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Strategy Writer | Skills Pool

Skill File

Strategy Writer

Use this skill when implementing, organizing, testing, evaluating, or reporting on trading strategies in this repository. Covers family-based placement under apps/strategy, focused strategy edits, reusable research runner setup, parameter scans, IS/OOS comparison, and strategy-facing documentation. Do not use it for unrelated engine refactors or feature-research generation.

ZBaiY0 starsApr 15, 2026

Occupation
Categories: Finance & Investment

Skill Content

Use this skill for strategy work in this repo:

add or refine a strategy family
reorganize strategy declarations into repo-consistent family layout
add focused strategy tests
create or update reusable research runners
run parameter scans and IS/OOS comparisons
write family-local research notes and reports

This skill does not invent unrelated architecture. It keeps strategy work local to the owning family and the existing engine contracts.

Working Directory

Always work from the repo root:
- /Users/zhaoyub/Documents/Tradings/SoionLab
Run Python and pytest with:
- PYTHONPATH=src
Treat apps/strategy/ as the strategy declaration surface.
Treat tests/unit/strategies/ as the focused strategy validation surface.
Treat docs/strategies/<family_slug>/ as the family-local research surface.

Read First

Related Skills

Quick Install

Strategy Writer

npx skillvault add ZBaiY/zbaiy-soionlab-skills-strategy-writer-skill-md

Download Skill Open repository

Author: ZBaiY
stars: 0
Updated: Apr 15, 2026
Occupation

On this page

01Working Directory 02

Before editing code, inspect these:

skills/Strategy_Writer/references/strategy_roadmap.md
skills/Strategy_Writer/roadmap.md
skills/Strategy_Writer/runner.md
skills/Strategy_Writer/OHLCV_GAP_HANDLING.md when backtest OHLCV gap handling matters
the owning strategy family under apps/strategy/families/
the nearest focused strategy tests
the matching decision/model/risk/execution owners under src/quant_engine/

Use roadmap.md for placement, family structure, validation order, and research conventions. Use runner.md for a compact implementation/research prompt. Use scripts/ to scaffold family layout or run generic research workflows. Use schemas/ when you need the family layout or research config in machine-readable form.

Skill Package Layout

Reusable strategy-workflow guidance belongs under:

skills/Strategy_Writer/
  SKILL.md
  roadmap.md
  runner.md
  scripts/
  schemas/
  agents/

Standard Workflow

Follow this order unless the user narrows scope:

Identify the owning family and nearest reference strategies.
Inspect the narrowest code and test surface.
Keep strategy declarations organized by family under apps/strategy/families/.
Write or update focused tests first.
Implement the smallest strategy-local change.
Use reusable skill scripts for research scaffolding or generic scan workflows.
Keep family-specific research artifacts under docs/strategies/<family_slug>/, not in the skill package.

Reusable Scripts

Use these when helpful:

scripts/init_strategy_family.py
- creates family package, docs folder, and focused test placeholder
scripts/strategy_research_layout.py
- prints the expected family layout in this repo
scripts/run_strategy_research.py
- runs a generic config-driven strategy scan and comparison workflow
scripts/common_research.py
- reusable helpers for backtest runs, aggregation, comparisons, and output writing

Machine-Readable Contracts

Schemas live under schemas/:

strategy_family_layout.schema.json
strategy_research_config.schema.json

Acceptance Standard

A strategy run is valid only if:

strategy code is organized under the correct family
public compatibility imports still work where required
focused tests cover the changed behavior
family-specific research logic lives with the family, not inside the generic skill
validation commands and research outputs are recorded in the family-local docs area

Read First

03Skill Package Layout

04Standard Workflow

05Reusable Scripts

06Machine-Readable Contracts

07Acceptance Standard

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