backtest
Installation
SKILL.md
Create a catquant backtest script.
Arguments
Parse $ARGUMENTS as: strategy symbol interval
$0= strategy (ema-crossover, rsi, macd, kdj, boll). Default: ema-crossover$1= symbol (e.g., SH600000, SZ000001). Default: SH600000$2= interval (D, 5m, 1m). Default: D
If no arguments, ask the user.
Instructions
- Read catquant-expert for workflow, API, and strategy patterns
- Create script at
backtesting/{strategy_name}/{symbol}_{strategy}_backtest.py - The script must: load data, compute signals, run backtest, export JSON, render charts, print metrics
- Explain the backtest report in plain language