Convert daily market observations into reproducible research tickets and Phase I-compatible candidate specs.
Prioritize signal quality and interface compatibility over aggressive strategy proliferation.
This skill can run end-to-end standalone, but in the split workflow it primarily serves the final export/validation stage.
When to Use
Convert market observations, anomalies, or hypotheses into structured research tickets.
Run daily auto-detection to discover new edge candidates from EOD OHLCV and optional hints.
Export validated tickets as
strategy.yaml
+
metadata.json
for
trade-strategy-pipeline
Phase I.
Run preflight compatibility checks for
edge-finder-candidate/v1
before pipeline execution.
Prerequisites
Python 3.9+ with
PyYAML
installed.
Access to the target
trade-strategy-pipeline
repository for schema/stage validation.
uv
available when running pipeline-managed validation via
--pipeline-root
.
Output
strategies//strategy.yaml
Phase I-compatible strategy spec.
strategies//metadata.json
provenance metadata including interface version and ticket context.
Validation status from
scripts/validate_candidate.py
(pass/fail + reasons).
Daily detection artifacts:
daily_report.md
market_summary.json
anomalies.json
watchlist.csv
tickets/exportable/*.yaml
tickets/research_only/*.yaml
Position in Split Workflow
Recommended split workflow:
skills/edge-hint-extractor
observations/news ->
hints.yaml
skills/edge-concept-synthesizer
tickets/hints ->
edge_concepts.yaml
skills/edge-strategy-designer
concepts ->
strategy_drafts
+ exportable ticket YAML
skills/edge-candidate-agent
(this skill): export + validate for pipeline handoff
Workflow
Run auto-detection from EOD OHLCV:
skills/edge-candidate-agent/scripts/auto_detect_candidates.py
Optional:
--hints
for human ideation input
Optional:
--llm-ideas-cmd
for external LLM ideation loop
Load the contract and mapping references:
references/pipeline_if_v1.md
references/signal_mapping.md
references/research_ticket_schema.md
references/ideation_loop.md
Build or update a research ticket using
references/research_ticket_schema.md
.
Export candidate artifacts with
skills/edge-candidate-agent/scripts/export_candidate.py
.
Validate interface and Phase I constraints with
skills/edge-candidate-agent/scripts/validate_candidate.py
.
Hand off candidate directory to
trade-strategy-pipeline
and run dry-run first.
Quick Commands
Daily auto-detection (with optional export/validation):
python3 skills/edge-candidate-agent/scripts/auto_detect_candidates.py
\
--ohlcv
/path/to/ohlcv.parquet
\
--output-dir reports/edge_candidate_auto
\
--top-n
10
\
--hints
path/to/hints.yaml
\
--export-strategies-dir /path/to/trade-strategy-pipeline/strategies
\
--pipeline-root /path/to/trade-strategy-pipeline
Create a candidate directory from a ticket:
python3 skills/edge-candidate-agent/scripts/export_candidate.py
\
--ticket
path/to/ticket.yaml
\
--strategies-dir /path/to/trade-strategy-pipeline/strategies
Validate interface contract only:
python3 skills/edge-candidate-agent/scripts/validate_candidate.py
\
--strategy
/path/to/trade-strategy-pipeline/strategies/my_candidate_v1/strategy.yaml
Validate both interface contract and pipeline schema/stage rules:
python3 skills/edge-candidate-agent/scripts/validate_candidate.py
\
--strategy
/path/to/trade-strategy-pipeline/strategies/my_candidate_v1/strategy.yaml
\
--pipeline-root /path/to/trade-strategy-pipeline
\
--stage
phase1
Export Rules
Keep
validation.method: full_sample
.
Keep
validation.oos_ratio
omitted or
null
.
Export only supported entry families for v1:
pivot_breakout
with
vcp_detection
gap_up_continuation
with
gap_up_detection
Mark unsupported hypothesis families as research-only in ticket notes, not as export candidates.
Guardrails
Reject candidates that violate schema bounds (risk, exits, empty conditions).
Reject candidate when folder name and
id
mismatch.
Require deterministic metadata with
interface_version: edge-finder-candidate/v1
.
Use
--dry-run
in pipeline before full execution.
Resources
skills/edge-candidate-agent/scripts/export_candidate.py
Generate
strategies//strategy.yaml
and
metadata.json
from a research ticket YAML.
skills/edge-candidate-agent/scripts/validate_candidate.py
Run interface checks and optional
StrategySpec
/
validate_spec
checks against
trade-strategy-pipeline
.
skills/edge-candidate-agent/scripts/auto_detect_candidates.py
Auto-detect edge ideas from EOD OHLCV, generate exportable/research tickets, and optionally export/validate automatically.
references/pipeline_if_v1.md
Condensed integration contract for
edge-finder-candidate/v1
.
references/signal_mapping.md
Map hypothesis families to currently exportable signal families.
references/research_ticket_schema.md
Ticket schema used by
export_candidate.py
.
references/ideation_loop.md
Hint schema and external LLM ideation command contract.