> ## Documentation Index
> Fetch the complete documentation index at: https://docs.clypt.ai/llms.txt
> Use this file to discover all available pages before exploring further.

# Glossary

> Quick reference for ClyptQ terminology

## Core Architecture

**Von Neumann Architecture (Design Principle)**
The foundational design principle behind ClyptQ's engine. Just as the Von Neumann architecture separates stateless computation (CPU) from stateful memory (RAM) connected by a control unit, ClyptQ separates stateless Operators from the stateful StatefulGraph, connected by the TradingDriver. This separation is what makes Research = Backtest = Live possible. [Architecture Overview →](/getting-started/architecture-overview#the-architecture-behind-the-architecture)

**TradingSpec**
The complete strategy definition: data + strategy + execution mode. Changing `mode` is all it takes to go from backtest to live. [Full Reference →](/engine/trading-spec)

**TradingDriver**
The runtime orchestrator. Reads a TradingSpec, computes warmup, and runs the tick loop. [Architecture Overview →](/getting-started/architecture-overview)

**StatefulGraph**
A DAG execution engine where operators are stateless and the graph manages all state via RollingBuffers. [Deep Dive →](/engine/stateful-graph)

**Operator**
A stateless computation unit that receives TaggedArrays and returns a TaggedArray. ClyptQ ships operators across 14 roles. [Operator System →](/engine/operators)

**BaseOperator**
The abstract base class all operators inherit from. Requires implementing `compute()` and declaring a `role`. [Protocol Reference →](/engine/operator-protocol)

**OperatorRole**
One of 14 roles (ALPHA, INDICATOR, TRANSFORM, OPTIMIZER, etc.) that categorizes what an operator does. [Role Table →](/engine/operators#14-operator-roles)

## Data Concepts

**FIELD**
Market data namespace: `FIELD:exchange:market:ohlcv:field`. The only way operators receive market data. [FIELD & STATE →](/engine/field-state)

**STATE**
Portfolio data namespace: `STATE:exchange:market:key`. Updated by the executor after each fill. [FIELD & STATE →](/engine/field-state)

**TaggedArray**
4-field data structure (value, exists, valid, updated) that distinguishes missing data from invalid data. [Why 4 Fields? →](/engine/tagged-array)

**RollingBuffer**
Pre-allocated circular buffer that stores historical data for each operator input. Prevents lookahead by only exposing the declared lookback window. [Lookback Buffers →](/engine/lookback-buffers)

**SymbolSourceMap**
Maps symbols to exchanges: `{"binance:futures": ["BTC/USDT", "ETH/USDT"]}`. Determines which symbols appear in each FIELD source. [TradingSpec →](/engine/trading-spec)

**AxisMeta**
Frozen metadata about the symbol dimension — symbol names, exchange sources, index mappings. [TaggedArray →](/engine/tagged-array#axismeta)

**Input**
Declaration of what data an operator needs: `Input(source, timeframe, lookback)`. Tells the graph how to set up buffers. [StatefulGraph →](/engine/stateful-graph)

**Forward-Fill**
When no new data arrives for a FIELD source, the last known value is reused with `updated=False`. [FIELD & STATE →](/engine/field-state#forward-fill)

## Execution Concepts

**Intention**
Target portfolio state produced by ORDER operators: "I want 0.5 BTC long." [Execution Pipeline →](/engine/execution-pipeline)

**Delta**
The difference between current position and target: "I need to buy 0.3 BTC." [Execution Pipeline →](/engine/execution-pipeline)

**BacktestFactory / LiveFactory**
Fill engines. BacktestFactory simulates fills against historical data. LiveFactory sends real orders via CCXT. [Architecture Overview →](/getting-started/architecture-overview)

**Warmup**
Pre-execution period where the graph processes ticks to fill RollingBuffers before generating trading signals. Computed automatically by tracing the graph backward. [StatefulGraph →](/engine/stateful-graph)

**Ephemeral Operator**
An operator that calls external APIs (LLM, web search). Cannot reproduce outputs for backtesting. Only runs in paper/live mode. [Semantic Operators →](/operators/semantic)

## Platform Concepts

**Code Parity**
The guarantee that the same graph runs identically in backtest, paper, and live modes. Only the data source and fill engine change. [Deep Dive →](/competitive/code-parity)

**Cross-Exchange Validation**
Platform tests strategies on exchange data the builder never saw, proving the strategy isn't overfit to a single venue. [Marketplace →](/platform/marketplace)

**Trading Commerce**
The marketplace model: builders create strategies, platform verifies them, traders deploy them. [Marketplace →](/platform/marketplace)

## Backtesting Concepts

**Lookahead Bias**
Using future data in backtesting. ClyptQ prevents this structurally via RollingBuffers. [Prevention →](/backtesting/lookahead-bias-prevention)

**Funding Rate**
Periodic payment between long/short holders in perpetual futures. Simulated at settlement boundaries. [Funding Rates →](/backtesting/funding-rates)

**MMR (Maintenance Margin Ratio)**
Minimum equity required to keep a leveraged position open. Varies by exchange and position tier. [Liquidation Logic →](/backtesting/liquidation-logic)

**CostModelSpec**
Configuration for maker/taker fees, slippage, and funding rate overrides. Auto-fetched from exchanges if not specified. [Cost Models →](/backtesting/cost-models)