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Commands map

One-liner: Common commands fall into four groups: download data, build the feature store, run backtests, read results.

Download data

# Download raw ZIPs
mlbot data download --symbols BTCUSDT \
  --start-year 2026 --start-month 6 --end-year 2026 --end-month 6

# Convert to parquet
mlbot data convert --symbols BTCUSDT

# Or in one shot
mlbot data pipeline --symbols BTCUSDT

Build the feature store

PYTHONPATH=src python scripts/build_feature_store_from_config.py \
  --config config/strategies/ma_cross \
  --symbols BTCUSDT,BNBUSDT,SOLUSDT \
  --timeframe 120T \
  --root feature_store \
  --layer features_ma_cross_120T_<hash> \
  --data-path data/parquet_data

Run backtests

# Event backtest
PYTHONPATH=src python scripts/event_backtest.py \
  --config config/strategies/ma_cross \
  --symbols BTCUSDT \
  --timeframe 120T

# Cross-section backtest
PYTHONPATH=src python scripts/cross_section_backtest.py \
  --config config/strategies/cs_mom_amount \
  --timeframe 1d

Read results

Results live in results/<strategy>/<timestamp>/, including:

  • kpi_table.csv: the three-window five-KPI table.
  • trades.csv: every fill.
  • equity_curve.csv: the equity curve.

Fine print