longbridge quant run

Run server-side quantitative scripts against historical K-line data. Returns indicator values, backtest performance reports, or binary screening signals.

Command

longbridge quant run <SYMBOL> \
  --start YYYY-MM-DD \
  --end   YYYY-MM-DD \
  [--period day|week|1h|30m|15m|5m|1m|month|year]
  [--script "..."]       # inline script text
  [--input '[14,2.0]']   # override input.*() defaults
  [--language navi|pine] # `navi` (default), or `pine` for PineScript compatibility
  [--format table|json]  # table = human chart (default); json = machine

Pipe a file instead of using --script:

cat strategy.nv | longbridge quant run TSLA.US --start 2024-01-01 --end 2024-12-31

Script Language — Navi

Scripts are written in Navi, the default language for quant run. PineScript is also supported for compatibility via --language pine.

navi-lang.org is the authoritative reference for Navi's syntax and standard library — look up exact names and signatures there, since the API evolves. Machine-readable versions: llms-full.txt (everything in one file) and llms.txt (per-page index).

Script Types

Every Navi script must begin with one of these declarations — it determines the execution mode:

Declaration	Purpose
indicator()	Plot indicators, compute screener signals
strategy()	Backtest with entry / exit orders
library()	Export reusable helper functions

Core Concepts

Time series — every variable is a bar-by-bar stream. close[1] is the previous bar's close; close[N] goes N bars back. Most ta.* outputs are also series.

Per-bar values and state — let recomputes each bar; var initializes once and carries the value across bars:

var peak: series float = na;
peak = na(peak) ? high : math.max(peak, high);

Inputs — expose tunable parameters. Named arguments use ::

let len = input.int(14, "Length", minval: 1);
let src = input.source(close, "Source");
let mult = input.float(2.0, "Multiplier");

Collections — Array<T>, Map<K, V>, and Matrix<T> are available for advanced per-bar computation.

Built-in Libraries

Functions are snake_case; types and enums are PascalCase.

Namespace	Purpose
ta.*	Technical analysis — moving averages, oscillators, bands, crosses
math.*	Arithmetic and numeric helpers
String / Array / Map / Matrix	Text and collection types
strategy.*	Backtest orders and position management

See the standard library reference for the full list of functions and their signatures.

Outputs

Expression	Effect
plot(series, "name")	Named series — shown in the results table / sparkline
plot_shape(cond, ...)	Mark a signal shape on a specific bar
bg_color(cond ? Color.GREEN : na)	Highlight bar background
strategy.entry("L", Direction.Long)	Place a backtest long entry
strategy.exit("L", stop: ..., limit: ...)	Close with stop / take-profit

Quick Example

indicator("MA Cross", overlay: true);

let fast_len = input.int(10, "Fast", minval: 1);
let slow_len = input.int(20, "Slow", minval: 1);

let fast = ta.ema(close, fast_len);
let slow = ta.ema(close, slow_len);

plot(fast, "Fast", color: Color.ORANGE);
plot(slow, "Slow", color: Color.BLUE);

plot_shape(
    ta.cross_over(fast, slow),
    title: "Buy",
    style: Shape.TriangleUp,
    location: Location.BelowBar,
    color: Color.GREEN
);
plot_shape(
    ta.cross_under(fast, slow),
    title: "Sell",
    style: Shape.TriangleDown,
    location: Location.AboveBar,
    color: Color.RED
);

Validating scripts locally

Install the Navi CLI and lint before sending a script to the server — the API reports script errors only as an opaque error code:

navi lint my_indicator.nv

Output

Table format (default) — human-readable chart with sparklines:

────────────────────────────────────────────────────────────────────────────────
Series                │  Bars│     First│      Last│       Min│       Max Sparkline
────────────────────────────────────────────────────────────────────────────────
MACD                  │    80│     +0.00│     +7.55│     -4.04│     +7.55 ⣤⣤⣤⣤⣤⣤⣤⣤⣤⣤⣤⣤⣤⣤⣀⣀⣠⣴⣶⣿
Signal                │    80│     +0.00│     +5.16│     -2.96│     +5.16 ⣤⣤⣤⣤⣤⣤⣤⣤⣤⣤⣤⣤⣤⣤⣀⣀⣀⣠⣴⣾
Histogram             │    80│     +0.00│     +2.39│     -1.50│     +3.01 ⣤⣤⣤⣤⣤⣦⣠⣤⣤⣦⣄⣠⣤⣄⣀⣠⣴⣾⣿⣷
────────────────────────────────────────────────────────────────────────────────
  3 series  ·  80 bars

JSON format — for scripting and backtests:

cat strategy.nv | longbridge quant run NVDA.US --start 2025-01-01 --end 2026-04-28 \
  --format json | \
  jq '.report_json | fromjson | .performanceAll'

Supported Periods

Flag	Description
day	Daily bars (default)
week	Weekly bars
month	Monthly bars
year	Yearly bars
1h	1-hour bars
30m	30-minute bars
15m	15-minute bars
5m	5-minute bars
1m	1-minute bars

Intraday periods accept datetime: --start "2024-01-02 09:30" --end "2024-01-02 16:00".