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백테스팅 프레임워크

룩어헤드 바이어스, 생존 편향, 거래 비용을 적절히 처리하여 트레이딩 전략을 위한 강건한 백테스팅 시스템을 구축합니다. 트레이딩 알고리즘 개발, 전략 검증, 백테스팅 인프라 구축 시 사용하세요.

백테스팅 프레임워크란 무엇인가요?

이 스킬은 트레이딩 전략의 백테스팅 시스템을 구축할 때 발생할 수 있는 주요 편향(룩어헤드 바이어스, 생존 편향)과 거래 비용을 올바르게 처리하는 방법을 제공합니다. 트레이딩 알고리즘 개발자나 퀀트 분석가가 전략의 실제 성과를 평가하고 검증하는 데 필수적입니다. 주요 기능으로는 과거 데이터 기반 시뮬레이션, 리스크 분석, 성과 메트릭 계산(샤프 비율, 최대 낙폭 등)이 포함됩니다. 다양한 백테스팅 엔진(Backtrader, Zipline, VectorBT 등)과 호환되며, 코드 예제와 함께 모범 사례를 제시합니다. 이 스킬을 사용하면 편향 없는 백테스팅 환경을 구축하여 전략의 신뢰성을 높일 수 있습니다.

지원 대상~Claude Code~Codex CLI~Cursor
npx skills add https://github.com/wshobson/agents/tree/main/skills/backtesting-frameworks

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즐겨 사용하는 AI에게 물어보기

이 에이전트 스킬이 미리 로드된 새 채팅을 엽니다.

문서

백테스팅 프레임워크은(는) 무엇을 하나요?

룩어헤드 바이어스, 생존 편향, 거래 비용을 적절히 처리하여 트레이딩 전략을 위한 강건한 백테스팅 시스템을 구축합니다. 트레이딩 알고리즘 개발, 전략 검증, 백테스팅 인프라 구축 시 사용하세요.

Individual skills in this repo

This repo contains 20 individual skills — each has its own dedicated page.

wshobson/accessibility-compliance

Implement WCAG 2.2 compliant interfaces with mobile accessibility, inclusive design patterns, and assistive technology support. Use when auditing accessibility, implementing ARIA patterns, building for screen readers, or ensuring inclusive user experiences.

wshobson/airflow-dag-patterns

Build production Apache Airflow DAGs with best practices for operators, sensors, testing, and deployment. Use when creating data pipelines, orchestrating workflows, or scheduling batch jobs.

wshobson/angular-migration

Migrate from AngularJS to Angular using hybrid mode, incremental component rewriting, and dependency injection updates. Use when upgrading AngularJS applications, planning framework migrations, or modernizing legacy Angular code.

wshobson/anti-reversing-techniques

Understand anti-reversing, obfuscation, and protection techniques encountered during software analysis. Use this skill when analyzing malware evasion techniques, when implementing anti-debugging protections for CTF challenges, when reverse engineering packed binaries, or when building security research tools that need to detect virtualized environments.

wshobson/api-design-principles

Master REST and GraphQL API design principles to build intuitive, scalable, and maintainable APIs that delight developers. Use when designing new APIs, reviewing API specifications, or establishing API design standards.

wshobson/architecture-decision-records

Write and maintain Architecture Decision Records (ADRs) following best practices for technical decision documentation. Use when documenting significant technical decisions, reviewing past architectural choices, or establishing decision processes.

wshobson/architecture-patterns

Implement proven backend architecture patterns including Clean Architecture, Hexagonal Architecture, and Domain-Driven Design. Use this skill when designing clean architecture for a new microservice, when refactoring a monolith to use bounded contexts, when implementing hexagonal or onion architecture patterns, or when debugging dependency cycles between application layers.

wshobson/async-python-patterns

Master Python asyncio, concurrent programming, and async/await patterns for high-performance applications. Use when building async APIs, concurrent systems, or I/O-bound applications requiring non-blocking operations.

wshobson/attack-tree-construction

Build comprehensive attack trees to visualize threat paths. Use when mapping attack scenarios, identifying defense gaps, or communicating security risks to stakeholders.

wshobson/auth-implementation-patterns

Master authentication and authorization patterns including JWT, OAuth2, session management, and RBAC to build secure, scalable access control systems. Use when implementing auth systems, securing APIs, or debugging security issues.

wshobson/avoid-ai-writing

Audit and rewrite prose so it stops reading as machine-generated. Use this skill when asked to remove AI-isms, clean up AI writing, edit a draft for AI tells, audit a README, changelog, release note, PR description, or blog post for machine-sounding prose, or make text sound less like AI. Supports a detect-only mode, a rewrite mode, and an edit-in-place mode, with optional voice and context profiles.

wshobson/bash-defensive-patterns

Master defensive Bash programming techniques for production-grade scripts. Use when writing robust shell scripts, CI/CD pipelines, or system utilities requiring fault tolerance and safety.

wshobson/bats-testing-patterns

Master Bash Automated Testing System (Bats) for comprehensive shell script testing. Use when writing tests for shell scripts, CI/CD pipelines, or requiring test-driven development of shell utilities.

wshobson/bazel-build-optimization

Optimize Bazel builds for large-scale monorepos. Use when configuring Bazel, implementing remote execution, or optimizing build performance for enterprise codebases.

wshobson/before-you-build

Pre-build product and feature risk review for founders, product managers, and AI-assisted builders. Use this skill when the user is about to build a landing page, MVP, SaaS product, internal tool, agent workflow, or major feature and needs to check demand, positioning, monetization, retention, trust, distribution, and adoption risk before implementation starts.

wshobson/billing-automation

Build automated billing systems for recurring payments, invoicing, subscription lifecycle, and dunning management. Use when implementing subscription billing, automating invoicing, or managing recurring payment systems.

wshobson/binary-analysis-patterns

Master binary analysis patterns including disassembly, decompilation, control flow analysis, and code pattern recognition. Use when analyzing executables, understanding compiled code, or performing static analysis on binaries.

wshobson/block-no-verify-hook

Configure a PreToolUse hook to prevent AI agents from skipping git pre-commit hooks with --no-verify and other bypass flags. Use when setting up Claude Code projects that enforce commit quality gates.

wshobson/brand-landingpage

Brand-first landing page designer — runs a brand-identity interview (colors, typography, shape language), then generates and iterates on a polished landing page via Stitch with deployment-ready HTML. Use when the user asks to create, design, or build a landing page, homepage, or marketing page and has no established visual direction. Skip when they have a design mockup, need a dashboard or app UI, are working at component level, building a multi-page app, or restyling with known design tokens — use frontend-design instead.

wshobson/changelog-automation

Automate changelog generation from commits, PRs, and releases following Keep a Changelog format. Use when setting up release workflows, generating release notes, or standardizing commit conventions.

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