History

Every exact source selector has its own retained buffer.

Retained Records

records = history.source("btc@candles@binancef:timeframe=60")

The list is ordered oldest to newest. An unknown selector or empty buffer returns [].

Returned dictionaries and lists are copies. Changing them does not modify Market Lab's internal history.

Indexed Records

latest = history.source("btc@candles@binancef:timeframe=60", 0)
previous = history.source("btc@candles@binancef:timeframe=60", 1)
missing = history.source("btc@candles@binancef:timeframe=60", 99)

Index 0 is newest and 1 is previous. An unavailable index returns None. Indexes must be non-negative integers.

Retention

The manifest's lookback sets capacity independently for every exact selector:

script = {
    "name": "lead-lag",
    "version": "2",
    "lookback": 200,
}

The effective range is 2 to 5,000 records, with 5,000 as the default. lookback is a capacity, not a preload request.

Live jobs begin with empty buffers. Backtests begin at --from. Always check that enough records exist:

candles = history.source("btc@candles@binancef:timeframe=60")
if len(candles) < 21:
    return

Multiple Sources

BTC = "btc@candles@binancef:timeframe=60"
ZEC = "zec@candles@binancef:timeframe=60"


def on_data(ctx, history):
    if ctx.symbol != "btc":
        return

    btc = history.source(BTC, 0)
    zec = history.source(ZEC, 0)
    if btc is None or zec is None:
        return

Backtests merge configured sources into timestamp order. A record enters history immediately before its own on_data call, so future records are never visible. Configured source order breaks same-timestamp ties.

Candle-like updates with the same timestamp replace the current record instead of shifting the buffer. Index 1 therefore remains the previous completed period.

See Sources for selectors and Data Types for record shapes.