Py Vollib Options Pricing

使用 BSM 和 Black 模型对欧式期权进行定价和 Greeks 计算，支持连续股息收益率调整。

Security Scan

The skill claims to be an options-pricing/Greeks helper but its runtime instructions and reference artifacts expand into backtest/trading execution, runtime precondition checks that touch local directories and environment variables (zvt/ZVT_HOME), and require Python/uv — a scope and requirements mismatch that should be clarified before install.

Purpose & Capability

Name/description focus on BSM/Black option pricing and Greeks, but the SKILL.md and reference files describe a full quant pipeline (data_collection -> trading_execution -> visualization), backtest triggers, Sphinx doc automation, and integration with ZVT. The registry metadata/requirements declared no binaries or env vars, yet SKILL.md explicitly requires Python 3.12+ and 'uv' package manager and references zvt/ZVT_HOME. These extra capabilities (backtesting/trading execution, recorder preconditions) are not justified by the narrow name/description.

Instruction Scope

SKILL.md instructs the agent to run precondition Python commands (import zvt, run recorders), check and possibly write to ZVT_HOME (~/.zvt), and follow semantic locks that affect trading behavior (fatal halts). It also instructs re-reading seed.yaml on every behavioral decision. Those instructions access filesystem and environment variables and perform operational checks beyond simple option pricing math; they could cause the agent to run commands that alter local state or require credentials/configuration not declared.

Install Mechanism

There is no install spec (instruction-only), which reduces the risk of arbitrary downloads. However, SKILL.md claims a runtime dependency on Python 3.12+ and the 'uv' package manager but provides no automated installation or verification steps in the registry metadata. That mismatch may cause the agent to attempt ad-hoc installs or fail preconditions.

Credentials

Registry declares no required env vars or credentials, yet the instructions reference ZVT_HOME and run Python snippets that read/write that path and expect zvt to be installed. The skill may access or create files under ~/.zvt and execute recorder commands. The absence of declared env requirements (and no explanation of why filesystem access is needed) is disproportionate to the stated options-pricing purpose.

Persistence & Privilege

The skill does not request 'always: true' and does not declare modifying other skills. However the seed.yaml execution protocol instructs agents to re-read seed.yaml, run preconditions, and use workspace paths (scripts/, skills/, .trace/). Preconditions can create or touch files under ZVT_HOME. While not high privilege by itself, these behaviors grant the skill the ability to change local state and should be considered when granting runtime permissions.

What to consider before installing

This skill is internally inconsistent: it says it's an options-pricing helper but its instructions expect a full quant/backtest environment (zvt), Python 3.12+, access to ZVT_HOME (~/.zvt), and will run Python commands that may create files. Before installing or invoking: (1) Confirm the authoritative source and license (homepage/source unknown and LICENSE is proprietary). (2) Ask the publisher which exact dependencies are required and why the skill must run zvt commands and touch ~/.zvt. (3) If you must try it, run it in an isolated environment (temporary VM or container) with no sensitive credentials and with ZVT_HOME pointed to a disposable directory. (4) If you don't use ZVT or have no need for backtest/trading execution, prefer a narrower tool that only exposes option pricing math. (5) Consider requesting a version that documents installs and required env vars in the registry metadata rather than only in SKILL.md.

期权 BSM 定价 (py-vollib-options-pricing)

使用 BSM 和 Black 模型对欧式期权进行定价和 Greeks 计算，支持连续股息收益率调整。

Pipeline

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

Top Use Cases (1 total)

Sphinx Documentation Configuration for py_vollib (UC-101)

Configures automated documentation generation for the py_vollib options pricing library, enabling consistent API documentation, code examples, and cov Triggers: documentation, sphinx, api docs

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 (15 total)

• AP-DERIVATIVES-PRICING-001: Instrument NPV called without attached pricing engine
• AP-DERIVATIVES-PRICING-002: BSM forward price ignores dividend yield
• AP-DERIVATIVES-PRICING-003: Negative discount factors passed to log-domain interpolation

All 15 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-127. Evidence verify ratio = 54.8% and audit fail total = 10. 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	15 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-127 blueprint at 2026-04-22T13:01:03.585888+00:00. See human_summary.md for non-technical overview.