菜单
Plan scheduled macro-event risk from official calendars and point-in-time expectations. Use for FOMC, employment, inflation, GDP, or other releases requiring standardized surprise, component, revision, scenario, and execution analysis.
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基于 SOC 职业分类
| name | economic-calendar-trading |
| description | Plan scheduled macro-event risk from official calendars and point-in-time expectations. Use for FOMC, employment, inflation, GDP, or other releases requiring standardized surprise, component, revision, scenario, and execution analysis. |
| license | Apache-2.0 |
| metadata | {"author":"ske-labs","version":"4.0"} |
Plan macro-event risk from live official calendars, time-stamped consensus, release vintages, and observable price triggers. Surprise matters, but revisions, components, positioning, uncertainty, and regime affect the response.
| Event family | Components to record | Primary source |
|---|---|---|
| FOMC | Decision, statement changes, SEP, press conference | Federal Reserve |
| Employment | Payrolls, unemployment, participation, wages, revisions | BLS |
| Inflation | Headline/core, monthly/annual, category breadth, revisions | BLS/BEA |
| Growth/activity | Real/nominal detail, inventories, revisions, survey components | Source agency |
Standardized surprise = (Actual - consensus) / historical standard deviation of surprises
Use a point-in-time consensus and same-definition historical series. State source, sample, standard deviation, revisions, and transformation. If history is insufficient, report raw surprise and forecast range without a synthetic score.
get_economics_calendar(from_date=<start>, to_date=<end>, impact="high")
Refresh before each session and verify date, time, timezone, and revision policy against the official agency calendar; third-party impact labels are screening aids only.
get_financial_news(topic="<event> forecast consensus <month> <year>", max_results=10)
Extract: consensus forecast, range of estimates, leading indicators, and current market positioning.
Map component combinations, revisions, and price triggers. Include no trade for mixed releases or failed liquidity conditions; do not assign probabilities without a calibrated model.
Use a pretested bar-based delay or price-structure trigger. Require verified actuals, acceptable spread/depth, stable timestamps, and a calculable stop; event labels do not determine a universal waiting period.
Use get_financial_news to analyze FOMC statements and press conferences for hawk/dove tone shifts.
Analyze the decision, statement redlines, projections, and press conference separately. Measure the response in policy-rate futures/yields and the traded asset; do not infer fixed direction or duration from a hawkish/dovish label.
no trade.Define and test objective candlestick geometry. Use when labeling OHLC patterns, comparing body/wick rules, or evaluating a closed-bar entry with context and cost controls.
Trade within ascending, descending, and horizontal channels. Use when range trading, riding trends with defined boundaries, or finding breakout setups.
Define and test cup-and-handle breakout shapes. Use when measuring a rounded base, handle depth, lip break, retest, invalidation, and measured-move hypothesis without inferring accumulation.
Trade double and triple top/bottom reversal patterns. Use when identifying trend exhaustion, finding reversal entries at key resistance/support, or confirming failed breakouts.
Define and test flag or pennant continuation shapes. Use when measuring an impulse, consolidation, closed-bar break, invalidation, and measured-move hypothesis.
Define and test head-and-shoulders or inverse patterns. Use when measuring objective pivots, neckline breaks/retests, symmetry, invalidation, and measured-move outcomes.