Finds and retrieves paid financial datasets when free sources lack coverage or detail. Guides comparison of providers, success rates, prices, and required inputs, while keeping execution costs and remaining credits visible.
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Paid capability marketplace for global multi-asset data; use it when free Vibe-Trading sources lack coverage, depth, or provider quality, and keep free sources as the default for routine OHLCV.
实测评分 未实测
查看安装方法安装前可以查看交给 AI 代理的指令内容。
QVeris is a paid capability marketplace for global market, fundamental, macro,
derivatives, crypto, China/HK, news, filings, and alternative-data calls. Use it
when the built-in free sources cannot cover the requested dataset, when the user
explicitly asks for QVeris, or when a premium provider is needed for depth such
as options Greeks, analyst/calendar feeds, broad provider comparison, or paid
China/HK/global coverage. For ordinary OHLCV, keep source: "auto" on the free
loader chain unless the user explicitly selects source: "qveris".
Signup link: QVeris via Vibe-Trading.
Invite code fallback: Vyjjo5G_1cAHJA.
qveris_searchCall qveris_search first. Search is free and returns candidate capabilities
with tool_id, provider, parameters, examples, expected_cost, billing rule,
categories, and stats such as success_rate and average execution time.
Good queries are concrete:
US listed options chain implied volatility Greeks AAPLHong Kong market daily OHLCV financial statementsFRED CPI Treasury yield curve macro seriesChina A share northbound fund flow dailyqveris_inspectCall qveris_inspect on one or more tool_id values before any paid call.
Inspect is free and returns the fuller parameter schema and sample parameters.
Use it to verify required parameters, enum values, date formats, and output
shape before execution.
qveris_executeCall qveris_execute only after the user has enabled QVeris and the tool has
been inspected. Pass the inspected tool_id, the exact parameters, and a
reasonable max_response_size. Use session_id and search_id when available
so usage can be reconciled later.
Prefer the candidate with the best combination of:
stats.success_rate.expected_cost for equivalent data.Do not assume tools with similar names are interchangeable. The measured catalog
has very large quality variance inside the same category; design notes recorded
FMP tools ranging from near-zero to 100% success and some tradefeeds tools at
0%. Surface success_rate and expected_cost in the answer whenever the user is
choosing among paid options.
mode="free".qveris_search) and inspect (qveris_inspect) are free only after
the user explicitly enables the paid QVeris route.qveris_execute) is paid only when the provider call is billable.success=false,
cost=0.0, status=not_charged, and unchanged balance.mode="free" means the original free public-data path stays active and
QVeris is hidden from agent/tool/backtest routing.mode="paid" permits QVeris discovery, inspect, and execute calls, bounded by
budget_credits_per_session. Only a flat per-call quote (24.2 credits,
1 credits/call) can be reserved against that budget. A quote priced per
result, row or value is refused as quote_not_bounded, because its leading
number is not the bill: 1 credits/result charged 9.66 credits for one
stock-year.source: "qveris" in a backtest or get_market_data serves crypto, forex,
futures and macro bars only. Stocks, ETFs and other markets with splits and
dividends are refused: the loader picks a capability by search rank, which
ignores price adjustment, so it could not say how the bars were adjusted.cost and
remaining_credits for the user.Configuration can come from QVERIS_API_KEY / QVERIS_BASE_URL, or from
Settings -> QVeris / vibe-trading data mode paid. If QVeris is disabled, in
free mode, or no API key is configured, the tools should be treated as
unavailable.
qveris_execute accepts max_response_size (20480 default, -1 means do not
ask QVeris to truncate). When a response is too large, QVeris returns a result
object containing a message, truncated_content, and full_content_file_url.
If the full JSON is required, fetch that signed URL and use the full payload.
If a summary is enough, cite that the response was truncated and work only from
truncated_content.
Check balance and recent usage through:
vibe-trading data status or vibe-trading data usage.For reconciliation, prefer execution_id, tool_id, charge_outcome, cost,
and remaining_credits over text summaries.
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Compare a Chinese company's US depositary receipts, Hong Kong shares, and mainland shares after adjusting for exchange rates and share ratios. Analyze pricing gaps, valuation differences, and delisting risks to support research into its different listings.
中文简介正在准备中。当前显示英语简介。
Retrieve stock prices, futures quotes, exchange rates, and economic indicators with the free Python library AKShare. The skill explains market-specific functions, symbol formats, and data preparation for analysis and testing strategies against historical data.
中文简介正在准备中。当前显示英语简介。
Explore bundled libraries of investment factors, signals used to compare securities, and inspect individual formulas and metadata. Evaluate a factor or an entire library across a chosen universe and period, producing aggregate performance statistics and an HTML report.
中文简介正在准备中。当前显示英语简介。
Assess whether a Chinese A-share company may receive ST or *ST risk warnings next financial year. Review financial forecasts, dividends, audit opinions, and regulatory penalties, then report risk severity separately from confidence in the prediction.
中文简介正在准备中。当前显示英语简介。
Plan portfolio allocations across assets using risk, correlations, return forecasts, and trading costs. Compare five optimization methods, produce settings for config.json, and define rebalancing rules that adjust holdings back toward their target weights.
中文简介正在准备中。当前显示英语简介。
Diagnose failed or abnormal backtests, which test trading strategies on historical data. Inspect result files, strategy code, and configuration to identify bugs, make targeted repairs, rerun tests, and verify the updated metrics.
中文简介正在准备中。当前显示英语简介。