@openfinclaw/findoo-datahub-plugin 2026.3.2 → 2026.3.10
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/DESIGN.md +492 -151
- package/_vendor/claude-skills-finance/SKILL.md +192 -0
- package/_vendor/claude-skills-finance/assets/dcf_analysis_template.md +184 -0
- package/_vendor/claude-skills-finance/assets/expected_output.json +161 -0
- package/_vendor/claude-skills-finance/assets/forecast_report_template.md +177 -0
- package/_vendor/claude-skills-finance/assets/sample_financial_data.json +219 -0
- package/_vendor/claude-skills-finance/assets/variance_report_template.md +122 -0
- package/_vendor/claude-skills-finance/references/financial-ratios-guide.md +396 -0
- package/_vendor/claude-skills-finance/references/forecasting-best-practices.md +294 -0
- package/_vendor/claude-skills-finance/references/valuation-methodology.md +255 -0
- package/_vendor/claude-skills-finance/scripts/budget_variance_analyzer.py +406 -0
- package/_vendor/claude-skills-finance/scripts/dcf_valuation.py +449 -0
- package/_vendor/claude-skills-finance/scripts/forecast_builder.py +494 -0
- package/_vendor/claude-skills-finance/scripts/ratio_calculator.py +432 -0
- package/index.ts +332 -14
- package/openclaw.plugin.json +2 -2
- package/package.json +1 -1
- package/references/cn-market-specifics.md +165 -0
- package/references/crypto-analysis.md +635 -0
- package/references/financial-ratios-cn.md +452 -0
- package/references/hk-market-specifics.md +166 -0
- package/references/macro-cycle-cn.md +409 -0
- package/references/valuation-cn.md +427 -0
- package/skills/README.md +294 -0
- package/skills/a-concept-cycle/skill.md +200 -0
- package/skills/a-convertible-arb/skill.md +294 -0
- package/skills/a-dividend-king/skill.md +187 -0
- package/skills/a-earnings-season/skill.md +221 -0
- package/skills/a-index-timer/skill.md +192 -0
- package/skills/a-ipo-new/skill.md +297 -0
- package/skills/a-northbound-decoder/skill.md +185 -0
- package/skills/a-quant-board/skill.md +286 -0
- package/skills/a-share/skill.md +347 -0
- package/skills/a-share-radar/skill.md +185 -0
- package/skills/cross-asset/skill.md +202 -0
- package/skills/crypto/skill.md +269 -0
- package/skills/crypto-altseason/skill.md +208 -0
- package/skills/crypto-btc-cycle/skill.md +231 -0
- package/skills/crypto-defi-yield/skill.md +181 -0
- package/skills/crypto-funding-arb/skill.md +158 -0
- package/skills/crypto-stablecoin-flow/skill.md +149 -0
- package/skills/data-query/skill.md +124 -30
- package/skills/derivatives/skill.md +188 -35
- package/skills/etf-fund/skill.md +216 -0
- package/skills/factor-screen/skill.md +186 -0
- package/skills/hk-china-internet/skill.md +190 -0
- package/skills/hk-dividend-harvest/skill.md +192 -0
- package/skills/hk-hsi-pulse/skill.md +154 -0
- package/skills/hk-southbound-alpha/skill.md +163 -0
- package/skills/hk-stock/skill.md +295 -0
- package/skills/macro/skill.md +244 -53
- package/skills/risk-monitor/skill.md +171 -0
- package/skills/us-dividend/skill.md +162 -0
- package/skills/us-earnings/skill.md +149 -0
- package/skills/us-equity/skill.md +235 -0
- package/skills/us-etf/skill.md +261 -0
- package/skills/us-sector-rotation/skill.md +223 -0
- package/src/config.ts +4 -5
- package/src/datahub-client.test.ts +4 -7
- package/src/datahub-client.ts +6 -1
- package/src/register-tools.ts +720 -0
- package/src/tool-helpers.ts +89 -0
- package/test/e2e/l3-gateway-bootstrap.live.test.ts +339 -0
- package/test/e2e/l4-skill-tool-chain.live.test.ts +465 -0
- package/skills/crypto-defi/skill.md +0 -69
- package/skills/equity/skill.md +0 -64
- package/skills/market-radar/skill.md +0 -47
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name: fin-a-share-radar
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description: "A-share market monitoring — dragon-tiger list, limit-up/down stats, block trades, sector money flow, margin trading, Stock Connect (north/south bound), IPO calendar. DataHub endpoints via fin_market. Use when: user asks about A-share market overview, daily recap, unusual trading activity, institutional flows, margin levels, northbound/southbound capital. NOT for: individual A-share stock analysis (use fin-a-share), US/HK markets, macro data (use fin-macro)."
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metadata: { "openclaw": { "emoji": "📡", "requires": { "extensions": ["findoo-datahub-plugin"] } } }
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---
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# A-Share Market Radar
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Use **fin_market** for A-share market-wide monitoring and anomaly detection via DataHub.
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## Tools & Parameters
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### fin_market
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| Parameter | Type | Required | Format | Default | Example |
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| ---------- | ------ | -------- | ------------------- | ------- | --------------- |
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| endpoint | string | Yes | see endpoint table | — | market/top_list |
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| trade_date | string | No | YYYY-MM-DD (交易日) | latest | 2026-02-28 |
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| symbol | string | No | stock code | — | 600519.SH |
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| start_date | string | No | YYYY-MM-DD | — | 2026-02-01 |
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| end_date | string | No | YYYY-MM-DD | — | 2026-02-28 |
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| limit | number | No | 1-5000 | 200 | 30 |
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## Endpoints
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### 龙虎榜 & 异动 (4)
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| endpoint | Description | Key Params | Example |
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| -------------------- | ------------------------------------ | ---------- | --------------------------------------------------------------------------------------------------- |
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| `market/top_list` | Dragon-tiger list (top movers) | date | `fin_market(endpoint="market/top_list", date="2026-02-28")` |
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| `market/top_inst` | Institutional trades on dragon-tiger | date | `fin_market(endpoint="market/top_inst", date="2026-02-28")` |
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| `market/limit_list` | Limit-up/down stocks | date | `fin_market(endpoint="market/limit_list", date="2026-02-28")` |
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| `market/suspend` | Trading suspensions | trade_date | `fin_market(endpoint="market/suspend")` |
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| `market/stock_limit` | 个股涨跌停价 (tushare) | symbol | `fin_market(endpoint="market/stock_limit", symbol="600519.SH")` — 需带 symbol,不支持按日期批量扫描 |
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### 资金流向 (3)
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| endpoint | Description | Key Params | Example |
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| ----------------------- | ---------------------- | ---------- | ----------------------------------------------------------------------- |
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| `moneyflow/individual` | Per-stock capital flow | symbol | `fin_market(endpoint="moneyflow/individual", symbol="600519.SH")` |
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| `moneyflow/industry` | Sector capital flow | trade_date | `fin_market(endpoint="moneyflow/industry", trade_date="2026-02-28")` |
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| `moneyflow/block_trade` | Block trade records | trade_date | `fin_market(endpoint="moneyflow/block_trade", trade_date="2026-02-28")` |
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### 融资融券 (3)
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| endpoint | Description | Key Params | Example |
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| ---------------- | --------------------------- | ---------- | ---------------------------------------------------------------- |
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| `margin/summary` | Market margin summary | trade_date | `fin_market(endpoint="margin/summary", trade_date="2026-02-28")` |
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| `margin/detail` | Per-stock margin detail | symbol | `fin_market(endpoint="margin/detail", symbol="600519.SH")` |
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| `margin/trading` | Margin trading transactions | trade_date | `fin_market(endpoint="margin/trading", trade_date="2026-02-28")` |
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### 北向资金 / Stock Connect (4)
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| endpoint | Description | Key Params | Example |
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| ------------------ | -------------------------------------------- | ------------------- | --------------------------------------------------------------------------------- |
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| `flow/hsgt_flow` | Northbound/Southbound daily flows | start_date/end_date | `fin_market(endpoint="flow/hsgt_flow", start_date="2026-02-01")` |
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| `flow/hsgt_top10` | Top 10 HSGT holdings | date | `fin_market(endpoint="flow/hsgt_top10", date="2026-02-28")` |
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| `flow/ggt_daily` | Southbound daily flows | start_date/end_date | `fin_market(endpoint="flow/ggt_daily", start_date="2026-02-01")` |
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| `flow/ggt_monthly` | 南向月度汇总 (tushare) | start_date/end_date | `fin_market(endpoint="flow/ggt_monthly")` — 中长期南向资金趋势 |
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| `flow/ggt_top10` | Southbound top 10 transactions ⚠️ UNRELIABLE | trade_date | ~~`fin_market(endpoint="flow/ggt_top10")`~~ — DataHub 超时,改用 `flow/ggt_daily` |
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### 互联互通成分股 (1)
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| endpoint | Description | Key Params | Example |
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| --------------- | ------------------------------ | ---------- | --------------------------------------------------- |
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| `flow/hs_const` | Stock Connect constituent list | symbol | `fin_market(endpoint="flow/hs_const", symbol="SH")` |
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### 全市场快照 (1)
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| endpoint | Description | Key Params | Example |
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| ------------------ | -------------------- | ---------- | ----------------------------------------------------------------------------------- |
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| `market_snapshots` | 全市场快照 (massive) | — | `fin_market(endpoint="market_snapshots")` — 返回 12000+ 记录,含所有标的最新价/成交 |
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### 市场发现 (5)
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| endpoint | Description | Key Params | Example |
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| ----------------------- | ----------------- | ---------- | ---------------------------------------------- |
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| `discovery/gainers` | Top gainers | — | `fin_market(endpoint="discovery/gainers")` |
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| `discovery/losers` | Top losers | — | `fin_market(endpoint="discovery/losers")` |
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| `discovery/active` | Most active | — | `fin_market(endpoint="discovery/active")` |
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| `discovery/new_share` | IPO calendar | — | `fin_market(endpoint="discovery/new_share")` |
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| `market/trade_calendar` | Exchange calendar | — | `fin_market(endpoint="market/trade_calendar")` |
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## Post-Market Review (盘后复盘 7 步)
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1. **涨跌全貌** `market/limit_list` — 涨停>80+跌停<10=强势; 跌停>50=恐慌
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2. **龙虎榜** `market/top_list` + `market/top_inst` — 机构买>卖=看多
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3. **板块资金** `moneyflow/industry` — 连续3日净流入=主题行情
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4. **北向资金** `flow/hsgt_flow` — 单日净流出>100亿=外资撤离
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5. **南向资金** `flow/ggt_daily` — 内资港股配置方向 | `flow/ggt_monthly` — 中长期趋势
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6. **融资余额** `margin/summary` — 余额增+指数涨=杠杆入场; 高位滞涨=了结风险
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7. **融资明细** `margin/trading` — 个股融资买入/偿还
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## Pre-Market Scan (盘前扫描 6 步)
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0. **全市场快照** `market_snapshots` → 全市场快照概览,盘前快速获取所有标的最新价/成交量
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1. **隔夜情绪** `discovery/gainers` + `discovery/losers` — 涨幅榜集中度>30%=题材延续; 跌幅榜龙头补跌=退潮信号
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2. **交易日历** `market/trade_calendar` — 确认今日是否交易,长假前后流动性变化
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3. **大宗交易** `moneyflow/block_trade` — 溢价=看好, 大幅折价=减持信号
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4. **IPO 日历** `discovery/new_share` — 本周新股申购/上市,打新冻结资金影响
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5. **昨日北向** `flow/hsgt_flow` — 隔夜欧美收盘后外资动向前瞻
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## 量化异常评分
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采集 5 个维度,各 20 分,总分 100:
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| 维度 | 数据源 | 关键阈值 |
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| ------------ | -------------------- | ------------------------------ |
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| 涨停数信号 | `market/limit_list` | >100=满分, 50-100=中, <30=零分 |
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| 北向资金 | `flow/hsgt_flow` | 净流入>100亿=满分, <-50亿=零分 |
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| 融资余额变化 | `margin/summary` | 日增>100亿=满分, 降>50亿=零分 |
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| 板块集中度 | `moneyflow/industry` | Top3占比>50%=满分, <15%=低分 |
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| 龙虎榜机构 | `market/top_inst` | 净买>10亿=满分, 净卖>5亿=零分 |
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综合解读: 80-100=极度看多(注意过热), 50-79=中性偏多(结构性机会), 30-49=偏空(防御), <30=看空(等待企稳)。
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**动量加速因子**: 将今日总分与 5 日均分对比 — 差值>+15=加速看多(情绪拐点), <-15=加速看空(恐慌升级), ±5 内=趋势延续。连续 3 日同向加速=强趋势确认。
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## 高级监控模式
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### 连板梯队分析 (A股独有)
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`market/limit_list` 按连板天数分层: 1板数>60=活跃/<20=冰点; 2-3板晋级率>30%=强共识; 最高板达7+=赚钱效应极强。
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**核心指标**: 晋级率 = N+1板数/N板数。连续2日下降=退潮信号,提前1-2日预警。
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### 机构席位交叉分析
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`market/top_inst` 多日交叉比对:
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- **同席位多票**: 同一席位3日内现身3+票=主题型建仓(推断板块方向)
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- **机构对倒**: 同票同日买+卖席位均现=分歧,短期见顶概率高
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- **净买集中度**: Top3机构占全市场>40%=高确定性方向
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### 板块轮动动量
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`moneyflow/industry` 5日滚动净流入判断轮动节奏:
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- **启动**: 净流出转净流入+连续3日递增=新主线候选
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- **加速**: 环比增速>50%且进入Top3=确认主线
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- **衰竭**: 绝对值大但环比降2日=兑现期,资金将切换
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### 融资盘杠杆预警
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`margin/summary` 时间序列(start_date/end_date):
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- **加杠杆**: 5日余额增>3%+近60日高位=过热; **平仓**: 5日降>5%+指数加速跌=被动去杠杆
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- **底部**: 连续10日缩减后企稳+指数止跌=杠杆出清,左侧布局信号
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### 南北向资金背离
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`flow/hsgt_flow`(北向) vs `flow/ggt_daily`(南向) 方向相反时:
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| 模式 | 北向 | 南向 | 解读 |
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| -------- | ----- | -------- | ------------------- |
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| AH共振 | 流入 | 流入港股 | risk-on,最强信号 |
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| AH跷跷板 | 流入A | 流出港股 | A股估值/政策优势 |
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| 全面避险 | 流出A | 流出港股 | 关注美元/美债 |
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| 港股虹吸 | 流出A | 流入港股 | AH溢价过高/南向抄底 |
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连续3日同向=趋势信号; 单日异动可能为MSCI调仓/ETF申赎扰动。
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### 周度复盘模板
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周五盘后聚合5日数据(start_date=周一, end_date=周五):
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1. `market/limit_list` — 周涨停总数+日均+最高板(vs上周)
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2. `flow/hsgt_flow` — 周累计净流入(vs 20周均值)
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3. `moneyflow/industry` — Top5板块排名+新进/退出
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4. `margin/summary` — 融资余额周变化率
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5. `market/top_inst` — 机构净买Top10+板块归因
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### 月度趋势判断
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173
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174
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20日滚动(start_date=20日前): 北向月累计>200亿=趋势流入/<-100亿=撤离; 融资月变化>5%=杠杆堆积/<-5%=出清; 涨停日均>80+晋级率>25%=赚钱效应持续。
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## Data Notes
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178
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- **龙虎榜/涨停**: 收盘后约 18:00 发布,1-2 小时延迟
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179
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- **北向资金**: DataHub 提供收盘确认数据(非盘中估算)
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180
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+
- **南向资金**: 收盘后发布,港股交易时间与 A 股不完全重合
|
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181
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+
- **融资融券**: T+1 发布(今天看到的是昨日数据)
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182
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- **大宗交易**: 收盘后发布
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183
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- **trade_date**: 必须是交易日(周末/节假日无数据)
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184
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- **discovery/gainers|losers**: yfinance 数据源,偶有速率限制
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- **hs_const**: 成分股名单不定期调整,以交易所公告为准
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@@ -0,0 +1,202 @@
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---
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name: fin-cross-asset
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description: "Cross-asset correlation and allocation — stock-bond-FX-commodity linkage, Merrill Clock positioning, risk parity signals. Orchestrates fin_macro + fin_index + fin_market + fin_derivatives. Use when: user asks about asset allocation, cross-market correlation, stock-bond relationship, AH premium arbitrage, or macro-driven portfolio rotation. NOT for: single-asset deep analysis (use fin-a-share for A-shares, fin-us-equity for US, fin-hk-stock for HK), A-share market signals (use fin-a-share-radar)."
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metadata: { "openclaw": { "emoji": "🔗", "requires": { "extensions": ["findoo-datahub-plugin"] } } }
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---
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# Cross-Asset Correlation & Allocation
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跨资产相关性分析与大类资产配置。综合编排 **fin_macro** + **fin_index** + **fin_market** + **fin_derivatives** + **fin_crypto**,构建宏观象限判定与配置建议。
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> 美林时钟象限判定 → see `fin-macro` skill (Macro Cycle Locator 段落)。本 skill 聚焦跨资产配置权重映射。
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## 多工具编排序列
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### 完整跨资产分析 (8 步)
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1. **宏观定位**: `fin_macro(endpoint="pmi")` + `fin_macro(endpoint="cpi")` → 判定经济+通胀方向
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2. **流动性评估**: `fin_macro(endpoint="shibor")` + `fin_macro(endpoint="money_supply")` → M2/M1 剪刀差
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3. **股票市场**: `fin_index(symbol="000300.SH")` + `fin_index(symbol="000905.SH")` → 大小盘风格
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20
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4. **债券市场**: `fin_macro(endpoint="treasury_cn")` → 期限利差
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5. **汇率+外资**: `fin_macro(endpoint="currency/price/historical", symbol="USDCNH")` + `fin_market(endpoint="flow/hsgt_flow")` → 外部冲击
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22
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6. **商品信号**: `fin_derivatives(symbol="SC.INE", endpoint="futures/historical")` + 黄金 + 铜 → 通胀预期交叉验证
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7. **象限判定**: 综合以上 6 步 → 输出当前象限 + 配置建议表
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8. **配置输出**: 生成配置表 (资产类别 / 权重% / 代理标的 / 置信度高中低),权重合计 100%
|
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25
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+
|
|
26
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+
## 核心工具端点
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27
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+
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28
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### 股票代理 (fin_index)
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29
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+
|
|
30
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+
```
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31
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+
fin_index(symbol="000300.SH", endpoint="price/historical", limit=250) # 沪深300
|
|
32
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+
fin_index(symbol="000905.SH", endpoint="price/historical", limit=250) # 中证500
|
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33
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+
fin_index(symbol="399006.SZ", endpoint="price/historical", limit=250) # 创业板指
|
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34
|
+
fin_index(endpoint="daily_basic", symbol="000300.SH") # 估值数据
|
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35
|
+
```
|
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36
|
+
|
|
37
|
+
### 债券代理 (fin_macro)
|
|
38
|
+
|
|
39
|
+
```
|
|
40
|
+
fin_macro(endpoint="treasury_cn", limit=250) # 中国国债收益率
|
|
41
|
+
fin_macro(endpoint="treasury_us", limit=250) # 美债收益率
|
|
42
|
+
fin_macro(endpoint="shibor", limit=60) # 银行间利率
|
|
43
|
+
```
|
|
44
|
+
|
|
45
|
+
### 外汇代理 (fin_macro)
|
|
46
|
+
|
|
47
|
+
```
|
|
48
|
+
fin_macro(endpoint="currency/price/historical", symbol="USDCNH", limit=250)
|
|
49
|
+
fin_macro(endpoint="currency/snapshots")
|
|
50
|
+
```
|
|
51
|
+
|
|
52
|
+
### 商品代理 (fin_derivatives — 期货价格代理)
|
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53
|
+
|
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54
|
+
DataHub 无直接大宗商品现货端点,**使用期货价格作为代理**:
|
|
55
|
+
|
|
56
|
+
```
|
|
57
|
+
fin_derivatives(symbol="AU.SHF", endpoint="futures/historical", limit=250) # 黄金
|
|
58
|
+
fin_derivatives(symbol="CU.SHF", endpoint="futures/historical", limit=250) # 铜 (经济晴雨表)
|
|
59
|
+
fin_derivatives(symbol="SC.INE", endpoint="futures/historical", limit=250) # 原油
|
|
60
|
+
```
|
|
61
|
+
|
|
62
|
+
### 资金流向 (fin_market)
|
|
63
|
+
|
|
64
|
+
```
|
|
65
|
+
fin_market(endpoint="flow/hsgt_flow") # 北向资金
|
|
66
|
+
fin_market(endpoint="flow/ggt_daily") # 南向资金 (日频)
|
|
67
|
+
fin_market(endpoint="flow/ggt_monthly") # 南向资金 (月度汇总,跨资产趋势分析)
|
|
68
|
+
fin_market(endpoint="margin/summary") # 融资融券
|
|
69
|
+
```
|
|
70
|
+
|
|
71
|
+
### 加密资产 (fin_crypto)
|
|
72
|
+
|
|
73
|
+
```
|
|
74
|
+
fin_crypto(endpoint="coin/historical", symbol="bitcoin", start_date="2025-01-01", end_date="2026-03-07")
|
|
75
|
+
# ⚠️ coin/historical 使用 CoinGecko API,需传 coin_id(如 "bitcoin"),非交易对格式
|
|
76
|
+
# ⚠️ 必须传 start_date/end_date,不支持 limit 参数
|
|
77
|
+
fin_crypto(endpoint="coin/global_stats") # 全局市值/BTC dominance
|
|
78
|
+
```
|
|
79
|
+
|
|
80
|
+
### 市场体制 (fin_data_regime)
|
|
81
|
+
|
|
82
|
+
```
|
|
83
|
+
fin_data_regime(symbol="000300.SH") # 当前市场体制检测
|
|
84
|
+
```
|
|
85
|
+
|
|
86
|
+
## 相关性矩阵 — 异常信号表
|
|
87
|
+
|
|
88
|
+
| 资产对 | 正常相关性 | 异常信号 |
|
|
89
|
+
| ------------------ | ---------- | --------------------------------------- |
|
|
90
|
+
| 股票 vs 债券 | 负相关 | 同涨 = 流动性泛滥; 同跌 = 流动性危机 |
|
|
91
|
+
| 铜 vs 原油 | 正相关 | 铜跌油涨 = 滞胀信号 |
|
|
92
|
+
| 美债 vs A 股 | 弱负相关 | 美债利率急升 → A 股外资流出压力 |
|
|
93
|
+
| BTC vs 纳斯达克 | 近年正相关 | 脱钩 = 加密市场独立叙事 |
|
|
94
|
+
| 人民币 vs 北向资金 | 正相关 | 人民币贬值 + 北向流出 = 双重压力 |
|
|
95
|
+
| CNH vs 北向资金 | 正相关 | CNH 升值但北向净流出 = 避险性撤资 |
|
|
96
|
+
| Shibor vs 股票 | 弱负相关 | Shibor 急升 + 股市大跌 = 钱荒踩踏 |
|
|
97
|
+
| 原油 vs CPI | 滞后正相关 | 油价飙升 3-6 月后 CPI 跟涨 = 输入性通胀 |
|
|
98
|
+
|
|
99
|
+
## 信号交叉验证
|
|
100
|
+
|
|
101
|
+
经济动能(PMI) × 通胀(CPI/PPI/M2) × 流动性(Shibor) × 外部(美债 treasury_us) → 象限判定 → 配置建议
|
|
102
|
+
|
|
103
|
+
置信度: 4/4 一致 = 高; 3/4 = 中; 2/4 = 低 → 低置信度时现金 >= 30%。
|
|
104
|
+
|
|
105
|
+
## 特殊场景 Pattern
|
|
106
|
+
|
|
107
|
+
### 股债双杀 (流动性危机)
|
|
108
|
+
|
|
109
|
+
触发: 股票暴跌 + 债券暴跌 + Shibor 急升(信用利差代理)
|
|
110
|
+
|
|
111
|
+
- 验证: `fin_macro(shibor)` O/N 急升 + `fin_macro(shibor_quote)` 期限结构倒挂 + `fin_macro(treasury_cn)` + `fin_index(000300.SH)`
|
|
112
|
+
- ⚠️ DataHub 无直接信用利差端点,用 Shibor O/N 变化 + 期限结构作为流动性压力代理
|
|
113
|
+
- 应对: 超配现金 + 黄金,等待央行注入流动性
|
|
114
|
+
|
|
115
|
+
### AH 溢价套利
|
|
116
|
+
|
|
117
|
+
触发: AH 溢价指数偏离历史均值
|
|
118
|
+
|
|
119
|
+
- 验证: `fin_stock(601398.SH)` (see fin-a-share) + `fin_stock(01398.HK)` (see fin-hk-stock) + `fin_macro(currency/price/historical, USDCNH)`
|
|
120
|
+
- 高溢价做多港股低配 A 股,低溢价反向
|
|
121
|
+
|
|
122
|
+
### USD-CNY-A股 三角联动
|
|
123
|
+
|
|
124
|
+
触发: 美元走强 + 人民币快速贬值
|
|
125
|
+
|
|
126
|
+
- 验证: `fin_macro(currency/price/historical, USDCNH)` + `fin_market(flow/hsgt_flow)`
|
|
127
|
+
- 链路: 美元强 → 人民币弱 → 北向流出 → A 股承压
|
|
128
|
+
|
|
129
|
+
### 收益率曲线倒挂 (衰退前兆)
|
|
130
|
+
|
|
131
|
+
触发: 10Y - 2Y 利差转负 (`fin_macro(treasury_cn)` 或 `fin_macro(treasury_us)`)
|
|
132
|
+
|
|
133
|
+
- 倒挂 > 3 月 → 12-18 月内衰退概率显著上升; 解除倒挂后反而更危险
|
|
134
|
+
- 应对: 减配股票 + 超配长债,等待降息周期
|
|
135
|
+
|
|
136
|
+
## 进阶跨资产模式
|
|
137
|
+
|
|
138
|
+
### Risk-On / Risk-Off 快速判定
|
|
139
|
+
|
|
140
|
+
并行查 4 指标: `fin_crypto(coin/global_stats)` BTC 24h 变化 + `fin_derivatives(AU.SHF)` + `fin_data_regime(000300.SH)` + `fin_macro(treasury_us)`
|
|
141
|
+
|
|
142
|
+
> ⚠️ coin/historical 需 coin_id + start_date/end_date,快速判定改用 coin/global_stats 的 btc_market_cap_change_percentage_24h
|
|
143
|
+
|
|
144
|
+
- BTC涨 + 黄金跌 + 体制=bull + 美债收益率升 → **Risk-On** → 超配股票/高收益资产
|
|
145
|
+
- BTC跌 + 黄金涨 + 体制=bear/crisis + 美债收益率降 → **Risk-Off** → 超配债券/现金/黄金
|
|
146
|
+
- 3/4 一致 = 高置信; 2:2 分裂 = 观望,现金 >= 30%
|
|
147
|
+
|
|
148
|
+
### 铜金比经济晴雨表
|
|
149
|
+
|
|
150
|
+
`fin_derivatives(CU.SHF)` / `fin_derivatives(AU.SHF)` 比值趋势:
|
|
151
|
+
|
|
152
|
+
- 上行 = 经济扩张信心 → 利好股票/工业品; 下行 = 衰退/避险 → 利好黄金/国债
|
|
153
|
+
- 铜金比与 PMI 背离 > 2 月 = 领先信号,关注拐点
|
|
154
|
+
|
|
155
|
+
### 美元周期与新兴市场
|
|
156
|
+
|
|
157
|
+
补充: `fin_macro(endpoint="worldbank/country")` → 国别分类 (发达/新兴),辅助全球资产配置决策。
|
|
158
|
+
|
|
159
|
+
`fin_macro(currency/price/historical, USDCNH)` + `fin_macro(index_global)` + `fin_market(flow/hsgt_flow)`:
|
|
160
|
+
|
|
161
|
+
- 美元强周期: EM 资本外流 → 减配 A/港股; 弱周期: 资本回流 → 增配 A/港股/商品
|
|
162
|
+
- USDCNH 趋势与北向流向背离 = 政策干预或结构性变化
|
|
163
|
+
|
|
164
|
+
### 实际利率与黄金定价
|
|
165
|
+
|
|
166
|
+
`fin_macro(treasury_us)` 10Y - `fin_macro(cpi)` 最新同比 = 实际利率:
|
|
167
|
+
|
|
168
|
+
- 负实际利率 → 黄金看涨; > 2% → 黄金承压,现金/短债更优
|
|
169
|
+
- 从正转负 = 黄金最佳入场窗口
|
|
170
|
+
|
|
171
|
+
### 中国信贷脉冲
|
|
172
|
+
|
|
173
|
+
`fin_macro(social_financing)` + `fin_macro(money_supply)`:
|
|
174
|
+
|
|
175
|
+
- 信贷脉冲 = 社融增量的二阶导 (3 月移动平均增速的变化率)。脉冲转正 → 6-9 月后大宗需求回升
|
|
176
|
+
- 脉冲正 → 增配铜/原油/A 股周期板块
|
|
177
|
+
|
|
178
|
+
### Crypto-Equity 脱钩检测
|
|
179
|
+
|
|
180
|
+
`fin_crypto(coin/historical, symbol="bitcoin", start_date=60日前, end_date=今天)` vs `fin_index(000300.SH, 60)` 30 日滚动相关性:
|
|
181
|
+
|
|
182
|
+
> ⚠️ coin/historical 使用 coin_id (非交易对),需传 start_date/end_date
|
|
183
|
+
|
|
184
|
+
- \> 0.6 = 高联动 (风险共振); < 0.3 = 脱钩 (独立行情)
|
|
185
|
+
- 脱钩+BTC涨 = 加密独立叙事; 脱钩+BTC跌 = 加密特有风险
|
|
186
|
+
|
|
187
|
+
## 配置模板
|
|
188
|
+
|
|
189
|
+
| 模板 | 股票 | 债券 | 商品 | 黄金 | 加密 | 现金 | 适用人群 |
|
|
190
|
+
| ------ | ---------------- | ----------------- | -------------- | -------- | --------- | ---- | ----------- |
|
|
191
|
+
| 保守型 | 20% (300) | 70% (treasury_cn) | — | — | — | 10% | 退休/低风险 |
|
|
192
|
+
| 均衡型 | 50% (300+500) | 30% (treasury_cn) | 10% (AU+CU+SC) | — | — | 10% | 标准配置 |
|
|
193
|
+
| 激进型 | 60% (创业板+500) | — | 15% (SC+CU) | — | 15% (BTC) | 10% | 高风险偏好 |
|
|
194
|
+
| 全天候 | 30% (300) | 40% (10Y+) | 15% (CU+SC) | 15% (AU) | — | — | 桥水风格 |
|
|
195
|
+
|
|
196
|
+
规则: 象限判定 + 置信度选基础模板,信号强度微调 +/-5%; 低置信度时现金提升至 30%。
|
|
197
|
+
|
|
198
|
+
## 输出规范
|
|
199
|
+
|
|
200
|
+
- 标注当前象限及置信度 (高/中/低)
|
|
201
|
+
- 配置权重合计 100%,异常相关性 (偏离 > 1σ) 高亮标注
|
|
202
|
+
- 注明数据截止日期与观察窗口 (30D/90D/250D)
|
|
@@ -0,0 +1,269 @@
|
|
|
1
|
+
---
|
|
2
|
+
name: fin-crypto
|
|
3
|
+
description: "Crypto asset analysis — CEX market data (ticker/orderbook/funding rate), DeFi protocols (TVL/fees/yields/stablecoins via DefiLlama), market metrics (CoinGecko). 21 DataHub endpoints via fin_crypto. Use when: user asks about crypto prices, DeFi protocols, funding rates, stablecoin flows, token valuation, DEX volumes, or ecosystem health. NOT for: traditional stocks (use fin-a-share/fin-us-equity/fin-hk-stock), macro rates (use fin-macro), derivatives (use fin-derivatives)."
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metadata: { "openclaw": { "emoji": "🪙", "requires": { "extensions": ["findoo-datahub-plugin"] } } }
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---
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# Crypto Asset Analysis
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CEX 行情 + CoinGecko 市场数据 + DefiLlama DeFi 数据,统一通过 `fin_crypto` 访问。
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> **数据边界:** DataHub 提供 CoinGecko + DefiLlama + CCXT 数据。链上原始数据(活跃地址、Gas、MVRV、NUPL、巨鲸追踪、交易所余额)不在覆盖范围,需 Glassnode / Nansen / Dune 等第三方服务。
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>
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> 详细分析框架、估值模型、风险矩阵见下方 Analysis Patterns 和 Advanced Patterns 段落。
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## Tools
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### fin_crypto — 21 endpoints
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| Parameter | Type | Required | Format | Default | Example |
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| --------- | ------ | -------- | ------------------------------ | ------- | ----------- |
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| endpoint | string | Yes | see tables below | — | coin/market |
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| symbol | string | Depends | pair / coin ID / protocol slug | — | BTC/USDT |
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| limit | number | No | 1-250 | 100 | 20 |
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### fin_data_ohlcv — K 线
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| Parameter | Type | Required | Default | Example |
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| --------- | ------ | -------- | ------- | -------- |
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| symbol | string | Yes | — | BTC/USDT |
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| market | string | No | crypto | crypto |
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| timeframe | string | No | 1h | 4h |
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| limit | number | No | 200 | 100 |
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### fin_data_regime — 市场体制
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Returns: bull / bear / sideways / volatile / crisis
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### fin_ta — 技术指标
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Indicators: sma, ema, rsi, macd, bbands
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## Endpoint Reference
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### CEX Market Data (5)
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| endpoint | Description | Example |
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| --------------------- | ---------------------- | -------------------------------------------------------------------- |
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| `market/ticker` | Single ticker snapshot | `fin_crypto(endpoint="market/ticker", symbol="BTC/USDT")` |
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| `market/tickers` | All tickers | `fin_crypto(endpoint="market/tickers")` |
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| `market/orderbook` | Order book depth | `fin_crypto(endpoint="market/orderbook", symbol="BTC/USDT")` |
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| `market/trades` | Recent trades | `fin_crypto(endpoint="market/trades", symbol="BTC/USDT")` |
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| `market/funding_rate` | Perpetual funding rate | `fin_crypto(endpoint="market/funding_rate", symbol="BTC/USDT:USDT")` |
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### CoinGecko Market Intelligence (6)
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| endpoint | Description | Example |
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| ------------------- | ---------------------- | ---------------------------------------------------------------------------------------------------------- |
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| `coin/market` | Market cap ranking | `fin_crypto(endpoint="coin/market", limit=20)` |
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| `coin/historical` | Coin historical data | `fin_crypto(endpoint="coin/historical", symbol="bitcoin", start_date="2025-01-01", end_date="2026-03-07")` |
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| `coin/info` | Coin detail info | `fin_crypto(endpoint="coin/info", symbol="ethereum")` |
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| `coin/categories` | Category rankings | `fin_crypto(endpoint="coin/categories")` |
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| `coin/trending` | Trending / hot coins | `fin_crypto(endpoint="coin/trending")` |
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| `coin/global_stats` | Global market overview | `fin_crypto(endpoint="coin/global_stats")` |
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### DeFi Protocol Data — DefiLlama (10)
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| endpoint | Description | Example |
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| --------------------- | --------------------------- | ------------------------------------------------------------------------------------------------------------------- |
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| `defi/protocols` | Protocol TVL ranking | `fin_crypto(endpoint="defi/protocols", limit=20)` |
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| `defi/tvl_historical` | Full TVL history | `fin_crypto(endpoint="defi/tvl_historical")` |
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| `defi/protocol_tvl` | Single protocol TVL history | `fin_crypto(endpoint="defi/protocol_tvl", symbol="aave")` ⚠️ API 需 `protocol` 参数,但 buildParams 映射为 `symbol` |
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| `defi/chains` | Blockchain TVL comparison | `fin_crypto(endpoint="defi/chains")` |
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| `defi/bridges` | Cross-chain bridge volumes | `fin_crypto(endpoint="defi/bridges")` |
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| `defi/yields` | Yield farming opportunities | `fin_crypto(endpoint="defi/yields")` |
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| `defi/stablecoins` | Stablecoin market data | `fin_crypto(endpoint="defi/stablecoins")` |
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| `defi/fees` | Protocol fees/revenue | `fin_crypto(endpoint="defi/fees")` |
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| `defi/dex_volumes` | DEX trading volumes | `fin_crypto(endpoint="defi/dex_volumes")` |
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| `defi/coin_prices` | DeFi token prices | `fin_crypto(endpoint="defi/coin_prices", symbol="ethereum")` ⚠️ API 需 `coins` 参数,但 buildParams 映射为 `symbol` |
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## Analysis Patterns
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### Market Overview (全景)
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```
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1. fin_crypto(coin/global_stats) → 总市值、BTC dom、24h vol
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2. fin_crypto(coin/market, limit=20) → Top 20 表现
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3. fin_crypto(coin/trending) → 社区热度
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4. fin_crypto(market/funding_rate, symbol="BTC/USDT") → 衍生品情绪
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5. fin_crypto(defi/stablecoins) → 场外资金
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6. fin_crypto(defi/protocols) + fin_crypto(defi/chains) → DeFi/链生态格局
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→ 综合判定: 看多/中性/看空 + 置信度
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```
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### DeFi Protocol Analysis (深度 + 估值)
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```
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1. fin_crypto(defi/protocol_tvl, symbol="X") → TVL 趋势 + FDV
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2. fin_crypto(defi/fees) → 年化收入; fees/TVL ratio
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3. fin_crypto(defi/yields) → 当前 yield vs 历史中位
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4. fin_crypto(defi/stablecoins) → 稳定币流入趋势
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→ 估值: P/F = FDV / annualized_revenue; P/TVL = mcap / TVL
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→ 同赛道横向对比: 同类 protocol P/F + P/TVL 排名, TVL 趋势, fees 增长率
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```
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## Advanced Patterns
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### BTC Dominance Cycle — Altseason 择时
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```
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1. fin_crypto(coin/global_stats) → btc_dominance % (当前快照)
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2. 对比历史: 定期记录 global_stats 快照,计算 7d/30d dom 变化
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⚠️ coin/historical 不返回 dominance 历史数据,只能通过多次 global_stats 快照对比
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3. fin_crypto(coin/market, limit=20) → BTC 价格 + 涨跌幅辅助判断
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→ dom↑ + BTC↑ = BTC season (减配山寨)
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→ dom↓ + BTC↑ = Altseason (轮动 ETH→大盘→中小盘)
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→ dom↓ + BTC↓ = 恐慌出逃 | dom↑ + BTC↓ = 山寨失血
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→ 阈值: dom 7d 变化 > ±0.5% 视为趋势信号
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```
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### DeFi 赛道轮动 + Category Rotation
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```
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1. fin_crypto(coin/categories) → 赛道 7d% 排名 (本周 vs 上周 Top 5)
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2. fin_crypto(defi/protocols, limit=50) → 各协议 category + TVL 变化
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3. fin_crypto(defi/fees) → fees 增长验证真实需求
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→ 轮动节奏: DEX → Lending → Derivatives → RWA → AI
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→ 赛道 7d TVL >15% + fees 同步增长 = 真实需求; TVL↑ fees 不增 = 激励驱动
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→ 持续 2 周 Top 5 = 持续性热点 (非 FOMO)
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```
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### 稳定币先行指标 + Cross-chain 资金流
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```
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1. fin_crypto(defi/stablecoins) → USDT+USDC+DAI 总 mcap 4w 滚动变化
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2. fin_crypto(defi/bridges) → 跨链桥 net flow
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3. fin_crypto(defi/chains) → 目标链 TVL 验证
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→ 稳定币 4w +$2B = 强流入 (领先 2-4w); 4w <$0 = 流出防御
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→ Bridge net inflow >$50M/week = 生态加速; 2 周净流出 >5% TVL = 降温
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```
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### L2 生态对比
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+
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```
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fin_crypto(defi/chains) + fin_crypto(defi/bridges) + fin_crypto(defi/dex_volumes)
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→ 对比 Arbitrum/Optimism/Base/zkSync: TVL 绝对值 + 增速 + 桥净流入 + DEX 量
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```
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### Token 经济学 + Meme Coin 风险
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```
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Token 经济学 (coin/info):
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FDV/MC >5x = 高稀释风险 | 2~5x = 中等 | <2x = 低稀释
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流通率 = circulating / max_supply
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Meme 风险评分 (coin/info + coin/market + market/orderbook):
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mcap <$10M → +30 | vol/mcap >200% → +20 | 上线 <30d → +20
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spread >1% → +15 | 7d rank↑ >100 → +15
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→ >60 = 高风险; >80 = 极高风险
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```
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### CEX 流动性 + Yield Farming 评估
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```
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CEX 流动性 (market/orderbook + market/trades):
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Spread <0.05% = 高流动性 | 0.05~0.3% = 中等 | >0.3% = 低流动性
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单笔 >$100K 连续 = 大户活动 | 买盘/卖盘深度 >1.5 = 买方占优
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+
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Yield Farming (defi/yields + defi/protocol_tvl + defi/fees):
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APY >100% + TVL↓ = 死亡螺旋 | 20~50% + TVL 稳 + fees↑ = 可持续
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5~20% + TVL↑ = 蓝筹 DeFi | <5% = 类债券配置
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```
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### Crypto-Macro 联动
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```
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fin_macro(treasury_us) + fin_crypto(coin/global_stats)
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→ 实际收益率↓ = risk-on 看多 | ↑ = risk-off 承压
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→ 10Y <1% 利好加密 | >2.5% 宏观逆风显著
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```
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181
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## Signal Quick-Reference
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183
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### Funding Rate + Open Interest 组合
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+
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185
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| Funding Rate | OI 趋势 | 信号 | 解读 |
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| ------------ | ------- | ------------- | ------------------------------- |
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| > +0.10% | OI↑ | Fragile top | 多头极度拥挤,清算瀑布概率高 |
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| > +0.10% | OI↓ | Cooling off | 多头减仓,极端风险降低 |
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| +0.03~+0.10% | OI↑ | Healthy bull | 趋势延续,仓位健康 |
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| +0.03~+0.10% | OI↓ | Profit-take | 逐步止盈中 |
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| -0.01~+0.03% | — | Neutral | 无方向信号 |
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| -0.05~-0.01% | OI↑ | Squeeze load | 空头加仓,轧空材料积累 |
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| < -0.05% | OI↑ | Short squeeze | 极端空头 + 高 OI = 反弹概率极高 |
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| < -0.05% | OI↓ | Capitulation | 市场出清,等待企稳 |
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+
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196
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### Stablecoin Signals
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198
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| Signal | Implication | Lead Time | 细节 |
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199
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| ------------------------ | --------------------- | --------- | --------------------- |
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|
200
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+
| USDT+USDC 4w 增量 > $2B | Strong capital inflow | 2-4 weeks | 牛市弹药补充 |
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201
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+
| USDT+USDC 4w 增量 < -$1B | Capital flight | 2-4 weeks | 系统性风险升温 |
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202
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| USDT OTC 溢价 > 0.5% | Strong buy pressure | 即时 | 场外急切入场 |
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203
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| USDT OTC 折价 > 0.5% | Panic selling | 即时 | 场外恐慌抛售 |
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204
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| DAI supply 周增 > 5% | DeFi leverage surge | 1-2 weeks | CDP 需求↑ = DeFi 活跃 |
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205
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+
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206
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+
### Chain Ecosystem Health
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207
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208
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| Metric | Source | Healthy | Warning |
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209
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| --------------- | ---------------- | ---------------------- | ------------------- |
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210
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| TVL | defi/chains | > 5% MoM growth | Negative MoM |
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211
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| Bridge net flow | defi/bridges | Net inflow > $50M/week | Net outflow |
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212
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| DEX volume | defi/dex_volumes | Sustained growth | Consecutive decline |
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213
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+
| Protocol count | defi/protocols | New protocols joining | Protocols leaving |
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214
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| Fee revenue | defi/fees | MoM growth > 10% | Revenue declining |
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215
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+
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216
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+
## Contract Risk Calculator (Pure Math — Zero Data Dependency)
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217
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+
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218
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合约交易风险计算,纯数学公式,无需额外数据端点。
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|
219
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+
|
|
220
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+
### Liquidation Price
|
|
221
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+
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|
222
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+
```
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|
223
|
+
Long: Liq = entry × (1 - 1/leverage × (1 - maintenance_margin_rate))
|
|
224
|
+
Short: Liq = entry × (1 + 1/leverage × (1 - maintenance_margin_rate))
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|
225
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+
```
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|
226
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+
|
|
227
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+
常见 maintenance_margin_rate: Binance 0.4%, OKX 0.5%, Bybit 0.5%。
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228
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+
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229
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+
**示例:** BTC $60,000 做多 20x,维持保证金率 0.5%
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|
230
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+
→ Liq = 60000 × (1 - 1/20 × (1 - 0.005)) = 60000 × 0.95025 = **$57,015**
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|
231
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+
|
|
232
|
+
### Risk Dashboard (用户提供 entry + leverage + position size)
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233
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+
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234
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| 指标 | 公式 | 阈值 |
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235
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| -------- | --------------------------------------------- | --------------------- |
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|
236
|
+
| 爆仓距离 | \|entry - liq\| / entry × 100% | <3% = 极高风险 |
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237
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+
| 最大亏损 | position_size / leverage × (1 + fee_rate × 2) | 即保证金 + 双向手续费 |
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|
238
|
+
| 保证金率 | margin / position_value × 100% | <维持保证金率 = 强平 |
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|
239
|
+
| 盈亏平衡 | entry ± entry × fee_rate × 2 × leverage | 需覆盖开平手续费 |
|
|
240
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+
|
|
241
|
+
### 仓位管理建议
|
|
242
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+
|
|
243
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+
| 杠杆倍数 | 爆仓距离 | 适用场景 | 建议仓位占比 |
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|
244
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+
| -------- | -------- | -------- | ------------ |
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|
245
|
+
| 2-3x | 33-50% | 趋势跟踪 | ≤30% 总资金 |
|
|
246
|
+
| 5-10x | 10-20% | 波段交易 | ≤15% 总资金 |
|
|
247
|
+
| 20-50x | 2-5% | 极短线 | ≤5% 总资金 |
|
|
248
|
+
| >50x | <2% | 赌博 | ⚠️ 不建议 |
|
|
249
|
+
|
|
250
|
+
**多仓位综合风险:** 当用户持有多个合约仓位时,计算总保证金占用 / 账户净值 = 账户风险度。>70% = 需减仓;>85% = 连环爆仓风险。
|
|
251
|
+
|
|
252
|
+
### 与现有数据结合
|
|
253
|
+
|
|
254
|
+
```
|
|
255
|
+
1. fin_crypto(market/ticker, symbol="BTC/USDT") → 当前价格 vs 用户入场价
|
|
256
|
+
2. fin_crypto(market/funding_rate, symbol="BTC/USDT") → funding 正/负判断持仓成本方向
|
|
257
|
+
3. fin_data_regime(symbol="BTC/USDT", market="crypto") → 市场体制决定杠杆上限建议
|
|
258
|
+
→ Bull regime: 最高建议 10x | Volatile/Crisis: 最高 3x | Bear: 建议纯现货
|
|
259
|
+
```
|
|
260
|
+
|
|
261
|
+
## Data Notes
|
|
262
|
+
|
|
263
|
+
- **CoinGecko**: ~30 req/min rate limit; coin ID uses slug (bitcoin, ethereum); `coin/historical` 和 `coin/info` 需传 coin_id (如 "bitcoin"),非交易对格式; `coin/historical` 需传 `start_date`/`end_date`(不支持 `limit`)
|
|
264
|
+
- **DefiLlama**: No auth, ~10min refresh, high TVL data reliability
|
|
265
|
+
- **CEX**: Via DataHub aggregation, 1-5min delay; OHLCV via CCXT lower latency
|
|
266
|
+
- **Funding rate**: Settlement cycles vary by exchange (8h/4h), always note the period
|
|
267
|
+
- **Bridge data**: Partial coverage for smaller bridges
|
|
268
|
+
- **OI data**: Available via market/funding_rate response; cross-validate with volume trends
|
|
269
|
+
- **Category data**: CoinGecko categories update daily; use 7d% for rotation signals
|