CSV to Trade[]

Source path in repo: docs/examples/04-csv-to-trades.md. [View on GitHub]

Mirrored from the engine repository. Prefer reading here for a consistent experience; use GitHub for file history and blame.

Backtests often arrive as CSV with a header row. Open Core consumes Trade[]; mapping column names to fields happens in your integration (parse the file and build objects that match the contract).

Column mapping

  • Map each logical field (profit, openTime, closeTime, etc.) to the column header name in your file.
  • openTime and closeTime should be Unix timestamps in milliseconds when provided.
  • For profit-only CSVs, omit time columns where analyze() does not require timestamps.

CLI path

For .csv files from the shell, use kiploks analyze-trades with --format auto (see 05-cli-validate-and-analyze-trades.md).

Next step

Pipe trades into analyze() from @kiploks/engine-core, or into analyzeFromTrades() if you also supply windowConfig and wfaInputMode (see 02-wfa-from-trades.md).

[Back to documentation index]