Intelligence · Component · portfolio-backtest-replay
Explainable portfolio backtest and replay
What it does
Backtest and replay strategies over historical slices with portfolio construction, market target weights, turnover, hit ratios and universe-relative attribution.
Core pattern
Historical rule replay + outcome and attribution comparison
- Input
- Strategy and historical candidate universe
- Output
- Period results, selections, returns, attribution and explanations
Key parameters
| Name | Type | Default | Values |
|---|---|---|---|
| operation | string | backtest | backtest · replay · template_replay |
| strategy | object | — | — |
| start_date | string | — | — |
| end_date | string | — | — |
| rebalance_dates | array | [] | — |
Maturity and limits
Large replay service with selection/weight/attribution functions and backtest tests. Phase 2: source paths and implementation inspected statically; tests and external integrations were not executed. Maturity rates repository implementation, not a verified production deployment.
No project license found. External market/news data have licensing, rate-limit and availability constraints. Research only: no trading execution. Backtests can be biased and cross-asset semantics vary. Static inspection; tests not run.
1 sentence citing source paths or vendor names omitted for publication.
Used in pipelines
Industry tags
- FinanceSource-supported industry
For work involving research materials and financial service operations, use historical rule replay followed by outcome and attribution comparison.
- EnergyTransferable use
For energy purchasing budgets and historical price scenarios, use historical rule replay followed by outcome and attribution comparison.
Skills pack
Contract scaffold and deterministic mock
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