Frequently asked questions¶

Why test a new LLM on history it may have seen?¶

A knowledge cutoff is not an information barrier. TraderHarness removes absolute dates and company identities at agent-facing boundaries, reveals intraday bars progressively, and audits serialized artifacts. Famous events may still be inferred semantically, so serious work should disclose masks and include masked/unmasked controls when appropriate.

Does entity masking change market rules?¶

No. Real codes are shuffled within compatible A-share board groups. A pseudocode preserves the historical board’s price-limit behavior, while matching uses the internally resolved real symbol.

Is the full dataset synthetic?¶

No. Acceptance runs and public artifacts use historical full-market data. The no-key demo replays a real masked run rather than substituting generated prices.

Does compare use one shared portfolio?¶

No. Every compared agent has an isolated portfolio. A TradingAgents-style committee instead has read-only advisors, one executor, and one portfolio.

Can replay silently call a model provider?¶

No. Requests are fingerprinted. A mismatch or exhausted cassette fails closed.

Can I expose the console as a hosted service?¶

Not safely in its current form. Agent-authored Python can execute behind the local HTTP server. The sandbox protects backtest integrity, not a hostile multi-tenant deployment. Keep it on localhost.

Does a profitable backtest mean the strategy is deployable?¶

No. TraderHarness does not model market impact, and historical performance does not guarantee future returns. It is research infrastructure, not a broker or investment advisor.

Is traderharness demo paper trading?¶

No. demo replays a recorded masked historical run without network calls. Forward paper trading over streaming data is planned but does not exist today.