ADR/H-share/A-share cross-listing premium analysis — track pricing gaps between US-listed ADRs, HK-listed H-shares, and A-shares for arbitrage signals, dual-listing valuation, and delisting risk assessment.
日本語の概要は準備中です。原文の説明を表示しています。
Diagnose failed or underperforming backtests, locate the root cause, and fix the issue
インストールする前に、エージェントに与えられる指示の中身を確認できます。
Use this skill when a user reports that a backtest failed, raised an error, or produced poor results.
read_file to inspect artifacts/metrics.csv, equity.csv, and trades.csvread_file to inspect code/signal_engine.py and config.jsonedit_file to modify the code, then rerun the backtestread_file to inspect the new metrics.csvexit_code != 0)| Error Type | Common Cause | Fix |
|---|---|---|
| ImportError | Missing dependency | bash("pip install xxx") |
| KeyError | DataFrame column-name mismatch | Check the actual column names in data_map |
| IndexError | Empty data or insufficient length | Add length checks |
| TypeError | Incorrect signal type | Ensure the return value is pd.Series |
trade_count=0): signal-logic bug. Conditions are too strict, so the signal stays at 0. Check whether entry and exit logic is reasonable, and inspect the signal series to confirm it is not all zeros.dropna is too aggressive.| Symptom | Root Cause | Fix |
|---|---|---|
| No data fetched | Invalid API token or code issue | Check config.json |
| Too little data | Date range too narrow | Expand the date range |
If you encounter the following keywords, do not modify the code. The problem is on the data-provider side:
rate limitAPI limitdaily limitInformation (common in Tushare API responses)These issues require the user to check the API token, switch data sources, or wait for the quota to reset.
artifacts/metrics.csv exists and is non-emptyartifacts/equity.csv exists and is non-emptytrade_count > 0 (0 trades means a signal bug)NaNexit_code == 0This Hard-Gate Checklist is also the evidence ingestion gate for Strategy Discovery: a run failing any gate produces no evidence rows — never partial rows — and is skipped with a stable machine-readable token (hard-gate:exit-nonzero, hard-gate:metrics-missing, hard-gate:zero-trades, hard-gate:equity-empty, hard-gate:equity-nan). Diagnose and fix the failing gate as usual, rerun the backtest, then repopulate the evidence cache with refresh_strategy_evidence (agent tool / MCP tool, or vibe-trading strategy-evidence refresh --manifest <path>) so the fixed run becomes queryable evidence. See the strategy-discovery skill for the manifest format and the full gate list.
write_file, unless the structure is fundamentally brokenAfter modifying signal_engine.py, you must confirm:
bash("python -c \"import ast; ast.parse(open('code/signal_engine.py').read()); print('OK')\"")class SignalEngine: the file must define class SignalEnginedef generate: the class must contain a def generate methodaction_items Writing RulesAfter diagnosis, output actionable improvement suggestions:
"Change X from A to B" or "Add X logic in signal_engine.py""Change RSI threshold from 30 to 25 in signal_engine.py line 42""Add signals = signals.fillna(0) after signal calculation to prevent NaN propagation""Add a volume filter: skip buy signals when volume is below the 20-day average"まだレビューはありません。使ってみた感想をお寄せください。
概要と使いどころ
ADR/H-share/A-share cross-listing premium analysis — track pricing gaps between US-listed ADRs, HK-listed H-shares, and A-shares for arbitrage signals, dual-listing valuation, and delisting risk assessment.
日本語の概要は準備中です。原文の説明を表示しています。
AKShare financial data aggregator (18k+ stars). Free, no API key. Covers A-shares, US, HK, futures, macro, forex. Primary fallback for tushare and yfinance.
日本語の概要は準備中です。原文の説明を表示しています。
Browse and bench the bundled alpha zoos — prebuilt cross-sectional factor libraries (Kakushadze 101, GTJA 191, Qlib 158, Fama-French / Carhart). Use when the user asks "which alphas exist", wants metadata on a named alpha, or wants to run IC/IR on a whole zoo over a universe.
日本語の概要は準備中です。原文の説明を表示しています。
A 股 ST/*ST 风险预测框架 — 基于最新中报/三季报或业绩预告/快报,预测下一财年是否会因营收、利润、净资产、分红不达标而被风险警示,并将新浪监管处罚记录作为独立证据面纳入风险等级。仅适用于 A 股,不预测财务造假。
日本語の概要は準備中です。原文の説明を表示しています。
Asset allocation theory and optimizer usage — MPT / Black-Litterman / risk budgeting / all-weather strategy, including guides for 5 optimizers and rebalancing rules.
日本語の概要は準備中です。原文の説明を表示しています。
Behavioral finance applications: theories of overreaction and underreaction, behavioral explanations for momentum and reversal, investor sentiment cycles, cognitive-bias checklists, and debiasing quantitative strategies.
日本語の概要は準備中です。原文の説明を表示しています。