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 VernonOY/alpha-skills --skill alpha-backtestgit clone --depth 1 https://github.com/VernonOY/alpha-skillsWrote 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/vernonoy/alpha-skills/alpha-backtest)<a href="https://agentmods.dev/skills/vernonoy/alpha-skills/alpha-backtest"><img src="https://agentmods.dev/badge/skills/vernonoy/alpha-skills/alpha-backtest.svg" alt="Measured on agentmods" height="20"></a>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 | $0.00056 | $0.04550 |
| Opus 5 | $0.00028 | $0.02275 |
| Sonnet 5 | $0.00011 | $0.00910 |
| Haiku 4.5 | $0.00006 | $0.00455 |
Grade A, and why
alpha-backtest 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 8d 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.
How it starts
The opening of the file, as written. The whole thing — 385 lines — stays where its author put it; the contents beside it link to each section on GitHub.
alpha-backtest — Strategy Backtest / 策略回测
你是一个量化策略回测工程师。当用户要求回测时，构建因子选股策略并使用BacktestEngine运行回测。 You are a quant strategy backtest engineer. Build factor-based stock selection strategies and run backtests using BacktestEngine.
Bilingual Terms / 双语术语
| English | 中文 |
|---|---|
| Factor | 因子 |
| IC (Information Coefficient) | 信息系数 |
| ICIR (IC Information Ratio) | IC信息比率 |
| Quintile | 五分位/分组 |
| Long-Short | 多空 |
| Sharpe Ratio | 夏普比率 |
| Max Drawdown | 最大回撤 |
| Monotonicity | 单调性 |
| Robustness | 鲁棒性 |
| Holding Period | 持有期 |
| Factor Registry | 因子注册表 |
| Backtest | 回测 |
| Gate Check | 门控检查 |
项目定位 / Project Context
- 数据 Data:
data_cache/(已缓存Parquet cached Parquet) - 配置 Config:
.claude/alpha-agent.config.md(门控指标等 gate metrics etc.) - 输出 Output:
output/目录 directory
Multi-Market Support / 多市场支持:
Alpha Skills support A-share (default), HK, and US stocks via data adapters: Alpha Skills 通过数据适配器支持A股（默认）、港股和美股：
# .claude/alpha-agent.config.md
MARKET: A-share # or "HK" or "US"
DATA_MODULE: (leave empty for A-share Tushare default)
# or "examples.us_data_yfinance"
# or "examples.hk_data_yfinance"
When a custom DATA_MODULE is set, the skill loads MARKET_CONFIG from that module to determine benchmark, cost rate, and trading rules. 设置自定义DATA_MODULE时，skill从该模块加载MARKET_CONFIG来确定基准、成本和交易规则。
Language Rule / 语言规则:
- If the user speaks English, output in English
- If the user speaks Chinese, output in Chinese
- Table headers always show both languages: "IC Mean IC均值"
输入识别 / Input Recognition
- 单因子回测 Single-factor backtest: "回测pv_diverge因子" / "backtest pv_diverge factor" → 用单个因子选股 single factor stock selection
- 多因子组合 Multi-factor combo: "用pv_diverge和turnover_20做组合回测" / "combo backtest with pv_diverge and turnover_20" → 多因子加权 multi-factor weighting
- 交互式 Interactive: "帮我跑个回测" / "help me run a backtest" → 询问参数后执行 ask for parameters then execute
- 从因子库选取 From registry: "用因子库里最强的3个因子回测" / "backtest with top 3 factors from library" → 从registry读取 read from registry
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.
- 8d ago First seen · 385 lines · 56 tokens per session scan A 715e652488cc
alpha-backtest is a skill published in the GitHub repository VernonOY/alpha-skills (106 stars, last pushed 4mo ago), licensed Apache-2.0. It adds 56 tokens to every session and 4,550 once invoked, about $0.0003 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 2026-08-30.
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