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