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wshobson avatar

Backtesting Frameworks

wshobson/agents
14k installs38.9k stars
Summary

This framework builds event-driven and vectorized backtesting engines that handle the messy realities of strategy validation. It implements proper order execution with slippage and commission models, maintains point-in-time data integrity to prevent look-ahead bias, and includes survivorship bias checks by tracking delisted securities. The walk-forward analysis component automatically splits your data into training, validation, and test sets to catch overfitting before you deploy capital. You get equity curves, drawdown analysis, and trade-level attribution out of the box. Essential when you need to move beyond toy backtests and build something that actually reflects real trading conditions.

Install to Claude Code

npx -y skills add wshobson/agents --skill backtesting-frameworks --agent claude-code

Installs into .claude/skills of the current project.

CodeRabbit
CodeRabbit
AI writes the code. CodeRabbit catches the slop.
Try For Free →
ego lite browserego lite browser
ego lite browser
Fastest browser for AI agents to run web automation tasks, always free.
Download Free life-time →
Give your AI the whole web as clean markdownGive your AI the whole web as clean markdown
Give your AI the whole web as clean markdown
Integrate web data into your AI product. One API to scrape website & brand data.
Get API Key Now →
belt - the only tool your agent needs
belt - the only tool your agent needs
belt cli automatically finds the best tools and skills for your agent. image, video, music, tts...
one prompt install →
AppSignal
AppSignal
Monitor with ease. Code with confidence.
Start Free Trial →
Agent, connect blockchain
Agent, connect blockchain
Connect your Claude agent to live crypto prices and trading routes via 1inch
Get the MCP →
inference shell
inference shell
create and run specialised agents in minutes
build now →
CodeHealth MCP ServerCodeHealth MCP Server
CodeHealth MCP Server
Protect your code quality, stop the AI slop.
Try For Free →
CodeRabbit
CodeRabbit
AI writes the code. CodeRabbit catches the slop.
Try For Free →
ego lite browserego lite browser
ego lite browser
Fastest browser for AI agents to run web automation tasks, always free.
Download Free life-time →
Give your AI the whole web as clean markdownGive your AI the whole web as clean markdown
Give your AI the whole web as clean markdown
Integrate web data into your AI product. One API to scrape website & brand data.
Get API Key Now →
belt - the only tool your agent needs
belt - the only tool your agent needs
belt cli automatically finds the best tools and skills for your agent. image, video, music, tts...
one prompt install →
AppSignal
AppSignal
Monitor with ease. Code with confidence.
Start Free Trial →
Agent, connect blockchain
Agent, connect blockchain
Connect your Claude agent to live crypto prices and trading routes via 1inch
Get the MCP →
inference shell
inference shell
create and run specialised agents in minutes
build now →
CodeHealth MCP ServerCodeHealth MCP Server
CodeHealth MCP Server
Protect your code quality, stop the AI slop.
Try For Free →
Files
SKILL.md

Select a file.

Featured
CodeRabbit
CodeRabbit
AI writes the code. CodeRabbit catches the slop.
Try For Free →
ego lite browserego lite browser
ego lite browser
Fastest browser for AI agents to run web automation tasks, always free.
Download Free life-time →
Give your AI the whole web as clean markdownGive your AI the whole web as clean markdown
Give your AI the whole web as clean markdown
Integrate web data into your AI product. One API to scrape website & brand data.
Get API Key Now →
belt - the only tool your agent needs
belt - the only tool your agent needs
belt cli automatically finds the best tools and skills for your agent. image, video, music, tts...
one prompt install →
AppSignal
AppSignal
Monitor with ease. Code with confidence.
Start Free Trial →
Agent, connect blockchain
Agent, connect blockchain
Connect your Claude agent to live crypto prices and trading routes via 1inch
Get the MCP →
inference shell
inference shell
create and run specialised agents in minutes
build now →
CodeHealth MCP ServerCodeHealth MCP Server
CodeHealth MCP Server
Protect your code quality, stop the AI slop.
Try For Free →
Categories
DevOps & CI/CDCloud & InfrastructureFinance & Trading
View on GitHub

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