quant-analyst

name	quant-analyst
description	Professional quantitative trading system for cryptocurrency - backtesting, paper trading, live trading, and strategy optimization
tags	["quant","trading","backtest","crypto","strategy","optimization","bitcoin","trading-bot","algorithmic-trading"]
version	0.1.0

Quantitative Trading Skill

Professional quantitative trading system designed for cryptocurrency markets, featuring backtesting, paper trading, live trading, and advanced strategy optimization.

Installation

Step 1: Install the Skill

clawhub install quant-analyst

Step 2: Clone & Setup the Project

# Clone repository
git clone https://github.com/ZhenRobotics/openclaw-quant.git ~/openclaw-quant
cd ~/openclaw-quant

# Install dependencies
pip install -r requirements.txt

# Set API keys (optional for backtesting)
export BINANCE_API_KEY="your-key"
export BINANCE_API_SECRET="your-secret"

Step 3: Verify Installation

cd ~/openclaw-quant
python -m openclaw_quant --help

---

Core Features

• Backtesting Engine: Test strategies on historical data with realistic simulation
• Paper Trading: Real-time simulation with live market data
• Live Trading: Automated trading on real exchanges (Binance, OKX, etc.)
• Strategy Optimization: Parameter optimization using Bayesian methods
• Technical Indicators: 50+ built-in indicators (MA, RSI, MACD, Bollinger, etc.)
• Risk Management: Position sizing, stop-loss, take-profit
• Performance Analytics: Sharpe ratio, max drawdown, win rate, profit factor
• Multi-Exchange Support: Via ccxt library (100+ exchanges)

---

When to Use This Skill

AUTO-TRIGGER when user's message contains:

• Keywords: backtest, trading strategy, quant, cryptocurrency trading, optimize strategy
• Requests like: "test this trading strategy", "backtest MA cross", "paper trade bitcoin"
• Strategy descriptions: "buy when RSI < 30, sell when RSI > 70"
• Performance questions: "what's the sharpe ratio", "calculate max drawdown"

TRIGGER EXAMPLES:

• "Backtest a moving average crossover strategy on Bitcoin"
• "Optimize RSI parameters for the last 6 months"
• "Start paper trading with my momentum strategy"
• "What's the win rate of this strategy?"

DO NOT USE when:

• Only portfolio tracking (use portfolio-tracker skill)
• Only price alerts (use price-alert skill)
• General crypto news or information

---

Quick Start Examples

Example 1: Simple Moving Average Strategy

from openclaw_quant import Strategy, Backtest

class MAStrategy(Strategy):
    # Parameters (can be optimized)
    fast_period = 10
    slow_period = 30

    def init(self):
        # Vectorized indicator calculation
        self.fast_ma = self.I(SMA, self.data.Close, self.fast_period)
        self.slow_ma = self.I(SMA, self.data.Close, self.slow_period)

    def next(self):
        # Event-driven logic
        if self.fast_ma[-1] > self.slow_ma[-1]:
            if not self.position:
                self.buy()
        else:
            if self.position:
                self.sell()

# Backtest
bt = Backtest(MAStrategy, data, cash=10000, commission=0.001)
result = bt.run()
print(result)
result.plot()

Example 2: RSI Mean Reversion

class RSIStrategy(Strategy):
    rsi_period = 14
    oversold = 30
    overbought = 70

    def init(self):
        self.rsi = self.I(RSI, self.data.Close, self.rsi_period)

    def next(self):
        if self.rsi[-1] < self.oversold:
            if not self.position:
                self.buy()
        elif self.rsi[-1] > self.overbought:
            if self.position:
                self.sell()

bt = Backtest(RSIStrategy, data, cash=10000)
result = bt.run()

Example 3: Parameter Optimization

# Optimize parameters automatically
result = bt.optimize(
    fast_period=range(5, 20, 2),
    slow_period=range(20, 60, 5),
    maximize='sharpe_ratio'  # or 'total_return', 'profit_factor'
)

print(f"Best parameters: {result.best_params}")
print(f"Sharpe Ratio: {result.sharpe_ratio:.2f}")

Example 4: Paper Trading

from openclaw_quant import LiveTrading

# Paper trading with real-time data
live = LiveTrading(
    strategy=MAStrategy,
    exchange='binance',
    symbol='BTC/USDT',
    paper=True  # Simulation mode
)

live.run()

Example 5: Live Trading

# Real trading (use with caution!)
live = LiveTrading(
    strategy=MAStrategy,
    exchange='binance',
    symbol='BTC/USDT',
    paper=False,  # Real mode
    api_key=os.getenv('BINANCE_API_KEY'),
    api_secret=os.getenv('BINANCE_API_SECRET')
)

live.run()

---

Agent Usage Guide

Command-Line Interface

# Backtest a strategy
openclaw-quant backtest --strategy ma_cross --symbol BTCUSDT --days 365

# Optimize parameters
openclaw-quant optimize --strategy rsi --symbol ETHUSDT --metric sharpe_ratio

# Paper trading
openclaw-quant paper --strategy ma_cross --symbol BTCUSDT

# Live trading
openclaw-quant live --strategy ma_cross --symbol BTCUSDT --confirm

# View results
openclaw-quant results --backtest-id abc123

Natural Language (via OpenClaw Agent)

Agent can understand requests like:

• "Backtest a moving average crossover on Bitcoin for the last year"
• "Optimize RSI parameters to maximize Sharpe ratio"
• "Start paper trading with 10k USDT using my momentum strategy"
• "Show me the performance metrics of the last backtest"
• "What's the max drawdown of my live trading account?"

---

Performance Metrics

The system calculates comprehensive performance metrics:

Metric	Description
Total Return	Overall profit/loss percentage
Annualized Return	Return extrapolated to one year
Sharpe Ratio	Risk-adjusted return (higher is better)
Sortino Ratio	Downside risk-adjusted return
Max Drawdown	Largest peak-to-trough decline
Win Rate	Percentage of profitable trades
Profit Factor	Gross profit / Gross loss
Calmar Ratio	Return / Max drawdown
Average Win/Loss	Mean profit/loss per trade
Expectancy	Expected value per trade

---

Built-in Strategies

The system includes several ready-to-use strategies:

1. MA Cross: Moving average crossover
2. RSI Mean Reversion: Buy oversold, sell overbought
3. MACD Momentum: MACD line and signal crossover
4. Bollinger Bounce: Trade Bollinger band touches
5. Breakout: Support/resistance breakouts
6. Grid Trading: Buy low, sell high in range
7. DCA (Dollar Cost Average): Regular accumulation
8. Mean Reversion: Statistical arbitrage

---

Technical Indicators

50+ indicators available via self.I() method:

Trend Indicators:

• SMA, EMA, WMA, DEMA, TEMA
• MACD, ADX, Aroon, Supertrend

Momentum Indicators:

• RSI, Stochastic, CCI, Williams %R
• ROC (Rate of Change), Momentum

Volatility Indicators:

• Bollinger Bands, ATR, Keltner Channels
• Standard Deviation, Historical Volatility

Volume Indicators:

• OBV, Volume SMA, MFI, VWAP
• Accumulation/Distribution, CMF

---

Risk Management

Built-in risk management features:

class MyStrategy(Strategy):
    def init(self):
        # Set risk parameters
        self.risk_per_trade = 0.02  # 2% of capital
        self.stop_loss = 0.05       # 5% stop loss
        self.take_profit = 0.10     # 10% take profit

        self.ma = self.I(SMA, self.data.Close, 20)

    def next(self):
        if self.ma[-1] > self.data.Close[-1]:
            if not self.position:
                # Calculate position size based on risk
                size = self.calculate_position_size(
                    risk=self.risk_per_trade,
                    stop_loss=self.stop_loss
                )
                self.buy(size=size)
                self.set_stop_loss(self.stop_loss)
                self.set_take_profit(self.take_profit)

---

Data Sources

Supports multiple data sources:

1. Exchange APIs: Binance, OKX, Bybit, etc. (via ccxt)
2. CSV Files: Load historical data from files
3. Database: PostgreSQL, SQLite for caching
4. Real-time WebSocket: Live market data

# Example: Load data from Binance
from openclaw_quant import DataFetcher

fetcher = DataFetcher('binance')
data = fetcher.fetch_candles(
    symbol='BTC/USDT',
    timeframe='1h',
    since='2023-01-01',
    limit=1000
)

---

Configuration

Example configuration file (config.yaml):

backtest:
  initial_capital: 10000
  commission: 0.001  # 0.1%
  slippage: 0.0005   # 0.05%

strategy:
  name: ma_cross
  parameters:
    fast_period: 10
    slow_period: 30

exchange:
  name: binance
  testnet: false

risk:
  max_position_size: 0.1  # 10% of capital
  max_drawdown: 0.2       # Stop if 20% drawdown
  daily_loss_limit: 0.05  # Stop if 5% daily loss

notification:
  telegram:
    enabled: true
    bot_token: "your-token"
    chat_id: "your-chat-id"

---

Project Structure

openclaw-quant/
├── src/
│   ├── openclaw_quant/
│   │   ├── __init__.py
│   │   ├── strategy.py         # Strategy base class
│   │   ├── backtest.py         # Backtest engine
│   │   ├── live.py             # Live trading engine
│   │   ├── broker.py           # Order execution
│   │   ├── data.py             # Data fetching
│   │   ├── indicators.py       # Technical indicators
│   │   ├── optimizer.py        # Parameter optimization
│   │   ├── metrics.py          # Performance metrics
│   │   └── risk.py             # Risk management
│   └── strategies/
│       ├── ma_cross.py
│       ├── rsi.py
│       └── ...
├── examples/
│   ├── backtest_example.py
│   ├── optimization_example.py
│   └── paper_trading_example.py
├── tests/
├── docs/
├── requirements.txt
└── README.md

---

Requirements

Python >= 3.9
pandas >= 2.0.0
numpy >= 1.24.0
ccxt >= 4.0.0
optuna >= 3.0.0
matplotlib >= 3.7.0
pydantic >= 2.0.0

---

Troubleshooting

Issue 1: API Connection Error

Error: ccxt.NetworkError or connection timeout

Solution:

# Check internet connection
# Verify API keys are correct
# Use testnet for testing:
exchange = ccxt.binance({'enableRateLimit': True, 'options': {'defaultType': 'future', 'testnet': True}})

Issue 2: Insufficient Data

Error: Not enough candles for strategy

Solution:

# Increase warmup period
bt = Backtest(strategy, data, warmup=100)  # Skip first 100 candles

# Or fetch more historical data
data = fetcher.fetch_candles(symbol='BTC/USDT', limit=5000)

Issue 3: Optimization Takes Too Long

Solution:

# Reduce search space
result = bt.optimize(
    fast_period=range(5, 20, 5),  # Larger step
    slow_period=range(20, 60, 10),
    max_tries=50  # Limit iterations
)

---

Safety Guidelines

Backtesting

• Always test on historical data first
• Use realistic commission and slippage
• Beware of overfitting
• Walk-forward validation recommended

Paper Trading

• Test for at least 1-2 weeks
• Monitor slippage and fills
• Check strategy behavior in different market conditions

Live Trading

• Start with small capital
• Set strict risk limits
• Monitor continuously for first week
• Have emergency stop mechanism
• Never risk more than you can afford to lose

---

Performance Tips

1. Vectorization: Use self.I() for indicators (computed once)
2. Data Caching: Cache historical data to avoid repeated API calls
3. Optimization: Use Bayesian optimization, not grid search
4. Parallel Backtesting: Test multiple symbols simultaneously
5. WebSocket: Use WebSocket for real-time data (faster than REST)

---

Documentation

• GitHub: https://github.com/ZhenRobotics/openclaw-quant
• Quick Start: ~/openclaw-quant/QUICKSTART.md
• API Reference: ~/openclaw-quant/docs/API.md
• Strategy Guide: ~/openclaw-quant/docs/STRATEGIES.md
• Full README: ~/openclaw-quant/README.md

---

Roadmap

Version 0.1.0 (Current)

• Basic backtesting engine
• Simple strategies (MA, RSI)
• Binance support

Version 0.2.0

• Paper trading
• Parameter optimization
• More indicators

Version 0.3.0

• Live trading
• Multi-exchange support
• Advanced risk management

Version 1.0.0

• Production-ready
• Web dashboard
• Strategy marketplace

---

Cost

• Development: Free and open source (MIT License)
• Data: Free (using exchange APIs)
• Trading Fees: Varies by exchange (typically 0.1%)
• API Costs: Free tier available on most exchanges

---

License

MIT License - Free for personal and commercial use

---

Support

• Issues: https://github.com/ZhenRobotics/openclaw-quant/issues
• Discussions: https://github.com/ZhenRobotics/openclaw-quant/discussions
• ClawHub: https://clawhub.ai/ZhenStaff/openclaw-quant

---

Agent Behavior Guidelines

When using this skill, agents should:

DO:

• Check if project is installed before use
• Warn about risks in live trading mode
• Validate strategy parameters
• Show clear performance metrics
• Explain optimization results

DON'T:

• Execute live trades without explicit confirmation
• Recommend specific trading strategies
• Guarantee profits or returns
• Ignore risk warnings
• Make financial advice

---

Status: Under Development (Alpha)

Author: @ZhenStaff

Last Updated: 2026-03-05