AgentSkillsCN

Create Strategy (LEAN)

在需要向Python添加新的LEAN QCAlgorithm策略时使用此技能。

SKILL.md
--- frontmatter
name: Create Strategy (LEAN)
description: Use this skill when you need to add a new LEAN QCAlgorithm strategy in Python.

Create Strategy (LEAN QCAlgorithm)

Use when adding a new strategy under the Strategy Lab strategies/ workspace.

Steps

  1. •Create the strategy file
  • •Path: server/strategies/<StrategyName>.py
  • •Must define a QCAlgorithm class with Initialize and OnData.
  1. •Use AERA-injected parameters
  • •Read with GetParameter(...) and provide safe defaults:
    • •symbol, resolution, cash, feeBps, slippageBps
  1. •Keep it LEAN-safe
  • •No network I/O.
  • •Avoid writing files from the algorithm.
  • •Keep logs short (no spam).
  1. •Verify
  • •Run from the app: Strategy Lab -> Run (LEAN) and inspect job logs/results.
  • •Run standard validations: see skills/verify_changes/SKILL.md.

Template

Start from skills/create_strategy/template_strategy.py.