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minute-analysis

Retrieve minute-level market data and compute intraday indicators for backtesting.

6.1k|1.2k|Updated Jun 9, 2022
Search Tags:#backtesting#twap#quant#intraday#vwap#volume-distribution#minute
One-click install
npx skills add https://github.com/charliedream1/ai_quant_trade --skill minute-analysis-charliedream1
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: minute-analysis
Source: https://github.com/charliedream1/ai_quant_trade/tree/main/a_%E5%85%A8%E7%BD%91%E4%BC%98%E7%A7%80%E8%B5%84%E6%BA%90/10_%E5%A4%A7%E6%A8%A1%E5%9E%8B/07_skill%E5%8C%85/vibe_trading_skills/minute-analysis
Command: npx skills add https://github.com/charliedream1/ai_quant_trade --skill minute-analysis-charliedream1

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires numpy, pandas, requests.

What problem does it solve?

Minute-level market data analysis and backtesting enable rapid intraday evaluation of strategies using precise OHLCV data and intraday indicators.

Core Features & Use Cases

  • Retrieve minute-level candlestick data from multiple sources (OKX, Tushare, yfinance) and compute VWAP, TWAP, volume distribution, and hourly volume for intraday insights.
  • Backtest intraday strategies by configuring interval and cash parameters in config.json, with guidance on data range and performance considerations.
  • Use case: A quant wants to test a 5-minute VWAP reversion strategy on BTC-USDT over a 7-day window and compare results with hourly volume distribution.

Quick Start

Load minute-level BTC-USDT data from OKX with a 5m interval and compute VWAP, TWAP, and volume distribution.

Frequently Asked Questions about minute-analysis

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I backtest an intraday VWAP strategy using minute-level data?▼

To backtest an intraday VWAP strategy, configure your data source, codes, date range, interval, initial cash, and commission in a config.json file. The Skill retrieves minute-level OHLCV data and computes VWAP, TWAP, and volume distribution to evaluate your strategy.

Can I retrieve minute candlestick data from yfinance or OKX for backtesting?▼

Yes, you can retrieve minute candlestick data from OKX, Tushare, and yfinance. The Skill supports configurable intervals like 1m, 5m, and 15m to fetch precise OHLCV data for intraday backtesting across crypto and equities.

What Python libraries do I need for minute-level market data analysis?▼

You need pandas, numpy, and requests installed in your Python environment to perform minute-level market data analysis. These libraries handle data manipulation, numerical calculations, and API requests for fetching candlestick data.

How do I calculate hourly volume distribution from 1-minute candlesticks?▼

The Skill calculates hourly volume distribution from 1-minute candlesticks by retrieving granular OHLCV data and aggregating the volume metrics. This provides insights into intraday trading activity and volume patterns.

Does minute-level backtesting support crypto and equities data sources?▼

Yes, minute-level backtesting supports both crypto and equities data sources. It integrates with OKX for crypto pairs like BTC-USDT, Tushare for equities, and yfinance, allowing flexible intraday strategy evaluation across markets.

What are the limitations of minute-level backtesting over long date ranges?▼

Minute-level backtesting over long date ranges introduces performance considerations due to the high density of candlestick data. Configuring shorter windows, such as a 7-day range for a 5-minute interval, ensures optimal performance and rapid evaluation.

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