VectorBT Backtesting Skills

Six skills ship as SKILL.md files under .claude/skills/: backtest, optimize, quick-stats, setup, strategy-compare and vectorbt-expert. They use Claude Code frontmatter — backtest declares an argument-hint and its allowed-tools, while vectorbt-expert sets user-invocable: false, making it a model-invoked knowledge skill. Behind them sit 12 runnable strategy templates (buy_hold, donchian, dual_momentum, ema_crossover, macd, momentum, realistic_costs, rsi, rsi_accumulation, sda2, supertrend, walk_forward) and 21 knowledge-base rule files on costs, sizing, simulation modes, walk-forward analysis, robustness testing and common pitfalls — the README says 20, an undercount of one. Installation goes through the vercel-labs skills installer: npx skills add marketcalls/vectorbt-backtesting-skills, with -s backtest for a single skill and -g to install globally.

Coverage differs sharply by market. US equities, options and futures (yfinance) and crypto spot and perpetuals (yfinance or CCXT) work from public data with no credentials, benchmarked against ^GSPC and BTC-USD. Indian NSE, BSE, NFO and MCX coverage requires a separately installed, self-hosted OpenAlgo instance (AGPL-3.0) running at http://127.0.0.1:5000 plus a connected broker account and API key, benchmarked against the NIFTY 50. The per-market transaction-cost figures in the README are the author’s own “industry-standard defaults” and are user-customizable — they are not verified broker schedules — and the hardcoded index lot sizes it cites are time-sensitive values that should be checked against the current exchange circulars.

License note: the repository has no LICENSE file anywhere in its tree, and GitHub’s API reports no license. The only license statement is the bare word “MIT” in the README’s closing section, with no copyright line and none of the MIT text; treat the licensing as declared rather than granted. Downstream use is further constrained by the dependency: VectorBT is Apache-2.0 with the Commons Clause, which withholds the right to sell a product or service whose value derives substantially from the software, so the skills’ MIT claim does not clear commercial resale. The project is single-maintainer — 15 commits from one contributor, last pushed 2026-07-12 — active but with a bus factor of one.