**Task ID: **TASK-20260205-001
**Started: **2026-02-05T22:45:00+08:00
**Status: **In Progress
Original Request
Create a Golang Project to allow backtesting BTC/USDT trading strategies. The trading logic should be pluggable (user writes their own). Use Binance API for data. For testing, use BTC/USDT 1d history within 3 years. The project should output performance metrics.
Sequence Log
SEQ-001 — Task Initiated
Timestamp: 2026-02-05T22:45:00+08:00
Action: Received task from David, beginning workflow
SEQ-002 — Questions Generated
Timestamp: 2026-02-05T22:46:00+08:00
Agent: Questioner | 8 clarifying questions generated
SEQ-003 — Answers Provided
Timestamp: 2026-02-05T22:49:00+08:00
David confirmed:
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- Output: CLI tables
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- Template: SMA crossover
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- Data caching: CSV
Questions 1-5 deferred to Thinker for research
SEQ-004 — Thinker Research (In Progress)
Timestamp: 2026-02-05T22:52:00+08:00
Agent: Thinker researching answers for Q1-5
SEQ-005 — Thinker Proposed Answers
Timestamp: 2026-02-05T22:55:00+08:00
Agent: Thinker | Research complete on Q1-5
Status: Awaiting David confirmation
Q1: Performance Metrics
- Tier 1 (default): Total Return, CAGR, Sharpe Ratio, Max Drawdown, Win Rate, Profit Factor
- Tier 2 (extended flag): Sortino Ratio, Calmar Ratio, Beta vs BTC, Average Trade Return
Q2: Strategy Interface
type Strategy interface {
Init(symbol string, broker Broker) error
Next(data Data) error
Name() string
}Q3: Order Types
- Market orders: Execute at next bar Open
- Limit/Stop: Check against bar High/Low range
- No partial fills for v1 (simpler, BTC/USDT daily is liquid)
Q4: Fees & Slippage
- Fee: 0.1% per trade (Binance VIP 0 spot fee)
- Slippage: 0.05% (realistic for BTC daily)
- Both configurable via CLI flags
Q5: Initial Capital & Sizing
- Default capital: $10,000 USDT
- Sizing: Strategy-controlled with optional helpers
- Helpers: FixedSize(), FixedPercentInvest(), FixedPercentRisk()
Next: Await David confirmation → Spawn Planner → Create execution plan