setup

Set up the Python backtesting environment. Detects OS, creates virtual environment, installs dependencies (openalgo, ta-lib, vectorbt, plotly), and creates the backtesting folder structure.

By marketcalls · 1,795 installs

npx skills add marketcalls/vectorbt-backtesting-skills --skill setup

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Set up the complete Python backtesting environment for VectorBT + OpenAlgo. Arguments $0 = Python version (optional, default: python3 ). Examples: python3.12 , python3.13 Steps Step 1: Detect Operating System Run the following to detect the OS: Map the result: Darwin = macOS Linux = Linux MINGW or CYGWIN or Windows = Windows Print the detected OS to the user. Step 2: Create Virtual Environment Create a Python virtual environment in the current working directory: macOS / Linux: Windows: If the user specified a Python version argument, use that instead of python3 : Step 3: TA Lib System Dependency (Optional) OpenAlgo ta ( from openalgo import ta ) is the default indicator library for this project it ships 100+ indicators and needs no separate system dependency. TA Lib is only needed if the user wants to be able to say "use talib" for a specific backtest. Ask the user with AskUserQuestion: "Do you also want TA Lib installed for when you explicitly request it in a backtest? (Optional OpenAlgo ta already covers the same indicators plus 90+ more)" Yes, install TA Lib too No, skip it (recommended install it later if ever needed) If the user skips it, skip this entire step and omit ta lib from the Step 4 pip install. If the user wants it, TA Lib requires a C library installed at the OS level BEFORE pip install ta lib . macOS: Linux (Debian/Ubuntu): Linux (RHEL/CentOS/Fedora): Windows: If that fails, download the appropriate .whl file from https://github.com/cgohlke/talib build/releases and install with: Step 4: Install Python Packages Install all required packages (latest versions). openstatz replaces QuantStats for tearsheets always install it, never quantstats : If the user opted into TA Lib in Step 3, append ta lib to this install command (after the C library is installed). Step 5: Create Backtesting Folder Create only the top level backtesting directory. Strategy subfolders are created on demand when a backtest script is generated (by the /backtest skill). Do NOT pre create strategy subfolders. Step 6: Configure .env File 6a. Check if .env.sample exists at the project root. If it does, use it as a template. 6b. Ask the user which markets they will be backtesting using AskUserQuestion: Indian Markets (OpenAlgo) — requires OpenAlgo API key Indian Markets (DuckDB) — direct database loading, no API needed US Markets (yfinance) — no API key needed Crypto Markets (CCXT) — optional API key for private data 6c. If the user selected Indian Markets , ask for their OpenAlgo API key: Ask: "Enter your OpenAlgo API key (from the OpenAlgo dashboard):" If the user provides a key, store it in .env If the user skips, write a placeholder 6d. If the user selected Indian Markets (DuckDB) , ask for the DuckDB database path: Ask: "Enter the path to your DuckDB database file (e.g., D:/data/market data.duckdb):" Auto detect format: If the database has a market data table with symbol, exchange, interval, timestamp columns, it is OpenAlgo Historify format (store as HISTORIFY DB PATH ). Otherwise store as DUCKDB PATH . If the user also has OpenAlgo Historify, ask: "Is this an OpenAlgo Historify database? (y/n)" 6e. If the user selected Crypto Markets , ask if they want to configure exchange API keys: Ask: "Do you have exchange API keys for authenticated data? (Optional — public OHLCV data works without keys)" If yes, ask for API key and secret key, store in .env If no, leave them blank in .env 6f. Write the .env file in the project root directory. Use this template, filling in any keys/paths the user provided: 6g. Add .env to .gitignore if it exists (never commit secrets): Scripts use find dotenv() to automatically walk up and find the single root .env , so no copies are needed in subdirectories. Step 7: Verify Installation Run a quick verification: If the user opted into TA Lib, also verify with python c "import talib; print('TA Lib available')" . If that import fails, inform the user that the C library needs to be installed first (see Step 3). Step 8: Print Summary Print a summary showing: Detected OS Python version used Virtual environment path Installed packages and versions Backtesting folder created (strategy subfolders created on demand by /backtest ) .env file status (configured with keys / placeholder) — single file at project root Reminder: "Run cp .env.sample .env and fill in API keys if you skipped configuration" Important Notes Never install packages globally — always use the virtual environment TA Lib C library installation requires admin/sudo privileges on Linux On macOS, Homebrew must be installed for brew install ta lib If the user already has a virtual environment, ask before creating a new one The backtesting/ folder is where all generated backtest scripts will be saved NEVER commit .env files — they contain secrets. Always use .gitignore . If the user provides an API key during setup, write it directly to .env — do not ask them to edit the file manually python dotenv is included in the pip install and must be used by all scripts to load .env