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GitHub Actions: automated backtest report on PR #40

@naimkatiman

Description

@naimkatiman

Description

Add a GitHub Actions workflow that runs the backtester on every PR and posts a summary comment with win rate, PnL, and Sharpe ratio.

Why

This is a great showcase of CI/CD + quant finance in open source. It ensures signal engine changes don't degrade performance and gives contributors instant feedback.

Acceptance Criteria

  • New workflow: .github/workflows/backtest.yml
  • Runs backtest on PRs that touch packages/core/
  • Posts a PR comment with: win rate %, total PnL, Sharpe ratio, max drawdown
  • Compares against baseline (stored in docs/baseline-backtest.json)
  • Fails if win rate drops below 50%

Tech Notes

  • Backtester exists at packages/core/src/backtest/
  • Use actions/github-script to post PR comments
  • Keep runtime under 2 minutes (use 30-day window)

Getting Started

git clone https://github.com/naimkatiman/tradeclaw.git
cd tradeclaw && npm install && npm run dev

Difficulty: Medium | Area: CI/CD (GitHub Actions)

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