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.
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U.S. SEC EDGAR fetch interface — resolve a ticker to its CIK, list recent filings (10-K / 10-Q / 8-K and friends) with primary-document URLs, and pull XBRL companyfacts financial series. Free, no API key; rate-limited by IP so every request is throttled and carries a contact User-Agent. United States only.
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。
The U.S. Securities and Exchange Commission (SEC) publishes free, no-auth JSON endpoints for every reporting company on its EDGAR system: a ticker-to-CIK directory, a recent-filings index, and the full set of XBRL ("companyfacts") financial concepts a company has reported. This skill documents how Vibe-Trading fetches that data through the bundled sec_edgar_client transport and the get_sec_filings agent tool.
This is the fetch skill — it covers how to get filing-index rows, document URLs, and us-gaap metric series out of EDGAR. The separate edgar-sec-filings skill is the methodology layer (how to read a 10-K, score insider activity, interpret 8-K items); for any actual data retrieval it delegates here.
Scope is the United States only. EDGAR has no coverage of A-shares, HK, or other non-U.S. markets — route those through tushare / yfinance / akshare instead.
Link convention: every link below that points into
references/is written relative to this document (references/...) — the form GitHub resolves when someone opens the file in a browser. Theread_filetool resolves the same string against the skill that owns it, so the agent and a human reader reach one file. Keep the relative form when adding new docs, and keep reference paths unique across skills: a path two skills both carry is reported as ambiguous rather than guessed.
Preferred path — the get_sec_filings tool (read-only, throttled, returns strict JSON):
{ "ticker": "AAPL", "form": "10-K", "limit": 5 }
{ "ticker": "MSFT", "metric": "Revenues", "limit": 8 }
The tool resolves the ticker to a CIK, fetches the filing index (optionally filtered by form), and — when metric is set — also pulls the XBRL series for that us-gaap concept. See sec-edgar/references/get_sec_filings_tool.md for the full parameter and envelope contract.
Script path — call the sec_edgar_client transport directly when you need raw JSON the tool does not surface (e.g. company address, all units of a concept):
from backtest.loaders.sec_edgar_client import cik_for, get_submissions, get_company_facts
cik = cik_for("AAPL") # "0000320193", or None if not in the SEC table
submissions = get_submissions(cik) # recent-filings index + company metadata
facts = get_company_facts(cik) # all reported XBRL concepts
A runnable end-to-end example lives at sec-edgar/scripts/sec_filings_example.py.
AAPL, msft). Resolved to a CIK via the SEC company-tickers table; an unlisted ticker returns an error envelope (tool) or None (cik_for).320193 → "0000320193"). The submissions and companyfacts endpoints require the padded form; document URLs use the un-padded form.10-K, 10-Q, 8-K, DEF 14A, 4). Omit to return all recent forms.us-gaap concept name (Revenues, NetIncomeLoss, Assets, StockholdersEquity). Case-sensitive — these are exact taxonomy element names.YYYY-MM-DD strings (e.g. 2023-09-30).dict).cik_for, get_submissions, get_company_facts, CIK padding, throttle bucket, contact User-Agent.filings[] and metric field shapes.User-Agent carrying a contact address; the client ships a compliant default and honors the VIBE_TRADING_SEC_UA override.backtest.loaders._http throttle under the "sec" host bucket (≈0.12s spacing floor, overridable via VIBE_TRADING_SEC_MIN_INTERVAL). Do not bypass the client with raw requests loops.sec_edgar_client is a thin REST client, not a DataLoaderProtocol. There is no source: "sec_edgar" backtest mode — EDGAR feeds the get_sec_filings tool, not the bar-loading layer.edgar-sec-filings methodology skill.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。
Diagnose failed or underperforming backtests, locate the root cause, and fix the issue
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。