发现和使用优秀的技能扩展
下载、处理和回测ByBit衍生品历史订单簿数据。当用户需要以下操作时使用此技能:(1)使用Selenium自动化从ByBit衍生品历史数据页面下载历史订单簿快照,(2)处理/解压ob500 JSONL文件并筛选至50档深度,(3)针对数据运行10种基于订单簿的交易策略中的任意一种(订单簿不平衡、突破、假突破、剥头皮、动量、反转、虚假订单检测、最优执行、做市、延迟套利),或(4)生成包含盈亏、夏普比率、胜率、最大回撤和策略比较的完整回测绩效报告。触发词:“bybit order book”、“order book backtest”、“download bybit data”、“ob500”、“order book imbalance”、“spoofing detection strategy”、“market making backtest”、“crypto order book”、“depth of book backtest”、“bybit historical data”。
Download, process, and backtest ByBit derivatives historical order book data. Use this skill when the user wants to: (1) download historical order book snapshots from ByBit's derivatives history-data page using Selenium automation, (2) process/unzip ob500 JSONL files and filter to depth 50, (3) run any of 10 order-book-based trading strategies (Order Book Imbalance, Breakout, False Breakout, Scalping, Momentum, Reversal, Spoofing Detection, Optimal Execution, Market Making, Latency Arbitrage) against the data, or (4) generate full backtest performance reports with PnL, Sharpe ratio, win rate, max drawdown, and strategy comparison. Triggers on: "bybit order book", "order book backtest", "download bybit data", "ob500", "order book imbalance", "spoofing detection strategy", "market making backtest", "crypto order book", "depth of book backtest", "bybit historical data".