Skip to content

Reference

Quick reference guides and lookup tables.

Reference Description
CLI Reference Command-line interface
Operators Table All 120+ operators
Error Messages Error codes and solutions
Configuration Config file reference
Environment Variables Environment settings
Exit Codes Process exit codes

CLI Quick Reference

Bash
# Run a strategy
sigc run strategy.sig

# Validate syntax
sigc check strategy.sig

# Start daemon
sigc daemon --config sigc.yaml

# Get help
sigc --help
sigc run --help

Full CLI Reference →

Common Operators

Time-Series

Operator Description
lag(x, n) Shift values back n periods
ret(x, n) N-period return
rolling_mean(x, n) Rolling average
rolling_std(x, n) Rolling standard deviation
ema(x, n) Exponential moving average

Cross-Sectional

Operator Description
zscore(x) Cross-sectional z-score
rank(x) Cross-sectional rank (0-1)
winsor(x, p) Winsorize at percentile p
neutralize(x, by) Group neutralization

Portfolio

Operator Description
long_short(top, bottom) Long-short weights
clip(x, lo, hi) Bound values

All Operators →

File Extensions

Extension Type
.sig sigc strategy file
.yaml Configuration file
.parquet Data file (recommended)
.csv Data file (simple)

Data Types

Type Description Example
Date Trading date 2024-01-15
Symbol Asset identifier AAPL
Numeric Numbers 185.64
String Text "Technology"
Boolean True/false true

Configuration Quick Reference

YAML
# sigc.yaml minimal
mode: production

data:
  source: s3://bucket/prices/
  format: parquet

output:
  type: alpaca
  alpaca:
    paper: true

schedule:
  jobs:
    - name: rebalance
      cron: "0 9 * * 1-5"
      strategy: momentum

Full Configuration →

Environment Variables

Variable Required Description
ALPACA_API_KEY For trading Alpaca API key
ALPACA_API_SECRET For trading Alpaca API secret
SIGC_CONFIG No Config file path
SIGC_LOG_LEVEL No Log level (debug, info, warn, error)

All Variables →

Common Errors

Error Solution
undefined variable Check variable name spelling
type mismatch Verify operator input types
missing emit Add emit statement to signal
parse error Check syntax near error line

All Errors →

Keyboard Shortcuts (VSCode)

Shortcut Action
Ctrl+Shift+R Run strategy
Ctrl+Space Trigger completion
F12 Go to definition
Shift+F12 Find references

Next Steps