cnhkmcp 2.1.7__py3-none-any.whl → 2.1.8__py3-none-any.whl

cnhkmcp/untracked/skills/brain-datafield-exploration-general/SKILL.md

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+---
+name: brain-datafield-exploration-general
+description: >-
+  Provides 6 proven methods to evaluate new datasets on the WorldQuant BRAIN platform.
+  Includes methods for checking coverage, non-zero values, update frequency, bounds, central tendency, and distribution.
+  Use when the user wants to understand a specific datafield (e.g., "what is this field?", "how often does it update?").
+---
+
+# 6 Ways to Evaluate a New Dataset
+
+This skill provides 6 methods to quickly evaluate a new datafield on the WorldQuant BRAIN platform.
+For the complete guide and detailed examples, see [reference.md](reference.md).
+
+**Important**: Run these simulations with **Neutralization: None**, **Decay: 0**, **Test Period: P0Y0M**.
+**Metrics**: Check **Long Count** and **Short Count** in the IS Summary.
+
+## 1. Basic Coverage Analysis
+*   **Expression**: `datafield` (or `vec_op(datafield)` for vectors)
+*   **Insight**: % Coverage  (Long Count + Short Count) / Universe Size.
+
+## 2. Non-Zero Value Coverage
+*   **Expression**: `datafield != 0 ? 1 : 0`
+*   **Insight**: Real coverage (excluding zeros). Distinguishes missing data (NaN) from actual zero values.
+
+## 3. Data Update Frequency Analysis
+*   **Expression**: `ts_std_dev(datafield, N) != 0 ? 1 : 0`
+*   **Insight**: Frequency of updates. Vary `N`:
+    *   `N=5` (Week): Low count implies weekly updates.
+    *   `N=22` (Month): Monthly updates.
+    *   `N=66` (Quarter): Quarterly updates.
+
+## 4. Data Bounds Analysis
+*   **Expression**: `abs(datafield) > X`
+*   **Insight**: Check value range. Vary `X` (e.g., 1, 10, 100) to check scale (e.g., is it normalized -1 to 1?).
+
+## 5. Central Tendency Analysis
+*   **Expression**: `ts_median(datafield, 1000) > X`
+*   **Insight**: Typical values over time (5-year median). Vary `X` to find the center.
+
+## 6. Data Distribution Analysis
+*   **Expression**: `X < scale_down(datafield) && scale_down(datafield) < Y`
+*   **Insight**: Distribution shape. `scale_down` maps to 0-1. Vary `X` and `Y` (e.g., 0.1-0.2) to check buckets.
+
+## Note on Vector Data
+If the datafield is a **VECTOR** type, wrap it in a vector operator first (e.g., `vec_sum(datafield)` or `vec_mean(datafield)`).

cnhkmcp/untracked/skills/brain-datafield-exploration-general/reference.md

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+# BRAIN TIPS: 6 Ways to Quickly Evaluate a New Dataset
+## WorldQuant BRAIN Platform - Datafield Exploration Guide
+
+**Original Post**: [BRAIN TIPS] 6 ways to quickly evaluate a new dataset  
+**Author**: KA64574  
+**Date**: 2 years ago  
+**Followers**: 265 people  
+
+---
+
+## 🎯 **Overview**
+
+WorldQuant BRAIN has thousands of datafields for you to create alphas. But how do you quickly understand a new datafield? Here are 6 proven methods to evaluate and understand new datasets efficiently.
+
+**Important**: Simulate the below expressions in **"None" neutralization** and **decay 0 setting** and **test_period P0Y0M**. Obtain insights of specific parameters using the **Long Count** and **Short Count** in the **IS Summary section** of the results.
+**Watch Out**: - Data type (matrix/vector), please note, these are two special definition here and not similar as we knew in math. Different data types have different characteristics and usage rule; if it is a matrix data type, you can use the datafield directly, but if it is a vector data type, you should use a vector operator to convert the datafield to a matrix data type. Thus, for a vector data type, you should find proper vector operator via mcp then put it into the following test.
+
+---
+
+## 📊 **The 6 Exploration Methods**
+
+### **1. Basic Coverage Analysis**
+**Expression**: `datafield`, for vector data type, the expression should be `vector_operator(datafield)`, please note, the vector_operator is the operator that you found via mcp.
+**Insight**: % coverage, would approximately be ratio of (Long Count + Short Count in the IS Summary) / (Universe Size in the settings)
+
+**Purpose**: Understand the basic availability of data across the universe
+**What it tells you**: How many instruments have data for this field on average
+
+---
+
+### **2. Non-Zero Value Coverage**
+**Expression**: `datafield != 0 ? 1 : 0` , for vector data type, the expression should be `vector_operator(datafield) != 0 ? 1 : 0`, please note, the vector_operator is the operator that you found via mcp.
+**Insight**: Coverage. Long Count indicates average non-zero values on a daily basis
+
+**Purpose**: Distinguish between missing data and actual zero values
+**What it tells you**: Whether the field has meaningful data vs. just coverage gaps
+
+---
+
+### **3. Data Update Frequency Analysis**
+**Expression**: `ts_std_dev(datafield,N) != 0 ? 1 : 0` , for vector data type, the expression should be `ts_std_dev(vector_operator(datafield),N) != 0 ? 1 : 0`, please note, the vector_operator is the operator that you found via mcp.
+**Insight**: Frequency of unique data (daily, weekly, monthly etc.)
+
+**Key Points**:
+- Some datasets have data backfilled for missing values, while some do not
+- This expression can be used to find the frequency of unique datafield updates by varying N (no. of days)
+- Datafields with quarterly unique data frequency would see a Long Count + Short Count value close to its actual coverage when N = 66 (quarter)
+- When N = 22 (month) Long Count + Short Count would be lower (approx. 1/3rd of coverage)
+- When N = 5 (week), Long Count + Short Count would be even lower
+
+**Purpose**: Understand how often the data actually changes vs. being backfilled
+**What it tells you**: Data freshness and update patterns
+
+---
+
+### **4. Data Bounds Analysis**
+**Expression**: `abs(datafield) > X`  , for vector data type, the expression should be `abs(vector_operator(datafield)) > X`, please note, the vector_operator is the operator that you found via mcp.
+**Insight**: Bounds of the datafield. Vary the values of X and see the Long Count
+
+**Example**: X=1 will indicate if the field is normalized to values between -1 and +1
+
+**Purpose**: Understand the range and scale of the data values
+**What it tells you**: Whether data is normalized, what the typical value ranges are
+
+---
+
+### **5. Central Tendency Analysis**
+**Expression**: `ts_median(datafield, 1000) > X`  , for vector data type, the expression should be `ts_median(vector_operator(datafield), 1000) > X`, please note, the vector_operator is the operator that you found via mcp.
+**Insight**: Median of the datafield over 5 years. Vary the values of X and see the Long Count
+
+**Note**: Similar process can be applied to check the mean of the datafield
+
+**Purpose**: Understand the typical values and central tendency of the data
+**What it tells you**: Whether the data is skewed, what typical values look like
+
+---
+
+### **6. Data Distribution Analysis**
+**Expression**: `X < scale_down(datafield) && scale_down(datafield) < Y`  , for vector data type, the expression should be `X < scale_down(vector_operator(datafield)) && scale_down(vector_operator(datafield)) < Y`, please note, the vector_operator is the operator that you found via mcp.
+**Insight**: Distribution of the datafield
+
+**Key Points**:
+- `scale_down` acts as a MinMaxScaler that can preserve the original distribution of the data
+- X and Y are values that vary between 0 and 1 that allow us to check how the datafield distributes across its range
+
+**Purpose**: Understand how data is distributed across its range
+**What it tells you**: Whether data is evenly distributed, clustered, or has specific patterns
+
+---
+
+## 🔍 **Practical Example**
+
+**Example**: If you simulate `[close <= 0]`, you will see Long and Short Counts as 0. This implies that closing price always has a positive value (as expected!)
+
+**What this demonstrates**: The validation that your understanding of the data is correct
+
+---
+
+## 📋 **Implementation Workflow**
+
+### **Step 1: Setup**
+1. Set neutralization to "None"
+2. Set decay to 0
+3. Choose appropriate universe and time period
+
+### **Step 2: Run Basic Tests**
+1. Start with expression 1 (`datafield`) to get baseline coverage
+2. Run expression 2 (`datafield != 0 ? 1 : 0`) to understand non-zero coverage
+
+### **Step 3: Analyze Update Frequency**
+1. Test with N = 5 (weekly)
+2. Test with N = 22 (monthly) 
+3. Test with N = 66 (quarterly)
+4. Compare results to understand update patterns
+
+### **Step 4: Explore Value Ranges**
+1. Test various thresholds for bounds analysis
+2. Test various thresholds for central tendency
+3. Test various ranges for distribution analysis
+
+### **Step 5: Document Insights**
+1. Record Long Count and Short Count for each test
+2. Calculate coverage ratios
+3. Note patterns in update frequency
+4. Document value ranges and distributions
+
+---
+
+## 🎯 **When to Use Each Method**
+
+| Method | Best For | When to Use |
+|--------|----------|-------------|
+| **1. Basic Coverage** | Initial assessment | First exploration of any new field |
+| **2. Non-Zero Coverage** | Data quality check | After basic coverage to understand meaningful data |
+| **3. Update Frequency** | Data freshness | When you need to understand how often data changes |
+| **4. Data Bounds** | Value ranges | When you need to understand data scale and normalization |
+| **5. Central Tendency** | Typical values | When you need to understand what "normal" looks like |
+| **6. Distribution** | Data patterns | When you need to understand how data is spread |
+
+---
+
+## ⚠️ **Important Considerations**
+
+### **Neutralization Setting**
+- **Use "None"** for these exploration tests
+- This ensures you're seeing the raw data behavior
+- Other neutralization settings may mask important patterns
+
+### **Decay Setting**
+- **Use 0** for these exploration tests
+- This ensures you're seeing the actual data values
+- Decay can smooth out important variations
+
+### **Universe Selection**
+- Choose a universe that represents your target use case
+- Consider both coverage and representativeness
+- Large universes may have different patterns than smaller ones
+
+### **Time Period**
+- Use sufficient history to see patterns
+- Consider seasonal or cyclical effects
+- Ensure you have enough data for statistical significance
+
+---
+
+## 🚀 **Advanced Applications**
+
+### **Combining Methods**
+- Use multiple methods together for comprehensive understanding
+- Cross-reference results to validate insights
+- Look for inconsistencies that might indicate data quality issues
+
+### **Custom Variations**
+- Modify expressions to test specific hypotheses
+- Combine with other operators for deeper insights
+- Create custom metrics based on your findings
+
+### **Automation**
+- These tests can be automated for systematic dataset evaluation
+- Create standardized evaluation reports
+- Track changes in data quality over time
+
+---
+
+## 📚 **Related Resources**
+
+- **BRAIN Platform Documentation**: Understanding Data concepts
+- **Data Explorer Tool**: Visual exploration of data fields
+- **Simulation Results**: Detailed analysis of field behavior
+- **Community Forums**: User experiences and best practices
+
+---
+
+*This guide provides a systematic approach to understanding new datafields on the WorldQuant BRAIN platform. Use these methods to quickly assess data quality, coverage, and characteristics before incorporating fields into your alpha strategies.*

cnhkmcp/untracked/skills/brain-dataset-exploration-general/SKILL.md

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+---
+name: brain-dataset-exploration-general
+description: >-
+  Provides a comprehensive workflow for deep-diving into entire WorldQuant BRAIN datasets.
+  Includes steps for dataset selection, field categorization, detailed description generation, and cross-platform research.
+  Use when the user wants to "audit a dataset", "categorize fields", or "explore a new dataset".
+---
+
+# Dataset Exploration Expert Workflow
+
+This workflow guides the deep analysis and categorization of datasets.
+For the detailed job duty manual and specific MCP tool strategies, see [reference.md](reference.md).
+
+## Phase 1: Dataset Selection & Initial Assessment
+1. **Identify Dataset**: Select based on strategic importance or user needs.
+2. **Initial Exploration**:
+   - Use `get_datasets` to find datasets.
+   - Use `get_datafields` to count fields and check coverage.
+   - Use `get_documentations` to find related docs.
+
+## Phase 2: Field Categorization
+Group data fields into logical categories:
+- **Business Function**: Financials, Market Data, Estimates, etc.
+- **Data Type**: Matrix, Vector.
+- **Update Frequency**: Daily, Quarterly.
+- **Hierarchy**: Primary -> Secondary -> Tertiary (e.g., Financials -> Income Statement -> Revenue).
+
+## Phase 3: Enhanced Description & Analysis
+1. **Describe**: Write detailed descriptions (Business context, Methodology, Typical values).
+2. **Analyze**: Use `brain-datafield-exploration` techniques on key fields to understand distributions and patterns.
+
+## Phase 4: Integration
+1. **Research**: Check forum posts for community insights.
+2. **Alpha Ideas**: Brainstorm alpha concepts based on the dataset characteristics.
+
+## Core Responsibilities
+- **Deep Dive**: Focus on one dataset at a time.
+- **Inventory**: Catalog all fields.
+- **Documentation**: Improve descriptions.