qveris-earnings-tracker

name	qveris-earnings-tracker
description	QVeris-native adaptation of candidate 8, Earnings Tracker. Use for earnings calendar, watchlist, industry filtering, post-earnings recap, and price reaction workflows across US, HK, and CN markets.

QVeris Earnings Tracker

Use this skill for earnings calendar and recap workflows adapted from Earnings Tracker. Preserve watchlist, industry filters, US/HK/CN coverage concepts, and recap output; replace all FMP, Alpha Vantage, Yahoo, Polygon, Sina, and WebSearch adapters with QVeris CAP calls.

Source record:

Field	Value
Candidate number	8
Original repository	Earnings Tracker
GitHub URL	https://github.com/Indomi/earnings-tracker
License	MIT
Evaluation recent activity	2026-03-18
Local source snapshot	third_party/source_repos/08-earnings-tracker
Snapshot latest commit	38deb30 on 2026-03-19

Runtime Contract

• Use only qveris_finance.* CAP tools and QVERIS_API_KEY.
• Resolve watchlist symbols and industry filters with ref_security_master, ref_symbology, ref_company_profile, ref_classification_industry, and ref_classification_theme.
• Accept dry_run, max_calls, max_age, and budget_note; if omitted in a natural-language request, default to dry_run=false, max_calls=12, max_age=P1D, and a conservative budget note, then echo those controls.
• Attach qveris_trace to every calendar event, surprise value, transcript quote, news item, and price reaction.
• Feishu or other notification channels are outside the financial data substrate and must not contain secrets.
• Treat QVeris _meta.source_provider as provenance only; never call, request credentials for, or depend on those internal providers directly.
• Suppress analyst_target_price, target_price, price-objective, upside, buy/sell, and recommendation fields even if a QVeris payload contains them.
• Sanity-check entity, market, date window, fiscal period, and payload shape before using data; if a payload is stale, cross-period, truncated, out-of-window, or semantically mismatched, mark it in data_quality and missing_fields.

Workflows

1. Earnings calendar: event_calendar_earnings.
2. Post-earnings recap: earnings_actual_surprise, estimates_consensus, transcripts_earnings_call, news_fin_realtime.
3. Watchlist/industry filter: ref_security_master, ref_classification_industry, ref_classification_theme.
4. Price reaction: mkt_l1_rt, mkt_bars_intraday, mkt_after_hours.

Output Requirements

• Use schemas/output.schema.json.
• Calendar rows must include event time, market, source time, missing fields, and trace.
• Filter earnings-calendar rows to the requested window; if QVeris returns earlier/later events, place them under data_quality.out_of_window_events and do not label them upcoming.
• Recaps must separate reported facts, estimate comparison, management commentary, and market reaction.
• If earnings_actual_surprise or transcripts_earnings_call fails, output recap-prep inputs only and mark surprise/transcript fields missing.
• Do not output buy/sell alerts or trading thresholds.
• Include data_quality with status, stale fields, out-of-window events, and suppressed fields when applicable.
• End with: 不构成投资建议 / Not investment advice.

Prohibited Capabilities

Do not use FMP, Alpha Vantage, Yahoo, Polygon, Sina, WebSearch as a data adapter, EODHD, AkShare, Snowball, SEC scraping, Longbridge, FinViz, Alpaca, browser automation, cookies, login state, third-party API keys, automated trading, wallet/swap, buy/sell points, portfolio action instructions, or target price commitments.

References

• Read references/qveris-tool-map.md before choosing tool calls.
• Use fixtures/qveris/sample-output.json as the minimum output shape.