Strategy Canvas & Intelligence API

Strategy Canvas & Intelligence is the R&D API for defining, running, and analyzing trading strategies. Use this API to programmatically create rule-based strategy definitions (entry groups, exit controls, risk parameters), run backtests against historical market data, and monitor deployment health across backtest → paper → shadow → live phases. Built on FalkorDB (trading knowledge graph), ClickHouse (time-series), and PostgreSQL (relational state), this API serves strategy engineers, quant researchers, and live traders. All endpoints require authentication: Supabase JWT (Authorization: Bearer <token>) for users, or X-Internal-Secret header for service principals.

Base Path

https://api.sequency.sh/api/graph/v1

Auth: Requires Supabase JWT (user) OR X-Internal-Secret (service). Strict auth enforced in prod: missing credentials → 401 Unauthorized.

Strategy CRUD & Canvas

POST /strategies

Create a new strategy with rule-based entry/exit logic, risk controls, and optional visual canvas layout.

Parameters: none
Request body: StrategyCreate
Response 201: StrategyResponse

Creates an initial version snapshot in strategy_versions table. If archetype is set and entry_groups is empty, injects preset rules + stop-loss configs for the archetype (momentum, trend_following, mean_reversion, volatility, or custom).

GET /strategies

List authenticated user’s strategies (paginated), optionally with latest backtest metrics.

Query parameters:
- limit (integer, optional, default=20, max=100): Results per page
- offset (integer, optional, default=0): Pagination offset
- include (string, optional): Pass metrics to join latest backtest results
Response 200:

{
  "strategies": [
    {
      "id": "uuid",
      "user_id": "uuid",
      "name": "string",
      "archetype": "momentum|trend_following|mean_reversion|volatility|custom|null",
      "instrument": "stocks|options|both",
      "timeframe": "scalping|intraday|swing",
      "automation_level": "monitor|supervised|autonomous",
      "universe": { /* UniverseConfig */ },
      "rules": { /* StrategyRules */ },
      "risk_controls": { /* RiskControls */ },
      "canvas_layout": { /* CanvasLayoutPersisted */ } | null,
      "contract_selection": { /* RuleBasedContractConfig|SpecificContractConfig */ } | null,
      "deployment_phase": "backtest|paper|shadow|live",
      "deployment_ramp_pct": 0..100,
      "version": integer,
      "is_active": boolean,
      "created_at": "ISO 8601 datetime",
      "updated_at": "ISO 8601 datetime",
      "latest_backtest": {
        "oos_sharpe_pooled": number | null,
        "oos_pass_rate": number | null,
        "oos_n_windows": integer | null,
        "total_trades": integer | null,
        "winning_trades": integer | null,
        "losing_trades": integer | null,
        "win_rate": number | null,
        "profit_factor": number | null,
        "max_drawdown_pct": number | null,
        "calmar_ratio": number | null,
        "sortino_ratio": number | null,
        "sharpe_ratio": number | null,
        "expectancy_pct": number | null,
        "avg_holding_minutes": number | null,
        "total_pnl_dollars": number | null,
        "initial_capital": number | null,
        "date_from": "ISO 8601 date" | null,
        "date_to": "ISO 8601 date" | null,
        "slippage_model": "string" | null,
        "regime_breakdown": { /* regime → {sharpe, hit_rate, ...} */ },
        "created_at": "ISO 8601 datetime" | null
      } | null
    }
    /* ... more strategies ... */
  ],
  "total": integer,
  "limit": integer,
  "offset": integer
}

When ?include=metrics is present, each strategy includes latest_backtest (null if no runs). When absent, latest_backtest is omitted.

GET /strategies/

Get a single strategy by ID, optionally with latest backtest results.

Parameters:
- strategy_id (path, required, UUID): Strategy ID
- include (query, optional): Pass backtest to include latest backtest run (includes equity curve)
Response 200: Strategy object (same shape as POST response, but with optional latest_backtest including equity_curve field if requested)

GET /strategies//backtest-history

Get all backtest runs for a strategy, newest first.

Parameters:
- strategy_id (path, required, UUID)
- limit (query, optional, default=20, max=50): Number of runs to return
Response 200:

{
  "runs": [
    {
      "id": "uuid",
      "date_from": "ISO 8601 date" | null,
      "date_to": "ISO 8601 date" | null,
      "initial_capital": number | null,
      "slippage_model": "string" | null,
      "symbols_tested": "string" | null,
      "total_trades": integer | null,
      "win_rate": number | null,
      "profit_factor": number | null,
      "sharpe_ratio": number | null,
      "sortino_ratio": number | null,
      "calmar_ratio": number | null,
      "max_drawdown_pct": number | null,
      "expectancy_pct": number | null,
      "total_pnl_dollars": number | null,
      "oos_sharpe_pooled": number | null,
      "oos_pass_rate": number | null,
      "oos_n_windows": integer | null,
      "avg_holding_minutes": number | null,
      "created_at": "ISO 8601 datetime" | null
    }
    /* ... more runs ... */
  ],
  "total": integer
}

PUT /strategies/

Update a strategy. Increments version and records snapshots in strategy_versions if rules or risk_controls change.

Parameters:
- strategy_id (path, required, UUID)
Request body: StrategyUpdate (all fields optional)
Response 200: StrategyResponse

Fields not provided are left unchanged. Canvas layout, contract selection, or any other single field can be updated independently.

DELETE /strategies/

Soft-delete a strategy (sets deleted_at timestamp).

Parameters:
- strategy_id (path, required, UUID)
Response 204: No content

Strategy Deployment & Promotion

GET /strategies//gates

Get promotion gate status for the current deployment phase.

Parameters:
- strategy_id (path, required, UUID)
Response 200:

{
  "strategy_id": "uuid string",
  "current_phase": "backtest|paper|shadow|live",
  "message": "string (contextual message: reason why gate can't promote, or 'ready')",
  "gates": [
    {
      "name": "string",
      "passed": boolean,
      "current_value": number | string | null,
      "threshold": number | string | null,
      "message": "string (reason for pass/fail)"
    }
    /* ... more gate checks ... */
  ],
  "can_promote": boolean
}

Backtest→paper gates (enforced):

Must have run a backtest (result_row required)
Backtest must have sufficient trade density for walk-forward validation (oos_sharpe_pooled not null)
Pooled out-of-sample Sharpe ≥ 1.0
Minimum 5 total trades
At least one regime (from regime_breakdown) with positive Sharpe
For options strategies: stricter thresholds

Paper→shadow: Not yet available; requires live paper trading metrics. Shadow→live: No gates; operator approval required.

POST /strategies//promote

Promote a strategy to the next deployment phase if gates pass.

Parameters:
- strategy_id (path, required, UUID)
Request body: none
Response 200: StrategyResponse with updated deployment_phase and (for live promotion) deployment_ramp_pct = 10

Promotion order: backtest → paper → shadow → live. Backtest→paper is gated; paper→shadow and shadow→live require manual approval + operator intent.

Strategy Health & Capacity

GET /strategy/health

Get current health snapshot of all 6 signal types (latest daily).

Parameters: none
Response 200:

{
  "health": [
    {
      "signal_type": "string",
      "trade_date": "ISO 8601 date",
      "win_rate_5d": number | null,
      "win_rate_20d": number | null,
      "win_rate_60d": number | null,
      "profit_factor_20d": number | null,
      "sharpe_20d": number | null,
      "pct_excellent": number | null,
      "pct_good": number | null,
      "pct_marginal": number | null,
      "pct_poor": number | null,
      "excellent_hit_rate": number | null,
      "signal_noise_ratio": number | null,
      "winner_loser_ratio": number | null,
      "regime_concentration": number | null,
      "days_until_gate_failure": integer | null
    }
    /* ... one per signal type ... */
  ],
  "alerts": [
    {
      "signal_type": "string",
      "days_until_gate_failure": integer,
      "severity": "critical|warning"
    }
    /* ... only signals trending toward gate failure ... */
  ]
}

Alerts flag signal types where days_until_gate_failure < 180 (warning) or < 30 (critical).

GET /strategy/health//history

Get 90-day (or custom) health history for a single signal type.

Parameters:
- signal_type (path, required): Signal type name
- days (query, optional, default=90, max=365): Lookback window in days
Response 200:

{
  "signal_type": "string",
  "history": [
    {
      "trade_date": "ISO 8601 date",
      "win_rate_5d": number | null,
      "win_rate_20d": number | null,
      "win_rate_60d": number | null,
      "profit_factor_20d": number | null,
      "sharpe_20d": number | null,
      "pct_excellent": number | null,
      "pct_good": number | null,
      "signal_noise_ratio": number | null,
      "days_until_gate_failure": integer | null
    }
    /* ... one per day, chronologically ... */
  ],
  "days": integer
}

GET /strategy/capacity

Get capacity estimate: current utilization, max capital before Sharpe degrades to 1.0, binding constraint.

Parameters: none
Response 200:

{
  "current_utilization_pct": number (0-100),
  "estimated_max_capital": number | null,
  "binding_constraint": "slippage|position_limits|liquidity",
  "sharpe_at_current": number,
  "avg_slippage_bps": number,
  "total_trades_90d": integer,
  "recommendation": "string (human-readable capacity guidance)"
}

Analyzes 90-day backtest trades to estimate where slippage scales linearly with capital and pushes Sharpe below 1.0.

Strategy Pause/Resume (Trade Execution)

GET /trade/strategies/pauses

List all paused strategies (whether paused by session or indefinitely).

Parameters: none
Response 200: StrategyPauseListResponse

POST /trade/strategies//pause

Pause a strategy (session or indefinite).

Parameters:
- strategy_id (path, required, UUID)

Request body: PauseStrategyRequest | null

{
  "pause_type": "session|indefinite"
}

Response 200: StrategyPauseResponse

DELETE /trade/strategies//pause

Resume a paused strategy.

Parameters:
- strategy_id (path, required, UUID)
Response 204: No content (shape inferred from handler — likely returns {status: "resumed"} or similar)

Strategy Matching & Recommendation

GET /stocks//strategies

Get matching trading strategies for a symbol based on current market conditions.

Parameters:
- symbol (path, required): Stock ticker (e.g. “NVDA”)
Response 200: StrategyMatchResponse

Returns a hardcoded strategy dict (not graph-based) evaluated against real-time indicators (RSI, IV percentile, trend stack, volume, etc.). Includes match score (0-1), direction (bullish/bearish/neutral), and requirement status for each match.

Internal Acceptance & Registry

The following endpoints are for operator/QA only (/api/internal/... require X-Internal-Secret):

Endpoint	Purpose
`GET /internal/acceptance/signals/funnel`	Signal funnel by date range and regime
`GET /internal/acceptance/signals/gate-status`	Current signal-level acceptance gate status
`GET /internal/acceptance/signals/quality/{signal_type}`	Quality metrics for a single signal type (rolling windows, by tier)
`GET /internal/acceptance/signals/report`	Full signal acceptance report (gates, Spearman correlation, tier win rates, slippage, daily volume)
`GET /internal/signals/registry`	Complete signal registry (types, categories, presets, hostile regimes, phase gates)
`GET /internal/signals/strategy-map`	Strategy map with co-occurrence counts (date range filtered)
`POST /internal/strategy/recommend/{thesis_id}`	Generate strategy JSON from thesis catalysts/risks (LLM-generated, stub endpoint)

Key Schemas

StrategyRules

The core rule-engine encoding for entry and exit logic.

{
  "entry_groups": [
    {
      "id": "group-entry-1",
      "label": "Momentum setup (optional canvas label)",
      "action": "enter",
      "conditions": [
        {
          "id": "cond-001",
          "source": "indicator",
          "indicator": "rsi_14",
          "field": null,
          "operator": "gt",
          "value": 70,
          "type": "overbought",
          "params": null,
          "ref": null,
          "ref_offset": null
        },
        {
          "source": "price_action",
          "field": "close",
          "operator": "crosses_above",
          "value": null,
          "ref": "indicator.ema_9",
          "ref_offset": null
        }
      ]
    }
  ],
  "exit_groups": [
    {
      "id": "exit-1",
      "label": "Tactical exit",
      "action": "exit",
      "conditions": [
        {
          "source": "indicator",
          "indicator": "rsi_14",
          "operator": "lt",
          "value": 30
        }
      ]
    }
  ]
}

RuleCondition (Entry/Exit Condition)

Encodes a single decision rule: compare a source value (indicator, price, graph field, etc.) against an operator and a value.

id (string | null): Stable canvas node ID (auto-assigned on first open, max 64 chars)
source (ConditionSource): Where the value comes from
- indicator: Named technical indicator (RSI, MACD, ATR, EMAs, BBands, etc.)
- mse_signal: Real-time signal from Market Signal Engine
- price_action: Price/VWAP/pivots
- volume: Volume profile, bar volume, relative volume
- options: Options-derived (IV percentile, put/call ratios, unusual activity)
- graph_field: FalkorDB stock attribute (e.g. graph_field.iv_percentile_30d)
- stop_loss: Meta-condition for stop-loss rules (used in exit_groups; see StopLossConfig)
- time_exit: Time-of-day exit (HH:MM ET)
indicator (string | null): Indicator name when source=indicator (e.g. “rsi_14”, “macd_12_26”, “atr_14”)
field (string | null): Field name when source=price_action or graph_field (e.g. “close”, “vwap”, “iv_percentile_30d”)
operator (Operator): Comparison operator
- gt, gte, lt, lte: Numeric comparison
- eq, neq: Equality
- in, not_in: List membership
- crosses_above, crosses_below: Crossing detection (requires 2-bar history)
value (float | int | string | list | null): RHS of comparison. For in/not_in, must be a list. For crosses_above/below, can be null (use ref instead).
ref (string | null): Alternative RHS: resolves to another indicator/field value
- Format: indicator.<name>.<key> (e.g. indicator.rsi_14) or price.<field> (e.g. price.vwap) or graph_field.<field>
ref_offset (RefOffset | null): Arithmetic offset applied to ref (PR-3 feature, #944)
- op: + or -
- coef: Scaling factor (e.g. 2.0 for 2× ATR)
- ref: Offset value (e.g. indicator.atr_14)
- Resolves to: base_ref ± coef * offset_ref (e.g. price.vwap + 2.0 * indicator.atr_14)
params (object | null): Indicator-specific params (e.g. {period: 14, threshold: 0.7})
type (string | null): Semantic type hint for canvas rendering (e.g. “overbought”, “breakout”)
update_frequency (string | null): How often the condition is evaluated (“tick”, “bar”, “daily”, etc.)
staleness_warn_sec (integer | null): Alert if condition value is older than N seconds

RiskControls

Position sizing, stop-loss configuration, and portfolio limits.

{
  "sizing_method": "fixed_risk",
  "sizing_params": {
    "risk_pct": 0.01
  },
  "stop_losses": [
    {
      "id": "stop-atr-1",
      "type": "atr",
      "params": {
        "multiplier": 2.0
      }
    },
    {
      "type": "target",
      "params": {
        "target_atr": 3.0
      }
    },
    {
      "type": "time",
      "params": {
        "time_et": "15:30"
      }
    },
    {
      "type": "conviction_drop",
      "params": {
        "threshold": 20
      }
    },
    {
      "type": "regime_flip",
      "params": {
        "exit_regimes": ["VOLATILE_SELLOFF"]
      }
    },
    {
      "type": "trailing",
      "params": {
        "atr_multiple": 1.5,
        "activation_r": 0.5
      }
    }
  ],
  "max_position_pct": 0.05,
  "max_total_positions": 6,
  "max_same_direction": 3,
  "max_sector_concentration_pct": 0.40,
  "max_loss_per_trade_dollars": 500.0,
  "max_overnight_exposure_pct": 0.15,
  "daily_pnl_limit_pct": -0.02,
  "consecutive_loss_limit": 3,
  "drawdown_limit_pct": -0.08
}

StopLossConfig types (discriminated union):

atr: ATR-based trailing stop. Params: multiplier (number)
trailing: Activates after return threshold; locks in gains. Params: atr_multiple, activation_r
target: Exit when profit reaches N ATRs. Params: target_atr (number)
conviction_drop: Exit if entry conviction signal drops below threshold. Params: threshold (number)
regime_flip: Exit if market regime shifts to hostile (e.g. from BULLISH to VOLATILE_SELLOFF). Params: exit_regimes (list of regime names)
time: Exit at fixed ET time-of-day (EOD, etc.). Params: time_et (HH:MM string)

UniverseConfig

Defines which symbols/sectors a strategy trades.

{
  "type": "full_universe",
  "symbols": ["NVDA", "AAPL", "MSFT"] | null,
  "sector": "Technology" | null,
  "min_market_cap": 100000000000,
  "min_adv": 10000000,
  "min_price": 5.0,
  "max_price": 5000.0
}

ContractSelectionConfig

Rule-based or specific contract picker for options strategies. RuleBasedContractConfig (parameterized rules):

{
  "mode": "rule_based",
  "direction": "bullish|bearish|auto",
  "target_delta": 0.30,
  "delta_tolerance": 0.10,
  "dte_min": 7,
  "dte_max": 45,
  "option_type": "call|put|auto",
  "min_open_interest": 10,
  "max_spread_pct": 0.10,
  "prefer_weekly": false
}

SpecificContractConfig (explicit list):

{
  "mode": "specific",
  "contracts": [
    {
      "contract_symbol": "NVDA260221C00200000",
      "label": "ATM call Feb 21"
    }
  ],
  "expiry_handling": "close_and_notify|roll_same_params|manual"
}

CanvasLayoutPersisted

Visual canvas state (node positions, viewport, active group).

{
  "nodes": {
    "entry-1:0": {
      "x": 100.5,
      "y": 200.3,
      "column": "signal"
    },
    "entry-1:1": {
      "x": 350.0,
      "y": 200.0,
      "column": "filter"
    },
    "stop-atr-1": {
      "x": 100.0,
      "y": 500.0,
      "column": "exit"
    }
  },
  "viewport": {
    "x": 0.0,
    "y": 0.0,
    "zoom": 1.0
  },
  "active_group_id": "entry-1",
  "column_hints": {
    "entry-1": "signal",
    "exit-1": "exit"
  }
}

Node IDs: <group_id>:<condition_index> for conditions, stoploss:<index> for stops. Columns are: signal, filter, hub, exit.

StrategyCreate

Request to POST /strategies.

{
  "name": "My Momentum Breakout (required)",
  "archetype": "momentum|trend_following|mean_reversion|volatility|custom",
  "instrument": "stocks|options|both",
  "timeframe": "scalping|intraday|swing",
  "automation_level": "monitor|supervised|autonomous",
  "universe": { /* UniverseConfig */ },
  "rules": { /* StrategyRules */ },
  "risk_controls": { /* RiskControls */ },
  "canvas_layout": { /* CanvasLayoutPersisted */ } | null,
  "contract_selection": { /* RuleBasedContractConfig|SpecificContractConfig */ } | null
}

StrategyResponse

Returned by GET/PUT/POST (all CRUD + promote).

{
  "id": "uuid",
  "user_id": "uuid",
  "name": "string",
  "archetype": "string|null",
  "instrument": "stocks|options|both",
  "timeframe": "scalping|intraday|swing",
  "automation_level": "monitor|supervised|autonomous",
  "universe": { /* object */ },
  "rules": { /* object */ },
  "risk_controls": { /* object */ },
  "canvas_layout": { /* object */ } | null,
  "contract_selection": { /* object */ } | null,
  "deployment_phase": "backtest|paper|shadow|live",
  "deployment_ramp_pct": 0..100,
  "version": integer (increments on rule/risk_controls change),
  "is_active": boolean,
  "created_at": "ISO 8601 datetime",
  "updated_at": "ISO 8601 datetime"
}

StrategyMatchResponse

Returned by GET /stocks//strategies. Hardcoded strategy dict evaluated against real-time indicators.

{
  "symbol": "NVDA",
  "market_conditions": ["LOW_VIX", "UPTREND", "HIGH_VOLUME"],
  "matches": [
    {
      "strategy": "MomentumBreakout",
      "category": "momentum",
      "direction": "bullish",
      "match_score": 0.85,
      "requirements_met": [
        {
          "indicator": "trend_stack_valid",
          "threshold": 1.0,
          "actual": 1.0,
          "satisfied": true
        }
      ],
      "parameters": {
        "ideal_iv_rank": 30,
        "min_dte": 21,
        "max_dte": 45,
        "delta_target": 0.40,
        "position_size_modifier": 1.0
      }
    }
  ]
}

Enumerations

Instrument: stocks, options, both Timeframe: scalping, intraday, swing Archetype: mean_reversion, trend_following, momentum, volatility, custom AutomationLevel: monitor (alerts only), supervised (requires approval), autonomous (self-executing) DeploymentPhase: backtest, paper, shadow, live ConditionSource: indicator, mse_signal, price_action, volume, options, graph_field, stop_loss, time_exit Operator: gt, gte, lt, lte, eq, neq, in, not_in, crosses_above, crosses_below

Example Full Strategy JSON

{
  "name": "EQ-7: Two-sided ATR Breakout",
  "archetype": "momentum",
  "instrument": "stocks",
  "timeframe": "intraday",
  "automation_level": "supervised",
  "universe": {
    "type": "full_universe",
    "min_market_cap": 100_000_000_000,
    "min_adv": 10_000_000
  },
  "rules": {
    "entry_groups": [
      {
        "id": "bullish-break",
        "label": "Long Entry",
        "action": "enter",
        "conditions": [
          {
            "id": "cond-1",
            "source": "price_action",
            "field": "close",
            "operator": "crosses_above",
            "value": null,
            "ref": "price.vwap",
            "ref_offset": {
              "op": "+",
              "coef": 2.0,
              "ref": "indicator.atr_14"
            }
          },
          {
            "source": "indicator",
            "indicator": "rsi_14",
            "operator": "gte",
            "value": 50
          },
          {
            "source": "volume",
            "field": "bar_volume",
            "operator": "gt",
            "ref": "indicator.sma_20_volume",
            "ref_offset": {
              "op": "*",
              "coef": 1.2,
              "ref": "indicator.sma_20_volume"
            }
          }
        ]
      },
      {
        "id": "bearish-break",
        "label": "Short Entry",
        "action": "enter",
        "conditions": [
          {
            "source": "price_action",
            "field": "close",
            "operator": "crosses_below",
            "value": null,
            "ref": "price.vwap",
            "ref_offset": {
              "op": "-",
              "coef": 2.0,
              "ref": "indicator.atr_14"
            }
          }
        ]
      }
    ],
    "exit_groups": [
      {
        "id": "profit-target",
        "label": "Profit exit",
        "action": "exit",
        "conditions": [
          {
            "source": "price_action",
            "field": "high|low (depending on direction)",
            "operator": "gte|lte",
            "value": null,
            "ref": "price.entry",
            "ref_offset": {
              "op": "+",
              "coef": 3.0,
              "ref": "indicator.atr_14"
            }
          }
        ]
      }
    ]
  },
  "risk_controls": {
    "sizing_method": "fixed_risk",
    "sizing_params": {
      "risk_pct": 0.015
    },
    "stop_losses": [
      {
        "type": "atr",
        "params": {
          "multiplier": 1.5
        }
      },
      {
        "type": "time",
        "params": {
          "time_et": "15:45"
        }
      },
      {
        "type": "regime_flip",
        "params": {
          "exit_regimes": ["VOLATILE_SELLOFF"]
        }
      }
    ],
    "max_position_pct": 0.04,
    "max_total_positions": 4,
    "max_same_direction": 2,
    "max_sector_concentration_pct": 0.30,
    "max_loss_per_trade_dollars": 400.0,
    "max_overnight_exposure_pct": 0.10,
    "daily_pnl_limit_pct": -0.03,
    "consecutive_loss_limit": 2,
    "drawdown_limit_pct": -0.10
  },
  "contract_selection": null,
  "canvas_layout": null
}

Notes for Strategy Engineers

Preset rules: When creating with archetype != custom and empty entry_groups, the API injects rules from ARCHETYPE_PRESETS (e.g., momentum archetype gets RSI 70/30 + volume filters). Caller’s risk_controls (sizing, position limits) are preserved; only stop losses are merged if not already present.
Versioning: Strategy versions are snapshots in the strategy_versions table, keyed on (strategy_id, version). Incremented whenever rules or risk_controls change (via PUT). Query strategy_versions to audit rule evolution.
Canvas persistence: Node positions, viewport zoom, and active group are stored in canvas_layout JSONB. IDs are stable across edits (auto-assigned on first open if missing).
Rule validation: All rules are validated at the Pydantic layer (bounds on list lengths, string lengths, numeric ranges) and then by RuleValidator (semantic checks: at least one entry, at least one exit, no cross-references to missing indicators).
Phase gates: Backtest→paper gates are automated (oos_sharpe_pooled ≥ 1.0, regime diversity, etc.). Paper→shadow and shadow→live require human approval + operator intent.
Backtests: Strategies are tested on-the-fly (no separate tape rebuild needed) by the backtest engine, which sources market_data_1min and aggregates to the requested timeframe. Results are persisted in strategy_backtest_results with metrics (Sharpe, win rate, drawdown, regime breakdown, equity curve).

​Strategy Canvas & Intelligence API

​Base Path

​Strategy CRUD & Canvas

​POST /strategies

​GET /strategies

​GET /strategies/

​GET /strategies//backtest-history

​PUT /strategies/

​DELETE /strategies/

​Strategy Deployment & Promotion

​GET /strategies//gates

​POST /strategies//promote

​Strategy Health & Capacity

​GET /strategy/health

​GET /strategy/health//history

​GET /strategy/capacity

​Strategy Pause/Resume (Trade Execution)

​GET /trade/strategies/pauses

​POST /trade/strategies//pause

​DELETE /trade/strategies//pause

​Strategy Matching & Recommendation

​GET /stocks//strategies

​Internal Acceptance & Registry

​Key Schemas

​StrategyRules

​RuleCondition (Entry/Exit Condition)

​RiskControls

​UniverseConfig

​ContractSelectionConfig

​CanvasLayoutPersisted

​StrategyCreate

​StrategyResponse

​StrategyMatchResponse

​Enumerations

​Example Full Strategy JSON

​Notes for Strategy Engineers