Skill: huangrichao2020/uwillberich (version 1.0.1)

--- name: uwillberich description: Build next-session A-share game plans from market structure, overnight macro shocks, policy timing, and watchlist leadership. Use when the user asks what A-shares may do tomorrow, which sectors may repair first, how to read the open, or wants a reusable pre-open discretionary decision workflow. metadata: {"openclaw":{"emoji":"📈","homepage":"https://github.com/huangrichao2020/uwillberich","requires":{"bins":["python3"]}}} --- # uwillberich Author: 超超 Contact: `[REDACTED_SECRET]` ## Overview Use this skill for decision-oriented A-share analysis. The goal is not to explain the market mechanically, but to convert today’s tape and overnight developments into a concrete next-session plan. Best fit: - next-session A-share outlook - likely repair sectors after a selloff - opening checklist for `09:00`, `09:25`, and `09:30-10:00` - first-30-minute observation template for distinguishing true repair from defensive concentration - watchlist-based decision notes - distinguishing defensive leadership from true market repair - persistent message iteration that maps high-attention news into watchlist overlays - automatic event-driven stock pools that feed directly into desk reports - main-force capital-flow confirmation for watchlists and market-wide risk tone - industry-chain expansion that turns event themes into fresh stock pools - sentiment scoring built from breadth, sector dispersion, and capital flow ## Core Workflow 1. Gather market structure first. - Confirm `EM_API_KEY` is configured before running any script. - Run `scripts/fetch_market_snapshot.py` for indices, breadth, and sector leaders/laggards. - Run `scripts/fetch_quotes.py` or `scripts/morning_brief.py` for the watchlist. 2. Confirm the overnight and policy layer. - Use primary sources first for `PBOC`, `Federal Reserve`, and other central-bank decisions. - Use high-quality news sources for geopolitics, oil, and global risk sentiment. 3. Classify the market through three layers. - External shock: oil, rates, U.S. equities, geopolitics - Domestic policy/liquidity: `LPR`, PBOC posture, macro support - Internal structure: breadth, leadership, relative strength, style rotation 4. Build a scenario tree. - Provide `Base / Bull / Bear` paths with explicit triggers and invalidations. 5. Turn the view into an execution checklist. - Include `09:00`, `09:20-09:25`, `09:30-10:00`, and `14:00-14:30`. ## Workflow Shortcuts - `Step 1: overnight and policy` - `scripts/mx_toolkit.py preset --name preopen_policy` - `scripts/mx_toolkit.py preset --name preopen_global_risk` - `Step 2: board resonance` - `scripts/fetch_market_snapshot.py` - `scripts/capital_flow.py` - `scripts/market_sentiment.py` - `scripts/mx_toolkit.py preset --name board_optical_module` - `scripts/mx_toolkit.py preset --name board_compute_power` - `Step 3: single-name validation` - `scripts/fetch_quotes.py` - `scripts/mx_toolkit.py preset --name validate_inspur` - `scripts/mx_toolkit.py preset --name validate_luxshare` - `Step 4: event-to-chain expansion` - `scripts/industry_chain.py` - `scripts/news_iterator.py` - `Source benchmark` - `scripts/benchmark_sources.py` ## Decision Heuristics - Prefer sectors that resisted best in a weak tape over sectors that merely fell the most. - Treat defensive leadership as separate from broad market repair. - On monthly `LPR` days, use the `09:00` release as a hard branch in the plan. - A repair thesis is stronger when leadership broadens from core growth names into secondary names and brokers. - A rebound without breadth is usually just a technical bounce. ## Scripts Use these scripts before writing the decision note: - `scripts/fetch_market_snapshot.py` - Pulls Eastmoney index and sector breadth data. - `scripts/fetch_quotes.py` - Pulls Tencent quote snapshots for user-specified names. - `scripts/morning_brief.py` - Builds a markdown brief from the default watchlists in `assets/default_watchlists.json`. - `scripts/capital_flow.py` - Pulls the whole-market main-force snapshot plus top inflow/outflow names and intersects them with watchlists. - `scripts/market_sentiment.py` - Scores the tape as `抱团行情`, `科技修复`, `修复扩散`, or `分化偏弱` using breadth, sector dispersion, and capital flow. - `scripts/opening_window_checklist.py` - Builds a first-30-minute observation sheet with time gates, group scoreboards, and watchlist signal tables. - `scripts/industry_chain.py` - Uses event summaries and desk groups to expand into industry-chain stock pools through live MX stock screens. - `scripts/news_iterator.py` - Continuously polls public RSS feeds, classifies high-attention events, maps them into watchlist overlays, and writes dynamic event-driven stock pools. - `scripts/runtime_config.py` - Loads local runtime credentials, enforces the required `EM_API_KEY`, and prints the Eastmoney application URL when it is missing. - `scripts/mx_toolkit.py` - Calls the live Meixiang / Eastmoney APIs for news search, stock screening, structured data queries, and preset desk workflows. - `scripts/benchmark_sources.py` - Benchmarks public and MX-enhanced sources before you decide what to trust as the primary feed. - `scripts/install_news_iterator_launchd.py` - Installs the news iterator as a `launchd` job on macOS for long-running local polling. - `scripts/smoke_test.py` - Verifies that the bundled scripts and public endpoints are working. ## References Read only what you need: - `references/methodology.md` - Trading philosophy, decision tree, and timing gates. - `references/data-sources.md` - Source map for official and market data endpoints. - `references/persona-prompt.md` - Decision-maker persona for desk-style answers. - `references/trading-mode-prompt.md` - Time-boxed opening workflow for the next A-share session. - `references/opening-window-template.md` - A reusable first-30-minute decision template. - `references/cross-cycle-watchlist.md` - How to use the cross-cycle core stock pool without turning it into an unfocused mega-list. - `references/event-regime-watchlists.md` - How to use war-shock and energy-spike watchlists as temporary overlays. - `references/message-iterator.md` - How to run the persistent RSS iterator, generate event-driven stock pools, and feed them into the desk workflow. - `assets/mx_presets.json` - Preset MX workflows for policy scan, global-risk scan, board resonance, and single-name validation. - `assets/industry_chains.json` - Theme-to-chain map for optical module, compute power, semiconductors, robotics, oil and coal, and IDC/power-cost overlays. ## Output Standard Default to a compact desk-style answer: - one-paragraph decision summary - `Base / Bull / Bear` path - most likely repair sectors - defensive-only sectors - opening checklist - `do / avoid` ## Required Credential - `EM_API_KEY` is mandatory for this skill. - Apply here: `https://ai.eastmoney.com/mxClaw` - After opening the link, click download and you will see the key. - Official site: `https://ai.eastmoney.com/nlink/` - Store it in `~/.uwillberich/runtime.env`

path: agents/openai.yaml
content: # Author: 超超
# Contact: [REDACTED_SECRET]

interface:
  display_name: "uwillberich"
  short_description: "A-share pre-open and opening workflow"
  brand_color: "#C1272D"
  default_prompt: "Use $uwillberich to build tomorrow's A-share game plan, likely repair sectors, and a first-30-minute opening checklist from overnight events and watchlists."

policy:
  allow_implicit_invocation: true


Security scan verdicts — ClawScan: clean | static analysis: clean | VirusTotal: clean | SkillSpector: suspicious (CRITICAL)