Individual skill

pybroker-multi-interval

Build, wire, and debug multi-timeframe PyBroker strategies using the bundled PyBroker wiki references generated from the local docs. Use when an agent needs to trade a base timeframe with confirmation from coarser weekly or monthly bars, compress bars into higher time intervals, declare compressed bars with the intervals parameter of add_execution, read completed higher-timeframe bars with ctx.interval and IntervalContext, bind indicators to intervals with Indicator.intervals, train models per interval with ModelSource.intervals, choose interval formats such as every-n-bars ints, duration strings like 5m or 1h, or calendar strings like weekly and monthly, pass timeframe to backtest, walkforward, or optimize, compress OHLCV bars standalone with compress_bars, guard warmup while interval arrays are still empty, or debug interval errors such as undeclared intervals, missing timeframe, or intervals not strictly coarser than the base data.

skills/pybroker-multi-interval/SKILL.md

Source commit 01f11fdd42b76ef564a7f550c247a3dfce81330e

What was checked

Matches the observed repository HEAD

Yes

Scanner rules are current

No

Repository scan complete

No

Skill scan complete

No

Observed behavior

Not checked yet

Last checked

Nov 2, 2026

These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.

Install this skill

Choose an agent in your Stack or copy a command below. Commands fetch the pinned commit and copy only this skill directory. Existing destinations are refused. Copying a command does not install anything.

An install command is unavailable: current rules, complete repository and skill scans, an eligible behavior level and a permitted license are required.