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.claude-plugin/plugin.json Normal file
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{
"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"
]
}

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README.md Normal file
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# trading-strategy-backtester
Backtest trading strategies with historical data, performance metrics, and risk analysis

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commands/backtest-strategy.md Normal file
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---
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.

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plugin.lock.json Normal file
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{
"$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"
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"path": ".claude-plugin/plugin.json",
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},
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"path": "commands/backtest-strategy.md",
"sha256": "1015422525888bea65522b10842d26845d6e572952b0d3adfe3fcaee54cc1bd0"
},
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{
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"sha256": "f5639ba823a24c9ac4fb21444c0717b7aefde1a4993682897f5bf544f863c2cd"
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"security": {
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"flags": []
}
}

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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.

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skills/skill-adapter/assets/config-template.json Normal file
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{
"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": []
}
}

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skills/skill-adapter/assets/skill-schema.json Normal file
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{
"$schema": "http://json-schema.org/draft-07/schema#",
"title": "Claude Skill Configuration",
"type": "object",
"required": ["name", "description"],
"properties": {
"name": {
"type": "string",
"pattern": "^[a-z0-9-]+$",
"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)"
}
}
}

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{
"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"
}
}

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skills/skill-adapter/references/README.md Normal file
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# 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.

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# 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

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# 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

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# 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.

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#!/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"

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skills/skill-adapter/scripts/validation.sh Executable file
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#!/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"