polars-backtest
CommunityBacktest trading strategies with Polars.
Finance & Accounting#financial analysis#backtesting#trading strategy#polars#portfolio simulation#quantitative trading
AuthorYvictor
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps users efficiently backtest trading strategies using the polars-backtest library, enabling rapid simulation and analysis of financial market performance.
Core Features & Use Cases
- Fast Backtesting: Leverages Rust and Arrow for high-performance portfolio simulations.
- Native Polars Integration: Seamlessly works with Polars DataFrames using a familiar API.
- Comprehensive Analysis: Supports detailed reports including trades, statistics, and risk metrics.
- Use Case: Analyze the historical performance of a momentum trading strategy by applying it to a large dataset of stock prices and evaluating its profitability and risk metrics.
Quick Start
Use the polars-backtest skill to backtest a trading strategy on the provided DataFrame, using 'close' for trade execution and 'weight' for position sizing.
Dependency Matrix
Required Modules
polarspolars-backtest
Components
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: polars-backtest Download link: https://github.com/Yvictor/polars_backtest_extension/archive/main.zip#polars-backtest Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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