vn-trading-rules

You can backtest strategies on the HOSE exchange without manual coding by applying the vn-trading-rules skill, which automatically integrates HOSE-specific daily price limits, T+2 settlement, and order types into your analysis workflows.

Vietnamese equity market T+2 settlement directly affects backtesting return calculations by delaying cash and asset availability. This skill incorporates T+2 settlement logic to ensure your backtesting strategies accurately reflect HOSE trading conditions.

The daily price limits for backtesting models on the Ho Chi Minh Stock Exchange are automatically handled by this skill, which applies HOSE-specific calculation methods to ensure your trading strategies adhere to market structure constraints.

You can use vn-trading-rules to retrieve Vietnamese stock market trading session information, including comprehensive details on opening, continuous, and closing times, along with market and odd lot sizes for accurate backtesting.

You apply Vietnamese market structure constraints to an existing equity analysis workflow by utilizing the apply-trading-rules command with the market vn parameter, requiring no manual configuration for market-specific conditions.

For HOSE backtesting, you do not need to manually configure order types and lot sizes. The skill automatically includes market and odd lot sizes along with order type definitions tailored for the Vietnamese equity market.