--- name: trader-backtest-376a134a0000 description: Run a historical backtest using npx neural-trader with Rust/NAPI engine (8-19x faster) and walk-forward validation; Ed25519-sign the result for paper→live tamper evidence (ADR-126 Phase 4) allowed-tools: Bash Read mcp__claude-flow__memory_store mcp__claude-flow__memory_retrieve mcp__claude-flow__memory_search mcp__claude-flow__memory_delete mcp__claude-flow__neural_train mcp__claude-flow__agentdb_pattern-store argument-hint: " --symbol [--period 2020-2024]" --- Run a historical backtest using the `neural-trader` Rust/NAPI engine, then Ed25519-sign the result so the paper→live promotion gate has cryptographic tamper evidence (ADR-126 Phase 4 + CWE-347 pattern). Steps: 1. Ensure neural-trader is available: `npm ls neural-trader 2>/dev/null || npm install --ignore-scripts neural-trader` 2. Check for saved strategy config: `mcp__claude-flow__memory_retrieve({ key: "strategy-STRATEGY_NAME", namespace: "trading-strategies" })` If not found, list available: `mcp__claude-flow__memory_search({ query: "strategy", namespace: "trading-strategies", limit: 10 })` 3. Run backtest via neural-trader CLI: ```bash npx neural-trader --backtest --strategy --symbol --period --walk-forward ``` For multi-indicator strategies: ```bash npx neural-trader --backtest --strategy multi-indicator --position-sizing kelly --symbol SPY --period 2020-2024 ``` 4. Capture performance metrics from output: total return, annualized return, Sharpe ratio, Sortino ratio, max drawdown, win rate, profit factor, number of trades. 5. Dedup prior backtests for the same `(strategyId, paramsHash)` before storing the fresh one (ADR-125 lifecycle / ADR-126 Phase 2 — `keep-newest` semantics): - Search: `mcp__claude-flow__memory_search({ query: "backtest STRATEGY paramsHash:PARAMS_HASH", namespace: "trading-backtests", limit: 10 })` - For each hit whose key matches `backtest-STRATEGY-*` AND whose stored `paramsHash` equals the current run's hash, delete it: `mcp__claude-flow__memory_delete({ key: "OLD_KEY", namespace: "trading-backtests" })` - (Note: even without this proactive step, the `MemoryConsolidator.dedup('keep-newest')` background pass introduced in `@claude-flow/memory@3.0.0-alpha.18` runs every 6h and will eventually converge. Doing it inline keeps `memory_search` results deterministic immediately after a re-run.) 6. **Sign the artifact (ADR-126 Phase 4):** - Build the `SignedBacktestArtifact` body — `{ strategyId, paramsHash, dataRange: {from,to}, metrics, runsHash, generatedAt }` — where `paramsHash = sha256(canonical params JSON)`, `runsHash = sha256(canonical runs array JSON)`, and `generatedAt = new Date().toISOString()`. - Resolve the witness signing key. The skill reads the key path in this order; the FIRST that resolves wins: 1. `RUFLO_WITNESS_KEY_PATH` env var — points to a JSON file with `{ "privateKey": "" }`. 2. `verification/witness-key.json` (the ADR-103 default path, if present). - If the key resolves: call `signBacktestArtifact(body, privateKeyHex)` from `plugins/ruflo-neural-trader/src/signed-artifact.mjs`. The returned value is a `SignedBacktestArtifact` with `schema`, `witnessPublicKey: "ed25519:"`, and `witnessSignature: ""` populated. - If NEITHER path resolves: log a loud warning — `"[WARN] ruflo-neural-trader: no witness signing key found (RUFLO_WITNESS_KEY_PATH unset, verification/witness-key.json missing) — storing backtest artifact in UNSIGNED degraded mode. paper→live promotion will be refused by trader-cloud-backtest until a signed artifact replaces this one."` — and store the body unsigned. NEVER silently fall back. 7. **Store the (possibly signed) artifact** to the canonical `trading-backtests` namespace: `mcp__claude-flow__memory_store({ key: "backtest-STRATEGY-TIMESTAMP", value: JSON.stringify(signedArtifact), namespace: "trading-backtests" })` The stored value contains `witnessSignature` + `witnessPublicKey` when signed; downstream consumers (`trader-cloud-backtest`) MUST call `verifyBacktestArtifact(artifact, trustedPublicKey)` before promoting any artifact to live. 8. If Sharpe > 1.5, store as successful pattern: `mcp__claude-flow__agentdb_pattern-store({ pattern: "profitable-STRATEGY_TYPE", data: "PARAMS_AND_RESULTS" })` 9. Train SONA on the outcome: `mcp__claude-flow__neural_train({ patternType: "trading-strategy", epochs: 10 })` ### Key sourcing & key rotation (ADR-103) - The witness key is a 32-byte Ed25519 private key, stored as `{ "privateKey": "<64-hex-chars>" }` in a JSON file referenced by `RUFLO_WITNESS_KEY_PATH`. Keep it OUT of the repo. For local development, generate one once with `node -e "import('@noble/ed25519').then(async ed=>{const sk=crypto.getRandomValues(new Uint8Array(32));console.log(Buffer.from(sk).toString('hex'))})"` and write it to `~/.ruflo/witness-key.json`. - Production deployments pin the corresponding PUBLIC key in project config and supply it as `trustedPublicKey` to `verifyBacktestArtifact(...)` — never trust the `witnessPublicKey` field on the artifact itself (CWE-347 / #1922). - Key rotation: re-sign existing backtest entries with the new key OR explicitly mark pre-rotation artifacts as non-promotable. Same pattern as ADR-103. --- Source attribution: digitalcrest01 Original project: https://github.com/digitalcrest01/ruflow/blob/8f78f238e1775aedf7faa6026b5f20c9aa8cbd12/plugins/ruflo-neural-trader/skills/trader-backtest/SKILL.md License: MIT License information: https://opensource.org/license/mit Original upstream instructions; downloaded from Mega AI Hub. ## Upstream license notice MIT License Copyright (c) 2024-2026 ruvnet Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. # Mega AI Hub resource metadata Creator / publisher: digitalcrest01 Original project: https://github.com/digitalcrest01/ruflow/blob/8f78f238e1775aedf7faa6026b5f20c9aa8cbd12/plugins/ruflo-neural-trader/skills/trader-backtest/SKILL.md Attribution basis: Source repository record Fields of work: Data & Analytics, Development & Engineering, Finance & Accounting, Marketing, Product Management Roles: Data Analyst, Financial Analyst, Growth Marketer, ML / AI Engineer, Product Manager Specialties: API Tools: Neural Trader, Npx Country applicability: Country not specified Classification basis: Source catalog labels Instruction SHA-256: f59f07bcbae5095200241d5caaeff6d842371ccbfd92cba896d6f863bb200d4f