@qtsurfer/api-client 0.6.0 → 0.8.0

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@@ -1,21 +1,82 @@
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1
  // This file is auto-generated by @hey-api/openapi-ts
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- import type { Options as ClientOptions, TDataShape, Client } from '@hey-api/client-fetch';
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- import type { AuthenticateData, AuthenticateResponse, AuthenticateError, ListExchangesData, ListExchangesResponse, ListInstrumentsData, ListInstrumentsResponse, ListInstrumentsError, ListSegmentInstrumentsData, ListSegmentInstrumentsResponse, ListSegmentInstrumentsError, DownloadTickersData, DownloadTickersResponse, DownloadTickersError, DownloadKlinesData, DownloadKlinesResponse, DownloadKlinesError, CompileStrategyData, CompileStrategyResponse, CompileStrategyError, GetStrategyData, GetStrategyResponse, GetStrategyError, PrepareBacktestData, PrepareBacktestResponse, PrepareBacktestError, GetPrepareStatusData, GetPrepareStatusResponse, GetPrepareStatusError, ExecuteSweepData, ExecuteSweepResponse, ExecuteSweepError, CancelSweepData, CancelSweepResponse, CancelSweepError, GetSweepResultData, GetSweepResultResponse, GetSweepResultError, ExecuteBacktestData, ExecuteBacktestResponse, ExecuteBacktestError, CancelBacktestData, CancelBacktestResponse, CancelBacktestError, GetBacktestResultData, GetBacktestResultResponse, GetBacktestResultError } from './types.gen';
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- import { client as _heyApiClient } from './client.gen';
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+ import type {
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+ Options as ClientOptions,
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+ TDataShape,
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+ Client,
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+ } from "@hey-api/client-fetch";
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+ import type {
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+ AuthenticateData,
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+ AuthenticateResponse,
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+ AuthenticateError,
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+ ListExchangesData,
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+ ListExchangesResponse,
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+ ListInstrumentsData,
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+ ListInstrumentsResponse,
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+ ListInstrumentsError,
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+ ListSegmentInstrumentsData,
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+ ListSegmentInstrumentsResponse,
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+ ListSegmentInstrumentsError,
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+ DownloadTickersData,
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+ DownloadTickersResponse,
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+ DownloadTickersError,
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+ DownloadKlinesData,
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+ DownloadKlinesResponse,
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+ DownloadKlinesError,
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+ CompileStrategyData,
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+ CompileStrategyResponse,
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+ CompileStrategyError,
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+ ValidateStrategyData,
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+ ValidateStrategyResponse,
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+ ValidateStrategyError,
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+ GetStrategyData,
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+ GetStrategyResponse,
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+ GetStrategyError,
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+ PrepareBacktestData,
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+ PrepareBacktestResponse,
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+ PrepareBacktestError,
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+ GetPrepareStatusData,
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+ GetPrepareStatusResponse,
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+ GetPrepareStatusError,
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+ ExecuteSweepData,
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+ ExecuteSweepResponse,
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+ ExecuteSweepError,
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+ CancelSweepData,
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+ CancelSweepResponse,
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+ CancelSweepError,
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+ GetSweepResultData,
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+ GetSweepResultResponse,
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+ GetSweepResultError,
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+ GetSweepSensitivityData,
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+ GetSweepSensitivityResponse,
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+ GetSweepSensitivityError,
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+ ExecuteBacktestData,
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+ ExecuteBacktestResponse,
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+ ExecuteBacktestError,
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+ CancelBacktestData,
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+ CancelBacktestResponse,
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+ CancelBacktestError,
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+ GetBacktestResultData,
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+ GetBacktestResultResponse,
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+ GetBacktestResultError,
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+ } from "./types.gen";
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+ import { client as _heyApiClient } from "./client.gen";
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- export type Options<TData extends TDataShape = TDataShape, ThrowOnError extends boolean = boolean> = ClientOptions<TData, ThrowOnError> & {
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- /**
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- * You can provide a client instance returned by `createClient()` instead of
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- * individual options. This might be also useful if you want to implement a
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- * custom client.
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- */
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- client?: Client;
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- /**
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- * You can pass arbitrary values through the `meta` object. This can be
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- * used to access values that aren't defined as part of the SDK function.
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- */
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- meta?: Record<string, unknown>;
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+ export type Options<
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+ TData extends TDataShape = TDataShape,
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+ ThrowOnError extends boolean = boolean
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+ > = ClientOptions<TData, ThrowOnError> & {
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+ /**
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+ * You can provide a client instance returned by `createClient()` instead of
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+ * individual options. This might be also useful if you want to implement a
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+ * custom client.
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+ */
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+ client?: Client;
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+ /**
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+ * You can pass arbitrary values through the `meta` object. This can be
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+ * used to access values that aren't defined as part of the SDK function.
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+ */
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+ meta?: Record<string, unknown>;
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  };
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21
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  /**
@@ -30,27 +91,39 @@ export type Options<TData extends TDataShape = TDataShape, ThrowOnError extends
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  * before expiry (or on a `401` response) by calling this endpoint again.
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  *
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  */
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- export const authenticate = <ThrowOnError extends boolean = false>(options?: Options<AuthenticateData, ThrowOnError>) => {
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- return (options?.client ?? _heyApiClient).post<AuthenticateResponse, AuthenticateError, ThrowOnError>({
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- security: [
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- {
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- name: 'X-API-Key',
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- type: 'apiKey'
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- }
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- ],
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- url: '/auth/token',
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- ...options
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- });
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+ export const authenticate = <ThrowOnError extends boolean = false>(
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+ options?: Options<AuthenticateData, ThrowOnError>
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+ ) => {
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+ return (options?.client ?? _heyApiClient).post<
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+ AuthenticateResponse,
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+ AuthenticateError,
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+ ThrowOnError
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+ >({
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+ security: [
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+ {
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+ name: "X-API-Key",
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+ type: "apiKey",
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+ },
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+ ],
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+ url: "/auth/token",
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+ ...options,
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+ });
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  };
45
112
 
46
113
  /**
47
114
  * List the available exchanges
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  */
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- export const listExchanges = <ThrowOnError extends boolean = false>(options?: Options<ListExchangesData, ThrowOnError>) => {
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- return (options?.client ?? _heyApiClient).get<ListExchangesResponse, unknown, ThrowOnError>({
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- url: '/exchanges',
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- ...options
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- });
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+ export const listExchanges = <ThrowOnError extends boolean = false>(
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+ options?: Options<ListExchangesData, ThrowOnError>
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+ ) => {
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+ return (options?.client ?? _heyApiClient).get<
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+ ListExchangesResponse,
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+ unknown,
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+ ThrowOnError
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+ >({
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+ url: "/exchanges",
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+ ...options,
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+ });
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127
  };
55
128
 
56
129
  /**
@@ -61,11 +134,17 @@ export const listExchanges = <ThrowOnError extends boolean = false>(options?: Op
61
134
  * `spot` / `futures` segment-discovery links.
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135
  *
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136
  */
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- export const listInstruments = <ThrowOnError extends boolean = false>(options: Options<ListInstrumentsData, ThrowOnError>) => {
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- return (options.client ?? _heyApiClient).get<ListInstrumentsResponse, ListInstrumentsError, ThrowOnError>({
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- url: '/exchange/{exchangeId}/instruments',
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- ...options
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- });
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+ export const listInstruments = <ThrowOnError extends boolean = false>(
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+ options: Options<ListInstrumentsData, ThrowOnError>
139
+ ) => {
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+ return (options.client ?? _heyApiClient).get<
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+ ListInstrumentsResponse,
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+ ListInstrumentsError,
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+ ThrowOnError
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+ >({
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+ url: "/exchange/{exchangeId}/instruments",
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+ ...options,
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+ });
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148
  };
70
149
 
71
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  /**
@@ -76,11 +155,17 @@ export const listInstruments = <ThrowOnError extends boolean = false>(options: O
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  * `GET /exchange/{exchangeId}/instruments` (spot).
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156
  *
78
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  */
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- export const listSegmentInstruments = <ThrowOnError extends boolean = false>(options: Options<ListSegmentInstrumentsData, ThrowOnError>) => {
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- return (options.client ?? _heyApiClient).get<ListSegmentInstrumentsResponse, ListSegmentInstrumentsError, ThrowOnError>({
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- url: '/exchange/{exchangeId}/{segment}/instruments',
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- ...options
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- });
158
+ export const listSegmentInstruments = <ThrowOnError extends boolean = false>(
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+ options: Options<ListSegmentInstrumentsData, ThrowOnError>
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+ ) => {
161
+ return (options.client ?? _heyApiClient).get<
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+ ListSegmentInstrumentsResponse,
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+ ListSegmentInstrumentsError,
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+ ThrowOnError
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+ >({
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+ url: "/exchange/{exchangeId}/{segment}/instruments",
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+ ...options,
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+ });
84
169
  };
85
170
 
86
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  /**
@@ -115,11 +200,17 @@ export const listSegmentInstruments = <ThrowOnError extends boolean = false>(opt
115
200
  * descriptive filename).
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201
  *
117
202
  */
118
- export const downloadTickers = <ThrowOnError extends boolean = false>(options: Options<DownloadTickersData, ThrowOnError>) => {
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- return (options.client ?? _heyApiClient).get<DownloadTickersResponse, DownloadTickersError, ThrowOnError>({
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- url: '/exchange/{exchangeId}/tickers/{base}/{quote}',
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- ...options
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- });
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+ export const downloadTickers = <ThrowOnError extends boolean = false>(
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+ options: Options<DownloadTickersData, ThrowOnError>
205
+ ) => {
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+ return (options.client ?? _heyApiClient).get<
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+ DownloadTickersResponse,
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+ DownloadTickersError,
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+ ThrowOnError
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+ >({
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+ url: "/exchange/{exchangeId}/tickers/{base}/{quote}",
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+ ...options,
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+ });
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214
  };
124
215
 
125
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  /**
@@ -134,59 +225,127 @@ export const downloadTickers = <ThrowOnError extends boolean = false>(options: O
134
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  * per-tick payload would be too large for the window of interest.
135
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  *
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  */
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- export const downloadKlines = <ThrowOnError extends boolean = false>(options: Options<DownloadKlinesData, ThrowOnError>) => {
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- return (options.client ?? _heyApiClient).get<DownloadKlinesResponse, DownloadKlinesError, ThrowOnError>({
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- url: '/exchange/{exchangeId}/klines/{base}/{quote}',
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- ...options
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- });
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+ export const downloadKlines = <ThrowOnError extends boolean = false>(
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+ options: Options<DownloadKlinesData, ThrowOnError>
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+ ) => {
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+ return (options.client ?? _heyApiClient).get<
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+ DownloadKlinesResponse,
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+ DownloadKlinesError,
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+ ThrowOnError
235
+ >({
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+ url: "/exchange/{exchangeId}/klines/{base}/{quote}",
237
+ ...options,
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+ });
142
239
  };
143
240
 
144
241
  /**
145
- * Compile a strategy from source code
146
- * Submits raw strategy source for compilation. By default the call is synchronous and returns
147
- * the `strategyId` once compilation succeeds. Set the header `X-Compile-Async: true` to enqueue
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- * the compile task and return immediately with a `jobId` — poll
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- * `GET /strategy/{strategyId}` to check status.
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+ * Compile and register a strategy
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+ * Compiles raw strategy source and registers it, returning its `strategyId`.
150
244
  *
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- * The `strategyId` is deterministic: the same source for the same user always produces the
152
- * same id.
245
+ * **This answers one question: is the source valid Java.** It compiles, registers, and hands
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+ * back the id — nothing more. Whether the class can actually run is
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+ * `POST /strategy/{strategyId}/validate`, and everything known about a strategy, validation
248
+ * included, is read from `GET /strategy/{strategyId}`. One place to ask, so there is no second
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+ * answer to keep in step.
250
+ *
251
+ * The `strategyId` is derived from what the code *means*, not from how it is written. Adding a
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+ * comment, inserting a blank line, re-indenting, reordering imports, or moving a method around
253
+ * all return the **same** id — you have not created a second strategy. Renaming a variable,
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+ * changing an identifier's case, reordering fields, or reordering statements inside a method
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+ * return a **different** one.
256
+ *
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+ * Two rules follow, and they are worth designing around:
258
+ *
259
+ * - re-submitting a strategy you have only reformatted is free, and gives you back the id you
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+ * already had, along with any validation already recorded against it;
261
+ * - the id says nothing about *behaviour*. Two sources that compute the same thing by
262
+ * different means are two strategies, because deciding otherwise would mean deciding program
263
+ * equivalence.
153
264
  *
154
265
  */
155
- export const compileStrategy = <ThrowOnError extends boolean = false>(options: Options<CompileStrategyData, ThrowOnError>) => {
156
- return (options.client ?? _heyApiClient).post<CompileStrategyResponse, CompileStrategyError, ThrowOnError>({
157
- bodySerializer: null,
158
- security: [
159
- {
160
- scheme: 'bearer',
161
- type: 'http'
162
- }
163
- ],
164
- url: '/strategy',
165
- ...options,
166
- headers: {
167
- 'Content-Type': 'text/plain',
168
- ...options?.headers
169
- }
170
- });
266
+ export const compileStrategy = <ThrowOnError extends boolean = false>(
267
+ options: Options<CompileStrategyData, ThrowOnError>
268
+ ) => {
269
+ return (options.client ?? _heyApiClient).post<
270
+ CompileStrategyResponse,
271
+ CompileStrategyError,
272
+ ThrowOnError
273
+ >({
274
+ bodySerializer: null,
275
+ security: [
276
+ {
277
+ scheme: "bearer",
278
+ type: "http",
279
+ },
280
+ ],
281
+ url: "/strategy",
282
+ ...options,
283
+ headers: {
284
+ "Content-Type": "text/plain",
285
+ ...options?.headers,
286
+ },
287
+ });
171
288
  };
172
289
 
173
290
  /**
174
- * Get a strategy by id, including its compile status
175
- * Polls the status of a strategy compilation. Useful when the strategy was submitted with
176
- * `X-Compile-Async: true`. Returns the resolved `strategyId` once compilation completes.
291
+ * Check that a registered strategy can actually run
292
+ * Instantiates the compiled class and drives it through a bounded synthetic series, so a wiring
293
+ * fault surfaces here instead of at your first backtest. The verdict — pass or fail, plus any
294
+ * engine notices — is recorded and served from `GET /strategy/{strategyId}`.
295
+ *
296
+ * **Idempotent.** If a verdict already exists for the current compilation it comes straight
297
+ * back with `200` and nothing is queued. Otherwise the check is queued and this returns `202`;
298
+ * poll `GET /strategy/{strategyId}` until `validation` is `passed` or `failed`.
299
+ *
300
+ * Recompiling supersedes a verdict, which makes this callable again — the old answer described
301
+ * bytecode that is no longer what would run.
177
302
  *
178
303
  */
179
- export const getStrategy = <ThrowOnError extends boolean = false>(options: Options<GetStrategyData, ThrowOnError>) => {
180
- return (options.client ?? _heyApiClient).get<GetStrategyResponse, GetStrategyError, ThrowOnError>({
181
- security: [
182
- {
183
- scheme: 'bearer',
184
- type: 'http'
185
- }
186
- ],
187
- url: '/strategy/{strategyId}',
188
- ...options
189
- });
304
+ export const validateStrategy = <ThrowOnError extends boolean = false>(
305
+ options: Options<ValidateStrategyData, ThrowOnError>
306
+ ) => {
307
+ return (options.client ?? _heyApiClient).post<
308
+ ValidateStrategyResponse,
309
+ ValidateStrategyError,
310
+ ThrowOnError
311
+ >({
312
+ security: [
313
+ {
314
+ scheme: "bearer",
315
+ type: "http",
316
+ },
317
+ ],
318
+ url: "/strategy/{strategyId}/validate",
319
+ ...options,
320
+ });
321
+ };
322
+
323
+ /**
324
+ * Get a strategy by id, including its validation state
325
+ * Reports that the strategy is registered — implied by a `200` at all — and what validating it
326
+ * found.
327
+ *
328
+ * A `404` means one thing: no such registered strategy for this user. It is never a stale or
329
+ * expired answer; registration and verdict are stored durably, not cached.
330
+ *
331
+ */
332
+ export const getStrategy = <ThrowOnError extends boolean = false>(
333
+ options: Options<GetStrategyData, ThrowOnError>
334
+ ) => {
335
+ return (options.client ?? _heyApiClient).get<
336
+ GetStrategyResponse,
337
+ GetStrategyError,
338
+ ThrowOnError
339
+ >({
340
+ security: [
341
+ {
342
+ scheme: "bearer",
343
+ type: "http",
344
+ },
345
+ ],
346
+ url: "/strategy/{strategyId}",
347
+ ...options,
348
+ });
190
349
  };
191
350
 
192
351
  /**
@@ -198,21 +357,27 @@ export const getStrategy = <ThrowOnError extends boolean = false>(options: Optio
198
357
  * params do not enqueue duplicate work — they reuse the existing job.
199
358
  *
200
359
  */
201
- export const prepareBacktest = <ThrowOnError extends boolean = false>(options: Options<PrepareBacktestData, ThrowOnError>) => {
202
- return (options.client ?? _heyApiClient).post<PrepareBacktestResponse, PrepareBacktestError, ThrowOnError>({
203
- security: [
204
- {
205
- scheme: 'bearer',
206
- type: 'http'
207
- }
208
- ],
209
- url: '/backtest/{exchangeId}/{type}/prepare',
210
- ...options,
211
- headers: {
212
- 'Content-Type': 'application/json',
213
- ...options?.headers
214
- }
215
- });
360
+ export const prepareBacktest = <ThrowOnError extends boolean = false>(
361
+ options: Options<PrepareBacktestData, ThrowOnError>
362
+ ) => {
363
+ return (options.client ?? _heyApiClient).post<
364
+ PrepareBacktestResponse,
365
+ PrepareBacktestError,
366
+ ThrowOnError
367
+ >({
368
+ security: [
369
+ {
370
+ scheme: "bearer",
371
+ type: "http",
372
+ },
373
+ ],
374
+ url: "/backtest/{exchangeId}/{type}/prepare",
375
+ ...options,
376
+ headers: {
377
+ "Content-Type": "application/json",
378
+ ...options?.headers,
379
+ },
380
+ });
216
381
  };
217
382
 
218
383
  /**
@@ -221,17 +386,23 @@ export const prepareBacktest = <ThrowOnError extends boolean = false>(options: O
221
386
  * Poll until `status` is `Completed`, `Failed`, or `Aborted`.
222
387
  *
223
388
  */
224
- export const getPrepareStatus = <ThrowOnError extends boolean = false>(options: Options<GetPrepareStatusData, ThrowOnError>) => {
225
- return (options.client ?? _heyApiClient).get<GetPrepareStatusResponse, GetPrepareStatusError, ThrowOnError>({
226
- security: [
227
- {
228
- scheme: 'bearer',
229
- type: 'http'
230
- }
231
- ],
232
- url: '/backtest/{exchangeId}/{type}/prepare/{jobId}',
233
- ...options
234
- });
389
+ export const getPrepareStatus = <ThrowOnError extends boolean = false>(
390
+ options: Options<GetPrepareStatusData, ThrowOnError>
391
+ ) => {
392
+ return (options.client ?? _heyApiClient).get<
393
+ GetPrepareStatusResponse,
394
+ GetPrepareStatusError,
395
+ ThrowOnError
396
+ >({
397
+ security: [
398
+ {
399
+ scheme: "bearer",
400
+ type: "http",
401
+ },
402
+ ],
403
+ url: "/backtest/{exchangeId}/{type}/prepare/{jobId}",
404
+ ...options,
405
+ });
235
406
  };
236
407
 
237
408
  /**
@@ -240,39 +411,62 @@ export const getPrepareStatus = <ThrowOnError extends boolean = false>(options:
240
411
  * The backend expands and executes the matrix internally; clients poll the returned
241
412
  * `sweepId` for incremental results.
242
413
  *
414
+ * Supplying `walkForward` runs the sweep in a different mode entirely. Instead of scoring
415
+ * every parameter vector once over the whole range, the data is split into F sequential
416
+ * folds; each fold optimizes the full grid on its own window and then scores only its winner
417
+ * on the window immediately after — data that winner was not chosen on. It answers a harder
418
+ * question than a leaderboard: not "which parameters won", but "does re-optimizing this
419
+ * periodically actually work". Omit the block and nothing changes, including the response.
420
+ *
421
+ * The cost is the reason it is opt-in rather than always on: F folds × N vectors, so a
422
+ * 4-fold run over a 500-point grid is 2004 backtests where the plain sweep is 500. The
423
+ * request is rejected when `folds × totalRuns` exceeds the server's sweep budget.
424
+ *
243
425
  */
244
- export const executeSweep = <ThrowOnError extends boolean = false>(options: Options<ExecuteSweepData, ThrowOnError>) => {
245
- return (options.client ?? _heyApiClient).post<ExecuteSweepResponse, ExecuteSweepError, ThrowOnError>({
246
- security: [
247
- {
248
- scheme: 'bearer',
249
- type: 'http'
250
- }
251
- ],
252
- url: '/backtest/{exchangeId}/{type}/executeSweep/{requestId}',
253
- ...options,
254
- headers: {
255
- 'Content-Type': 'application/json',
256
- ...options?.headers
257
- }
258
- });
426
+ export const executeSweep = <ThrowOnError extends boolean = false>(
427
+ options: Options<ExecuteSweepData, ThrowOnError>
428
+ ) => {
429
+ return (options.client ?? _heyApiClient).post<
430
+ ExecuteSweepResponse,
431
+ ExecuteSweepError,
432
+ ThrowOnError
433
+ >({
434
+ security: [
435
+ {
436
+ scheme: "bearer",
437
+ type: "http",
438
+ },
439
+ ],
440
+ url: "/backtest/{exchangeId}/{type}/executeSweep/{requestId}",
441
+ ...options,
442
+ headers: {
443
+ "Content-Type": "application/json",
444
+ ...options?.headers,
445
+ },
446
+ });
259
447
  };
260
448
 
261
449
  /**
262
450
  * Cancel a running parameter sweep
263
451
  * Requests cancellation between parameter vectors. Completed rows remain readable.
264
452
  */
265
- export const cancelSweep = <ThrowOnError extends boolean = false>(options: Options<CancelSweepData, ThrowOnError>) => {
266
- return (options.client ?? _heyApiClient).delete<CancelSweepResponse, CancelSweepError, ThrowOnError>({
267
- security: [
268
- {
269
- scheme: 'bearer',
270
- type: 'http'
271
- }
272
- ],
273
- url: '/backtest/{exchangeId}/{type}/executeSweep/{requestId}/{sweepId}',
274
- ...options
275
- });
453
+ export const cancelSweep = <ThrowOnError extends boolean = false>(
454
+ options: Options<CancelSweepData, ThrowOnError>
455
+ ) => {
456
+ return (options.client ?? _heyApiClient).delete<
457
+ CancelSweepResponse,
458
+ CancelSweepError,
459
+ ThrowOnError
460
+ >({
461
+ security: [
462
+ {
463
+ scheme: "bearer",
464
+ type: "http",
465
+ },
466
+ ],
467
+ url: "/backtest/{exchangeId}/{type}/executeSweep/{requestId}/{sweepId}",
468
+ ...options,
469
+ });
276
470
  };
277
471
 
278
472
  /**
@@ -281,18 +475,87 @@ export const cancelSweep = <ThrowOnError extends boolean = false>(options: Optio
281
475
  * display leaderboard. `order=natural` returns every available row, untruncated, ordered by
282
476
  * deterministic `runIx`; use that view when materialising durable trial rows.
283
477
  *
478
+ * The `ranked` view is ordered by **plateau score** by default, not by the raw objective. A
479
+ * plateau score is the objective of the worst run in a parameter point's immediate
480
+ * neighbourhood, so a point scores well only if the region around it also does — the highest
481
+ * raw score is frequently a spike that does not survive the parameters moving slightly. Pass
482
+ * `ranking=raw` for the unadjusted objective order.
483
+ *
484
+ * Rows in the `ranked` view carry `plateauScore` and `neighbourCount` when plateau ranking
485
+ * applied. Read them together: `neighbourCount: 0` means the point had no neighbours to
486
+ * compare against, so its plateau score is unevidenced rather than confirmed. Sweeps
487
+ * submitted before plateau ranking existed have no stored parameter grid to rebuild a
488
+ * neighbourhood from and are always ranked raw; the response's `ranking` field says which
489
+ * ordering was actually used.
490
+ *
491
+ * A sweep submitted with `walkForward` answers in a different shape, and the `walkForward`
492
+ * field on the response is what tells the two apart — it appears as soon as the sweep is
493
+ * accepted, before any fold has finished, so it is safe to branch on while polling. There
494
+ * the leaderboard is one row per completed fold: that fold's winner as it scored
495
+ * **out-of-sample**, with `runIx` carrying the fold index rather than a grid position. The
496
+ * in-sample runs behind those winners are not retained — they are an optimization's working
497
+ * set, and only the winner survives its fold. `ranking` is always `raw` and no plateau, DSR
498
+ * or PBO figure is reported: the out-of-sample scores are already the honest number, and
499
+ * layering a certification computed over F observations on top of them would overstate what
500
+ * was measured.
501
+ *
284
502
  */
285
- export const getSweepResult = <ThrowOnError extends boolean = false>(options: Options<GetSweepResultData, ThrowOnError>) => {
286
- return (options.client ?? _heyApiClient).get<GetSweepResultResponse, GetSweepResultError, ThrowOnError>({
287
- security: [
288
- {
289
- scheme: 'bearer',
290
- type: 'http'
291
- }
292
- ],
293
- url: '/backtest/{exchangeId}/{type}/executeSweep/{requestId}/{sweepId}',
294
- ...options
295
- });
503
+ export const getSweepResult = <ThrowOnError extends boolean = false>(
504
+ options: Options<GetSweepResultData, ThrowOnError>
505
+ ) => {
506
+ return (options.client ?? _heyApiClient).get<
507
+ GetSweepResultResponse,
508
+ GetSweepResultError,
509
+ ThrowOnError
510
+ >({
511
+ security: [
512
+ {
513
+ scheme: "bearer",
514
+ type: "http",
515
+ },
516
+ ],
517
+ url: "/backtest/{exchangeId}/{type}/executeSweep/{requestId}/{sweepId}",
518
+ ...options,
519
+ });
520
+ };
521
+
522
+ /**
523
+ * Get sweep sensitivity surfaces
524
+ * How the objective moves as each parameter moves — the question a leaderboard cannot answer.
525
+ * A leaderboard says which point won; a sweep can spend its entire budget on an axis that
526
+ * never moved the objective at all, and showing only the top rows hides that completely.
527
+ *
528
+ * A **marginal** takes one axis and collapses every other one: for each value of that axis,
529
+ * it aggregates every run that used it, whatever the rest of the parameters were. A flat
530
+ * marginal means the axis is irrelevant over the range swept. `best`, `mean` and `worst` are
531
+ * all reported because them disagreeing is itself the signal — a value with a high `best` and
532
+ * a poor `mean` works only in specific company, which is an interaction between parameters
533
+ * and would be invisible behind a single number.
534
+ *
535
+ * A **heatmap** does the same over a pair of axes, where that interaction becomes visible
536
+ * directly.
537
+ *
538
+ * Served from the sweep's stored rows: no re-run, no engine call, and it works on a sweep
539
+ * still in flight — the aggregates then describe the runs finished so far. Aborted runs are
540
+ * excluded throughout, since a run that threw measured nothing and counting it as a bad
541
+ * outcome would invent evidence against a parameter value that was never really tested.
542
+ *
543
+ * This is a separate endpoint rather than extra fields on the result view because the
544
+ * two-dimensional half is quadratic in the axis count (N axes give N(N-1)/2 surfaces, each
545
+ * the product of two axes' value counts) and is not wanted on the poll that drives progress.
546
+ *
547
+ */
548
+ export const getSweepSensitivity = <ThrowOnError extends boolean = false>(
549
+ options: Options<GetSweepSensitivityData, ThrowOnError>
550
+ ) => {
551
+ return (options.client ?? _heyApiClient).get<
552
+ GetSweepSensitivityResponse,
553
+ GetSweepSensitivityError,
554
+ ThrowOnError
555
+ >({
556
+ url: "/backtest/{exchangeId}/{type}/executeSweep/{requestId}/{sweepId}/sensitivity",
557
+ ...options,
558
+ });
296
559
  };
297
560
 
298
561
  /**
@@ -308,21 +571,27 @@ export const getSweepResult = <ThrowOnError extends boolean = false>(options: Op
308
571
  * `jobId` (idempotent).
309
572
  *
310
573
  */
311
- export const executeBacktest = <ThrowOnError extends boolean = false>(options: Options<ExecuteBacktestData, ThrowOnError>) => {
312
- return (options.client ?? _heyApiClient).post<ExecuteBacktestResponse, ExecuteBacktestError, ThrowOnError>({
313
- security: [
314
- {
315
- scheme: 'bearer',
316
- type: 'http'
317
- }
318
- ],
319
- url: '/backtest/{exchangeId}/{type}/execute',
320
- ...options,
321
- headers: {
322
- 'Content-Type': 'application/json',
323
- ...options?.headers
324
- }
325
- });
574
+ export const executeBacktest = <ThrowOnError extends boolean = false>(
575
+ options: Options<ExecuteBacktestData, ThrowOnError>
576
+ ) => {
577
+ return (options.client ?? _heyApiClient).post<
578
+ ExecuteBacktestResponse,
579
+ ExecuteBacktestError,
580
+ ThrowOnError
581
+ >({
582
+ security: [
583
+ {
584
+ scheme: "bearer",
585
+ type: "http",
586
+ },
587
+ ],
588
+ url: "/backtest/{exchangeId}/{type}/execute",
589
+ ...options,
590
+ headers: {
591
+ "Content-Type": "application/json",
592
+ ...options?.headers,
593
+ },
594
+ });
326
595
  };
327
596
 
328
597
  /**
@@ -333,17 +602,23 @@ export const executeBacktest = <ThrowOnError extends boolean = false>(options: O
333
602
  * to confirm the final status.
334
603
  *
335
604
  */
336
- export const cancelBacktest = <ThrowOnError extends boolean = false>(options: Options<CancelBacktestData, ThrowOnError>) => {
337
- return (options.client ?? _heyApiClient).delete<CancelBacktestResponse, CancelBacktestError, ThrowOnError>({
338
- security: [
339
- {
340
- scheme: 'bearer',
341
- type: 'http'
342
- }
343
- ],
344
- url: '/backtest/{exchangeId}/{type}/execute/{jobId}',
345
- ...options
346
- });
605
+ export const cancelBacktest = <ThrowOnError extends boolean = false>(
606
+ options: Options<CancelBacktestData, ThrowOnError>
607
+ ) => {
608
+ return (options.client ?? _heyApiClient).delete<
609
+ CancelBacktestResponse,
610
+ CancelBacktestError,
611
+ ThrowOnError
612
+ >({
613
+ security: [
614
+ {
615
+ scheme: "bearer",
616
+ type: "http",
617
+ },
618
+ ],
619
+ url: "/backtest/{exchangeId}/{type}/execute/{jobId}",
620
+ ...options,
621
+ });
347
622
  };
348
623
 
349
624
  /**
@@ -356,15 +631,21 @@ export const cancelBacktest = <ThrowOnError extends boolean = false>(options: Op
356
631
  * not stop on it.
357
632
  *
358
633
  */
359
- export const getBacktestResult = <ThrowOnError extends boolean = false>(options: Options<GetBacktestResultData, ThrowOnError>) => {
360
- return (options.client ?? _heyApiClient).get<GetBacktestResultResponse, GetBacktestResultError, ThrowOnError>({
361
- security: [
362
- {
363
- scheme: 'bearer',
364
- type: 'http'
365
- }
366
- ],
367
- url: '/backtest/{exchangeId}/{type}/execute/{jobId}',
368
- ...options
369
- });
370
- };
634
+ export const getBacktestResult = <ThrowOnError extends boolean = false>(
635
+ options: Options<GetBacktestResultData, ThrowOnError>
636
+ ) => {
637
+ return (options.client ?? _heyApiClient).get<
638
+ GetBacktestResultResponse,
639
+ GetBacktestResultError,
640
+ ThrowOnError
641
+ >({
642
+ security: [
643
+ {
644
+ scheme: "bearer",
645
+ type: "http",
646
+ },
647
+ ],
648
+ url: "/backtest/{exchangeId}/{type}/execute/{jobId}",
649
+ ...options,
650
+ });
651
+ };