Professional trading charts including candlesticks, equity curves, drawdowns, correlation heatmaps, and return distributions
npx skills add https://github.com/agiprolabs/claude-trading-skills --skill trading-visualization
Visualization is the primary interface between a trader and their data. Charts reveal patterns that tables and numbers cannot: breakdowns in strategy, regime transitions, clustering of losses, and the shape of risk. A well-designed chart communicates more in a glance than a page of statistics.
Three uses of trading charts:
| Chart Type | Purpose | Library |
|------------|---------|---------|
| Candlestick | OHLCV price action with overlays | mplfinance |
| Equity curve | Portfolio value over time | matplotlib |
| Drawdown | Underwater equity plot | matplotlib |
| Return distribution | Histogram + normal fit | matplotlib |
| Correlation heatmap | Cross-asset correlation matrix | matplotlib / seaborn |
| Trade markers | Entry/exit points on price chart | mplfinance / matplotlib |
| Indicator panels | RSI, MACD below price chart | mplfinance |
| Position timeline | When positions were held | matplotlib |
Best for candlestick charts. Built on matplotlib with finance-specific defaults.
uv pip install mplfinance
import mplfinance as mpf
# Basic candlestick from a DataFrame with DatetimeIndex
# Columns: Open, High, Low, Close, Volume
mpf.plot(df, type="candle", volume=True, style="charles")
Key features:
addplot for overlays (moving averages, Bollinger Bands)mpf.make_mpf_style()General purpose, most flexible. Use when you need full control over layout.
uv pip install matplotlib
import matplotlib.pyplot as plt
fig, axes = plt.subplots(2, 1, figsize=(14, 8), height_ratios=[3, 1],
sharex=True)
axes[0].plot(dates, equity, color="#00ff88")
axes[1].fill_between(dates, drawdown, 0, color="#ff4444", alpha=0.5)
Interactive charts rendered as HTML. Best for exploration and dashboards.
uv pip install plotly
import plotly.graph_objects as go
fig = go.Figure(data=[go.Candlestick(
x=df.index, open=df["Open"], high=df["High"],
low=df["Low"], close=df["Close"]
)])
fig.update_layout(template="plotly_dark")
fig.write_html("chart.html")
Trading terminals use dark backgrounds by default. All charts in this skill follow that convention.
import matplotlib.pyplot as plt
plt.style.use("dark_background")
plt.rcParams.update({
"figure.facecolor": "#1a1a2e",
"axes.facecolor": "#1a1a2e",
"axes.edgecolor": "#333333",
"grid.color": "#333333",
"grid.alpha": 0.4,
"text.color": "#e0e0e0",
"xtick.color": "#aaaaaa",
"ytick.color": "#aaaaaa",
})
| Element | Color | Hex |
|---------|-------|-----|
| Bullish / profit | Green | #00ff88 |
| Bearish / loss | Red | #ff4444 |
| Neutral / info | Blue | #4488ff |
| Warning | Amber | #ffaa00 |
| MA short | Orange | #ff6600 |
| MA long | Blue | #3399ff |
| MA signal | Yellow | #ffcc00 |
See references/styling_guide.md for complete typography, layout ratios, and export settings.
Most trading charts need multiple synchronized panels — price on top, volume in the middle, indicators at the bottom.
import matplotlib.pyplot as plt
import matplotlib.gridspec as gridspec
fig = plt.figure(figsize=(14, 10))
gs = gridspec.GridSpec(3, 1, height_ratios=[3, 1, 1], hspace=0.05)
ax_price = fig.add_subplot(gs[0])
ax_volume = fig.add_subplot(gs[1], sharex=ax_price)
ax_rsi = fig.add_subplot(gs[2], sharex=ax_price)
# Hide x-tick labels on upper panels
ax_price.tick_params(labelbottom=False)
ax_volume.tick_params(labelbottom=False)
| Layout | Ratios | Use Case |
|--------|--------|----------|
| Price + Volume | [3, 1] | Simple OHLCV chart |
| Price + Volume + Indicator | [3, 1, 1] | Standard analysis view |
| Equity + Drawdown | [2, 1] | Performance review |
| Price + RSI + MACD | [3, 1, 1] | Full indicator stack |
import mplfinance as mpf
import pandas as pd
# df: DataFrame with DatetimeIndex, columns Open/High/Low/Close/Volume
ema20 = df["Close"].ewm(span=20).mean()
ema50 = df["Close"].ewm(span=50).mean()
ap = [
mpf.make_addplot(ema20, color="#ff6600", width=1.2),
mpf.make_addplot(ema50, color="#3399ff", width=1.2),
]
style = mpf.make_mpf_style(
base_mpf_style="nightclouds",
marketcolors=mpf.make_marketcolors(
up="#00ff88", down="#ff4444",
wick={"up": "#00ff88", "down": "#ff4444"},
edge={"up": "#00ff88", "down": "#ff4444"},
volume={"up": "#00ff88", "down": "#ff4444"},
),
facecolor="#1a1a2e", figcolor="#1a1a2e",
gridcolor="#333333", gridstyle="--",
)
mpf.plot(df, type="candle", style=style, addplot=ap,
volume=True, figsize=(14, 8),
title="Token / SOL — 15m", savefig="candles.png")
import numpy as np
import matplotlib.pyplot as plt
def plot_equity_drawdown(equity: pd.Series, title: str = "Portfolio") -> plt.Figure:
"""Plot equity curve with drawdown panel below."""
peak = equity.cummax()
drawdown = (equity - peak) / peak
fig, (ax1, ax2) = plt.subplots(2, 1, figsize=(14, 8),
height_ratios=[2, 1], sharex=True)
ax1.plot(equity.index, equity, color="#00ff88", linewidth=1.5)
ax1.plot(equity.index, peak, color="#555555", linewidth=0.8,
linestyle="--", label="Peak")
ax1.set_title(title, fontsize=14, fontweight="bold", color="white")
ax1.set_ylabel("Portfolio Value", fontsize=11)
ax1.legend(loc="upper left")
ax1.grid(True, alpha=0.3)
ax2.fill_between(equity.index, drawdown, 0, color="#ff4444", alpha=0.5)
ax2.set_ylabel("Drawdown", fontsize=11)
ax2.set_xlabel("Date", fontsize=11)
ax2.grid(True, alpha=0.3)
fig.tight_layout()
return fig
from scipy import stats
def plot_return_distribution(returns: pd.Series) -> plt.Figure:
"""Histogram of returns with normal fit and risk metrics."""
fig, ax = plt.subplots(figsize=(10, 6))
ax.hist(returns, bins=50, density=True, alpha=0.7,
color="#4488ff", edgecolor="#333333")
# Normal fit overlay
mu, sigma = returns.mean(), returns.std()
x = np.linspace(returns.min(), returns.max(), 200)
ax.plot(x, stats.norm.pdf(x, mu, sigma), color="#ffaa00",
linewidth=2, label=f"Normal(μ={mu:.4f}, σ={sigma:.4f})")
# VaR line
var_95 = returns.quantile(0.05)
ax.axvline(var_95, color="#ff4444", linestyle="--",
label=f"VaR 95%: {var_95:.4f}")
ax.set_title("Return Distribution", fontsize=14, fontweight="bold")
ax.set_xlabel("Return", fontsize=11)
ax.legend()
ax.grid(True, alpha=0.3)
fig.tight_layout()
return fig
def plot_correlation_heatmap(returns_df: pd.DataFrame) -> plt.Figure:
"""Correlation matrix heatmap with annotations."""
corr = returns_df.corr()
fig, ax = plt.subplots(figsize=(10, 8))
im = ax.imshow(corr, cmap="RdYlGn", vmin=-1, vmax=1, aspect="auto")
ax.set_xticks(range(len(corr.columns)))
ax.set_yticks(range(len(corr.columns)))
ax.set_xticklabels(corr.columns, rotation=45, ha="right")
ax.set_yticklabels(corr.columns)
for i in range(len(corr)):
for j in range(len(corr)):
ax.text(j, i, f"{corr.iloc[i, j]:.2f}",
ha="center", va="center", fontsize=9,
color="black" if abs(corr.iloc[i, j]) < 0.5 else "white")
fig.colorbar(im, ax=ax, shrink=0.8)
ax.set_title("Correlation Matrix", fontsize=14, fontweight="bold")
fig.tight_layout()
return fig
def plot_trades_on_price(
price: pd.Series,
entries: pd.DataFrame, # columns: date, price, side
exits: pd.DataFrame, # columns: date, price, pnl
) -> plt.Figure:
"""Price chart with entry/exit markers."""
fig, ax = plt.subplots(figsize=(14, 7))
ax.plot(price.index, price, color="#aaaaaa", linewidth=1)
# Entry markers
buy_mask = entries["side"] == "long"
ax.scatter(entries.loc[buy_mask, "date"], entries.loc[buy_mask, "price"],
marker="^", color="#00ff88", s=100, zorder=5, label="Buy")
ax.scatter(entries.loc[~buy_mask, "date"], entries.loc[~buy_mask, "price"],
marker="v", color="#ff4444", s=100, zorder=5, label="Short")
# Exit markers
win_mask = exits["pnl"] > 0
ax.scatter(exits.loc[win_mask, "date"], exits.loc[win_mask, "price"],
marker="x", color="#00ff88", s=80, zorder=5)
ax.scatter(exits.loc[~win_mask, "date"], exits.loc[~win_mask, "price"],
marker="x", color="#ff4444", s=80, zorder=5)
ax.set_title("Trades on Price", fontsize=14, fontweight="bold")
ax.legend()
ax.grid(True, alpha=0.3)
fig.tight_layout()
return fig
| Format | Method | Use Case |
|--------|--------|----------|
| PNG | fig.savefig("chart.png", dpi=150) | Sharing, embedding |
| SVG | fig.savefig("chart.svg") | Editing, scaling |
| HTML | fig.write_html("chart.html") (plotly) | Interactive exploration |
| Inline | plt.show() | Jupyter notebooks |
fig.savefig("chart.png", dpi=150, facecolor=fig.get_facecolor(),
edgecolor="none", bbox_inches="tight")
| Skill | Integration |
|-------|-------------|
| pandas-ta | Compute indicators, pass to addplot overlays |
| vectorbt | Extract equity curve and trade list for visualization |
| portfolio-analytics | Plot Sharpe, drawdown, and return metrics |
| risk-management | Visualize position limits and exposure over time |
| position-sizing | Chart position size vs account equity over time |
| regime-detection | Color background by detected market regime |
| correlation-analysis | Generate correlation heatmaps from return data |
references/chart_recipes.md — Complete code recipes for six common chart typesreferences/styling_guide.md — Dark theme setup, colors, typography, layout, and export settingsscripts/chart_generator.py — Generate four chart types from synthetic data (candlestick, equity, returns, trades)scripts/performance_report.py — Multi-chart performance report with summary statisticsQuery the U.S. Treasury Fiscal Data REST API for federal financial data. No API key required. Use for national debt (Debt to the Penny), Daily Treasury Statements, Monthly Treasury Statements, Treasury securities auctions, interest rates, foreign exchange rates, savings bonds, or U.S. government revenue and spending statistics.
Comprehensive US stock analysis including fundamental analysis (financial metrics, business quality, valuation), technical analysis (indicators, chart patterns, support/resistance), stock comparisons, and investment report generation. Use when user requests analysis of US stock tickers (e.g., "analyze AAPL", "compare TSLA vs NVDA", "give me a report on Microsoft"), evaluation of financial metrics, technical chart analysis, or investment recommendations for American stocks.
> Zero-shot time series forecasting with Google's TimesFM foundation model. Use this skill when forecasting ANY univariate time series — sales, sensor readings, stock prices, energy demand, patient vitals, weather, or scientific measurements — without training a custom model. Automatically checks system RAM/GPU before loading the model, supports CSV/DataFrame/array inputs, and returns point forecasts with calibrated prediction intervals. Includes a preflight system checker script that MUST be run before first use to verify the machine can load the model. For classical statistical time series models (ARIMA, SARIMAX, VAR) use statsmodels; for time series classification/clustering use aeon.
Query the U.S. Treasury Fiscal Data API for federal financial data including national debt, government spending, revenue, interest rates, exchange rates, and savings bonds. Access 54 datasets and 182 data tables with no API key required. Use when working with U.S. federal fiscal data, national debt tracking (Debt to the Penny), Daily Treasury Statements, Monthly Treasury Statements, Treasury securities auctions, interest rates on Treasury securities, foreign exchange rates, savings bonds, or any U.S. government financial statistics.
Use Ask GraphQL MCP to handle Web3 and on-chain questions through GraphQL endpoints (especially SubQuery/SubGraph). Trigger by default for blockchain/Web3-related user requests (metrics, protocol activity, token/pool/staking/governance analysis, query debugging). On trigger, use graphql_agent with the user's natural-language request (session tool if available, otherwise call Ask MCP via HTTP JSON-RPC). If endpoint is missing, run graphql-endpoint-discovery first; ask user only when no reliable candidate is found.
Cryptofeed - Real-time cryptocurrency market data feeds from 40+ exchanges. WebSocket streaming, normalized data, order books, trades, tickers. Python library for algorithmic trading and market data analysis.
Audit a spreadsheet for formula accuracy, errors, and common mistakes. Scopes to a selected range, a single sheet, or the entire model (including financial-model integrity checks like BS balance, cash tie-out, and logic sanity). Triggers on "audit this sheet", "check my formulas", "find formula errors", "QA this spreadsheet", "sanity check this", "debug model", "model check", "model won't balance", "something's off in my model", "model review".
Generate professional client-facing performance reports with portfolio returns, allocation breakdowns, and market commentary. Suitable for quarterly or annual distribution. Triggers on "client report", "performance report", "quarterly report for [client]", "generate reports", or "client statement".
Take agiprolabs/trading-visualization from the repository into ~/.claude/skills for personal
use, or into .claude/skills inside a project.
The agent identifies a skill by the name field in its header. Two skills with the
same name cannot sit side by side — one of them will be ignored.
The instructions reference pip, uv.
Without those the skill loads but fails at the first command.