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Backtrader-Bench: Benchmarking LLM Agents on Algorithmic Trading with Self-Generated MCQs

arXiv自然语言 2026-07-31 10:37 11 阅读 查看原文

Evaluating LLM coding agents in algorithmic trading is difficult because static benchmarks risk data contamination and numerical backtest outputs require ground truth from actual code execution.

Backtrader-Bench Framework

We present Backtrader-Bench, a framework with two complementary pipelines.

A deterministic multiple-choice question (MCQ) pipeline generates questions from backtest configurations across five trading strategies, 33 templates, and three difficulty tiers, with an independent checker that re-derives every answer.

A generator-solver filtering pipeline autonomously mines harder questions: a generator writes questions verified by executable code, converts them to MCQs, and discards any that a no-tool solver can answer without code execution.

Evaluation Results

We evaluate 11 models without tools (10 runs each) and four with-tools configurations on a 30-question curated set.

Tool-augmented agents reach 90.0% accuracy in a single pass (GPT-5.5 and Opus 4.7), outperforming the best no-tools baselines (73.0%, averaged over 10 runs) by 17 percentage points.

On 38 separately mined questions, no-tools accuracy drops further, with half the models falling to roughly random-chance level (25%)

Further Considerations

Beyond evaluation, the scalable MCQ infrastructure is designed to produce a training corpus for reinforcement learning, with the ultimate goal of building a specialized agent for quantitative trading workflows.