Retrospective
Subjective retrospective / time-machine analysis: rewind a name to a past point...
Install
npx skills add TraderAlice/OpenAlice --skill retrospective -g -a claude-code -y- Repository
- TraderAlice/OpenAlice7.4k
- Category
- Testing
- Updated
- 12d ago
- License
- AGPL-3.0
- Context cost
- Lightabout 976 tokens
- Runs scripts
- No, instructions only
What it does
Subjective retrospective / time-machine analysis: rewind a name to a past point, reconstruct what it looked like THEN (no future knowledge), align the news catalysts to the price path, and pressure-test "if I'd entered there, would it have worked?". Use when the question is about a past moment or a hypothetical entry: "rewind XLE to early April", "what did NVDA look like before earnings", "if we'd bought energy after the Iran headline, easy money?", "replay the SMH spike, policy or earnings?", "was there an entry signal at the time", "would an 8% trailing stop have saved me", "event study on the Hormuz escalation". It strings together the as-of snapshot, the date-windowed news, and Workspace research code into one honest replay, and it is ruthless about data freshness, because a retro built on a stale or future-leaking price is worse than no retro.
Retrospective / Time-Machine analysis
Rewind a name to a moment, see it as it was THEN, attribute the move to catalysts, and test whether a tradeable edge actually existed. The whole value is honesty: no lookahead (never use a price the moment didn't yet know) and no stale data (never report yesterday's close as "now").
alice analysis snapshot provides dated market summaries; the alice-analysis
skill describes quantitative queries. Choose historical news sources with
coverage of the period being studied.
The freshness gate, DO THIS FIRST, every time
Every snapshot/quant result carries a freshness contract:
asOf, isLatestActual, staleTradingDays, and a freshnessWarning when the
data does not reach the anchor. Before you state any "current" number, check
it.
isLatestActual: false→ the close you're holding is STALE. Do not call it the current price. Say "as of <date>, N trading days behind" and, for anything live, pull a realtime broker source.- A free vendor (yfinance) lags a day or two and a free broker tier (alpaca SIP) may not have today yet. An overnight catalyst can land in exactly that blind spot, the classic trap is reporting a flat green close while the real reaction already happened after the bar you can see.
snapshot --query <SYM>auto-picks the freshest source (realtime broker > delayed vendor). Prefer it over hand-fetching from a delayed vendor.
