# XAUUSD-backtest

**Repository Path**: wg722/xauusd-backtest

## Basic Information

- **Project Name**: XAUUSD-backtest
- **Description**: python实现的黄金量化统一回测器,实现效果与MT5平台回测一致,方便量化策略使用python优化后改为EA
- **Primary Language**: Unknown
- **License**: Not specified
- **Default Branch**: main
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2026-05-22
- **Last Updated**: 2026-05-22

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# XAUUSD Backtest

Standalone unified Python backtesting framework extracted from the GOLD research workspace.

## What is included

- `src/gold_backtest/`: reusable backtest engine, metrics, runtime preflight, metric provenance, MT5 parity helpers, and strategy implementations.
- `tests/`: synthetic/unit tests for the engine, strategies, parity adapters, and validation contracts.
- `research/run_short_term_replacement_baseline.py`: single-strategy research runner with metric scopes/provenance output.
- `research/run_multi_strategy_tooling_validation.py`: multi-strategy contract validation runner.
- `research/run_auction_reset_*`: current auction-reset cost/fragility research scripts.

Large market-data CSV files and generated evidence folders are intentionally excluded.

## Install

```powershell
python -m pip install -e .[dev]
```

## CLI quick start

Input CSV format is headerless M1/OHLCV rows:

```text
date,time,open,high,low,close,volume
```

Run the package CLI:

```powershell
xauusd-backtest run --data path/to/XAUUSD_M1.csv --strategy atr_expansion_followthrough --rows 10000
```

The legacy alias is also available:

```powershell
gold-backtest run --data path/to/XAUUSD_M1.csv --strategy atr_expansion_followthrough --rows 10000
```

## Research runners

Single strategy baseline:

```powershell
python research/run_short_term_replacement_baseline.py `
  --data path/to/XAUUSD_M1.csv `
  --strategy auction_reset_recenter_book `
  --params-path research/auction_reset_recenter_book_5y_params.json `
  --strategy-type smart_grid `
  --output research/output.json
```

Multi-strategy contract validation:

```powershell
python research/run_multi_strategy_tooling_validation.py --run --output-dir research/evidence/tooling_validation
```

## Validation

Core smoke tests:

```powershell
python -m pytest -q tests/test_backtest_framework.py tests/test_standards.py tests/test_runtime_preflight.py tests/test_execution_ledger_adapter.py tests/test_mt5_parity_adapter.py
```

Full tests can be run with:

```powershell
python -m pytest -q
```

## Notes

- This repository is a research-grade backtesting toolkit, not a production trading system.
- No live trading credentials, MT5 terminal state, or large proprietary tick datasets are included.
- MT5 parity helpers are included for deterministic validation workflows, but MT5 execution artifacts should remain external evidence.