marketcalls/vectorbt-backtesting-skills

quick-stats

Quickly fetch data and print key backtest stats for a symbol with a default EMA crossover strategy.

Voir la source

Mode d’emploi

  1. Copiez la commande et examinez le paquet avant de l’installer dans votre environnement agent.
  2. Consultez le document original pour les outils, identifiants et environnements requis.
  3. Décrivez les entrées et le livrable souhaité ; comparez la sortie aux sources.
npx skills add https://github.com/marketcalls/vectorbt-backtesting-skills --skill quick-stats

Avant de commencer

  • L’installation n’inclut ni abonnement au modèle, ni quota API, ni accès aux fichiers.
  • Étoiles et installations reflètent l’activité, pas un test indépendant de qualité ou de sécurité.
Document Skill original

Rendu depuis le dépôt source en conservant titres, exemples, code, tableaux, liens et images.

Generate a quick inline backtest and print stats. Do NOT create a file - output code directly for the user to run or execute in a notebook.

Arguments

  • $0 = symbol (e.g., SBIN, RELIANCE). Default: SBIN
  • $1 = exchange. Default: NSE
  • $2 = interval. Default: D

Instructions

Generate a single code block the user can paste into a Jupyter cell or run as a script. The code must:

  1. Fetch data from OpenAlgo (or DuckDB if user provides a DB path, or yfinance as fallback)
  2. Use OpenAlgo ta for EMA 10/20 crossover by default (never VectorBT built-in); only use TA-Lib if the user explicitly says "talib"/"TA-Lib"
  3. Clean signals with ta.exrem() (always .fillna(False) before exrem)
  4. Use Indian delivery fees: fees=0.00111, fixed_fees=20
  5. Fetch NIFTY benchmark via OpenAlgo (symbol="NIFTY", exchange="NSE_INDEX")
  6. Print a compact results summary:
Symbol: SBIN | Exchange: NSE | Interval: D
Strategy: EMA 10/20 Crossover
Period: 2023-01-01 to 2026-02-27
Fees: Delivery Equity (0.111% + Rs 20/order)
-------------------------------------------
Total Return:    45.23%
Sharpe Ratio:    1.45
Sortino Ratio:   2.01
Max Drawdown:   -12.34%
Win Rate:        42.5%
Profit Factor:   1.67
Total Trades:    28
-------------------------------------------
Benchmark (NIFTY): 32.10%
Alpha:           +13.13%
  1. Explain key metrics in plain language for normal traders
  2. Show equity curve plot using Plotly (template="plotly_dark")

Example Usage

/quick-stats RELIANCE /quick-stats HDFCBANK NSE 1h

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