feat: add backtest CLI for historical price simulation#12
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…nL analysis Add a new `backtest` binary that simulates trades at historical dates and computes forward PnL at +1/+2/+4/+7 days using Yahoo Finance and CoinGecko data. Supports spot and perp trades with persistent portfolio state, leverage settings, and SEC filing date filtering. No API keys or wallet required. Signed-off-by: Michael Yuan <michael@secondstate.io> Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Remove unused `close` field from JSON PerpBuy/PerpSell variants, fix print_literal warning, and suppress too_many_arguments for cmd_trade. Signed-off-by: Michael Yuan <michael@secondstate.io> Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The trade JSON output uses `.trade.type` not `.trade.tradeType`. Fixed in sell_spot.sh, perp_buy.sh, and perp_sell.sh. Signed-off-by: Michael Yuan <michael@secondstate.io> Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Signed-off-by: Michael Yuan <michael@secondstate.io> Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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Summary
backtestbinary for simulating trades at historical dates with forward PnL analysis (+1/+2/+4/+7 days)Changes
src/backtest.rs— Historical data providers (Yahoo Finance, CoinGecko), simulated portfolio engine, PnL computationsrc/bin/backtest.rs— CLI entry point with clap argument parsingsrc/commands/quote.rs— Madesymbol_aliases()andcoingecko_symbol_map()public for reusesrc/commands/report.rs— Made SEC filing types/functions public; addedbefore_datefilter toget_filings()src/lib.rs— RegisterbacktestmoduleCargo.toml— Addbacktestbinary targetREADME.md— Full documentation: quick guide, capability matrix, command reference, JSON mode examplestests/backtest/— E2E test scripts for all backtest commandsexamples/backtest/— Example strategy scripts (COVID crash hedge, FTX contagion, NVDA earnings, Ukraine oil shock)tests/helpers.sh— AddBACKTESTbinary to build/check helpersTest plan
cargo build --releasecompiles the newbacktestbinarybacktest --at 2025-01-15 quote BTCreturns historical BTC pricebacktest --at 2025-01-15 buy AAPL --amount 10shows forward PnL tablebacktest --at 2025-01-15 balanceshows portfolio statebacktest --at 2025-01-15 resetclears portfoliotests/backtest/e2e_backtest.shfor full E2E coverage🤖 Generated with Claude Code