EngineMarket Data

Warmup and readiness

Distinguish available history from a calculation that is ready to support a decision.

Readiness is a contract between your calculation and its inputs. A model object existing, a cache containing rows, or the first chart bar appearing does not establish that a signal is ready.

Strategy-local warmup

A rolling calculation needs enough accepted observations. The SJS crossover example warms its local window, establishes an initial relationship, and only then detects a later crossing. Repeated or invalid observations do not advance its sample count.

A gap can reset that window if the strategy defines such a rule. That reset belongs to the example; it is not a universal behavior of every indicator.

External session warmup

Memory and Polymarket-memory sessions resolve external warmup to zero. Their supplied historical window is the input to replay.

For live sessions, warmup depends on configuration. Pine sessions default to a one-hour external preload unless overridden. Generic warmup processes its observations with inWarmup set, suppressing execution and normal update publication.

That preload can have a different granularity from the later feed. Check the actual initial observations when comparing a live start with a historical run.

Include leading history deliberately

If a backtest needs earlier observations, include them in the requested data or use the calculation's supported history-loading behavior. Extending the start date does not automatically exclude that added period from trading or reported results.

When you need a later evaluation boundary, continue updating calculations during the leading period and explicitly gate entries until the boundary. Define whether positions may cross it.

Check each producer

EvidenceReadiness question
Local rolling windowAre there enough accepted observations under the chosen sampling rule?
Configured algorithmDoes its documented readiness contract hold?
Historical calculatorDoes the returned window have sufficient usable coverage?
Pine outputIs the required point available at the expected timestamp?

Continue with missing and stale data. The backtesting warmup guide explains the effect on historical comparisons.

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