360 Secure SkillHub
360 安全技能中心

quick-stats

该 Skill 按标的、交易所和周期生成可粘贴到 Jupyter 或脚本运行的快速回测代码,默认使用 EMA 10/20 交叉、OpenAlgo 数据与印度交割费用,并输出收益、夏普、回撤、胜率、基准和 Alpha 等指标及 Plotly 权益曲线;支持 DuckDB 路径和 yfinance 回退。

marketcalls
热度 19.75
最近更新 2026-10-19 04:12:11
分类:数据依赖:代码执行 / 读写文件 / 第三方 API / 内部调用大模型应用场景:财务 / 市场分析 / 报告撰写 / 研究 ...

安装技能

复制下面的话术发给你的 Agent,它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill: npx secure-skills-cli add marketcalls/vectorbt-backtesting-skills/quick-stats
Metadata
name
quick-stats
description
Quickly fetch data and print key backtest stats for a symbol with a default EMA crossover strategy. No file creation needed - runs inline in a notebook cell or prints to console.
argument-hint
[symbol] [exchange] [interval]
allowed-tools
Read, Bash, Glob, Grep

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