Skill: tangweigang-jpg/a-stock-quant-lab (version 0.1.2)

--- name: a-stock-quant-lab description: |- A 股量化实验室：基于 zvt 框架的数据采集 + 因子研究 + 回测执行一站式。 覆盖 31 个场景——机构持仓、财报、指数成分、MACD/MA/量能择时。仅限中国 A 股。 license: MIT-0 compatibility: Python 3.12+, uv package manager. Network access to eastmoney / joinquant / baostock / akshare for data fetch. metadata: version: "v6.1" blueprint_id: "finance-bp-009" compiled_at: "2026-04-20T07:34:47.524525+00:00" capability_markets: "cn-astock" capability_activities: "data-sourcing, backtesting, factor-research" sop_version: "crystal-compilation-v6.1" openclaw: emoji: "📈" skillKey: a-stock-quant-lab category: finance primaryEnv: python requires: bins: ["python3", "uv"] --- # A 股量化实验室 (a-stock-quant-lab) > 说出"跟机构持仓"或"MACD 回测"——我基于 zvt 直接写代码跑起来，不用你翻文档。 美股数据质量一般，不推荐。 ## Pipeline `data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization` ## Top Use Cases (31 total) ### Actor Data Recorder (`UC-101`) Collects institutional investor holdings and top 10 free float shareholders on a weekly schedule for tracking major player positions **Triggers**: institutional investor, top holders, actor data ### Financial Statement Recorder (`UC-102`) Collects fundamental financial data including balance sheets, income statements, and cash flow statements from eastmoney on a weekly basis **Triggers**: financial statements, balance sheet, income statement ### Index Data Recorder (`UC-103`) Collects index metadata, index compositions (SZ1000, SZ2000, growth, value indices), and daily index price data **Triggers**: index data, index composition, SZ1000 For all **31** use cases, see [references/USE_CASES.md](references/USE_CASES.md). **Execute trigger**: `When user intent matches intent_router.uc_entries[].positive_terms AND user uses action verb (run/execute/跑/执行/backtest/fetch/collect)` ## What I'll Ask You - Target market: A-share (default), HK, or crypto? (US stocks in ZVT are half-baked — stockus_nasdaq_AAPL exists but coverage is thin) - Data source / provider: eastmoney (free, no account), joinquant (account+paid), baostock (free, good history), akshare, or qmt (broker)? - Strategy type: MACD golden-cross, MA crossover, volume breakout, fundamental screen, or custom factor? - Time range: start_timestamp and end_timestamp for backtest period - Target entity IDs: specific stocks (stock_sh_600000) or index components (SZ1000)? ## Semantic Locks (Fatal) | ID | Rule | On Violation | |---|---|---| | `SL-01` | Execute sell orders before buy orders in every trading cycle | halt | | `SL-02` | Trading signals MUST use next-bar execution (no look-ahead) | halt | | `SL-03` | Entity IDs MUST follow format entity_type_exchange_code | halt | | `SL-04` | DataFrame index MUST be MultiIndex (entity_id, timestamp) | halt | | `SL-05` | TradingSignal MUST have EXACTLY ONE of: position_pct, order_money, order_amount | halt | | `SL-06` | filter_result column semantics: True=BUY, False=SELL, None/NaN=NO ACTION | halt | | `SL-07` | Transformer MUST run BEFORE Accumulator in factor pipeline | halt | | `SL-08` | MACD parameters locked: fast=12, slow=26, signal=9 | halt | Full lock definitions: [references/LOCKS.md](references/LOCKS.md) ## Top Anti-Patterns (47 total) - **`AP-ZVT-183`**: 除权因子为 inf/NaN 时直接参与乘法导致复权静默失败 - **`AP-ZVT-179`**: 第三方数据接口超限后异常被吞噬，数据静默缺失 - **`AP-ZVT-200`**: Token 失效后数据查询返回空 DataFrame 而非报错 All 47 anti-patterns: [references/ANTI_PATTERNS.md](references/ANTI_PATTERNS.md) ## Evidence Quality Notice > [QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-009. Evidence verify ratio = 55.0% and audit fail total = 36. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl). ## Reference Files | File | Contents | When to Load | |---|---|---| | [references/seed.yaml](references/seed.yaml) | V6+ 全量权威 (source-of-truth) | 有行为/决策争议时必读 | | [references/ANTI_PATTERNS.md](references/ANTI_PATTERNS.md) | 47 条跨项目反模式 | 开始实现前 | | [references/WISDOM.md](references/WISDOM.md) | 跨项目精华借鉴 | 架构决策时 | | [references/CONSTRAINTS.md](references/CONSTRAINTS.md) | domain + fatal 约束 | 规则冲突时 | | [references/USE_CASES.md](references/USE_CASES.md) | 全量 KUC-* 业务场景 | 需要完整示例时 | | [references/LOCKS.md](references/LOCKS.md) | SL-* + preconditions + hints | 生成回测/交易代码前 | | [references/COMPONENTS.md](references/COMPONENTS.md) | AST 组件地图（按 module 拆分）| 查 API 时 | --- *Compiled by Doramagic crystal-compilation-v6.1 from `finance-bp-009` blueprint at 2026-04-20T07:34:47.524525+00:00.* *See [human_summary.md](human_summary.md) for non-technical overview.*

path: references/components/api.md
content: # api (2 classes)

## `WindowMethod`
`api/stats.py:28`

## `TopType`
`api/stats.py:34`


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