backtest-guard
CommunityExpose backtest traps and ensure honest results.
Authorpaidaxing1234
Version1.0.0
Installs0
System Documentation
What problem does it solve?
量化回测代码的照妖镜——逐项审查会让回测虚高、实盘亏钱的工程陷阱(未来函数/前视偏差、过拟合/数据窥探、成交真实性/成本、收益口径错误),按严重度(致命/高危/中/低)输出一张“回测体检报告”。
Core Features & Use Cases
- 自动化审查四大类陷阱:未来函数/数据泄漏、过拟合/数据窥探、成交真实性/成本、收益口径错误,覆盖 48 条细则,能定位到具体文件和行号。
- 按严重度分级汇总,输出可操作的改进建议与风控要点,帮助工程团队改正回测偏差,提升实盘可信度。
- 适用于回测代码、数据加载、信号生成、参数寻优等全流程的尽职调查,支持生成结构化体检报告以供评审。
- 快速定位到可疑模式的上下文并给出可执行的修复方向,避免主观臆断。
Quick Start
将你的策略代码提交给 backtest-guard 以生成结构化的体检报告。
Dependency Matrix
Required Modules
None requiredComponents
references
💻 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: backtest-guard Download link: https://github.com/paidaxing1234/latency-hunter-toolkit/archive/main.zip#backtest-guard Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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