minute-analysis

Retrieve minute candlestick data and calculate trading indicators for backtesting.

Updated May 25, 2026
One-click install
npx skills add https://github.com/NigarumOvum/AutoTrading --skill minute-analysis-nigarumovum
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: minute-analysis
Source: https://github.com/NigarumOvum/AutoTrading/tree/main/Vibe-Trading/agent/src/skills/minute-analysis
Command: npx skills add https://github.com/NigarumOvum/AutoTrading --skill minute-analysis-nigarumovum

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, numpy, requests, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill automates minute-level data analysis and backtesting, allowing users to retrieve minute candlesticks and calculate various indicators for in-depth analysis and strategy development.

Core Features & Use Cases

  • Minute-Level Data Analysis: Retrieve minute candlestick data from OKX, Tushare, or yfinance.
  • Backtesting: Supports minute-level backtesting with customizable intervals and configurations.
  • Indicators: Calculate VWAP, TWAP, volume distribution, and more.
  • Use Case: Ideal for quantitative traders and analysts looking to develop and test high-frequency trading strategies.

Quick Start

Run the minute-analysis skill with the 'backtest' command and provide the necessary configuration parameters in 'config.json'.

Frequently Asked Questions about minute-analysis

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

FAQPage Schema
How do I retrieve minute candlestick data for quantitative trading backtesting?

To retrieve minute candlestick data for quantitative trading backtesting, you can fetch OHLCV data from OKX, Tushare, or yfinance and calculate trading indicators through automated scripts.

Can I calculate VWAP and TWAP using minute-level data?

Yes, you can calculate VWAP, TWAP, and volume distribution indicators using minute-level data. The Skill processes candlestick arrays to output these specific quantitative trading metrics.

How do I run a minute-level backtest with customizable intervals?

To run a minute-level backtest with customizable intervals, execute the backtest command and configure your parameters in the config.json file to define the specific trading strategy intervals.

Do I need pandas and numpy to analyze minute candlestick data?

Yes, you need pandas and numpy to analyze minute candlestick data, along with the requests library for network operations. These dependencies handle data manipulation and retrieval.

What is the best way to automate high-frequency trading strategy testing?

The best way to automate high-frequency trading strategy testing is using a Skill that retrieves minute candlesticks, calculates indicators like VWAP, and executes configurable backtests.

Does minute data backtesting work with OKX and yfinance?

Yes, minute data backtesting works with OKX, Tushare, and yfinance. The Skill supports retrieving candlestick data from these platforms to automate your quantitative trading analysis.