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v0.1.6

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@juntao juntao released this 15 Mar 10:11
· 3 commits to main since this release

What's New

Backtest CLI

  • New backtest binary for historical price simulation with forward PnL analysis (+1/+2/+4/+7 days)
  • Supports spot and perp trades with persistent portfolio state and leverage settings
  • Auto-pricing from historical close prices (Yahoo Finance + CoinGecko fallback)
  • SEC filing date filtering for fundamental analysis
  • No API keys or wallet configuration required

Skills & Agent Integration

  • Added backtest to skills/SKILL.md — capabilities matrix, JSON command reference, and Workflow 7: Backtesting a Trading Strategy
  • Added backtest to skills/bootstrap.sh and skills/install.md binary lists

Examples

  • Converted 4 backtest example scripts from shell to Python (stdlib only)
  • Added examples/backtest/README.md with scenario descriptions and custom backtest guide
  • Example scenarios: COVID crash hedge, FTX crypto contagion, NVDA earnings alpha, Ukraine oil shock

Documentation

  • Added CLAUDE.md — project guide covering structure, building, testing, examples conventions, and PR/documentation requirements

What's Changed

  • feat: add backtest CLI for historical price simulation by @juntao in #12
  • docs: add CLAUDE.md project guide by @juntao in #14
  • feat: add backtest CLI to skills and convert examples to Python by @juntao in #13

Full Changelog: v0.1.5...v0.1.6