vn-trading-rules

Integrate Vietnamese equity market rules into backtesting workflows.

2|Updated May 13, 2026

Search Tags:#analysis #backtesting #market structure #equity market #vn-trading-rules

Ready to run

npx skills add https://github.com/thanhtai040805/AI_Invest --skill vn-trading-rules

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: vn-trading-rules
Source: https://github.com/thanhtai040805/AI_Invest/tree/main/ai-engine/app/domain/services/quant/skills_data/vn-trading-rules
Command: npx skills add https://github.com/thanhtai040805/AI_Invest --skill vn-trading-rules

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill unit streamlines the integration of Vietnamese-specific trading rules, facilitating analysis and backtesting without manual configuration.

Core Features & Use Cases

Trading Session Information: Provides comprehensive details on trading sessions, including opening, continuous, and closing times.
Settlement Details: Incorporates T+2 settlement logic, essential for accurate return calculations.
Price Limits: Handles HOSE-specific daily price limits and calculation methods.
Lot Sizes and Order Types: Includes market and odd lot sizes for trading sessions, along with order type definitions.
Use Case: Ideal for creating models or strategies that require adherence to the unique structure of the Vietnamese stock market.

Quick Start

Utilize the 'vn-trading-rules' skill in your analysis to incorporate market rules automatically: apply-trading-rules --market vn.

Frequently Asked Questions about vn-trading-rules

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

FAQPage Schema

How do I backtest trading strategies on the HOSE exchange without manually coding price limits?▼

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.

Does the Vietnamese equity market T+2 settlement affect backtesting return calculations?▼

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.

What are the daily price limits for backtesting models on the Ho Chi Minh Stock Exchange?▼

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.

Can I use vn-trading-rules to get trading session information for the Vietnamese stock market?▼

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.

How to apply Vietnamese market structure constraints to an existing equity analysis workflow?▼

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.

What order types and lot sizes do I need to configure for HOSE backtesting?▼

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.