Strategy Generation

The @vibe Decorator

Every strategy must have exactly ONE function decorated with @vibe. This registers the function as a callback that the engine executes at each tick.

from vibetrading import vibe

@vibe(interval="1m")
def on_tick():
    pass

For live trading, always use interval="1m". Implement frame-skipping for longer intervals:

last_execution_time = None

@vibe(interval="1m")
def strategy():
    global last_execution_time
    current_time = get_current_time()

    manage_risk()

    if last_execution_time and (current_time - last_execution_time).total_seconds() < 300:
        return
    last_execution_time = current_time
    # ... main logic ...

Write Strategies Manually

You can write strategies by hand. A strategy is a Python function decorated with @vibe:

import math
import ta
from vibetrading import (
    vibe,
    get_current_time,
    get_perp_price,
    get_futures_ohlcv,
    get_perp_summary,
    get_perp_position,
    long,
    reduce_position,
    set_leverage,
)

ASSET = "BTC"
LEVERAGE = 3
TP_PCT = 0.08
SL_PCT = 0.04
RISK_PER_TRADE_PCT = 0.10
RSI_OVERSOLD = 30
SMA_FAST = 10
SMA_SLOW = 20


@vibe(interval="1m")
def my_strategy():
    current_price = get_perp_price(ASSET)
    if math.isnan(current_price):
        return

    perp_summary = get_perp_summary()
    available_margin = perp_summary.get("available_margin", 0.0)
    position = get_perp_position(ASSET)

    if position:
        size = position.get("size", 0.0)
        entry_price = position.get("entry_price", 0.0)
        pnl_pct = (current_price - entry_price) / entry_price if entry_price > 0 else 0

        if pnl_pct >= TP_PCT:
            reduce_position(ASSET, abs(size) * 0.5)
            return
        elif pnl_pct <= -SL_PCT:
            reduce_position(ASSET, abs(size))
            return
        return

    ohlcv = get_futures_ohlcv(ASSET, "1m", SMA_SLOW + 10)
    if len(ohlcv) < SMA_SLOW:
        return

    rsi = ta.momentum.rsi(ohlcv["close"], window=14).iloc[-1]
    sma_fast = ohlcv["close"].rolling(SMA_FAST).mean().iloc[-1]
    sma_slow = ohlcv["close"].rolling(SMA_SLOW).mean().iloc[-1]

    if rsi < RSI_OVERSOLD and sma_fast > sma_slow:
        set_leverage(ASSET, LEVERAGE)
        qty = (available_margin * RISK_PER_TRADE_PCT * LEVERAGE) / current_price
        long(ASSET, qty, price=current_price)

Note: Strategy code uses from vibetrading import vibe, get_price, ... — these symbols are injected at runtime by the backtest engine or live runner. They don't need to be real functions in the package.

AI-Powered Generation

StrategyGenerator

The StrategyGenerator class handles the full generation + validation pipeline:

import vibetrading.strategy

generator = vibetrading.strategy.StrategyGenerator(model="gpt-4o")
code = generator.generate(
    "BTC scalping strategy with VWAP",
    validate=True,
    max_retries=3,
)

Closed-Loop Generation

The validator produces structured feedback that can be fed back to the LLM:

import vibetrading.strategy

messages = vibetrading.strategy.build_generation_prompt("BTC scalping strategy with VWAP")

code = call_your_llm(messages)
result = vibetrading.strategy.validate(code)

if not result.is_valid:
    messages.append({"role": "assistant", "content": code})
    messages.append({"role": "user", "content": result.format_for_llm()})
    code = call_your_llm(messages)

Agent Integration Components

Component	Import	Purpose
STRATEGY_SYSTEM_PROMPT	vibetrading.strategy.STRATEGY_SYSTEM_PROMPT	Complete system prompt for LLM strategy generation
VIBETRADING_API_REFERENCE	vibetrading.strategy.VIBETRADING_API_REFERENCE	API documentation string
STRATEGY_CONSTRAINTS	vibetrading.strategy.STRATEGY_CONSTRAINTS	Code generation rules
build_generation_prompt()	vibetrading.strategy.build_generation_prompt	Build message list for chat completion
validate()	vibetrading.strategy.validate	Validate generated code
StrategyGenerator	vibetrading.strategy.StrategyGenerator	Full generation + validation pipeline