Notes

ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":-18.42233,"dd":32.172113,"n":9,"win":44.444444,"aw":3.842804,"al":6.768728,"mean":-2.052492,"lo":-6.099744,"hi":1.764256,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-19.877595,"dd":32.847014,"n":9,"win":44.444444,"aw":3.635325,"al":6.955005,"mean":-2.248191,"lo":-6.230042,"hi":1.478918,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-6.688759,"dd":22.416216,"n":8,"win":50,"aw":3.842804,"al":5.317245,"mean":-0.737221,"lo":-4.22095,"hi":2.630992,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-8.169862,"dd":23.034411,"n":8,"win":50,"aw":3.635325,"al":5.506422,"mean":-0.935548,"lo":-4.370816,"hi":2.43027,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-10.283997,"dd":22.416216,"n":9,"win":44.444444,"aw":3.842804,"al":5.024387,"mean":-1.083413,"lo":-4.272387,"hi":1.984058,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-11.884442,"dd":23.034411,"n":9,"win":44.444444,"aw":3.635325,"al":5.214149,"mean":-1.281049,"lo":-4.338339,"hi":1.773666,"qK":0,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

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 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLX,SPY&timeframe=1Day&feed=sip&adjustment=all

ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":-10.932203,"dd":21.197276,"n":18,"win":44.444444,"aw":7.328708,"al":6.551135,"mean":-0.382316,"lo":-3.639528,"hi":3.027451,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-14.081622,"dd":21.511858,"n":18,"win":44.444444,"aw":7.114264,"al":6.737847,"mean":-0.581353,"lo":-3.842603,"hi":2.76447,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-10.932203,"dd":21.197276,"n":18,"win":44.444444,"aw":7.328708,"al":6.551135,"mean":-0.382316,"lo":-3.637277,"hi":2.951917,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-14.081622,"dd":21.511858,"n":18,"win":44.444444,"aw":7.114264,"al":6.737847,"mean":-0.581353,"lo":-3.921066,"hi":2.762598,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-10.932203,"dd":21.197276,"n":18,"win":44.444444,"aw":7.328708,"al":6.551135,"mean":-0.382316,"lo":-3.596477,"hi":2.935596,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-14.081622,"dd":21.511858,"n":18,"win":44.444444,"aw":7.114264,"al":6.737847,"mean":-0.581353,"lo":-3.927115,"hi":2.73338,"qK":0,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

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 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLX,SPY&timeframe=1Day&feed=sip&adjustment=all

ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":-4.543978,"dd":20.777634,"n":8,"win":50,"aw":4.864315,"al":5.675476,"mean":-0.40558,"lo":-4.40971,"hi":3.66716,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-6.059124,"dd":21.487556,"n":8,"win":50,"aw":4.654796,"al":5.863937,"mean":-0.60457,"lo":-4.547168,"hi":3.475011,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-3.564056,"dd":22.883454,"n":8,"win":50,"aw":5.127966,"al":5.675476,"mean":-0.273755,"lo":-4.28741,"hi":3.858447,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-5.094757,"dd":23.421501,"n":8,"win":50,"aw":4.91792,"al":5.863937,"mean":-0.473008,"lo":-4.566234,"hi":3.595634,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-3.564056,"dd":22.883454,"n":8,"win":50,"aw":5.127966,"al":5.675476,"mean":-0.273755,"lo":-4.419294,"hi":3.856264,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-5.094757,"dd":23.421501,"n":8,"win":50,"aw":4.91792,"al":5.863937,"mean":-0.473008,"lo":-4.546966,"hi":3.669563,"qK":0,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

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 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLX,SPY&timeframe=1Day&feed=sip&adjustment=all

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 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLX,SPY&timeframe=1Day&feed=sip&adjustment=all

ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":15.843217,"dd":20.486018,"n":16,"win":50,"aw":10.966643,"al":8.033645,"mean":1.466499,"lo":-3.487256,"hi":6.756215,"qK":0.033431,"open":0},{"m":40,"slipbp":20,"ret":12.19491,"dd":20.961675,"n":16,"win":50,"aw":10.744931,"al":8.217395,"mean":1.263768,"lo":-3.803729,"hi":6.6005,"qK":0.029404,"open":0},{"m":60,"slipbp":10,"ret":15.843217,"dd":20.486018,"n":16,"win":50,"aw":10.966643,"al":8.033645,"mean":1.466499,"lo":-3.527489,"hi":6.820638,"qK":0.033431,"open":0},{"m":60,"slipbp":20,"ret":12.19491,"dd":20.961675,"n":16,"win":50,"aw":10.744931,"al":8.217395,"mean":1.263768,"lo":-3.719214,"hi":6.627662,"qK":0.029404,"open":0},{"m":80,"slipbp":10,"ret":15.843217,"dd":20.486018,"n":16,"win":50,"aw":10.966643,"al":8.033645,"mean":1.466499,"lo":-3.605494,"hi":6.838321,"qK":0.033431,"open":0},{"m":80,"slipbp":20,"ret":12.19491,"dd":20.961675,"n":16,"win":50,"aw":10.744931,"al":8.217395,"mean":1.263768,"lo":-3.739053,"hi":6.635984,"qK":0.029404,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

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ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":-6.436121,"dd":18.822674,"n":6,"win":50,"aw":2.34567,"al":4.407319,"mean":-1.030825,"lo":-3.990508,"hi":1.875243,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-7.55218,"dd":19.469503,"n":6,"win":50,"aw":2.141183,"al":4.598314,"mean":-1.228566,"lo":-4.355515,"hi":1.585928,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-6.436121,"dd":18.822674,"n":6,"win":50,"aw":2.34567,"al":4.407319,"mean":-1.030825,"lo":-4.095916,"hi":1.789303,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-7.55218,"dd":19.469503,"n":6,"win":50,"aw":2.141183,"al":4.598314,"mean":-1.228566,"lo":-4.258445,"hi":1.585928,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-0.349089,"dd":9.790683,"n":4,"win":75,"aw":2.34567,"al":7.028132,"mean":0.00222,"lo":-4.811986,"hi":3.254483,"qK":0.000237,"open":0},{"m":80,"slipbp":20,"ret":-1.143118,"dd":10.1508,"n":4,"win":75,"aw":2.141183,"al":7.21389,"mean":-0.197585,"lo":-5.002173,"hi":3.04818,"qK":0,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

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ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":-2.454089,"dd":20.63535,"n":14,"win":50,"aw":5.774041,"al":5.770056,"mean":0.001993,"lo":-3.086756,"hi":3.048808,"qK":0.000086,"open":0},{"m":40,"slipbp":20,"ret":-5.147497,"dd":21.582037,"n":14,"win":50,"aw":5.562704,"al":5.958328,"mean":-0.197812,"lo":-3.280985,"hi":2.975934,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-6.789549,"dd":20.63535,"n":15,"win":46.666667,"aw":5.774041,"al":5.604365,"mean":-0.294442,"lo":-3.251414,"hi":2.652804,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-9.54434,"dd":21.582037,"n":15,"win":46.666667,"aw":5.562704,"al":5.792968,"mean":-0.493654,"lo":-3.362876,"hi":2.525795,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-6.789549,"dd":20.63535,"n":15,"win":46.666667,"aw":5.774041,"al":5.604365,"mean":-0.294442,"lo":-3.239551,"hi":2.647423,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-9.54434,"dd":21.582037,"n":15,"win":46.666667,"aw":5.562704,"al":5.792968,"mean":-0.493654,"lo":-3.375607,"hi":2.536983,"qK":0,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

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ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":1.816267,"dd":16.258719,"n":6,"win":50,"aw":4.655027,"al":3.782804,"mean":0.436111,"lo":-3.221614,"hi":5.094856,"qK":0.023422,"open":0},{"m":40,"slipbp":20,"ret":0.601771,"dd":16.925978,"n":6,"win":50,"aw":4.445925,"al":3.975046,"mean":0.235439,"lo":-3.414977,"hi":4.938299,"qK":0.013239,"open":0},{"m":60,"slipbp":10,"ret":1.816267,"dd":16.258719,"n":6,"win":50,"aw":4.655027,"al":3.782804,"mean":0.436111,"lo":-3.258847,"hi":5.148386,"qK":0.023422,"open":0},{"m":60,"slipbp":20,"ret":0.601771,"dd":16.925978,"n":6,"win":50,"aw":4.445925,"al":3.975046,"mean":0.235439,"lo":-3.414977,"hi":4.884876,"qK":0.013239,"open":0},{"m":80,"slipbp":10,"ret":9.157078,"dd":6.326179,"n":4,"win":75,"aw":4.655027,"al":4.524874,"mean":2.360051,"lo":-2.934543,"hi":8.450534,"qK":0.126747,"open":0},{"m":80,"slipbp":20,"ret":8.287304,"dd":6.51334,"n":4,"win":75,"aw":4.445925,"al":4.715634,"mean":2.155535,"lo":-3.12848,"hi":8.233849,"qK":0.121208,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

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ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":11.661277,"dd":14.709435,"n":13,"win":46.153846,"aw":8.948837,"al":5.497483,"mean":1.170049,"lo":-2.958197,"hi":5.690452,"qK":0.032687,"open":0},{"m":40,"slipbp":20,"ret":8.795493,"dd":15.134952,"n":13,"win":46.153846,"aw":8.731157,"al":5.6863,"mean":0.967911,"lo":-3.22943,"hi":5.47999,"qK":0.027714,"open":0},{"m":60,"slipbp":10,"ret":11.661277,"dd":14.709435,"n":13,"win":46.153846,"aw":8.948837,"al":5.497483,"mean":1.170049,"lo":-3.167352,"hi":5.731273,"qK":0.032687,"open":0},{"m":60,"slipbp":20,"ret":8.795493,"dd":15.134952,"n":13,"win":46.153846,"aw":8.731157,"al":5.6863,"mean":0.967911,"lo":-3.222447,"hi":5.581601,"qK":0.027714,"open":0},{"m":80,"slipbp":10,"ret":11.661277,"dd":14.709435,"n":13,"win":46.153846,"aw":8.948837,"al":5.497483,"mean":1.170049,"lo":-2.999787,"hi":5.731569,"qK":0.032687,"open":0},{"m":80,"slipbp":20,"ret":8.795493,"dd":15.134952,"n":13,"win":46.153846,"aw":8.731157,"al":5.6863,"mean":0.967911,"lo":-3.282951,"hi":5.373007,"qK":0.027714,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

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ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":-15.539281,"dd":26.720702,"n":9,"win":44.444444,"aw":2.509134,"al":5.19512,"mean":-1.771007,"lo":-4.519788,"hi":0.931594,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-17.045976,"dd":27.739467,"n":9,"win":44.444444,"aw":2.30432,"al":5.38454,"mean":-1.967269,"lo":-4.613556,"hi":0.716337,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-15.539281,"dd":26.720702,"n":9,"win":44.444444,"aw":2.509134,"al":5.19512,"mean":-1.771007,"lo":-4.422083,"hi":0.93736,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-17.045976,"dd":27.739467,"n":9,"win":44.444444,"aw":2.30432,"al":5.38454,"mean":-1.967269,"lo":-4.636386,"hi":0.701865,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-8.755618,"dd":20.835102,"n":8,"win":50,"aw":2.509134,"al":4.635247,"mean":-1.063057,"lo":-3.787261,"hi":1.531355,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-10.203914,"dd":21.779405,"n":8,"win":50,"aw":2.30432,"al":4.825787,"mean":-1.260733,"lo":-3.918041,"hi":1.339289,"qK":0,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

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ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":-22.851995,"dd":27.074775,"n":17,"win":41.176471,"aw":5.774041,"al":6.295306,"mean":-1.325575,"lo":-4.121211,"hi":1.620509,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-25.430943,"dd":27.872667,"n":17,"win":41.176471,"aw":5.562704,"al":6.482528,"mean":-1.522727,"lo":-4.329265,"hi":1.455108,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-26.280864,"dd":30.31596,"n":18,"win":38.888889,"aw":5.774041,"al":6.127054,"mean":-1.49885,"lo":-4.167764,"hi":1.305772,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-28.887557,"dd":31.216095,"n":18,"win":38.888889,"aw":5.562704,"al":6.314612,"mean":-1.695656,"lo":-4.354098,"hi":1.111552,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-26.280864,"dd":30.31596,"n":18,"win":38.888889,"aw":5.774041,"al":6.127054,"mean":-1.49885,"lo":-4.141898,"hi":1.353866,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-28.887557,"dd":31.216095,"n":18,"win":38.888889,"aw":5.562704,"al":6.314612,"mean":-1.695656,"lo":-4.322462,"hi":1.111276,"qK":0,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

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ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":-9.534598,"dd":25.594515,"n":9,"win":44.444444,"aw":4.241151,"al":5.118273,"mean":-0.958529,"lo":-4.28505,"hi":2.747363,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-11.148411,"dd":26.628937,"n":9,"win":44.444444,"aw":4.032877,"al":5.307848,"mean":-1.156415,"lo":-4.509584,"hi":2.678139,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-9.534598,"dd":25.594515,"n":9,"win":44.444444,"aw":4.241151,"al":5.118273,"mean":-0.958529,"lo":-4.267716,"hi":2.799645,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-11.148411,"dd":26.628937,"n":9,"win":44.444444,"aw":4.032877,"al":5.307848,"mean":-1.156415,"lo":-4.61269,"hi":2.717068,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-2.699107,"dd":19.972499,"n":8,"win":50,"aw":4.241151,"al":4.641565,"mean":-0.200207,"lo":-3.701015,"hi":3.674955,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-4.243537,"dd":20.927092,"n":8,"win":50,"aw":4.032877,"al":4.832092,"mean":-0.399608,"lo":-3.773142,"hi":3.503802,"qK":0,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

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ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":4.352455,"dd":21.822195,"n":15,"win":46.666667,"aw":8.162487,"al":6.019065,"mean":0.598993,"lo":-3.386623,"hi":4.758127,"qK":0.018346,"open":0},{"m":40,"slipbp":20,"ret":1.268367,"dd":22.600079,"n":15,"win":46.666667,"aw":7.946378,"al":6.206839,"mean":0.397995,"lo":-3.520852,"hi":4.626315,"qK":0.012521,"open":0},{"m":60,"slipbp":10,"ret":4.352455,"dd":21.822195,"n":15,"win":46.666667,"aw":8.162487,"al":6.019065,"mean":0.598993,"lo":-3.301265,"hi":4.831207,"qK":0.018346,"open":0},{"m":60,"slipbp":20,"ret":1.268367,"dd":22.600079,"n":15,"win":46.666667,"aw":7.946378,"al":6.206839,"mean":0.397995,"lo":-3.545635,"hi":4.598429,"qK":0.012521,"open":0},{"m":80,"slipbp":10,"ret":4.352455,"dd":21.822195,"n":15,"win":46.666667,"aw":8.162487,"al":6.019065,"mean":0.598993,"lo":-3.331523,"hi":4.692749,"qK":0.018346,"open":0},{"m":80,"slipbp":20,"ret":1.268367,"dd":22.600079,"n":15,"win":46.666667,"aw":7.946378,"al":6.206839,"mean":0.397995,"lo":-3.522589,"hi":4.645175,"qK":0.012521,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py