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Strategy Lifecycle

Doc map: alphaswarm_docs/index.md · Backtest dispatch sequence: alphaswarm_docs/flows.md#2-backtest-dispatch.

Every strategy in AlphaSwarm follows the same six-step cycle: build → save → version → test → paper → live.

Build​

Open the Strategy Development page (/strategy) or hand-write a YAML recipe under configs/strategies/. Every recipe has the shape:

strategy:
  class: FrameworkAlgorithm
  kwargs:
    universe_model: {class: StaticUniverse, kwargs: {symbols: [...]}}
    alpha_model:    {class: MeanReversionAlpha, kwargs: {...}}
    portfolio_model: {class: HierarchicalRiskParity, kwargs: {...}}
    risk_model:     {class: BasicRiskModel, kwargs: {...}}
    execution_model: {class: MarketOrderExecution, kwargs: {}}
backtest:
  class: EventDrivenBacktester
  kwargs: {initial_cash: 100000, start: "2023-01-01", end: "2024-12-31"}

Save + version​

Clicking Save as new strategy calls POST /strategies/ which writes a Strategy row plus StrategyVersion v1. Every subsequent PUT /strategies/{id} auto-bumps the version; the diff viewer in the UI and the GET /strategies/{id}/versions/{v}/diff endpoint surface a unified diff between any two versions.

Test​

The Test card in the Strategy Development page posts to POST /strategies/{id}/test with an engine + window. A Celery task runs the backtest, stores a StrategyTest row, and links it back to the strategy. The Tests tab lists every run with its Sharpe, drawdown, and total return.

Each test also fires the MLflow autolog signal, so every test becomes a first-class MLflow run tagged alphaswarm.celery.task = alphaswarm.tasks.backtest_tasks.run_backtest.

Paper + live​

When a strategy has a green testing record, promote it via POST /paper/start (the same pipeline the Paper Trading page uses). The paper engine shares 100% of the strategy code path with the backtester — no code changes required.

Archive​

DELETE /strategies/{id} soft-deletes by setting status=archived. Archived strategies are hidden from the default list but all versions + tests remain queryable via the API for audit.

State machine​