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Data source selection decision tree. Load this skill BEFORE any backtest or data-fetching task to choose the best available data source.
Install with Codex or Claude Copy this prompt, paste it into Codex, Claude, or another assistant, and let it review the skill page and install it for you.
Based on SOC occupation classification
券商研报分析助手，聚焦"研报获取→结构化提取→多机构观点对比→风险识别→决策辅助"。使用时机：汇总个股券商研报、追踪行业研报、对比多机构观点、识别卖方利益冲突、验证研报时效性。默认数据源为东方财富研报中心公开接口（无需 API Key）。
Asset allocation theory and optimizer usage — MPT / Black-Litterman / risk budgeting / all-weather strategy, including guides for 4 optimizers and rebalancing rules.
Correlation and cointegration analysis — co-movement discovery, deep return-correlation analysis, sector clustering, realized correlation, Engle-Granger / Johansen cointegration, half-life, Kalman dynamic hedge ratio, cross-market linkage analysis, and pair-trading signal generation
Event-driven strategy based on sentiment-scored signals from news, announcements, and macro events. The LLM acts as the NLP engine, and event data follows a CSV schema.
Factor research framework with IC/IR analysis, quantile backtesting, and factor combination. Suitable for cross-sectional factor evaluation across multiple instruments.
Fundamental factor screening — filter stocks by PE/PB/ROE and other financial metrics for value or growth selection. Supports A-shares (via tushare extra_fields) and HK/US stocks (via yfinance Ticker info).
| name | data-routing |
| category | data-source |
| description | Data source selection decision tree. Load this skill BEFORE any backtest or data-fetching task to choose the best available data source. |
| Source | Markets | Auth Required | Network | Skill |
|---|---|---|---|---|
| tushare | A-shares, funds, futures, macro | Yes (TUSHARE_TOKEN) | China network | tushare |
| akshare | A-shares, US, HK, futures, macro, forex | No | Unrestricted | akshare |
| yfinance | US stocks, HK stocks, ETFs | No | Needs Yahoo Finance access | yfinance |
| okx | Crypto (OKX exchange) | No | Needs okx.com access | okx-market |
| ccxt | Crypto (100+ exchanges) | No | Needs exchange access | ccxt |
Use source: "auto" — the runner automatically routes by symbol pattern and falls back to alternative sources if the primary one is unavailable.
You do NOT need to specify a concrete data source in config.json unless the user explicitly asks for one.
A-shares: tushare (if TUSHARE_TOKEN is set) > akshare (free fallback) US stocks: yfinance > akshare HK stocks: yfinance > akshare Crypto: okx (single exchange) > ccxt (multi-exchange) Futures: tushare > akshare Macro / economics: akshare > tushare Forex: akshare > yfinance
load_skill("akshare")TUSHARE_TOKEN environment variable exists| Market | Format | Examples |
|---|---|---|
| A-shares | NNNNNN.SZ/SH/BJ | 000001.SZ, 600000.SH |
| US stocks | TICKER.US | AAPL.US, MSFT.US |
| HK stocks | NNN(N).HK | 700.HK, 9988.HK |
| Crypto | SYMBOL-USDT | BTC-USDT, ETH-USDT |
| Futures | XXNNNN.EXCHANGE | CU2406.SHFE |
| Forex | XXX/YYY | USD/CNY, EUR/USD |
The backtest runner implements automatic fallback at the market level:
User requests 000001.SZ (A-share)
-> detect market: a_share
-> try tushare: TUSHARE_TOKEN missing -> skip
-> try akshare: available -> use akshare
-> success (zero config required)
This is transparent to the user — they just see results.