Monte Carlo & Backtests

Split a large simulation into parallel chunks and reduce the results.

Map-reduce job


curl -sS -X POST \
  -H "Authorization: Bearer $TOKEN" \
  -H "Content-Type: application/json" \
  https://computalot.com/api/v1/jobs \
  -d '{
    "type": "map_reduce",
    "runner_command": ["python", "simulate.py"],
    "project": "my-project",
    "payload": {"strategy": "momentum"},
    "split": {"field": "seed", "start": 0, "total": 10000, "chunks": 50},
    "reduce": {
      "total_pnl": "sum",
      "sharpe_ratio": "weighted_avg:sample_count",
      "max_drawdown": "max"
    },
    "timeout_s": 7200
  }'

Reduce operators

sum, mean, max, min, weighted_avg:<field>, concat, count, collect