quantlab.backtest.live.predict_live_bar#

quantlab.backtest.live.predict_live_bar(run_dir, store, *, mirrors=(), may_lag=())[source]#

Extend a run’s stores to the price dataset’s last bar t and append t’s prediction.

See the module docstring for which stores are extended, what is refused and when a row is exact.

Parameters:

run_dirstr or os.PathLike: A backtest run() directory with a model (the strategy’s recipe).
storestr or os.PathLike: The live prediction store (LivePredictionStore); created by the first call.
mirrorsiterable of str or os.PathLike: Stores of leaf datasets of the run that copy variables of its price dataset (mirror_new_bars).
may_lagiterable of str or os.PathLike: Stores of leaf datasets of the run allowed to end before t.

Returns:

LivePrediction

Raises:

LivePredictionRefused: When nothing is appended (see the module docstring).

Examples

After scripts/sharadar/update.py has appended 2026-10-07:

>>> done = predict_live_bar(
...     run_dir, "/data/quantlab/live/sp500_xgb_mvo/live_predictions.zarr",
...     may_lag=["/data/quantlab/market/fred/fred_dtb3_1d/fred_dtb3_1d.zarr"],
... )
>>> done.timestamp
Timestamp('2026-10-07 00:00:00')
>>> predict_live_bar(run_dir, "/data/quantlab/live/sp500_xgb_mvo/live_predictions.zarr")
Traceback (most recent call last):
LivePredictionRefused: 2026-10-07 is already predicted in ...