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CBT Framework

From trading idea to live bot in one conversation.
The AI-powered backtesting framework for Claude Code.

npm version License: MIT GitHub stars


Why CBT?

Most traders waste weeks writing boilerplate, debugging data pipelines, and manually tracking experiments. CBT Framework automates the boring parts so you can focus on what matters: your edge.

Without CBT With CBT
Write backtest engine from scratch /cbt:build generates it
Manually track experiments in spreadsheets /cbt:compare does it automatically
Guess at parameter optimization /cbt:optimize runs walk-forward analysis
Copy-paste code to go live /cbt:live deploys to 4 exchanges
Lose context between sessions /cbt:clear saves everything
Google library docs constantly MCP servers give Claude real-time docs + market data

Install in 30 Seconds

npx cbt-framework

That's it. This installs 21 commands, 4 AI agents, templates for 4 exchanges, and optionally sets up MCP servers for market data and macroeconomic research.

Requirements

The Full Workflow

/cbt:new my_strategy          Create strategy (pick YOLO mode + engine)
    |
/cbt:discover                  Define your edge through guided Q&A
    |
/cbt:research                  Validate with literature + GitHub code
    |
/cbt:eda                       Explore data with Seaborn visualizations
    |
/cbt:config + /cbt:plan        Configure params + create build plan
    |
/cbt:build                     Generate strategy code (follows the plan)
    |
/cbt:run                       Execute backtest
    |
/cbt:deep-analyze              Forensic analysis + statistical tests
/cbt:plot                      Signal visualization on candlestick charts
    |
/cbt:optimize                  Parameter optimization (sweep/grid/walk-forward)
    |
/cbt:iterate                   One-change-at-a-time improvement loop
    |
/cbt:report                    Auto-generated living report
    |
/cbt:live                      Deploy to Bybit, Binance, Kraken, Hyperliquid
/cbt:export                    Standalone package for sharing

Quick Start

# 1. Install
npx cbt-framework

# 2. Open Claude Code in your project folder
claude

# 3. Start building
/cbt:new btc_momentum
/cbt:discover
/cbt:research
/cbt:eda
/cbt:plan
/cbt:build
/cbt:run
/cbt:deep-analyze

Example Session

> /cbt:new btc_momentum
  Mode: YOLO | Engine: fast

> /cbt:discover
  Strategy defined. Type: momentum. Data: 5M rows.

> /cbt:eda
  12 Seaborn plots generated. Key finding: strong hourly seasonality.

> /cbt:build
  All steps complete. Baseline: Sharpe 1.45

> /cbt:deep-analyze
  Monte Carlo 95%: positive. Rolling Sharpe: stable.

> /cbt:optimize walkforward
  IS Sharpe: 1.8, OOS Sharpe: 1.5. Robust.

> /cbt:live setup
  Exchange: Bybit. Paper trading started.

All 21 Commands

Setup

Command What it does
/cbt:new <name> Create strategy (YOLO mode + engine choice)
/cbt:status Show state, mode, engine, progress
/cbt:help Show all commands
/cbt:update Update to latest version
/cbt:clear Save context + prepare for reset

Build

Command What it does
/cbt:discover Strategy Q&A + data scale + project type
/cbt:research Literature, implementations, risk analysis
/cbt:eda Exploratory data analysis with Seaborn plots
/cbt:config Configure backtest parameters
/cbt:plan Create step-by-step build plan
/cbt:build Generate code (plan-aware, engine-aware)

Run & Analyze

Command What it does
/cbt:run Execute backtest
/cbt:analyze Quick text-based analysis
/cbt:deep-analyze Forensic analysis with Seaborn + stats tests
/cbt:plot Signal/indicator/equity visualization
/cbt:compare Compare experiments side by side

Optimize & Report

Command What it does
/cbt:optimize Parameter sweep, grid search, walk-forward
/cbt:iterate Guided one-change-at-a-time loop
/cbt:observe Save observations and hypotheses
/cbt:report Auto-generated living project report

Deploy

Command What it does
/cbt:live Deploy to Bybit, Binance, Kraken, or Hyperliquid
/cbt:export Standalone package (zip, git, Docker)

Dual Engine

Choose your engine when creating a strategy:

pandas (default)

Standard pandas + numpy. Best for datasets under 1M rows. Simple and debuggable.

Fast Engine (Polars + NumPy + Numba)

For large datasets (1M+ rows):

  • Polars for data loading (lazy evaluation, zero-copy)
  • NumPy arrays for feature engineering
  • Numba @njit for compiled backtest loops
  • No pandas in the hot path
# Optional: install fast engine dependencies
pip install polars numba numpy

MCP Servers (Data Superpowers)

CBT Framework can set up 3 free MCP servers during installation to give Claude access to external data:

Server What it does API Key
Context7 Up-to-date library docs (pandas, ccxt, polars...) None needed
Alpha Vantage Stocks, forex, crypto + macro indicators (CPI, GDP, rates) Free key
FRED 840,000+ economic time series from the Federal Reserve Free key

This means Claude can pull real market data and macroeconomic indicators while building and analyzing your strategies.

Live Trading

Supported Exchanges

  • Bybit - USDT perpetuals, inverse, spot
  • Binance - Spot, USDT-M, COIN-M futures
  • Kraken - Spot, futures
  • Hyperliquid - Decentralized perpetuals

Safety Features

  • Paper trading mode by default
  • Kill switch with configurable drawdown threshold
  • Max position size limits
  • API rate limiting
  • Credentials in .env (never hardcoded)

Notifications

  • Discord (webhook)
  • Telegram (bot API)
  • SMS (Twilio)
  • Email (SMTP)

Project Structure

strategies/<name>/
├── Data/               # Datasets
├── IDEA.md             # Initial notes
├── DISCOVERY.md        # Strategy spec from /cbt:discover
├── RESEARCH.md         # Research findings
├── EDA.md              # Exploratory analysis
├── BUILD_PLAN.md       # Build steps from /cbt:plan
├── REPORT.md           # Living report
├── DEEP_ANALYSIS.md    # Forensic analysis
├── config.yaml         # Backtest config
├── src/                # Generated source code
├── strategy.py         # Main strategy
├── backtest.py         # Runner
├── experiments/        # All backtest runs
├── observations/       # Iteration notes
├── plots/              # Visualizations
│   ├── eda/            # EDA plots
│   └── deep_analyze/   # Analysis plots
├── trades/             # Trade logs
└── .cbt/
    ├── state.yaml      # Framework state
    └── handoff.md      # Session handoff

Best Practices

  1. Lookahead Prevention - Always .shift(1) your indicators
  2. One Change Per Iteration - Change only one thing at a time when optimizing
  3. Paper Trade First - Always validate before going live
  4. Use EDA - Let the data inform your strategy before building
  5. Kill Bad Ideas Fast - Define kill criteria upfront, abandon if met

Contributing

Contributions are welcome! Feel free to open issues or submit PRs.

License

MIT License - see LICENSE for details.


If CBT Framework helps your trading, give it a star!
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AI-powered backtesting framework for Claude Code - from idea to live trading in one workflow. 21 commands, 4 exchanges, macro data via MCP.

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