quantwise 1.2.0 → 1.2.2

package/.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
+
+随时分析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
+
+### 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、道琼斯、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/风险规避
+- **波动性状态**：通过VIX衡量市场焦虑程度
+- **板块轮动**：资金流向何处
+
+### 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. 投资策略影响
+```
+
+## 脚本使用
+
+### market_utils.py
+提供报告创建的通用函数：
+```bash
+# 生成报告头部
+python scripts/market_utils.py
+
+# 可用函数：
+- format_market_report_header(): 创建头部
+- get_market_session_times(): 检查交易时间
+- categorize_volatility(vix): 解读VIX水平
+- format_percentage_change(value): 格式化价格变动
+```
+
+## 参考文档
+
+### 关键指标解读（references/indicators.md）
+在需要以下内容时参考：
+- 各指数的重要水平
+- 技术分析要点
+- 板块特定关注区域
+
+### 分析模式（references/analysis_patterns.md）
+在分析以下内容时参考：
+- 风险偏好/风险规避判断标准
+- 经济指标解读
+- 跨市场相关性
+- 季节性和市场异常
+
+## 输出示例
+
+### 简要摘要版
+```
+📊 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速报
+- 美国就业报告
+
+📈 环境：风险偏好延续
+```
+
+### 详细分析版
+以执行摘要开头，然后逐节详细分析。
+关键说明：
+1. 当前市场阶段（看涨/看跌/中性）
+2. 短期方向（1-5天展望）
+3. 需要监控的风险事件
+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、非农就业、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（假期日历）
+- 注意夏令时变化
+- 区分速报值和终值
+
+### 市场波动应对
+1. 首先整理事实
+2. 参考历史类似事件
+3. 通过多个来源验证
+4. 保持客观分析
+
+## 自定义选项
+
+根据用户的投资风格调整：
+- **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**：关注货币相关性、利率差
+- **期权交易者**：关注波动率分析、希腊值监控

package/.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/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

package/.claude/skills/market-environment-analysis/scripts/market_utils.py

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+#!/usr/bin/env python3
+"""
+Market Analysis Utility Functions for Environment Report
+
+This script provides common functions for market analysis report creation.
+"""
+
+from datetime import datetime, timedelta
+import json
+
+
+def get_market_session_times():
+    """Returns major market trading hours"""
+    return {
+        "Tokyo": {"open": "09:00 JST", "close": "15:00 JST", "lunch": "11:30-12:30"},
+        "Shanghai": {"open": "09:30 CST", "close": "15:00 CST", "lunch": "11:30-13:00"},
+        "Hong Kong": {"open": "09:30 HKT", "close": "16:00 HKT", "lunch": "12:00-13:00"},
+        "Singapore": {"open": "09:00 SGT", "close": "17:00 SGT", "lunch": "12:00-13:00"},
+        "London": {"open": "08:00 GMT", "close": "16:30 GMT", "lunch": None},
+        "New York": {"open": "09:30 EST", "close": "16:00 EST", "lunch": None}
+    }
+
+
+def format_market_report_header():
+    """Format report header"""
+    now = datetime.now()
+    weekdays = ["Monday", "Tuesday", "Wednesday", "Thursday", "Friday", "Saturday", "Sunday"]
+    return f"""
+=====================================
+📊 Daily Market Environment Report
+=====================================
+Created: {now.strftime('%Y-%m-%d')} ({weekdays[now.weekday()]}) {now.strftime('%H:%M')}
+=====================================
+"""
+
+
+def calculate_trading_days_to_event(event_date_str):
+    """Calculate trading days to event"""
+    # Simple version: excludes weekends (doesn't consider holidays)
+    event_date = datetime.strptime(event_date_str, "%Y-%m-%d")
+    today = datetime.now().date()
+    
+    trading_days = 0
+    current = today
+    
+    while current < event_date.date():
+        if current.weekday() < 5:  # Monday to Friday
+            trading_days += 1
+        current += timedelta(days=1)
+    
+    return trading_days
+
+
+def format_percentage_change(value):
+    """Format percentage change"""
+    if value >= 0:
+        return f"📈 +{value:.2f}%"
+    else:
+        return f"📉 {value:.2f}%"
+
+
+def categorize_volatility(vix_value):
+    """Categorize volatility based on VIX level"""
+    if vix_value < 12:
+        return "Low & Stable 😌"
+    elif vix_value < 20:
+        return "Normal Range 📊"
+    elif vix_value < 30:
+        return "Elevated ⚠️"
+    elif vix_value < 40:
+        return "High Volatility 🔥"
+    else:
+        return "Extreme Volatility 🚨"
+
+
+def get_market_status():
+    """Determine current market status"""
+    now = datetime.now()
+    hour = now.hour
+    
+    status = []
+    
+    # Simple market open determination (timezone not considered)
+    if 9 <= hour < 15:
+        status.append("🟢 Tokyo Market: Trading")
+    elif 15 <= hour < 18:
+        status.append("🔴 Tokyo Market: Closed")
+    else:
+        status.append("⏰ Tokyo Market: After hours")
+    
+    if 21 <= hour or hour < 4:
+        status.append("🟢 US Market: Trading (previous day)")
+    else:
+        status.append("🔴 US Market: Closed")
+    
+    return "\n".join(status)
+
+
+def generate_checklist():
+    """Generate market analysis checklist"""
+    return """
+📋 Analysis Checklist
+--------------------
+□ US market status check
+□ Asian market status check
+□ European market status check
+□ Forex rates (USD/JPY, EUR/USD, CNY)
+□ Index futures movements
+□ VIX level check
+□ Oil & Gold prices
+□ Economic calendar
+□ Corporate earnings schedule
+□ Central bank news
+□ Geopolitical risks
+"""
+
+
+if __name__ == "__main__":
+    print("Market Analysis Utility - Test Run")
+    print(format_market_report_header())
+    print("\nCurrent Market Status:")
+    print(get_market_status())
+    print("\nTrading Hours:")
+    for market, times in get_market_session_times().items():
+        lunch = f" (Lunch break: {times['lunch']})" if times.get('lunch') else ""
+        print(f"  {market}: {times['open']} - {times['close']}{lunch}")
+    print(generate_checklist())