Backtest Engine

This skill is the programmatic engine for running quantitative trading strategy backtests. It takes a machine-readable strategy definition (e.g., from the einstein-research-edge skill) and executes it against historical data, producing detailed performance metrics.

When to Use This Skill

• User wants to run a backtest on a specific strategy.
• User has a strategy.yaml file from the edge-generator skill.
• User wants to generate performance metrics for a trading idea.
• Triggers: "run a backtest," "test this strategy," "generate performance metrics."

This skill is for execution. For guidance on how to design a robust backtest, see the einstein-research-backtest methodology skill.

Workflow

Step 1: Provide Strategy Definition

The backtest engine requires a strategy.yaml file that defines the rules of the strategy.