backtest

From README

Arguments Parse $ARGUMENTS as: strategy symbol exchange interval $0 = strategy name (e.g., ema-crossover, rsi, donchian, supertrend, macd, sda2, momentum) $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/{strategyname}/ directory if it doesn't exist (on-demand) Create a .py file in backtesting/{strategyname}/ 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 finddotenv() (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, readonly=True) instead of OpenAlgo API.