backtesting-frameworks

Tests & Qualité

Build robust backtesting systems for trading strategies with proper handling of look-ahead bias, survivorship bias, and transaction costs. Use when developing trading algorithms, validating strategies, or building backtesting infrastructure.

Documentation

Backtesting Frameworks

Build robust, production-grade backtesting systems that avoid common pitfalls and produce reliable strategy performance estimates.

Use this skill when

●Developing trading strategy backtests
●Building backtesting infrastructure
●Validating strategy performance and robustness
●Avoiding common backtesting biases
●Implementing walk-forward analysis

Do not use this skill when

●You need live trading execution or investment advice
●Historical data quality is unknown or incomplete
●The task is only a quick performance summary

Instructions

●Define hypothesis, universe, timeframe, and evaluation criteria.
●Build point-in-time data pipelines and realistic cost models.
●Implement event-driven simulation and execution logic.
●Use train/validation/test splits and walk-forward testing.
●If detailed examples are required, open resources/implementation-playbook.md.

Safety

●Do not present backtests as guarantees of future performance.
●Avoid providing financial or investment advice.

Resources

●resources/implementation-playbook.md for detailed patterns and examples.

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