qveris-a-share-factor-screen

name	qveris-a-share-factor-screen
description	QVeris-native adaptation of candidate 32, Alphasift. Use for China A-share universe screening, factor scoring, candidate-pool research, strategy screen review, and post-hoc evaluation that must use qveris_finance.* CAP evidence, transparent missing-data handling, and no investment advice.

QVeris A-Share Factor Screen

Use this skill to preserve Alphasift's research-screening workflow while replacing local market data packages, model-provider assumptions, and stock-picking language with QVeris structured-data evidence, audited Web news/sentiment evidence, and auditable factor notes.

Source record:

Field	Value
Candidate number	32
Original repository	Alphasift
GitHub URL	https://github.com/ZhuLinsen/alphasift
License	Apache-2.0
Evaluation recent activity	2026-07-03
Local source snapshot	third_party/source_repos/32-alphasift
Snapshot latest commit	9f52274 on 2026-07-03

Source Adaptation

• Preserve Alphasift's core shape: strategy catalog, screen, hard filters, factor scoring, risk/source-health fields, saved-run metadata, reports, and T+N post-hoc evaluation.
• Replace original data packages and provider paths (efinance, akshare, baostock, tushare, yfinance, HTTP source fallbacks) with QVeris CAP evidence.
• Remove operational LLM-provider requirements and external analyzers from the runtime contract. Original litellm, DSA, and deep-analysis fields are migration context only.
• Suppress or rename fields that imply actions, such as operation_advice, invalidators used as trading instructions, buy/sell wording, target prices, and position actions.
• Treat strategy output as a transparent research candidate pool. Only output a rank when the same factor set, price window, fiscal period, and market convention are comparable across at least 3 securities.

Runtime Contract

• Use only qveris_finance.* CAP tools and QVERIS_API_KEY.
• Execute every finance data call through this Skill's scripts/qveris_finance_adapter.mjs, or through a native wrapper that runs the byte-identical adapter; never call /capabilities/query directly from the workflow.
• Default natural-language output to a Markdown user report, not a JSON object.
• Accept dry_run, max_calls, max_age, and budget_note; if omitted, default to dry_run=false, no hard max_calls limit, max_age=P1D, and a conservative budget note, then echo those controls.
• Read references/qveris-finance-data-quality-rubric.md before using QVeris payloads as factor evidence.
• Use references/qveris-finance-retry-policy.md for failed calls, invalid capabilities, payload truncation, and semantic mismatches.
• Build trace, call counts, retries, and timestamps only from saved observed_calls. Never invent an execution ID, retry, timestamp, per-security call, or result from the intended workflow; use execution_id=null when an observed call returned no ID.
• Sanitize every output surface, including Evidence, Sources, prose, params, responses, and Trace. Strip provider names, provider API URLs, raw route/tool IDs, candidates, failover, credentials, and routing metadata recursively; the Trace row remains exactly tool_name, params, status, execution_id, fallback_used, and missing_fields.
• Treat screening output as a research candidate pool, not as investment advice or an action list.
• Suppress target prices, upside/downside, ratings, buy/sell wording, rebalancing instructions, and trade execution plans even if present in QVeris payloads.
• Read and follow references/qveris-web-news-sentiment-policy.md. Never call qveris_finance.news_fin_tagged or qveris_finance.sentiment_text_signals; use its audited Web lane in every run mode, including benchmark and replay.

Evidence Gate

• Resolve the universe from an explicit user-supplied ticker list or an approved frozen universe file, then validate every member with qveris_finance.ref_symbology or qveris_finance.ref_security_master.
• Never call qveris_finance.index_constituents. If no explicit universe is available, return universe_unavailable; do not silently substitute a small proxy universe.
• For A-share requests, reject securities whose returned market, exchange, listing class, or asset type does not match the requested mainland equity universe.
• Assign every requested security a coverage tier before showing any factor values: complete_comparable, partial_not_ranked, proxy_only, or insufficient. Show the comparable subset and per-security factor gaps explicitly.
• Require comparable windows before ranking factors: identical validated factor set, price window, fiscal period, measurement basis, and market convention. Rank only the complete comparable subset, never the full requested universe when coverage differs.
• Require at least 2 bars for simple multi-day metrics and at least the requested lookback length plus one observation for lookback indicators.
• Do not compute percentiles or ranks from fewer than 3 comparable securities; output per-name notes instead.
• For Chinese text fields, hard reject mojibake or replacement-character artifacts. Do not quote corrupted company names, industry labels, event titles, news snippets, or research titles in factor evidence; keep valid numeric/date fields only if identity and window checks pass, and mark the text fields encoding_artifact.
• Use only opened, issuer-matched, in-window Web pages for news and qualitative sentiment, and keep their provenance in web_trace rather than qveris_trace.
• For post-hoc evaluation, separate as_of evidence from evaluation-window bars; never let future bars influence the screen score.
• If the original strategy requires a field QVeris cannot validate, mark that factor component missing and disclose the changed denominator.

CAP Invocation

• Standardized CAP invocation is mandatory. A missing CAP or runtime becomes capability_unavailable or tool_runtime_missing; it never authorizes a legacy raw route.
• Use native qveris_finance.* tools only when that runtime applies the same Skill-owned adapter and returns a qveris.finance-parameter-adaptation.v1 audit; otherwise use this Skill's CLI.
• If native tools are unavailable and the run is in this repository root, use the repository CLI: node {baseDir}/scripts/qveris_finance_tool.mjs cap-query qveris_finance.<capability_name> --param key=value --safe-json.
• Treat the Skill-owned CLI as the mandatory finance adapter: it resolves the live canonical CAP, losslessly adapts parameters, hydrates signed full-content results, and applies the shared data-first semantic gates. The envelope success flag is diagnostic only; record envelope_success and contract_clean separately.
• If the Skill-owned scripts are missing and no native qveris_finance.* runtime exposes the identical adapter audit, mark tool_runtime_missing; do not use web, legacy providers, or invented data as fallback.
• Use cap-detail before calling sensitive or uncertain routes such as classification, analyst reports, corporate events, or EOD bars.
• Keep failed, rejected, or not-called capabilities in Data Quality And Missing Fields and the trace appendix, not in the evidence table.

Workflows

1. Scope the screen: identify universe, as-of date, factor set, maximum calls, and whether post-hoc evaluation is requested.
2. Resolve the universe: validate each identifier and keep unresolved or non-A-share instruments out of the scored set.
3. Collect factor inputs: use bars for momentum/liquidity/volatility, statements and derived ratios for valuation/quality, classification for sector context, and sentiment/news only within their evidence limits.
4. Partition coverage: produce the coverage tier, comparable subset, and per-security missing-factor matrix before scoring.
5. Score transparently: calculate scores only inside a subset with the identical complete factor denominator. Do not renormalize different denominators into a cross-security rank.
6. Report the screen: show coverage tiers and gaps first; add rank only for the complete comparable subset when every comparability gate and the three-security minimum pass.
7. Evaluate post-hoc only when requested: fetch evaluation-window bars after the as_of date, label the result as historical evaluation, and avoid return forecasts.

Fallback Policy

• If a primary factor CAP fails after allowed retries, mark that component missing and lower confidence; do not replace it with unsupported inference.
• If only proxy sector or news evidence is available, label the status proxy_only and keep claims narrow.
• If cross-sectional comparability fails, avoid ranking and provide per-security evidence notes.
• If max_calls prevents universe coverage, return a budget-limited report with the exact QVeris calls still needed.
• If a successful payload contains the wrong security, wrong window, wrong fiscal period, or truncated content, hard reject it and mark the reason.
• If a successful payload contains corrupted text fields, exclude the corrupted fields from the report body and mark encoding_artifact; do not translate, repair, or infer the intended wording.

Output Requirements

• Use level-2 Markdown headings exactly for this user-report structure: ## Summary, ## Screen Results, ## Evidence, ## Analysis, ## Data Quality And Missing Fields, and ## Trace Appendix. Do not replace these headings with bold text.
• Include a factor table with security, validated factor values, component coverage, evidence status, and missing fields. Use rank columns only when comparability gates pass; otherwise use coverage tier or per-name notes.
• Render the Trace Appendix with the exact parseable header | tool_name | params | status | execution_id | fallback_used | missing_fields |; use compact JSON for params and missing_fields, one row per observed attempt, and no rows for planned or budget-blocked calls.
• For live, fresh, or E2E output, save and validate an observed_calls.v1 sidecar whose calls record request_kind=capabilities/query and canonical capability_id; without a verified sidecar, place the unverified note before ## Trace Appendix and emit only the exact header plus separator with no rows.
• Put full qveris_trace JSON only in the appendix, schema fixture, or when the user asks for machine-readable output.
• End user-facing reports with Not investment advice.

Prohibited Capabilities

Do not output investment recommendations, buy/sell triggers, target prices, upside/downside, rebalancing, execution instructions, automated trading, non-QVeris structured-finance data pulls, Web use outside the audited news/sentiment policy, login/cookie use, provider keys, or strategy claims unsupported by historical evidence.

References

• Use shared finance contract version 2026-07-29.1; repository CI verifies the local rubric, retry policy, CAP registry, and output schema against references/qveris-finance-shared-manifest.json hashes.
• Read references/qveris-tool-map.md before choosing calls for an A-share factor screen.
• Read references/qveris-finance-data-quality-rubric.md before treating any payload as evidence.
• Read references/qveris-finance-retry-policy.md when a CAP fails, returns the wrong shape, or needs fallback.
• Read references/qveris-web-news-sentiment-policy.md before collecting news or qualitative sentiment.
• Check references/qveris-finance-cap-registry-snapshot-2026-07-07.md before adding a route to the primary path.
• Use examples/default-markdown-report.md as the primary user-facing example.
• Use fixtures/qveris/*.json as machine-readable schema fixtures only.