lean-vix-dual-thrust

lean-vix-dual-thrust is a skill for Claude Code from Travisun/Opptrix. It costs 89 tokens per session (1,541 once invoked), scanned A, original, Apache-2.0.

A finance research workflow that combines a Dual Thrust channel-breakout rule with a volatility measure or proxy. A channel breakout signals when price moves beyond a range; a volatility proxy estimates how sharply prices are moving when an official VIX measure is unavailable.

In plain words
What is it for?
Use it to study Dual Thrust signals on A-share stocks or ETFs, compare results with and without volatility filtering, and review parameter sensitivity.
Why use it?
It provides a way to examine whether breakout signals behave differently in calmer or more volatile conditions, while exposing missing-data limits.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter.

Good fit Use it to study Dual Thrust signals on A-share stocks or ETFs, compare results with and without volatility filtering, and review parameter sensitivity.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/travisun/opptrix/lean-vix-dual-thrust
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-vix-dual-thrust
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-vix-dual-thrust

README.md
[![agentmods](https://agentmods.dev/badge/skills/travisun/opptrix/lean-vix-dual-thrust/github.svg)](https://agentmods.dev/skills/travisun/opptrix/lean-vix-dual-thrust)
Your own site
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agentmods 80×15 button for lean-vix-dual-thrust

Your own site · 80×15
<a href="https://agentmods.dev/skills/travisun/opptrix/lean-vix-dual-thrust"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/lean-vix-dual-thrust.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 89 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,541 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 $0.00089 $0.01541
Opus 5 $0.00044 $0.00771
Sonnet 5 $0.00018 $0.00308
Haiku 4.5 $0.00009 $0.00154

Measured 5d ago against content hash aead2b435423, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

lean-vix-dual-thrust 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-vix-dual-thrust/SKILL.md · 86 lines

How it starts

The opening of the file, as written. The whole thing — 86 lines — stays where its author put it; the contents beside it link to each section on GitHub.

LEAN VIX DualThrust

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)。

能力声明(assumption-only)VIX 及波动标的可得性因市场/数据源而异。若无法解析 VIX 或等价指数,须改用已实现波动/ATR 等代理并在首页声明;禁止假装已接入官方 VIX 期货连续合约。完整度:数据可得时为分析框架,否则 assumption-only 代理

何时使用

用户要在 A股/场内 ETF 上研究 Dual Thrust 通道,并结合波动代理过滤的示意框架(LEAN 方法溯源;通常无 VIX,须诚实降级,非美股原版照搬)。默认交付可预览网页。

边界:一般信号用 @skill:instrument-signals;参数网格用 @skill:lean-param-grid-optimize@skill:robustness-check

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。
  • 诚实缺口:本地通常 无 VIX / UVXY。若无波动指数或期权隐含波动序列 → 完整度 not-feasible-now,或改用本地波动 ETF / 已实现波动 / 50ETF 波动相关产品作代理并声明 assumption-only
  • 默认交易标的 CN;Dual Thrust 通道在涨跌停日可能缺口失效;融券受限 → 只做多头突破示意或空仓,禁止自由做空。
  • 不可硬适配时:首页横幅 + ask_user 确认是否接受代理或终止。
  • 不可硬适配或数据缺口时:首页横幅写清完整度(not-feasible-now 或更严)+ 必要时 ask_user

分析架构(投研方法)

  • 问题/假设:在波动高低分位下,Dual Thrust 触发是否呈现不同频率/方向分布?
  • 证据清单:标的 OHLC、通道参数、VIX 或波动代理序列
  • 多维交叉验证:有无波动过滤对照;参数敏感
  • 结论与不确定:示意≠可交易系统
  • 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
交易标的 search_instruments / ask_user 先确认
VIX/代理 搜索 VIX 或 ask_user 指定代理 改用已实现波动并横幅声明
OHLC/指标 get_instrument_quotes / indicators 样本不足则降级
通道计算 opptrix_run 参数标假设
交付 list_web_vendorcreate_web 可跳过口头要点
A股波动代理 已实现波动/ATR/本地波动 ETF(若有) 无 VIX → not-feasible-now 或 assumption-only 代理 + ask_user

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. 确认标的与波动源:首页写 VIX 可得性/代理
  3. LEAN 溯源边界:Dual Thrust 社区示例启发;不跑 LEAN
  4. 计算通道与触发表:波动分位过滤对照
  5. 分栏结论:禁止下单指令
  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;VIX/代理可得性
  2. Dual Thrust 参数假设
  3. 触发事件表与波动分位
  4. 对照(有无过滤)
  5. 事实 / 假设 / 推断分栏
  6. A股适配与限制(默认 CN;微观结构/代理/完整度)
  7. 免责声明(无买卖建议)

禁止

  • 荐股、目标价、仓位建议;编造未返回数字
  • 在无 VIX 数据时假装已用官方 VIX
  • 输出开平仓指令
  • 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

Read the full file on GitHub · 86 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. 5d ago First seen · 86 lines · 89 tokens per session scan A aead2b435423

Subscribe to this mod's changes

lean-vix-dual-thrust is a skill published in the GitHub repository Travisun/Opptrix (231 stars, last pushed yesterday), licensed Apache-2.0. It adds 89 tokens to every session and 1,541 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.

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