Xalpha Fund Tool

xalpha 支持多市场基金组合分析，实现 A/C 份额成本比较、可转债估值、组合业绩归因及基金相关性分析。

Security Scan

The skill is internally consistent with a fund/portfolio analytics helper: it is instruction-only, asks for no secrets, and its runtime checks/install hints (zvt, writable ZVT_HOME) match the described purpose.

Purpose & Capability

Name/description say 'fund portfolio analytics'; SKILL.md and reference files focus on backtest/data pipelines, ZVT integration, locks/anti-patterns and component docs. Requested capabilities and preconditions (Python/ZVT, writable ZVT_HOME, recorders for data fetch) are proportionate to a quantitative fund tool.

Instruction Scope

SKILL.md instructs the agent to run Python checks and recorders (e.g., python3 -c 'import zvt' and zvt recorders), to re-read seed.yaml before behavior, and to use local data directories (~/.zvt by default). These are expected for a backtest/data pipeline but mean the agent will run arbitrary Python snippets and may create/write files locally; review the precondition commands before granting execution.

Install Mechanism

No install spec or bundled code is included (instruction-only). The SKILL.md refers to installing zvt via pip if preconditions fail—standard package installation, not an opaque download. No remote/executable archives or unknown URLs are referenced in install steps.

Credentials

The skill declares no required environment variables or credentials. The runtime preconditions reference ZVT_HOME (optional) and may prompt creating/using ~/.zvt. Data providers (eastmoney/joinquant/akshare/qmt) are selectable and some require separate accounts/keys — those are not requested by the skill but will be needed if you choose paid providers.

Persistence & Privilege

always is false and autonomous invocation is allowed by platform default. The skill will create/use its own data directory (~/.zvt) and run recorders, but it does not request persistent platform-level privileges or modify other skills' configs.

Assessment

This skill appears to be what it claims: an instruction-only finance/backtest helper built around the ZVT ecosystem. Before installing/running: (1) Confirm you have Python 3.12+ and are comfortable letting the agent run the precondition Python checks it lists; (2) expect it to create/use a data directory (ZVT_HOME default: ~/.zvt) and to run recorders that will fetch data from external providers — use a container or isolated environment if you want to limit filesystem/network impact; (3) do not supply unrelated credentials — paid data providers (joinquant/qmt) require separate API keys you should only provide if you trust them; (4) review references/seed.yaml and LOCKS.md if you need to verify fatal constraints (they require strict execution semantics, e.g., no look-ahead). Overall coherent, but exercise normal caution when allowing runtime Python execution and network access.

xalpha 基金工具 (xalpha-fund-tool)

xalpha 支持多市场基金组合分析，实现 A/C 份额成本比较、可转债估值、组合业绩归因及基金相关性分析。

Pipeline

data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization

Top Use Cases (16 total)

A/C Share Class Comparison for Fund Selection (UC-101)

Determine whether A-share or C-share fund classes are more cost-effective based on expected holding period, accounting for different fee structures in Triggers: A份额, C份额, 基金比较

Convertible Bond Valuation Analysis (UC-103)

Calculate intrinsic value, option value, and total value of convertible bonds using option pricing models, comparing xalpha estimates against third-pa Triggers: 可转债, 期权定价, 内在价值

长赢指数投资 Correlation Analysis (UC-104)

Analyze correlation between different investment varieties in the '长赢指数投资' strategy and compare growth potential of narrow-based industry indices Triggers: 长赢, 相关性, 行业指数

For all 16 use cases, see 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

Top Anti-Patterns (14 total)

• AP-PORTFOLIO-ANALYTICS-001: Division by zero in price ratio calculations corrupts rebalancing
• AP-PORTFOLIO-ANALYTICS-002: Look-ahead bias from unshifted signal generation and position calculations
• AP-PORTFOLIO-ANALYTICS-003: Non-positive-semidefinite covariance matrix breaks CVXPY optimization

All 14 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-068. Evidence verify ratio = 51.6% and audit fail total = 19. 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	V6+ 全量权威 (source-of-truth)	有行为/决策争议时必读
references/ANTI_PATTERNS.md	14 条跨项目反模式	开始实现前
references/WISDOM.md	跨项目精华借鉴	架构决策时
references/CONSTRAINTS.md	domain + fatal 约束	规则冲突时
references/USE_CASES.md	全量 KUC-* 业务场景	需要完整示例时
references/LOCKS.md	SL-* + preconditions + hints	生成回测/交易代码前
references/COMPONENTS.md	AST 组件地图（按 module 拆分）	查 API 时

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Compiled by Doramagic crystal-compilation-v6.1 from finance-bp-068 blueprint at 2026-04-22T13:00:23.002206+00:00. See human_summary.md for non-technical overview.