策略对比脚本 - 多策略回测分析与可视化工具，优化交易决策

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Create a strategy comparison script.

Arguments

Parse $ARGUMENTS as: symbol followed by strategy names

• $0 = symbol (e.g., SBIN, RELIANCE, NIFTY)
• Remaining args = strategies to compare (e.g., ema-crossover rsi donchian)

If only a symbol is given with no strategies, compare: ema-crossover, rsi, donchian, supertrend. If "long-vs-short" is one of the strategies, compare longonly vs shortonly vs both for the first real strategy.

Instructions

1. Read the vectorbt-expert skill rules for reference patterns
2. Create backtesting/strategy_comparison/ directory if it doesn't exist (on-demand)
3. Create a .py file in backtesting/strategy_comparison/ named {symbol}_strategy_comparison.py
4. The script must:
   • Fetch data once via OpenAlgo
   • If user provides a DuckDB path, load data directly via duckdb.connect(path, read_only=True). See vectorbt-expert rules/duckdb-data.md.
   • If openalgo.ta is not importable (standalone DuckDB), use inline exrem() fallback.
   • Use TA-Lib for ALL indicators (never VectorBT built-in)
   • Use OpenAlgo ta for specialty indicators (Supertrend, Donchian, etc.)
   • Clean signals with ta.exrem() (always .fillna(False) before exrem)
   • Run each strategy on the same data
   • Indian delivery fees : fees=0.00111, fixed_fees=20 for delivery equity
   • Collect key metrics from each into a side-by-side DataFrame
   • Include NIFTY benchmark in the comparison table (via OpenAlgo NSE_INDEX)
   • Print Strategy vs Benchmark comparison table : Total Return, Sharpe, Sortino, Max DD, Win Rate, Trades, Profit Factor
   • Explain results in plain language - which strategy performed best and why
   • Plot overlaid equity curves for all strategies using Plotly (template="plotly_dark")
   • Save comparison to CSV
5. Never use icons/emojis in code or logger output

Example Usage

/strategy-compare RELIANCE ema-crossover rsi donchian /strategy-compare SBIN long-vs-short ema-crossover

Weekly Installs

416

Repository

marketcalls/vec…g-skills

GitHub Stars

104

First Seen

Feb 25, 2026

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