Darts Forecasting

Finance
#金融

Darts 是轻量级时间序列预测库,支持多市场金融数据的确定性与概率性预测,提供协变量整合与层级聚合能力。

Install

openclaw skills install @tangweigang-jpg/darts-forecasting

Darts 时序预测 (darts-forecasting)

Darts 是轻量级时间序列预测库,支持多市场金融数据的确定性与概率性预测,提供协变量整合与层级聚合能力。

Pipeline

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

Top Use Cases (31 total)

Sphinx Package Title Fixer (UC-101)

Automates extraction of descriptive titles and docstrings from Python packages to improve Sphinx API documentation readability Triggers: sphinx documentation, package titles, docstring extraction

Sphinx Documentation Configuration (UC-102)

Configures Sphinx documentation builder with extensions for auto-summary, autodoc, and graphviz visualization Triggers: sphinx config, documentation, autodoc

Example Utilities Module (UC-131)

Provides utility functions for managing Python paths when running Darts examples locally Triggers: utilities, path management, example helpers

For all 31 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)

IDRuleOn Violation
SL-01Execute sell orders before buy orders in every trading cyclehalt
SL-02Trading signals MUST use next-bar execution (no look-ahead)halt
SL-03Entity IDs MUST follow format entity_type_exchange_codehalt
SL-04DataFrame index MUST be MultiIndex (entity_id, timestamp)halt
SL-05TradingSignal MUST have EXACTLY ONE of: position_pct, order_money, order_amounthalt
SL-06filter_result column semantics: True=BUY, False=SELL, None/NaN=NO ACTIONhalt
SL-07Transformer MUST run BEFORE Accumulator in factor pipelinehalt
SL-08MACD parameters locked: fast=12, slow=26, signal=9halt

Full lock definitions: references/LOCKS.md

Top Anti-Patterns (15 total)

  • AP-TIME-SERIES-ML-001: TimeSeries values array dimensionality mismatch
  • AP-TIME-SERIES-ML-002: Non-floating-point dtype in TimeSeries values
  • AP-TIME-SERIES-ML-003: Irregular or non-monotonic time index

All 15 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-102. Evidence verify ratio = 43.8% and audit fail total = 26. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl).

Reference Files

FileContentsWhen to Load
references/seed.yamlV6+ 全量权威 (source-of-truth)有行为/决策争议时必读
references/ANTI_PATTERNS.md15 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.mddomain + 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.mdSL-* + preconditions + hints生成回测/交易代码前
references/COMPONENTS.mdAST 组件地图(按 module 拆分)查 API 时

Compiled by Doramagic crystal-compilation-v6.1 from finance-bp-102 blueprint at 2026-04-22T13:00:47.497902+00:00. See human_summary.md for non-technical overview.