AI article
Algorithmic Trading: Debug Your Backtest Before Upgrading Your Model
Community description: Debug algorithmic trading backtests with Python: catch look-ahead bias, compare complex models fairly, and test execution costs and order failures.
Dev.to | Sep 17, 2026 | Don Johnson
Automated excerpt
Make time part of your data model A backtest simulates how a strategy would have behaved on historical data. Then give the more complex model the same information, evaluation dates, portfolio constraints, and cost assumptions. For evaluation, move forward through time.
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