| 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
- Earnings calendar:
event_calendar_earnings.
- Post-earnings recap:
earnings_actual_surprise, estimates_consensus, transcripts_earnings_call, news_fin_realtime.
- Watchlist/industry filter:
ref_security_master, ref_classification_industry, ref_classification_theme.
- 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.
