PortfolioOptimisers.jl: Instructions file for Claude Code

CLAUDE.md

PortfolioOptimisers.jl CLAUDE.md is an instructions file for Claude Code from dcelisgarza/PortfolioOptimisers.jl. It costs 1,713 tokens per session, scanned A, original, MIT.

Repository instructions for PortfolioOptimisers.jl, a Julia library for portfolio optimisation. They explain the project vocabulary, standards, architecture decisions, editing rules, and checks.

In plain words
What is it for?
Use them when editing Julia code, documentation, exports, constructors, tests, or architecture decision records in this repository.
Why use it?
They give the coding agent the project context and conventions needed to change the library without breaking its documented rules.

Instructions file for Claude Code

Written for Claude Code: the file is CLAUDE.md.

This is dcelisgarza/PortfolioOptimisers.jl's own configuration. It tells Claude Code how to work on PortfolioOptimisers.jl itself, so it is not a mod to install elsewhere. Copy it as a starting point and replace the rules that are about this project. Everything PortfolioOptimisers.jl configures →

Reuse

Borrowing it

Nothing to install: this file belongs to dcelisgarza/PortfolioOptimisers.jl. Take a copy, put it at the same path in your own repository, and replace the rules that are about this project with yours.

Copy the file
curl -O https://raw.githubusercontent.com/dcelisgarza/PortfolioOptimisers.jl/main/CLAUDE.md
Clone the repo
git clone --depth 1 https://github.com/dcelisgarza/PortfolioOptimisers.jl

Made for: Claude Code.

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Per session 1,713 This file is loaded in full into every session.
When invoked 1,713 The same file — it is already loaded in full.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.01713 $0.01713
Opus 5 $0.00856 $0.00856
Sonnet 5 $0.00343 $0.00343
Haiku 4.5 $0.00171 $0.00171

Measured 3d ago against content hash 3ed143934310, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

PortfolioOptimisers.jl CLAUDE.md scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 3d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

CLAUDE.md · 108 lines

How it starts

The opening of the file, as written. The whole thing — 108 lines — stays where its author put it; the contents beside it link to each section on GitHub.

PortfolioOptimisers.jl — working agreements

A Julia portfolio-optimisation library. Estimators are configuration, Results are data, and the domain vocabulary is normative — read CONTEXT.md before touching anything you cannot already name.

Orientation

  • STANDARDS.md is the map. It routes a subject — a docstring, an export, a constructor, a test — to the file that owns the rule and to the check that fails when the rule breaks. Start there when you do not know which file governs what you are about to change. It carries no rules of its own, so it never overrides the file it points at. /improve-standards audits it.
  • CONTEXT.md is the glossary. It defines the domain language (Prior, Constraint Space, Universe Sets, Feature Matrix, Objective Penalty, …) and is hand-written. When you introduce or rename a concept, update it in the same change.
  • docs/adr/ records decisions. An ADR whose decision reached main is amended, never rewritten: append a ## Amendment (YYYY-MM-DD) section. Such an ADR describes released behaviour, so an ADR describing superseded behaviour is correct history, not a bug. An ADR whose decision has not reached main is still a draft — rewrite it in place, because no reader outside the branch ever saw the text you would be amending.
  • To find code, prefer kaimon's search_code (semantic) when you can only describe what you want, and grep_code when you already hold an exact token. /graphify builds a queryable graph for larger architectural questions.

Running Julia

  • Go through the kaimon MCP tools, not julia on Bash. ex(e="…") evaluates in a REPL the user shares live.
  • Single-threaded: julia -t 1, BLAS.set_num_threads(1). Never kick off the full test suite or a docs build — those are the maintainer's to run.
  • Run targeted test_*.jl files for the area you changed. test/runtests.jl supplies a shared init_code preamble (Test, Logging, CSV, TimeSeries, DataFrames, StableRNGs, StatsBase, LinearAlgebra, find_tol); reproduce it if you include a test file directly.
  • On a Revise world-age warning, restart the session and cold-load. If a session wedges, shut it down and start a new one rather than fighting it.

Read the full file on GitHub · 108 lines

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 3d ago First seen · 108 lines · 1,713 tokens per session scan A 3ed143934310

Subscribe to this mod's changes

PortfolioOptimisers.jl CLAUDE.md is an instructions file published in the GitHub repository dcelisgarza/PortfolioOptimisers.jl (21 stars, last pushed today), licensed MIT. It adds 1,713 tokens to every session, about $0.0086 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-04.

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