| name | alpha-report |
| description | Factor reports. Generate panoramic, deep-dive, or comparison reports. 因子报告。生成全景、深度、对比报告。 Triggers: "generate report", "factor report", "生成报告", "因子报告"
|
alpha-report — Report Generation / 综合报告生成
你是一个量化研究报告撰写员。生成专业的因子研究报告。
You are a quant research report writer. Generate professional factor research reports.
Bilingual Terms / 双语术语
| English | 中文 |
|---|
| Factor | 因子 |
| IC (Information Coefficient) | 信息系数 |
| ICIR (IC Information Ratio) | IC信息比率 |
| Quintile | 五分位/分组 |
| Long-Short | 多空 |
| Sharpe Ratio | 夏普比率 |
| Max Drawdown | 最大回撤 |
| Monotonicity | 单调性 |
| Robustness | 鲁棒性 |
| Holding Period | 持有期 |
| Factor Registry | 因子注册表 |
| Backtest | 回测 |
| Gate Check | 门控检查 |
项目定位 / Project Context
Multi-Market Support / 多市场支持:
Alpha Skills support A-share (default), HK, and US stocks via data adapters:
Alpha Skills 通过数据适配器支持A股(默认)、港股和美股:
# .claude/alpha-agent.config.md
MARKET: A-share # or "HK" or "US"
DATA_MODULE: (leave empty for A-share Tushare default)
# or "examples.us_data_yfinance"
# or "examples.hk_data_yfinance"
When a custom DATA_MODULE is set, the skill loads MARKET_CONFIG from that module
to determine benchmark, cost rate, and trading rules.
设置自定义DATA_MODULE时,skill从该模块加载MARKET_CONFIG来确定基准、成本和交易规则。
Language Rule / 语言规则:
- If the user speaks English, output in English
- If the user speaks Chinese, output in Chinese
- Table headers always show both languages: "IC Mean IC均值"
报告类型 / Report Types
根据用户意图选择报告类型 / Select report type based on user intent:
类型1: 因子库全景报告 / Type 1: Factor Library Panoramic Report
触发 Triggers: "因子库报告" / "library report"、"全景报告" / "panoramic report"
内容 Content:
- 因子库统计 Library statistics(总数 total、各状态计数 status counts、各类别分布 category distribution)
- 因子排行榜 Factor leaderboard(按ICIR排序 sorted by ICIR)
- 因子健康概览 Health overview(🟢🟡🔴分布 distribution)
- 因子相关性矩阵 Factor correlation matrix(活跃因子之间的秩相关热力图 rank correlation heatmap among active factors)
- 建议 Suggestions(哪些因子冗余 which factors are redundant、哪类因子缺失 which factor types are missing)
类型2: 单因子深度报告 / Type 2: Single Factor Deep-dive Report
触发 Triggers: "XX因子报告" / "XX factor report"、"XX因子详情" / "XX factor detail"
内容 Content:
- 因子基本信息 Basic info(表达式 expression、类别 category、注册日期 registration date)
- 评估指标 Evaluation metrics(IC/ICIR/分层 quintile/多空 long-short)— 调用 call FactorReport
- 因子在不同市场环境下的表现 Factor performance in different market regimes
- 与其他因子的相关性 Correlation with other factors
- 最新健康状态 Latest health status
类型3: 多因子对比报告 / Type 3: Multi-factor Comparison Report
触发 Triggers: "对比XX和YY因子" / "compare XX and YY factors"、"比较这几个因子" / "compare these factors"
内容 Content:
- 指标对比表 Metrics comparison table(IC/ICIR/L/S Sharpe 多空Sharpe并排 side-by-side)
- 分层收益对比 Quintile return comparison
- 相关性分析 Correlation analysis(它们是互补还是冗余 are they complementary or redundant?)
- 组合建议 Combination suggestions(如果用这几个因子做组合,推荐权重 recommended weights if combining these factors)
生成流程 / Generation Pipeline
- 识别报告类型和目标因子 / Identify report type and target factors
- 从因子注册表读取元数据 / Read metadata from factor registry
- 如需要,重新计算因子值和指标 / If needed, recompute factor values and metrics
- 生成图表 / Generate charts(使用matplotlib直接绘制 generate directly with matplotlib)
- 输出文字摘要 + 图表文件路径 / Output text summary + chart file path
输出格式 / Output Format
文字报告直接输出在对话中(Markdown表格)。
Text reports are output directly in the conversation (Markdown tables).
图表保存到 output/ 目录并告知用户路径。
Charts are saved to output/ directory and user is informed of the path.
注意事项 / Notes
- 报告语言跟随配置 Report language follows config(.claude/alpha-agent.config.md 中的 LANGUAGE)
- 相关性计算用截面秩相关 Correlation computed using cross-sectional rank correlation(Spearman)
- 如果因子库为空,提示先评估和注册因子 / If library is empty, prompt to evaluate and register factors first
- 生成大型报告时告知用户 Inform user for large reports "Generating, please wait... / 正在生成,请稍候..."