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Robo Advisor Python

该技能以 ZVT 为底座，帮助生成 A 股/港股/加密市场的量化策略与组合再平衡流程：采集行情、存储数据、计算因子、选出目标持仓、按先卖后买顺序执行交易，并给出组合可视化。内置语义锁（如次 bar 执行、MACD 参数锁定）与 14 条反模式参考；材料自述证据核验率约 72.7%、存在审计失败项，需自行核验关键决策。

分类：自动化
tangweigang-jpg
tangweigang-jpg
热度 10.33
最近更新 2026-05-18 11:49:03

安装

发给 Agent
帮我安装这个技能：npx secure-skills-cli add tangweigang-jpg/robo-advisor-python
兼容性
通用兼容
联网要求
需要联网
数据出网
可选出网
Metadata
name
robo-advisor-python
description
自动化投资组合再平衡与交易执行，遵循先卖后买原则，支持多市场资产配置，智能计算最低交易规模及税费。。
license
Proprietary. See LICENSE.txt in project root.
compatibility
Designed for Doramagic-host ecosystem (Claude Code / openclaw / Cursor). Requires Python 3.12+ with uv package manager.
metadata
{"version":"v6.1","blueprint_id":"finance-bp-066","compiled_at":"2026-04-22T13:00:21.762032+00:00","capability_markets":"multi-market","capability_activities":"portfolio-analytics","sop_version":"crystal-compilation-v6.1"}

智能投顾 (robo-advisor-python)

自动化投资组合再平衡与交易执行，遵循先卖后买原则，支持多市场资产配置，智能计算最低交易规模及税费。

Pipeline

data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization

Top Use Cases (0 total)

Execute trigger: When user intent matches intent_router.uc_entries[].positive_terms AND user uses action verb (run/execute/跑/执行/backtest/fetch/collect)

What I'll Ask You

  • Target market: A-share (default), HK, or crypto? (US stocks in ZVT are half-baked — stockus_nasdaq_AAPL exists but coverage is thin)
  • Data source / provider: eastmoney (free, no account), joinquant (account+paid), baostock (free, good history), akshare, or qmt (broker)?
  • Strategy type: MACD golden-cross, MA crossover, volume breakout, fundamental screen, or custom factor?
  • Time range: start_timestamp and end_timestamp for backtest period
  • Target entity IDs: specific stocks (stock_sh_600000) or index components (SZ1000)?

Semantic Locks (Fatal)

ID Rule On Violation
SL-01 Execute sell orders before buy orders in every trading cycle halt
SL-02 Trading signals MUST use next-bar execution (no look-ahead) halt
SL-03 Entity IDs MUST follow format entity_type_exchange_code halt
SL-04 DataFrame index MUST be MultiIndex (entity_id, timestamp) halt
SL-05 TradingSignal MUST have EXACTLY ONE of: position_pct, order_money, order_amount halt
SL-06 filter_result column semantics: True=BUY, False=SELL, None/NaN=NO ACTION halt
SL-07 Transformer MUST run BEFORE Accumulator in factor pipeline halt
SL-08 MACD parameters locked: fast=12, slow=26, signal=9 halt

Full lock definitions: references/LOCKS.md

Top Anti-Patterns (14 total)

  • AP-PORTFOLIO-ANALYTICS-001: Division by zero in price ratio calculations corrupts rebalancing
  • AP-PORTFOLIO-ANALYTICS-002: Look-ahead bias from unshifted signal generation and position calculations
  • AP-PORTFOLIO-ANALYTICS-003: Non-positive-semidefinite covariance matrix breaks CVXPY optimization

All 14 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-066. Evidence verify ratio = 72.7% and audit fail total = 20. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl).

Reference Files

File Contents When to Load
references/seed.yaml V6+ 全量权威 (source-of-truth) 有行为/决策争议时必读
references/ANTI_PATTERNS.md 14 条跨项目反模式 开始实现前
references/WISDOM.md 跨项目精华借鉴 架构决策时
references/CONSTRAINTS.md domain + fatal 约束 规则冲突时
references/USE_CASES.md 全量 KUC-* 业务场景 需要完整示例时
references/LOCKS.md SL-* + preconditions + hints 生成回测/交易代码前
references/COMPONENTS.md AST 组件地图（按 module 拆分） 查 API 时

Compiled by Doramagic crystal-compilation-v6.1 from finance-bp-066 blueprint at 2026-04-22T13:00:21.762032+00:00. See human_summary.md for non-technical overview.