Vectorbt-backtesting-skills backtest

Quick backtest a strategy on a symbol. Creates a complete .py script with data fetch, signals, backtest, stats, and plots.

install

source · Clone the upstream repo

git clone https://github.com/marketcalls/vectorbt-backtesting-skills

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

T=$(mktemp -d) && git clone --depth=1 https://github.com/marketcalls/vectorbt-backtesting-skills "$T" && mkdir -p ~/.claude/skills && cp -r "$T/.claude/skills/backtest" ~/.claude/skills/marketcalls-vectorbt-backtesting-skills-backtest && rm -rf "$T"

manifest: .claude/skills/backtest/SKILL.md

source content

Create a complete VectorBT backtest script for the user.

Arguments

Parse

$ARGUMENTS

as: strategy symbol exchange interval

```
$0
```
= strategy name (e.g., ema-crossover, rsi, donchian, supertrend, macd, sda2, momentum)
```
$1
```
= symbol (e.g., SBIN, RELIANCE, NIFTY). Default: SBIN
```
$2
```
= exchange (e.g., NSE, NFO). Default: NSE
```
$3
```
= interval (e.g., D, 1h, 5m). Default: D

If no arguments, ask the user which strategy they want.

Instructions

Read the vectorbt-expert skill rules for reference patterns
Create
```
backtesting/{strategy_name}/
```
directory if it doesn't exist (on-demand)

Create a

.py

file in

backtesting/{strategy_name}/

named

{symbol}_{strategy}_backtest.py

Use the matching template from
```
rules/assets/{strategy}/backtest.py
```
as the starting point
The script must:
- Load
```
.env
```
  from the project root using
```
find_dotenv()
```
  (walks up from script dir automatically)
- Fetch data via
```
client.history()
```
  from OpenAlgo
- If user provides a DuckDB path, load data directly via
```
duckdb.connect(path, read_only=True)
```
  instead of OpenAlgo API. Auto-detect format: Historify (
```
market_data
```
  table, epoch timestamps) vs custom (
```
ohlcv
```
  table, date+time). See vectorbt-expert
```
rules/duckdb-data.md
```
  .
- If
```
openalgo.ta
```
  is not importable (standalone DuckDB), use inline
```
exrem()
```
  fallback.
- Use TA-Lib for ALL indicators (EMA, SMA, RSI, MACD, BBands, ATR, ADX, STDDEV, MOM)
- Use OpenAlgo ta for specialty indicators (Supertrend, Donchian, Ichimoku, HMA, KAMA, ALMA)
- Use
```
ta.exrem()
```
  to clean duplicate signals (always
```
.fillna(False)
```
  before exrem)
- Run
```
vbt.Portfolio.from_signals()
```
  with
```
min_size=1, size_granularity=1
```
- Indian delivery fees:
```
fees=0.00111, fixed_fees=20
```
  for delivery equity
- Fetch NIFTY benchmark via OpenAlgo (
```
symbol="NIFTY", exchange="NSE_INDEX"
```
  )
- Print full
```
pf.stats()
```
- Print Strategy vs Benchmark comparison table (Total Return, Sharpe, Sortino, Max DD, Win Rate, Trades, Profit Factor)
- Explain the backtest report in plain language for normal traders
- Generate QuantStats HTML tearsheet if
```
quantstats
```
  is available
- Plot equity curve + drawdown using Plotly (
```
template="plotly_dark"
```
  )
- Export trades to CSV
Never use icons/emojis in code or logger output
For futures symbols (NIFTY, BANKNIFTY), use lot-size-aware sizing:
- NIFTY:
```
min_size=65, size_granularity=65
```
  (effective 31 Dec 2025)
- BANKNIFTY:
```
min_size=30, size_granularity=30
```
- Use
```
fees=0.00018, fixed_fees=20
```
  for F&O futures

Available Strategies

Strategy	Keyword	Template
EMA Crossover	`ema-crossover`	`assets/ema_crossover/backtest.py`
RSI	`rsi`	`assets/rsi/backtest.py`
Donchian Channel	`donchian`	`assets/donchian/backtest.py`
Supertrend	`supertrend`	`assets/supertrend/backtest.py`
MACD Breakout	`macd`	`assets/macd/backtest.py`
SDA2	`sda2`	`assets/sda2/backtest.py`
Momentum	`momentum`	`assets/momentum/backtest.py`
Dual Momentum	`dual-momentum`	`assets/dual_momentum/backtest.py`
Buy & Hold	`buy-hold`	`assets/buy_hold/backtest.py`
RSI Accumulation	`rsi-accumulation`	`assets/rsi_accumulation/backtest.py`

Benchmark Rules

Default: NIFTY 50 via OpenAlgo (
```
symbol="NIFTY", exchange="NSE_INDEX"
```
)
If user specifies a different benchmark, use that instead
For yfinance: use
```
^NSEI
```
for India,
```
^GSPC
```
(S&P 500) for US markets
Always compare: Total Return, Sharpe, Sortino, Max Drawdown

Example Usage

/backtest ema-crossover RELIANCE NSE D

/backtest rsi SBIN

/backtest supertrend NIFTY NFO 5m