stock-backtest
CommunityBacktest trading strategies with detailed reports.
Finance & Accounting#financial modeling#stock analysis#performance metrics#trading strategy#backtest#quantitative trading
Authorhwj123hwj
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill automates the process of testing trading strategies on historical data, providing crucial performance metrics to evaluate their effectiveness before live trading.
Core Features & Use Cases
- Strategy Backtesting: Supports various strategies like SMA crossover, RSI mean reversion, and breakout strategies.
- Performance Metrics: Calculates win rate, total return, CAGR, maximum drawdown, and Sharpe ratio.
- Data Sources: Integrates with Yahoo Finance, akshare (for A-shares), and custom CSV files.
- Use Case: A quantitative analyst wants to test a new SMA crossover strategy on Apple's stock data for the past five years to understand its potential profitability and risk.
Quick Start
Backtest the SMA20/SMA50 strategy for Apple stock using Yahoo Finance data from 2020 to 2023.
Dependency Matrix
Required Modules
yfinanceaksharepandasnumpy
Components
scriptsreferences
💻 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: stock-backtest Download link: https://github.com/hwj123hwj/sanwan-skills/archive/main.zip#stock-backtest Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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