「report」の検索結果

Manually review the implementation diff for the current Comet change. Report correctness, security, and edge-case issues without advancing the workflow.

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Exercise a running product against acceptance criteria and report evidence. Build success alone does not verify behavior.

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Conduct enterprise-grade research with multi-source synthesis, citation tracking, and verification. Use when user needs comprehensive analysis requiring 10+ sources, verified claims, or comparison of approaches. Triggers include "deep research", "comprehensive analysis", "research report", "compare X vs Y", or "analyze trends". Do NOT use for simple lookups, debugging, or questions answerable with 1-2 searches.

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Assess and migrate cross-cloud workloads to Azure with reports and code conversion. Supports Lambda→Functions, Beanstalk/Heroku/App Engine→App Service, Fargate/Kubernetes/Cloud Run/Spring Boot→Container Apps. WHEN: migrate Lambda to Functions, AWS to Azure, migrate Beanstalk, migrate Heroku, migrate App Engine, Cloud Run migration, Fargate to ACA, ECS/Kubernetes/GKE/EKS to Container Apps, Spring Boot to Container Apps, cross-cloud migration.

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Send SMS messages with Azure Communication Services SMS Java SDK. Use when implementing SMS notifications, alerts, OTP delivery, bulk messaging, or delivery reports.

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Convert raw notes, error logs, voice dictation, or screenshots into crisp GitHub-flavored markdown issue reports. Use when the user pastes bug info, error messages, or informal descriptions and wants a structured GitHub issue. Supports images/GIFs for visual evidence.

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整理、脱敏并上报 chengfeng-videocut 的 GitHub Bug。用户说上报 Bug、反馈剪口播问题、提交 GitHub Issue、这个问题告诉开发者，或要求继续提交已预览的 Bug 草稿时使用。不要用于功能建议、普通排错、代码提交或未获用户确认的自动上报。

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Fetch hot finance news, unified trends, and prediction financial market data. Use when the user needs real-time financial news, trend reports from multiple finance sources (Weibo, Zhihu, WallstreetCN, etc.), or Polymarket finance market prediction data.

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Meta-agent that routes bioinformatics requests to specialised sub-skills. Handles file type detection, analysis planning, report generation, and reproducibility export.

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All-in-one read preprocessing with fastp including adapter trimming, quality filtering, deduplication, base correction, and HTML report generation. Use when preprocessing Illumina data and wanting a single fast tool instead of separate Cutadapt, Trimmomatic, and FastQC steps.

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Extract methylation calls from Bismark BAM files using bismark_methylation_extractor. Generates per-cytosine reports for CpG, CHG, and CHH contexts. Use when extracting methylation levels from aligned bisulfite sequencing data for downstream analysis.

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Quality control for long-read sequencing data using NanoPlot, NanoStat, and chopper. Generate QC reports, filter reads by length and quality, and visualize read characteristics. Use when assessing ONT or PacBio run quality or filtering reads before assembly or alignment.

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Detects differential alternative splicing between conditions using rMATS-turbo (BAM-based) or SUPPA2 diffSplice (TPM-based). Reports events with FDR-corrected significance and delta PSI effect sizes. Use when comparing splicing patterns between treatment groups, tissues, or disease states.

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Work with FASTQ quality scores using Biopython. Use when analyzing read quality, filtering by quality, trimming low-quality bases, or generating quality reports.

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CRISPResso2 for analyzing CRISPR gene editing outcomes. Quantifies indels, HDR efficiency, and generates comprehensive editing reports. Use when analyzing amplicon sequencing data from CRISPR editing experiments to assess editing efficiency.

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Autonomously screen NYSE, Nasdaq, and NYSE American operating-company stocks for undervalued-growth/GARP opportunities using forward same-basis valuation, driver-derived EPS/FCF forecasts, primary-source financial verification, SBC and dilution controls, sector and cycle normalization, auditable candidate-pool coverage, and fail-closed final reporting. Use when asked to find, screen, rank, or refresh US undervalued-growth stocks, including minimal requests with no ticker list or parameters.

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Track investment theses across their lifecycle — from screening idea to closed position with postmortem. Register theses from screener outputs, manage state transitions, attach position sizing, review due dates, and generate postmortem reports with P&L and MAE/MFE analysis. Trigger when user says "register thesis", "track this idea", "thesis status", "review due", "close position", "postmortem", or "trading journal".

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Skill that analyzes 18-month scenarios from a news headline. Runs the primary analysis with the scenario-analyst agent and obtains a second opinion with the strategy-reviewer agent. Generates a comprehensive English report covering 1st/2nd/3rd-order impacts, recommended stocks, and a critical review. Example: /scenario-analyzer "Fed raises rates by 50bp" Triggers: news analysis, scenario analysis, 18-month outlook, medium-to-long-term investment strategy

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This skill should be used when analyzing recent market-moving news events and their impact on equity markets and commodities. Use this skill when the user requests analysis of major financial news from the past 10 days, wants to understand market reactions to monetary policy decisions (FOMC, ECB, BOJ), needs assessment of geopolitical events' impact on commodities, or requires comprehensive review of earnings announcements from mega-cap stocks. The skill automatically collects news using WebSearch/WebFetch tools and produces impact-ranked analysis reports. All analysis thinking and output are conducted in English.

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This skill retrieves upcoming earnings announcements for US stocks using the Financial Modeling Prep (FMP) API. Use this when the user requests earnings calendar data, wants to know which companies are reporting earnings in the upcoming week, or needs a weekly earnings review. The skill focuses on mid-cap and above companies (over $2B market cap) that have significant market impact, organizing the data by date and timing in a clean markdown table format. Supports multiple environments (CLI, Desktop, Web) with flexible API key management.

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Judge whether a market FAILED to react to news favorable to a crowded speculative position — step 2 of Jason Shapiro's COT contrarian process. Consumes a cot-contrarian-detector report (or an explicit direction) plus a Claude-curated events JSON, fetches the underlying price series with a documented fallback chain, and produces a fail-closed CONFIRMED / NOT_CONFIRMED / INSUFFICIENT_EVIDENCE verdict using a statistically validated drift-significance test (not a naive failure-ratio, which false-confirms on pure noise). Generic beyond COT — reusable for PEAD and macro-crowding news-failure checks. Use when the user asks to check news-failure confirmation, whether a crowded market "shrugged off" good/bad news, or wants to run Shapiro step 2 on a CROWDED_LONG/CROWDED_SHORT market.

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Use when the user asks to "figure out where our direct traffic really comes from", "measure dark social", "add a how-did-you-hear-about-us field", or "show social drives signups without click data"; produces a share-link/UTM hygiene spec for owned share surfaces, a self-reported attribution field design that replaces an existing form field (free-text first, coded later), a GA4 direct-traffic decomposition read (deep-URL directs, mobile-app skew, private-push correlation) with every derived number hard-labeled Estimated/proxy, and a branded-search-lift proxy from GSC plus Wikipedia pageviews — the declared dark-social method behind ECHO O2. Not for paid-channel attribution reconciliation (platform-claimed vs analytics conversions) — use attribution-reconciler. 暗社交归因/直接流量分解/自报来源字段/分享链路UTM

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Use when the user asks to "check if our surfaces have drifted from the canon", "watch for competitor repositioning", or "define when we should reposition"; produces a drift report — self-drift per flagship surface vs the narrative-registry canon over time (via wayback.py, change history Measured with as-of dates), competitor-repositioning alerts, an explicit repositioning-trigger condition set, and a D1/W1/M1 message-shift retro (intended vs actual pull-through, evidence-labeled) — feeding the TALE L drift-audit sub-items and the narrative-whiplash guardrail fact base. Not for the first-time consistency check before a surface ships — use narrative-cascade-planner; not for computing the TALE profile result or running the vetoes — use narrative-quality-auditor; not for echo-rate / AI-answer resonance measurement — use narrative-resonance-monitor. 自漂移监测/竞品重定位告警/重定位触发/叙事漂移复盘

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Use when the user asks to "measure how our narrative is landing", "track echo rate against our canon lexicon", or "check how AI answer engines describe our brand"; produces a resonance report — echo rate (overlap of market language with the narrative-registry canon lexicon, method declared), AI-answer perception via tavily.py --answer (proxy-labeled), share-of-voice on a locked competitor panel (reusing share-of-voice-tracker), and resonance signals from bluesky.py / gdelt.py / pageviews.py — every number labeled Measured / proxy / User-provided, feeding the TALE E dimension and the upstream of the E1 evidence-integrity veto. Not for rebuilding share-of-voice machinery — use share-of-voice-tracker; not for own-site GA4/GSC analytics — use performance-monitor; not for scoring TALE profile result — use narrative-quality-auditor; not for adjudicating claims — use offer-claims-registry. 回声率/AI回答感知/份额之声/共鸣信号

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