GitHubandClaude Opus 4.8 5f14c44791 docs: add backtest engine implementation plan ...

10 tasks, TDD approach, covering:
- Core data types (Signal/Trade/Position/BacktestResult)
- Strategy base class with DataProxy and crossover
- OrderSimulator (5 execution modes + reject policy)
- PortfolioTracker (equity curve + drawdown)
- PerformanceAnalyzer (18 metrics)
- BacktestEngine (vectorized execution pipeline)
- DSL skeleton (P1)
- CLI integration with auto data fetch

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

2026-06-09 16:25:11 +08:00

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2026-06-09-backtest-engine.md

docs: add backtest engine implementation plan

2026-06-09 16:25:11 +08:00