backtesting-frameworks

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.