quantwise 1.2.0 → 1.2.2

package/.claude/skills/weekly-trade-strategy/.claude/skills/economic-calendar-fetcher/scripts/get_economic_calendar.py

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+#!/usr/bin/env python3
+"""
+Economic Calendar Fetcher using FMP API
+Retrieves economic events and data releases for specified date range
+"""
+
+import os
+import sys
+import json
+import argparse
+from datetime import datetime, timedelta
+from typing import Dict, List, Optional
+import urllib.request
+import urllib.error
+import urllib.parse
+
+
+def get_api_key() -> Optional[str]:
+    """
+    Get FMP API key from environment variable.
+
+    Returns:
+        API key string or None if not found
+    """
+    api_key = os.environ.get('FMP_API_KEY')
+    if not api_key:
+        print("Warning: FMP_API_KEY environment variable not set", file=sys.stderr)
+    return api_key
+
+
+def fetch_economic_calendar(
+    from_date: str,
+    to_date: str,
+    api_key: str
+) -> List[Dict]:
+    """
+    Fetch economic calendar data from FMP API.
+
+    Args:
+        from_date: Start date in YYYY-MM-DD format
+        to_date: End date in YYYY-MM-DD format
+        api_key: FMP API key
+
+    Returns:
+        List of economic event dictionaries
+
+    Raises:
+        urllib.error.HTTPError: If API request fails
+        ValueError: If response is invalid
+    """
+    base_url = "https://financialmodelingprep.com/api/v3/economic_calendar"
+
+    # Build query parameters
+    params = {
+        'from': from_date,
+        'to': to_date,
+        'apikey': api_key
+    }
+
+    # Construct URL with parameters
+    url = f"{base_url}?{urllib.parse.urlencode(params)}"
+
+    try:
+        # Make API request
+        with urllib.request.urlopen(url) as response:
+            if response.status != 200:
+                raise ValueError(f"API returned status code {response.status}")
+
+            data = json.loads(response.read().decode('utf-8'))
+
+            if not isinstance(data, list):
+                raise ValueError(f"Unexpected API response format: {type(data)}")
+
+            return data
+
+    except urllib.error.HTTPError as e:
+        error_body = e.read().decode('utf-8') if e.fp else 'No error details'
+        raise urllib.error.HTTPError(
+            e.url, e.code, f"FMP API error: {e.reason}. Details: {error_body}",
+            e.hdrs, e.fp
+        )
+    except urllib.error.URLError as e:
+        raise ValueError(f"Network error: {e.reason}")
+
+
+def validate_date_range(from_date: str, to_date: str) -> None:
+    """
+    Validate date range is within FMP API limits (max 90 days).
+
+    Args:
+        from_date: Start date in YYYY-MM-DD format
+        to_date: End date in YYYY-MM-DD format
+
+    Raises:
+        ValueError: If date range is invalid or exceeds 90 days
+    """
+    try:
+        start = datetime.strptime(from_date, '%Y-%m-%d')
+        end = datetime.strptime(to_date, '%Y-%m-%d')
+    except ValueError as e:
+        raise ValueError(f"Invalid date format. Use YYYY-MM-DD: {e}")
+
+    if start > end:
+        raise ValueError(f"Start date {from_date} is after end date {to_date}")
+
+    delta = (end - start).days
+    if delta > 90:
+        raise ValueError(f"Date range ({delta} days) exceeds maximum of 90 days")
+
+    # Warn if querying past dates
+    today = datetime.now().date()
+    if end.date() < today:
+        print(f"Warning: End date {to_date} is in the past", file=sys.stderr)
+
+
+def format_event_output(events: List[Dict], output_format: str = 'json') -> str:
+    """
+    Format economic events for output.
+
+    Args:
+        events: List of event dictionaries from FMP API
+        output_format: Output format ('json' or 'text')
+
+    Returns:
+        Formatted string
+    """
+    if output_format == 'json':
+        return json.dumps(events, indent=2, ensure_ascii=False)
+
+    elif output_format == 'text':
+        lines = []
+        lines.append(f"Economic Calendar Events (Total: {len(events)})")
+        lines.append("=" * 80)
+
+        for event in events:
+            lines.append(f"\nDate: {event.get('date', 'N/A')}")
+            lines.append(f"Country: {event.get('country', 'N/A')}")
+            lines.append(f"Event: {event.get('event', 'N/A')}")
+            lines.append(f"Currency: {event.get('currency', 'N/A')}")
+            lines.append(f"Impact: {event.get('impact', 'N/A')}")
+
+            previous = event.get('previous')
+            estimate = event.get('estimate')
+            actual = event.get('actual')
+
+            if previous is not None:
+                lines.append(f"Previous: {previous}")
+            if estimate is not None:
+                lines.append(f"Estimate: {estimate}")
+            if actual is not None:
+                lines.append(f"Actual: {actual}")
+
+            change = event.get('change')
+            change_pct = event.get('changePercentage')
+            if change is not None:
+                lines.append(f"Change: {change}")
+            if change_pct is not None:
+                lines.append(f"Change %: {change_pct}%")
+
+            lines.append("-" * 80)
+
+        return "\n".join(lines)
+
+    else:
+        raise ValueError(f"Unknown output format: {output_format}")
+
+
+def main():
+    """Main execution function."""
+    parser = argparse.ArgumentParser(
+        description='Fetch economic calendar events from FMP API',
+        formatter_class=argparse.RawDescriptionHelpFormatter,
+        epilog="""
+Examples:
+  # Fetch events for next 7 days (default)
+  python get_economic_calendar.py
+
+  # Fetch events for specific date range
+  python get_economic_calendar.py --from 2025-01-01 --to 2025-01-31
+
+  # Provide API key via argument (overrides environment variable)
+  python get_economic_calendar.py --api-key YOUR_KEY_HERE
+
+  # Output as formatted text instead of JSON
+  python get_economic_calendar.py --format text
+
+  # Save output to file
+  python get_economic_calendar.py --output calendar.json
+        """
+    )
+
+    # Date range arguments
+    today = datetime.now().date()
+    default_from = today.strftime('%Y-%m-%d')
+    default_to = (today + timedelta(days=7)).strftime('%Y-%m-%d')
+
+    parser.add_argument(
+        '--from', dest='from_date',
+        default=default_from,
+        help=f'Start date in YYYY-MM-DD format (default: {default_from})'
+    )
+    parser.add_argument(
+        '--to', dest='to_date',
+        default=default_to,
+        help=f'End date in YYYY-MM-DD format (default: {default_to})'
+    )
+
+    # API key argument
+    parser.add_argument(
+        '--api-key', dest='api_key',
+        help='FMP API key (overrides FMP_API_KEY environment variable)'
+    )
+
+    # Output format
+    parser.add_argument(
+        '--format', choices=['json', 'text'],
+        default='json',
+        help='Output format (default: json)'
+    )
+
+    # Output file
+    parser.add_argument(
+        '--output', '-o',
+        help='Output file path (default: stdout)'
+    )
+
+    # Parse arguments
+    args = parser.parse_args()
+
+    # Get API key
+    api_key = args.api_key or get_api_key()
+    if not api_key:
+        print("Error: FMP API key is required. Set FMP_API_KEY environment variable or use --api-key",
+              file=sys.stderr)
+        sys.exit(1)
+
+    try:
+        # Validate date range
+        validate_date_range(args.from_date, args.to_date)
+
+        # Fetch events
+        print(f"Fetching economic calendar from {args.from_date} to {args.to_date}...",
+              file=sys.stderr)
+        events = fetch_economic_calendar(args.from_date, args.to_date, api_key)
+
+        print(f"Retrieved {len(events)} events", file=sys.stderr)
+
+        # Format output
+        output = format_event_output(events, args.format)
+
+        # Write output
+        if args.output:
+            with open(args.output, 'w', encoding='utf-8') as f:
+                f.write(output)
+            print(f"Output written to {args.output}", file=sys.stderr)
+        else:
+            print(output)
+
+        sys.exit(0)
+
+    except Exception as e:
+        print(f"Error: {e}", file=sys.stderr)
+        sys.exit(1)
+
+
+if __name__ == '__main__':
+    main()

package/.claude/skills/weekly-trade-strategy/.claude/skills/market-environment-analysis/SKILL.md

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+---
+name: market-environment-analysis
+description: 综合市场环境分析与报告工具。分析全球市场，包括美国、欧洲、亚洲市场、外汇、大宗商品和经济指标。提供风险偏好/风险规避评估、板块分析和技术指标解读。触发关键词包括：market analysis, market environment, global markets, trading environment, market conditions, investment climate, market sentiment, forex analysis, stock market analysis, 市场环境, 市场分析, 行情状况, 投资环境。
+---
+
+# 市场环境分析
+
+随时理解市场状况并创建专业市场报告的综合分析工具。
+
+## 核心工作流程
+
+### 1. 初始数据收集
+使用web_search工具收集最新市场数据：
+1. 主要股票指数（S&P 500、NASDAQ、Dow、日经225、上证综指、恒生指数）
+2. 外汇汇率（USD/JPY、EUR/USD、主要货币对）
+3. 大宗商品价格（WTI原油、黄金、白银）
+4. 美国国债收益率（2年期、10年期、30年期）
+5. VIX指数（恐慌指标）
+6. 市场交易状态（开盘/收盘/当前值）
+
+### 2. 市场环境评估
+根据收集的数据评估以下内容：
+- **趋势方向**：上升趋势/下降趋势/区间震荡
+- **风险情绪**：风险偏好(Risk-on)/风险规避(Risk-off)
+- **波动率状态**：VIX反映的市场焦虑水平
+- **板块轮动**：资金流向
+
+### 3. 报告结构
+
+#### 标准报告格式：
+```
+1. 执行摘要（3-5个关键要点）
+2. 全球市场概览
+   - 美国市场
+   - 亚洲市场
+   - 欧洲市场
+3. 外汇与大宗商品趋势
+4. 关键事件与经济指标
+5. 风险因素分析
+6. 投资策略启示
+```
+
+## 脚本使用
+
+### market_utils.py
+提供报告创建的通用函数：
+```bash
+# 生成报告标题
+python scripts/market_utils.py
+
+# Available functions:
+- format_market_report_header(): Create header
+- get_market_session_times(): Check trading hours
+- categorize_volatility(vix): Interpret VIX levels
+- format_percentage_change(value): Format price changes
+```
+
+## 参考文档
+
+### 关键指标解读 (references/indicators.md)
+需要时参考：
+- 各指数的重要水平
+- 技术分析要点
+- 板块特定的关注领域
+
+### 分析模式 (references/analysis_patterns.md)
+分析时参考：
+- 风险偏好/风险规避标准
+- 经济指标解读
+- 市场间相关性
+- 季节性和市场异常
+
+## 输出示例
+
+### 快速摘要版本
+```
+📊 市场摘要 [2025/01/15 14:00]
+━━━━━━━━━━━━━━━━━━━━━
+【美国】S&P 500: 5,123.45 (+0.45%)
+【日本】日经225: 38,456.78 (-0.23%)
+【外汇】USD/JPY: 149.85 (↑0.15)
+【VIX】16.2（正常范围）
+
+⚡ 关键事件
+- 日本GDP快报
+- 美国就业报告
+
+📈 环境：风险偏好持续
+```
+
+### 详细分析版本
+从执行摘要开始，然后逐节详细分析。
+关键明确事项：
+1. 当前市场阶段（看涨/看跌/中性）
+2. 短期方向（1-5天展望）
+3. 需监控的风险事件
+4. 建议的仓位调整
+
+## 重要注意事项
+
+### 时区意识
+- 考虑所有主要市场时区
+- 美国市场：晚间至凌晨（亚洲时间）
+- 欧洲市场：下午至晚间（亚洲时间）
+- 亚洲市场：上午至下午（当地时间）
+
+### 经济日历优先级
+按重要性分类：
+- ⭐⭐⭐ 关键（FOMC、NFP、CPI等）
+- ⭐⭐ 重要（GDP、零售销售等）
+- ⭐ 参考级别
+
+### 数据来源优先级
+1. 官方发布（央行、政府统计）
+2. 主要财经媒体（Bloomberg、Reuters）
+3. 券商报告
+4. 分析师共识预期
+
+## 故障排除
+
+### 数据收集注意事项
+- 检查市场假期（假日日历）
+- 注意夏令时变更
+- 区分快报数据和终值数据
+
+### 市场波动应对
+1. 首先梳理事实
+2. 参考历史类似事件
+3. 多源交叉验证
+4. 保持客观分析
+
+## 自定义选项
+
+根据用户投资风格调整：
+- **日内交易者**：关注日内图表、订单流
+- **波段交易者**：侧重日线/周线技术面
+- **长期投资者**：关注基本面、宏观经济
+- **外汇交易者**：货币相关性、利率差异
+- **期权交易者**：波动率分析、Greeks监控

package/.claude/skills/weekly-trade-strategy/.claude/skills/market-environment-analysis/references/analysis_patterns.md

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+# Market Analysis Patterns
+
+## Market Pattern Analysis
+
+### Trend Identification
+1. **Uptrend**
+   - Higher highs and higher lows
+   - Moving averages trending upward
+   - Price rises accompanied by volume increases
+
+2. **Downtrend**
+   - Lower highs and lower lows
+   - Moving averages trending downward
+   - Decreased volume on bounces
+
+3. **Range-Bound Market**
+   - Trading within defined range
+   - Moving averages sideways
+   - Declining volume trend
+
+### Risk-On / Risk-Off Assessment
+
+#### Risk-On Environment Characteristics
+- Stock markets rising (especially emerging markets)
+- High-yield currency buying (AUD, NZD, etc.)
+- VIX index declining
+- Interest rates rising
+- Risk assets like crude oil rising
+
+#### Risk-Off Environment Characteristics
+- Flight to safe assets (yen buying, Swiss franc buying)
+- Gold prices rising
+- Bond buying (yields falling)
+- VIX index rising
+- Emerging market currencies and stocks selling
+
+## Economic Indicator Interpretation
+
+### Employment Data (US)
+
+- **Nonfarm Payrolls (NFP)**
+  - +200k or more above expectations: Strong employment, rate hike expectations
+  - -100k or more below expectations: Employment deterioration, rate cut expectations
+
+- **Unemployment Rate**
+  - 3.5% or below: Near full employment
+  - 4.0% or above: Signs of employment environment deterioration
+
+### Inflation Indicators
+
+- **CPI (Consumer Price Index)**
+  - 2% YoY: Fed target level
+  - 3%+: Inflation alert
+  - Below 1%: Deflation risk
+
+- **PPI (Producer Price Index)**
+  - Important as CPI leading indicator
+  - Captures upstream inflation
+
+### Central Bank Policy
+
+- **Fed (Federal Reserve)**
+  - Watch dot plot
+  - Policy rate outlook changes
+
+- **BOJ (Bank of Japan)**
+  - YCC (Yield Curve Control) policy
+  - ETF purchase trends
+
+- **ECB (European Central Bank)**
+  - 2% inflation target
+  - Response to regional disparities
+
+## Inter-Market Correlation Analysis
+
+### Positive Correlation Patterns
+- Stocks ↑ → Interest rates ↑ (strong economy)
+- USD/JPY ↑ → Nikkei ↑ (exporters favorable)
+- Crude oil ↑ → Inflation expectations ↑
+
+### Inverse Correlation Patterns
+- Interest rates ↑ → Bond prices ↓
+- Dollar ↑ → Gold prices ↓
+- VIX ↑ → Stocks ↓
+
+## Seasonality & Anomalies
+
+### Monthly Patterns
+- **January Effect**: New year fund inflows
+- **Sell in May**: Pre-summer doldrums position closing
+- **September**: Historically weak month
+- **December**: Tax-loss selling, Santa Claus rally
+
+### Day-of-Week Effects
+- **Monday**: Weekend risk pricing
+- **Friday**: Position adjustments
+
+### Fiscal Year-End
+- **End of March**: Japanese corporate fiscal year, repatriation flows
+- **End of December**: Western corporate fiscal year
+
+## Technical Indicator Usage
+
+### Trend Indicators
+- **Moving Averages**: 25-day, 75-day, 200-day line relationships
+- **MACD**: Identifying trend turning points
+- **Bollinger Bands**: Volatility and contrarian entry points
+
+### Oscillators
+- **RSI**: Over 70 overbought, below 30 oversold
+- **Stochastics**: Short-term turning points
+- **Volume**: Confirming price movement reliability
+
+## Sentiment Analysis
+
+### Capturing Investor Psychology
+- **Put/Call Ratio**: Option market skew
+- **Bull/Bear Ratio**: Investor surveys
+- **Fear & Greed Index**: CNN Fear & Greed Index
+
+### News Flow Analysis
+- Headline tone changes
+- Media coverage frequency
+- Social media buzzwords

package/.claude/skills/weekly-trade-strategy/.claude/skills/market-environment-analysis/references/indicators.md

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+# Market Indicators Reference
+
+## Major Stock Indices
+
+### Japan
+- **Nikkei 225**: Stock price average of 225 representative stocks on Tokyo Stock Exchange Prime
+  - Key levels: 30,000, 35,000, 40,000 yen
+  - Moving averages: Emphasize 25-day, 75-day, 200-day lines
+
+- **TOPIX**: Market-cap weighted average of all Tokyo Stock Exchange Prime stocks
+  - Better reflects overall market
+  - Heavily influenced by banking/financial sector
+
+### United States
+- **S&P 500**: 500 large-cap US stocks
+  - Most representative US stock index
+  - Key levels: 4,000, 4,500, 5,000 points
+
+- **NASDAQ**: Tech-focused
+  - Reflects mega-cap tech stock trends like GAFAM
+  - Higher volatility
+
+- **Dow Jones Industrial Average**: Simple average of 30 stocks
+  - Historically significant but limited representation
+
+## Foreign Exchange Rates
+
+### USD/JPY (Dollar-Yen)
+- Greatest impact on Japanese economy
+- Key levels: 140, 145, 150, 155 yen
+- BOJ intervention alert line: Reference past intervention records
+
+### EUR/JPY (Euro-Yen)
+- Related to European economy
+- Influenced by ECB policy
+
+### CNY/JPY (Yuan-Yen)
+- Reflects Chinese economic trends
+- Indicator of Asian trade
+
+## Volatility Indicators
+
+### VIX Index (Fear Index)
+- Calculated from S&P 500 option prices
+- Quantifies market anxiety psychology
+- Interpretation:
+  - 10-15: Low volatility, stable market
+  - 15-20: Normal range
+  - 20-30: Unstable, caution needed
+  - 30+: High stress, panic selling
+
+### Nikkei VI
+- Volatility indicator for Nikkei Average
+- Japanese version of VIX
+
+## Commodities
+
+### Crude Oil (WTI/Brent)
+- Important as inflation indicator
+- Reflects geopolitical risks
+- Key levels: 70, 80, 90, 100 dollars/barrel
+
+### Gold
+- Representative safe asset
+- Tends to rise during dollar weakness/inflation
+- Key levels: 1,900, 2,000, 2,100 dollars/ounce
+
+## Interest Rates & Bonds
+
+### US 10-Year Treasury Yield
+- Most critical interest rate indicator
+- Direct impact on stock valuations
+- Key levels: 3.5%, 4.0%, 4.5%, 5.0%
+
+### Japan 10-Year Government Bond Yield
+- Reflects BOJ policy
+- Watch YCC target range
+
+## Sector-Specific Focus Points
+
+### Technology
+- AI-related stock trends
+- Semiconductor cycle
+- Regulatory risks
+
+### Financials
+- Heavily influenced by interest rate trends
+- Bank lending attitudes
+- Non-performing loan ratios
+
+### Energy
+- Linked to crude oil prices
+- Impact of decarbonization policies
+- Renewable energy shift
+
+### Consumer
+- Consumer confidence index
+- Retail sales
+- Inflation impact