Backtest

Backtest is the shared portfolio execution and construction boundary. Strategy domains should produce date x symbol weights; this skill turns those weights into executed weights, returns, costs, diagnostics, and report-ready metrics.

Public API

from skills.backtest import VectorBacktester, annual_return_metrics
from skills.backtest.weighting import WEIGHT_METHODS, risk_parity
from skills.backtest.filters import apply_portfolio_filters
from skills.backtest.cost_model import cost_bp_for_trigger_time
from skills.backtest.exit_analysis import evaluate_exit_factor
from skills.backtest.overlay_metrics import overlay_alpha

Components