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.mdsource 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
= symbol (e.g., SBIN, RELIANCE). Default: SBIN$0
= exchange. Default: NSE$1
= interval. Default: D$2
Instructions
Generate a single code block the user can paste into a Jupyter cell or run as a script. The code must:
- Fetch data from OpenAlgo (or DuckDB if user provides a DB path, or yfinance as fallback)
- Use TA-Lib for EMA 10/20 crossover (never VectorBT built-in)
- Clean signals with
(alwaysta.exrem()
before exrem).fillna(False) - Use Indian delivery fees:
fees=0.00111, fixed_fees=20 - Fetch NIFTY benchmark via OpenAlgo (
)symbol="NIFTY", exchange="NSE_INDEX" - 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%
- Explain key metrics in plain language for normal traders
- Show equity curve plot using Plotly (
)template="plotly_dark"
Example Usage
/quick-stats RELIANCE
/quick-stats HDFCBANK NSE 1h