commit 1d99e38517e75ff70f935ff759e2c6272596cb04
Author: Zhongwei Li <lizhongwei.nkcs@gmail.com>
Date:   Sun Nov 30 08:17:51 2025 +0800

    Initial commit

diff --git a/.claude-plugin/plugin.json b/.claude-plugin/plugin.json
new file mode 100644
index 0000000..fb91e8a
--- /dev/null
+++ b/.claude-plugin/plugin.json
@@ -0,0 +1,16 @@
+{
+  "name": "trading-strategy-backtester",
+  "description": "Backtest trading strategies with historical data, performance metrics, and risk analysis",
+  "version": "1.0.0",
+  "author": {
+    "name": "Intent Solutions IO",
+    "email": "jeremy@intentsolutions.ai",
+    "url": "https://intentsolutions.ai"
+  },
+  "skills": [
+    "./skills"
+  ],
+  "commands": [
+    "./commands"
+  ]
+}
\ No newline at end of file
diff --git a/README.md b/README.md
new file mode 100644
index 0000000..ea0c38b
--- /dev/null
+++ b/README.md
@@ -0,0 +1,3 @@
+# trading-strategy-backtester
+
+Backtest trading strategies with historical data, performance metrics, and risk analysis
diff --git a/commands/backtest-strategy.md b/commands/backtest-strategy.md
new file mode 100644
index 0000000..ecee345
--- /dev/null
+++ b/commands/backtest-strategy.md
@@ -0,0 +1,202 @@
+---
+description: Backtest trading strategies with historical data and comprehensive performance analysis
+shortcut: bs
+---
+
+# Backtest Trading Strategy
+
+Test trading strategies against historical data with performance metrics, risk analysis, and optimization.
+
+## Usage
+
+Implement comprehensive backtesting with:
+
+### Parameters
+- **Strategy**: Type of strategy to test
+- **Symbol**: Asset or portfolio to test
+- **Period**: Historical timeframe
+- **Initial Capital**: Starting amount
+- **Parameters**: Strategy-specific settings
+
+## Implementation
+
+```javascript
+class StrategyBacktester {
+    constructor() {
+        this.strategies = {
+            movingAverage: new MovingAverageStrategy(),
+            rsi: new RSIStrategy(),
+            macd: new MACDStrategy(),
+            breakout: new BreakoutStrategy(),
+            meanReversion: new MeanReversionStrategy(),
+            momentum: new MomentumStrategy(),
+            pairs: new PairsTrading(),
+            gridTrading: new GridTradingStrategy()
+        };
+    }
+
+    async backtest(params) {
+        const {
+            strategy = 'movingAverage',
+            symbol = 'BTC/USDT',
+            period = '1y',
+            capital = 10000,
+            parameters = {}
+        } = params;
+
+        // Fetch historical data
+        const data = await this.fetchHistoricalData(symbol, period);
+
+        // Run strategy
+        const trades = await this.runStrategy(
+            this.strategies[strategy],
+            data,
+            parameters
+        );
+
+        // Calculate metrics
+        const performance = this.calculatePerformance(trades, capital);
+        const risk = this.calculateRiskMetrics(trades, data);
+
+        // Optimization
+        const optimized = await this.optimizeParameters(
+            strategy,
+            data,
+            parameters
+        );
+
+        return {
+            summary: this.generateSummary(performance, risk),
+            trades,
+            performance,
+            risk,
+            optimized,
+            equity: this.calculateEquityCurve(trades, capital)
+        };
+    }
+
+    async runStrategy(strategy, data, params) {
+        const trades = [];
+        let position = null;
+
+        for (let i = strategy.lookback; i < data.length; i++) {
+            const slice = data.slice(0, i + 1);
+            const signals = strategy.generateSignals(slice, params);
+
+            if (!position && signals.entry) {
+                position = {
+                    type: signals.type,
+                    entryPrice: data[i].close,
+                    entryTime: data[i].timestamp,
+                    size: signals.size || 1
+                };
+            }
+
+            if (position && signals.exit) {
+                trades.push({
+                    ...position,
+                    exitPrice: data[i].close,
+                    exitTime: data[i].timestamp,
+                    pnl: this.calculatePnL(position, data[i].close),
+                    duration: data[i].timestamp - position.entryTime
+                });
+                position = null;
+            }
+        }
+
+        return trades;
+    }
+
+    calculatePerformance(trades, capital) {
+        let equity = capital;
+        const returns = [];
+
+        for (const trade of trades) {
+            const returnPct = trade.pnl / equity;
+            returns.push(returnPct);
+            equity += trade.pnl;
+        }
+
+        return {
+            totalReturn: ((equity - capital) / capital) * 100,
+            winRate: trades.filter(t => t.pnl > 0).length / trades.length * 100,
+            avgWin: this.average(trades.filter(t => t.pnl > 0).map(t => t.pnl)),
+            avgLoss: this.average(trades.filter(t => t.pnl < 0).map(t => Math.abs(t.pnl))),
+            profitFactor: this.calculateProfitFactor(trades),
+            sharpeRatio: this.calculateSharpe(returns),
+            maxDrawdown: this.calculateMaxDrawdown(trades, capital),
+            calmarRatio: this.calculateCalmar(returns),
+            totalTrades: trades.length
+        };
+    }
+
+    calculateRiskMetrics(trades, data) {
+        return {
+            var95: this.calculateVaR(trades, 0.95),
+            cvar95: this.calculateCVaR(trades, 0.95),
+            maxConsecutiveLosses: this.maxConsecutiveLosses(trades),
+            recoveryFactor: this.calculateRecoveryFactor(trades),
+            ulcerIndex: this.calculateUlcerIndex(trades),
+            sortinoRatio: this.calculateSortino(trades)
+        };
+    }
+}
+
+class MovingAverageStrategy {
+    lookback = 200;
+
+    generateSignals(data, params) {
+        const { fast = 50, slow = 200 } = params;
+
+        if (data.length < slow) return {};
+
+        const fastMA = this.sma(data.slice(-fast), fast);
+        const slowMA = this.sma(data.slice(-slow), slow);
+        const prevFastMA = this.sma(data.slice(-fast - 1, -1), fast);
+        const prevSlowMA = this.sma(data.slice(-slow - 1, -1), slow);
+
+        // Golden cross
+        if (prevFastMA < prevSlowMA && fastMA > slowMA) {
+            return { entry: true, type: 'LONG', size: 1 };
+        }
+
+        // Death cross
+        if (prevFastMA > prevSlowMA && fastMA < slowMA) {
+            return { exit: true };
+        }
+
+        return {};
+    }
+
+    sma(data, period) {
+        return data.reduce((sum, d) => sum + d.close, 0) / period;
+    }
+}
+
+// Display results
+class BacktestDisplay {
+    display(results) {
+        return `
+╔════════════════════════════════════════════════════════════════╗
+║                   STRATEGY BACKTEST RESULTS                    ║
+╠════════════════════════════════════════════════════════════════╣
+${this.formatSummary(results.summary)}
+╠════════════════════════════════════════════════════════════════╣
+║                    PERFORMANCE METRICS                         ║
+╠════════════════════════════════════════════════════════════════╣
+${this.formatPerformance(results.performance)}
+╠════════════════════════════════════════════════════════════════╣
+║                      RISK METRICS                              ║
+╠════════════════════════════════════════════════════════════════╣
+${this.formatRisk(results.risk)}
+╠════════════════════════════════════════════════════════════════╣
+║                   TRADE DISTRIBUTION                           ║
+╠════════════════════════════════════════════════════════════════╣
+${this.formatDistribution(results.trades)}
+╚════════════════════════════════════════════════════════════════╝
+`;
+    }
+}
+```
+
+This provides comprehensive strategy backtesting with performance analysis and risk metrics.
\ No newline at end of file
diff --git a/plugin.lock.json b/plugin.lock.json
new file mode 100644
index 0000000..a41076f
--- /dev/null
+++ b/plugin.lock.json
@@ -0,0 +1,85 @@
+{
+  "$schema": "internal://schemas/plugin.lock.v1.json",
+  "pluginId": "gh:jeremylongshore/claude-code-plugins-plus:plugins/crypto/trading-strategy-backtester",
+  "normalized": {
+    "repo": null,
+    "ref": "refs/tags/v20251128.0",
+    "commit": "7c6a117eb5c43bf159d969a9869b7ed9d8f3a876",
+    "treeHash": "d75e7fc67d7f8f0057f677105f8cb8c4df2ecffad47023f98602512da2cd293f",
+    "generatedAt": "2025-11-28T10:18:50.643241Z",
+    "toolVersion": "publish_plugins.py@0.2.0"
+  },
+  "origin": {
+    "remote": "git@github.com:zhongweili/42plugin-data.git",
+    "branch": "master",
+    "commit": "aa1497ed0949fd50e99e70d6324a29c5b34f9390",
+    "repoRoot": "/Users/zhongweili/projects/openmind/42plugin-data"
+  },
+  "manifest": {
+    "name": "trading-strategy-backtester",
+    "description": "Backtest trading strategies with historical data, performance metrics, and risk analysis",
+    "version": "1.0.0"
+  },
+  "content": {
+    "files": [
+      {
+        "path": "README.md",
+        "sha256": "ac163e2583c1150c41ce2b8cd57db7665acafa608b43f5ce3cc41806545891ff"
+      },
+      {
+        "path": ".claude-plugin/plugin.json",
+        "sha256": "1d7c6f82399f12b8ff3ebf317800a9ab4c75cea982eb50cc40dfe3a8d015ed31"
+      },
+      {
+        "path": "commands/backtest-strategy.md",
+        "sha256": "1015422525888bea65522b10842d26845d6e572952b0d3adfe3fcaee54cc1bd0"
+      },
+      {
+        "path": "skills/skill-adapter/references/examples.md",
+        "sha256": "922bbc3c4ebf38b76f515b5c1998ebde6bf902233e00e2c5a0e9176f975a7572"
+      },
+      {
+        "path": "skills/skill-adapter/references/best-practices.md",
+        "sha256": "c8f32b3566252f50daacd346d7045a1060c718ef5cfb07c55a0f2dec5f1fb39e"
+      },
+      {
+        "path": "skills/skill-adapter/references/README.md",
+        "sha256": "6b4214407fe98f172636d20c734e0eb1f8d69854b1b16848dc0ddefcd12e190b"
+      },
+      {
+        "path": "skills/skill-adapter/scripts/helper-template.sh",
+        "sha256": "0881d5660a8a7045550d09ae0acc15642c24b70de6f08808120f47f86ccdf077"
+      },
+      {
+        "path": "skills/skill-adapter/scripts/validation.sh",
+        "sha256": "92551a29a7f512d2036e4f1fb46c2a3dc6bff0f7dde4a9f699533e446db48502"
+      },
+      {
+        "path": "skills/skill-adapter/scripts/README.md",
+        "sha256": "739d8ae706594ea7aaeedfe8836e6a0270d6d2a4a6cf5eb695007347b2731f9f"
+      },
+      {
+        "path": "skills/skill-adapter/assets/test-data.json",
+        "sha256": "ac17dca3d6e253a5f39f2a2f1b388e5146043756b05d9ce7ac53a0042eee139d"
+      },
+      {
+        "path": "skills/skill-adapter/assets/README.md",
+        "sha256": "c5b578e31c5dba65eaa3ceff45e92b37994734601be678e5c65145caf0181516"
+      },
+      {
+        "path": "skills/skill-adapter/assets/skill-schema.json",
+        "sha256": "f5639ba823a24c9ac4fb21444c0717b7aefde1a4993682897f5bf544f863c2cd"
+      },
+      {
+        "path": "skills/skill-adapter/assets/config-template.json",
+        "sha256": "0c2ba33d2d3c5ccb266c0848fc43caa68a2aa6a80ff315d4b378352711f83e1c"
+      }
+    ],
+    "dirSha256": "d75e7fc67d7f8f0057f677105f8cb8c4df2ecffad47023f98602512da2cd293f"
+  },
+  "security": {
+    "scannedAt": null,
+    "scannerVersion": null,
+    "flags": []
+  }
+}
\ No newline at end of file
diff --git a/skills/skill-adapter/assets/README.md b/skills/skill-adapter/assets/README.md
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+++ b/skills/skill-adapter/assets/README.md
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+# Assets
+
+Bundled resources for trading-strategy-backtester skill
+
+- [ ] backtest_report_template.html: HTML template for generating backtesting reports with visualizations and performance metrics.
+- [ ] optimization_report_template.html: HTML template for generating parameter optimization reports.
+- [ ] example_backtest_config.json: Example JSON configuration file for running backtests with different strategies and parameters.
+- [ ] example_optimization_config.json: Example JSON configuration file for parameter optimization.
diff --git a/skills/skill-adapter/assets/config-template.json b/skills/skill-adapter/assets/config-template.json
new file mode 100644
index 0000000..16f1712
--- /dev/null
+++ b/skills/skill-adapter/assets/config-template.json
@@ -0,0 +1,32 @@
+{
+  "skill": {
+    "name": "skill-name",
+    "version": "1.0.0",
+    "enabled": true,
+    "settings": {
+      "verbose": false,
+      "autoActivate": true,
+      "toolRestrictions": true
+    }
+  },
+  "triggers": {
+    "keywords": [
+      "example-trigger-1",
+      "example-trigger-2"
+    ],
+    "patterns": []
+  },
+  "tools": {
+    "allowed": [
+      "Read",
+      "Grep",
+      "Bash"
+    ],
+    "restricted": []
+  },
+  "metadata": {
+    "author": "Plugin Author",
+    "category": "general",
+    "tags": []
+  }
+}
diff --git a/skills/skill-adapter/assets/skill-schema.json b/skills/skill-adapter/assets/skill-schema.json
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index 0000000..8dc154c
--- /dev/null
+++ b/skills/skill-adapter/assets/skill-schema.json
@@ -0,0 +1,28 @@
+{
+  "$schema": "http://json-schema.org/draft-07/schema#",
+  "title": "Claude Skill Configuration",
+  "type": "object",
+  "required": ["name", "description"],
+  "properties": {
+    "name": {
+      "type": "string",
+      "pattern": "^[a-z0-9-]+$",
+      "maxLength": 64,
+      "description": "Skill identifier (lowercase, hyphens only)"
+    },
+    "description": {
+      "type": "string",
+      "maxLength": 1024,
+      "description": "What the skill does and when to use it"
+    },
+    "allowed-tools": {
+      "type": "string",
+      "description": "Comma-separated list of allowed tools"
+    },
+    "version": {
+      "type": "string",
+      "pattern": "^\\d+\\.\\d+\\.\\d+$",
+      "description": "Semantic version (x.y.z)"
+    }
+  }
+}
diff --git a/skills/skill-adapter/assets/test-data.json b/skills/skill-adapter/assets/test-data.json
new file mode 100644
index 0000000..f0cd871
--- /dev/null
+++ b/skills/skill-adapter/assets/test-data.json
@@ -0,0 +1,27 @@
+{
+  "testCases": [
+    {
+      "name": "Basic activation test",
+      "input": "trigger phrase example",
+      "expected": {
+        "activated": true,
+        "toolsUsed": ["Read", "Grep"],
+        "success": true
+      }
+    },
+    {
+      "name": "Complex workflow test",
+      "input": "multi-step trigger example",
+      "expected": {
+        "activated": true,
+        "steps": 3,
+        "toolsUsed": ["Read", "Write", "Bash"],
+        "success": true
+      }
+    }
+  ],
+  "fixtures": {
+    "sampleInput": "example data",
+    "expectedOutput": "processed result"
+  }
+}
diff --git a/skills/skill-adapter/references/README.md b/skills/skill-adapter/references/README.md
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index 0000000..7bedfa2
--- /dev/null
+++ b/skills/skill-adapter/references/README.md
@@ -0,0 +1,8 @@
+# References
+
+Bundled resources for trading-strategy-backtester skill
+
+- [ ] trading_strategy_api.md: Documentation for the trading strategy API, including available strategies, parameters, and data formats.
+- [ ] performance_metrics.md: Detailed explanations of the performance metrics used in backtesting, such as Sharpe ratio, Sortino ratio, and maximum drawdown.
+- [ ] risk_analysis.md: Information on risk analysis techniques, including Value at Risk (VaR) and Conditional Value at Risk (CVaR).
+- [ ] data_sources.md: Documentation on available data sources and how to access them.
diff --git a/skills/skill-adapter/references/best-practices.md b/skills/skill-adapter/references/best-practices.md
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index 0000000..3505048
--- /dev/null
+++ b/skills/skill-adapter/references/best-practices.md
@@ -0,0 +1,69 @@
+# Skill Best Practices
+
+Guidelines for optimal skill usage and development.
+
+## For Users
+
+### Activation Best Practices
+
+1. **Use Clear Trigger Phrases**
+   - Match phrases from skill description
+   - Be specific about intent
+   - Provide necessary context
+
+2. **Provide Sufficient Context**
+   - Include relevant file paths
+   - Specify scope of analysis
+   - Mention any constraints
+
+3. **Understand Tool Permissions**
+   - Check allowed-tools in frontmatter
+   - Know what the skill can/cannot do
+   - Request appropriate actions
+
+### Workflow Optimization
+
+- Start with simple requests
+- Build up to complex workflows
+- Verify each step before proceeding
+- Use skill consistently for related tasks
+
+## For Developers
+
+### Skill Development Guidelines
+
+1. **Clear Descriptions**
+   - Include explicit trigger phrases
+   - Document all capabilities
+   - Specify limitations
+
+2. **Proper Tool Permissions**
+   - Use minimal necessary tools
+   - Document security implications
+   - Test with restricted tools
+
+3. **Comprehensive Documentation**
+   - Provide usage examples
+   - Document common pitfalls
+   - Include troubleshooting guide
+
+### Maintenance
+
+- Keep version updated
+- Test after tool updates
+- Monitor user feedback
+- Iterate on descriptions
+
+## Performance Tips
+
+- Scope skills to specific domains
+- Avoid overlapping trigger phrases
+- Keep descriptions under 1024 chars
+- Test activation reliability
+
+## Security Considerations
+
+- Never include secrets in skill files
+- Validate all inputs
+- Use read-only tools when possible
+- Document security requirements
diff --git a/skills/skill-adapter/references/examples.md b/skills/skill-adapter/references/examples.md
new file mode 100644
index 0000000..b1d8bd2
--- /dev/null
+++ b/skills/skill-adapter/references/examples.md
@@ -0,0 +1,70 @@
+# Skill Usage Examples
+
+This document provides practical examples of how to use this skill effectively.
+
+## Basic Usage
+
+### Example 1: Simple Activation
+
+**User Request:**
+```
+[Describe trigger phrase here]
+```
+
+**Skill Response:**
+1. Analyzes the request
+2. Performs the required action
+3. Returns results
+
+### Example 2: Complex Workflow
+
+**User Request:**
+```
+[Describe complex scenario]
+```
+
+**Workflow:**
+1. Step 1: Initial analysis
+2. Step 2: Data processing
+3. Step 3: Result generation
+4. Step 4: Validation
+
+## Advanced Patterns
+
+### Pattern 1: Chaining Operations
+
+Combine this skill with other tools:
+```
+Step 1: Use this skill for [purpose]
+Step 2: Chain with [other tool]
+Step 3: Finalize with [action]
+```
+
+### Pattern 2: Error Handling
+
+If issues occur:
+- Check trigger phrase matches
+- Verify context is available
+- Review allowed-tools permissions
+
+## Tips & Best Practices
+
+- ✅ Be specific with trigger phrases
+- ✅ Provide necessary context
+- ✅ Check tool permissions match needs
+- ❌ Avoid vague requests
+- ❌ Don't mix unrelated tasks
+
+## Common Issues
+
+**Issue:** Skill doesn't activate
+**Solution:** Use exact trigger phrases from description
+
+**Issue:** Unexpected results
+**Solution:** Check input format and context
+
+## See Also
+
+- Main SKILL.md for full documentation
+- scripts/ for automation helpers
+- assets/ for configuration examples
diff --git a/skills/skill-adapter/scripts/README.md b/skills/skill-adapter/scripts/README.md
new file mode 100644
index 0000000..8c2b48c
--- /dev/null
+++ b/skills/skill-adapter/scripts/README.md
@@ -0,0 +1,8 @@
+# Scripts
+
+Bundled resources for trading-strategy-backtester skill
+
+- [ ] backtest_strategy.py: Script to execute backtesting with specified parameters and output results to a file.
+- [ ] optimize_parameters.py: Script to perform parameter optimization using a genetic algorithm or similar method.
+- [ ] compare_strategies.py: Script to compare the performance of different trading strategies based on historical data.
+- [ ] walk_forward_analysis.py: Script to conduct walk-forward analysis to evaluate the robustness of a trading strategy.
diff --git a/skills/skill-adapter/scripts/helper-template.sh b/skills/skill-adapter/scripts/helper-template.sh
new file mode 100755
index 0000000..c4aae90
--- /dev/null
+++ b/skills/skill-adapter/scripts/helper-template.sh
@@ -0,0 +1,42 @@
+#!/bin/bash
+# Helper script template for skill automation
+# Customize this for your skill's specific needs
+
+set -e
+
+function show_usage() {
+    echo "Usage: $0 [options]"
+    echo ""
+    echo "Options:"
+    echo "  -h, --help     Show this help message"
+    echo "  -v, --verbose  Enable verbose output"
+    echo ""
+}
+
+# Parse arguments
+VERBOSE=false
+
+while [[ $# -gt 0 ]]; do
+    case $1 in
+        -h|--help)
+            show_usage
+            exit 0
+            ;;
+        -v|--verbose)
+            VERBOSE=true
+            shift
+            ;;
+        *)
+            echo "Unknown option: $1"
+            show_usage
+            exit 1
+            ;;
+    esac
+done
+
+# Your skill logic here
+if [ "$VERBOSE" = true ]; then
+    echo "Running skill automation..."
+fi
+
+echo "✅ Complete"
diff --git a/skills/skill-adapter/scripts/validation.sh b/skills/skill-adapter/scripts/validation.sh
new file mode 100755
index 0000000..590af58
--- /dev/null
+++ b/skills/skill-adapter/scripts/validation.sh
@@ -0,0 +1,32 @@
+#!/bin/bash
+# Skill validation helper
+# Validates skill activation and functionality
+
+set -e
+
+echo "🔍 Validating skill..."
+
+# Check if SKILL.md exists
+if [ ! -f "../SKILL.md" ]; then
+    echo "❌ Error: SKILL.md not found"
+    exit 1
+fi
+
+# Validate frontmatter
+if ! grep -q "^---$" "../SKILL.md"; then
+    echo "❌ Error: No frontmatter found"
+    exit 1
+fi
+
+# Check required fields
+if ! grep -q "^name:" "../SKILL.md"; then
+    echo "❌ Error: Missing 'name' field"
+    exit 1
+fi
+
+if ! grep -q "^description:" "../SKILL.md"; then
+    echo "❌ Error: Missing 'description' field"
+    exit 1
+fi
+
+echo "✅ Skill validation passed"