Initial commit: A-share stock analysis project with screening, backtesting, and multi-factor analysis tools

2026-07-01 06:39:40 +00:00
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+---
+name: stock-screener
+description: Multi-factor A-share stock screening workflow for medium-to-short-term selection
+---
+
+## What I Do
+
+Guide the agent through a structured stock screening process:
+1. Understand user preferences (industry, market cap, holding period)
+2. Assess market environment via `market-overview` skill
+3. Call screening tools to find candidates
+4. Score and rank candidates by multi-factor model
+5. Output **Top 3-5** picks with rationale, position sizing, and cost estimates
+
+## Capital Context (CRITICAL)
+
+**The user has ~5万 RMB capital.** Every recommendation must account for this:
+
+- **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.
+- **Portfolio concentration**: default output is 3–5 stocks, not 10+. The user holds 2–4 stocks max.
+- **Position sizing**: for each recommended stock, suggest a specific lot count and total cost in RMB.
+- **Transaction cost**: for each recommended position, calculate estimated one-way cost (commission + stamp tax). Surface it alongside the position suggestion.
+
+### Position Sizing Table (5万 context)
+
+| Market Signal | Total Exposure | Max Per Stock | Holding Count |
+|---------------|---------------|---------------|---------------|
+| Strong uptrend | 35,000–40,000 (70–80%) | 10,000–15,000 | 3–4 positions |
+| Neutral/sideways | 15,000–25,000 (30–50%) | 5,000–10,000 | 2–3 positions |
+| Weak/downtrend | <15,000 (<30%) | <5,000 | 1–2 positions |
+
+### Affordability Check
+
+Before recommending any stock, verify:
+```
+股价 × 100 shares ≤ 计划分配给该股的仓位金额
+```
+Example: ¥38 stock × 100 = ¥3,800. With ¥10,000 allocation, the user can buy 2手 (200 shares, ¥7,600).
+
+## Screening Dimensions
+
+- **Technical (35%)**: Trend strength, moving average alignment, volume-price coordination, RSI position
+- **Capital Flow (30%)**: Main fund net inflow trend, northbound capital, large order ratio
+- **Fundamental (25%)**: PE percentile, ROE, profit growth, revenue growth
+- **Sentiment (10%)**: News heat, analyst rating direction
+
+## When to Use Me
+
+Use when the user asks to:
+- Find/screen stocks for investment
+- Get stock recommendations
+- Filter stocks by any criteria
+
+## Workflow
+
+1. Ask the user about preferences if not specified (sector, style, time horizon)
+2. Load `market-overview` skill to check if market is favorable and get position sizing signal
+3. Use `stock-screen` tools to filter candidates (default top_n=5)
+4. For each top candidate, verify affordability:
+   - Check share price, calculate minimum buy cost (price × 100)
+   - Cross-check against the position sizing budget
+   - Filter out any stock the user cannot afford
+5. For remaining candidates, run quick analysis with relevant tools
+6. Present a ranked list with:
+   - Rank and composite score (0-100)
+   - Key strengths (why buy?) and risks (what can go wrong?)
+   - Suggested position: lot count × share price = total cost
+   - Estimated transaction cost for this position
+   - Stop-loss price in both ¥ and percentage
+
+### Output Format Example
+
+| Rank | Stock | Price | Score | Position | Cost | Stop-Loss | Rationale |
+|------|-------|-------|-------|----------|------|-----------|-----------|
+| 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 |
+
+## Risk Disclaimer
+
+Always remind: results are for reference only. Past performance does not guarantee future results. The user bears all trading risk.