Migrating from the pre-2026 engine
The current engine runs strategies as separate executable programs. A legacy strategy that uses the RunState interface needs to be ported to the current SDK before it can run.
| Older workflow | Current workflow |
|---|---|
| Compile a strategy into the engine registry | Build a standalone strategy and pass its path with --strategy |
RunState methods and implicit series access | sdk/strategy.Context, named series and orders returned by OnBar |
| Engine-provided market data | Select an adapter executable explicitly |
@ES shorthand | Use the adapter’s canonical symbols, such as fut:XCME:ES with marketfeed |
| Independent tests from comma-separated symbols | One strategy instance receives all selected symbols; use run matrices for separate tests |
seek optimizer and interactive engine shell | Configuration matrices and explicit CLI commands; the older commands are unavailable |
| Trade Director and filter chains | These remain proposals in the current engine |
| Older output modes | Persisted results, performance reports, lifecycle traces and algo report |
Start with installation and the bundled-data quickstart. Then follow writing a strategy and strategy testing. Pin a fixture and compare decisions and fills while porting; matching an old source file’s name does not establish matching behavior.
The legacy documentation is a frozen reference for the older engine. The current limitations describe what is available now. Research parameter sweeps do not yet provide objective selection, winner ranking or walk-forward optimization.
Use the documentation map to find current and archived pages for every public topic from the old site. The series and nseries reference includes the numeric functions previously listed under Series Functions.