backtesting-frameworks

1# Backtesting Frameworks
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3Build robust, production-grade backtesting systems that avoid common pitfalls and produce reliable strategy performance estimates.
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5## Use this skill when
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7- Developing trading strategy backtests
8- Building backtesting infrastructure
9- Validating strategy performance and robustness
10- Avoiding common backtesting biases
11- Implementing walk-forward analysis
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13## Do not use this skill when
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15- You need live trading execution or investment advice
16- Historical data quality is unknown or incomplete
17- The task is only a quick performance summary
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19## Instructions
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21- Define hypothesis, universe, timeframe, and evaluation criteria.
22- Build point-in-time data pipelines and realistic cost models.
23- Implement event-driven simulation and execution logic.
24- Use train/validation/test splits and walk-forward testing.
25- If detailed examples are required, open `resources/implementation-playbook.md`.
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27## Safety
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29- Do not present backtests as guarantees of future performance.
30- Avoid providing financial or investment advice.
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32## Resources
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34- `resources/implementation-playbook.md` for detailed patterns and examples.