@v587d/capital-generation 2.7.7 → 2.7.8

package/capital-watchlist/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@v587d/capital-watchlist",
-  "version": "2.7.7",
+  "version": "2.7.8",
   "description": "Capital 模式的用户自选股（宿主级清单 + Fuyao 报价快照 + /capital-watchlist 路由 + 输入框菜单弹窗）：由 @v587d/capital-generation 随包携带并作为 host 平面行挂载。",
   "license": "MIT",
   "type": "module",

package/chart-ui/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@v587d/capital-charts",
-  "version": "2.7.7",
+  "version": "2.7.8",
   "description": "Capital 模式的图表前端组件（浏览器半边 + 序列旁路路由）：由 @v587d/capital-generation 随包携带并作为 host 平面行挂载。",
   "license": "MIT",
   "type": "module",

package/lib/web-retriever/local-fetch.d.ts

@@ -6,7 +6,7 @@
  * between validation and connect. Closing that window would require a custom
  * dispatcher; this module keeps the same explicit trade-off as dsh-search-first.
  */
-export declare const LOCAL_FETCH_CLIENT_VERSION = "2.7.7";
+export declare const LOCAL_FETCH_CLIENT_VERSION = "2.7.8";
 export declare const LOCAL_FETCH_MAX_URL_LENGTH = 2048;
 export type LocalFetchErrorCode = 'ABORTED' | 'TIMEOUT' | 'INVALID_URL' | 'BLOCKED_URL' | 'DNS' | 'REDIRECT' | 'HTTP' | 'TOO_LARGE' | 'UNSUPPORTED_CONTENT_TYPE';
 export declare class LocalFetchError extends Error {

package/lib/web-retriever/local-fetch.js

@@ -7,7 +7,7 @@
  * dispatcher; this module keeps the same explicit trade-off as dsh-search-first.
  */
 import { htmlToMarkdown, stripInvisibleText } from './html-markdown.js';
-export const LOCAL_FETCH_CLIENT_VERSION = '2.7.7';
+export const LOCAL_FETCH_CLIENT_VERSION = '2.7.8';
 export const LOCAL_FETCH_MAX_URL_LENGTH = 2048;
 export class LocalFetchError extends Error {
     code;

package/lib/web-retriever/wind-client.d.ts

@@ -52,7 +52,7 @@ export interface WindCallResult {
  * `test/chart-composition.test.mjs` 守着（会因漂移而失败），这里原本是写死的第二处，
  * 一次发版就得记得改两遍。所以本常量由测试一并核对（见 `test/wind-client.test.mjs`）。
  */
-export declare const WIND_CLIENT_VERSION = "2.7.7";
+export declare const WIND_CLIENT_VERSION = "2.7.8";
 export interface WindClient {
     callTool(toolName: string, args: Record<string, unknown>, signal?: AbortSignal): Promise<WindCallResult>;
 }

package/lib/web-retriever/wind-client.js

@@ -35,7 +35,7 @@ export const WIND_SERVER_ENDPOINTS = {
  * `test/chart-composition.test.mjs` 守着（会因漂移而失败），这里原本是写死的第二处，
  * 一次发版就得记得改两遍。所以本常量由测试一并核对（见 `test/wind-client.test.mjs`）。
  */
-export const WIND_CLIENT_VERSION = '2.7.7';
+export const WIND_CLIENT_VERSION = '2.7.8';
 function errorText(error) {
     return error instanceof Error ? error.message : String(error);
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@v587d/capital-generation",
-  "version": "2.7.7",
+  "version": "2.7.8",
   "description": "Capital Generation：面向中国散户的 AI 投资助手插件(Capital mode Agent Preset）",
   "icon": "assets/cg-icon.png",
   "author": "v587d",
@@ -40,6 +40,7 @@
     "selected-skills/peter-lynch-skill",
     "selected-skills/trading-skills",
     "selected-skills/claude-for-financial-services-cn",
+    "selected-skills/financeskills",
     "cordis.patch.yml",
     "assets/cg-icon.png",
     "README.md",

package/selected-skills/README.md

@@ -17,7 +17,9 @@ for the user to review the source and decide whether it fits the task.
   (`catalog.js`), because upstreams lay skills out differently: one buries them under a
   plugin directory, one groups them two levels deep, and the A-share snapshot has six
   parallel roots, of which exactly one is registered (the line upstream itself calls the
-  source of truth). Everything else in the snapshot stays unregistered material.
+  source of truth). The newest snapshot needed none of these — its 48 skills sit flat under
+  `skills/`, each frontmatter `name` already matching its directory, and no prose links
+  outside its own folder. Everything else in the snapshot stays unregistered material.
 - `<project>/UPSTREAM.md`: repository URL, owner, commit, license, runtime scope,
   maintenance notes, and local changes.
 - `<project>/LICENSE`: original upstream license.

package/selected-skills/catalog.js

@@ -17,6 +17,9 @@ export const SELECTED_SKILL_SKILL_DIRS = Object.freeze({
   // 因此只登记规范根那一条线：vertical-plugins/china-finance/skills —— 上游自己写明 skill 正文就 authored 在这里。
   // 另外五条线（投行 / PE / 基金运营 / 财富 / 账户）与副本留在快照里当材料，不进可选清单。
   'claude-for-financial-services-cn': 'vertical-plugins/china-finance/skills',
+  // 上游就是扁平的 skills/<name>/SKILL.md（48 颗一层到底，frontmatter name 与目录名逐颗一致，
+  // 正文链接全部落在自己目录内），所以前六颗踩过的套一层 / 平铺 / 多根取一都不用做。
+  financeskills: 'skills',
 })
 
 // Selected-skill metadata owned by Capital Generation. Upstream snapshots remain unchanged.
@@ -1144,6 +1147,158 @@ export const SELECTED_SKILL_CATALOG = Object.freeze([
       en: 'Cold-start experiment; upstream last moved on 2026-09-14, so review the sources before use. The Long / Short directions, conviction tiers and sizing suggestions on the list are a rehearsal exercise, not orders: this plugin holds no broker interface and places nothing for you on them. Numbers a screen needs but retrieval cannot get are named as gaps rather than filled from memory.',
     },
   },
+  {
+    key: 'companyValuation',
+    name: 'company-valuation',
+    label: { zh: '企业估值与股权价值桥', en: 'Company Valuation' },
+    description: {
+      zh: '三条路估企业价值与股权价值：先剥离一次性项目做 DCF，再用同业倍数与先例交易交叉验证，最后把企业价值换成股权价值——有息负债、少数股东权益、参股公司、养老金缺口逐笔列出。',
+      en: 'Triangulates enterprise and equity value: a DCF on normalized earnings, cross-checked against peer multiples and precedent deal multiples, then an explicit enterprise-to-equity bridge that itemizes debt-like charges, minority interests, associates and any pension deficit.',
+    },
+    owner: 'GAJETOso',
+    repository: 'financeskills',
+    status: 'watchlist',
+    lastCommit: '2026-10-01',
+    reviewBy: '2026-11-15',
+    tags: ['valuation', 'cash-flow', 'us-stock'],
+    riskNote: {
+      zh: '冷启动实验；上游最近一次提交是 2026-10-01，启用前请自行复核来源。这颗按 IFRS 与美股估值惯例写：先例交易倍数、控制权溢价 20–35% 与 EV/EBITDA 那套倍数在 A 股披露里常常拿不到同口径数据，取不到就点名缺口，不用记忆里的数补齐。它给出的估值区间与"哪几条假设真正决定答案"属于方法推演，不是订单——本插件没有券商接口，也不据它下单。',
+      en: 'Cold-start experiment; upstream last moved on 2026-10-01, so review the sources before use. The method is written to IFRS and US valuation practice: precedent-transaction multiples, the 20–35% control premium and the EV/EBITDA comp set often have no same-basis counterpart in A-share disclosure — name the gap instead of filling it from memory. The concluded range and the "assumptions that actually move the answer" are a rehearsal exercise, not orders: this plugin holds no broker interface and places nothing for you.',
+    },
+  },
+  {
+    key: 'waccComputation',
+    name: 'wacc-computation',
+    label: { zh: 'WACC 与资本成本估算', en: 'WACC Computation' },
+    description: {
+      zh: '把折现率拆开估：CAPM 各输入（无风险利率、β、股权风险溢价、规模与国家风险溢价）、可比 β 的去杠杆与再杠杆、按市值加权的税后债务成本，最后交出一张 β × 风险溢价的敏感性区间。',
+      en: 'Builds the discount rate piece by piece — CAPM inputs (risk-free rate, beta, equity risk premium, size and country premia), unlevering and relevering peer betas on the target\u0027s capital structure, market-value weights on the after-tax cost of debt — and ends on a beta-by-premium sensitivity range.',
+    },
+    owner: 'GAJETOso',
+    repository: 'financeskills',
+    status: 'watchlist',
+    lastCommit: '2026-10-01',
+    reviewBy: '2026-11-15',
+    tags: ['valuation', 'risk', 'us-stock'],
+    riskNote: {
+      zh: '冷启动实验；上游最近一次提交是 2026-10-01，启用前请自行复核来源。正文的数字基准是美国的：无风险利率取 10 年期美债、风险溢价用美股 ERP、税率按美国边际税率。用于 A 股要换成中国 10 年期国债、境内 ERP 与 15% / 25% 那一档实际税率，这些替换值本插件没有现成来源时一律留空点名，不凭记忆填。算出的 WACC 是推演输入，不是对任何标的的判断。',
+      en: 'Cold-start experiment; upstream last moved on 2026-10-01, so review the sources before use. Its numeric anchors are American: a 10-year Treasury as the risk-free rate, US equity risk premium, a US marginal tax rate. Applying it to A-shares means a China 10-year government bond yield, a local ERP and the 15% / 25% statutory rate actually paid — where this plugin has no source for the replacement value, leave it blank and say so rather than quoting memory. The computed WACC is an input to a rehearsal, not a verdict on anything.',
+    },
+  },
+  {
+    key: 'threeStatementModeling',
+    name: 'three-statement-modeling',
+    label: { zh: '三表勾稽建模与诊断', en: 'Three-Statement Modeling' },
+    description: {
+      zh: '按固定顺序搭一张联动的三表模型：驱动因子集中一处、收入构建利润表、固定资产与营运资本与债务三张附表推动资产负债表、现金流量表完全由前两表的差额倒推，每一期都摆一行"不平就点名"的平衡检查。',
+      en: 'Assembles a linked three-statement model in a fixed order — one place for drivers, an income statement built from revenue, PP&E / working-capital / debt schedules driving the balance sheet, a cash flow statement derived entirely from the deltas — with a balance check on every period that names the ones that do not tie.',
+    },
+    owner: 'GAJETOso',
+    repository: 'financeskills',
+    status: 'watchlist',
+    lastCommit: '2026-10-01',
+    reviewBy: '2026-11-15',
+    tags: ['financial-health', 'cash-flow', 'business-analysis'],
+    riskNote: {
+      zh: '冷启动实验；上游最近一次提交是 2026-10-01，启用前请自行复核来源。科目表按 IFRS / US GAAP 列示，A 股报表另有一批需要自己映射的行次（其他应收、合同资产与合同负债、少数股东权益等）——这颗只讲勾稽形状，不替你判断哪一笔该归哪一科目。它建的是模型骨架，产出的预测数字属于推演；需要的历史报表或附注明细取不到就点名缺口。',
+      en: 'Cold-start experiment; upstream last moved on 2026-10-01, so review the sources before use. Its chart of accounts is IFRS / US GAAP, so A-share statements need their own mapping for lines such as other receivables, contract assets and liabilities, and minority interests — this skill teaches the linkage, not where a given item belongs. What it produces is a model skeleton whose projected numbers are a rehearsal; historical statements or note detail it cannot retrieve are named as gaps.',
+    },
+  },
+  {
+    key: 'creditAnalysis',
+    name: 'credit-analysis',
+    label: { zh: '偿债能力与债务容量分析', en: 'Credit Analysis' },
+    description: {
+      zh: '回答一件事：这家公司能不能穿过周期把钱还上。杠杆、利息覆盖、DSCR、自由现金流对债务、流动性五组算式各算正常口径与压力口径，再看担保折价、清收顺序、契约余量与"谁替它兜底"。',
+      en: 'Answers one question: can this borrower service and repay through the cycle. Five ratio families — leverage, interest coverage, DSCR, free cash flow to debt, liquidity — each on a normalized and a stressed basis, then collateral haircuts, recovery ranking, covenant headroom and who actually stands behind it.',
+    },
+    owner: 'GAJETOso',
+    repository: 'financeskills',
+    status: 'watchlist',
+    lastCommit: '2026-10-01',
+    reviewBy: '2026-11-15',
+    tags: ['risk', 'financial-health', 'us-stock'],
+    riskNote: {
+      zh: '冷启动实验；上游最近一次提交是 2026-10-01，启用前请自行复核来源。正文的"舒适阈值"（杠杆 3.0x、DSCR 1.2x 一类）是国际公司贷款的惯例值，不是任何市场的监管线；境内公司债、可转债与银行授信的契约条款和定义各不相同，要按募集说明书与年报原文核对。它写出的 approve / decline / 结构建议属信用侧的方法推演，既不是授信意见也不是订单——本插件不代你下单。',
+      en: 'Cold-start experiment; upstream last moved on 2026-10-01, so review the sources before use. Its comfort thresholds (3.0x leverage, 1.2x DSCR and the rest) are international corporate-lending conventions, not any market\u0027s regulatory line; domestic bond, convertible and bank-facility covenants differ in both level and definition, so check them against the offering circular and the annual report as filed. The approve / decline / restructure it writes is a credit-side rehearsal, neither a credit opinion nor an order — this plugin places nothing for you.',
+    },
+  },
+  {
+    key: 'eclComputation',
+    name: 'ecl-computation',
+    label: { zh: '预期信用损失与三阶段减值', en: 'Expected Credit Loss' },
+    description: {
+      zh: '按 IFRS 9 的三阶段思路把减值拆开：阶段划分与迁徙判断、PD / LGD / EAD 三参数、应收账龄的准备矩阵简化法、宏观情景加权与覆盖率，再问一句"下行情景概率提高 10% 会怎样"。',
+      en: 'Takes the IFRS 9 impairment logic apart: stage assignment and migration, the PD / LGD / EAD parameters, the simplified provision matrix over aging buckets, macro scenario weighting and coverage ratios, then one more question — what changes if the downside scenario gains ten points of probability.',
+    },
+    owner: 'GAJETOso',
+    repository: 'financeskills',
+    status: 'watchlist',
+    lastCommit: '2026-10-01',
+    reviewBy: '2026-11-15',
+    tags: ['risk', 'financial-health', 'filings'],
+    riskNote: {
+      zh: '冷启动实验；上游最近一次提交是 2026-10-01，启用前请自行复核来源。中国《企业会计准则第 22 号》已与 IFRS 9 的三阶段框架对齐，但披露粒度不同：上市公司年报给出阶段余额与减值准备，不给出 PD / LGD 参数。所以这颗更适合用来判断别人披露的减值合不合理，而不是自己算出一个准备数；需要而取不到的明细一律点名缺口，不用合计倒推。',
+      en: 'Cold-start experiment; upstream last moved on 2026-10-01, so review the sources before use. China\u0027s Accounting Standard for Business Enterprises No. 22 already follows the IFRS 9 three-stage framework, but disclosure granularity differs: listed issuers give stage balances and impairment charges, not PD / LGD parameters. Use this skill to judge whether a disclosed provision is defensible rather than to compute your own; detail that retrieval cannot get is named as a gap, never back-derived from a total.',
+    },
+  },
+  {
+    key: 'insuranceReserving',
+    name: 'insurance-reserving',
+    label: { zh: '保险准备金与综合成本率', en: 'Insurance Reserving' },
+    description: {
+      zh: '一条准备金链条走到底：赔款发展三角、年龄到年龄因子、链式法与 Bornhuetter-Ferguson、IBNR，再落到综合成本率——把"未决赔款估得准不准"和"这单承保业务到底赚不赚钱"分成两件事。',
+      en: 'Runs the reserve chain end to end: loss development triangles, age-to-age factors, chain ladder and Bornhuetter-Ferguson, IBNR, then the combined ratio — keeping "are unpaid claims estimated well" and "does this book actually earn" as two separate questions.',
+    },
+    owner: 'GAJETOso',
+    repository: 'financeskills',
+    status: 'watchlist',
+    lastCommit: '2026-10-01',
+    reviewBy: '2026-11-15',
+    tags: ['risk', 'financial-health'],
+    riskNote: {
+      zh: '冷启动实验；上游最近一次提交是 2026-10-01，启用前请自行复核来源。精算假设、折现与负债计量按 IFRS 17 与一般精算惯例写，境内上市险企的法定准备金、折现率参考曲线与保户储金口径另有规定。发展三角要按险种和年度拆开的赔款明细，这类粒度在公开披露里常常取不到——点名缺口，不要拿合计数摊。',
+      en: 'Cold-start experiment; upstream last moved on 2026-10-01, so review the sources before use. Its actuarial assumptions, discounting and measurement follow IFRS 17 and general actuarial practice; statutory reserves, the reference yield curve and policyholder-deposit treatment for listed Chinese insurers follow separate rules. A development triangle needs claims detail split by line and accident year — granularity public disclosure often does not give, so name the gap instead of spreading a total across it.',
+    },
+  },
+  {
+    key: 'bankingCompliance',
+    name: 'banking-compliance',
+    label: { zh: '银行资本与流动性指标', en: 'Bank Capital Ratios' },
+    description: {
+      zh: '银行股最硬的几张表：CET1 / Tier 1 / 总资本充足率、风险加权资产及其权重结构、杠杆率与 LCR / NSFR，加一套"违约打进来后资本够不够"的压力形状。',
+      en: 'The hardest numbers on a bank name: CET1 / Tier 1 / total capital adequacy, risk-weighted assets and their weight structure, the leverage ratio, LCR and NSFR, plus a pass that asks whether capital still holds once defaults arrive.',
+    },
+    owner: 'GAJETOso',
+    repository: 'financeskills',
+    status: 'watchlist',
+    lastCommit: '2026-10-01',
+    reviewBy: '2026-11-15',
+    tags: ['risk', 'financial-health', 'macro'],
+    riskNote: {
+      zh: '冷启动实验；上游最近一次提交是 2026-10-01，启用前请自行复核来源。阈值按巴塞尔原值写（4.5% / 6% / 8%）：中国大陆适用《商业银行资本管理办法》，核心一级最低 5% 之上还有储备资本与系统重要性附加，资本定义与风险权重也另有表——这颗的比率形状可以用，数字只能当境外参照，不能当境内合规判断。风险权重明细与 LCR 分项在 A 股年报里的披露粒度不一，取不到就点名缺口。',
+      en: 'Cold-start experiment; upstream last moved on 2026-10-01, so review the sources before use. Its thresholds are Basel originals (4.5% / 6% / 8%): mainland China applies the Capital Rules for Commercial Banks, where the 5% minimum CET1 sits on top of a conservation buffer and system-importance add-ons, and capital definitions and risk-weight tables differ again. Use the ratio shapes, treat the numbers as an overseas reference, and never as a domestic compliance judgement; risk-weight and LCR detail varies by filing, so missing lines are named as gaps.',
+    },
+  },
+  {
+    key: 'forensicAccounting',
+    name: 'forensic-accounting',
+    label: { zh: '账务异常与数字分布排查', en: 'Forensic Ledger Screening' },
+    description: {
+      zh: '拿账和数字做取证式排查：首位数字的 Benford 分布检验、整数与重复金额、资金循环路径、供应商与关联方重合，并把结论写成一条经得起复核与质询的证据链。',
+      en: 'Screens a ledger forensically: Benford first-digit tests, round-number and repeated-amount patterns, round-trip flows, vendor and related-party overlaps — written up as an evidence chain that can survive review and cross-examination.',
+    },
+    owner: 'GAJETOso',
+    repository: 'financeskills',
+    status: 'watchlist',
+    lastCommit: '2026-10-01',
+    reviewBy: '2026-11-15',
+    tags: ['verification', 'risk', 'financial-health'],
+    riskNote: {
+      zh: '冷启动实验；上游最近一次提交是 2026-10-01，启用前请自行复核来源。除首位数字检验可以只对公开报表做以外，这颗的主要路径（银行流水、员工与供应商信息比对、企业内部系统）需要使用者自己提供账务明细：本插件不连企业内部系统，也没有那些数据源。它给出的"疑似"清单是排查线索，不是舞弊认定，也不构成审计或法律意见；样本量不足时首位数字检验本身不成立，正文的门槛要照做。',
+      en: 'Cold-start experiment; upstream last moved on 2026-10-01, so review the sources before use. Only the first-digit test can run on published statements; the rest of this skill\u0027s paths — bank statements, employee-versus-vendor matching, internal ERP systems — require the user to supply the accounting detail, since this plugin connects to no corporate system and holds no such source. What it returns is a list of leads, not a fraud finding, and neither an audit nor a legal opinion; a Benford test on too small a sample is void, and the sample thresholds in the text stand.',
+    },
+  },
 ])
 
 export const SELECTED_SKILL_TAG_LABELS = Object.freeze({

package/selected-skills/financeskills/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 KOMVIA
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

package/selected-skills/financeskills/UPSTREAM.md

@@ -0,0 +1,202 @@
+# Upstream Record
+
+- Project: FinanceSkills —— 48 颗讲**企业会计与公司金融**的 skill：估值与建模（WACC、三表勾稽、DCF 与
+  可比与先例交易、LBO、初创估值、油气储量）、信用与减值（偿债能力、IFRS 9 预期信用损失、银行资本、
+  保险准备金）、编制视角的会计作业（收入确认、租赁、递延所得税、合并、存货、固定资产、总账分录、
+  结账与对账）、审计内控（内审清单、SOX 404、取证排查、ESG 披露）、企业内部运营（FP&A、单位经济、
+  盈亏平衡、司库、项目挣值、燃烧率），以及 6 颗个人理财与美国 / 英国税制那颗。上游 `README.md:5`
+  自述目标用户是 **accountants**（"for accountants in oil & gas, banking, insurance, and corporate
+  finance"），这一句正是本颗收录判断的落点：使用者是证券研究者，不是记账的人。
+- Repository: https://github.com/GAJETOso/financeskills
+- Upstream commit: `b0c6239e339c1865c54bd2bb4cd4c1974120f1b8`（main，2026-10-01 12:08:42 +0000，
+  "chore: refresh eval baseline scorecard"）
+  - 全仓 46 次提交，首末为 2026-05-01 与 2026-10-01；`chore: refresh eval baseline scorecard` 按月出现，
+    是唯一持续的活动线。上游 `VERSIONS.md` 停在 v1.0.1（2026-06-12），`marketplace.json` 的 `version`
+    同为 `1.0.1`，无 git tag、无 GitHub release。
+- License: MIT；`LICENSE` 为上游原件、未改写。署名按现状记三条，不替上游挑一个：
+  `LICENSE` 的版权行是 **`Copyright (c) 2026 KOMVIA`**；`marketplace.json` 的 `publisher` 也是 `KOMVIA`，
+  上游 `AGENTS.md:11` 自述 `**Creator**: KOMVIA`；而仓库 owner 与 `README.md:5` 的 "Built by" 都是
+  **Ayotunde Oso（账号 `GAJETOso`）**。catalog 的 `owner` 用仓库账号 `GAJETOso`——设置卡片那条
+  上游链接是按 `https://github.com/${owner}/${repository}` 拼的（`capital-config/client.src.cjs:576`），
+  换成品牌名就是死链。MIT 与 Apache-2.0 的差别在本仓有实际后果，见下面"许可义务"一节。
+- Imported content: 只带 `skills/` 这一棵树（48 颗，337 个文件 / 2.4 MB）与 `LICENSE` 原件，
+  与所钉 commit 逐字节相同（除下面列出的 10 份）。**上游仓库根其余材料整个不复制进本仓**，
+  不是"复制了再挡"：`tools/`（2.2 MB，MCP 服务端 + Stripe / Plaid / QuickBooks / Xero 连接器——
+  执行面，连 git 都不进）、`standards/`（924 KB 准则摘要库）、`commands/`（斜杠命令层）、
+  `projects/`、`compliance/`、`foundations/`、`ai-usage/`、`workflows/`、`financeskills_pkg/`（它自己的
+  python 包与 CLI）、`validate_skills.py` 与两份 validate 脚本、`MANIFEST.sha256`、`SKILL_MATRIX.md`、
+  `VERSIONS.md`、`marketplace.json`、`pyproject.toml`、`llms.txt` 与 12 份仓库级文档、`.claude-plugin/`、
+  `.github/`。判据：正文从不跨目录引用它们——48 颗的 175 条相对链接**全部**落在自己目录内，
+  `../` 命中 **0 处**（实测，见"复核方法"）。上游 `.gitignore` 同样不带（§8.6：它会继续在本仓生效）。
+- Structure: **前六颗挨个踩过的四类结构改动，这一颗一处都不需要**——上游本来就是
+  `skills/<name>/SKILL.md` 一层扁平，48 份 frontmatter 的 `name` 与目录名逐颗一致（因此
+  `test/persona.test.mjs` 的 frontmatter 核对直接过），`description` 齐备，既不用补 `name`、
+  不用套一层、不用平铺主题分组、也不用在多根里挑一条。catalog 的 `name` 与现有 59 颗**零撞名**。
+
+- Local modifications（两类，逐条可复核；口径与理由见 `docs/dev/selected-skills.md` §8.6 的接入必查清单）：
+
+  1. **合规改写：8 颗 catalog 正文里的 16 处，涉及 10 份文件（+16 / −16 行）**。全部落在第 1、4 两条，
+     按类别列在这里：
+
+     - **`python3 scripts/calculate.py` 那一句（8 处，每颗 SKILL.md 的 `## Scripts` 段各一行）**——
+       上游 48 份正文里有 43 份带着这句，写法是 `Run \`python3 scripts/calculate.py\` to self-test;
+       import the functions instead of doing mental math`，而同文件里**没有任何一份**写着"没有 shell
+       时读哪份附属文件"的退路句（实测命中 0）。本插件的根角色没有 shell（§1.6 两道闸门 deny
+       `bash` / `pwsh`），发布包也不带脚本，这一句撞上的是一条跑不通的指令。改法照 trading-skills
+       先例：删掉"你自己跑"，逐颗点名"照哪几份 `references/` 的算式做、把算式写进答复、真要算力就
+       交给委派的 `data_junior`"。八颗各自点名的附属文件：`company-valuation` →
+       `references/terminal-value-guide.md`；`wacc-computation` → `references/capm-basics.md` 与
+       `references/beta-math.md`；`three-statement-modeling` → `references/model-checks.md`；
+       `credit-analysis` → `references/covenant-guide.md`；`ecl-computation` →
+       `references/risk-modeling.md` 与 `references/ifrs9-standard.md`；`insurance-reserving` →
+       `references/actuarial-methods.md` 与 `references/insurance-metrics.md`；`banking-compliance` →
+       `references/basel-iii-framework.md` 与 `references/risk-weights.md`；`forensic-accounting` →
+       `references/benfords-law.md`。
+     - **"用代码算"这一族（4 处）**：`company-valuation:45`（`**Build with code**: FCF model,
+       sensitivity grid …`）、`three-statement-modeling:50`（`**Build in code** (pandas or a clean
+       spreadsheet structure) …`——同时点了 pandas 与电子表格引擎）、`credit-analysis:48`
+       （`**Compute ratios with code** …`）与 `credit-analysis:62`（输出模板里的
+       `with code-verified math`）。这四句都在指挥 Agent"用代码把数算出来"，而本插件的分析侧唯一有
+       shell 的是被委派的 `data_junior`，根角色算数只能把算式写出来。改成同一条形状，不动它们给出的
+       公式、阈值与判断标准。
+     - **附属文件里的同类残留 1 处**：`three-statement-modeling/references/model-checks.md:23`
+       写着 `In code: a single CONFIG dict/dataclass, statements as functions of it`——把模型组织成代码
+       的指令。改成"只留一个驱动因子块，每张报表都从它派生"，意思不丢。**扫描面必须含附属文件**这一条
+       是第四颗教的（§8.6 开头那段），这次照样在 `references/` 里抓到一处。
+     - **产出物里的假出处 1 处**：`wacc-computation/assets/wacc-memo-template.md:40` 的脚注
+       `Computed with scripts/calculate.py` 会在每张备忘录上宣称"这些数是一个脚本算出来的"——在
+       本插件里没有任何脚本跑过，这是一句运行时假话。改为"每个数字都对得上它旁边写出的算式与输入"，
+       保留后半句 `review before use in a transaction`。
+     - **点名宿主工具 1 处（2 行）**：`forensic-accounting:29-30` 原句
+       `**\`web_fetch\` and generic scraping cannot access secure banking portals or private ERP
+       environments.**` 加后半句"…or via specific API integrations"。这句**本意是护栏**（提醒 Agent
+       别以为抓得到银行内网），但两半都有问题：前半句点名了一颗本插件根角色没有的工具名，后半句承诺了
+       一个本插件不提供的企业接口集成。改写为"本插件的任何检索路径——包括委派出去的——都到不了银行
+       门户、企业 ERP 或任何内部系统，账务明细只能由使用者给出"，护栏含义原样保留。
+       ⚠ 这一处是本轮最容易"过了闸门却改坏内容"的地方：闸门只认词形，`web_fetch` 从来不在 23 条模式里。
+
+  2. **判定过、但按"不改"处理的**（记在这里，因为下一轮重新按 commit 覆盖快照时会有人以为漏改）：
+     - `three-statement-modeling/references/model-checks.md:16` 的 `in Excel requires iterative calc …
+       in Python, loop until |Δinterest| < tolerance`：**留着**。这是在讲循环引用两种解法各自的
+       代价（并明确写了 "risk: silent convergence failures"），属方法论描述，不是一句"你去跑"的指令。
+       同文件 `:22` 的 `Color convention if spreadsheet-based` 同理（呈现惯例）。
+     - `## Related Skills` 段里那些**指向不进 catalog 的兄弟**的名字（`financial-analysis`、
+       `risk-assessment`、`lbo-modeling`、`startup-valuation`、`investment-analysis`、`budget-forecast`、
+       `working-capital-analysis`、`debt-restructuring`、`corporate-consolidation`、`audit-checklist`）：
+       **留着，逐字不动**。这些 skill 随包住在快照里，只是没进闭集，运行时会得到一次"没开放"的答复——
+       已收录的正文里本来就有 26 处同形状（InvestSkill 的 `fact-check → full-report`、
+       `industry-map → chart-master` 等），不为口味改上游的交叉引用。
+     - 另外三个名字**指向的 skill 连上游都不存在**（`wacc-computation` 的 `capital-budgeting`；
+       `ecl-computation` 与 `insurance-reserving` 的 `financial-statement-prep`——上游那颗真名叫
+       `statement-preparation`，八成是改名后没回来更新）。这是上游自身缺陷，不属"合规 / 可发现性"
+       两个可改理由，因此**也不改**，只记在这里；表现与上一条完全相同。
+     - 巴塞尔的 4.5% / 6% / 8%、`credit-analysis` 的杠杆 3.0x 与 DSCR 1.2x、`company-valuation` 的
+       "TV > 75% of EV 报警"与"DCF 与可比差 30% 说明假设有错"、控制权溢价 20–35%、
+       `ecl-computation` 的 `Loss Allowance Posting (Generating the journal entry)`——**一个数字、
+       一句结论都没动**（§8.6：不改分析结论）。它们与市场口径有关的偏差全部改在 catalog 的
+       `description` 与 `riskNote` 上说明，见下面"市场口径落点"。
+
+- 许可义务：MIT 与 Apache-2.0 在这点上不同，别混淆。Apache-2.0 第 4 条 (b) 款要求"修改过的文件带上
+  显著声明"，所以第六颗（`claude-for-financial-services-cn`）每份被改写的正文第一行都有一句可见声明，
+  并由 `test/selected-skills-content.test.mjs:132-143` 按 `repository` 正向钉住。**本颗是 MIT**：
+  再分发不要求在被打的那份文件上留痕，改动口径住在本文件就够了——所以这 8 份正文**没有**加声明行，
+  那也不是遗漏。将来若有 Apache-2.0 的快照照本文件抄格式，别忘了那一句是许可义务而不是本仓习惯。
+
+- 脚本审计（"允许 skill 自带脚本"这条政策的实测底子，翻案时直接用）：43 份 `scripts/calculate.py`，
+  共 2002 行，逐份读过。顶层 import 只有 `__future__`、`copy`、`dataclasses`、`itertools`、`math`、
+  `random`、`statistics`、`typing`——**全部标准库**；零网络调用、零文件读写、零 `subprocess` /
+  `os.system` / `eval` / `exec`、零 `os.environ` 与凭据读取；每份末尾的 `if __name__ == "__main__":`
+  是一组 `assert` 自检加一行打印。上游自带 `MANIFEST.sha256`（580 条），实测 **38 份脚本哈希与清单一致、
+  0 份不符**；5 份不在清单内（`personal-budgeting`、`tax-efficient-investing`、`debt-payoff`、
+  `net-worth-tracker`、`retirement-planning`），上游 `VERSIONS.md` 自述"38/43 covered; remaining 5
+  judgment-only by design"。**风险不在恶意，在"这条指令跑不通"**：正文写的是相对路径 `scripts/…`，
+  而 DSH 的 `skill` 工具会在结果里给一行 `<skill_resources>` 与"Base directory for this skill:
+  <绝对路径>"（本仓真实会话里取到两例），所以路径其实可解析——真正的约束是谁来执行：根角色被
+  `ROOT_AGENT_DENIED_TOOLS` 与 `src/agents/bash-guard.ts` 两道闸门挡掉 shell，唯一有 shell 的
+  `data_junior` 看不到 skills（provider 只在 Capital 根 Agent scope 注册）。因此翻案需要同时动
+  §8.6 第 4 条、闸门 `NEEDS_FALLBACK`（现要求 `skip the router` 那一句）与这颗的 `.npmignore`
+  （现在挡 `scripts`），并把 `python3` 在 Windows 桌面端不保证存在这一条写成退路而不是装饰。
+  **本轮按现行口径执行，脚本不进发布包。**
+
+- 收录判断（48 颗里 **8 颗进 catalog，40 颗留在快照里当可审查材料**）：
+  - **进（8）**：`company-valuation`、`wacc-computation`、`three-statement-modeling`、`credit-analysis`、
+    `ecl-computation`、`insurance-reserving`、`banking-compliance`、`forensic-accounting`。
+    依据是在已收录 59 颗的正文上按中英双语现算的空白核对（宇宙 = catalog 条目目录下的全部 `.md`，
+    与闸门同一口径）：**EV→股权价值 bridge、敏感性网格、三表勾稽与 revolver 循环、PD/LGD/ECL 三阶段、
+    Benford 首位数字、mid-year convention 六项 0 命中**；CET1 / RWA / LCR、IBNR / 综合成本率、
+    DuPont、先例交易、控制权溢价各只有 1 颗顺带提过；CAPM 与 β 去杠杆各 2 颗——**都点名了，都没有估法**。
+  - **不进 · 与既有重叠（4）**：`financial-analysis`（比率与 DuPont 已被 `stock-eval`、
+    `financial-report-analyst`、`financial-health` 覆盖）、`investment-analysis`（与
+    `stock-eval`、`buffett-investment-framework`、`peter-lynch-skill` 同一件事且更薄）、
+    `risk-assessment`（VaR / 压力测试已有 `risk-stress-test` 与 `portfolio-concentration`）、
+    `working-capital-analysis`（现金周期 7 颗已覆盖，含 A 股那几颗）。
+  - **不进 · 资产类别（1）**：`crypto-accounting`。本插件不涉及比特币与数字资产，这条与合规判据无关，
+    是服务边界。连带 `tools/connectors/`（Stripe / Plaid 等账户连接）整个不进 git。
+  - **不进 · 个人理财与美国 / 英国税制（6）**：`personal-budgeting`、`net-worth-tracker`、
+    `retirement-planning`、`debt-payoff`、`tax-planning`、`tax-efficient-investing`（401k vs Roth、
+    ISA allowance 是境外税制产物）。使用者是这个投研插件的使用者，不是家庭财务规划的客户。
+  - **不进 · 编制视角的会计作业（13）**：`journal-entry`、`statement-preparation`、
+    `intercompany-accounting`、`corporate-consolidation`、`close-management`、`automated-reconciliation`、
+    `deferred-tax`、`revenue-recognition`、`lease-accounting`、`inventory-costing`、
+    `fixed-asset-accounting`、`aro-computation`、`variance-analysis`。这一族的正文是"你是总账会计 /
+    集团财务报告会计 / 工厂成本控制员"，把账做对；本插件的使用者读别人披露的账。**收法上我们没有
+    "把编制视角改写成审阅视角"这一项授权**（§8.6：不为口味改措辞、不改分析结论），所以整族留在材料里。
+  - **不进 · 审计、内控与披露合规执行（3）**：`audit-checklist`、`sox-compliance`、`esg-reporting`
+    （SOX 404 控制测试与抽样、COSO 框架、SASB / TCFD 披露准备——执行面在上市公司自己，且本插件
+    没有 ESG 数据面）。
+  - **不进 · 企业内部经营与资金管理（6）**：`budget-forecast`、`predictive-burn-rate`、
+    `product-profitability`、`cvp-breakeven`、`treasury-management`、`earned-value-mgmt`。
+  - **不进 · 私有公司与特殊融资语境（5）**：`startup-valuation`（Berkus / VC 法，无披露可校）、
+    `lbo-modeling`、`venture-debt`、`debt-restructuring`（Chapter 11 谈判）、`oil-gas-valuation`
+    （储量经济学）。本插件没有非上市标的与储量报告的取数面。
+  - **不进 · 依赖本插件不具备的模型或数据形态（2）**：`ai-anomaly-detection`、
+    `nlp-earnings-sentiment`（正文的 `references/finbert-guide.md` 里那段 ```python 围栏用
+    `from transformers import pipeline`；本插件既没有 shell，宿主侧也不带 transformers）。
+    这两份围栏同时是 23 条模式在**全 48 颗**上唯一的命中（另一处是
+    `automated-reconciliation/references/fuzzy-logic.md`），正因为不收，它们不进扫描面。
+
+- 市场口径落点（§8.6 第 8 条）：`us-stock` 只给**数字基准确实是美国**的三颗——`wacc-computation`
+  （10 年期美债、美股 ERP、美国边际税率）、`company-valuation`（先例交易与控制权溢价惯例）、
+  `credit-analysis`（国际公司贷款的舒适阈值）。`banking-compliance`（巴塞尔原值）、`ecl-computation`
+  （IFRS 9）、`insurance-reserving`（IFRS 17 与精算惯例）、`three-statement-modeling`（IFRS / US GAAP
+  科目表）、`forensic-accounting` **不套 `us-stock`**——它们是国际准则而不是美股专用，标错会把
+  A 股能用的东西藏起来；差异逐颗写进 `riskNote`：境内商业银行资本办法的 5% + 储备资本 + D-SIB 附加、
+  CAS 22 已对齐 IFRS 9 但不披露 PD / LGD 参数、境内法定准备金与折现曲线另有规定、A 股科目要自己映射。
+
+- 复核方法（全部是实测命令，不是回忆）：
+  1. `git clone` 所钉 commit 到 `/tmp`，`diff -rq` 上游 `skills/` 与快照 `skills/` ⇒ 差异
+     **恰好 10 份文件**（8 份 `SKILL.md` + `three-statement-modeling/references/model-checks.md` +
+     `wacc-computation/assets/wacc-memo-template.md`），其余 38 颗逐字节相同；`git diff --no-index
+     --numstat` 逐份取行数，合计 **+16 / −16**。
+  2. 把 `test/selected-skills-content.test.mjs` 的 23 条 FORBIDDEN **原文正则**套到全 48 颗的 185 份
+     `.md` 上现扫 ⇒ 命中 2 处（都不在候选里）；另按 `python3 scripts/` 数出 43 份、按退路句族
+     （`skip the router` / `no shell` / `without a shell`）数出 **0 份**。
+  3. `sha256sum -c MANIFEST.sha256`：580 条里 52 条不匹配，**全部是 `evals/` 下的 CSV 夹具与
+     `tools/evals/BASELINE.md`、`compliance/REGULATORY_MAPPING.md`**；43 份脚本零不匹配（38 对、5 不在清单）。
+     不推断成因，只记事实。
+  4. 链接与结构：48 份 frontmatter 的 `name` 与目录名逐一相等；175 条相对 `.md` 链接全部指向存在的
+     文件；`../` 跨目录引用 0 处；`skills/` 下的子目录名只有 `references` / `evals` / `scripts` /
+     `assets` / `files` 五种，与上游仓库根那批目录名零冲突（这一条决定 `.npmignore` 的裸名规则会不会
+     误挡正文——见 packaging 那一节）。
+  5. 空白核对按 catalog 现算：把候选主题的英文与中文两套词表同时套到已收录 59 颗的正文上（**只用
+     英文词表会把中文写的 A 股正文误判成空白**，这是这一轮差点犯下的错）。
+
+- Packaging: 这颗带 `.npmignore`，两条裸名规则：`evals`（48 份评测夹具目录，896 KB——`evals.json` 与
+  CSV 样本；**八颗的 `SKILL.md` 都不链接 `EXAMPLE.md`，而 `EXAMPLE.md` 是唯一提到 `evals/files/*.csv`
+  的地方**，所以运行时读不到它们，`provider` 也只读 `SKILL.md`）与 `scripts`（43 份 `calculate.py`，
+  344 KB；本轮按 §8.6 第 4 条不进包，理由与审计数字见上面"脚本审计"一节，政策若翻案这条第一个要改）。
+  随包发的是 48 颗的运行时正文（`SKILL.md` + `references/` + `assets/` + `EXAMPLE.md`）与本文件、
+  `LICENSE`。规则写成裸名不带路径（`test/packaging.test.mjs` 把目录与文件两类规则都拿去问一次真实
+  打包器，写了没生效就红；反过来"该挡的没写"没有任何测试会响，所以 `npm pack --dry-run` 的抽查是
+  这一步的收尾）。全量快照完整住在 git，`github:` 安装与"当时是哪个 commit"的复核都不受影响。
+
+- Runtime status: `watchlist` / 默认关闭的显式实验。只有使用者在「插件」→ Capital Generation →「配置」
+  逐格打开后，对**之后新建**的 Capital 根 Agent 可见；子 Agent 不继承。开启与否都不引入新权限：
+  这 8 颗正文从不取数、不跑脚本、不连任何系统，需要的数字一律走本插件既有的委派取数通道，
+  取不到就点名缺口。
+- Review status: 2026-10-12 收录并复查上游、许可证、脚本与维护状态；下次复核 **2026-11-15**。
+  这 48 颗按 IFRS / US GAAP 的企业财务惯例写（科目名、准则号、巴塞尔阈值、401k 与 ISA 那类税制），
+  与本仓已有的美股 28 颗和 A 股 18 颗互为**方法层补充**而不是同一件事的第四份。本插件不提供金融服务：
+  这 8 颗算出的 WACC、估值区间、偿债结论、减值覆盖、准备金与资本比率都是方法推演的产物，
+  既不是订单，也不是授信意见、审计意见或法律意见——`forensic-accounting` 那颗给出的"疑似"清单尤其
+  不构成舞弊认定。本文件与本仓的收录判断不构成对上游观点的背书。

package/selected-skills/financeskills/skills/ai-anomaly-detection/EXAMPLE.md

@@ -0,0 +1,21 @@
+# Worked Example - ai-anomaly-detection
+
+## Ask
+
+> We have 1 million credit card transactions. We want to find weird spending patterns that don't follow our standard rules. Which ML model should we use?
+
+## What a correct response contains
+
+Should recommend unsupervised learning models like Isolation Forest or Autoencoders. Should explain why these are better than rules-based systems for large datasets. Should mention feature engineering (e.g. txn frequency, distance). Should provide an AI Audit Report structure.
+
+## File-driven variant
+
+With fixture(s) `evals/files/expense_ledger.csv`:
+
+> Screen the attached expense ledger (evals/files/expense_ledger.csv) for anomalies using at least two methods (z-score and IQR). Report flagged rows with their references and quantify how extreme each is.
+
+Expected: Two planted anomalies: GL-4057 (290.00, high) and GL-4101 (12.00, low). Z-score flags indices [57, 101].
+
+## Compute, don't estimate
+
+All figures above come from [`scripts/calculate.py`](./scripts/calculate.py) - import its functions rather than doing arithmetic in prose.

package/selected-skills/financeskills/skills/ai-anomaly-detection/SKILL.md

@@ -0,0 +1,84 @@
+---
+name: ai-anomaly-detection
+description: When the user wants to use machine learning to detect fraud, errors, or unusual patterns in high-volume financial data. Also use when the user mentions "ML fraud detection," "unsupervised learning for audit," "isolation forest," "autoencoders for finance," "unusual transaction clusters," or "automated expense auditing."
+metadata:
+  version: 1.0.0
+---
+
+# AI Anomaly Detection
+
+You are an AI Financial Systems Engineer. Your goal is to deploy machine learning models to identify "needles in the haystack"—anomalies that human-coded rules might miss.
+
+## Initial Assessment
+
+1. **Data Volume & Velocity**
+   - How many transactions are we analyzing? (e.g., 10,000 vs 10,000,000).
+   - Is the data structured (CSV/SQL) or semi-structured (JSON logs)?
+
+2. **Anomaly Definition**
+   - Are we looking for "Point Anomalies" (one weird transaction)?
+   - "Contextual Anomalies" (weird for this specific user/time)?
+   - "Collective Anomalies" (a series of transactions that are weird together)?
+
+---
+
+## AI Framework
+
+### Technical Limitation
+**LLMs are not ML Models.**
+While LLMs (like Claude/GPT) can reason about small sets of anomalies, for millions of rows, you should use specialized Python libraries (Scikit-Learn, PyOD). This skill provides the *logic* and *code* for those implementations.
+
+### Priority Order
+1. **Feature Engineering** (Creating inputs like 'time_since_last_txn', 'distance_from_home').
+2. **Unsupervised Learning** (Isolation Forest, Local Outlier Factor).
+3. **Cluster Analysis** (K-Means to identify unusual spending groups).
+4. **Scoring & Flagging** (Assigning a "Risk Score" to every row).
+
+---
+
+## Technical AI Steps
+
+### 1. Isolation Forest Implementation
+- Use the `IsolationForest` algorithm to isolate observations by randomly selecting a feature and a split value. 
+- Anomalies are the points that require fewer splits to isolate.
+
+### 2. Autoencoder Analysis (Advanced)
+- Train a neural network to compress and reconstruct "normal" data. 
+- High "Reconstruction Error" identifies anomalies that don't fit the normal pattern.
+
+### 3. Feature Scaling
+- Apply `StandardScaler` or `MinMaxScaler` to ensure transaction amounts don't overwhelm other features (like frequency).
+
+---
+
+## Output Format
+
+### AI Audit Report Structure
+
+**Model Performance**
+- Anomaly rate detected (e.g., 0.5% of total data).
+- Top features driving the anomaly score.
+
+**The Flags**
+- Top 20 "High Risk" transactions with confidence scores.
+- "Why this was flagged" (e.g., "Unexpected high value for this vendor category").
+
+**Python Integration**
+- Ready-to-run script for the user to execute against their full dataset.
+
+---
+
+## Scripts
+- [calculate.py](./scripts/calculate.py): Deterministic functions for this skill's core computations. Run `python3 scripts/calculate.py` to self-test; import the functions instead of doing mental math.
+
+---
+
+## References
+- [Anomaly Detection Algorithms](./references/ml-algorithms.md): Isolation Forest vs. LOF.
+- [Feature Engineering for Finance](./references/feature-engineering.md): Key inputs for fraud models.
+
+---
+
+## Related Skills
+- **forensic-accounting**: To manually investigate the flags raised by the AI.
+- **audit-checklist**: To integrate AI detection into the standard audit flow.