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Case Study: Building a Complete Backtest Pipeline Building a trading strategy is only half the battle. The other half is proving that it works reliably before you risk real money. In this case study, we will walk through a realistic scenario where we take a simple momentum strategy from a raw idea to a validated backtest. We will focus on the engineering side: how to structure the code, how to handle data, and how to interpret the results without fooling ourselves. Data Acquisition and Preprocessing The foundation of any backtest is clean data. If your input data is messy, your...