audit-runtime-semantics

Community

Block invalid backtests from runtime spec mismatches

Authorxingwudao
Version1.0.0
Installs0

System Documentation

What problem does it solve?

When a quant strategy is compiled from its declarative spec into a runtime plan, silent changes to execution semantics (like rebalance intervals, fee structures, or fill pricing) can make backtest results completely invalid and untrustworthy for trading decisions. This skill eliminates that risk by rigorously comparing material runtime fields between the original spec and compiled plan before any backtest is run.

Core Features & Use Cases

  • Compile Preview Generation: Creates a deterministic compile preview of the strategy spec using the exact same inputs as the formal backtest to ensure consistency.
  • Material Runtime Field Auditing: Checks critical execution parameters including rebalance frequency, execution timing, fee/slippage settings, validation periods, and initial cash values for mismatches or omissions.
  • Backtest Gating: Blocks formal backtest execution if any material runtime semantics are altered or missing, preventing wasted compute on invalid results and ensuring only reproducible, trustworthy backtests are run.
  • Use Case: A quant researcher using open-xquant can run this skill after validating their strategy spec to catch cases where the compiler silently changes a 10-day rebalance interval to a daily interval, which would completely invalidate their backtest performance metrics.

Quick Start

Use the audit-runtime-semantics skill to validate that your compiled strategy plan matches the original spec before running a formal backtest.

Dependency Matrix

Required Modules

None required

Components

Standard package

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: audit-runtime-semantics
Download link: https://github.com/xingwudao/open-xquant/archive/main.zip#audit-runtime-semantics

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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