hindcast
v0.0.1
Published
Backtesting engine for prediction markets. Under active development.
Maintainers
Readme
hindcast
Backtesting engine for prediction markets. Under active development.
A hindcast is a forecast run against the past — you replay history through a model and measure how well it would have done. That is exactly what this package will do for prediction-market strategies: replay historical market data through your strategy and score it.
Status
⚠️ Pre-release. This is an early placeholder release published while the core engine is being built. The API below is a preview and will change. Pin exact versions if you install it today.
Current release only exposes package metadata:
const hindcast = require('hindcast');
console.log(hindcast());
// { name: 'hindcast', version: '0.0.1', status: 'pre-release', message: '...' }Planned features
- Event-driven backtesting loop for prediction-market strategies
- Historical order-book / price-feed replay
- Scoring: Brier score, log loss, calibration curves, PnL
- Fee, slippage and liquidity modelling
- TypeScript-first API
Install
npm install hindcastRequires Node.js >= 18.
License
Apache-2.0 © 0xNoiseTrader
