quantwise 1.2.0 → 1.2.2

package/.claude/skills/weekly-trade-strategy/.claude/skills/us-market-bubble-detector/scripts/bubble_scorer.py

@@ -0,0 +1,309 @@
+#!/usr/bin/env python3
+"""
+Bubble-O-Meter: 多维度评估美国股市泡沫程度的脚本
+
+8个指标各评0-2分，合计(0-16分)判定泡沫程度:
+- 0-4: 正常区
+- 5-8: 警戒区
+- 9-12: 狂热区
+- 13-16: 临界区
+
+使用方法:
+    python bubble_scorer.py --ticker SPY --period 1y
+"""
+
+import argparse
+import json
+from datetime import datetime, timedelta
+from typing import Dict, List, Tuple
+
+
+class BubbleScorer:
+    """泡沫评分系统"""
+
+    def __init__(self):
+        self.indicators = {
+            "mass_penetration": {
+                "name": "大众渗透度",
+                "weight": 2,
+                "description": "非投资者群体的推荐和提及"
+            },
+            "media_saturation": {
+                "name": "媒体饱和度",
+                "weight": 2,
+                "description": "搜索、社交媒体、媒体曝光的急剧上升"
+            },
+            "new_accounts": {
+                "name": "新增入场",
+                "weight": 2,
+                "description": "开户数和资金流入的加速"
+            },
+            "new_issuance": {
+                "name": "新发行泛滥",
+                "weight": 2,
+                "description": "IPO/SPAC/相关产品的泛滥"
+            },
+            "leverage": {
+                "name": "杠杆",
+                "weight": 2,
+                "description": "保证金、信用、融资利率的偏离"
+            },
+            "price_acceleration": {
+                "name": "价格加速度",
+                "weight": 2,
+                "description": "收益率达到历史分布上游"
+            },
+            "valuation_disconnect": {
+                "name": "估值脱离",
+                "weight": 2,
+                "description": "基本面解释完全依赖叙事"
+            },
+            "breadth_expansion": {
+                "name": "相关性与广度",
+                "weight": 2,
+                "description": "低质量个股也全面上涨"
+            }
+        }
+
+    def calculate_score(self, scores: Dict[str, int]) -> Dict:
+        """
+        从各指标分数计算综合评估
+
+        Args:
+            scores: 各指标分数字典 (0-2分)
+
+        Returns:
+            评估结果字典
+        """
+        total_score = sum(scores.values())
+        max_score = len(self.indicators) * 2
+
+        # 泡沫阶段判定
+        if total_score <= 4:
+            phase = "正常区"
+            risk_level = "低"
+            action = "继续正常投资策略"
+        elif total_score <= 8:
+            phase = "警戒区"
+            risk_level = "中"
+            action = "开始部分止盈，缩小新仓位规模"
+        elif total_score <= 12:
+            phase = "狂热区"
+            risk_level = "高"
+            action = "加速阶梯式止盈，严格ATR追踪止损，总风险预算削减30-50%"
+        else:
+            phase = "临界区"
+            risk_level = "极高"
+            action = "大幅止盈或全额对冲，停止新入场，确认反转后考虑做空仓位"
+
+        # Minsky阶段估计
+        minsky_phase = self._estimate_minsky_phase(scores, total_score)
+
+        return {
+            "timestamp": datetime.now().isoformat(),
+            "total_score": total_score,
+            "max_score": max_score,
+            "percentage": round(total_score / max_score * 100, 1),
+            "phase": phase,
+            "risk_level": risk_level,
+            "minsky_phase": minsky_phase,
+            "recommended_action": action,
+            "indicator_scores": scores,
+            "detailed_indicators": self._format_indicator_details(scores)
+        }
+
+    def _estimate_minsky_phase(self, scores: Dict[str, int], total: int) -> str:
+        """Minsky/Kindleberger阶段估计"""
+        mass_pen = scores.get("mass_penetration", 0)
+        media = scores.get("media_saturation", 0)
+        price_acc = scores.get("price_acceleration", 0)
+
+        if total <= 4:
+            return "Displacement/Early Boom (触发/初期扩张)"
+        elif total <= 8:
+            if media >= 1 and price_acc >= 1:
+                return "Boom (扩张期)"
+            else:
+                return "Displacement/Early Boom (触发/初期扩张)"
+        elif total <= 12:
+            if mass_pen >= 2 and media >= 2:
+                return "Euphoria (狂热期) - FOMO已制度化"
+            else:
+                return "Late Boom/Early Euphoria (扩张后期/狂热初期)"
+        else:
+            if mass_pen >= 2:
+                return "Peak Euphoria/Profit Taking (狂热顶峰/止盈开始) - 临近反转"
+            else:
+                return "Euphoria (狂热期)"
+
+    def _format_indicator_details(self, scores: Dict[str, int]) -> List[Dict]:
+        """格式化指标详细信息"""
+        details = []
+        for key, value in scores.items():
+            indicator = self.indicators.get(key, {})
+            status = "🔴高" if value == 2 else "🟡中" if value == 1 else "🟢低"
+            details.append({
+                "indicator": indicator.get("name", key),
+                "score": value,
+                "status": status,
+                "description": indicator.get("description", "")
+            })
+        return details
+
+    def get_scoring_guidelines(self) -> str:
+        """返回各指标的评分指南"""
+        guidelines = """
+## 泡沫评分指南
+
+### 1. 大众渗透度 (Mass Penetration)
+- 0分: 仅限专家和投资者群体讨论
+- 1分: 普通人也有认知，但作为投资标的仍有限
+- 2分: 非投资者（出租车司机、美容师、家人）积极推荐和提及
+
+### 2. 媒体饱和度 (Media Saturation)
+- 0分: 正常水平的报道和搜索趋势
+- 1分: 搜索趋势、社交媒体提及为平时的2-3倍
+- 2分: 电视专题、杂志封面、搜索趋势暴涨（平时的5倍以上）
+
+### 3. 新增入场 (New Accounts & Inflows)
+- 0分: 正常水平的开户和入金
+- 1分: 开户数同比增长50-100%
+- 2分: 开户数同比增长200%以上，大量"首次投资"人群涌入
+
+### 4. 新发行泛滥 (New Issuance Flood)
+- 0分: 正常水平的IPO/产品发行
+- 1分: IPO/SPAC/相关ETF同比增长50%以上
+- 2分: 低质量IPO泛滥，"XX概念"基金/ETF滥造
+
+### 5. 杠杆 (Leverage Indicators)
+- 0分: 保证金余额、信用损益在正常范围
+- 1分: 保证金余额为历史均值的1.5倍，期货持仓偏离
+- 2分: 保证金余额创历史新高，融资利率居高不下，极端持仓偏离
+
+### 6. 价格加速度 (Price Acceleration)
+- 0分: 年化收益率在历史分布的中位数附近
+- 1分: 年化收益率超过历史90百分位
+- 2分: 年化收益率达到历史95-99百分位，或加速度（二阶导数）为正且递增
+
+### 7. 估值脱离 (Valuation Disconnect)
+- 0分: 可用基本面合理解释
+- 1分: 高估值但可用"成长预期"勉强解释
+- 2分: 解释完全依赖"叙事""革命""范式转换"，"这次不一样"
+
+### 8. 相关性与广度 (Breadth & Correlation)
+- 0分: 仅部分领涨股上涨
+- 1分: 扩散至整个板块，mid-cap也上涨
+- 2分: 低质量/low-cap个股也全面上涨，"僵尸企业"也上涨（最后的买家入场）
+"""
+        return guidelines
+
+    def format_output(self, result: Dict) -> str:
+        """将结果格式化为可读输出"""
+        output = f"""
+{'='*60}
+🔍 美国市场泡沫度评估 - Bubble-O-Meter
+{'='*60}
+
+评估时间: {result['timestamp']}
+
+【综合评分】
+{result['total_score']}/{result['max_score']}分 ({result['percentage']}%)
+
+【市场阶段】
+当前: {result['phase']} (风险: {result['risk_level']})
+Minsky阶段: {result['minsky_phase']}
+
+【建议操作】
+{result['recommended_action']}
+
+{'='*60}
+【各指标评分】
+{'='*60}
+"""
+        for detail in result['detailed_indicators']:
+            output += f"\n{detail['status']} {detail['indicator']}: {detail['score']}/2分\n"
+            output += f"   └─ {detail['description']}\n"
+
+        output += f"\n{'='*60}\n"
+
+        return output
+
+
+def manual_assessment() -> Dict[str, int]:
+    """交互式手动评估"""
+    scorer = BubbleScorer()
+    print("\n" + "="*60)
+    print("🔍 美国市场泡沫度评估 - Manual Assessment")
+    print("="*60)
+    print("\n请对各指标评0-2分:")
+    print(scorer.get_scoring_guidelines())
+
+    scores = {}
+    for key, indicator in scorer.indicators.items():
+        while True:
+            try:
+                score = int(input(f"\n{indicator['name']} (0-2): "))
+                if 0 <= score <= 2:
+                    scores[key] = score
+                    break
+                else:
+                    print("请输入0、1或2")
+            except ValueError:
+                print("请输入数字")
+
+    return scores
+
+
+def main():
+    parser = argparse.ArgumentParser(
+        description="评估美国市场泡沫程度的Bubble-O-Meter"
+    )
+    parser.add_argument(
+        "--manual",
+        action="store_true",
+        help="交互式手动评估模式"
+    )
+    parser.add_argument(
+        "--scores",
+        type=str,
+        help="JSON格式的分数字符串 (例: '{\"mass_penetration\":2,\"media_saturation\":1,...}')"
+    )
+    parser.add_argument(
+        "--output",
+        choices=["text", "json"],
+        default="text",
+        help="输出格式"
+    )
+
+    args = parser.parse_args()
+    scorer = BubbleScorer()
+
+    # 获取分数
+    if args.manual:
+        scores = manual_assessment()
+    elif args.scores:
+        try:
+            scores = json.loads(args.scores)
+        except json.JSONDecodeError:
+            print("错误: 无效的JSON格式")
+            return 1
+    else:
+        print("错误: 请指定 --manual 或 --scores")
+        print("\n显示指南:")
+        print(scorer.get_scoring_guidelines())
+        return 1
+
+    # 执行评估
+    result = scorer.calculate_score(scores)
+
+    # 输出
+    if args.output == "json":
+        print(json.dumps(result, indent=2, ensure_ascii=False))
+    else:
+        print(scorer.format_output(result))
+
+    return 0
+
+
+if __name__ == "__main__":
+    exit(main())

package/.claude/skills/weekly-trade-strategy/.claude/skills/us-stock-analysis/SKILL.md

@@ -0,0 +1,294 @@
+---
+name: us-stock-analysis
+description: Comprehensive US stock analysis including fundamental analysis (financial metrics, business quality, valuation), technical analysis (indicators, chart patterns, support/resistance), stock comparisons, and investment report generation. Use when user requests analysis of US stock tickers (e.g., "analyze AAPL", "compare TSLA vs NVDA", "give me a report on Microsoft"), evaluation of financial metrics, technical chart analysis, or investment recommendations for American stocks.
+---
+
+# US Stock Analysis
+
+## Overview
+
+Perform comprehensive analysis of US stocks covering fundamental analysis (financials, business quality, valuation), technical analysis (indicators, trends, patterns), peer comparisons, and generate detailed investment reports. Fetch real-time market data via web search tools and apply structured analytical frameworks.
+
+## Data Sources
+
+Always use web search tools to gather current market data:
+
+**Primary Data to Fetch:**
+1. **Current stock price and trading data** (price, volume, 52-week range)
+2. **Financial statements** (income statement, balance sheet, cash flow)
+3. **Key metrics** (P/E, EPS, revenue, margins, debt ratios)
+4. **Analyst ratings and price targets**
+5. **Recent news and developments**
+6. **Peer/competitor data** (for comparisons)
+7. **Technical data** (moving averages, RSI, MACD when available)
+
+**Search Strategy:**
+- Use ticker symbol + specific data needed (e.g., "AAPL financial metrics 2024")
+- For comprehensive data: Search for earnings reports, investor presentations, or SEC filings
+- For technical data: Search for "AAPL technical analysis" or use financial data sites
+- Always verify data recency (prefer data from last quarter)
+
+**Quality Sources:**
+- Yahoo Finance, Google Finance, MarketWatch, Seeking Alpha, Bloomberg, CNBC
+- Company investor relations pages
+- SEC filings (10-K, 10-Q) for detailed financials
+- TradingView, StockCharts for technical data
+
+## Analysis Types
+
+This skill supports four types of analysis. Determine which type(s) the user needs:
+
+1. **Basic Stock Info** - Quick overview with key metrics
+2. **Fundamental Analysis** - Deep dive into business, financials, valuation
+3. **Technical Analysis** - Chart patterns, indicators, trend analysis
+4. **Comprehensive Report** - Complete analysis combining all approaches
+
+## Analysis Workflows
+
+### 1. Basic Stock Information
+
+**When to Use:** User asks for quick overview or basic info
+
+**Steps:**
+1. Search for current stock data (price, volume, market cap)
+2. Gather key metrics (P/E, EPS, revenue growth, margins)
+3. Get 52-week range and year-to-date performance
+4. Find recent news or major developments
+5. Present in concise summary format
+
+**Output Format:**
+- Company description (1-2 sentences)
+- Current price and trading metrics
+- Key valuation metrics (table)
+- Recent performance
+- Notable recent news (if any)
+
+### 2. Fundamental Analysis
+
+**When to Use:** User wants financial analysis, valuation assessment, or business evaluation
+
+**Steps:**
+1. **Gather comprehensive financial data:**
+   - Revenue, earnings, cash flow (3-5 year trends)
+   - Balance sheet metrics (debt, cash, working capital)
+   - Profitability metrics (margins, ROE, ROIC)
+   
+2. **Read references/fundamental-analysis.md** for analytical framework
+
+3. **Read references/financial-metrics.md** for metric definitions and calculations
+
+4. **Analyze business quality:**
+   - Competitive advantages
+   - Management track record
+   - Industry position
+   
+5. **Perform valuation analysis:**
+   - Calculate key ratios (P/E, PEG, P/B, EV/EBITDA)
+   - Compare to historical averages
+   - Compare to peer group
+   - Estimate fair value range
+   
+6. **Identify risks:**
+   - Company-specific risks
+   - Market/macro risks
+   - Red flags from financial data
+
+7. **Generate output** following references/report-template.md structure
+
+**Critical Analyses:**
+- Profitability trends (improving/declining margins)
+- Cash flow quality (FCF vs earnings)
+- Balance sheet strength (debt levels, liquidity)
+- Growth sustainability
+- Valuation vs peers and historical average
+
+### 3. Technical Analysis
+
+**When to Use:** User asks for technical analysis, chart patterns, or trading signals
+
+**Steps:**
+1. **Gather technical data:**
+   - Current price and recent price action
+   - Volume trends
+   - Moving averages (20-day, 50-day, 200-day)
+   - Technical indicators (RSI, MACD, Bollinger Bands)
+   
+2. **Read references/technical-analysis.md** for indicator definitions and patterns
+
+3. **Identify trend:**
+   - Uptrend, downtrend, or sideways
+   - Strength of trend
+   
+4. **Locate support and resistance levels:**
+   - Recent highs and lows
+   - Moving average levels
+   - Round numbers
+   
+5. **Analyze indicators:**
+   - RSI: Overbought (>70) or oversold (<30)
+   - MACD: Crossovers and divergences
+   - Volume: Confirmation or divergence
+   - Bollinger Bands: Squeeze or expansion
+   
+6. **Identify chart patterns:**
+   - Reversal patterns (head and shoulders, double top/bottom)
+   - Continuation patterns (flags, triangles)
+   
+7. **Generate technical outlook:**
+   - Current trend assessment
+   - Key levels to watch
+   - Risk/reward analysis
+   - Short and medium-term outlook
+
+**Interpretation Guidelines:**
+- Confirm signals with multiple indicators
+- Consider volume for validation
+- Note divergences between price and indicators
+- Always identify risk levels (stop-loss)
+
+### 4. Comprehensive Investment Report
+
+**When to Use:** User asks for detailed report, investment recommendation, or complete analysis
+
+**Steps:**
+1. **Perform data gathering** (as in Basic Info)
+
+2. **Execute fundamental analysis** (follow workflow above)
+
+3. **Execute technical analysis** (follow workflow above)
+
+4. **Read references/report-template.md** for complete report structure
+
+5. **Synthesize findings:**
+   - Integrate fundamental and technical insights
+   - Develop bull and bear cases
+   - Assess risk/reward
+   
+6. **Generate recommendation:**
+   - Buy/Hold/Sell rating
+   - Target price with timeframe
+   - Conviction level
+   - Entry strategy
+   
+7. **Create formatted report** following template structure
+
+**Report Must Include:**
+- Executive summary with recommendation
+- Company overview
+- Investment thesis (bull and bear cases)
+- Fundamental analysis section
+- Technical analysis section
+- Valuation analysis
+- Risk assessment
+- Catalysts and timeline
+- Conclusion
+
+## Stock Comparison Analysis
+
+**When to Use:** User asks to compare two or more stocks (e.g., "compare AAPL vs MSFT")
+
+**Steps:**
+1. **Gather data for all stocks:**
+   - Follow data gathering steps for each ticker
+   - Ensure comparable timeframes
+   
+2. **Read references/fundamental-analysis.md** and references/financial-metrics.md
+
+3. **Create side-by-side comparison:**
+   - Business models comparison
+   - Financial metrics table (all key ratios)
+   - Valuation metrics table
+   - Growth rates comparison
+   - Profitability comparison
+   - Balance sheet strength
+   
+4. **Identify relative strengths:**
+   - Where each company excels
+   - Quantified advantages
+   
+5. **Technical comparison:**
+   - Relative strength
+   - Momentum comparison
+   - Which is in better technical position
+   
+6. **Generate recommendation:**
+   - Which stock is more attractive and why
+   - Consider both fundamental and technical factors
+   - Portfolio allocation suggestion
+   - Risk-adjusted return assessment
+
+**Output Format:** Follow "Comparison Report Structure" in references/report-template.md
+
+## Output Guidelines
+
+**General Principles:**
+- Use tables for financial data and comparisons (easy to scan)
+- Bold key metrics and findings
+- Include data sources and dates
+- Quantify whenever possible
+- Present both bull and bear perspectives
+- Be clear about assumptions and uncertainties
+
+**Formatting:**
+- **Headers** for clear section separation
+- **Tables** for metrics, comparisons, historical data
+- **Bullet points** for lists, factors, risks
+- **Bold text** for key findings, important metrics
+- **Percentages** for growth rates, returns, margins
+- **Currency** formatted consistently ($B for billions, $M for millions)
+
+**Tone:**
+- Objective and balanced
+- Acknowledge uncertainty
+- Support claims with data
+- Avoid hyperbole
+- Present risks clearly
+
+## Reference Files
+
+Load these references as needed during analysis:
+
+**references/technical-analysis.md**
+- When: Performing technical analysis or interpreting indicators
+- Contains: Indicator definitions, chart patterns, support/resistance concepts, analysis workflow
+
+**references/fundamental-analysis.md**
+- When: Performing fundamental analysis or business evaluation
+- Contains: Business quality assessment, financial health analysis, valuation frameworks, risk assessment, red flags
+
+**references/financial-metrics.md**
+- When: Need definitions or calculation methods for financial ratios
+- Contains: All key metrics with formulas (profitability, valuation, growth, liquidity, leverage, efficiency, cash flow)
+
+**references/report-template.md**
+- When: Creating comprehensive report or comparison
+- Contains: Complete report structure, formatting guidelines, section templates, comparison format
+
+## Example Queries
+
+**Basic Info:**
+- "What's the current price of AAPL?"
+- "Give me key metrics for Tesla"
+- "Quick overview of Microsoft stock"
+
+**Fundamental:**
+- "Analyze NVDA's financials"
+- "Is Amazon overvalued?"
+- "Evaluate Apple's business quality"
+- "What's Google's debt situation?"
+
+**Technical:**
+- "Technical analysis of TSLA"
+- "Is Netflix oversold?"
+- "Show me support levels for AAPL"
+- "What's the trend for AMD?"
+
+**Comprehensive:**
+- "Complete analysis of Microsoft"
+- "Give me a full report on AAPL"
+- "Should I invest in Tesla? Give me detailed analysis"
+
+**Comparison:**
+- "Compare AAPL vs MSFT"
+- "Tesla vs Nvidia - which is better?"
+- "Analyze Meta vs Google"