Vnpy Export

Overview

This skill translates a Vibe-Trading strategy into a vnpy CtaTemplate subclass .py file that can be loaded directly into the vnpy CTA Strategy App for live trading or vnpy backtesting.

Output file: artifacts/vnpy_strategy/<StrategyName>Strategy.py (inside the run directory).

vnpy is the most widely-used open-source quant framework in mainland China (39k+ GitHub stars). Use this skill when the user asks to export to vnpy, requests a /vnpy command, or wants to run a Vibe-Trading strategy inside vnpy's CTA backtester or live trading engine.

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Workflow: Export from Backtest Run

1. load_skill("vnpy-export"), read this guide
2. read_file("config.json"), extract instrument, dates, parameters, interval
3. read_file("code/signal_engine.py"), understand the Python signal logic
4. Determine asset class from config.json → choose correct CtaTemplate convention (see below)
5. Translate signal logic to CtaTemplate using the reference tables
6. write_file("artifacts/vnpy_strategy/<StrategyName>Strategy.py"), save the output
7. Return the class in a code block with setup instructions

Workflow: Generate from Description

1. load_skill("vnpy-export"), read this guide
2. Write a CtaTemplate class from the user's strategy description
3. write_file("artifacts/vnpy_strategy/<StrategyName>Strategy.py"), save the output
4. Return the class with setup and usage instructions

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Asset Class Conventions

vnpy uses the same CtaTemplate base class for all asset types, but parameter conventions differ:

Asset Class	Instrument Example	vt_symbol Format	Position Unit
A-share stock	Ping An Bank	000001.SZSE	shares (整手, min 100)
Futures	IF2406	IF2406.CFFEX	lots
Crypto	BTC/USDT	BTC/USDT.BINANCE	coin units