OPBT SDK · 06
The __data__ declaration
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06
The __data__ declaration
A module-level __data__ dict declares extra data needs. The platform parses it statically with AST—without executing your code—and plans prefetch shards accordingly.
python
__data__ = {
"lookback_days": 90, # warm-up window before start (1–1825)
"extra_symbols": [ # reference-only instruments (≤20, not tradeable)
"bybit:UPERP:BTCUSDT",
],
"extra_freqs": ["4h", "oi", "snapshot", "ticker", "trade_flow"], # extra frequencies / data types
}Fields#
| Parameter | Default | Description |
|---|---|---|
| lookback_days | 30 | warm-up window; a 100-bar 1h factor needs ≥ 5 days |
| extra_symbols | [] | reference-only signal instruments; they may use a different venue from the execution universe, are readable but never tradeable, and need no account route |
| extra_freqs | [] | ⊆ {1m,5m,15m,1h,4h,1d,funding,oi,liq,snapshot,ticker,trade_flow}; perps auto-include funding |