trade-skills

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/` and render live at `http://localhost:5199/#/charts/<id>`. Triggers: 出图、生成图表、画 K 线、画资金流曲线、画对比图、SEPA 仪表盘、 短线预测、多周期K线、MACD、入场判断可视化、可视化、render chart, plot, visualise, sepa dashboard, intraday prediction dashboard.

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, 3-scenario forward read, a range-bound playbook (long tactic + short tactic), an entry/stop/target plan with direction-aware R/R, and Pin Bar / MACD-divergence signal annotations — 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: 短线预测、日内多周期、做多做空、5分钟15分钟1小时、MACD 背离、 Pin Bar、入场点、盈亏比、short-term call, intraday prediction, entry point, risk reward ratio, multi-timeframe MACD.

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.