tradermonty/claude-trading-skills

edge-strategy-reviewer

Critically review strategy drafts from edge-strategy-designer for edge plausibility, overfitting risk, sample size adequacy, and execution realism.

ソースを見る

使い方

  1. インストールコマンドをコピーし、自分の環境へ導入する前にソースを確認します。
  2. 必要なツール、認証情報、対応環境を原文で確認します。
  3. 入力と成果物を指定し、出力を資料と照合します。
npx skills add https://github.com/tradermonty/claude-trading-skills --skill edge-strategy-reviewer

開始前の確認

  • 導入にはモデル契約、API枠、ファイルへのアクセス許可は含まれません。
  • スター数や導入数は活動の指標であり、独立した品質・安全性試験ではありません。
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 Strategy Reviewer

Deterministic quality gate for strategy drafts produced by edge-strategy-designer.

When to Use

  • After edge-strategy-designer generates strategy_drafts/*.yaml
  • Before exporting drafts to edge-candidate-agent via the pipeline
  • When manually validating a draft strategy for edge plausibility

Prerequisites

  • Strategy draft YAML files (output of edge-strategy-designer)
  • Python 3.10+ with PyYAML

Workflow

  1. Load draft YAML files from --drafts-dir or a single --draft file
  2. Evaluate each draft against 8 criteria (C1-C8) with weighted scoring
  3. Compute confidence score (weighted average of all criteria)
  4. Determine verdict: PASS / REVISE / REJECT
  5. Assess export eligibility (PASS + exportreadyv1 + exportable family)
  6. Write review output (YAML or JSON) and optional markdown summary

Review Criteria

#CriterionWeightKey Checks
C1Edge Plausibility20Thesis quality, domain terms, mechanism keywords (continuous 50-95)
C2Overfitting Risk205-tier filter count scoring (90/80/60/40/10), precise threshold penalty
C3Sample Adequacy15Continuous scoring from estimated annual opportunities (10-95)
C4Regime Dependency10Cross-regime validation
C5Exit Calibration10Stop-loss, reward-to-risk
C6Risk Concentration10Position sizing limits
C7Execution Realism10Volume filter, export consistency
C8Invalidation Quality5Signal count and specificity

Verdict Logic

  • C1 or C2 severity=fail → immediate REJECT
  • confidence >= 70, no fail findings → PASS
  • confidence < 35 → REJECT
  • Otherwise → REVISE (with revision instructions)

Running the Script

bash
# Review all drafts in a directory
python3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \
  --drafts-dir reports/edge_strategy_drafts/ \
  --output-dir reports/

# Single draft review
python3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \
  --draft reports/edge_strategy_drafts/draft_xxx.yaml \
  --output-dir reports/

# JSON output with markdown summary
python3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \
  --drafts-dir reports/edge_strategy_drafts/ \
  --output-dir reports/ \
  --format json \
  --markdown-summary

# Strict export mode: export-eligible drafts with any warn → REVISE
python3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \
  --drafts-dir reports/edge_strategy_drafts/ \
  --output-dir reports/ \
  --strict-export

# Bias checklist (issue #297): mandatory strategy-research bias gate.
# Uses the bundled checklist unless a custom YAML path is supplied.
# A draft leaving any required item unaddressed is downgraded PASS → REVISE
# and loses export eligibility.
python3 skills/edge-strategy-reviewer/scripts/review_strategy_drafts.py \
  --drafts-dir reports/edge_strategy_drafts/ \
  --output-dir reports/ \
  --bias-checklist

Output Format

Primary output: review.yaml (or review.json)

yaml
generated_at_utc: "2026-02-28T12:00:00+00:00"
source:
  drafts_dir: "/path/to/strategy_drafts"
  draft_count: 4
summary:
  total: 4
  PASS: 1
  REVISE: 2
  REJECT: 1
  export_eligible: 1
reviews:
  - draft_id: "draft_xxx_core"
    verdict: "PASS"
    confidence_score: 80
    export_eligible: true
    findings: [...]
    revision_instructions: []

Resources

  • references/review_criteria.md — Detailed scoring rubric for C1-C8
  • references/overfitting_checklist.md — Overfitting detection heuristics

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