What is configure-trade-execution?

A configuration guide for how a trading program places and prices simulated or broker orders. It covers timing, fees, price differences caused by market movement, trade size, and starting cash.

Use it to set when trades happen, which market price is used, commissions, taxes, slippage, lot sizes, cash returns, and rebalancing schedules in a trading strategy configuration.

It prevents a backtest—a historical trading simulation—from using inconsistent or unrealistic assumptions. It also flags combinations that would incorrectly use information from after a trading signal.

configure-trade-execution — Skill for Claude Code and Codex by xingwud

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 configure-trade-execution

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/configure-trade-execution/github.svg)](https://agentmods.dev/skills/xingwudao/open-xquant/configure-trade-execution)

Your own site

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

Per session 39 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.

When invoked 1,020 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	$0.00039	$0.01020
Opus 5	$0.00019	$0.00510
Sonnet 5	$0.00008	$0.00204
Haiku 4.5	$0.00004	$0.00102

Measured 11d ago against content hash 5b534a42f5d2, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-10, from the pricing page.

Security

Grade A, and why

configure-trade-execution 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/configure-trade-execution/SKILL.md · 127 lines

How it starts

The opening of the file, as written. The whole thing — 127 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Trade Executor

You configure execution assumptions in strategy_spec.yaml or SDK brokers.

Stable Spec Configuration

Use this for audited CLI backtests:

signal:
  signal_time: close_t

execution:
  trade_time: next_open
  fill_price_mode: next_open
  order_timing: next_session_open
  price_bar: next_session
  price_type: open
  initial_cash: 100000
  lot_size: 1
  lot_size_config:
    default: 1
    by_symbol: {}
  cash_annual_return: 0.0
  rebalance:
    frequency: daily
    interval_days: 1
    schedule: ""

cost:
  fee_rate: 0.001
  fee_min: 0.0
  slippage_rate: 0.001

Use side-specific costs only when confirmed:

cost:
  fee_rate: 0.0003
  fee_min: 0.0
  buy_fee_rate: 0.0003
  sell_fee_rate: 0.0003
  sell_tax_rate: 0.001
  slippage_rate: 0.001

Validator constraints:

signal_time=close_t with trade_time=close_t is fatal.
fill_price_mode=close or mid with signal_time=close_t is fatal.
Legacy trade_time / fill_price_mode must agree with explicit order_timing / price_bar / price_type when both are present.
fee_rate and slippage_rate must each be positive.
buy_fee_rate and sell_fee_rate may override fee_rate when the user explicitly confirms side-specific fees.
sell_tax_rate and stamp_tax model sell-side tax. If both are set, they must match; otherwise use one confirmed field and leave the other empty or zero.
The only zero-cost exception is when both values are exactly 0.0 and the spec declares explicit execution semantics for a replay-style validation run; preserve the warning.
lot_size must be a positive integer.
lot_size_config.default must be a positive integer.
lot_size_config.by_symbol is parsed but not executable yet; leave it empty until by-symbol sizing is supported.
initial_cash must be positive and finite.
cash_annual_return must be non-negative and finite.
execution.rebalance.frequency=daily uses interval_days.
frequency=weekly requires schedule: week_start.
frequency=monthly requires schedule: month_start.
Do not use month-end or week-end calendar schedules in audited specs; those depend on future-row knowledge unless the runtime has explicit support.

Read the full file on GitHub · 127 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 · 127 lines · 39 tokens per session scan A 5b534a42f5d2

Subscribe to this mod's changes

configure-trade-execution is a skill published in the GitHub repository xingwudao/open-xquant (127 stars, last pushed 8d ago), licensed MIT. It adds 39 tokens to every session and 1,020 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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