ite-workflows/workflows/backtest-strategy/CLAUDE.md

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.