Initial project setup with Python version 3.12, main script for backtesting trading strategies, and configuration files for project management. Added necessary dependencies and documentation structure.

.cursor/rules/context-management.mdc

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+---
+description: Context management for maintaining codebase awareness and preventing context drift
+globs: 
+alwaysApply: false
+---
+
+# Rule: Context Management
+
+## Goal
+Maintain comprehensive project context to prevent context drift and ensure AI-generated code integrates seamlessly with existing codebase patterns and architecture.
+
+## Context Documentation Requirements
+
+### PRD.md file documentation
+1. **Project Overview**
+   - Business objectives and goals
+   - Target users and use cases
+   - Key success metrics
+
+### CONTEXT.md File Structure
+Every project must maintain a `CONTEXT.md` file in the root directory with:
+
+1. **Architecture Overview**
+   - High-level system architecture
+   - Key design patterns used
+   - Database schema overview
+   - API structure and conventions
+
+2. **Technology Stack**
+   - Programming languages and versions
+   - Frameworks and libraries
+   - Database systems
+   - Development and deployment tools
+
+3. **Coding Conventions**
+   - Naming conventions
+   - File organization patterns
+   - Code structure preferences
+   - Import/export patterns
+
+4. **Current Implementation Status**
+   - Completed features
+   - Work in progress
+   - Known technical debt
+   - Planned improvements
+
+## Context Maintenance Protocol
+
+### Before Every Coding Session
+1. **Review CONTEXT.md and PRD.md** to understand current project state
+2. **Scan recent changes** in git history to understand latest patterns
+3. **Identify existing patterns** for similar functionality before implementing new features
+4. **Ask for clarification** if existing patterns are unclear or conflicting
+
+### During Development
+1. **Reference existing code** when explaining implementation approaches
+2. **Maintain consistency** with established patterns and conventions
+3. **Update CONTEXT.md** when making architectural decisions
+4. **Document deviations** from established patterns with reasoning
+
+### Context Preservation Strategies
+- **Incremental development**: Build on existing patterns rather than creating new ones
+- **Pattern consistency**: Use established data structures and function signatures
+- **Integration awareness**: Consider how new code affects existing functionality
+- **Dependency management**: Understand existing dependencies before adding new ones
+
+## Context Prompting Best Practices
+
+### Effective Context Sharing
+- Include relevant sections of CONTEXT.md in prompts for complex tasks
+- Reference specific existing files when asking for similar functionality
+- Provide examples of existing patterns when requesting new implementations
+- Share recent git commit messages to understand latest changes
+
+### Context Window Optimization
+- Prioritize most relevant context for current task
+- Use @filename references to include specific files
+- Break large contexts into focused, task-specific chunks
+- Update context references as project evolves
+
+## Red Flags - Context Loss Indicators
+- AI suggests patterns that conflict with existing code
+- New implementations ignore established conventions
+- Proposed solutions don't integrate with existing architecture
+- Code suggestions require significant refactoring of existing functionality
+
+## Recovery Protocol
+When context loss is detected:
+1. **Stop development** and review CONTEXT.md
+2. **Analyze existing codebase** for established patterns
+3. **Update context documentation** with missing information
+4. **Restart task** with proper context provided
+5. **Test integration** with existing code before proceeding