Vectorbt-backtesting-skills quick-stats

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.

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 "$T/.claude/skills/quick-stats" ~/.claude/skills/marketcalls-vectorbt-backtesting-skills-quick-stats && rm -rf "$T"
manifest: .claude/skills/quick-stats/SKILL.md
source content

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 TA-Lib for EMA 10/20 crossover (never VectorBT built-in)
  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