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Backtest Auditor

Automated red-team checks for trading backtests: lookahead lint, Deflated Sharpe, costs.

Connector by nothingbutalpha.app · Domain verified by the MCP Registry

IndexedApache-2.0Local (stdio)
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Install

Works with Claude Code, Codex, VS Code, Cursor, Windsurf, Claude Desktop. Read the repository before you give any tool access to your data.

npx agentmarket install connector/nothingbutalpha-app-backtest-auditor

Asks which of your tools to add it to (Claude Code, Codex, Cursor, VS Code, Windsurf, Gemini CLI, Claude Desktop) and shows the change first. See https://agentmart.dev/cli.

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About

Automated red-team checks for trading backtests: lookahead lint, Deflated Sharpe, costs. Local.

Use cases: code-review, data-analysis

Reviews

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Permissions

What this server can do and what it asks for, from its tool list, install config and code. Checked Oct 25, 2026.

Tools
6 read · 0 write · 0 deleteRead-only
Secrets
None asked for
Install scripts
None found
Runs as
Python package

Tools by what they do 6

Read from the source code; the running server may list different tools.

Read 6 · Look things up without changing anything.

  • audit_backtest
  • audit_returns
  • audit_trade_log
  • check_code
  • check_path
  • explain

Files it touches

  • Your home directory (~)
  • Any path the agent passes to its tools

Tools (6)

Read from the source code; the running server may differ. Descriptions are the server’s own words; hidden characters are shown as [U+…].

  • audit_backtestAudit a backtest end to end

    One call that runs every audit that applies: check_path on the code, audit_returns on the returns, audit_trade_log on the trades, all against the benchmark if given. Returns one combined verdict, the worst of the parts: No red flags found / Some red flags / Major red flags, with reasons per part. Without a benchmark, or with code only, the best verdict is 'Some red flags'. No red flags doesn't mean a strategy will make money; it means these checks didn't find the common errors. Data files must be local .csv, .json or .txt files (network and device paths are refused); error messages never quote…

  • audit_returnsAudit a strategy return series

    Statistical red-team of a backtest's return series: net vs gross at 0/5/10/20 bps and the break-even cost; Sharpe with Newey-West and Lo-style t-stats (autocorrelation-aware); the Deflated Sharpe Ratio (Bailey & Lopez de Prado 2014) for n_trials and the minimum track record length; stability by thirds and by year; share of PnL from the best 5% of days; max drawdown and duration; excess return, IR and beta against an optional benchmark. Ends with a plain-English verdict (No red flags found / Some red flags / Major red flags), the reasons, and a 0-100 audit score with its breakdown. No red flags…

  • audit_trade_logAudit a trade log

    Builds daily PnL, returns and turnover from a trade log (marked to market with your prices if given), then runs the full audit_returns review. Adds PnL concentration by ticker and heuristic survivorship hints (tickers traded before their symbol existed; no names ever leaving a multi-year universe). Heuristics are labeled as such.

  • check_codeLint strategy code for lookahead and bias

    Static review of Python/pandas strategy code for patterns that inflate backtests: negative shifts in features or signals, centered windows, backward fill, fitting before the time split, shuffled CV, signal and fill on the same bar, labels on the wrong bar, today's index constituents, yfinance caveats, intraday resample labels, global normalization, target leakage, full-sample parameter search and missing costs. Each finding has a rule id, severity (high/medium/possible/info), line, why it inflates results and a fix hint. Returns Markdown plus JSON with a 0-100 audit score, and `suggested_fixes…

  • check_pathLint strategy files on disk for lookahead and bias

    Read-only lint of Python strategy files on disk: the same rules as check_code, per file. Code is parsed with ast and never imported or run. Virtual environments, node_modules, .git and caches are skipped; folder symlinks are not followed; huge, binary, unreadable or undecodable files are skipped with a reason (a UTF-8 BOM is fine). Each finding has rule_id, severity, title, start_line/end_line, why_it_matters and a fix hint. For a few unambiguous patterns, `suggested_fixes` gives a minimal edit (file, line range, original and replacement text, rationale), already self-checked: applied in memor…

  • explainExplain a check

    What a check looks for, why the problem inflates backtest results, how to fix it, and references.

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    Signals

    Weekly downloads
    285
    Last release
    Oct 18, 2026 (10 days ago)
    Last package publish
    Oct 18, 2026 (10 days ago)

    From the package registry.

    Details

    Registry name
    app.nothingbutalpha/backtest-auditor
    Version
    0.7.0
    Auth
    No auth
    Packages
    pypi backtest-auditor
    License
    Apache-2.0
    Website
    nothingbutalpha.app/backtest-audit
    First seen
    Oct 24, 2026
    Last checked
    Oct 24, 2026
    Source
    Official MCP Registry
    Cite this page

    Backtest Auditor MCP server. Agent Mart. https://agentmart.dev/connectors/nothingbutalpha-app-backtest-auditor (last updated 2026-10-24)