Бэктест торговой стратегии на VectorBT

★ 7.1 · general

backtest is a Claude Code skill that generates a complete VectorBT backtest script for a trading strategy in a single command. It creates `{symbol}_{strategy}_backtest.py` inside a `backtesting/{strategy_name}/` directory, fetches OHLCV data via OpenAlgo or DuckDB, computes indicators through `openalgo.ta`, and runs `vbt.Portfolio.from_signals()` with Indian market fee presets for both equity delivery and F&O futures. Output includes full `pf.stats()`, a Strategy vs Benchmark comparison table against NIFTY 50, an offline OpenStatz interactive HTML tearsheet, a Plotly equity-curve chart, and a trades CSV. Supported strategies span EMA Crossover, RSI, Supertrend, MACD, Donchian, Momentum, SDA2, Dual Momentum, Buy & Hold, and RSI Accumulation — covering NSE and NFO symbols at any interval.