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backtest-audit

Use when asked to audit the backtest engine, portfolio construction, transaction costs, or A-share trading constraints.

Skill by thuwindy

IndexedMIT
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Works with Claude Code, Claude apps, Codex, Cursor, Gemini CLI, GitHub Copilot, VS Code, OpenCode, Goose, Windsurf. Read the repository before you give any tool access to your data.

npx agentmarket install skill/thuwindy-backtest-audit

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

Use when asked to audit the backtest engine, portfolio construction, transaction costs, or A-share trading constraints. Do not use for unrelated factor ideation tasks.

Use cases: security, finance

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What this skill can do and what it asks for, from its SKILL.md. Checked Oct 25, 2026.

Tools
No tools found
Secrets
None asked for
Install scripts
None found

Network hosts it talks to 1

  • codeload.github.com · found in install command

Files it touches

  • ~/.claude/skills/backtest-audit

What's inside

Skill name
backtest-audit
Description
Use when asked to audit the backtest engine, portfolio construction, transaction costs, or A-share trading constraints. Do not use for unrelated factor ideation tasks.
License
MIT
Instructions
15 lines in SKILL.md · view on GitHub

Files (1)

  • SKILL.md

SKILL.md (first lines)

1. Read `AGENTS.md` and `docs/architecture.md`.
2. Inspect for:
   - lookahead bias
   - label / signal misalignment
   - unrealistic execution assumptions
   - missing A-share constraints
   - missing transaction costs
3. Prefer high-confidence, minimal-risk fixes.
4. Add or update tests in `tests/`.
5. Run:
   - `python examples/run_mock_backtest.py`
   - `python -m unittest discover -s tests`
6. Write a short audit summary with risks that remain.

From thuwindy/a-share-quant-codex, MIT.

More from thuwindy/a-share-quant-codex

Signals

Stars
0
Forks
0
Open issues
0
Last commit (this folder)
Apr 30, 2026 (6 months ago)

From GitHub (fetched Oct 24, 2026).

Details

License
MIT
Repository
github.com/thuwindy/a-share-quant-codex
First seen
Oct 24, 2026
Last checked
Oct 24, 2026
Source
GitHubgithub-graphql

More from thuwindy

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backtest-audit skill. Agent Mart. https://agentmart.dev/skills/thuwindy-backtest-audit (last updated 2026-10-24)