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rangebar-eval-metrics

SOTA metrics for evaluating range bar (price-based sampling) financial data. Use when computing Sharpe ratios, risk metrics, ML prediction quality for range bars. TRIGGERS - range bar metrics, evaluate range bars, Sharpe ratio range bars, WFO metrics, walk-forward metrics, BiLSTM evaluation, crypto metrics, daily aggregation, sqrt(7), sqrt(365), PSR DSR MinTRL, IC information coefficient.

terrylica
maintainer
terrylica
更新日 1/20/2026
スター
7
フォーク
1
quick start

Installation and usage

SOTA metrics for evaluating range bar (price-based sampling) financial data. Use when computing Sharpe ratios, risk metrics, ML prediction quality for range bars. TRIGGERS - range bar metrics, evaluate range bars, Sharpe ratio range bars, WFO metrics, walk-forward metrics, BiLSTM evaluation, crypto metrics, daily aggregation, sqrt(7), sqrt(365), PSR DSR MinTRL, IC information coefficient.

インストール
$ install --globalskills.sh
使い方

インストール後、ターミナルで以下のコマンドを実行してこのスキルを使用できます:

skills use rangebar-eval-metrics