Backtest Doctor

An offline, zero-runtime-dependency integrity check for exported backtests. Validate timestamped OHLCV data, declared signal-to-fill timing, and how aggregate trade returns change under transaction costs. Produce deterministic, minimal JSON and self-contained HTML reports without including raw trades or filenames.

This tool checks the evidence you supply. It does not inspect or execute strategy source code; it cannot prove a strategy is free of look-ahead bias, overfitting, survivorship bias, or execution risk. PASS means only that the implemented checks found no violations in the supplied fields.

Install

Requires Python 3.10+. The independently verified public package is currently a prerelease, not a stable release. Install the verified version explicitly:

python -m pip install --pre "backtest-doctor==0.4.0rc4"
python -m backtest_doctor --version

Alternatively, install from the audited GitHub Release or from this source checkout:

python -m pip install .
python -m backtest_doctor --help

PyPI project · Distribution guidance.

30-second synthetic demo

# Run from the repository root; ALL sample files are synthetic.
python -m backtest_doctor bundle \
  --ohlcv-file examples/ohlcv_good.csv \
  --ledger-file examples/ledger_bad.csv \
  --stability-file examples/stability_demo.csv \
  --html doctor-report.html --fail-on-warn

The intentionally bad ledger produces FAIL and exits 1; this is expected, not an installation failure. Try examples/ledger_good.csv instead to see a clean causal timing check. Stability may still return WARN for small samples. The command exits 0 for PASS, 1 for FAIL (and WARN with --fail-on-warn), and 2 for rejected input. For an HTML report opened locally, use a new filename; the CLI will not overwrite an existing file.

For a complete cross-platform, beginner-friendly walkthrough, follow the synthetic quickstart. For the manual, secretless PyPI publishing process, see the distribution guide.

For CI integration in other repositories, see the experimental GitHub Action.

Verified public-only three-framework format guide, synthetic showcase, Android Termux guide, and changelog.

Add --explain to any audit command for fixed, data-free diagnostic explanations and investigation suggestions. Explanations are opt-in, preserving the default JSON format. See the finding guide.

NEW: experimental framework-export CSV adapters: inspect settled trade summaries from backtesting.py, vectorbt, or a manually prepared Freqtrade CSV subset (not native Freqtrade ZIP/JSON):

python -m backtest_doctor import-trades examples/backtesting_py_synthetic.csv --framework backtesting-py
python -m backtest_doctor import-trades examples/vectorbt_synthetic.csv --framework vectorbt
python -m backtest_doctor import-trades examples/freqtrade_csv_synthetic.csv --framework freqtrade-csv

These checks cannot verify causal signal timing, and they do not double-count framework-reported costs by default. See framework CSV contracts, known limits and privacy model.

For synthetic examples of alternate CSV column names (without copying any private exports), see declarative column mapping.

Checks

Single-mode invocation:

python -m backtest_doctor ohlcv examples/ohlcv_good.csv --interval-seconds 60
python -m backtest_doctor ledger examples/ledger_bad.csv
python -m backtest_doctor stability examples/stability_demo.csv

Profit factor is undefined (reported as null) if no negative trades exist. All stability returns are fractions: 0.01 means 1%. Compounded returns and drawdown are explicitly proxies, not portfolio NAV or account-level PnL. Overlapping trades, leverage, funding, slippage, execution limits and corporate actions are not reconstructed. Costs are specified in basis points per trade (default 0, 8, 20 bps).

Privacy model

No networking, telemetry, trade execution, or strategy source evaluation. Reads local regular CSV files only (up to 10 MiB, 100,000 rows) and emits aggregate metrics and coded findings only. It is intentionally not a security sandbox: do not use it to evaluate untrusted adversarial filesystem access, and inspect reports before sharing. See SECURITY.md.

This repo uses synthetic fixtures only. It has no live trading records, private quantitative research databases, exchange API keys, real account IDs, strategy-specific parameters, server credentials, or licensed market datasets. Only explicitly allowlisted code, docs, tests, and synthetic fixtures are bundled by the build process.

Contribute and reproducibility

python -m unittest discover -s tests -v
python -m pip wheel . --no-deps -w dist

See CONTRIBUTING.md, docs/LIMITATIONS.md, and docs/RELEASE_CHECKLIST.md. MIT-licensed. No claim of investment performance or financial advice.