财务比率工具 (financial-ratios-toolkit)
提供多市场财务分析能力，涵盖历史数据获取、财务报表解析、财务比率计算、固定收益分析、投资组合绩效评估和股票基本面筛选等核心功能。
Pipeline
data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization
Top Use Cases (13 total)
Multi-Module Financial Analysis Overview (UC-101)
Demonstrating comprehensive financial analysis capabilities covering multiple domains including historical data, financial statements, ratios, models, Triggers: financial analysis, overview, multi-module
Fixed Income Analysis and Bond Valuation (UC-103)
Analyzing fixed income securities including bond statistics, duration calculations, derivative pricing models, and government/corporate bond yield com Triggers: bond, fixed income, yield
Financial Ratio Analysis (UC-106)
Evaluating company financial health through profitability ratios, solvency ratios, liquidity ratios, valuation ratios, and custom ratio calculations f Triggers: ratio, profitability, solvency
For all 13 use cases, see references/USE_CASES.md.
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 rebalancingAP-PORTFOLIO-ANALYTICS-002: Look-ahead bias from unshifted signal generation and position calculationsAP-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-118. Evidence verify ratio = 33.3% and audit fail total = 62. 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-118 blueprint at 2026-04-22T13:00:57.393924+00:00.
See human_summary.md for non-technical overview.