backtesting
OfficialBuild and validate backtest engines
AuthorSavigeSystemZ
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Design, implement, or refactor backtest engines and evaluation flows for Candle Compass, enabling changes to vectorized or walk-forward logic, cost/slippage modeling, and equity/position accounting with clear performance metric reporting.
Core Features & Use Cases
- Design and validate backtest engines and evaluation flows
- Validate cost/slippage modeling and equity accounting
- Generate and report performance metrics such as Sharpe, drawdown, and CAGR
Quick Start
Run the backtest workflow using the vectorized or walk-forward engine and verify results against expected metrics.
Dependency Matrix
Required Modules
None requiredComponents
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: backtesting Download link: https://github.com/SavigeSystemZ/LuxeLogic/archive/main.zip#backtesting Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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