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Market sentiment indicators — VIX, VXN, GVZ, DXY, Yield Curve, Fear & Greed Index, Put/Call Ratio proxy. Free data from yfinance and alternative.me.
默认使用会先检查来源的 Prompt；你也可以切换为直接命令，或下载本地副本。
决定是否安装前，请先阅读 SKILL.md，以及 SkillsMP 当前展示的配套文件。
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。
直接命令不会经过审查 Prompt；运行前请先检查来源。
npx skills add https://github.com/SZWzz/AStockPursue --skill sentiment命令会保持在同一行。复制前请横向滚动并检查完整内容。
想先保存到本地？可下载 SkillsMP 当前能够提供的文件。
Professional finance research toolkit — backtesting (7 engines + benchmark comparison panel), factor analysis, Alpha Zoo (452 pre-built alphas across qlib158/alpha101/gtja191/academic), options pricing, 75 finance skills, 29 multi-agent swarm teams, Trade Journal analyzer, and Shadow Account (extract → backtest → render) across 6 data sources (tushare, yfinance, okx, akshare, ccxt, futu).
Harmonic Patterns signal engine. Identifies XABCD five-point structures such as Gartley/Bat/Butterfly/Crab based on Fibonacci geometry, and generates trading signals in the PRZ (Potential Reversal Zone).
Write signal_engine.py for portfolios spanning multiple markets (A-shares + crypto, equity + forex, etc.)
基于 SOC 职业分类
正在显示 SKILL.md
| name | sentiment |
| description | Market sentiment indicators — VIX, VXN, GVZ, DXY, Yield Curve, Fear & Greed Index, Put/Call Ratio proxy. Free data from yfinance and alternative.me. |
| category | data-source |
Market sentiment indicators provide a macro-level view of market fear, greed, and risk appetite. All data is free — VIX/DXY/yield curve come from yfinance, Fear & Greed from alternative.me.
The sentiment fetcher is at backtest/loaders/sentiment.py and is also exposed as an Agent tool (market_sentiment).
The "fear gauge" — measures expected S&P 500 volatility over the next 30 days.
| Range | Level | Meaning |
|---|---|---|
| <12 | very_low | Extreme optimism |
| 12-20 | low | Market stable |
| 20-25 | moderate | Normal level |
| 25-30 | high | Market concern |
| >30 | very_high | Market panic |
Tech-sector specific volatility measure.
Gold market volatility — rising GVZ signals increased safe-haven demand.
Measures USD strength against a basket of major currencies.
| Range | Level | Impact |
|---|---|---|
| >105 | strong | Bearish commodities/EM |
| 100-105 | moderate_strong | Watch capital flows |
| 95-100 | neutral | Market balanced |
| 90-95 | moderate_weak | Bullish risk assets |
| <90 | weak | Bullish gold/commodities |
Inverted curve (negative spread) is a classic recession signal.
| Spread | Level | Signal |
|---|---|---|
| <-0.5 | deeply_inverted | Strong recession signal |
| -0.5-0 | inverted | Recession warning |
| 0-0.5 | flat | Economic slowdown |
| 0.5-1.5 | normal | Healthy economy |
| >1.5 | steep | Economic expansion |
Crypto market sentiment: 0 = Extreme Fear, 100 = Extreme Greed. Updates every 24 hours.
VIX term structure as a proxy for options market sentiment.
| Ratio | Level | Signal |
|---|---|---|
| >1.15 | high_fear | Backwardation — high short-term fear |
| 1.0-1.15 | elevated | Slight backwardation |
| 0.9-1.0 | normal | Stable |
| <0.8 | extreme_complacency | Watch for reversal |
from backtest.loaders.sentiment import SentimentFetcher
fetcher = SentimentFetcher()
# Individual indicators
vix = fetcher.fetch_vix()
dxy = fetcher.fetch_dxy()
fgi = fetcher.fetch_fear_greed()
# All indicators at once
all_data = fetcher.fetch_all()
The market_sentiment tool is available to the AI agent:
market_sentimentmarket_sentiment with indicator="vix"