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budget-data-split

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Automate data splitting for multi-asset budget strategies.

Data & Analytics#data preparation#walk-forward#multi-asset#data splitting#budget strategy
Authoradennng
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill automates the process of splitting data into training, validation, and walk-forward sets for multi-asset budget strategies, streamlining the data preparation phase.

Core Features & Use Cases

  • Data Splitting: Automatically splits data into train/validation sets and walk-forward folds based on trading dates.
  • Multi-Asset Support: Works with multi-asset datasets, ensuring consistent data splits across all assets.
  • Use Case: After generating a multi-asset panel with budget-data-panel, use this Skill to create the necessary data splits for model training and validation.

Quick Start

Run the skill to split data for the budget strategy with the command: python -m strategy_lab.cli budget split-data artifacts\budget_runs\budget_xxx\budget_run_state.json

Dependency Matrix

Required Modules

None required

Components

scripts

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: budget-data-split
Download link: https://github.com/adennng/stock_strategy_lab/archive/main.zip#budget-data-split

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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