Openclaw Quant Skill

Quantitative Trading Skill

Professional quantitative trading system designed for cryptocurrency markets, featuring backtesting, paper trading, live trading, and advanced strategy optimization.

Installation

Step 1: Install the Skill

clawhub install openclaw-quant

Step 2: Clone & Setup the Project

# Clone repository
git clone https://github.com/ZhenRobotics/openclaw-quant.git ~/openclaw-quant
cd ~/openclaw-quant
Install dependencies
pip install -r requirements.txt
Set API keys (optional for backtesting)
export BINANCE_API_KEY="your-key"
export BINANCE_API_SECRET="your-secret"

Step 3: Verify Installation

cd ~/openclaw-quant
python -m openclaw_quant --help

Core Features

When to Use This Skill

AUTO-TRIGGER when user's message contains:

TRIGGER EXAMPLES:

DO NOT USE when:

Quick Start Examples

Example 1: Simple Moving Average Strategy

from openclaw_quant import Strategy, Backtest
class MAStrategy(Strategy):
    # Parameters (can be optimized)
    fast_period = 10
    slow_period = 30
    def init(self):
        # Vectorized indicator calculation
        self.fast_ma = self.I(SMA, self.data.Close, self.fast_period)
        self.slow_ma = self.I(SMA, self.data.Close, self.slow_period)
    def next(self):
        # Event-driven logic
        if self.fast_ma[-1] > self.slow_ma[-1]:
            if not self.position:
                self.buy()
        else:
            if self.position:
                self.sell()
Backtest
bt = Backtest(MAStrategy, data, cash=10000, commission=0.001)
result = bt.run()
print(result)
result.plot()

Example 2: RSI Mean Reversion

class RSIStrategy(Strategy):
    rsi_period = 14
    oversold = 30
    overbought = 70
    def init(self):
        self.rsi = self.I(RSI, self.data.Close, self.rsi_period)
    def next(self):
        if self.rsi[-1] < self.oversold:
            if not self.position:
                self.buy()
        elif self.rsi[-1] > self.overbought:
            if self.position:
                self.sell()
bt = Backtest(RSIStrategy, data, cash=10000)
result = bt.run()

Example 3: Parameter Optimization

# Optimize parameters automatically
result = bt.optimize(
    fast_period=range(5, 20, 2),
    slow_period=range(20, 60, 5),
    maximize='sharpe_ratio'  # or 'total_return', 'profit_factor'
)
print(f"Best parameters: {result.best_params}")
print(f"Sharpe Ratio: {result.sharpe_ratio:.2f}")

Example 4: Paper Trading

from openclaw_quant import LiveTrading
Paper trading with real-time data
live = LiveTrading(
    strategy=MAStrategy,
    exchange='binance',
    symbol='BTC/USDT',
    paper=True  # Simulation mode
)
live.run()

Example 5: Live Trading

# Real trading (use with caution!)
live = LiveTrading(
    strategy=MAStrategy,
    exchange='binance',
    symbol='BTC/USDT',
    paper=False,  # Real mode
    api_key=os.getenv('BINANCE_API_KEY'),
    api_secret=os.getenv('BINANCE_API_SECRET')
)
live.run()

Agent Usage Guide

Command-Line Interface

# Backtest a strategy
openclaw-quant backtest --strategy ma_cross --symbol BTCUSDT --days 365
Optimize parameters
openclaw-quant optimize --strategy rsi --symbol ETHUSDT --metric sharpe_ratio
Paper trading
openclaw-quant paper --strategy ma_cross --symbol BTCUSDT
Live trading
openclaw-quant live --strategy ma_cross --symbol BTCUSDT --confirm
View results
openclaw-quant results --backtest-id abc123

Natural Language (via OpenClaw Agent)

Agent can understand requests like:

Performance Metrics

The system calculates comprehensive performance metrics:

| Metric | Description | |--------|-------------| | Total Return | Overall profit/loss percentage | | Annualized Return | Return extrapolated to one year | | Sharpe Ratio | Risk-adjusted return (higher is better) | | Sortino Ratio | Downside risk-adjusted return | | Max Drawdown | Largest peak-to-trough decline | | Win Rate | Percentage of profitable trades | | Profit Factor | Gross profit / Gross loss | | Calmar Ratio | Return / Max drawdown | | Average Win/Loss | Mean profit/loss per trade | | Expectancy | Expected value per trade |

Built-in Strategies

The system includes several ready-to-use strategies:

1. MA Cross: Moving average crossover 2. RSI Mean Reversion: Buy oversold, sell overbought 3. MACD Momentum: MACD line and signal crossover 4. Bollinger Bounce: Trade Bollinger band touches 5. Breakout: Support/resistance breakouts 6. Grid Trading: Buy low, sell high in range 7. DCA (Dollar Cost Average): Regular accumulation 8. Mean Reversion: Statistical arbitrage

Technical Indicators

50+ indicators available via self.I() method:

Trend Indicators:

Momentum Indicators:

Volatility Indicators:

Volume Indicators:

Risk Management

Built-in risk management features:

class MyStrategy(Strategy):
    def init(self):
        # Set risk parameters
        self.risk_per_trade = 0.02  # 2% of capital
        self.stop_loss = 0.05       # 5% stop loss
        self.take_profit = 0.10     # 10% take profit
        self.ma = self.I(SMA, self.data.Close, 20)
    def next(self):
        if self.ma[-1] > self.data.Close[-1]:
            if not self.position:
                # Calculate position size based on risk
                size = self.calculate_position_size(
                    risk=self.risk_per_trade,
                    stop_loss=self.stop_loss
                )
                self.buy(size=size)
                self.set_stop_loss(self.stop_loss)
                self.set_take_profit(self.take_profit)

Data Sources

Supports multiple data sources:

1. Exchange APIs: Binance, OKX, Bybit, etc. (via ccxt) 2. CSV Files: Load historical data from files 3. Database: PostgreSQL, SQLite for caching 4. Real-time WebSocket: Live market data

# Example: Load data from Binance
from openclaw_quant import DataFetcher
fetcher = DataFetcher('binance')
data = fetcher.fetch_candles(
    symbol='BTC/USDT',
    timeframe='1h',
    since='2023-01-01',
    limit=1000
)

Configuration

Example configuration file (config.yaml):

backtest:
  initial_capital: 10000
  commission: 0.001  # 0.1%
  slippage: 0.0005   # 0.05%
strategy:
  name: ma_cross
  parameters:
    fast_period: 10
    slow_period: 30
exchange:
  name: binance
  testnet: false
risk:
  max_position_size: 0.1  # 10% of capital
  max_drawdown: 0.2       # Stop if 20% drawdown
  daily_loss_limit: 0.05  # Stop if 5% daily loss
notification:
  telegram:
    enabled: true
    bot_token: "your-token"
    chat_id: "your-chat-id"

Project Structure

openclaw-quant/
├── src/
│   ├── openclaw_quant/
│   │   ├── __init__.py
│   │   ├── strategy.py         # Strategy base class
│   │   ├── backtest.py         # Backtest engine
│   │   ├── live.py             # Live trading engine
│   │   ├── broker.py           # Order execution
│   │   ├── data.py             # Data fetching
│   │   ├── indicators.py       # Technical indicators
│   │   ├── optimizer.py        # Parameter optimization
│   │   ├── metrics.py          # Performance metrics
│   │   └── risk.py             # Risk management
│   └── strategies/
│       ├── ma_cross.py
│       ├── rsi.py
│       └── ...
├── examples/
│   ├── backtest_example.py
│   ├── optimization_example.py
│   └── paper_trading_example.py
├── tests/
├── docs/
├── requirements.txt
└── README.md

Requirements

Python >= 3.9
pandas >= 2.0.0
numpy >= 1.24.0
ccxt >= 4.0.0
optuna >= 3.0.0
matplotlib >= 3.7.0
pydantic >= 2.0.0

Troubleshooting

Issue 1: API Connection Error

Error: ccxt.NetworkError or connection timeout

Solution:

# Check internet connection
Verify API keys are correct
Use testnet for testing:
exchange = ccxt.binance({'enableRateLimit': True, 'options': {'defaultType': 'future', 'testnet': True}})

Issue 2: Insufficient Data

Error: Not enough candles for strategy

Solution:

# Increase warmup period
bt = Backtest(strategy, data, warmup=100)  # Skip first 100 candles
Or fetch more historical data
data = fetcher.fetch_candles(symbol='BTC/USDT', limit=5000)

Issue 3: Optimization Takes Too Long

Solution:

# Reduce search space
result = bt.optimize(
    fast_period=range(5, 20, 5),  # Larger step
    slow_period=range(20, 60, 10),
    max_tries=50  # Limit iterations
)

Safety Guidelines

Backtesting

Paper Trading

Live Trading

Performance Tips

1. Vectorization: Use self.I() for indicators (computed once) 2. Data Caching: Cache historical data to avoid repeated API calls 3. Optimization: Use Bayesian optimization, not grid search 4. Parallel Backtesting: Test multiple symbols simultaneously 5. WebSocket: Use WebSocket for real-time data (faster than REST)

Documentation

Roadmap

Version 0.1.0 (Current)

Version 0.2.0

Version 0.3.0

Version 1.0.0

Cost

License

MIT License - Free for personal and commercial use

Support

Agent Behavior Guidelines

When using this skill, agents should:

DO:

DON'T:

Status: Under Development (Alpha)

Author: @ZhenStaff

Last Updated: 2026-03-05

Example configuration file (config.yaml):

backtest:
  initial_capital: 10000
  commission: 0.001  # 0.1%
  slippage: 0.0005   # 0.05%
strategy:
  name: ma_cross
  parameters:
    fast_period: 10
    slow_period: 30
exchange:
  name: binance
  testnet: false
risk:
  max_position_size: 0.1  # 10% of capital
  max_drawdown: 0.2       # Stop if 20% drawdown
  daily_loss_limit: 0.05  # Stop if 5% daily loss
notification:
  telegram:
    enabled: true
    bot_token: "your-token"
    chat_id: "your-chat-id"

Issue 1: API Connection Error

Error: ccxt.NetworkError or connection timeout

Solution:

# Check internet connection
Verify API keys are correct
Use testnet for testing:
exchange = ccxt.binance({'enableRateLimit': True, 'options': {'defaultType': 'future', 'testnet': True}})

Issue 2: Insufficient Data

Error: Not enough candles for strategy

Solution:

# Increase warmup period
bt = Backtest(strategy, data, warmup=100)  # Skip first 100 candles
Or fetch more historical data
data = fetcher.fetch_candles(symbol='BTC/USDT', limit=5000)

Issue 3: Optimization Takes Too Long

Solution:

# Reduce search space
result = bt.optimize(
    fast_period=range(5, 20, 5),  # Larger step
    slow_period=range(20, 60, 10),
    max_tries=50  # Limit iterations
)