execution-algorithm-regression-testing-suite SKILL.md skillA

execution-algorithm-regression-testing-suite from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.

Install it, pinned
mdr add himanshuj16/algo-trading-skills/execution-algorithm-regression-testing-suite@v2.0.0

Pins v2.0.0 in mdr.lock. Pin the fingerprint instead.

Audit grade
A, 17 of 17 checks passed
Kind
SKILL.md skill
Repository
himanshuj16/algo-trading-skills
Path
skills/execution-algorithm-regression-testing-suite/SKILL.md
Versions recorded
5
Latest version
v2.0.0, committed Sep 3, 2026
First version recorded
Jul 25, 2026
Size
10,936 bytes
Repository stars
50
License
Apache-2.0

Use before promoting a change to an execution algorithm, replaying the candidate build against a recorded baseline across required stress scenarios and failing the build if implementation shortfall got measurably worse.

Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.

What the file says

## When to Use

Use this skill when a change to an execution algorithm (TWAP, VWAP, POV, Implementation Shortfall) is about to be promoted to production and you need a machine-checkable answer to one question: **did this build get measurably worse than the baseline on the scenarios we replayed?** The engine replays baseline and candidate over a required set of market scenarios, compares $\Delta \text{IS}$, the fill-rate ratio and peak participation against configured thresholds, and returns `PASS_REGRESSION_APPROVED` / `FAIL_REGRESSION_REJECTED` plus an auditable `RegressionTestSuiteAuditReport` you can attach to a release record.

MiFID II **RTS 6 Article 5(1)** requires clearly delineated development and testing methodologies *prior to the deployment or substantial update* of a trading algorithm, and **Article 5(5)** requires further testing after substantial changes. A performance-regression gate is one component of that methodology, and the report it emits is the kind of artefact a venue asks for when it requires members to certify pre-deployment testing and **explain the means used** (RTS 7 Art. 10).

## When NOT to Use
…

Read the whole file at its exact version.

How to install

The exact contents, by fingerprint
mdr add himanshuj16/algo-trading-skills/execution-algorithm-regression-testing-suite@sha256:9bdf4b495291102e

The line at the top of this page pins the label v2.0.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.

Badge

mdr badge

[![mdr](https://markdownregistry.com/badge/art_vfkuokhkrpyrefpe.svg)](https://markdownregistry.com/a/art_vfkuokhkrpyrefpe)

2 badge image fetches in 30 days. What the badge shows.

Versions

The registry has recorded 5 versions of this file, between Jul 25, 2026 and Sep 3, 2026, about one every 10 days.

versioncommittedcommitsizeaudit
v2.0.0 latest2026-09-03 8527a51 10,936 BA view · diff
v2.0.02026-08-25 7e72405 11,001 BA view · diff
v1.0.02026-07-30 8b73e90 3,809 BA view · diff
v1.0.02026-07-30 dfc60c7 576 BA view · diff
v1.0.02026-07-25 810669f 575 BA view

Audit of the latest version

A  17 of 17 checks passed. Fixed automatic checks with no AI involved, so the same checks give the same answer every run.
  • pass: Frontmatter block present
  • pass: Frontmatter declares a name
  • pass: Frontmatter declares a description
  • pass: Size between 200 bytes and 200 KB (10936 bytes)
  • pass: No zero-width or bidi control characters
  • pass: No instruction hidden inside an HTML comment
  • pass: No link to an exfiltration or paste host
  • pass: No credential-shaped string
  • pass: No instruction to send local credentials anywhere
  • pass: No text hidden with inline styles
  • pass: No prompt-injection phrasing
  • pass: No curl or wget piped into a shell
  • pass: No recursive delete of root, home or parent
  • pass: No instruction to read or print local credentials
  • pass: No base64 blob over 200 characters
  • pass: No link to a raw IP address
  • pass: No script tag

Source

GitHub

himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main

API

GET https://markdownregistry.com/api/v1/artifacts/art_vfkuokhkrpyrefpe
GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/execution-algorithm-regression-testing-suite
GET https://markdownregistry.com/api/v1/blob/9bdf4b495291102e768fceadfe44a1e2f91a7b119c28b8b696d034b6b43961d3

Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.

Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.

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