kansoku

本仓库所有交易分析共享的判读纪律——一手信源、GAAP 陷阱、反自动附和的独立核验协议、 情景而非点位、资金流单位歧义、强制平仓 ≠ 主动卖出、输出语言、账户与仓库记录约定。这是唯一的纪律源头： 根 CLAUDE.md 导入它，app 内的 analyst / deepDive / chat 由 promptPolicy 注入它。 领域 skill 只引用规则 ID（如 TD-SOURCE-01），不得复制规则正文——复制必然漂移。

A 股官方数据，来自同花顺（HiThink）官方 API——涨停股票池、连板天梯、龙虎榜、个股异动原因、热榜、A 股官方口径财报（利润表/资产负债表/现金流量表/财务指标）、行情快照与日 K。

Korean market quotes (KOSPI / KOSDAQ / SK Hynix / Samsung) with capitulation-reversal detection. Use whenever reading the US memory/storage complex (MU / DRAM / SNDK / WDC / STX / SMH) — Korea is the SOURCE market and leads the US tape; Longbridge does not cover KRX. Triggers: 韩国 / 韩股 / KOSPI / 海力士 / SK Hynix / 三星 / Samsung / 韩国爆仓 / 韩国追保 / 存储板块见底了吗 / 洗盘结束了吗 / capitulation / Korean margin calls / has the flush ended.

Use when reading today's US-market capital flow across multiple sectors to identify rotation direction — e.g. "今天资金流向", "板块强弱", "rotation map", "卖芯买云", "where is money moving today", "scan flows across sectors". Produces a cross-section snapshot of net inflows by cohort (indices / semis / software-cloud / mega-tech / AI applications), names the dominant narrative, and writes a dated journal file. Different from `market-session-tracker` (intraday live monitoring of a single watchlist) — this is a one-shot end-of-session rotation read.

交易决策关卡——任何买入/加仓/卖出/减仓动作发生前，先过一遍写死的检查关卡， 打分给出判定，判定与实际执行不一致的记为违规，落盘 JSON 供复盘统计。三个 入口：买入漏斗（六层打分，硬门+软分）、卖出触发器（复用用户既有的 6/27 持有计划触发线、周期见顶清单、爆仓潮反向保护）、巡检（对长桥全部持仓批量跑 卖出触发器）。不拦截下单（本仓库长桥只读），约束力来自违规账单而非技术拦截。 Triggers: 我想买 X、我想加仓 X、我想卖 X、我想减 X、要不要止盈、要不要止损、 巡检、跑一遍卖出检查、算一下违规账单、我该不该现在动这只票、trade decision gate, buy funnel, sell trigger, position patrol, violation ledger.

Short-term multi-timeframe (5m/15m/1h) technical read for a single symbol — pulls K-line across three timeframes, reads MACD + swing structure, writes a direction call (long/short/neutral) with an explicit anchor price, a 2–4 scenario forward read, a range-bound playbook (long tactic + short tactic; a neutral call carries a numeric low/high zone instead of an entry plan and is scored on whether the zone held), an entry/stop/target plan with dual-basis R/R (T1 + T2) for directional calls only, position sizing with a nominal cap from the live broker account, an event-risk gate (earnings / FOMC / CPI), and market/sector alignment + relvol volume checks — MACD divergence/背驰, candle patterns like Pin Bar, and 123 structures are auto-detected and drawn server-side — then renders it via the `chart` skill (type `intraday`, POST preview → PATCH prediction) and logs a journal entry. US-only, single-symbol, short horizon (intraday to a few sessions) — a companion to `market-session-tracker`, not a replacement. Triggers:

Render financial charts via the local chart web app (`app/` — Hono server + React front end, port 5199). Four chart types: intraday capital-flow line (`flow`) and cross-symbol signed-bar comparison (`cohort`) — both Recharts — plus SEPA strategy dashboard (`sepa`) and short-term multi-timeframe prediction dashboard (`intraday`) — both TradingView Lightweight Charts. Multi-timeframe K-line review lives inside `intraday` (the standalone kline chart type was removed). The server fetches Longbridge data itself (kline / capital flow) and computes all indicators (MA, MACD, RS, trend template, volume profile, divergence/beichi detection) in TypeScript; the caller only POSTs `{type, symbol, ...}` to `/api/charts` and gets back `{id, url, technicals?}`. Charts persist as data JSON under `journal/charts/data/`. `url` now points at where the chart actually lives: sepa/intraday land on the symbol page (`http://localhost:5199/symbol/<SYM>?analysis=<id>`), flow/cohort land on the home page for that date (`http://localhost:

Use when the user wants to release a new desktop app version (发版 / release / 发布新版本) — bumps app/desktop version, writes user-facing release notes into CHANGELOG.md, and opens the release PR that drives the automated tag → build → publish pipeline

Use when monitoring stocks/ETFs/indices across pre-market, open, intraday, or close — especially when the user is reading session action live and may revise their take as it unfolds. Triggers include 盘前/盘中/收盘 sessions, multi-symbol watchlists (e.g. MU/TSM/SMH semi tracking), user observations like "突破"/"冲高"/"回调"/"假突破", capital flow checks, market temperature checks, semi/AI/memory plays, and any request that bundles a position context with a live read.

US/global macro time series from St. Louis Fed FRED — CPI, GDP, Fed funds, yields, M2, DXY, etc.

Global multilingual news event stream with tone scoring via GDELT 2.0 Doc API.

US SEC EDGAR filings — list 10-K/10-Q/8-K/Form 4/S-1, fetch filing text, parse insider Form 4 transactions.

Use when the user asks for an end-to-end orientation on a listed company they don't yet understand, especially when the request combines two or more dimensions in one ask. Triggers on "X 是干什么的", "帮我了解 X", "X 主营 + 同行", "盘前为什么涨", "本周趋势 + 阻力支撑", "X 和其他公司的关系", "first time looking at X", "full brief on X". Skip when the user wants only a single lens — use the targeted Longbridge sub-skill instead.

Use when monitoring or interpreting Donald Trump's Truth Social posts for market-moving events — tariff announcements, sanctions, deals with countries (China / Mexico / Canada / EU / Japan / Korea / Taiwan), specific company / CEO mentions, Fed pressure, energy / oil commentary, crypto policy, or geopolitical escalation. Triggers on "trump 发了什么", "check trump", "trump 关税", "盘前 trump 推", "trump truth social", "trump tweet impact", "trump 对 X 说了什么", or whenever a pre-market gap / intraday spike on policy-sensitive names (semis, China ADRs, autos, energy, banks, defense) needs to be explained.