본문으로 건너뛰기
cccskills
무료GitHub에 공개

backtest-diagnose

Diagnose failed or abnormal backtests, which test trading strategies on historical data. Inspect result files, strategy code, and configuration to identify bugs, make targeted repairs, rerun tests, and verify the updated metrics.

한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.

원문원문 설명 보기

Diagnose failed or underperforming backtests, locate the root cause, and fix the issue

설치 방법 보기

이럴 때 유용합니다

  • Investigating backtest execution errors
  • Finding why a strategy produces no trades
  • Checking delayed trades or low capital usage
  • Verifying results after a bug fix

포함된 파일(1)

  • SKILL.md4.9 KB

SKILL.md(원문)

설치하기 전에 에이전트에게 전달되는 지시 내용을 확인할 수 있습니다.

Backtest Diagnosis

Overview

Use this skill when a user reports that a backtest failed, raised an error, or produced poor results.

Diagnostic Workflow

  1. Read existing artifacts: use read_file to inspect artifacts/metrics.csv, equity.csv, and trades.csv
  2. Read the code: use read_file to inspect code/signal_engine.py and config.json
  3. Classify the issue: determine the root cause using the error taxonomy below
  4. Apply the fix: use edit_file to modify the code, then rerun the backtest
  5. Verify the fix: use read_file to inspect the new metrics.csv

Error Taxonomy

Runtime Errors (exit_code != 0)

Error TypeCommon CauseFix
ImportErrorMissing dependencybash("pip install xxx")
KeyErrorDataFrame column-name mismatchCheck the actual column names in data_map
IndexErrorEmpty data or insufficient lengthAdd length checks
TypeErrorIncorrect signal typeEnsure the return value is pd.Series

Logic Bugs (Backtest Succeeds but Results Are Abnormal)

  1. Zero trades (trade_count=0): signal-logic bug. Conditions are too strict, so the signal stays at 0. Check whether entry and exit logic is reasonable, and inspect the signal series to confirm it is not all zeros.
  2. Late trades (first trade occurs more than 2 years after the backtest start): data-filtering bug. The lookback window may be too long, or the initial data segment may have been dropped. Shorten the window or check whether dropna is too aggressive.
  3. Capital utilization < 50% (mostly in cash): position-sizing bug. Signal triggers may be too sparse, or the position-sizing logic may be wrong.
  4. Open position at the end (a position still exists when the backtest ends): exit-timing bug. Forced liquidation may be missing, or exit logic does not cover the final segment.

Data Errors

SymptomRoot CauseFix
No data fetchedInvalid API token or code issueCheck config.json
Too little dataDate range too narrowExpand the date range

Data-Source Error Ignore List

If you encounter the following keywords, do not modify the code. The problem is on the data-provider side:

  • a provider-side "no data available" response
  • rate limit
  • API limit
  • daily limit
  • Information (common in Tushare API responses)

These issues require the user to check the API token, switch data sources, or wait for the quota to reset.

Hard-Gate Checklist

  1. artifacts/metrics.csv exists and is non-empty
  2. artifacts/equity.csv exists and is non-empty
  3. trade_count > 0 (0 trades means a signal bug)
  4. The equity series contains no NaN
  5. exit_code == 0

Evidence hookup

This Hard-Gate Checklist is also the evidence ingestion gate for Strategy Discovery: a run failing any gate produces no evidence rows — never partial rows — and is skipped with a stable machine-readable token (hard-gate:exit-nonzero, hard-gate:metrics-missing, hard-gate:zero-trades, hard-gate:equity-empty, hard-gate:equity-nan). Diagnose and fix the failing gate as usual, rerun the backtest, then repopulate the evidence cache with refresh_strategy_evidence (agent tool / MCP tool, or vibe-trading strategy-evidence refresh --manifest <path>) so the fixed run becomes queryable evidence. See the strategy-discovery skill for the manifest format and the full gate list.

Fixing Principles

  • Use edit_file to make precise code fixes instead of rewriting the entire file with write_file, unless the structure is fundamentally broken
  • Fix the bug only, do not change strategy logic unless the user explicitly asks
  • Fix one issue at a time, and rerun the backtest immediately after each fix
  • Limit yourself to at most 3 repair iterations

Post-Fix Validation Rules

After modifying signal_engine.py, you must confirm:

  1. AST syntax passes: bash("python -c \"import ast; ast.parse(open('code/signal_engine.py').read()); print('OK')\"")
  2. Contains class SignalEngine: the file must define class SignalEngine
  3. Contains def generate: the class must contain a def generate method
  4. Rerun the backtest: after the fix, rerun the backtest and verify the results

action_items Writing Rules

After diagnosis, output actionable improvement suggestions:

  • Format: "Change X from A to B" or "Add X logic in signal_engine.py"
  • Be specific about parameter values, filenames, and function names
  • Provide at least 2 items
  • Examples:
    • "Change RSI threshold from 30 to 25 in signal_engine.py line 42"
    • "Add signals = signals.fillna(0) after signal calculation to prevent NaN propagation"
    • "Add a volume filter: skip buy signals when volume is below the 20-day average"

리뷰

아직 리뷰가 없습니다. 사용해 본 소감을 남겨 주세요.

댓글

로그인 없이 쓸 수 있습니다. 사용 후기, 질문, 작동하지 않은 환경 등을 편하게 남겨 주세요.

아직 댓글이 없습니다. 첫 댓글을 남겨 보세요.

보내면 바로 공개됩니다. 이메일 주소나 전화번호 같은 개인 정보는 쓰지 마세요. URL은 2개까지입니다.

0 / 1,000자

이 양식은 reCAPTCHA로 보호되며 Google 개인정보처리방침 및 서비스 약관이 적용됩니다.

같은 저장소의 스킬

Compare a Chinese company's US depositary receipts, Hong Kong shares, and mainland shares after adjusting for exchange rates and share ratios. Analyze pricing gaps, valuation differences, and delisting risks to support research into its different listings.

한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.

  • Compare A-share and H-share pricing gaps
  • Measure ADR premiums against Hong Kong shares
  • Review US delisting risks and Hong Kong listing alternatives
HKUDS/Vibe-Trading3.6만2026년 10월 21일 업데이트

akshare

무료

Retrieve stock prices, futures quotes, exchange rates, and economic indicators with the free Python library AKShare. The skill explains market-specific functions, symbol formats, and data preparation for analysis and testing strategies against historical data.

한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.

  • Retrieve historical prices for Chinese, US, and Hong Kong stocks
  • Collect Chinese GDP and consumer price data
  • Check futures quotes and foreign exchange rates
HKUDS/Vibe-Trading3.6만2026년 10월 21일 업데이트

alpha-zoo

무료

Explore bundled libraries of investment factors, signals used to compare securities, and inspect individual formulas and metadata. Evaluate a factor or an entire library across a chosen universe and period, producing aggregate performance statistics and an HTML report.

한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.

  • Find bundled momentum or reversal factors
  • Inspect a named factor's formula and metadata
  • Compare a factor library across a chosen universe and period
HKUDS/Vibe-Trading3.6만2026년 10월 21일 업데이트

Assess whether a Chinese A-share company may receive ST or *ST risk warnings next financial year. Review financial forecasts, dividends, audit opinions, and regulatory penalties, then report risk severity separately from confidence in the prediction.

한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.

  • Reviewing a Chinese A-share company's future ST risk
  • Assessing escalation risk for an existing ST or *ST stock
  • Checking revenue, equity, and dividend warning signs
HKUDS/Vibe-Trading3.6만2026년 10월 21일 업데이트

Plan portfolio allocations across assets using risk, correlations, return forecasts, and trading costs. Compare five optimization methods, produce settings for config.json, and define rebalancing rules that adjust holdings back toward their target weights.

한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.

  • Comparing allocations across stocks, bonds, and gold
  • Choosing an optimizer based on return forecasts and correlations
  • Preparing portfolio settings for config.json
HKUDS/Vibe-Trading3.6만2026년 10월 21일 업데이트

Use investor psychology to examine trading signals and risk controls, especially in China A-shares. The skill provides sentiment measures, checklists for biased decisions, and frameworks for assessing momentum, which follows trends, and reversal strategies.

한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.

  • Reviewing market optimism and fear
  • Examining momentum and reversal strategies
  • Checking investment decisions for cognitive biases
HKUDS/Vibe-Trading3.6만2026년 10월 21일 업데이트

HKUDS의 스킬 모두 보기

이 스킬의 문제 신고