Initial commit: A-share stock analysis project with screening, backtesting, and multi-factor analysis tools
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---
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name: market-overview
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description: Assess current A-share market environment including index trends, market breadth, sector rotation, and position sizing recommendation
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---
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## What I Do
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Evaluate the overall A-share market environment to determine:
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1. Whether the market is favorable for medium-term trading
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2. Suggested position sizing in RMB (capital-aware, for ~5万 account)
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3. Current hot sectors and rotation patterns
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4. Key risk factors
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## Capital Context (CRITICAL)
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**The user has ~5万 RMB capital.** Position sizing must be translated to concrete RMB amounts, not abstract percentages alone.
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### Position Sizing for 5万 Account
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| Signal | Total Position | Max Per Stock | Holding Count |
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|--------|---------------|---------------|---------------|
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| **Heavy (bullish)** | ¥35,000–40,000 (70–80%) | ¥10,000–15,000 each | 3–4 positions |
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| **Moderate (neutral)** | ¥15,000–25,000 (30–50%) | ¥5,000–10,000 each | 2–3 positions |
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| **Light (bearish)** | <¥15,000 (<30%) | <¥5,000 each | 1–2 positions |
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Always present both: percentage of capital AND the corresponding RMB range.
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## Assessment Dimensions
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### Index Trend
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- Shanghai Composite (000001), Shenzhen Component (399001), ChiNext (399006)
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- Direction, strength, and stage of trend
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- Key support/resistance levels
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- 20/60-day MA relationship
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### Market Breadth
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- Advancing vs declining stocks ratio
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- Volume trend (expanding / contracting)
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- New highs vs new lows
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- % of stocks above 20-day MA
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### Sector Rotation
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- Leading and lagging sectors
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- Sector fund flow
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- Continuity of sector trends (how many days in a row?)
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## When to Use Me
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Use when the user asks to:
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- Check market conditions
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- Decide position size
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- Understand sector rotation
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- Before running any stock screening
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## Workflow
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1. Fetch major index data via `stock-data index`
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2. Fetch sector performance via `stock-data sector`
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3. Analyze market breadth indicators
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4. Identify sector hotspots and rotation signals
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5. Output a structured market assessment:
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### Output Format
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1. **Market Signal**: Strong / Moderate / Weak — with justification
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2. **Index Summary**: each index trend + key level
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3. **Market Breadth**: breadth reading and what it means
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4. **Hot Sectors**: top 3–5 sectors with momentum
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5. **Position Recommendation**:
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- Signal-based allocation in RMB and %
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- Max per stock in RMB
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- Suggested holding count
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6. **Key Risks**: specific market risks to watch this week
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## Risk Disclaimer
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Always remind the user: results are for reference only. Market conditions can change rapidly. Position sizing is a suggestion, not financial advice.
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---
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name: stock-analyzer
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description: Deep analysis of a single A-share stock covering technical, fundamental, capital flow, and sentiment dimensions
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---
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## What I Do
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Generate a comprehensive analysis report for a single stock:
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1. Fetch all relevant data for the stock
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2. Analyze across four dimensions
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3. Score each dimension (0-100)
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4. Provide overall rating and actionable insights
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## Capital Context (CRITICAL)
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**The user has ~5万 RMB capital.** Every analysis must include:
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- **Affordability check**: confirm the stock price × 100 shares is within reach
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- **Position sizing advice**: based on market conditions and stock risk profile, suggest how many lots the user should buy
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- **Risk in RMB**: always show stop-loss and take-profit levels in both percentage AND absolute RMB amount
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- **Transaction cost**: calculate estimated round-trip cost for the suggested position
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### Affordability Check
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```
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这股票一手要多少钱？ 股价 × 100 = ____ 元
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用户能买几手？ 分配的仓位金额 ÷ (股价 × 100) = ____ 手
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```
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## Analysis Dimensions
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### Technical Analysis
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- Trend positioning: identify if stock is in uptrend/downtrend/sideways
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- Moving average status: check MA alignment (5/10/20/60 day)
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- Support/Resistance levels: identify key price levels
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- Volume analysis: volume trend, volume-price divergence signals
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- RSI/MACD: oscillator readings and signals
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### Capital Flow Analysis
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- Main fund flow: net inflow trend over 3/5/10 days
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- Northbound capital: recent changes (if available)
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- Large order ratio: institutional activity signals
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### Fundamental Analysis
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- Valuation: PE/PB historical percentile
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- Profitability: ROE trend
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- Growth: revenue and profit YoY growth
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- Quick health check: debt ratio, cash flow
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### Sentiment Analysis
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- Recent news: key announcements in past 30 days
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- Analyst ratings: direction of recent rating changes
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## Scoring
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Weighted composite score (0-100):
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- Technical: 35%
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- Capital Flow: 30%
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- Fundamental: 25%
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- Sentiment: 10%
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## When to Use Me
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Use when the user asks to:
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- Analyze a specific stock by name or code
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- Evaluate whether a stock is worth buying
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- Get a detailed report on a stock
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## Workflow
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1. Get stock code (ask user if not provided)
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2. Call `stock-data` tools to fetch all data
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3. Analyze each dimension, calculate scores
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4. Perform affordability check (price × 100 vs 5万 budget)
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5. Present a structured report with:
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### Report Sections
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1. **Basic Info**: name, code, price, sector, market cap, 1手 cost
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2. **Overall Score**: composite rating with grade (A/B/C/D)
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3. **Dimension Breakdown**: each dimension's score with key observations
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4. **Technical Check**: trend, support/resistance, volume signal
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5. **Capital Flow Check**: recent money flow pattern and what it means
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6. **Fundamental Check**: valuation context, growth trajectory
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7. **News & Sentiment**: key events, sentiment direction
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8. **Position Suggestion**:
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- Suggested lot count (based on market signal + stock risk)
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- Total cost in RMB
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- Estimated round-trip transaction cost
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9. **Risk Management**:
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- Stop-loss level: price (¥) and loss amount (¥) with percentage
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- Take-profit target: price (¥) and gain amount (¥) with percentage
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10. **Verdict**: Watch / Consider / Caution / Avoid — with one-sentence reason
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11. **Risk Disclaimer**: results for reference only
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## Risk Disclaimer
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Always remind the user: results are for reference only. Past performance does not guarantee future results. The user bears all trading risk.
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---
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name: stock-backtest
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description: Design, run, and interpret strategy backtests for A-share stocks
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---
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## What I Do
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Guide the agent through backtesting trading strategies:
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1. Help design strategy rules from user descriptions
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2. Run backtests on historical data
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3. Interpret results and identify potential issues
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4. Suggest improvements
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## Capital Context (CRITICAL)
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**The user has ~5万 RMB capital.** Backtest interpretation must be capital-aware:
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- When presenting metrics, translate key numbers to the user's context:
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- "Annualized return 15% = ¥7,500 on 5万"
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- "Max drawdown 12% = ¥6,000 worst-case loss"
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- "Average win ¥800, average loss ¥1,200 per trade"
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- Assess whether a strategy is **practically usable** with 5万 considering position sizing constraints
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- Flag if a strategy requires more positions than 5万 can support
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## Key Backtest Metrics
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- **Cumulative return**: total return over the period
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- **Annualized return**: normalized yearly return (translate to ¥ on 5万)
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- **Win rate**: percentage of profitable trades
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- **Max drawdown**: worst peak-to-trough decline (translate to ¥)
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- **Sharpe ratio**: risk-adjusted return
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- **Benchmark comparison**: vs CSI 300 index
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## Strategy Parameters
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Common strategy elements to help users define:
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- Entry conditions (e.g., MA crossover, breakout, pullback)
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- Exit conditions (e.g., stop loss %, take profit %, trailing stop, time-based)
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- Position sizing (e.g., fixed %, Kelly fraction)
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- Test period and stock universe
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## When to Use Me
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Use when the user asks to:
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- Backtest a trading strategy
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- Verify a strategy's historical performance
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- Compare multiple strategies
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- Evaluate whether a strategy is worth using
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## Workflow
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1. Clarify strategy rules with user
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2. Translate rules into testable parameters
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3. Run backtest via `stock-backtest` tools
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4. Present results with interpretation:
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### Output Format
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1. **Strategy Summary**: rules in plain language
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2. **Performance Metrics**: all key metrics in table form
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3. **Capital Context Translation**:
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| Metric | Value | On 5万 Capital |
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|--------|-------|----------------|
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| Annualized Return | 18% | ¥9,000/year |
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| Max Drawdown | 15% | ¥7,500 worst case |
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| Avg Win per Trade | ¥450 | — |
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| Avg Loss per Trade | ¥600 | — |
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4. **Equity Curve Description**: shape, drawdown periods, recovery time
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5. **Benchmark Comparison**: outperformance/underperformance vs CSI 300
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6. **Practicality Assessment for 5万**:
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- Can the user afford the position sizes?
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- Does the strategy require too many concurrent positions?
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- Is the max drawdown psychologically tolerable?
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7. **Potential Concerns**: overfitting, look-ahead bias, survivorship bias, regime dependence
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## Risk Disclaimer
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Always remind: backtest results reflect historical data. Live performance will differ. Strategies can fail in new market regimes. The user bears all trading risk.
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---
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name: stock-screener
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description: Multi-factor A-share stock screening workflow for medium-to-short-term selection
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---
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## What I Do
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Guide the agent through a structured stock screening process:
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1. Understand user preferences (industry, market cap, holding period)
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2. Assess market environment via `market-overview` skill
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3. Call screening tools to find candidates
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4. Score and rank candidates by multi-factor model
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5. Output **Top 3-5** picks with rationale, position sizing, and cost estimates
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## Capital Context (CRITICAL)
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**The user has ~5万 RMB capital.** Every recommendation must account for this:
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- **Stock price filter**: each recommended stock must cost ¥10–¥50 per share so the user can afford at least 1手 (100 shares). Stocks >¥200 need explicit justification (concentrated bet). Stocks >¥500 are completely inaccessible — never recommend them.
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- **Portfolio concentration**: default output is 3–5 stocks, not 10+. The user holds 2–4 stocks max.
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- **Position sizing**: for each recommended stock, suggest a specific lot count and total cost in RMB.
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- **Transaction cost**: for each recommended position, calculate estimated one-way cost (commission + stamp tax). Surface it alongside the position suggestion.
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### Position Sizing Table (5万 context)
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| Market Signal | Total Exposure | Max Per Stock | Holding Count |
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|---------------|---------------|---------------|---------------|
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| Strong uptrend | 35,000–40,000 (70–80%) | 10,000–15,000 | 3–4 positions |
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| Neutral/sideways | 15,000–25,000 (30–50%) | 5,000–10,000 | 2–3 positions |
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| Weak/downtrend | <15,000 (<30%) | <5,000 | 1–2 positions |
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### Affordability Check
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Before recommending any stock, verify:
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```
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股价 × 100 shares ≤ 计划分配给该股的仓位金额
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```
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Example: ¥38 stock × 100 = ¥3,800. With ¥10,000 allocation, the user can buy 2手 (200 shares, ¥7,600).
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## Screening Dimensions
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- **Technical (35%)**: Trend strength, moving average alignment, volume-price coordination, RSI position
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- **Capital Flow (30%)**: Main fund net inflow trend, northbound capital, large order ratio
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- **Fundamental (25%)**: PE percentile, ROE, profit growth, revenue growth
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- **Sentiment (10%)**: News heat, analyst rating direction
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## When to Use Me
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Use when the user asks to:
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- Find/screen stocks for investment
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- Get stock recommendations
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- Filter stocks by any criteria
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## Workflow
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1. Ask the user about preferences if not specified (sector, style, time horizon)
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2. Load `market-overview` skill to check if market is favorable and get position sizing signal
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3. Use `stock-screen` tools to filter candidates (default top_n=5)
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4. For each top candidate, verify affordability:
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- Check share price, calculate minimum buy cost (price × 100)
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- Cross-check against the position sizing budget
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- Filter out any stock the user cannot afford
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5. For remaining candidates, run quick analysis with relevant tools
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6. Present a ranked list with:
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- Rank and composite score (0-100)
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- Key strengths (why buy?) and risks (what can go wrong?)
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- Suggested position: lot count × share price = total cost
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- Estimated transaction cost for this position
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- Stop-loss price in both ¥ and percentage
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### Output Format Example
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| Rank | Stock | Price | Score | Position | Cost | Stop-Loss | Rationale |
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|------|-------|-------|-------|----------|------|-----------|-----------|
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| 1 | 600XXX | ¥28.5 | 82 | 3手 (300股) = ¥8,550 | 交易费~¥14 | ¥25.7 (-10%, -¥855) | 放量突破+主力净流入 |
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## Risk Disclaimer
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Always remind: results are for reference only. Past performance does not guarantee future results. The user bears all trading risk.
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