Changelog

All notable changes to this project will be documented in this file.

Format follows Keep a Changelog.
This project uses Semantic Versioning.

[1.1.4] - 2026-03-31

Restructured repo to native plugin layout (skill files under skills/indian-algo-trading/)
Repo is now directly installable as a Cowork marketplace — no build step needed
Updated Makefile for new directory structure

marketplace.json for plugin discoverability in marketplaces
Dual packaging: .skill (platform-agnostic) and .plugin (Claude + Rupeezy MCP)
.mcp.json bundling Rupeezy Trading and Strategy Platform MCP servers
Makefile with skill, plugin, all, release, validate, and test-scaffold targets
CONTRIBUTING_BROKER.md — step-by-step guide for adding broker adapters with AI prompt template
validate_broker_adapter.py — automated broker adapter validation script

Removed MCP tool docs from rupeezy-vortex.md (auto-discovered via .mcp.json)

Core Skill

SKILL.md with pre-flight checklist, reference routing table, 13 critical rules, and code architecture patterns
Progressive disclosure: 290-line brain routes to 16 reference files by context

Reference Files (16)

strategy-patterns.md — 6 core + 5 advanced strategy patterns with code skeletons
risk-management.md — position sizing (fixed fractional, ATR, Kelly Lite), drawdown controls, F&O margin monitoring
indian-market.md — market timings, expiry calendar, STT rates FY 2025-26, circuit limits, auction risk, tick sizes, DPR, NSE no-API rule
backtesting.md — library selection guide, realistic transaction costs, parameter optimization
error-handling.md — order state machine, partial fills, graceful shutdown, state persistence
code-quality.md — project structure, logging, pytest patterns, config management
options-greeks.md — Black-Scholes, delta-neutral, gamma scalping, theta harvesting, IV vs RV
regime-detection.md — HMM for 3 regimes, strategy decay via rolling Sharpe
india-data-edge.md — FII/DII flows, OI analysis, PCR, max pain, delivery %, rollover, GIFT Nifty
execution-alpha.md — TWAP, VWAP, iceberg, impact cost, NSE intraday timing patterns
robustness-testing.md — walk-forward optimization, Monte Carlo, sensitivity analysis
portfolio-construction.md — multi-strategy allocation, correlation-aware sizing, decay rotation
psychological-guardrails.md — daily loss breaker, consecutive loss pause, weekly throttle, killswitch
tax-optimization.md — STCG vs LTCG (20% vs 12.5%), tax-loss harvesting, F&O business income
python-performance.md — vectorization, Numba JIT, Polars, async, profiling workflow

Broker Support

brokers/rupeezy-vortex.md — full Vortex SDK reference (primary broker)
brokers/BROKER_TEMPLATE.md — 12-section template for community broker adapters
brokers/CONTRIBUTING_BROKER.md — step-by-step guide for adding a new broker with AI prompt template, verification checklist, and maintainer review process

Scripts

validate_strategy.py — AST-based linter checking for hardcoded tokens, missing stop-loss, print statements, NSE scraping, tick size rounding
validate_broker_adapter.py — validates broker adapter docs against template structure, checks for placeholders, constants completeness, OAuth flow documentation
scaffold_strategy.py — generates best-practice project skeleton with main.py, strategy.py, risk_manager.py, guardrails.py, config.py, tests/

Assets

assets/strategy_template/ — 9 standalone template files matching scaffold output, browsable as reference

Evals

evals/evals.json — 10 test prompts with 65 assertions covering all critical skill capabilities

Governance