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Backtest

Source: merlon/v1/backtest.proto (package merlon.v1)

Services

BacktestService

MethodRequestResponseDescription
RunBacktestmerlon.v1.RunBacktestRequestmerlon.v1.RunBacktestResponse
Healthmerlon.v1.HealthRequestmerlon.v1.HealthResponseDeprecated. @deprecated Use the standard grpc.health.v1.Health service instead (OPS-002, the operational design §4.4). Kept for backward compatibility until 2027-07-04 (12 months), per Contract Stability. buf:lint:ignore RPC_REQUEST_RESPONSE_UNIQUE

Messages

BacktestCustomer

FieldTypeLabelDescription
customer_idstring
customer_typeCustomerType
country_codestring
product_typesstringrepeated
risk_tierRiskTier

BacktestTransaction

FieldTypeLabelDescription
transaction_idstring
customer_idstring
amountdouble
currencystring
counterparty_idstring
counterparty_countrystring
directionTransactionDirection
executed_atTimestamp
channelstring

RunBacktestRequest

FieldTypeLabelDescription
customersBacktestCustomerrepeated
transactionsBacktestTransactionrepeated
scenario_idsstringrepeated
descriptionstring

RunBacktestResponse

FieldTypeLabelDescription
backtest_idstring
total_transactionsint32
total_customersint32
total_alertsint32
scenario_resultsScenarioResultrepeated
execution_time_msdouble

ScenarioResult

FieldTypeLabelDescription
scenario_idstring
alerts_generatedint32
high_severity_countint32
medium_severity_countint32
low_severity_countint32
affected_customer_idsstringrepeated