Claude-skill-registry Create Strategy (LEAN)

Use this skill when you need to add a new LEAN QCAlgorithm strategy in Python.

install

source · Clone the upstream repo

git clone https://github.com/majiayu000/claude-skill-registry

Claude Code · Install into ~/.claude/skills/

T=$(mktemp -d) && git clone --depth=1 https://github.com/majiayu000/claude-skill-registry "$T" && mkdir -p ~/.claude/skills && cp -r "$T/skills/data/create-strategy" ~/.claude/skills/majiayu000-claude-skill-registry-create-strategy-lean && rm -rf "$T"

manifest: skills/data/create-strategy/SKILL.md

Create Strategy (LEAN QCAlgorithm)

Use when adding a new strategy under the Strategy Lab

strategies/

workspace.

Steps

Create the strategy file

Path:
```
server/strategies/<StrategyName>.py
```
Must define a
```
QCAlgorithm
```
class with
```
Initialize
```
and
```
OnData
```
.

Use AERA-injected parameters

Read with

GetParameter(...)

and provide safe defaults:

```
symbol
```
,
```
resolution
```
,
```
cash
```
,
```
feeBps
```
,
```
slippageBps
```

Keep it LEAN-safe

No network I/O.
Avoid writing files from the algorithm.
Keep logs short (no spam).

Verify

Run from the app: Strategy Lab -> Run (LEAN) and inspect job logs/results.
Run standard validations: see
```
skills/verify_changes/SKILL.md
```
.

Template

Start from

skills/create_strategy/template_strategy.py