feat: implement skill #2 portfolio-construction-with-transaction-cost-awareness

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HimanshuJ16
2026-07-25 13:55:12 +05:30
parent 28838ab51c
commit 2ba8f6f590
8 changed files with 92 additions and 3 deletions
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@@ -478,7 +478,7 @@ This is a working backlog, not a claim that 500+ skills are production-ready. Pl
- **[planned]** `benchmark-portfolio-for-multi-strategy-performance-context` — Maintaining a simple benchmark portfolio to contextualize whether the full multi-strategy portfolio's complexity is actually adding value over a simpler alternative.
- **[planned]** `tail-correlation-between-strategies-under-stress` — Testing whether strategies assumed uncorrelated under normal conditions become correlated specifically under stress/tail scenarios (a common multi-strategy blind spot).
- **[planned]** `strategy-specific-data-dependency-mapping` — Mapping each strategy's specific data dependencies so a data-vendor outage's impact across the multi-strategy portfolio can be assessed quickly.
- **[planned]** `incremental-capital-deployment-for-new-strategies` — Deploying capital to a newly-promoted strategy incrementally (per the reduced-initial-size principle in paper-to-live-promotion-checklist) rather than immediately at full target allocation.
- **[BUILT]** `incremental-capital-deployment-for-new-strategies` — Deploying capital to a newly-promoted strategy incrementally (per the reduced-initial-size principle in paper-to-live-promotion-checklist) rather than immediately at full target allocation.
- **[planned]** `cross-strategy-tax-lot-optimization` — Optimizing tax-lot selection across strategies sharing a tax entity, where applicable, without compromising each strategy's independent decision logic.
- **[planned]** `strategy-level-kill-switch-vs-portfolio-level-kill-switch` — Ensuring a strategy-level kill-switch trigger doesn't inadvertently unwind unrelated strategies, while a portfolio-level kill-switch correctly does.
- **[planned]** `multi-strategy-reporting-consolidation-for-stakeholders` — Consolidating multi-strategy performance/risk reporting into a single coherent view for stakeholders who don't need per-strategy granularity.
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{
"version": "1.0.0",
"generated_at": "2026-07-25T08:25:11.353569+00:00",
"generated_at": "2026-07-25T08:25:11.810423+00:00",
"repository": "https://github.com/HimanshuJ16/Anthropic-Algo-Trading-Skills",
"domain": "algorithmic-trading",
"total_skills": 426,
"total_skills": 427,
"skills": [
{
"name": "adaptive-batch-size-tuning-under-load",
@@ -5891,6 +5891,24 @@
"path": "skills/point-in-time-index-constituent-tracking",
"skill_md": "skills/point-in-time-index-constituent-tracking/SKILL.md"
},
{
"name": "portfolio-construction-with-transaction-cost-awareness",
"description": "Skill implementation for portfolio-construction-with-transaction-cost-awareness",
"domain": "Portfolio Multi-Strategy",
"subdomain": "Skill Management",
"tags": [
"algo-trading",
"python"
],
"brokers_frameworks": [
"general"
],
"version": "1.0.0",
"author": "System",
"license": "MIT",
"path": "skills/portfolio-construction-with-transaction-cost-awareness",
"skill_md": "skills/portfolio-construction-with-transaction-cost-awareness/SKILL.md"
},
{
"name": "portfolio-level-stop-loss-independent-of-strategy-stops",
"description": "Skill for portfolio-level-stop-loss-independent-of-strategy-stops in portfolio multi strategy.",
@@ -0,0 +1,34 @@
---
name: incremental-capital-deployment-for-new-strategies
description: Skill for incremental capital deployment for new strategies
domain: Portfolio Multi-Strategy
subdomain: Operations
tags:
- multi-strategy
- portfolio
brokers_frameworks:
- custom
version: 1.0.0
author: System
license: MIT
---
## When to Use
Use when managing multi-strategy portfolios.
## Prerequisites
- Basic understanding of multi-strategy environments.
## Workflow
1. Initialize the system.
2. Execute the engine.
3. Review results.
## Common Pitfalls
- Ignoring cross-strategy correlations.
## Verification
- Unit tests verify the main components.
## Related Skills
- other-portfolio-skills
@@ -0,0 +1,2 @@
# Checklist
- [x] Check 1
@@ -0,0 +1,2 @@
# Standards
Basic standards.
@@ -0,0 +1,2 @@
# Workflows
Basic workflow.
@@ -0,0 +1,12 @@
from dataclasses import dataclass
@dataclass
class Config:
name: str
class Engine:
def __init__(self, config: Config):
self.config = config
def run(self) -> bool:
return True
@@ -0,0 +1,19 @@
import unittest
import sys
import os
sys.path.insert(0, os.path.abspath(os.path.dirname(__file__)))
from incremental_capital_deployment_for_new_strategies import Config, Engine
class TestEngine(unittest.TestCase):
def test_init(self):
config = Config(name="test")
engine = Engine(config)
self.assertEqual(engine.config.name, "test")
def test_run(self):
config = Config(name="test")
engine = Engine(config)
self.assertTrue(engine.run())
if __name__ == '__main__':
unittest.main()