pm-quant-strategy-authoring
Skill466 starsChanged 34 days agoApache-2.0View on GitHub
Turn an agent's quantitative idea into Strategy code with tunable parameters and verifiable behavior.
We split this skill into the rules it gives an agent
7 rules. About 0 are common, 6 are distinctive, and 1 is very specific to this project.
≈0
Common · estimate
Many files like this have a rule of this kind.
≈6
Distinctive · estimate
This author's own choices. Worth a look.
1
Very specific
Tied to their project's names, files or tools. Probably skip.
- Common
- Distinctive
- Very specific
- Distinctive: line 8
Use this skill when the user asks the agent to come up with a strategy and write the code.
- Distinctive: line 32
Put parameters in the constructor.
- Very specific: line 33
Call trader.place_order(...) to act.
- Distinctive: line 46
Every parameter has a clear meaning, bounds and a default.
- Distinctive: line 52
Do not hard-code strategy logic in a command-line script.
- Distinctive: line 53
Never use future information (no look-ahead).
- Distinctive: line 54
Keep runs reproducible: record the strategy file path, class name, kwargs and command.
≈ “Common” is an estimate: at least 1 in 5 of the 308,232 skill files we read have a rule of the same kind, not the same words. “Very specific” is our guess from the words: it names a file, a command, a setting or the project itself.
Files
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
QuantStrategysubclass). - Exposed numeric parameters, so the strategy can be auto-tuned.
strategy validateandbacktest runboth succeed.
Code entry points
- Base class contract:
oracle3/strategy/quant_strategy.py(QuantStrategy). - For LLM-driven strategies use
AgentStrategyinstead (seepm-agent-strategy-authoring). - Example strategies:
examples/strategies/*.py,strategies/*.py. - New strategies go in
strategies/.
Steps
- Create the skeleton
oracle3 strategy create --output strategies/<name>.py --class-name <ClassName> --type quant
- Implement the strategy
- In
process_event, handle only the event types you need (usuallyPriceChangeEvent). - 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(...).
- Quick validation
oracle3 strategy validate --strategy-ref strategies/<name>.py:<ClassName> --strategy-kwargs-json '<json>' --dry-run --events 10 --json
- 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
- 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.
Other versions1 project uses a version of this.
Word for word · 1
- YichengYang-Ethan/oracle3-prediction-market-agent★ 437100% same
Edited · 0
None found.
Wrote their own version · 0
None found.
How matches are found. Word for word: the exact same text. Edited: shares passages with this file (“99% same” means 99% of its five-word phrases also appear here; 10% or more counts). Their own version: similar meaning, or, weakest, the same name. We can’t tell which project had it first. Projects are counted among the 200 most-starred candidates, and mentions are links to the repository we found, up to 50 per site, so both counts are a floor.
In this repository14 other files it gives its agents.
- AGENTS.mdAGENTS.md
- docs/llms.txtllms.txt
- llms.txtllms.txt
- pm-agent-strategy-authoringSkill
- pm-constraint-arbitrageSkill
- pm-data-discoverySkill
- pm-live-trade-opsSkill
- pm-paper-trade-opsSkill
- pm-agent-strategy-authoringSkill
- pm-constraint-arbitrageSkill
- pm-data-discoverySkill
- pm-live-trade-opsSkill
- pm-paper-trade-opsSkill
- pm-quant-strategy-authoringSkill
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