market-analysis

name	market-analysis
description	Fetch and validate OHLCV market data, score and rank instruments, generate structured analysis artifacts and Hugo reports, and send analysis workflow notifications.

market-analysis

Fetch OHLCV market data, score instruments, and generate structured analysis artifacts.

Disclaimer: All output is informational only and does not constitute investment advice.

Scripts

All scripts are in .agents/skills/market-analysis/scripts/.

market_analysis.py

Five sub-commands:

Command	Purpose
fetch	Download OHLCV data from Stooq and save to data/prices/
init-fetch-status	Initialize per-run fetch-status JSON before a fetch loop
check	Run data-quality checks on saved data
score	Score and rank instruments cross-sectionally
generate	Generate a versioned JSON analysis artifact

validate_analysis.py

Validate a generated JSON artifact against the expected schema.

generate_report.py

Generate a Hugo Markdown report from a JSON analysis artifact and write it to content/results/.

generate_history.py

Generate a versioned data/history/YYYY-MM-DD.json artifact by comparing the current analysis with prior available artifacts. It records score/rank deltas, top-k entry/dropout, consecutive reliable/top-k report counts, and risk-gate transitions. Consecutive counts follow available reports, so skipped dates do not break a streak.

validate_history.py

Validate a generated score-history artifact before report publication.

notify_slack.py

Send a Slack notification (success or failure) via an incoming webhook. Reads SLACK_WEBHOOK_URL from the environment; exits silently if the variable is not set. Success notifications include a coverage summary when metadata.coverage is present.

data_quality_policy.py

Compatibility shim — re-exports all public symbols from src/aims/policy.py. The implementation source of truth is aims.policy.

Usage

# Fetch daily OHLCV data for two symbols
uv run .agents/skills/market-analysis/scripts/market_analysis.py \
    fetch --symbol AAPL.US --start 2023-01-01 --end 2024-12-31

uv run .agents/skills/market-analysis/scripts/market_analysis.py \
    fetch --symbol MSFT.US --start 2023-01-01 --end 2024-12-31

# Check data quality
uv run .agents/skills/market-analysis/scripts/market_analysis.py \
    check --symbol AAPL.US

# Score instruments and print ranking
uv run .agents/skills/market-analysis/scripts/market_analysis.py \
    score --symbols AAPL.US,MSFT.US

# Generate a dated JSON artifact in data/analysis/
uv run .agents/skills/market-analysis/scripts/market_analysis.py \
    generate --symbols AAPL.US,MSFT.US --output data/analysis/

# Validate the generated artifact
uv run .agents/skills/market-analysis/scripts/validate_analysis.py \
    --input data/analysis/$(date +%Y-%m-%d).json

# Generate a Hugo Markdown report from the artifact
uv run .agents/skills/market-analysis/scripts/generate_report.py \
    --input data/analysis/$(date +%Y-%m-%d).json \
    --history data/history/$(date +%Y-%m-%d).json \
    --output content/results/

# Send a Slack success notification
SLACK_WEBHOOK_URL="https://hooks.slack.com/services/..." \
uv run .agents/skills/market-analysis/scripts/notify_slack.py \
    --artifact data/analysis/$(date +%Y-%m-%d).json \
    --report-url https://dceoy.github.io/aims/results/$(date +%Y-%m-%d)-market-analysis/

# Send a Slack failure notification
SLACK_WEBHOOK_URL="https://hooks.slack.com/services/..." \
uv run .agents/skills/market-analysis/scripts/notify_slack.py \
    --failure \
    --run-url https://github.com/dceoy/aims/actions/runs/12345 \
    --message "Analysis failed"

Data layout

data/
├── prices/
│   ├── AAPL.US_d.csv        # Daily OHLCV for AAPL.US
│   └── MSFT.US_d.csv
└── analysis/
│   └── YYYY-MM-DD.json      # Analysis artifact
└── history/
    └── YYYY-MM-DD.json      # Versioned score-history artifact

Each data/prices/<SYMBOL>_<INTERVAL>.csv has columns: symbol, timestamp, open, high, low, close, volume, source, interval

Timestamps are UTC ISO 8601.

Artifact format

data/analysis/YYYY-MM-DD.json — see data/schema/analysis.schema.json for the schema reference. Key structure:

{
  "version": "1.0.0",
  "metadata": {
    "generated_at": "...",
    "git_commit": "...",
    "data_source": "stooq",
    "data_freshness": {"AAPL.US": "2024-12-31"},
    "scoring_version": "1.0.0",
    "config": {
      "interval": "d",
      "stale_days": 5,
      "max_gap_days": 7,
      "min_history": 60,
      "coverage_policy": {
        "min_success_ratio": 0.8,
         
      
    
     
       
       
       
       
       
       
    
  
   
    
       
       
       
       
       
       
            ... 
    
  

Provider limitations (StooqProvider)

• Daily, weekly, and monthly bars only — no intraday data.
• Symbol format is Stooq-specific: AAPL.US, ^SPX, 7203.JP.
• Data availability varies by symbol; some return empty results.
• No authentication required, but subject to Stooq rate limits.
• Requires outbound network access. Use CsvFileProvider for tests.

Risk gates

Instruments failing quality checks are included in output but marked is_reliable: false and excluded from top rankings:

Gate	Trigger
stale_data	Latest bar older than interval-specific stale_days
insufficient_history	Fewer than min_history bars
missing_bars	Gap greater than interval-specific max_gap_days
malformed_input	Non-positive prices, high < low, or price outside [low, high]
high_volatility	20-day annualized volatility > 100%
missing_data	No price history available for the symbol

Interval thresholds and coverage policy defaults are defined in src/aims/policy.py. The generate command exits with a non-zero status when coverage gates fail, preventing publication and success Slack notifications while still writing an artifact for local inspection when some symbols loaded successfully.

In the daily workflow, coverage is derived from data/prices/fetch_status_<interval>.json, which records per-symbol fetch outcomes for the current run. Pass this file to generate --fetch-status so pre-existing price CSVs cannot mask fetch failures. generate rejects fetch-status files whose interval or analysis_date conflict with the current run.

When coverage gates fail, generate may write a diagnostic artifact with metadata.coverage.passed: false and exit non-zero. The automated workflow stops before validation or publication; validate_analysis.py accepts passed: false structurally, but only generate exit code 0 artifacts reach the public pipeline.