finance-bp-087-qlib
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 (38 total)
Multi-Frequency Data Resampling Instrument Processor (UC-101)
Resampling high-frequency 1-minute data to lower frequencies (e.g., daily) for downstream feature computation and model training Triggers: resample, frequency conversion, 1min
Specific Minute Selection Data Resampling (UC-102)
Resampling 1-minute data to daily frequency by extracting a specific minute point from each day for feature generation Triggers: resample, specific minute, 1min to day
Multi-Frequency Feature Handler (UC-103)
Loading and processing data with both daily frequency features and 15-minute frequency features for models that leverage multiple time scales Triggers: multi-frequency, 15min, day frequency
For all 38 use cases, see references/USE_CASES.md.
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 (15 total)
AP-ZVT-183: 除权因子为 inf/NaN 时直接参与乘法导致复权静默失败AP-ZVT-183B: HFQ（后复权）与 QFQ（前复权）K 线表使用错误导致因子计算漂移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
All 15 anti-patterns: references/ANTI_PATTERNS.md
Evidence Quality Notice
[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-087. Evidence verify ratio = 53.9% and audit fail total = 16. 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 | 15 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-087 blueprint at 2026-04-22T11:06:12.650493+00:00.
See human_summary.md for non-technical overview.