qveris-macro-policy-monitor

name

qveris-macro-policy-monitor

description

Monitor observed macroeconomic conditions, policy rates, benchmark rates, curve proxies, FX, commodities, employment, real estate, and index context with standardized QVeris evidence. Use for macro dashboards, central-bank policy backdrops, growth/inflation/labor snapshots, rates-and-FX context, or evidence-backed macro change reviews that require strict dates, frequency alignment, honest degradation, auditable Trace, no forecasts, and no investment advice.

QVeris Macro Policy Monitor

Build an evidence-first macro and rates monitor adapted from LLMQuant's macro dashboard and policy-preview taxonomy. Use only standardized qveris_finance.* CAPs; never call upstream APIs or raw provider routes.

Execute In Five Gates

1. Fix Scope

Require an explicit geography. Select one workflow:

• macro_policy: broad macro, policy/rates, optional FX and index context.
• growth_inflation: macro indicators, employment, real estate, and commodities.
• rates_fx: policy, government/interbank rate proxies, FX, and index context.

Fix an as_of time and UTC observation window. Treat data dates as observation dates unless the payload explicitly identifies release or revision dates.

2. Plan And Enforce Budget

Run the bundled planner before transport:

node qveris-macro-policy-monitor/scripts/macro_policy_workflow.mjs --workflow macro_policy --geography US --max-calls 9 --dry-run

max_calls counts observed capabilities/query attempts, including retries. Catalog/detail reads are control-plane operations. The first macro and rates anchors run before optional sublayers. If both anchors do not fit, make zero data calls and return budget_limited.

Never plan or call:

• EVENT.CALENDAR.MACRO: test payload omitted its required date.
• MACRO.ACTUAL_VS_FORECAST: test environment returned invalid capability/404.

3. Execute Through The Shared Adapter

Prefer the bundled runner:

node qveris-macro-policy-monitor/scripts/macro_policy_workflow.mjs --workflow macro_policy --geography US --max-calls 9 --artifact macro.observed-calls.json --output macro.json

The runner reads the live capability catalog and detail, dynamically resolves CAP IDs, filters unsupported parameters, coerces supported types, retries one transient fetch failed within budget, recursively removes routing metadata, and records exact observed attempts. Use only QVERIS_API_KEY.

4. Validate Evidence And Claims

Read references/qveris-macro-data-quality.md before interpretation and references/qveris-tool-map.md before changing the plan.

• Transport success is not evidence until shape, date, numeric value, geography, and freshness checks pass.
• One accepted observation is a snapshot; it cannot support changed, increased, decreased, improved, or deteriorated.
• Compare only the same series, geography, frequency, unit, and measurement basis across two distinct dates.
• An aligned numeric comparison may support only increased, decreased, or unchanged. It never means improved or deteriorated by itself.
• A curve proxy requires at least two distinct tenors on the same date, country/currency, unit, and benchmark basis.
• INDEX.LEVELS must return an index asset when type metadata exists; reject equity/fund mismatches.
• Market co-movement does not prove policy transmission. Keep policy_transmission.status=unsupported unless an independent causal design exists outside this Skill.
• Never infer a policy decision, consensus, surprise, release calendar, market reaction, or forecast from missing evidence.

5. Degrade And Render

Apply these fallbacks:

• If MACRO.INDICATORS fails, use accepted employment, real-estate, and commodity sublayers; label complete_with_macro_fallback only when a rates layer also succeeds.
• If all rates layers fail, return macro_only and suppress policy-transmission conclusions.
• If all macro layers fail, return rates_only and suppress broad regime conclusions.
• If neither group succeeds, return limited; FX/index context alone is not a macro regime.
• Missing baseline/current alignment means snapshot_only, not a directional change.

Always include Summary, observed macro layers, observed rates/market context, Comparison Status, Policy-Transmission Limit, Data Quality, and the Trace Appendix. Live/fresh/E2E output requires an observed_calls.v1 sidecar whose trace projection exactly equals the report table. Static fixtures and examples contain zero Trace rows.

End every user-facing report with the exact final non-empty line:

Not investment advice.

Defaults

{
  "dry_run": false,
  "max_calls": 9,
  "lookback_days": 730,
  "max_age": {
    "macro": "P400D",
    "rates": "P120D",
    "market": "P7D"
  }
}

The runner narrows high-volume layers inside that analysis window: policy and commodity queries use at most 120 days, government/interbank rate queries at most 30 days, and the broad macro call defaults to indicator_name=CPI. Override the indicator or commodity explicitly; do not remove filters merely to obtain more rows.

Trace Contract

Use exactly:

tool_name	params	status	execution_id	fallback_used	missing_fields

• tool_name is the logical qveris_finance.* name.
• params contains only final normalized public parameters.
• status is success, failed, or semantic rejected.
• Preserve returned execution IDs or null; never invent one.
• fallback_used=true only for an observed retry/fallback attempt.
• Remove provider, route, routing, candidate, failover, credential, raw tool ID, and provider URL metadata recursively.

Prohibited Output

• No improved, deteriorated, accelerating, decelerating, tight, loose, risk-on, or risk-off label without an explicit, evidence-compatible rule.
• No invented release date, revision, consensus, surprise, central-bank quote, meeting outcome, or market expectation.
• No causal policy-transmission statement from temporal alignment or co-movement.
• No policy, market, return, or price forecast; no buy/sell, rebalance, or hedge instruction.
• No raw provider fallback, guessed value, or reconstructed Trace.

Package References

• references/qveris-tool-map.md: approved workflow-to-CAP map and disabled CAPs.
• references/qveris-macro-data-quality.md: semantic gates, comparison, curve, and fallback rules.
• references/qveris-retry-policy.md: retry and hard-budget behavior.
• schemas/output.schema.json: structured output contract.
• THIRD_PARTY_NOTICES.md: LLMQuant source attribution.