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

AI 服务暂时不可用,以下为来源摘要,待恢复后补全翻译:arXiv:2608.11232v1 Announce Type: new Abstract: 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. 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. 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%). 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.

来源arXiv Computational Linguistics作者: Ruoxi Zhao, Maziar Raissi

AI 服务暂时不可用,以下为来源正文,待恢复后补全翻译。

--> [Submitted on 31 Jul 2026] Title:Backtrader-Bench: Benchmarking LLM Agents on Algorithmic Trading with Self-Generated MCQs View a PDF of the paper titled Backtrader-Bench: Benchmarking LLM Agents on Algorithmic Trading with Self-Generated MCQs, by Ruoxi Zhao and 1 other authors View PDF HTML (experimental) Abstract: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. 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. 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%). 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. Comments: Accepted to the FinLLM Workshop at IJCAI 2026. Code and data: this https URL Subjects: Computation and Language (cs.CL); Artificial Intelligence (cs.AI) Cite as: arXiv:2608.11232 [cs.CL] (or arXiv:2608.11232v1 [cs.CL] for this version) https://doi.org/10.48550/arXiv.2608.11232 arXiv-issued DOI via DataCite Submission history From: Ruoxi Zhao [view email] [v1] Fri, 31 Jul 2026 02:37:57 UTC (167 KB) Full-text links: Access Paper: View a PDF of the paper titled Backtrader-Bench: Benchmarking LLM Agents on Algorithmic Trading with Self-Generated MCQs, by Ruoxi Zhao and 1 other authors View PDF HTML (experimental) TeX Source view license Current browse context: cs.CL new | recent | 2026-08 Change to browse by: cs cs.AI References & Citations NASA ADS Google Scholar Semantic Scholar Loading... Data provided by: Bibliographic Tools Bibliographic and Citation Tools Bibliographic Explorer Toggle Bibliographic Explorer (What is the Explorer?) Connected Papers Toggle Connected Papers (What is Connected Papers?) Litmaps Toggle Litmaps (What is Litmaps?) scite.ai Toggle scite Smart Citations (What are Smart Citations?) Code, Data, Media Code, Data and Media Associated with this Article alphaXiv Toggle alphaXiv (What is alphaXiv?) Links to Code Toggle CatalyzeX Code Finder for Papers (What is CatalyzeX?) DagsHub Toggle DagsHub (What is DagsHub?) GotitPub Toggle Gotit.pub (What is GotitPub?) Huggingface Toggle Hugging Face (What is Huggingface?) ScienceCast Toggle ScienceCast (What is ScienceCast?) Demos Demos Replicate Toggle Replicate (What is Replicate?) Spaces Toggle Hugging Face Spaces (What is Spaces?) Spaces Toggle TXYZ.AI (What is TXYZ.AI?) Related Papers Recommenders and Search Tools Link to Influence Flower Influence Flower (What are Influence Flowers?) Core recommender toggle CORE Recommender (What is CORE?) Author Venue Institution Topic About arXivLabs arXivLabs: experimental projects with community collaborators arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website. Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them. Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs. Which authors of this paper are endorsers? | Disable MathJax (What is MathJax?)