Create framework-compliant trading rules for the open-xquant kernel.
npx skills add https://github.com/xingwudao/open-xquant --skill create-rule-xingwudao
Please help me install this Agent Skill. Skill: create-rule Source: https://github.com/xingwudao/open-xquant/tree/main/agent/skills/create-rule Command: npx skills add https://github.com/xingwudao/open-xquant --skill create-rule-xingwudao
Creating custom risk, exit, hold, or weight override rules for the open-xquant quantitative research kernel requires manual boilerplate code, strict adherence to the framework's Rule protocol, test setup, and registry wiring, which is error-prone and time-consuming for researchers and AI agents building custom trading logic.
Use the create-rule skill to build a new custom exit rule that triggers when a stock's price falls 12% below its 30-day moving average, with full test coverage and automatic framework registration.
High-intent search queries and answers about installing and using this skill.
To create custom trading rules for open-xquant, use a structured workflow that defines rule behavior, writes test-first implementations, and registers the logic in the framework's built-in registry, ensuring full protocol compliance without manual boilerplate.
Test-driven development for quantitative risk management rules requires writing test coverage for both trigger and no-trigger scenarios before coding the logic, ensuring proper RuleResult formatting and validating pre-registration to avoid broken framework integrations.
Yes, you can build a custom trailing stop-loss exit rule for backtesting in open-xquant by defining the trigger conditions, writing test-first implementations, and registering the rule to work seamlessly with the engine's pre-trade and post-trade lifecycle.
Portfolio non-mutation guarantees in open-xquant rule development require that custom risk, hold, or weight override rules enforce critical best practices by formatting RuleResult outputs properly without directly modifying the portfolio state during the engine lifecycle.
Custom open-xquant rules fail during engine lifecycle integration due to protocol violations, missing pre-registration validation, lack of test coverage for trigger scenarios, or improper RuleResult formatting that breaks the framework's pre-trade and post-trade workflows.
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