qveris-hhxg-market

name	qveris-hhxg-market
description	QVeris-native adaptation of candidate 9, HHXG Market. Use for A-share market snapshot, exchange calendar, margin financing watch, news flash, concept/theme, dragon-tiger, northbound, sector flow, and large-order analysis.

QVeris HHXG Market

Use this skill for A-share daily market snapshots adapted from HHXG Market. Preserve the compact JSON plus markdown output shape for market breadth, index moves, concepts, margin financing, news flashes, and flows; replace all third-party A-share endpoints with QVeris A-share CAP capabilities.

Source record:

Field	Value
Candidate number	9
Original repository	HHXG Market
GitHub URL	https://github.com/Niceck/hhxg-top-hhxg-python
License	MIT
Evaluation recent activity	2026-06-20
Local source snapshot	third_party/source_repos/09-hhxg-market
Snapshot latest commit	381d2c3 on 2026-06-20

Runtime Contract

• Use only qveris_finance.* CAP tools and QVERIS_API_KEY.
• Resolve symbols, exchange, concepts, and trading calendar with QVeris reference tools.
• 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.
• Include qveris_trace for every index, breadth, mover, concept, margin, news, and flow datapoint.
• Mark news and flashes with confirmation status, source time, and missing_fields; do not amplify unverified items.
• 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, exchange, symbol suffix, and payload shape before using data; if a payload is stale, cross-market, truncated, or semantically mismatched, mark it in data_quality and missing_fields.

Workflows

1. A-share daily snapshot: mkt_l1_rt, mkt_breadth_internals, mkt_top_movers, index_levels.
2. Trading calendar: ref_exchange_calendar.
3. Margin financing: mkt_margin.
4. News flash: news_fin_realtime, news_fin_tagged.
5. Concepts/themes: mkt_cn_concept, ref_classification_theme.
6. Dragon-tiger and flows: flow_dragon_tiger, flow_northbound, flow_sector_capital, flow_large_order.

Live Fallback Policy

• If mkt_breadth_internals returns a provider error for CN, fall back to mkt_l1_rt on representative A-share indexes or securities, then optionally mkt_top_movers.
• Do not report advance/decline breadth counts unless mkt_breadth_internals succeeds.
• If mkt_top_movers(market: CN) returns non-CN securities, discard those rows and mark top_movers missing/low confidence.
• If margin calls fail or northbound/flow outputs are all zero/null, label them low confidence instead of treating them as confirmed flow.
• Set qveris_trace[].fallback_used: true and include primary_tool_unavailable in missing_fields for snapshot sections built from fallback quotes.

Output Requirements

• Use schemas/output.schema.json.
• Return both analysis.markdown_snapshot and analysis.json_snapshot when possible.
• Label each news item as confirmed, developing, or unverified based on QVeris fields; lower confidence for unverified items.
• Do not output buy/sell points, hot-stock chase language, or target price commitments.
• 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 A-share third-party market/news/margin endpoints, EODHD, Yahoo, FMP, Alpha Vantage, Polygon, AkShare, Snowball, Sina, 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.