level2 · JSON-LD Context

Level2 Context

JSON-LD context defining the semantic vocabulary for Level2 from level2.

0 Classes 7 Properties 5 Namespaces
View Context View on GitHub

Namespaces

level2: https://trylevel2.com/ns/
schema: https://schema.org/
xsd: http://www.w3.org/2001/XMLSchema#
dcterms: http://purl.org/dc/terms/
fibo: https://spec.edmcouncil.org/fibo/ontology/

Properties

Property Type Container
TradingStrategy
StrategyCondition
BacktestResult
FinancialInstrument
OHLCCandle
CandlestickPattern
BrokerUser

JSON-LD Document

Raw ↑
{
  "@context": {
    "@version": 1.1,
    "level2": "https://trylevel2.com/ns/",
    "schema": "https://schema.org/",
    "xsd": "http://www.w3.org/2001/XMLSchema#",
    "dcterms": "http://purl.org/dc/terms/",
    "fibo": "https://spec.edmcouncil.org/fibo/ontology/",

    "TradingStrategy": {
      "@id": "level2:TradingStrategy",
      "@context": {
        "name": "schema:name",
        "description": "schema:description",
        "instrument": "level2:instrument",
        "instrumentType": "level2:instrumentType",
        "timeframe": "level2:timeframe",
        "status": "level2:strategyStatus",
        "definition": "level2:strategyDefinition",
        "createdAt": {
          "@id": "dcterms:created",
          "@type": "xsd:dateTime"
        },
        "updatedAt": {
          "@id": "dcterms:modified",
          "@type": "xsd:dateTime"
        },
        "deployedAt": {
          "@id": "level2:deployedAt",
          "@type": "xsd:dateTime"
        },
        "entryConditions": {
          "@id": "level2:entryConditions",
          "@container": "@set"
        },
        "exitConditions": {
          "@id": "level2:exitConditions",
          "@container": "@set"
        }
      }
    },

    "StrategyCondition": {
      "@id": "level2:StrategyCondition",
      "@context": {
        "indicator": "level2:indicator",
        "operator": "level2:operator",
        "compareValue": "level2:compareValue",
        "logicalOperator": "level2:logicalOperator",
        "parameters": "level2:conditionParameters"
      }
    },

    "BacktestResult": {
      "@id": "level2:BacktestResult",
      "@context": {
        "strategyId": {
          "@id": "level2:strategyReference",
          "@type": "@id"
        },
        "startDate": {
          "@id": "level2:backtestStartDate",
          "@type": "xsd:date"
        },
        "endDate": {
          "@id": "level2:backtestEndDate",
          "@type": "xsd:date"
        },
        "initialCapital": {
          "@id": "level2:initialCapital",
          "@type": "xsd:decimal"
        },
        "finalCapital": {
          "@id": "level2:finalCapital",
          "@type": "xsd:decimal"
        },
        "totalReturn": {
          "@id": "level2:totalReturn",
          "@type": "xsd:decimal"
        },
        "totalTrades": {
          "@id": "level2:totalTrades",
          "@type": "xsd:integer"
        },
        "winRate": {
          "@id": "level2:winRate",
          "@type": "xsd:decimal"
        },
        "maxDrawdown": {
          "@id": "level2:maxDrawdown",
          "@type": "xsd:decimal"
        },
        "sharpeRatio": {
          "@id": "level2:sharpeRatio",
          "@type": "xsd:decimal"
        },
        "profitFactor": {
          "@id": "level2:profitFactor",
          "@type": "xsd:decimal"
        }
      }
    },

    "FinancialInstrument": {
      "@id": "level2:FinancialInstrument",
      "@context": {
        "ticker": "level2:tickerSymbol",
        "name": "schema:name",
        "description": "schema:description",
        "sector": "level2:sector",
        "industry": "level2:industry",
        "exchange": "level2:exchange",
        "country": "schema:addressCountry",
        "marketCap": {
          "@id": "level2:marketCapitalization",
          "@type": "xsd:decimal"
        },
        "website": {
          "@id": "schema:url",
          "@type": "@id"
        }
      }
    },

    "OHLCCandle": {
      "@id": "level2:OHLCCandle",
      "@context": {
        "timestamp": {
          "@id": "dcterms:date",
          "@type": "xsd:dateTime"
        },
        "open": {
          "@id": "level2:openPrice",
          "@type": "xsd:decimal"
        },
        "high": {
          "@id": "level2:highPrice",
          "@type": "xsd:decimal"
        },
        "low": {
          "@id": "level2:lowPrice",
          "@type": "xsd:decimal"
        },
        "close": {
          "@id": "level2:closePrice",
          "@type": "xsd:decimal"
        },
        "volume": {
          "@id": "level2:tradingVolume",
          "@type": "xsd:integer"
        }
      }
    },

    "CandlestickPattern": {
      "@id": "level2:CandlestickPattern",
      "@context": {
        "name": "schema:name",
        "type": "level2:patternSignal",
        "confidence": {
          "@id": "level2:confidence",
          "@type": "xsd:decimal"
        }
      }
    },

    "BrokerUser": {
      "@id": "level2:BrokerUser",
      "@context": {
        "externalId": "level2:externalIdentifier",
        "email": "schema:email",
        "displayName": "schema:name",
        "status": "level2:accountStatus",
        "createdAt": {
          "@id": "dcterms:created",
          "@type": "xsd:dateTime"
        },
        "updatedAt": {
          "@id": "dcterms:modified",
          "@type": "xsd:dateTime"
        }
      }
    }
  }
}