$1 = symbol (e.g., SBIN, RELIANCE, NIFTY). Default: SBIN
$2 = exchange (e.g., NSE, NFO). Default: NSE
$3 = interval (e.g., D, 1h, 5m). Default: D
If no arguments, ask the user which strategy they want.
Instructions
Read the vectorbt-expert skill rules for reference patterns
Create backtesting/{strategy_name}/ directory if it doesn't exist (on-demand)
Create a .py file in backtesting/{strategy_name}/ named {symbol}_{strategy}_backtest.py
Use the matching template from rules/assets/{strategy}/backtest.py as the starting point
The script must:
Load .env from the project root using find_dotenv() (walks up from script dir automatically)
Fetch data via client.history() from OpenAlgo
If user provides a DuckDB path, load data directly via duckdb.connect(path, read_only=True) instead of OpenAlgo API. Auto-detect format: Historify (market_data table, epoch timestamps) vs custom (ohlcv table, date+time). 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 (EMA, SMA, RSI, MACD, BBands, ATR, ADX, STDDEV, MOM)
Never use icons/emojis in code or logger output
For futures symbols (NIFTY, BANKNIFTY), use lot-size-aware sizing:
NIFTY: min_size=65, size_granularity=65 (effective 31 Dec 2025)
BANKNIFTY: min_size=30, size_granularity=30
Use fees=0.00018, fixed_fees=20 for F&O futures
Available Strategies
Strategy
Keyword
Template
EMA Crossover
ema-crossover
assets/ema_crossover/backtest.py
RSI
rsi
assets/rsi/backtest.py
Donchian Channel
donchian
assets/donchian/backtest.py
Supertrend
supertrend
Benchmark Rules
Default: NIFTY 50 via OpenAlgo (symbol="NIFTY", exchange="NSE_INDEX")
If user specifies a different benchmark, use that instead
For yfinance: use ^NSEI for India, ^GSPC (S&P 500) for US markets
Always compare: Total Return, Sharpe, Sortino, Max Drawdown
