quantskills/skill-quant-factor-directional-alpha/r010-5d-z-scored-lower-breakdown

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Use when computing the 5D Z-Scored Lower Breakdown factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

Install

npx vskill@latest install quantskills/skill-quant-factor-directional-alpha/r010-5d-z-scored-lower-breakdown

SKILL.md

5D Z-Scored Lower Breakdown

Use this Skill to compute 5日标准化下轨跌破 / 5D Z-Scored Lower Breakdown from caller-provided OHLCV data.

Workflow

  1. Load a pandas.DataFrame with open, high, low, close, volume; include date and symbol for cross-sectional research.
  2. Call scripts/factor.py::compute_factor(df) to compute the factor column.
  3. Call generate_signals(df) for a simple rank-based long/short signal.
  4. Review validation_real/report.md before using the factor in a model.

Runtime Contract

  • Framework-neutral Python: pandas and numpy.
  • The caller owns data vendor, universe, calendar, costs, slippage, and execution modeling.

Security

  • Security scanPassed, 90 of 100Pattern checks on the skill's files.
  • Model reviewPassed

See the full security report

Quality evaluation

  • Task evaluationNot runNo evaluation yet. Run one in Skill Studio.

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Source

Popularity

Repository stars
12
Repository forks
5
7-day trend score
18

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