Workbench Backtest

Warning

This page is a read-only mirror of /Users/srvo/dev/workbench/backtest/docs/index.md. Update the canonical file and rerun python scripts/sync_mirrors.py.

1 Backtest Documentation Hub

This directory centralizes the reference material for the backtest framework.
Key entry points:

  • guide/architecture.md – high-level systems overview, data flow, and component relationships.
  • guide/cli_usage.md – detailed command examples for python -m backtest.
  • guide/configuration.md – shared configuration patterns for local and rawls environments.
  • guide/streaming_results.md – how to enable and monitor incremental results pipelines.
  • reference/api.md – Workbench API endpoints that integrate with the backtest runtime.
  • reference/implementation_notes.md – operational notes (vectorbt.pro usage, portfolio rebalance guidance).
  • reports/ – curated historical audits and test summaries.
  • ../README.md – quick start and feature summary for the repository as a whole.

1.1 Future Work

The following initiatives are queued for the next iteration:

  1. Strategy Subcommands: Promote dedicated Typer commands (e.g. strategies run) with first-class options for strategy/exclusion selection instead of raw passthrough arguments.
  2. Results Management: Add CLI helpers for summarizing or exporting results warehouse data (e.g. python -m backtest results summary).
  3. VectorBT Pro Validation: Add a smoke test or environment check that confirms python -m backtest setup vectorbtpro completed successfully (e.g., verify import vectorbtpro).
  4. Documentation Sync: Migrate remaining docs in archive/ into the active documentation set once they are reconciled with the current architecture.
  5. Unified Workbench CLI Integration: After other repos expose consistent entry points, add top-level commands (workbench backtest ...) to orchestrate cross-repo workflows.

Contributions or updates should land here so the compliance manual and future automation have a single source of truth.