# Backtesting Frameworks > 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 strateg... Use when this capability is needed. - Skill: `tomevault-io/backtesting-frameworks-2` (Agent Skill, multi-file: 2 files) - Install (CLI): `npx skillmds@latest add tomevault-io/backtesting-frameworks-2` - Raw SKILL.md: https://api.skillmd.com/api/skills/tomevault-io/backtesting-frameworks-2/raw - Safety review: pending - Works with: Claude Code, Claude.ai, OpenAI Codex - Category: AI & ML - Author: tomevault-io (https://skillmd.com/u/tomevault-io) - Updated: 2026-09-17 - Page: https://skillmd.com/skills/tomevault-io/backtesting-frameworks-2 --- # 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](https://www.npmjs.com/package/@techwavedev/agi-agent-kit)** > Original source: [antigravity-awesome-skills](https://github.com/sickn33/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. ```bash # 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: ```bash 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 \ --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. ```bash python3 execution/cross_agent_context.py store \ --agent "" \ --action "QA complete — test suite expanded with 12 new integration tests, all passing" \ --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. --- > Converted and distributed by [TomeVault](https://tomevault.io/claim/techwavedev) — claim your Tome and manage your conversions.