Agent Skills
› rmyndharis/antigravity-skills
› backtesting-frameworks
backtesting-frameworks
GitHub用于构建稳健的量化回测系统，正确处理前视偏差、幸存者偏差及交易成本。适用于开发交易算法、验证策略有效性或搭建回测基础设施，强调事件驱动模拟与滚动测试，避免提供投资建议。
Trigger Scenarios
开发交易策略回测
构建回测基础设施
验证策略性能与鲁棒性
实施滚动窗口分析
Install
npx skills add rmyndharis/antigravity-skills --skill backtesting-frameworks -g -y
SKILL.md
Frontmatter
{
"name": "backtesting-frameworks",
"description": "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 strategies, or building backtesting infrastructure."
}
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.mdfor detailed patterns and examples.
Version History
- e63f7dd Current 2026-07-05 09:28
