uwillberich
Author: 超超
Contact: INLINECODE0
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 INLINECODE3 - 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
-
scripts/mx_toolkit.py preset --name preopen_policy
-
scripts/mx_toolkit.py preset --name preopen_global_risk
-
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
-
scripts/fetch_quotes.py
-
scripts/mx_toolkit.py preset --name validate_inspur
-
scripts/mx_toolkit.py preset --name validate_luxshare
-
scripts/industry_chain.py
-
scripts/news_iterator.py
- INLINECODE33
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:
- Pulls Eastmoney index and sector breadth data.
- Pulls Tencent quote snapshots for user-specified names.
- Builds a markdown brief from the default watchlists in
assets/default_watchlists.json.
- Pulls the whole-market main-force snapshot plus top inflow/outflow names and intersects them with watchlists.
- 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.
- Builds a first-30-minute observation sheet with time gates, group scoreboards, and watchlist signal tables.
- Uses event summaries and desk groups to expand into industry-chain stock pools through live MX stock screens.
- Continuously polls public RSS feeds, classifies high-attention events, maps them into watchlist overlays, and writes dynamic event-driven stock pools.
- Loads local runtime credentials, enforces the required
EM_API_KEY, and prints the Eastmoney application URL when it is missing.
- Calls the live Meixiang / Eastmoney APIs for news search, stock screening, structured data queries, and preset desk workflows.
- Benchmarks public and MX-enhanced sources before you decide what to trust as the primary feed.
- Installs the news iterator as a
launchd job on macOS for long-running local polling.
- Verifies that the bundled scripts and public endpoints are working.
References
Read only what you need:
- Trading philosophy, decision tree, and timing gates.
- Source map for official and market data endpoints.
- Decision-maker persona for desk-style answers.
- Time-boxed opening workflow for the next A-share session.
- A reusable first-30-minute decision template.
- How to use the cross-cycle core stock pool without turning it into an unfocused mega-list.
- How to use war-shock and energy-spike watchlists as temporary overlays.
- How to run the persistent RSS iterator, generate event-driven stock pools, and feed them into the desk workflow.
- Preset MX workflows for policy scan, global-risk scan, board resonance, and single-name validation.
- 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
- INLINECODE66 path
- most likely repair sectors
- defensive-only sectors
- opening checklist
- INLINECODE67
Required Credential
- -
EM_API_KEY is mandatory for this skill. - Apply here: INLINECODE69
- After opening the link, click download and you will see the key.
- Official site: INLINECODE70
- Store it in INLINECODE71
uwillberich
作者:超超
联系方式:grdomai43881@gmail.com
概述
使用此技能进行决策导向的A股分析。目标不是机械地解释市场,而是将今日盘面和隔夜动态转化为具体的下一交易时段计划。
最佳适用场景:
- - 下一交易时段A股展望
- 抛售后的潜在修复板块
- 09:00、09:25和09:30-10:00的开盘检查清单
- 用于区分真实修复与防御性抱团的头30分钟观察模板
- 基于自选股的决策笔记
- 区分防御性领涨与真实市场修复
- 持续的消息迭代,将高关注度新闻映射到自选股叠加层
- 自动生成事件驱动型股票池,直接输入交易台报告
- 自选股及全市场风险情绪的主力资金流确认
- 产业链扩展,将事件主题转化为全新股票池
- 基于宽度、板块离散度和资金流构建的情绪评分
核心工作流程
- 1. 首先收集市场结构。
- 运行任何脚本前确认已配置EM
APIKEY。
- 运行scripts/fetch
marketsnapshot.py获取指数、宽度及板块领涨/领跌数据。
- 运行scripts/fetch
quotes.py或scripts/morningbrief.py获取自选股数据。
- 2. 确认隔夜及政策层面。
- 优先使用一手来源获取人民银行、美联储及其他央行决策。
- 使用高质量新闻来源获取地缘政治、原油及全球风险情绪。
- 3. 通过三个层面分类市场。
- 外部冲击:原油、利率、美股、地缘政治
- 国内政策/流动性:LPR、人民银行立场、宏观支撑
- 内部结构:宽度、领涨性、相对强度、风格轮动
- 4. 构建情景树。
- 提供基准/看涨/看跌路径,附带明确触发条件和失效条件。
- 5. 将观点转化为执行检查清单。
- 包含09:00、09:20-09:25、09:30-10:00和14:00-14:30。
工作流快捷方式
- scripts/mx
toolkit.py preset --name preopenpolicy
- scripts/mx
toolkit.py preset --name preopenglobal_risk
- scripts/fetch
marketsnapshot.py
- scripts/capital_flow.py
- scripts/market_sentiment.py
- scripts/mx
toolkit.py preset --name boardoptical_module
- scripts/mx
toolkit.py preset --name boardcompute_power
- scripts/fetch_quotes.py
- scripts/mx
toolkit.py preset --name validateinspur
- scripts/mx
toolkit.py preset --name validateluxshare
- scripts/industry_chain.py
- scripts/news_iterator.py
- scripts/benchmark_sources.py
决策启发式规则
- - 优先选择在弱势盘面中抗跌性最强的板块,而非仅仅跌幅最大的板块。
- 将防御性领涨与整体市场修复区分对待。
- 在每月LPR公布日,将09:00的发布作为计划中的硬性分支点。
- 当领涨范围从核心成长股扩展到二线股和券商股时,修复逻辑更强。
- 缺乏宽度的反弹通常只是技术性反抽。
脚本
在撰写决策笔记前使用以下脚本:
- - scripts/fetchmarketsnapshot.py
- 拉取东方财富指数及板块宽度数据。
- - scripts/fetch_quotes.py
- 拉取腾讯行情快照,针对用户指定的个股。
- - scripts/morning_brief.py
- 根据assets/default_watchlists.json中的默认自选股列表生成Markdown格式简报。
- - scripts/capital_flow.py
- 拉取全市场主力资金快照,以及流入/流出排名前列的个股,并与自选股列表交叉比对。
- - scripts/market_sentiment.py
- 根据宽度、板块离散度和资金流,将盘面评分归类为抱团行情、科技修复、修复扩散或分化偏弱。
- - scripts/openingwindowchecklist.py
- 构建头30分钟观察表,包含时间节点、板块记分板和自选股信号表。
- - scripts/industry_chain.py
- 利用事件摘要和交易台分组,通过实时MX股票筛选扩展至产业链股票池。
- - scripts/news_iterator.py
- 持续轮询公开RSS源,对高关注度事件进行分类,映射到自选股叠加层,并写入动态事件驱动型股票池。
- - scripts/runtime_config.py
- 加载本地运行时凭证,强制要求EM
APIKEY,并在缺失时打印东方财富应用URL。
- 调用实时妙想/东方财富API进行新闻搜索、股票筛选、结构化数据查询及预设交易台工作流。
- - scripts/benchmark_sources.py
- 在决定信任哪个主要信息源之前,对公开来源和MX增强来源进行基准测试。
- - scripts/installnewsiterator_launchd.py
- 在macOS上将新闻迭代器安装为launchd任务,用于长时间运行的本地轮询。
- 验证捆绑的脚本和公共端点是否正常工作。
参考资料
仅阅读所需内容:
- - references/methodology.md
- 交易哲学、决策树和时间节点。
- - references/data-sources.md
- 官方和市场数据端点的来源地图。
- - references/persona-prompt.md
- 交易台风格回答的决策者角色设定。
- - references/trading-mode-prompt.md
- 针对下一A股交易时段的时间限定开盘工作流。
- - references/opening-window-template.md
- 可复用的头30分钟决策模板。
- - references/cross-cycle-watchlist.md
- 如何使用跨周期核心股票池,避免变成无焦点的大杂烩列表。
- - references/event-regime-watchlists.md
- 如何使用战争冲击和能源飙升自选股列表作为临时叠加层。
- - references/message-iterator.md
- 如何运行持久化RSS迭代器,生成事件驱动型股票池,并将其输入交易台工作流。
- 预设的MX工作流,用于政策扫描、全球风险扫描、板块共振和个股验证。
- - assets/industry_chains.json
- 主题到产业链的映射,涵盖光模块、算力、半导体、机器人、石油煤炭及IDC/电力成本叠加。
输出标准
默认采用紧凑的交易台风格回答:
- - 一段决策摘要
- 基准/看涨/看跌路径
- 最可能的修复板块
- 仅限防御性板块
- 开盘检查清单
- 做/避免
必需凭证
- - 此技能必须使用EMAPIKEY。
- 在此申请:https://ai.eastmoney.com/mxClaw
- 打开链接后,点击下载即可看到密钥。
- 官方网站:https://ai.eastmoney.com/nlink/
- 将其存储在~/.uwillberich/runtime.env中