A-Share Claw (A股龙虾)

A-share paper-trading automation workflow for MX APIs. Use when user asks to run scheduled A-share mock trading, enforce risk limits (single position cap, total exposure cap, stale-order cancellation), generate daily review, or maintain Day/Balance/Daily Return tracking.

A-Share Claw

Execute this workflow for A-share paper trading with MX APIs.

Steps

1. Ensure environment:

   • MX_APIKEY is set.
   • MX_API_URL defaults to https://mkapi2.dfcfs.com/finskillshub.

2. Ensure runtime files under workspace:

   • mx_autotrade/config.json
   • mx_autotrade/run_autotrade.py
   • mx_autotrade/daily_review.py

3. Ensure schedules (trading days):

   • 09:24 run strategy
   • 10:30 run strategy
   • 14:30 run strategy (risk-first)
   • 15:10 run daily review

4. Enforce risk rules:

   • Single symbol position cap (maxPositionPerStock, default 15%)
   • Total exposure cap (maxTotalPosition, default 60%)
   • Auto-cancel stale pending orders (>20 min)

5. Daily output:

   • Produce review JSON (mx_autotrade/reviews/review-YYYY-MM-DD.json)
   • Update README day table with: Day | Balance | Daily Return (no Day0)

Quick run commands

bash

python3 mx_autotrade/run_autotrade.py
python3 mx_autotrade/daily_review.py

Notes

• Fail safely: if account is not bound, stop and report clearly.
• Prefer discipline over trade frequency.