What's New
Backtest CLI
- New
backtestbinary 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
backtesttoskills/SKILL.md— capabilities matrix, JSON command reference, and Workflow 7: Backtesting a Trading Strategy - Added
backtesttoskills/bootstrap.shandskills/install.mdbinary lists
Examples
- Converted 4 backtest example scripts from shell to Python (stdlib only)
- Added
examples/backtest/README.mdwith 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