ashare-sop-l2-theme-engine

name	ashare-sop-l2-theme-engine
description	L2 dynamic theme structure & sentiment engine for the A-share SOP. Use to identify main themes, classify theme lifecycle stage, assess quantitative health indicators, and produce layered stock pools with 5-factor scoring.
version	1.0.0
author	Hermes Agent
license	MIT
metadata	{"hermes":{"tags":["a-share","sop","theme-structure","sentiment","l2","sector-rotation"],"related_skills":["a-share-theme-structure-sop","ashare-sop-l1-macro-filter","ashare-sop-l3-stock-resonance"]}}

A-Share SOP L2 — Dynamic Theme Structure & Sentiment Engine

Overview

This is the L2 tier of the A-share theme structure SOP engine (v1.7+). It identifies the current market mainline, classifies theme lifecycle stages, assesses quantitative health indicators, and produces layered stock pools with verification scorecards.

Precondition: L1 must NOT be 系统性风险. If L1=震荡市, downstream filters require stricter resonance.

Load this skill when you need theme identification, stage classification, or stock pool construction — with or without L1/L3 loaded.

Engine Position

L1 (宏观环境) → gates → L2 (本模块: 题材识别/阶段/健康度/池) → gates → L3 (个股共振)

Theme Stage Classification (v1.7 4-Stage System)

Stage	Trigger Conditions	Meaning
启动/发酵期 (Emergence)	Meets dynamic identification rules; or is the market's only strong theme	New theme emerging, capital starting to flow; observation window for medium-term positioning
高潮/主升期 (Momentum)	(1) Theme index up on expanding volume for 3+ days; (2) Core leader reaches 4+ consecutive boards; (3) Broad follower limit-ups	Most profitable phase, but risk accumulating; watch for divergence
分歧/分化期 (Divergence)	(1) Theme index gain narrows or turns negative with still-high volume; (2) Leader shows "放量分歧" or opens but re-seals; (3) Late followers start dropping off	Capital divergence; critical period for 去弱留强; highest risk phase
退潮期 (Retreat)	(1) Leader breaks board and cannot re-seal — "标杆股效应" collapses; (2) Multiple stocks hit跌停 or big drops; (3) Loss effect spreads from front-line to mid/back-line	Theme officially ends; clear positions, stop participation

Note: v1.6 used a 6-stage system (启动/确认/主升/分歧/修复/退潮). v1.7 consolidates: "确认" → absorbed into 启动/发酵期; "修复" → folded into transition between 分歧/分化期 and 高潮/主升期.

Dynamic Theme Identification (replaces fixed anchors)

Data Sources

• 申万二级/三级行业 index
• 同花顺概念板块 index
• Sector OHLCV via westock-data board
• Concept board rankings for cross-validation

npx -y westock-data-skillhub@1.0.3 board
npx -y westock-data-skillhub@1.0.3 hot board --limit 30

Entry Rules (入选 活跃题材观察池)

A theme enters the active observation pool when:

1. Board index change > 3%
2. Board内涨停个股数 ≥ 3
3. At least one limit-up stock has 连板 (2+ consecutive boards)

Consecutive requirement: meet above for 2 consecutive days → enter pool.

Exit Rules (退出)

Fail to meet entry conditions for 3 consecutive days → remove from pool.

Cross-Validation

At least 3 aligned concept boards (e.g. 半导体 industry strong + CPU概念 + MLCC + 芯片概念 all ranking high) strengthens the mainline thesis.

Quantitative Health Indicators

For each active theme, compute these 4 indicators:

1. 龙头承接 (Leader Acceptance): Core stock price above MA5, intraday change in [-2.5%, +1.5%]
2. 中低位扩散 (Branch Diffusion): Branch/laggard stocks ≥ 0% on the day, with expanding turnover
3. 放量回落 (Volume Retreat): % of pool stocks falling on heavy volume (higher = worse)
4. 补涨失败 (Laggard Failure): % of laggard stocks falling on shrinking volume (higher = worse)

These supplement the 5-factor scorecard below.

Stock Pool Hierarchy

Layer candidates into 4 pools:

Pool	Description	Selection Criteria
核心高位强势池 (Core)	High-position main-line leaders/anchors	Top 3 by turnover, highest consecutive boards, or market-recognized leader
分支轮动/补涨池 (Branch/Laggard)	Branch stocks with theme linkage	Medium turnover; shows "回踩趋势" or "密集区突破" pattern
相对低位修复池 (Low-Position Repair)	Lower-position capacity names repairing	Lower in 250D range; starting to show improving structure
风险风向标 (Risk Anchor)	High-volatility correlated names	High turnover leaders whose weakness could spread to the theme

Five-Factor Scorecard

Each factor scored 0/1 per candidate:

1. 板块宽度 (Board Width): Same theme continues expanding
2. 个股承接 (Individual Acceptance): No uncontrolled long red candle, failed spike, or breakdown
3. 量能健康 (Volume Health): Volume expansion with price acceptance, not chaotic turnover
4. 席位/资金 (Seats/Fund Flow): 龙虎榜, main flow, or financing supports structure
5. 风险扣分 (Risk Penalty): High-position negative feedback, broken-board spread, holiday profit-taking, catalyst exhaustion

Classification

Score	Conclusion
4-5	Structure strengthening; strong observation
3	Neutral; wait for close confirmation
1-2	Weak; keep only as wind vane
0 or risk-anchor trigger	Short-term structure weakening; reduce confidence

Automated scoring: The LLM cannot compute numeric 0/1 scores directly. Use factor_scorer.py v1.2 for data-driven scoring from KDJ/WR/BOLL, ATR, MainNetFlow, 龙虎榜 seats, 北向资金, and 250D position. Cron job b2988fb281ad runs at 15:10 Beijing daily.

Theme → L3 Gate Table

L2 state determines L3 stock filtering strictness:

L2 State	Core Pool	Branch/Laggard Pool
退潮期	清空候选，强制风控	Same
分歧/分化期	buy_score ≥ 3 (stricter)	Normal rules
启动/发酵期 or 高潮/主升期	Normal rules	Normal rules

Microstructure Validation (游资-Style)

Use Eastmoney pools for real microstructure:

https://push2ex.eastmoney.com/getTopicZTPool?ut=7eea3edcaed734bea9cbfc24409ed989&dpt=wz.ztzt&Pageindex=0&pagesize=300&sort=fbt:asc&date=YYYYMMDD
https://push2ex.eastmoney.com/getTopicZBPool?ut=7eea3edcaed734bea9cbfc24409ed989&dpt=wz.ztzt&Pageindex=0&pagesize=300&sort=fbt:asc&date=YYYYMMDD

Key fields: c (code), n (name), hybk (industry), zdp (% change), amount (turnover), fund (seal fund), zbc (open count), fbt/lbt (first/last seal time), lbc (consecutive boards).

Interpretation:

• 有效扩散 (Effective expansion): Limit-up width expands, ladder healthy
• 良性分歧 (Constructive divergence): High-position leaders open/break, low-position branches接力
• 强分歧 (Strong divergence): High-position leaders fail AND low-position补涨 fails
• 退潮预警 (Retreat warning): Limit-up pool shrinks, broken-board pool expands, ladder promotion worsens

龙虎榜 / Seats Validation

• Positive 龙虎榜 net buy → add confidence
• Institution, stock-connect, or strong tagged hot-money participation → add confidence
• Large 3-day net sell in high-position leader → raise risk
• No 龙虎榜 data → do not infer weakness; mark as "无席位确认"

For batch seat data: TDX MCP query "{date_cn}龙虎榜营业部席位买卖金额" → ~1746 rows. Wrap in try/except for graceful degradation.

Standard Output Template

## L2 题材阶段
- 主线处于：启动/发酵期 / 高潮/主升期 / 分歧/分化期 / 退潮期
- 判断依据：板块宽度、连板梯队、核心承接、资金流
- 题材健康度：龙头承接 / 中低位扩散 / 放量回落 / 补涨失败

## L2 分层观察池
- 主线承接锚（核心股池）：
- 容量风向标：
- 分支接力锚（分支/补涨股池）：
- 低位修复锚：
- 风险锚（风险风向标）：

## 验证规则
- 强势延续：
- 良性分歧：
- 强分歧：
- 退潮预警：

## 5-Factor 打分表
| 标的 | 角色 | 板块宽度 | 个股承接 | 量能健康 | 席位/资金 | 风险扣分 | 总分 | 结论 |
|---|---|---|---|---:|---:|---:|---:|---:|---:|---|

Common Pitfalls

1. Jumping to stock names before classifying theme stage: Always classify theme stage first.
2. Ranking by 涨幅 only: High涨幅 + net outflow or broken-board = risk, not strength.
3. Treating hot-board as microstructure: Hot boards are secondary; real 涨停池/炸板池/连板梯队 are primary.
4. Confusing 年度主线 with 盘中热点: Use YTD returns + 20D persistence + range position, not same-day hot board rank.
5. Board K-line returns empty: Fall back to individual lead stock K-lines.
6. Board fund flow vs lead stock divergence: Always cross-check board-level mainNetInflow against lead stock asfund.
7. Using old 6-stage classification: v1.7 uses 4 stages only.