backtest

Generate complete VectorBT backtesting scripts with data fetch, signals, stats, and plots.

marketcalls/vectorbt-backtesting-skills|Updated Apr 8, 2026

Works with

Claude CodeCursorClineWindsurfCodexGoose

What it does

Supports 10+ pre-built strategies (EMA crossover, RSI, Donchian, Supertrend, MACD, SDA2, momentum, and more) with template-based script generation
Fetches data from OpenAlgo API or loads directly from DuckDB; auto-detects Historify vs custom formats
Uses TA-Lib for standard indicators and OpenAlgo ta for specialty indicators (Supertrend, Donchian, Ichimoku); includes signal deduplication via ex

Repository

marketcalls/vectorbt-backtesting-skills

Last updated

Apr 8, 2026

Installation Guide

Select your AI agent

How to use backtest on Cursor

AI-first code editor with Composer

Prerequisites

Before installing skills in Cursor, ensure your development environment meets these requirements:

›Cursor installed and configured on your machine
›Node.js 16+ with npm — verify with node --version
›Active project directory where you want to add backtest

Run the install command

Execute the skills CLI command in your project's root directory to begin installation:

$npx skills add https://github.com/marketcalls/vectorbt-backtesting-skills --skill backtest

Fetches backtest from marketcalls/vectorbt-backtesting-skills and configures it for Cursor.

Select Cursor when prompted

The CLI shows a list of agents. Use arrow keys and space to select Cursor:

◆ Which agents do you want to install to?

│

│ ── Universal (.agents/skills) ────────────────

│ · Cline · Codex · Goose · Windsurf

│ ●Cursor(selected)

│ · Cursor · Aider · Continue

Verify installation

Confirm successful installation by checking the skill directory location:

.cursor/skills/backtest

Restart Cursor to activate backtest. Access via /backtest in your agent's command palette.

⚠

Security Notice

We perform automated surface-level scans (Gen AI Scanner, Socket, Snyk) during installation. These checks detect common vulnerabilities but do not guarantee complete security. Always review skill source code and verify the publisher's reputation before production use.

Skills execute code in your environment. Always review source, verify the publisher, and test in isolation before production.

›View source on GitHub ›Skills CLI docs ›About Cursor ›What are agent skills?

Documentation

List & Monetize Your Skill

Submit your Claude Code skill and start earning

Get started →

Use Cases

Task Automation & Efficiency

Automate repetitive workflows and reduce manual effort

Example

Generate reports, summarize documents, draft communications

✓

Save 3-5 hours per week on routine tasks

Knowledge Enhancement

Learn new skills, understand complex topics, get expert guidance

Example

Explain concepts, provide examples, suggest learning resources

✓

Accelerate learning and skill development by 2x

Quality Improvement

Enhance output quality through reviews, suggestions, and refinements

Example

Review drafts, suggest improvements, catch errors

✓

Improve work quality by 30-40% with less effort

Arguments

Parse $ARGUMENTS as: strategy symbol exchange interval

$0 = strategy name (e.g., ema-crossover, rsi, donchian, supertrend, macd, sda2, momentum)

$1 = symbol (e.g., SBIN, RELIANCE, NIFTY). Default: SBIN

$2 = exchange (e.g., NSE, NFO). Default: NSE

$3 = interval (e.g., D, 1h, 5m). Default: D

If no arguments, ask the user which strategy they want.

Instructions

Read the vectorbt-expert skill rules for reference patterns

Create backtesting/{strategy_name}/ directory if it doesn't exist (on-demand)

Create a .py file in backtesting/{strategy_name}/ named {symbol}_{strategy}_backtest.py

Use the matching template from rules/assets/{strategy}/backtest.py as the starting point

The script must:

Load .env from the project root using find_dotenv() (walks up from script dir automatically)
Fetch data via client.history() from OpenAlgo
If user provides a DuckDB path, load data directly via duckdb.connect(path, read_only=True) instead of OpenAlgo API. Auto-detect format: Historify (market_data table, epoch timestamps) vs custom (ohlcv table, date+time). See vectorbt-expert rules/duckdb-data.md.
If openalgo.ta is not importable (standalone DuckDB), use inline exrem() fallback.
Use TA-Lib for ALL indicators (EMA, SMA, RSI, MACD, BBands, ATR, ADX, STDDEV, MOM)
Use OpenAlgo ta for specialty indicators (Supertrend, Donchian, Ichimoku, HMA, KAMA, ALMA)
Use ta.exrem() to clean duplicate signals (always .fillna(False) before exrem)
Run vbt.Portfolio.from_signals() with min_size=1, size_granularity=1
Indian delivery fees: fees=0.00111, fixed_fees=20 for delivery equity
Fetch NIFTY benchmark via OpenAlgo (symbol="NIFTY", exchange="NSE_INDEX")
Print full pf.stats()
Print Strategy vs Benchmark comparison table (Total Return, Sharpe, Sortino, Max DD, Win Rate, Trades, Profit Factor)
Explain the backtest report in plain language for normal traders
Generate QuantStats HTML tearsheet if quantstats is available
Plot equity curve + drawdown using Plotly (template="plotly_dark")
Export trades to CSV

Never use icons/emojis in code or logger output

For futures symbols (NIFTY, BANKNIFTY), use lot-size-aware sizing:

NIFTY: min_size=65, size_granularity=65 (effective 31 Dec 2025)
BANKNIFTY: min_size=30, size_granularity=30
Use fees=0.00018, fixed_fees=20 for F&O futures

Available Strategies

Strategy

Keyword

Template

EMA Crossover

ema-crossover

assets/ema_crossover/backtest.py

RSI

rsi

assets/rsi/backtest.py

Donchian Channel

donchian

assets/donchian/backtest.py

Supertrend

supertrend

assets/supertrend/backtest.py

MACD Breakout

macd

assets/macd/backtest.py

SDA2

sda2

assets/sda2/backtest.py

Momentum

momentum

assets/momentum/backtest.py

Dual Momentum

dual-momentum

assets/dual_momentum/backtest.py

Buy & Hold

buy-hold

assets/buy_hold/backtest.py

RSI Accumulation

rsi-accumulation

assets/rsi_accumulation/backtest.py

backtest

What it does

Category

Repository

Last updated

Installation Guide

How to use backtest on Cursor

Prerequisites

Run the install command

Select Cursor when prompted

Verify installation

Security Notice

Documentation

List & Monetize Your Skill

Use Cases

Task Automation & Efficiency

Knowledge Enhancement

Quality Improvement

Install Skill

Arguments

Instructions

Available Strategies

Benchmark Rules

Example Usage

Implementation Guide

Best Practices

When to Use This

Learning Path

Related Skills

backtest-expert

polyglot-test-agent

accessibility-testing

usability-testing

vitest

idor-vulnerability-testing

Reviews

Discussion