Quant Strategy Bundle

Quantitative trading strategy bundle - Contains multiple verified A-stock quantitative trading strategy frameworks. Includes momentum strategies, reversal st...

Security Scan

The skill claims to provide trading strategy frameworks, but its instructions reference an external 'strategy' module and a Tushare API token (in config.json) while declaring no required credentials or code — the pieces are inconsistent and require caution.

Purpose & Capability

The name/description (quant trading strategies, backtesting, signal generation) match the high-level instructions, but the SKILL.md expects a 'strategy' Python module and a config.json with a Tushare token that are not included and not declared in requirements. The skill therefore does not contain the code it claims to document, which is an incoherence.

Instruction Scope

Runtime instructions tell the user/agent to pip install packages and then import from 'strategy' (MomentumStrategy, etc.) and to place a Tushare token in config.json. The skill does not provide that module or an example config, and it does not declare the Tushare token as a required credential. This gives the agent/user broad discretion to install packages and use external tokens without guidance or packaged code.

Install Mechanism

There is no install spec (instruction-only). SKILL.md recommends 'pip install pandas numpy xgboost tushare' which will download code from PyPI — normal for Python projects but worth noting because large packages (xgboost) may require build steps; the skill does not provide a controlled install or pinned versions.

Credentials

The instructions require a Tushare token (sensitive API credential) in config.json, but the skill declares no required environment variables or primary credential. Asking for a third‑party API token without declaring it or explaining storage/usage is disproportionate and a transparency gap.

Persistence & Privilege

always is false and there is no install script or persistent modification of agent/system configuration. The skill does not request elevated or persistent privileges.

What to consider before installing

This skill is inconsistent: the README expects a local 'strategy' Python module and a Tushare API token but provides neither and does not declare required credentials. Before installing or running anything: (1) obtain the actual strategy code from a trusted source (the skill package lacks it); (2) do not paste your Tushare token into public places — store it securely and consider using environment variables rather than unchecked config files; (3) prefer installing dependencies into an isolated virtual environment (venv/conda) rather than system-wide; (4) verify the strategy implementation code for unsafe behaviour (network calls, data exfiltration, or executing arbitrary shell commands); (5) if you cannot obtain the missing code or a trustworthy source, avoid running the pip installs or executing unverified scripts. These inconsistencies are plausibly benign poor packaging, but they could hide risk, so proceed with caution.

Quantitative trading strategy bundle with multiple verified strategy frameworks.

Included Strategies

1. Momentum Strategy

• Principle: Buy stocks that have risen in the past
• Holding period: 5-20 days
• Best for: Bull markets

2. Reversal Strategy

• Principle: Buy stocks that have fallen in the past
• Holding period: 3-10 days
• Best for: Range-bound markets

3. Trend Strategy

• Principle: Follow the trend, buy high sell higher
• Holding period: 10-30 days
• Best for: Strong trending markets

Usage

Install Dependencies

pip install pandas numpy xgboost tushare

Basic Usage

from strategy import MomentumStrategy, ReversalStrategy, TrendStrategy

# Initialize strategy
strategy = MomentumStrategy()

# Generate signals
signals = strategy.generate_signals(stock_pool, factors)

# Backtest
result = strategy.backtest(signals, prices)

Configuration

Configure in config.json:

• Tushare token
• Stock pool
• Factor parameters
• Trading parameters

Changelog

v1.0.0 - Initial release