strategy TimeSeries

StrategyTimeSeries (stacksats/strategy_time_series.py) is the single-window validated output object.

Required metadata

• strategy_id
• strategy_version
• run_id
• config_hash
• schema_version
• generated_at
• window_start
• window_end

Core methods

• schema()
• schema_markdown()
• validate_schema_coverage()
• validate()
• to_dataframe()

Validation guarantees

• required columns exist
• date is valid, unique, and ascending
• weight is finite, non-negative, and sums to 1.0 (tolerance)
• price_usd is finite when present
• schema and lineage coverage stays synchronized

Batch object

StrategyTimeSeriesBatch is a multi-window container returned by export APIs.

Batch guarantees

• contains one or more windows
• unique (window_start, window_end) per window
• per-window provenance aligns with batch-level provenance

Export contract

StrategyRunner.export(...) returns StrategyTimeSeriesBatch.

Artifacts are written under:

<output_dir>/<strategy_id>/<version>/<run_id>/

Includes:

• weights.csv
• timeseries_schema.md
• artifacts.json

Canonical weights.csv columns:

• start_date
• end_date
• day_index
• date
• price_usd
• weight

Schema details

See Strategy TimeSeries Schema for generated column and lineage tables.