backtest-guard

Community

Expose 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 required

Components

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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