Agent Skills › Lumiwealth/lumibot › stock-trading

stock-trading

GitHub

规范股票和ETF交易流程，涵盖研究、选股、下单及仓位管理。提供核心工作流与研究深度指南，确保基于证据执行交易决策与风险控制。

lumibot/components/agents/skills/stock-trading/SKILL.md Lumiwealth/lumibot

Trigger Scenarios

进行股票或ETF交易决策需要买入、卖出或调整持仓涉及投资组合管理与订单提交

Install

npx skills add Lumiwealth/lumibot --skill stock-trading -g -y

More Options

Non-standard path

npx skills add https://github.com/Lumiwealth/lumibot/tree/dev/lumibot/components/agents/skills/stock-trading -g -y

Use without installing

npx skills use Lumiwealth/lumibot@stock-trading

指定 Agent (Claude Code)

npx skills add Lumiwealth/lumibot --skill stock-trading -a claude-code -g -y

安装 repo 全部 skill

npx skills add Lumiwealth/lumibot --all -g -y

预览 repo 内 skill

npx skills add Lumiwealth/lumibot --list

SKILL.md

Frontmatter

{
    "name": "stock-trading",
    "description": "Use before researching, selecting, opening, modifying, or closing a stock or ETF position, including discretionary investing, rotation, breakout, momentum, mean-reversion, opening-range breakout, and VWAP trading. Also use when a broad mandate leads you to consider stocks or ETFs even if the user did not name an asset class initially."
}

Stock Trading

Load this skill before using stocks or ETFs as part of a trading decision. If a broad mandate leads you to a stock idea, load it before submitting an order.

Core workflow

Read portfolio value, cash, current positions, and open orders.
Retrieve the current price and recent price history for every serious candidate.
Use batch tools for a universe. Do not loop one symbol at a time when a batch price or history tool can return the same evidence.
Evaluate the user's entry, exit, sizing, and frequency rules against current evidence. Do not invent missing signals.
Size from current portfolio value, available cash, current price, volatility or stop distance, and the user's risk rules.
Submit the selected order once.
Capture the returned identifier, inspect that exact order, and reread positions and open orders. In backtests, a short bounded orders_wait_for_terminal is appropriate immediately after your own market-order submission because it lets the simulator process the pending fill. Do not use an unbounded wait.
If a related order is already open, inspect that exact order and do not submit another order for the same intended position change. A pending exit already owns the exit. Let it resolve or cancel it deliberately before replacing it.

Research depth

Match research to the strategy. A broad discretionary investment decision should use relevant technical, news, macro, and company evidence when available. A mechanical intraday strategy should prioritize the exact price, bar, volume, and indicator evidence required by its rules. Do not force irrelevant research merely to increase tool use.

References

Load only the smallest relevant reference:

references/research-sizing-and-orders.md: evidence, sizing, entries, exits, rotation, and order verification.
references/intraday-setups.md: opening-range breakout and VWAP mechanics.

The user's active strategy rules decide whether a trade should happen. This skill provides reusable stock-trading mechanics and does not invent a strategy.