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feat: add backtest CLI to skills and convert examples to Python#13

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juntao merged 1 commit intomainfrom
feat/backtest-skills-examples
Mar 15, 2026
Merged

feat: add backtest CLI to skills and convert examples to Python#13
juntao merged 1 commit intomainfrom
feat/backtest-skills-examples

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@juntao juntao commented Mar 15, 2026

Summary

  • Add backtest binary to skills/SKILL.md — tools table, capabilities matrix, JSON command reference, and new Workflow 7: Backtesting a Trading Strategy for AI agents to validate theses before live trading
  • Add backtest to skills/bootstrap.sh binary download list and skills/install.md
  • Convert 4 backtest example scripts from shell to Python (stdlib only, consistent with funding_arb/metal_pair/catalyst_hedger patterns)
  • Add examples/backtest/README.md with scenario descriptions, usage guide, and custom backtest template

Changes

Skills

  • skills/SKILL.md — Added backtest binary to tools table, exchange capabilities matrix (with simulated trading, historical quotes, forward PnL, SEC filings), full JSON command reference, Workflow 7, symbol alias note, and tips
  • skills/bootstrap.sh — Added backtest to BINARIES list
  • skills/install.md — Added backtest to binary lists in quick and manual install sections

Examples

  • examples/backtest/README.md — New README with scenario table, setup, usage, how-it-works, and writing-your-own guide
  • examples/backtest/*.py — 4 new Python scripts replacing the shell versions (covid_crash_hedge, ftx_crypto_contagion, nvda_earnings_alpha, ukraine_oil_shock)
  • examples/backtest/*.sh — Deleted 4 old shell scripts

Test plan

  • python3 examples/backtest/covid_crash_hedge.py runs successfully
  • python3 examples/backtest/ftx_crypto_contagion.py runs successfully
  • python3 examples/backtest/nvda_earnings_alpha.py runs successfully
  • python3 examples/backtest/ukraine_oil_shock.py runs successfully
  • CI lint passes (no Rust changes)

🤖 Generated with Claude Code

- Update skills/SKILL.md with backtest binary, capabilities matrix,
  JSON command reference, and Workflow 7 (backtesting strategies)
- Add backtest to skills/bootstrap.sh binary list and install.md
- Convert 4 shell example scripts to Python (stdlib only) following
  the same patterns as funding_arb/metal_pair/catalyst_hedger
- Add examples/backtest/README.md with scenario descriptions and
  guide for writing custom backtests

Signed-off-by: Michael Yuan <michael@secondstate.io>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
@juntao juntao merged commit 178b73e into main Mar 15, 2026
2 checks passed
@juntao juntao deleted the feat/backtest-skills-examples branch March 15, 2026 10:09
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