Who it is forA quant learner whose simple backtests ignore A-share settlement rules and trading costs.
The problemBacktests that skip T+1, fees and slippage look far better than any real result.
The outcomeBacktests on the same data path as live strategy runs, with factor attribution and no future data leaking in.
What you need first
- Docker (one container, no external database)
- Optional: a TickFlow API key or another plugged in data source
- Optional: an OpenAI compatible LLM endpoint for strategy generation and the chat assistant
Steps
- Start the workbench as above
- Build or import a strategy in the strategy engine, or let the AI generate one
- Run a backtest with T+1, fees and slippage switched on
- Review factor attribution and the backtest views before changing parameters
Prompt for your agent
In shy3130/tick-stock-panel, create a strategy for <rule> on A-shares, backtest it over <period> with T+1, fees and slippage, and report return, drawdown and the factors that explain it.
Caveat. Factor mining results are searched out of sample and published explicitly, but past fits can still fail live. Not financial advice: paper trade first, and remember you can lose money.
Use this in your AI agent
Ask your agent
Using the Deduped MCP, get the setup steps for shy3130/tick-stock-panel and "Backtest A-share strategies with T+1, fees and slippage"
Add Deduped to Claude Code once
claude mcp add --transport http deduped https://dedupedai.com/mcp
Every Monday: the 5 hottest repos and exactly how to use them. Free, one email a week, unsubscribe anytime.
Get them freeShare: X LinkedIn Hacker News Email Copy link
Third-party repos we don't own. AI-written use cases can be wrong. Disclaimer