lean-param-grid-optimize

lean-param-grid-optimize is a skill for Claude Code from Travisun/Opptrix. It costs 80 tokens per session (1,417 once invoked), scanned A, original, Apache-2.0.

A finance research workflow that tests combinations of strategy or signal settings in a grid. It summarizes how results vary across settings, without claiming to be a complete trading-engine backtest.

In plain words
What is it for?
Use it to define parameter combinations, compare their results in tables or heatmaps, and inspect the best setting against its surrounding values.
Why use it?
It helps reveal whether a result is stable across nearby settings or depends on one unusually favorable choice, which can indicate overfitting.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter.

Good fit Use it to define parameter combinations, compare their results in tables or heatmaps, and inspect the best setting against its surrounding values.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/travisun/opptrix/lean-param-grid-optimize
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.

Any agent
npx skills add Travisun/Opptrix --skill lean-param-grid-optimize
Clone the repo
git clone --depth 1 https://github.com/Travisun/Opptrix

Made for: Claude Code.

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 lean-param-grid-optimize

README.md
[![agentmods](https://agentmods.dev/badge/skills/travisun/opptrix/lean-param-grid-optimize/github.svg)](https://agentmods.dev/skills/travisun/opptrix/lean-param-grid-optimize)
Your own site
<a href="https://agentmods.dev/skills/travisun/opptrix/lean-param-grid-optimize"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/lean-param-grid-optimize/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 lean-param-grid-optimize

Your own site · 80×15
<a href="https://agentmods.dev/skills/travisun/opptrix/lean-param-grid-optimize"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/lean-param-grid-optimize.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 80 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,417 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 pass 7 Sept 2026
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 $0.00080 $0.01417
Opus 5 $0.00040 $0.00709
Sonnet 5 $0.00016 $0.00283
Haiku 4.5 $0.00008 $0.00142

Measured 5d ago against content hash 864382ad9782, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

lean-param-grid-optimize 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 5d 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.

packages/agent-skills/builtin/lean-param-grid-optimize/SKILL.md · 86 lines

What it actually says

LEAN 参数网格

方法溯源 QuantConnect LEAN 社区算法/示例思路;本技能是平台工具编排的投研工作流禁止假装跑完整 LEAN 引擎或输出 LEAN 回测曲线、订单日志冒充引擎结果。实际取数与计算仅限 Opptrix 工具(行情/财务/opptrix_run 沙盒等)。

何时使用

用户要对 A股/场内 ETF 策略/信号参数做网格搜索示意并汇总热力/表,关注过拟合风险(LEAN 方法溯源,非美股原版照搬)。默认交付可预览网页。

边界:稳健性扰动检验用 @skill:robustness-check;因子历史有效性用 @skill:factor-research。本技能侧重参数网格设计与结果汇总默认不包含 Walk-forward,若未做必须在报告首页写明。

A股适配(默认)

  • 默认市场 CN(A股 / 场内 ETF)。用户点名美股/港股再切换,并声明数据口径与微观结构差异。
  • 参数网格默认在 CN 标的/宇宙 上示意;须声明未做 Walk-forward 时为 assumption-only 教育示意。
  • 涨跌停/T+1 改变可成交路径 → 网格「最优」不可直接当交易参数。
  • 禁止假设可自由做空的目标函数。
  • 不可硬适配或数据缺口时:首页横幅写清完整度(partial 或更严)+ 必要时 ask_user

分析架构(投研方法)

  • 问题/假设:参数邻域内指标如何分布?最优格点是否孤立尖峰?
  • 证据清单:网格定义、opptrix_run/verify_instrument_strategy/run_backtest 结果
  • 多维交叉验证:最优 vs 邻域中位数;有无样本外(若无则声明)
  • 结论与不确定:网格最优≠可上线;无 WF 时过拟合风险更高
  • 微观/制度风险:涨跌停钝化、T+1、ST/停牌、融券受限(及相关会计口径差异);不得按美股连续可成交或自由做空假设叙事
  • 事实 | 假设 | 推断 分栏强制

数据维度

维度 取数方向 缺失时
策略与参数维 ask_user 先确认
基准验证 verify_instrument_strategy 说明失败原因
回测(可选) run_backtest 仅信号层网格
网格计算 opptrix_run + workspace_write 稀疏网格并标明非穷尽
交付 list_web_vendorcreate_web 可跳过口头要点
A股约束 CN 样本 + 多头约束目标 样本不足则缩小网格并声明

步骤

  1. 确认默认 CN:标的/宇宙为 A股或场内 ETF(用户点名其他市场再切换并声明差异)。应用涨跌停/T+1/融券受限等微观约束(见 A股适配)。
  2. 确认参数维与度量:夏普/回撤等
  3. 声明验证协议若无 Walk-forward,首页必须写明「未做 Walk-forward / 样本外验证」
  4. 跑网格并落表:禁止只展示最好看的一格
  5. @skill:robustness-check / @skill:factor-research 对照说明:分工写清
  6. 交付网页(默认)create_web

网页报告建议目录

  1. 范围:默认 A股/场内 ETF + LEAN 溯源
  2. 验证协议(含:有无 Walk-forward)
  3. 结果热力/表(全网格可见)
  4. 过拟合与尖峰检查
  5. 与稳健性/因子研究边界
  6. 事实 / 假设 / 推断分栏
  7. A股适配与限制(默认 CN;微观结构/代理/完整度)
  8. 免责声明(非投资建议)

禁止

  • 荐股、目标价、仓位建议;编造未返回数字
  • 隐瞒未做 Walk-forward
  • 只展示最优格点隐瞒其余
  • 假装 LEAN Optimizer 云端结果
  • 禁止假装跑完整 LEAN 引擎或伪造 LEAN 日志/回测净值
  • 禁止无交付就结束(默认须有 web 产物,除非用户明确只要口头要点)
  • 禁止把美股成分/ETF 清单不经映射直接当 A股结果
  • 禁止假设可自由融券做空
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. 5d ago First seen · 86 lines · 80 tokens per session scan A 864382ad9782

Subscribe to this mod's changes

lean-param-grid-optimize is a skill published in the GitHub repository Travisun/Opptrix (231 stars, last pushed yesterday), licensed Apache-2.0. It adds 80 tokens to every session and 1,417 once invoked, about $0.0004 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 2026-09-03.

Related

Other skills, from other repositories

national-team-position

A Chinese-language analysis tool that estimates changes in China’s government-backed ETF holdings by tracking ETF share counts and related index prices. ETFs are funds traded on stock exchanges, and the “national team” refers here to Central Huijin, a state investment company.

Xiaoyuan-Liu/national-team-position · 161 tokens

caijing-ipo-hk

A Chinese-language adviser for Hong Kong stock initial public offerings, or IPOs—the first sale of a company's shares to the public. It covers how to apply, how much to apply for, and risks such as the share price falling below the offering price.

nekopunch11/rodya-caijing-studio · 209 tokens

caijing-fundamental

A finance research skill for writing a detailed, forward-looking analysis of a listed company’s business, financials, valuation, risks, and investment arguments. It covers companies listed in mainland China and Hong Kong.

nekopunch11/rodya-caijing-studio · 188 tokens

rodya-caijing-studio

A toolkit for researching Chinese A-share and Hong Kong-listed companies and producing financial content. It includes separate workflows for company fundamentals, earnings, valuation, risks, industries, and IPO checks.

nekopunch11/rodya-caijing-studio · 171 tokens

caijing-earnings

A finance research skill for reviewing listed companies’ earnings reports, or preparing for an upcoming report. It focuses on Chinese A- and Hong Kong-listed companies.

nekopunch11/rodya-caijing-studio · 215 tokens

caijing-valuation

A Chinese-language adviser that assesses whether a stock's current valuation looks high or low. It adapts the comparison to the industry and examines historical and peer-company valuation ranges.

nekopunch11/rodya-caijing-studio · 161 tokens