quick-stats

Quickly fetch data and print key backtest stats for a symbol with a default EMA crossover strategy. No file creation needed - runs inline in a notebook cell or prints to console.

By marketcalls · 1,801 installs

npx skills add marketcalls/vectorbt-backtesting-skills --skill quick-stats

Source repository · Upstream listing

Generate a quick inline backtest and print stats. Do NOT create a file output code directly for the user to run or execute in a notebook. Arguments $0 = symbol (e.g., SBIN, RELIANCE). Default: SBIN $1 = exchange. Default: NSE $2 = interval. Default: D Instructions Generate a single code block the user can paste into a Jupyter cell or run as a script. The code must: 1. Fetch data from OpenAlgo (or DuckDB if user provides a DB path, or yfinance as fallback) 2. Use OpenAlgo ta for EMA 10/20 crossover by default (never VectorBT built in); only use TA Lib if the user explicitly says "talib"/"TA Lib" 3. Clean signals with ta.exrem() (always .fillna(False) before exrem) 4. Use Indian delivery fees : fees=0.00111, fixed fees=20 5. Fetch NIFTY benchmark via OpenAlgo ( symbol="NIFTY", exchange="NSE INDEX" ) 6. Print a compact results summary: 7. Explain key metrics in plain language for normal traders 8. Show equity curve plot using Plotly ( template="plotly dark" ) Example Usage /quick stats RELIANCE /quick stats HDFCBANK NSE 1h