arXiv:2608.11232cs.CLcs.AI2026-08中稿 · IJCAI

用自生成的多选题评估大模型交易代码能力,工具增强后准确率达90%

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

论文配图:Backtrader-Bench: Benchmarking LLM Agents on Algorithmic Trading with Self-Generated MCQs
图 1 · 摘自论文原文
  • 设计双管道框架:自动生成可验证的多选题,确保答案唯一性
  • 无工具模型平均准确率73%,工具增强后达90%(单次通过)
  • 适合量化交易研究者与大模型评估开发者参考

评估大模型在算法交易中的编码能力面临挑战:静态基准易造成数据污染,数值回测结果需真实代码执行作为真值。我们提出Backtrader-Bench框架,包含两个互补流程。确定性多选题(MCQ)流程从五种交易策略、33种模板和三级难度生成问题,并由独立检查器重新推导每道题答案。生成-求解过滤流程自主挖掘更难问题:生成器编写问题,经可执行代码验证后转为MCQ,剔除无需代码即可解答的问题。我们在30道精选题上评估11个无工具模型(各10次运行)及4种工具配置。工具增强模型单次通过准确率达90.0%(GPT-5.5与Opus 4.7),优于最佳无工具基线(73.0%,10次平均)17个百分点。在38道独立挖掘的难题上,无工具模型准确率进一步下降,半数模型仅约随机水平(25%)。该框架不仅用于评估,其可扩展的MCQ基础设施还可用于强化学习训练,目标是构建专用量化交易代理。

原文摘要 · Abstract (English)

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.

大模型评估量化交易自动评测工具增强

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。