Python · Trading and backtesting

Reference help for the CCXT library covering crypto exchange APIs, market data, trading and order management across 150+ exchanges in JavaScript, Python and PHP.

2025Emma/vibe-coding-cn

Answers TqSdk Python questions on market data, accounts, orders, margin trials, simulation and backtesting, using the library's own docs and examples.

shinnytech/tqsdk-python

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

Polymarket integration for prediction market trading on Polygon.

Polymarket/agent-skills

Chinese-language playbook for WorldQuant BRAIN alphas: choose fields, write expressions, backtest, diagnose check failures, tune turnover, submit and build portfolios.

QuantML-Research/wq-alpha-research

分析台股 / 台股ETF / 台指期選擇權 / 美股 / 加密貨幣 / 外匯的交易紀錄 (CSV / JSON / Excel),用統計學判斷使用者的獲利是「可重複的優勢」還是 「運氣 + 倖存者偏差(賭博)」,不適合長期投資會明確勸退。內建反詐工具: 掃描群組對話的詐騙話術(scan-text)、檢驗老師宣稱的績效(guru-check)、…

mars-tw/anti-gambling-trader-tw

The disciplined process for autonomously and profitably trading the live Kalshi account on each /loop tick, with Claude as the decision-maker.

ryanfrigo/kalshi-ai-trading-bot

Build observe-only Polymarket and Kalshi tennis market tooling on the polymarket-tennis Python package (MIT) plus the Live Tennis API free tier.

livetennisapi/livetennisapi-mcp

Institutional-grade Python backtesting framework builder for Codex.

joemccann/market-data-warehouse

Write an OpenScript study or strategy for OpenAlgo, and install it into strategies/openscript/ only after it compiles.

marketcalls/openalgo

根据策略描述、研报 PDF 或截图，解读因子/选股逻辑，基于 scripts/daily-factors-backtest.py 框架生成 QMT 内置日频因子回测脚本。用户提到 QMT 内置回测、因子选股回测、截面因子、 研报复现、handlebar 回测、afterinit 预计算信号时使用。

dfkai/xtquantai

Turns a plain-language model training request into a validated QuantMind training config file that can be imported from the Model Training page.

qusong0627/QuantMind

Academic backtesting framework for quantitative research. An agent skill from gauss314/skills.

gauss314/skills

Covers the Tiger Brokers OpenAPI Python SDK for market data, stock, futures and options trading, push subscriptions, a CLI and an MCP server, defaulting to paper trading.

qusong0627/QuantMind

VectorBT backtesting expert. An agent skill from marketcalls/vectorbt-backtesting-skills.

marketcalls/vectorbt-backtesting-skills

Cryptofeed - Real-time cryptocurrency market data feeds from 40+ exchanges.

2025Emma/vibe-coding-cn

Everyone's trading Polymarket with AI agents. An agent skill from agent-next/polymarket-paper-trader.

agent-next/polymarket-paper-trader

Verify a claim before stating it, and verify a test before trusting it.

marketcalls/openalgo

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

Operate the MMR algorithmic trading platform on Interactive Brokers.

9600dev/mmr

Translates a Vibe-Trading backtest strategy into a runnable vnpy CtaTemplate Python class for A-share stocks, futures or crypto.

HKUDS/Vibe-Trading

Bump a version in the OpenAlgo repo. An agent skill from marketcalls/openalgo.

marketcalls/openalgo

Documents how a Senpi strategy's scan function talks to the runtime that schedules it, sizes orders, and manages stop-loss exits on Hyperliquid.

Senpi-ai/senpi-skills

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

Build a custom indicator for the OpenAlgo /trading charting terminal (openalgo-charts).

marketcalls/openalgo

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

Ranks Hyperliquid traders by how copyable they are right now and builds a due-diligence dossier on one trader, judging whether their track record is real or just a hot streak.

Senpi-ai/senpi-skills

Pricing completo de opciones europeas y americanas. An agent skill from gauss314/skills.

gauss314/skills

Pulls price history and company research data for US, Hong Kong and Canadian stocks, ETFs and indices from Yahoo Finance, with no API key.

HKUDS/Vibe-Trading

Set up the Python backtesting environment. An agent skill from marketcalls/vectorbt-backtesting-skills.

marketcalls/vectorbt-backtesting-skills

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

Fetches public crypto market data (candles, tickers, order books, trades) from 100+ exchanges through CCXT, and serves as the fallback when OKX is unavailable.

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

Adds realistic execution assumptions to backtests: fixed, linear and square-root slippage, delayed fills, VWAP and TWAP logic and market-impact cost estimates; never for live orders.

HKUDS/Vibe-Trading

Builds value or growth stock screens from PE, PB, ROE and financial statement fields for backtests, using tushare data for A-shares and yfinance for Hong Kong and US stocks.

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

Translates a Python backtest strategy or a plain description into Pine Script v6, TDX formulas and MQL5 code for TradingView, Chinese broker terminals and MetaTrader 5.

HKUDS/Vibe-Trading

Guides your agent through unit-root, cointegration, GARCH, bootstrap and regression-diagnostic tests on financial time series, using a tested helper module.

HKUDS/Vibe-Trading

Measures portfolio and backtest risk with VaR, CVaR, maximum drawdown, Monte Carlo simulation, tail modeling and stress tests, using one tested risk module.

HKUDS/Vibe-Trading

Takes a trading idea from request to backtest: pins down instruments and dates, writes config.json and a signal engine, runs the backtest and iterates on the metrics.

HKUDS/Vibe-Trading

Finds why a trading backtest crashed or gave odd results, sorts the cause into a runtime, logic or data error, fixes the code and checks the rerun metrics.

HKUDS/Vibe-Trading

Generate executable Hyperliquid trading strategy code from natural language prompts.

LeoYeAI/openclaw-master-skills

Use ccxt (Python) for crypto prices, balances, and order actions across 100+ exchanges.

CoWork-OS/CoWork-OS

Expert in quantitative finance, algorithmic trading, and financial data analysis using Python (Pandas/NumPy), statistical modeling, and machine learning.

majiayu000/claude-skill-registry