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risk-return-metrics

Risk/return dossier for ONE symbol over a window: annualized return, volatility, Sharpe, Sortino, max drawdown, Calmar, win-rate. Auto-routes A-share / HK / US by suffix. Use when the user asks "how risky / how good is X", or wants 夏普 / 最大回撤 / 年化 over a window. **Why:** backed by our own `panda_data` (A-share) / `tqx_data` (HK/US) daily closes — no scraping, no external stats service. It turns a raw close series into the ratios an allocator actually reasons over in one call, instead of the agent hand-writing pandas each time. Metrics are computed on daily log-of-simple returns with 252 trading days/year; a 0-vol or 0-drawdown series yields `null` for the ratio that would divide by zero, never a crash. NOT a multi-stock screener (→ `factor_standardize`) and NOT a signal generator (→ `ma_crossover_signal`).

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来源信息

仓库
XinAloha/skills
最近来源活动
2026年8月22日 14:54
检测到的 SKILL.md 语言
英语
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3
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0

安装方式

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。

检查来源文件

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。