backtest-data-prep

A data-preparation workflow for building historical US stock price-and-volume data for backtesting. Backtesting means testing an investment strategy against past market data.

In plain words
What is it for?
Use it to create point-in-time OHLCV datasets in Parquet format, document coverage and survivorship treatment, and record holidays, half-days, IPO gaps, and edge cases.
Why use it?
It reduces errors caused by missing trading sessions, stock-market corporate actions, companies that no longer exist, or data that was not available at the time.

Skill for Claude CodeCodex

Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

agentmods
npx agentmods add skills/rgourley/quant-garage/backtest-data-prep
Any agent
npx skills add rgourley/quant-garage --skill backtest-data-prep
Clone the repo
git clone --depth 1 https://github.com/rgourley/quant-garage

Made for: Claude Code, Codex.

Per session 108 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 2,466 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
Origin unknown 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 $0.00108 $0.02466
Opus 5 $0.00054 $0.01233
Sonnet 5 $0.00022 $0.00493
Haiku 4.5 $0.00011 $0.00247

Measured 3d ago against content hash d0086875f439, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

backtest-data-prep 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.

skills/backtest-data-prep/SKILL.md · 202 lines

The source is not reproduced here

No licence file

A repository with no LICENSE is all rights reserved by default, so the body is not copied here. The metadata, the measurements and the link are.

Read it on GitHub

Files

What ships with it

9 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

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 · 202 lines · 108 tokens per session scan A d0086875f439

Subscribe to this mod's changes

backtest-data-prep is a skill published in the GitHub repository rgourley/quant-garage (7 stars, last pushed 1mo ago), with no licence file. It adds 108 tokens to every session and 2,466 once invoked, about $0.0005 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 2026-08-31.