What is build-universe?

A guide for defining the set of financial symbols that an open-xquant strategy can trade. It also covers point-in-time data, which reflects what was known at a past date, and survivorship bias, which can result from ignoring failed or removed assets.

Use it when configuring static or locally materialized index universes, checking symbols, and setting policies for historical membership and survivorship bias.

It helps ensure a backtest uses an explicit, auditable symbol list and does not let the agent invent index constituents or silently use unsupported universe types.

build-universe — Skill for Claude Code and Codex by xingwudao

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 xingwudao/open-xquant --skill build-universe

Clone the repo

git clone --depth 1 https://github.com/xingwudao/open-xquant

Made for: Claude Code, Codex.

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.

README.md

[![agentmods](https://agentmods.dev/badge/skills/xingwudao/open-xquant/build-universe/github.svg)](https://agentmods.dev/skills/xingwudao/open-xquant/build-universe)

Your own site

<a href="https://agentmods.dev/skills/xingwudao/open-xquant/build-universe"><img src="https://agentmods.dev/badge/skills/xingwudao/open-xquant/build-universe/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.

Your own site · 80×15

<a href="https://agentmods.dev/skills/xingwudao/open-xquant/build-universe"><img src="https://agentmods.dev/badge/skills/xingwudao/open-xquant/build-universe.svg" alt="Reviewed on agentmods" width="80" height="20"></a>

Per session 35 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.

When invoked 618 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.

Model	Per session	Once invoked
Fable 5.1	$0.00035	$0.00618
Opus 5	$0.00017	$0.00309
Sonnet 5	$0.00007	$0.00124
Haiku 4.5	$0.00003	$0.00062

Measured 11d ago against content hash ba5b0ef796f8, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

build-universe 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 11d 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.

agent/skills/build-universe/SKILL.md · 91 lines

How it starts

The opening of the file, as written. The whole thing — 91 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Universe Builder

You help the user define the tradable symbol pool.

Current Stable Spec Path

The audited CLI compiler currently supports:

universe:
  type: static
  symbols: ["SPY", "QQQ"]
  point_in_time: false
  survivorship_bias_policy: warn

It also supports an index universe only when the constituent snapshot is materialized locally in symbols:

universe:
  type: index
  index_key: csi300
  index_code: "000300"
  symbols: ["600519.SH", "000001.SZ"]
  point_in_time: true
  survivorship_bias_policy: snapshot

This is not remote index membership resolution. The runtime still compiles the listed snapshot into StaticUniverse; index_key and index_code are audit metadata for provenance. Treat filter universe as SDK or future/extended paths unless you verify a specific runtime path supports it.

Required Checks

Before validating or backtesting:

ensure symbols is not empty
for index, require index_key or index_code and a local symbols snapshot; do not let the Agent invent the constituents
permit dots within normal symbols, including exchange suffixes such as 600519.SH and 000001.SZ; do not reject a symbol merely because it contains a dot
reject empty symbols, path separators (/ or \), absolute paths, and literal . or .. path components
make sure local parquet data exists for every symbol
make benchmark symbols available in the same data directory
explain survivorship risk when point_in_time: false

Check local data:

uv run python - <<'PY'
from pathlib import Path

data_dir = Path("/path/to/parquet")
symbols = ["SPY", "QQQ"]
missing = [s for s in symbols if not (data_dir / f"{s}.parquet").exists()]
print("missing:", missing)
PY

SDK Path

Use SDK only when the user explicitly needs dynamic universe logic:

from oxq.universe.static import StaticUniverse

universe = StaticUniverse(("SPY", "QQQ", "IWM"))

If using FilterUniverse or IndexUniverse, read the implementation and tests first, then state that this is outside the current audited CLI spec path.

Read the full file on GitHub · 91 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.

11d ago First seen · 91 lines · 35 tokens per session scan A ba5b0ef796f8

Subscribe to this mod's changes

build-universe is a skill published in the GitHub repository xingwudao/open-xquant (127 stars, last pushed 9d ago), licensed MIT. It adds 35 tokens to every session and 618 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 2026-08-30.

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