var - backtest related and spy runbook

workflows/backtest-strategy/CLAUDE.md

@@ -0,0 +1,32 @@
+# Backtest Strategy ICM Workspace
+
+This workspace orchestrates rules-based strategy backtesting for the operator's core
+styles (SPY 0DTE credit spreads, single-leg equity/options day trades) using TTG data
+servers as the only market-data source and a local pure-Python engine.
+
+The agent follows the numbered stages to freeze strategy rules, verify data depth,
+build the data cache, run the backtest, and produce an honest report.
+
+Folder structure:
+- CLAUDE.md (Layer 0): workspace identity
+- CONTEXT.md (Layer 1): workspace-level routing
+- stages/: numbered stage folders
+  - 00_clarify_strategy/: freeze rules into a spec (with operator)
+  - 01_verify_data/: enumerate contracts + verify historical depth
+  - 02_fetch_cache/: pull bars/quotes into the shared cache
+  - 03_run_backtest/: run the engine over cached data
+  - 04_report/: render findings with small-sample honesty
+- _config/: Layer 3 reference material (stable across runs)
+- shared/: data cache (SQLite) + engine scripts
+- Each stage's output/ holds Layer 4 working artifacts for handoff to next stage.
+
+## Hard rules (apply to every stage)
+- Market data comes ONLY from TTG data servers. Never scrape or substitute public sites.
+- Python is stdlib-only. NO package installs. The operator manages packaging with uv
+  (pyproject.toml in the workspace root has zero dependencies by design).
+- No look-ahead: a signal on bar N may only use bars <= N.
+- Every stage ends at a review gate. output/ is read (and optionally edited by the
+  operator) before the next stage runs.
+- Clear a stage's output/ before re-running it.
+- Backtest results are research, not trade plans. Any live trade still goes through
+  the normal cockpit path.