strategy-compare

Create a strategy comparison script. Parse $ARGUMENTS as: symbol followed by strategy names If only a symbol is given with no strategies, compare: ema-crossover, rsi, donchian, supertrend. If "long-vs-short" is one of the strategies, compare longonly vs shortonly vs both for the first real strategy. /strategy-compare RELIANCE ema-crossover rsi donchian /strategy-compare SBIN long-vs-short ema-crossover - $0 = symbol (e.g., SBIN, RELIANCE, NIFTY) - Remaining args = strategies to compare (e.g., ema-crossover rsi donchian) - Read the vectorbt-expert skill rules for reference patterns - Create backtesting/strategy_comparison/ directory if it doesn't exist (on-demand) - Create a .py file in backtesting/strategy_comparison/ named {symbol}_strategy_comparison.py - The script must: - Fetch data once via OpenAlgo - If user provides a DuckDB path, load data directly via duckdb.connect(path, read_only=True) . See vectorbt-expert rules/duckdb-data.md . - If openalgo.ta is not importable (standalone DuckDB), use inline exrem() fallback. - Use TA-Lib for ALL indicators (never VectorBT built-in) - Use OpenAlgo ta for specialty indicators (Supertrend, Donchian, etc.) - Clean signals with ta.exrem() (always .fillna(False) before exrem) - Run each strategy on the same data - Indian delivery fees : fees=0.00111, fixed_fees=20 for delivery equity - Collect key metrics from each into a...