futures-deepview-analyst

name	futures-deepview-analyst
description	基于 Pandadata 期货 DeepView 接口做期货品种、主力合约和跨期结构的综合研判，覆盖席位净持仓保证金、席位建仓、盈亏排行、多空比、资金流、基差、期限结构、仓单库存、虚实盘比、现货利润和跨期套利。Use when the user asks for 期货席位分析、持仓博弈、主力席位动向、基差或期限结构监控、仓单库存跟踪、虚实盘比、跨期套利扫描、期货品种综合分析, or a futures DeepView report for a variety or contract.
license	GPL-3.0-only
metadata	{"organization":"QuantSkills","organization_url":"https://github.com/quantskills","repository":"skill-futures-deepview-analyst","repository_url":"https://github.com/quantskills/skill-futures-deepview-analyst","project_type":"skill","collection":"futures-deepview-analyst"}
quantSkills	{"project_type":"skill","category":"analyst","tags":["futures","deepview","basis","term-structure","pandadata"],"platforms":["claude-code","codex","openclaw","cursor"],"status":"stable","validation_level":"runnable","maintainer_type":"official","summary_zh":"把\"分析螺纹钢席位博弈\"\"看豆粕期限结构和仓单\"这类自然语言请求，转成 Pandadata 期货 DeepView 数据调用计划，输出事实与推断分离的中文研判报告。","summary_en":"Futures DeepView analyst skill for position seats, basis, inventory, term structure, and calendar-spread signals from Pandadata.","license":"GPL-3.0","requires":["skill-pandadata-api"]}

{
  "version": 1,
  "task": {
    "placeholder": "补充分析范围、时间窗口、指定合约或希望深挖的问题"
  },
  "fields": [
    {
      "key": "variety",
      "label": "品种或合约",
      "type": "text",
      "required": true,
      "placeholder": "如：螺纹钢 RB、沪铜 CU、IF 主力"
    },
    {
      "key": "focus",
      "label": "分析重点",
      "type": "select",
      "default": "comprehensive",
      "options": [
        { "value": "comprehensive", "label": "综合研判" },
        { "value": "broker", "label": "席位持仓博弈" },
        { "value": "structure", "label": "基差与期限结构" },
        { "value": "inventory", "label": "仓单库存与现货" },
        { "value": "arbitrage", "label": "跨期套利扫描" }
      ]
    },
    {
      "key": "date",
      "label": "分析日期",
      "type": "date",
      "help": "留空时使用最新可用交易日"
    }
  ],
  "prompt_template": "{{#task}}任务与材料：\n{{task}}\n\n{{/task}}{{#attachments}}用户上传的材料（已放入工作区）：\n{{attachments}}\n\n{{/attachments}}请对期货品种或合约 {{variety}} 做 DeepView {{focus}}。{{#date}}以 {{date}} 为分析日期。{{/date}}确认品种、合约和同日数据口径，按需覆盖席位净持仓与建仓、盈亏排行、多空比、资金流、基差、期限结构、仓单库存、虚实盘比、现货利润及跨期套利；分离事实与推断，标注方法、参数和数据截止日，输出中文报告。"
}

Futures DeepView Analyst

将“分析螺纹钢席位博弈”“看豆粕期限结构和仓单”“扫描哪些品种有跨期套利机会”这类请求，转成 Pandadata 期货 DeepView 数据调用计划，并输出结构化中文研判报告。

Core Rules

• Use the pandadata-api skill for all API contract checks and real data calls. Open references/method-index.md or run scripts/search_api_docs.py --method <method> before using any method.
• Do not invent parameters, fields, symbols, exchange suffixes, or credentials. Use get_future_detail and get_future_dominant to confirm available variety/contract codes when the user's input is informal.
• Separate facts from interpretation. State data facts first, then label directional conclusions as inference and show the evidence chain.
• Prefer a compact answer when the user asks for a quick view. Produce a full report only when the user asks for 深度分析、完整报告、HTML/Markdown 输出、扫描, or when the request spans multiple modules.

Workflow

1. Normalize the target: identify whether the request is for a variety, a specific symbol, a dominant contract, or a market-wide scan. Default date window: latest available trade date for snapshots; recent 20 trading days for trend checks; recent 120 trading days for percentile context.
2. Confirm the contract universe: call get_future_detail for contract metadata and get_future_dominant for dominant contract mapping. Record the final variety/symbol/date parameters in the report.
3. Build a data plan by topic: choose only the method groups needed for the user's question. Use the interface map below, then load exact method docs through pandadata-api.
4. Smoke-test each method: run one small call first, inspect head(), shape, column names, date coverage, and empty-data causes before expanding the date range or universe.
5. Analyze with same-date alignment: align position, basis, term-structure, inventory, and arbitrage snapshots on the same trade_date whenever drawing cross-module conclusions.
6. Generate the deliverable: cite method names, query parameters, and data截止日 for every chart/table/conclusion. End with confidence level, key risks, and data limitations.

Interface Map

Question	Primary methods
基础行情与合约确认	get_future_daily, get_future_daily_post, get_future_min, get_future_detail, get_future_dominant
席位持仓、建仓和净多空	get_broker_netmarg, get_broker_netmarg_change, get_broker_totlmarg, get_broker_grade, get_broker_oi_value, get_broker_build_process, get_future_nonbroker_net, get_future_netposi_rank, get_future_netcap_change
席位盈亏和资金流	get_broker_profit, get_broker_variety_profit, get_broker_profit_rank, get_broker_loss_rank, get_broker_flow_daily
多空情绪和合约排行	get_future_ls_ratio, get_broker_ls_ratio, get_future_contract_indicators, get_future_contract_rank, get_future_contract_pool, get_future_net_flow
基差、期限结构和相关性	get_future_basis, get_future_term_structure, get_future_dominant_corr
仓单、库存、虚实盘和现货利润	get_future_warehouse_receipt, get_future_inventory, get_future_virtual_ratio, get_future_trader_quote, get_future_spot_profit
跨期套利和价差价比	get_future_calendar_arbitrage, get_future_free_spread, get_future_free_ratio
持仓规模和市值	get_future_variety_posi, get_future_symbol_posi, get_future_variety_mcap

Analysis Modes

• 席位博弈: compare price trend with net position margin, net capital change, build process, broker grade, profit/loss ranks, and top net-position lists. Flag divergence only when price, position, and capital evidence point in different directions.
• 结构研判: combine basis, term structure, dominant correlation, calendar arbitrage, free spread, and free ratio. Use one trade date for cross-contract comparisons.
• 库存现货: combine warehouse receipt, inventory, virtual ratio, trader quote, and spot profit to explain deliverable pressure, squeeze risk, or cash-market support.
• 全品种扫描: rank candidates first, then drill into the top names. Keep scan output tabular and show the filters used.

For detailed signal recipes, report templates, and empty-data handling, read references/analysis-playbook.md.

Output Standards

• Write reports in Chinese unless the user requests another language.
• Use Markdown by default. Use HTML only when the user asks for a webpage/report artifact.
• Keep numerical precision practical: prices and ratios use market conventions; amounts must state units such as 元、万元、亿元, or 保证金/市值口径.
• Every substantive conclusion must include: source method, target variety/symbol, query dates, latest data date, and whether the conclusion is fact or inference.
• Do not issue trading instructions. If the user asks to turn the analysis into strategy code or orders, hand off to ssquant-ai-trader or ssquant-trader-generator after the data conclusions are clear.

Data Caveats

• Broker-position data is limited by exchange disclosure rules, such as top-rank coverage. State that limitation when interpreting “主力席位”.
• DeepView methods often return large single-day snapshots. Validate on one date before broad pulls.
• Empty results are not automatically service failures. Check date availability, symbol/variety format, required filters, and whether the market was open.
• Avoid stitching different trade dates into one signal unless the report explicitly labels it as asynchronous evidence.