finance-bp-063-chainladder-python

核心功能覆盖数据收集、存储、因子计算、交易执行到可视化的全量化策略流程，支持MACD金叉、均线交叉等多种策略。典型场景为快速搭建A股、港股或加密货币的量化策略并回测。需用户提供目标市场、数据源等信息，输出合规Python代码，遵循严格语义锁避免错误，提示美股支持不完善，需Python3.12+及uv包管理器，通过install.sh部署

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热度 16.02

最近更新 2026-04-22 19:51:54

分类：开发依赖：代码执行 / 第三方 API / 内部调用大模型应用场景：代码生成 / 数据处理 / 财务

安装技能

复制下面的话术发给你的 Agent，它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill： npx secure-skills-cli add finance-bp-063-chainladder-python

Metadata

name: finance-bp-063-chainladder-python
description: Crystal skill compiled from finance-bp-063 (insurance-actuarial on global).
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-063","compiled_at":"2026-04-22T11:46:45.843724+00:00","capability_markets":"global","capability_activities":"insurance-actuarial","sop_version":"crystal-compilation-v6.1"}

finance-bp-063-chainladder-python

I help you build quant strategies on A-share with ZVT — from data fetch to backtest, one flow. Just tell me what you want; I'll write the code, you don't have to dig docs. (Heads up: ZVT natively supports A-share, HK, and crypto. US stocks — stockus_nasdaq_AAPL — are half-baked; don't bother for serious work.)

Pipeline

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

Top Use Cases (0 total)

Install

# One-time setup before first use
bash scripts/install.sh

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-QLIB-1930: 回测结果与模型无关——共享 dataset 对象导致预测值被首次模型覆盖
AP-QLIB-2090: fit_start_time 与 train segment 双重配置引发隐式数据泄露
AP-QLIB-2036: MACD 因子公式文档错误——DEA 被多除一次 CLOSE 导致量纲不一致

All 14 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-063. Evidence verify ratio = 56.5% and audit fail total = 15. 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-063 blueprint at 2026-04-22T11:46:45.843724+00:00. See human_summary.md for non-technical overview.