SKILLEMALL.ai

BF stock-deep-backtest

股票深度回测(Stock Deep Backtest)技能 —— 基于 QuantAll(全A解析)MCP, 对"已回测的策略"做深度诊断:策略为什么有效/失效、最终在哪儿赚钱、能否用入场因子筛选改善。 三层能力:① 四个回测视角(summary 成绩单 / detail 横截面 / segments 持仓片段 / timeline 时序净值); ② 原生分组(行业/市值/交易所/时间 + 热力图);③ 因子筛选改善(单/双/多因子 → 片段收益对比)。 固定调用指令已固化为 tasks/*.json,run_task_file 可直接执行;深度分析由 scripts/ 脚本完成; 一键完整链路 run_full_attribution.py → make_report_html.py 出 HTML 报告(免责声明 + A/B 结构)。 触发:策略归因/回测诊断/策略为什么有效或失效/分组回测/首尾分析/入场因子筛选/稳健性检验/参数敏感性 /alpha 归因/因子暴露/回测复盘等深度评估关键词。 不主动在"跑个回测看收益"需求中触发——那是 strategy_backtest 的事;本技能做"之后的深度诊断"。

ClawHub Agent Skills author: mifochen v1.0.0 MIT-0 44 files body ≈ 2 154 tokens Open the sourceclawhub.ai analyzed 3 d ago

股票深度回测(Stock Deep Backtest)技能 —— 基于 QuantAll(全A解析)MCP, 对"已回测的策略"做深度诊断:策略为什么有效/失效、最终在哪儿赚钱、能否用入场因子筛选改善。 三层能力:① 四个回测视角(summary 成绩单 / detail 横截面 / segments 持仓片段 /…

As a process F 35/100 · Will not run — References files that are not bundled: scripts/factor-screen-final-50.xlsx

GeneratorAI and agentsWriting and documentsInfrastructuretype and topics are labelled automatically from the skill text
JSON
Technical rating
B
89/100
safety, quality, tests
Safety 60%
100
Quality 40%
73
Run on models
none yet
Process rating
F
35/100
Will not run
References files that are not bundled: scripts/factor-screen-final-50.xlsx
Tools and files w 18
0
Result and completion w 14
0
Inputs and preconditions w 11
0
the three weakest of ten parameters · all ten

How to improve

  1. Say in the description WHEN to use the skill ("use when…", example requests): that is the agent's main cue.
  2. The text references files that are not there: add them or drop the references.
For the model run — optional
  • Your own cases (evals/evals.json, 4–6 real requests with expected answers): the full check would then run those instead of a model-drafted suite.
  • A spec.yaml with trigger phrases and assertions — a behaviour contract for CI; `skilltest init` writes a template.

Guard findings · 0

✓ No critical or high findings

Files scanned: 44. Evidence is masked. Grey chips explain why severity was lowered.

Against the Agent Skills spec

  • warning description-no-when description does not say WHEN to use the skill (no "use when")
  • warning missing-ref reference to a missing file: scripts/factor-screen-final-50.xlsx
  • note frontmatter-key unknown frontmatter key "agent_created"
  • note frontmatter-key unknown frontmatter key "status"

Process rating: all ten parameters 35/100

Will not run. References files that are not bundled: scripts/factor-screen-final-50.xlsx
  • 0Tools and files. 1 referenced file(s) missing: scripts/factor-screen-final-50.xlsx
  • 0Result and completion. Does not say what the result is
  • 0Inputs and preconditions. Does not say what the process needs to start
  • 0Failures and branches. Linear process with no failure handling
  • 0Progress reporting. Says nothing while it works
  • 20When it triggers. No condition that starts the skill
  • 100Steps. 40 steps
  • 100Consistency. Name and required fields are in place
  • 100Execution cost. Instruction body is 2154 tokens
  • 100Running it twice. No mutating operations
  • low 10 top-level sections: this looks like several domains in one skill

Everything here is measured from the skill text rather than judged by a model, so the numbers are checkable. A parameter weighs more when it is a more common reason for the process to stall.

Quality signals

  • +4Description does not say when NOT to use the skill (false activations)
  • +3Output format is not stated: the model decides each time
  • +2Single-language instructions
  • +5Description quotes 3 example trigger phrases
  • +3Description length 514: enough signal without eating the budget
  • +4Structure: 15 headings
  • +3Step-by-step instructions: 40 items
  • +4Has examples (2 code blocks)
  • +3All 8 scripts are documented
  • +1License stated

Quality base 70; lint remarks subtract, signals add up to 100. Result: 73.

External checks

ClawHub: clean
This skill is a coherent stock backtesting analysis helper that uses QuantAll data and local report scripts without hidden persistence or unrelated data access.
LLM: benign (high) · VirusTotal: · 30 Aug 2026