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.
npx skills add Travisun/Opptrix --skill time-varying-sharpegit clone --depth 1 https://github.com/Travisun/OpptrixWrote 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.
[](https://agentmods.dev/skills/travisun/opptrix/time-varying-sharpe)<a href="https://agentmods.dev/skills/travisun/opptrix/time-varying-sharpe"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/time-varying-sharpe/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.
<a href="https://agentmods.dev/skills/travisun/opptrix/time-varying-sharpe"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/time-varying-sharpe.svg" alt="Reviewed on agentmods" width="80" height="20"></a>- NVIDIA SkillSpector pass
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.
| Model | Per session | Once invoked |
|---|---|---|
| Fable 5.1 | $0.00083 | $0.00799 |
| Opus 5 | $0.00042 | $0.00400 |
| Sonnet 5 | $0.00017 | $0.00160 |
| Haiku 4.5 | $0.00008 | $0.00080 |
Grade A, and why
time-varying-sharpe 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.
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.
What it actually says
时变夏普择时
对收盘价收益做滚动样本夏普（均值/标准差×√252），映射为风险偏好偏强/偏弱状态。方法灵感来自国海/国信等「时变夏普」系列；本脚本默认实现滚动夏普，非 Whitelaw 两步宏观回归完整复现（见 assumptions）。
何时使用
- 用户要看指数/ETF 近期风险调整后强度是否抬升/回落
- 需要可复现 JSON 信号再交付网页
非目标：完整宏观因子面板建模；个股荐股。
算法要点（事实）
- 由
close得日收益 - 窗口 W 内超额收益（可减
rf_daily）均值 / 样本标准差 ×ann_factor（默认 √252） tv_sharpe ≥ buy_threshold→ 状态 1；≤ sell_threshold→ 状态 0
数据维度
| 维度 | 取数方向 | 缺失时 |
|---|---|---|
| 标的 | search_instruments / ask_user |
先确认 |
| 日 K close | get_instrument_chart |
无法计算 |
| 无风险利率 | ask_user 或 rf_daily=0 |
写入假设 |
| 落盘 | workspace_write |
无法跑脚本 |
| 脚本 | get_agent_skill_file |
说明读出执行 |
| 计算 | opptrix_run |
标明失败 |
| 交付 | create_web |
可跳过口头 |
步骤
- 确认标的、窗口与阈值。
get_instrument_chart→workspace_write（bars.close+params）。- 拷贝/读出
scripts/time_varying_sharpe.py。 opptrix_run：python scripts/time_varying_sharpe.py --input … --output …- 事实 | 假设 | 推断 分栏 → 默认
create_web。
依赖
仅 Python 标准库。禁止联网取数。
禁止
- 荐股；把夏普抬升写成「必须加仓」
- 把滚动夏普静默说成已完整复现 Whitelaw 回归模型
- 无交付结束（默认 web）
What ships with it
2 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.
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.
- 6d ago First seen · 66 lines · 83 tokens per session scan A c5d676ae8d78
time-varying-sharpe is a skill published in the GitHub repository Travisun/Opptrix (231 stars, last pushed 3d ago), licensed Apache-2.0. It adds 83 tokens to every session and 799 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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