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pm-quant-strategy-authoring

Turn an agent's quantitative idea into Strategy code with tunable parameters and verifiable behavior.

Star
566
分类
营销与商业
许可证
Apache-2.0
最近提交
2026年10月12日

skills/pm-quant-strategy-authoring/SKILL.md

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PM Quant Strategy Authoring

Use this skill when the user asks the agent to come up with a strategy and write the code.

Goals

  • A runnable strategy class (a QuantStrategy subclass).
  • Exposed numeric parameters, so the strategy can be auto-tuned.
  • strategy validate and backtest run both succeed.

Code entry points

  • Base class contract: oracle3/strategy/quant_strategy.py (QuantStrategy).
  • For LLM-driven strategies use AgentStrategy instead (see pm-agent-strategy-authoring).
  • Example strategies: examples/strategies/*.py, strategies/*.py.
  • New strategies go in strategies/.

Steps

  1. Create the skeleton
  • oracle3 strategy create --output strategies/<name>.py --class-name <ClassName> --type quant
  1. Implement the strategy
  • In process_event, handle only the event types you need (usually PriceChangeEvent).
  • Put parameters in the constructor; numeric parameters are what tuning searches over.
  • Call trader.place_order(...) to act.
  • Record actions and signals with self.record_decision(...).
  1. Quick validation
  • oracle3 strategy validate --strategy-ref strategies/<name>.py:<ClassName> --strategy-kwargs-json '<json>' --dry-run --events 10 --json
  1. Single-market backtest
  • oracle3 backtest run --history-file <history.jsonl> --market-id <M> --event-id <E> --strategy-ref strategies/<name>.py:<ClassName> --strategy-kwargs-json '<json>' --json
  1. Prepare for tuning
  • Every parameter has a clear meaning, bounds and a default.
  • Parameter types stay JSON-serializable.
  • Tune with oracle3 research auto-tune --param-grid-json '<json>' ....

Hard rules

  • Do not hard-code strategy logic in a command-line script; it belongs in its own strategy file.
  • Never use future information (no look-ahead).
  • Keep runs reproducible: record the strategy file path, class name, kwargs and command.

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