菜单
Analyzes portfolio risk and performance metrics. Computes Value at Risk (VaR), Sharpe ratio, Sortino ratio, beta, correlation matrices, drawdown analysis, and position sizing recommendations. Trigger when the user requests risk analysis, portfolio optimization, or performance attribution.
用 Codex 或 Claude 帮你安装 复制这段 Prompt，粘贴到 Codex、Claude 或其他助手里，让它检查 Skill 页面并帮你完成安装。
基于 SOC 职业分类
燕赤霞短线打板体系 — 一进二/二进三/反包/弱转强/竞价/分歧转一致/涨停金凤凰。基于抖音口播稿蒸馏，适用于A股短线打板、龙头战法、情绪周期判断。
Generates structured trading performance reports. Includes performance metrics summary, equity curve, trade-by-trade log, monthly returns heatmap, and comparative benchmark analysis. Trigger when the user wants a summary or report of trading results.
Creates financial charts and visualizations. Supports candlestick charts, equity curves, indicator overlays, correlation heatmaps, and distribution plots. Trigger when the user wants to visualize financial data or trading results.
Cleans and preprocesses financial time series data. Handles missing values, outliers, corporate actions (splits, dividends), date alignment, and data quality checks. Trigger when the user has messy financial data or needs to prepare data for analysis.
Reviews code with awareness of financial domain pitfalls: lookahead bias, data leakage, proper decimal handling, survivorship bias, overfitting, and correct backtesting methodology. Trigger when the user requests code review of trading or financial code.
Generates documentation for trading and financial code: strategy documentation, API references, usage examples, README files, and inline code comments. Trigger when the user wants to document trading code or generate project documentation.
| name | portfolio-risk |
| description | Analyzes portfolio risk and performance metrics. Computes Value at Risk (VaR), Sharpe ratio, Sortino ratio, beta, correlation matrices, drawdown analysis, and position sizing recommendations. Trigger when the user requests risk analysis, portfolio optimization, or performance attribution. |
| metadata | {"hermes":{"tags":["risk","portfolio","VaR","sharpe","position-sizing"],"category":"trading"}} |
Analyzes portfolio risk and recommends position sizing and diversification.
tradinglearn/backtest/backtester.py — Backtester._calculate_performance() computes Sharpe, max drawdown, win rate, total return, CAGRtradinglearn/utils/parameter_optimizer.py — plot_optimization_results() heatmaps: return, Sharpe, drawdown, win ratetradinglearn/pytdx2/backtest.py — BacktestEngine tracks per-trade P&L for risk analysisfrom backtest.backtester import Backtester
bt = Backtester(initial_capital=100000.0)
bt.run_backtest(data, MyStrategy, params)
perf = bt.get_performance()
# {'total_return': 0.15, 'annual_return': 0.12, 'sharpe_ratio': 1.2,
# 'max_drawdown': -0.08, 'win_rate': 0.55, 'total_trades': 42}
portfolio = bt.get_portfolio()
# DataFrame with: portfolio_value, position, cash, returns