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.

AGI Framework Integration

Adapted for @techwavedev/agi-agent-kit Original source: antigravity-awesome-skills

Memory-First Protocol

Retrieve prior test strategies, known flaky tests, and coverage gaps. Cache test infrastructure setup to avoid re-configuring test environments.

# Check for prior testing/QA context before starting
python3 execution/memory_manager.py auto --query "test patterns and coverage strategies for Backtesting Frameworks"

Storing Results

After completing work, store testing/QA decisions for future sessions:

python3 execution/memory_manager.py store \
  --content "Testing strategy: integration tests hit real DB (no mocks), 85% line coverage, mutation testing on critical paths" \
  --type technical --project <project> \
  --tags backtesting-frameworks testing

Multi-Agent Collaboration

Share test results and coverage reports with code review agents so they can verify adequate coverage on changed code.

python3 execution/cross_agent_context.py store \
  --agent "<your-agent>" \
  --action "QA complete — test suite expanded with 12 new integration tests, all passing" \
  --project <project>

TDD Enforcement

This skill integrates with the framework's iron-law RED-GREEN-REFACTOR cycle. No production code without a failing test first.

Agent Team: QA

Dispatch qa_team to generate tests and verify they pass before marking implementation complete.