opendeviation-eval-metrics

opendeviation-eval-metrics is a skill for Claude Code from terrylica/cc-skills. It costs 41 tokens per session (3,190 once invoked), scanned A, original, MIT.

A reference and set of scripts for measuring machine-learning performance on open deviation bar data, a financial dataset made from price movements between market bars. It includes measures for returns, risk, and statistical reliability.

In plain words
What is it for?
Use it to calculate Sharpe ratios, walk-forward results, PSR, DSR, and minimum track record tests, then generate an evaluation report.
Why use it?
It avoids hand-coding specialized evaluation calculations for data whose observations are not independent. It helps turn prediction results and validation folds into repeatable reports.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter. Also seen: mentions subagents.

Needs its repository: it runs a file that does not travel with it, so clone the repository first. The line is python scripts/generate_report.py --results folds.jsonl --output report.md.

Part of the quant-research plugin — 8 skills shipped together , and of cc-skills

Good fit Use it to calculate Sharpe ratios, walk-forward results, PSR, DSR, and minimum track record tests, then generate an evaluation report.

Compare 6 skills from other repositories ↓
Install

Getting it into your agent

It runs from inside its repository, so the clone comes first — what it calls does not travel with the file alone.

Clone the repo
git clone --depth 1 https://github.com/terrylica/cc-skills
agentmods
npx agentmods add skills/terrylica/cc-skills/opendeviation-eval-metrics

Made for: Claude Code.

Or install quant-research, the plugin that ships this one along with the rest of its 8 skills.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for opendeviation-eval-metrics

README.md
[![agentmods](https://agentmods.dev/badge/skills/terrylica/cc-skills/opendeviation-eval-metrics/github.svg)](https://agentmods.dev/skills/terrylica/cc-skills/opendeviation-eval-metrics)
Your own site
<a href="https://agentmods.dev/skills/terrylica/cc-skills/opendeviation-eval-metrics"><img src="https://agentmods.dev/badge/skills/terrylica/cc-skills/opendeviation-eval-metrics/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for opendeviation-eval-metrics

Your own site · 80×15
<a href="https://agentmods.dev/skills/terrylica/cc-skills/opendeviation-eval-metrics"><img src="https://agentmods.dev/badge/skills/terrylica/cc-skills/opendeviation-eval-metrics.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 41 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 3,190 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe. Third-party audits
  • NVIDIA SkillSpector warn 7 Sept 2026
SkillSpector: 2 findings, up to high

These are SkillSpector’s own severities. On a checked sample its high-severity flags on skills were ~96% false positives — a documented command, a public API, a “never do X” rule — so we show them as a caution to read, not a verdict. Why →

  • high Rogue Agent · line 275
    Skill modifies its own code, configuration, or behavior at runtime. Self-modification enables an agent to escalate privileges, disable safety constraints, or install persistent backdoors.
    Fix: Prevent the skill from modifying its own code, SKILL.md, or configuration files. Treat skill files as read-only at runtime.
  • medium analysis-evasion · line 1
    Suspicious Unicode normalization or mixed-script content
    Fix: Review the flagged content for security risks. Ensure no credentials, secrets, or sensitive data are exposed.
How audits are shown
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 $0.00041 $0.03190
Opus 5 $0.00020 $0.01595
Sonnet 5 $0.00008 $0.00638
Haiku 4.5 $0.00004 $0.00319

Measured 6d ago against content hash 416093963190, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

opendeviation-eval-metrics 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 6d ago.

The scan reads SKILL.md. This mod also ships 1 executable file (scripts/compute_metrics.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

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.

plugins/quant-research/skills/opendeviation-eval-metrics/SKILL.md · 278 lines

How it starts

The opening of the file, as written. The whole thing — 278 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Open Deviation Bar Evaluation Metrics

Machine-readable reference + computation scripts for state-of-the-art metrics evaluating open deviation bar (ODB, brim-to-brim price-based sampling) data.

Cross-reference: Project-level experiment catalogue at signal-archaeology skill in opendeviationbar-patterns repo — contains 10 BHR-validated experiments with auditable SQL.

Self-Evolving Skill: This skill improves through use. If instructions are wrong, parameters drifted, or a workaround was needed — fix this file immediately, don't defer. Only update for real, reproducible issues.

When to Use This Skill

Use this skill when:

  • Evaluating ML model performance on open deviation bar data
  • Computing Sharpe ratios with non-IID bar sequences
  • Running Walk-Forward Optimization metric analysis
  • Calculating PSR, DSR, or MinTRL statistical tests
  • Generating evaluation reports from fold results

Quick Start

# Compute metrics from predictions + actuals
python scripts/compute_metrics.py --predictions preds.npy --actuals actuals.npy --timestamps ts.npy

# Generate full evaluation report
python scripts/generate_report.py --results folds.jsonl --output report.md

Metric Tiers

Tier Purpose Metrics Compute
Primary (5) Research decisions weekly_sharpe, hit_rate, cumulative_pnl, n_bars, positive_sharpe_rate Per-fold + aggregate
Secondary/Risk (5) Additional context max_drawdown, bar_sharpe, return_per_bar, profit_factor, cv_fold_returns Per-fold
ML Quality (3) Prediction health ic, prediction_autocorr, is_collapsed Per-fold
Diagnostic (5) Final validation psr, dsr, autocorr_lag1, effective_n, binomial_pvalue Aggregate only
Extended Risk (5) Deep risk analysis var_95, cvar_95, omega_ratio, sortino_ratio, ulcer_index Per-fold (optional)

Read the full file on GitHub · 278 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. 6d ago First seen · 278 lines · 41 tokens per session scan A 416093963190

Subscribe to this mod's changes

opendeviation-eval-metrics is a skill published in the GitHub repository terrylica/cc-skills (72 stars, last pushed yesterday), licensed MIT. It adds 41 tokens to every session and 3,190 once invoked, about $0.0002 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 2026-09-05.

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