uwillberich

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-s...

Author: 超超 Contact: [e-mail]

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