pandas · Trading and backtesting

面向中文自然语言的 Tushare 数据研究技能。用于把“看看这只股票最近怎么样”“帮我查财报趋势”“最近哪个板块最强”“北向资金在买什么”“给我导出一份行情数据”这类请求，转成可执行的数据获取、清洗、对比、筛选、导出与简要分析流程。适用于 A 股、指数、ETF/基金、财务、估值、资金流、公告新闻、板块概念与宏观数据等研究场景。

zillionare/zillionare

撰写文笔精炼、富有深度的量化交易博文，论点清晰、证据确凿、叙事层次更加丰富。适用于量化交易博文、因子研究、回测复盘、数据源排查、市场微观结构、策略原理、风险控制、职业观察、量化人物故事等选题。文章将聚焦具体角度，提供详实的大纲、证据规划及成稿，力求内容兼具思想深度与诚实性，而非单纯口号式宣传；同时，通过人物经历、引言、贡献及行业背景的融入，让文章更具可读性和吸引力。

zillionare/zillionare

Detects Chan theory price structures (fractals, strokes, pivots) and first, second and third buy and sell points from OHLCV bars using the czsc library, in Chinese.

HKUDS/Vibe-Trading

Detects Elliott Wave structures in price data with a Zigzag swing finder and Fibonacci checks, and turns completed waves into long, short or flat signals.

HKUDS/Vibe-Trading

Detects 15 classic candlestick patterns with vectorized pandas code and combines bullish and bearish scores into a long, short or flat trading signal.

HKUDS/Vibe-Trading

Scores news, announcements and macro events with the LLM, stores them in an event CSV and blends the decaying event signal with technical signals in signal_engine.py.

HKUDS/Vibe-Trading

Generates trading signals from the Ichimoku five-line system using Tenkan and Kijun crossovers, cloud position and cloud direction, implemented in pandas.

HKUDS/Vibe-Trading

Fetches minute candlesticks from OKX, Tushare or yfinance, computes intraday VWAP, TWAP and volume distribution, and runs minute-level backtests by setting an interval in config.json.

HKUDS/Vibe-Trading

Trains scikit-learn models with walk-forward validation on features from OHLCV data to predict return direction and turn the predictions into trading signals.

HKUDS/Vibe-Trading

Ranks stocks by standardized factor scores (momentum, reversal, volatility, volume and valuation) and builds an equal-weight TopN portfolio with periodic rebalancing.

HKUDS/Vibe-Trading

Trades mean reversion between two correlated instruments using the Z-score of their price ratio, going long one leg and short the other when the ratio stretches.

HKUDS/Vibe-Trading

Reference of market rules for quant strategies: A-share price limits and T+1, Hong Kong and US trading rules, crypto policy and cross-border tax basics.

HKUDS/Vibe-Trading

Generates long, short or flat trading signals from calendar patterns such as month-of-year and day-of-week effects, for any OHLCV price data.

HKUDS/Vibe-Trading

Builds a composite trading signal from three groups of classic indicators (trend, mean reversion, volume) voting long, short or flat, in plain pandas for OHLCV data.

HKUDS/Vibe-Trading

Mean-reversion signal engine that ranks historical volatility against its own recent history, going long in quiet regimes and exiting or shorting when volatility is high.

HKUDS/Vibe-Trading

Finds co-moving assets and tests them for cointegration, with workflows for correlation studies, sector clustering, hedge ratios and pair-trading signals.

HKUDS/Vibe-Trading

High-performance vectorized backtesting with parameter optimization, portfolio simulation, and rich performance metrics

agiprolabs/claude-trading-skills