菜单
Run the Signal Aggregator to compute a unified 0–100 composite score per ETF by combining macro events, news sentiment, NAV Z-scores, FII/DII flows, ML predictions, and anomaly regimes. Use when user asks for ETF buy/sell recommendations, signal dashboard, or composite view.
用 Codex 或 Claude 帮你安装 复制这段 Prompt，粘贴到 Codex、Claude 或其他助手里，让它检查 Skill 页面并帮你完成安装。
基于 SOC 职业分类
Run a comprehensive price anomaly detection and qualitative news/event correlation report for any Indian stock or commodity.
Run the full GOLDBEES ML pipeline (LightGBM prob_up → Kelly weight → Risk Governor blend) and show the recommendation. Supports --no-save (dry run), --evaluate (past-call accuracy), and --latest (read last stored signal). Use when the user asks "run pipeline", "today's GOLDBEES signal", "what should I do with GOLDBEES", or invokes /goldbees-pipeline.
Retrieve and analyze iNAV premiums and discounts for all 32 tracked ETFs, grouped by AMC or sorted from highest to lowest. Use when the user asks "etf premiums", "etf discounts", "inav premiums", or invokes /etf-premium-discount.
Start the standalone live multi-symbol anomaly + news-correlation monitor for NSE market hours. Watches indices, current holdings, and configured symbols via Shoonya websocket, detects volume-spike/price-break anomalies on 5-minute bars, and pushes a Slack alert enriched with correlated breaking news. Trigger when the user says "start live monitor", "watch the market live", "alert me on anomalies", "check shoonya session", or invokes /live-monitor.
Run a comprehensive quantitative research note and valuation deep-dive for any Indian NSE stock (e.g. RELIANCE, KALYANKJIL, ADVENZYMES) without using local LLM resources. Includes price snapshots, quarterly earnings tables, free cash flow trends, promoter holdings check, GARCH/PELT anomaly detection, moving average crossover backtests, and ClickHouse peer comparison matrix. Use when the user asks "deep down analysis [stock]", "/deepdive", or "run quant analysis on [stock]".
Run the real-time read-only intraday signal monitor for a specified ETF or stock. Includes bid/ask delta order flow, VWAP deviation bands, and technical indicators. Trigger when the user says "track intraday", "intraday signal for symbol", or invokes /intraday <symbol>.
| name | daily-signal-composite |
| description | Run the Signal Aggregator to compute a unified 0–100 composite score per ETF by combining macro events, news sentiment, NAV Z-scores, FII/DII flows, ML predictions, and anomaly regimes. Use when user asks for ETF buy/sell recommendations, signal dashboard, or composite view. |
Aggregates 6 signal sources into a unified 0–100 composite score per ETF with BUY/ACCUMULATE/HOLD/TRIM/AVOID actions.
Use this skill when the user asks:
# Compute and display
python src/main.py signals
# Compute + persist to ClickHouse (market_data.signal_composite)
python src/main.py signals --save
# Verbose (show per-source debug info)
python src/main.py signals --save -v
Each source is a SignalSource subclass in src/agents/signal_sources.py (Strategy pattern). All 6 run in parallel via ThreadPoolExecutor. Adding a 7th pillar = 1 new class + 1 list append in run_signal_aggregation().
| Source | Class | Weight | Data |
|---|---|---|---|
| Macro net signal | MacroSignalSource | 25% | 8-theme geopolitical → ETF directional impact sum |
| ETF news sentiment | SentimentSignalSource | 15% | Positive/negative ratio from last 7 days in DB |
| NAV premium Z-score | ValuationSignalSource | 15% | Discount = buy opportunity, premium = overpriced |
| FII/DII flow momentum | FlowSignalSource | 25% | 5-day institutional net flows |
| ML prediction | MLSignalSource | 15% | LightGBM 5-day forward return (GOLDBEES) |
| Anomaly regime | GARCHAnomalySource | 5% | Flash Crash → contrarian boost; Blow-off → dampening |
All DB reads go through MarketDataRepository (src/db/repository.py) — no raw SQL in source classes.
| Score Range | Action |
|---|---|
| ≥ 75 | BUY |
| 60–74 | ACCUMULATE |
| 40–59 | HOLD |
| 25–39 | TRIM |
| < 25 | AVOID |
GOLDBEES, NIFTYBEES, BANKBEES, ITBEES, JUNIORBEES, SILVERBEES, CPSEETF, LIQUIDBEES, LIQUIDCASE, GILT5YBEES, MON100, MAFANG, HNGSNGBEES, AUTOBEES, PHARMABEES, PSUBNKBEES, MID150BEES, SMALL250
Results saved to market_data.signal_composite table.
View in Streamlit UI → 🎛️ Signals tab.
src/agents/signal_aggregator.py