tradermonty/claude-trading-skills

edge-candidate-agent

Generate and prioritize US equity long-side edge research tickets from EOD observations, then export pipeline-ready candidate specs for trade-strategy-pipeline Phase I.

ソースを見る
リポジトリの原文

見出し、例、コード、表、リンク、参照画像を含む原文を表示しています。

Edge Candidate Agent

Overview

Convert daily market observations into reproducible research tickets and Phase I-compatible candidate specs. Prioritize signal quality and interface compatibility over aggressive strategy proliferation. This skill can run end-to-end standalone, but in the split workflow it primarily serves the final export/validation stage.

When to Use

  • Convert market observations, anomalies, or hypotheses into structured research tickets.
  • Run daily auto-detection to discover new edge candidates from EOD OHLCV and optional hints.
  • Export validated tickets as strategy.yaml + metadata.json for trade-strategy-pipeline Phase I.
  • Run preflight compatibility checks for edge-finder-candidate/v1 before pipeline execution.

Prerequisites

  • Python 3.9+ with PyYAML installed.
  • Access to the target trade-strategy-pipeline repository for schema/stage validation.
  • uv available when running pipeline-managed validation via --pipeline-root.

Output

  • strategies/<candidate_id>/strategy.yaml: Phase I-compatible strategy spec.
  • strategies/<candidate_id>/metadata.json: provenance metadata including interface version and ticket context.
  • Validation status from scripts/validate_candidate.py (pass/fail + reasons).
  • Daily detection artifacts:
  • daily_report.md
  • market_summary.json
  • anomalies.json
  • watchlist.csv
  • tickets/exportable/*.yaml
  • tickets/research_only/*.yaml

Position in Split Workflow

Recommended split workflow:

  1. skills/edge-hint-extractor: observations/news -> hints.yaml
  2. skills/edge-concept-synthesizer: tickets/hints -> edge_concepts.yaml
  3. skills/edge-strategy-designer: concepts -> strategy_drafts + exportable ticket YAML
  4. skills/edge-candidate-agent (this skill): export + validate for pipeline handoff

Workflow

  1. Run auto-detection from EOD OHLCV:
  • skills/edge-candidate-agent/scripts/auto_detect_candidates.py
  • Optional: --hints for human ideation input
  • Optional: --llm-ideas-cmd for external LLM ideation loop
  1. Load the contract and mapping references:
  • references/pipeline_if_v1.md
  • references/signal_mapping.md
  • references/research_ticket_schema.md
  • references/ideation_loop.md
  1. Build or update a research ticket using references/research_ticket_schema.md.
  2. Export candidate artifacts with skills/edge-candidate-agent/scripts/export_candidate.py.
  3. Validate interface and Phase I constraints with skills/edge-candidate-agent/scripts/validate_candidate.py.
  4. Hand off candidate directory to trade-strategy-pipeline and run dry-run first.

Quick Commands

Daily auto-detection (with optional export/validation):

bash
python3 skills/edge-candidate-agent/scripts/auto_detect_candidates.py \
  --ohlcv /path/to/ohlcv.parquet \
  --output-dir reports/edge_candidate_auto \
  --top-n 10 \
  --hints path/to/hints.yaml \
  --export-strategies-dir /path/to/trade-strategy-pipeline/strategies \
  --pipeline-root /path/to/trade-strategy-pipeline

Create a candidate directory from a ticket:

bash
python3 skills/edge-candidate-agent/scripts/export_candidate.py \
  --ticket path/to/ticket.yaml \
  --strategies-dir /path/to/trade-strategy-pipeline/strategies

Validate interface contract only:

bash
python3 skills/edge-candidate-agent/scripts/validate_candidate.py \
  --strategy /path/to/trade-strategy-pipeline/strategies/my_candidate_v1/strategy.yaml

Validate both interface contract and pipeline schema/stage rules:

bash
python3 skills/edge-candidate-agent/scripts/validate_candidate.py \
  --strategy /path/to/trade-strategy-pipeline/strategies/my_candidate_v1/strategy.yaml \
  --pipeline-root /path/to/trade-strategy-pipeline \
  --stage phase1

Export Rules

  • Keep validation.method: full_sample.
  • Keep validation.oos_ratio omitted or null.
  • Export only supported entry families for v1:
  • pivot_breakout with vcp_detection
  • gap_up_continuation with gap_up_detection
  • Mark unsupported hypothesis families as research-only in ticket notes, not as export candidates.

Guardrails

  • Reject candidates that violate schema bounds (risk, exits, empty conditions).
  • Reject candidate when folder name and id mismatch.
  • Require deterministic metadata with interface_version: edge-finder-candidate/v1.
  • Use --dry-run in pipeline before full execution.

Resources

skills/edge-candidate-agent/scripts/export_candidate.py

Generate strategies/<candidate_id>/strategy.yaml and metadata.json from a research ticket YAML.

skills/edge-candidate-agent/scripts/validate_candidate.py

Run interface checks and optional StrategySpec/validate_spec checks against trade-strategy-pipeline.

skills/edge-candidate-agent/scripts/auto_detect_candidates.py

Auto-detect edge ideas from EOD OHLCV, generate exportable/research tickets, and optionally export/validate automatically.

references/pipeline_if_v1.md

Condensed integration contract for edge-finder-candidate/v1.

references/signal_mapping.md

Map hypothesis families to currently exportable signal families.

references/research_ticket_schema.md

Ticket schema used by export_candidate.py.

references/ideation_loop.md

Hint schema and external LLM ideation command contract.

同じリポジトリから

関連する Skills

すべての Skills
tradermonty
コミュニティ

breakout-trade-planner

Generate Minervini-style breakout trade plans from VCP screener output with worst-case risk calculation, portfolio heat management, and Alpaca-compatible order templates (stop-limit bracket for pre-placement, limit bracket for post-confirmation). Use when user has VCP screener results and wants actionable trade plans with entry/stop/target levels and position sizing.

導入数
1
GitHub Stars
2932
更新日
10月2日
tradermonty
コミュニティ

crypto-regime-analyzer

Quantifies crypto market regime health using free, keyless public data (CoinGecko + Binance funding). Generates a 0-100 composite score across 6 components (100 = risk-on) with a posture recommendation. No API key required. Use when user asks about crypto market conditions, whether it's alt season, BTC dominance, crypto risk-on vs risk-off, funding rates, or whether crypto exposure should be increased or reduced.

導入数
1
GitHub Stars
2932
更新日
10月2日
tradermonty
コミュニティ

data-quality-checker

Validate data quality in market analysis documents and blog articles before publication. Use when checking for price scale inconsistencies (ETF vs futures), instrument notation errors, date/day-of-week mismatches, allocation total errors, and unit mismatches. Supports English and Japanese content. Advisory mode -- flags issues as warnings for human review, not as blockers.

導入数
1
GitHub Stars
2932
更新日
10月2日
tradermonty
コミュニティ

dual-axis-skill-reviewer

Review skills in any project using a dual-axis method: (1) deterministic code-based checks (structure, scripts, tests, execution safety) and (2) LLM deep review findings. Use when you need reproducible quality scoring for skills//SKILL.md, want to gate merges with a score threshold (for example 90+), or need concrete improvement items for low-scoring skills. Works across projects via --project-root.

導入数
1
GitHub Stars
2932
更新日
10月2日