cnhkmcp 2.1.8__tar.gz → 2.2.0__tar.gz

{cnhkmcp-2.1.8/cnhkmcp.egg-info → cnhkmcp-2.2.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: cnhkmcp
-Version: 2.1.8
+Version: 2.2.0
 Summary: A comprehensive Model Context Protocol (MCP) server for quantitative trading platform integration
 Home-page: https://github.com/cnhk/cnhkmcp
 Author: CNHK

{cnhkmcp-2.1.8 → cnhkmcp-2.2.0}/cnhkmcp/__init__.py

@@ -50,7 +50,7 @@ from .untracked.forum_functions import (
     read_full_forum_post
 )
 
-__version__ = "2.1.8"
+__version__ = "2.2.0"
 __author__ = "CNHK"
 __email__ = "cnhk@example.com"
 

{cnhkmcp-2.1.8 → cnhkmcp-2.2.0}/cnhkmcp/untracked/AI/346/241/214/351/235/242/346/217/222/344/273/266/config.json

@@ -1,5 +1,5 @@
 {
-    "api_key": "sk-lCfgrezCmn15J4VNkQb4n7pHYH2lKDQ82lj5Ehu6tOWoecPc",
+    "api_key": "sk-xxxxxxx",
     "base_url": "https://api.moonshot.cn/v1",
     "model": "kimi-latest",
     "system_prompt": "You are a WorldQuant BRAIN platform expert and Consultant. Your goal is to assist users with Alpha development, BRAIN API usage, and maximizing consultant income.\n\nYour expertise includes:\n- Deep knowledge of the BRAIN API (authentication, data, simulation, analysis).\n- Alpha development best practices (stable PnL, economic sense, avoiding pitfalls).\n- Consultant income structure (daily pay, Genius Program, increasing earnings).\n\nGuidelines:\n- Always refer to the BRAIN_Consultant_Starter_Handbook.md for guidance.\n- Emphasize the importance of stable PnL and economic sense when discussing Alphas.\n- Follow the handbook's workflow for API usage.\n- Explain income components clearly when asked.\n- IMPORTANT: You cannot directly interact with the platform. You must guide the user step-by-step on what actions to take (e.g., 'Copy this code', 'Go to the Simulation page').\n- Always suggest the specific next operation the user should perform.\n\nKey Concepts:\n1. Pyramid:\n   - Definition: Combination of Region + Delay + Data Category. 'Lit' when 3+ Alphas are submitted in that combo.\n   - Purpose: Measures diversity; affects promotions and QualityFactor.\n   - Tips: Target underfilled pyramids; use grouping fields; track via MCP.\n\n2. Simulation Settings:\n   - Key fields: instrument_type, region, delay (D0/D1), universe, neutralization, decay, truncation, etc.\n   - Best Practices: Preprocess (winsorize -> zscore) -> Neutralize. Validate exposures.\n   - Neutralization: Use regression_neut or group_neutralize. Consider CROWDING or RAM options.\n   - Universes: Choose based on investability (e.g., TOP3000, TOPSP500).\n\nIf the user provides a screenshot, analyze it in the context of the BRAIN platform (e.g., Alpha code, simulation results, error messages). Answer in Chinese."

cnhkmcp-2.2.0/cnhkmcp/untracked/skills/brain-data-feature-engineering/OUTPUT_TEMPLATE.md

@@ -0,0 +1,325 @@
+# {dataset_name} Feature Engineering Analysis Report
+
+**Dataset**: {dataset_id}
+**Category**: {category}
+**Region**: {region}
+**Analysis Date**: {analysis_date}
+**Fields Analyzed**: {field_count}
+
+---
+
+## Executive Summary
+
+**Primary Question Answered by Dataset**: What does this dataset fundamentally measure?
+
+**Key Insights from Analysis**:
+- {insight_1}
+- {insight_2}
+- {insight_3}
+
+**Critical Field Relationships Identified**:
+- {relationship_1}
+- {relationship_2}
+
+**Most Promising Feature Concepts**:
+1. {top_feature_1} - because {reason_1}
+2. {top_feature_2} - because {reason_2}
+3. {top_feature_3} - because {reason_3}
+
+---
+
+## Dataset Deep Understanding
+
+### Dataset Description
+{dataset_description}
+
+### Field Inventory
+| Field ID | Description | Data Type | Update Frequency | Coverage |
+|----------|-------------|-----------|------------------|----------|
+| {field_1_id} | {field_1_desc} | {type_1} | {freq_1} | {coverage_1}% |
+| {field_2_id} | {field_2_desc} | {type_2} | {freq_2} | {coverage_2}% |
+| {field_3_id} | {field_3_desc} | {type_3} | {freq_3} | {coverage_3}% |
+
+*(Additional fields as needed)*
+
+### Field Deconstruction Analysis
+
+#### {field_1_id}: {field_1_name}
+- **What is being measured?**: {measurement_object_1}
+- **How is it measured?**: {measurement_method_1}
+- **Time dimension**: {time_dimension_1}
+- **Business context**: {business_context_1}
+- **Generation logic**: {generation_logic_1}
+- **Reliability considerations**: {reliability_1}
+
+#### {field_2_id}: {field_2_name}
+- **What is being measured?**: {measurement_object_2}
+- **How is it measured?**: {measurement_method_2}
+- **Time dimension**: {time_dimension_2}
+- **Business context**: {business_context_2}
+- **Generation logic**: {generation_logic_2}
+- **Reliability considerations**: {reliability_2}
+
+*(Additional fields as needed)*
+
+### Field Relationship Mapping
+
+**The Story This Data Tells**:
+{story_description}
+
+**Key Relationships Identified**:
+1. {relationship_1_desc}
+2. {relationship_2_desc}
+3. {relationship_3_desc}
+
+**Missing Pieces That Would Complete the Picture**:
+- {missing_1}
+- {missing_2}
+
+---
+
+## Feature Concepts by Question Type
+
+### Q1: "What is stable?" (Invariance Features)
+
+**Concept**: {stability_feature_1_name}
+- **Fields Used**: {fields_used_1}
+- **Definition**: {definition_1}
+- **Why This Feature**: {why_1}
+- **Logical Meaning**: {logical_meaning_1}
+- **Directionality**: {directionality_1}
+- **Boundary Conditions**: {boundaries_1}
+- **Implementation Example**: `{implementation_1}`
+
+**Concept**: {stability_feature_2_name}
+- **Fields Used**: {fields_used_2}
+- **Definition**: {definition_2}
+- **Why This Feature**: {why_2}
+- **Logical Meaning**: {logical_meaning_2}
+- **Directionality**: {directionality_2}
+- **Boundary Conditions**: {boundaries_2}
+- **Implementation Example**: `{implementation_2}`
+
+---
+
+### Q2: "What is changing?" (Dynamics Features)
+
+**Concept**: {dynamics_feature_1_name}
+- **Fields Used**: {fields_used_3}
+- **Definition**: {definition_3}
+- **Why This Feature**: {why_3}
+- **Logical Meaning**: {logical_meaning_3}
+- **Directionality**: {directionality_3}
+- **Boundary Conditions**: {boundaries_3}
+- **Implementation Example**: `{implementation_3}`
+
+**Concept**: {dynamics_feature_2_name}
+- **Fields Used**: {fields_used_4}
+- **Definition**: {definition_4}
+- **Why This Feature**: {why_4}
+- **Logical Meaning**: {logical_meaning_4}
+- **Directionality**: {directionality_4}
+- **Boundary Conditions**: {boundaries_4}
+- **Implementation Example**: `{implementation_4}`
+
+---
+
+### Q3: "What is anomalous?" (Deviation Features)
+
+**Concept**: {anomaly_feature_1_name}
+- **Fields Used**: {fields_used_5}
+- **Definition**: {definition_5}
+- **Why This Feature**: {why_5}
+- **Logical Meaning**: {logical_meaning_5}
+- **Directionality**: {directionality_5}
+- **Boundary Conditions**: {boundaries_5}
+- **Implementation Example**: `{implementation_5}`
+
+**Concept**: {anomaly_feature_2_name}
+- **Fields Used**: {fields_used_6}
+- **Definition**: {definition_6}
+- **Why This Feature**: {why_6}
+- **Logical Meaning**: {logical_meaning_6}
+- **Directionality**: {directionality_6}
+- **Boundary Conditions**: {boundaries_6}
+- **Implementation Example**: `{implementation_6}`
+
+---
+
+### Q4: "What is combined?" (Interaction Features)
+
+**Concept**: {interaction_feature_1_name}
+- **Fields Used**: {fields_used_7}
+- **Definition**: {definition_7}
+- **Why This Feature**: {why_7}
+- **Logical Meaning**: {logical_meaning_7}
+- **Directionality**: {directionality_7}
+- **Boundary Conditions**: {boundaries_7}
+- **Implementation Example**: `{implementation_7}`
+
+**Concept**: {interaction_feature_2_name}
+- **Fields Used**: {fields_used_8}
+- **Definition**: {definition_8}
+- **Why This Feature**: {why_8}
+- **Logical Meaning**: {logical_meaning_8}
+- **Directionality**: {directionality_8}
+- **Boundary Conditions**: {boundaries_8}
+- **Implementation Example**: `{implementation_8}`
+
+---
+
+### Q5: "What is structural?" (Composition Features)
+
+**Concept**: {structure_feature_1_name}
+- **Fields Used**: {fields_used_9}
+- **Definition**: {definition_9}
+- **Why This Feature**: {why_9}
+- **Logical Meaning**: {logical_meaning_9}
+- **Directionality**: {directionality_9}
+- **Boundary Conditions**: {boundaries_9}
+- **Implementation Example**: `{implementation_9}`
+
+**Concept**: {structure_feature_2_name}
+- **Fields Used**: {fields_used_10}
+- **Definition**: {definition_10}
+- **Why This Feature**: {why_10}
+- **Logical Meaning**: {logical_meaning_10}
+- **Directionality**: {directionality_10}
+- **Boundary Conditions**: {boundaries_10}
+- **Implementation Example**: `{implementation_10}`
+
+---
+
+### Q6: "What is cumulative?" (Accumulation Features)
+
+**Concept**: {accumulation_feature_1_name}
+- **Fields Used**: {fields_used_11}
+- **Definition**: {definition_11}
+- **Why This Feature**: {why_11}
+- **Logical Meaning**: {logical_meaning_11}
+- **Directionality**: {directionality_11}
+- **Boundary Conditions**: {boundaries_11}
+- **Implementation Example**: `{implementation_11}`
+
+**Concept**: {accumulation_feature_2_name}
+- **Fields Used**: {fields_used_12}
+- **Definition**: {definition_12}
+- **Why This Feature**: {why_12}
+- **Logical Meaning**: {logical_meaning_12}
+- **Directionality**: {directionality_12}
+- **Boundary Conditions**: {boundaries_12}
+- **Implementation Example**: `{implementation_12}`
+
+---
+
+### Q7: "What is relative?" (Comparison Features)
+
+**Concept**: {relative_feature_1_name}
+- **Fields Used**: {fields_used_13}
+- **Definition**: {definition_13}
+- **Why This Feature**: {why_13}
+- **Logical Meaning**: {logical_meaning_13}
+- **Directionality**: {directionality_13}
+- **Boundary Conditions**: {boundaries_13}
+- **Implementation Example**: `{implementation_13}`
+
+**Concept**: {relative_feature_2_name}
+- **Fields Used**: {fields_used_14}
+- **Definition**: {definition_14}
+- **Why This Feature**: {why_14}
+- **Logical Meaning**: {logical_meaning_14}
+- **Directionality**: {directionality_14}
+- **Boundary Conditions**: {boundaries_14}
+- **Implementation Example**: `{implementation_14}`
+
+---
+
+### Q8: "What is essential?" (Essence Features)
+
+**Concept**: {essence_feature_1_name}
+- **Fields Used**: {fields_used_15}
+- **Definition**: {definition_15}
+- **Why This Feature**: {why_15}
+- **Logical Meaning**: {logical_meaning_15}
+- **Directionality**: {directionality_15}
+- **Boundary Conditions**: {boundaries_15}
+- **Implementation Example**: `{implementation_15}`
+
+**Concept**: {essence_feature_2_name}
+- **Fields Used**: {fields_used_16}
+- **Definition**: {definition_16}
+- **Why This Feature**: {why_16}
+- **Logical Meaning**: {logical_meaning_16}
+- **Directionality**: {directionality_16}
+- **Boundary Conditions**: {boundaries_16}
+- **Implementation Example**: `{implementation_16}`
+
+---
+
+## Implementation Considerations
+
+### Data Quality Notes
+- **Coverage**: {coverage_note}
+- **Timeliness**: {timeliness_note}
+- **Accuracy**: {accuracy_note}
+- **Potential Biases**: {bias_note}
+
+### Computational Complexity
+- **Lightweight features**: {simple_features}
+- **Medium complexity**: {medium_features}
+- **Heavy computation**: {complex_features}
+
+### Recommended Prioritization
+
+**Tier 1 (Immediate Implementation)**:
+1. {priority_1_feature} - {priority_1_reason}
+2. {priority_2_feature} - {priority_2_reason}
+3. {priority_3_feature} - {priority_3_reason}
+
+**Tier 2 (Secondary Priority)**:
+1. {priority_4_feature} - {priority_4_reason}
+2. {priority_5_feature} - {priority_5_reason}
+
+**Tier 3 (Requires Further Validation)**:
+1. {priority_6_feature} - {priority_6_reason}
+
+---
+
+## Critical Questions for Further Exploration
+
+### Unanswered Questions:
+1. {unanswered_question_1}
+2. {unanswered_question_2}
+3. {unanswered_question_3}
+
+### Recommended Additional Data:
+- {additional_data_1}
+- {additional_data_2}
+- {additional_data_3}
+
+### Assumptions to Challenge:
+- {assumption_1}
+- {assumption_2}
+- {assumption_3}
+
+---
+
+## Methodology Notes
+
+**Analysis Approach**: This report was generated by:
+1. Deep field deconstruction to understand data essence
+2. Question-driven feature generation (8 fundamental questions)
+3. Logical validation of each feature concept
+4. Transparent documentation of reasoning
+
+**Design Principles**:
+- Focus on logical meaning over conventional patterns
+- Every feature must answer a specific question
+- Clear documentation of "why" for each suggestion
+- Emphasis on data understanding over prediction
+
+---
+
+*Report generated: {generation_timestamp}*
+*Analysis depth: Comprehensive field deconstruction + 8-question framework*
+*Next steps: Implement Tier 1 features, validate assumptions, gather additional data as needed*

cnhkmcp-2.2.0/cnhkmcp/untracked/skills/brain-data-feature-engineering/SKILL.md

@@ -0,0 +1,263 @@
+---
+name: brain-data-feature-engineering
+description: >-
+  Automatically analyzes BRAIN dataset fields and generates feature engineering ideas for alpha creation.
+  Input: data category, delay, region parameters; Output: markdown document with deep feature engineering suggestions.
+  The skill performs autonomous analysis based on dataset and field information, proposing meaningful feature concepts.
+allowed-tools:
+  - Read
+  - Grep
+  - Glob
+  - Write
+  - mcp__brain-mcp__get_datasets
+  - mcp__brain-mcp__get_datafields
+  - mcp__brain-mcp__get_dataset_details
+---
+
+# BRAIN Data Feature Engineering Workflow
+
+**Purpose**: Automatically transform BRAIN dataset fields into deep, meaningful feature engineering ideas.
+
+**For Detailed Mindset Patterns**: See `reference.md` for feature engineering philosophy.
+**For Implementation Examples**: See `examples.md` for case studies.
+
+## Input Requirements
+
+### Required Parameters:
+- **data_category**: Dataset category (e.g., "fundamental", "analyst", "news", "model")
+- **delay**: Data delay setting (0 or 1)
+- **region**: Market region (e.g., "USA", "EUR", "ASI")
+
+### Optional Parameters:
+- **universe**: Trading universe (default: "TOP3000")
+- **dataset_id**: Specific dataset ID (if known, skips discovery phase)
+
+## Workflow Overview
+
+### Step 1: Dataset Discovery
+**Autonomous Action:**
+- Call `mcp__brain-mcp__get_datasets` with parameters (category, delay, region, universe)
+- If dataset_id provided: Validate and use it
+- If dataset_id not provided: Select the most relevant dataset based on metadata analysis
+- **Output**: Locked dataset_id for analysis
+
+### Step 2: Field Extraction and Deconstruction
+**Autonomous Action:**
+- Call `mcp__brain-mcp__get_datafields` for the selected dataset
+- For each field, extract: id, description, dataType, update frequency, coverage
+- **Deconstruct each field's meaning**:
+  * What is being measured? (the entity/concept)
+  * How is it measured? (collection/calculation method)
+  * Time dimension? (instantaneous, cumulative, rate of change)
+  * Business context? (why does this field exist?)
+  * Generation logic? (reliability considerations)
+- **Build field profiles**: Structured understanding of each field's essence
+
+### Step 3: Autonomous Thinking and Analysis
+**The skill performs deep analysis based on collected information:**
+
+**A. Field Relationship Mapping**
+- Analyze logical connections between fields
+- Identify: independent fields, related fields, complementary fields
+- Map the "story" the dataset tells
+- **Key question**: What relationships are implied by these fields?
+
+**B. Question-Driven Feature Generation (Internal Process)**
+The skill asks itself these questions and generates feature concepts:
+
+1. **"What is stable?"** → Look for invariants
+   - Which fields or combinations remain relatively constant?
+   - What stability measures make sense?
+
+2. **"What is changing?"** → Analyze change patterns
+   - Rate of change, acceleration, volatility
+   - Trend vs. noise separation
+
+3. **"What is anomalous?"** → Identify deviations
+   - Outliers, unusual patterns, breaks from normal
+   - Deviation magnitude and significance
+
+4. **"What is combined?"** → Examine interactions
+   - How fields interact, amplify, or offset each other
+   - Synthesis creates new meaning
+
+5. **"What is structural?"** → Study compositions
+   - Constituent parts, proportional relationships
+   - Structural changes over time
+
+6. **"What is cumulative?"** → Explore accumulation effects
+   - Building up over time, decay effects
+   - Memory and persistence in data
+
+7. **"What is relative?"** → Make comparisons
+   - Relative positioning, ranking, normalization
+   - Context within dataset
+
+8. **"What is essential?"** → Distill to core meaning
+   - First principles thinking
+   - Strip away assumptions, get to essence
+
+**C. Feature Concept Generation**
+For each relevant question-field combination:
+- Formulate feature concept that answers the question
+- Define the concept clearly
+- Identify the logical meaning
+- Consider directionality (what high/low values mean)
+- Identify boundary conditions
+- Note potential issues/limitations
+
+### Step 4: Feature Documentation
+**For each generated feature concept, document:**
+- **Concept Name**: Clear, descriptive name
+- **Definition**: One-sentence definition
+- **Logical Meaning**: What phenomenon/concept does it represent?
+- **Why It's Meaningful**: Why does this feature make sense?
+- **Directionality**: Interpretation of high vs. low values
+- **Boundary Conditions**: What extremes indicate
+- **Data Requirements**: What fields are used and any constraints
+- **Potential Issues**: Known limitations or concerns
+
+### Step 5: Output Generation
+**Generate structured markdown report including:**
+
+0. **Write the report to ./output_report/region_delay_datasetID_ideas.md** in the following format:
+
+1. **Dataset Understanding**
+   - Dataset description and characteristics
+   - Field inventory (count, types, update patterns)
+   - Key observations about data structure
+
+2. **Field Deconstruction Analysis**
+   - For each field: what it truly measures and why
+   - Logical relationships between fields
+   - "Story" the data tells
+
+3. **Feature Engineering Suggestions by Question Type**
+
+   **3.1 Stability Features**
+   - Concepts for measuring stability/invariance
+   - Why stability matters in this dataset
+   - Example implementations
+
+   **3.2 Change Features**
+   - Concepts for capturing change patterns
+   - Rate, acceleration, volatility measures
+   - Temporal dynamics
+
+   **3.3 Anomaly Features**
+   - Deviation and outlier detection concepts
+   - Normal vs. abnormal identification
+   - Significance measures
+
+   **3.4 Interaction Features**
+   - Cross-field interaction concepts
+   - Amplification, offset, synthesis effects
+   - Combined meaning creation
+
+   **3.5 Structure Features**
+   - Composition and relationship concepts
+   - Proportional analysis
+   - Structural change detection
+
+   **3.6 Cumulative Features**
+   - Accumulation and decay concepts
+   - Memory/persistence measures
+   - Time-weighted effects
+
+   **3.7 Relative Features**
+   - Comparison and normalization concepts
+   - Ranking and percentile measures
+   - Context-relative positioning
+
+   **3.8 Essential Features**
+   - First-principles derived concepts
+   - Core meaning extraction
+   - Fundamental measures
+
+4. **Implementation Considerations**
+   - Data quality notes
+   - Coverage considerations
+   - Computational complexity
+   - Potential improvements/extensions
+
+5. **Critical Questions for Further Exploration**
+   - What aspects weren't covered?
+   - What additional data would be helpful?
+   - What assumptions should be challenged?
+
+
+## Core Analysis Principles
+
+1. **From Data Essence**: Start with what data truly means, not what it's traditionally used for
+2. **Autonomous Reasoning**: Skill performs all thinking, no user input required
+3. **Question-Driven**: Internal question bank guides feature generation
+4. **Meaning Over Patterns**: Prioritize logical meaning over conventional combinations
+5. **Transparency**: Show reasoning process in output
+
+## Example Output Structure
+
+When analyzing dataset 'BEME' (Balance Sheet and Market Data), the output would include:
+
+### Dataset Understanding
+**Fields Analyzed**: book_value, market_cap, book_to_market, etc.
+**Key Observations**: Dataset compares accounting values with market valuations
+
+### Field Deconstruction
+- **book_value**: Accountant's calculation of net asset value (quarterly, audited, historical cost-based)
+- **market_cap**: Market participants' valuation (continuous, forward-looking, sentiment-influenced)
+- **book_to_market**: Ratio comparing these two valuation perspectives
+
+### Feature Concepts Generated
+
+**From "What is stable?"**
+- "Market reevaluation stability": Rolling coefficient of variation of book_to_market
+- **Logic**: Measures whether market opinion is stable or volatile
+- **Meaning**: Stable values suggest consensus, volatile values suggest disagreement/uncertainty
+
+**From "What is changing?"**
+- "Value creation vs. market reevaluation decomposition": Separate book_value growth from market_cap growth
+- **Logic**: Distinguish fundamental value creation from market sentiment changes
+- **Meaning**: Which component drives changes in book_to_market?
+
+**From "What is combined?"**
+- "Intangible value proportion": (market_cap - book_value) / enterprise_value
+- **Logic**: Quantify proportion of value from intangibles (brand, growth, etc.)
+- **Meaning**: What percentage of valuation isn't captured on the balance sheet?
+
+**(Additional question-based features would follow...)**
+
+## Implementation Notes
+
+### The skill should:
+1. **Analyze first, then generate**: Fully understand dataset before proposing features
+2. **Show reasoning**: Explain why each feature concept makes sense
+3. **Be specific**: Reference actual field names and their characteristics
+4. **Be critical**: Question assumptions and identify limitations
+5. **Be creative**: Look beyond traditional financial metrics
+
+### The skill should NOT:
+1. **Ask users to think**: All thinking is internal to the skill
+2. **Provide generic templates**: Each analysis should be specific to the dataset
+3. **Rely on conventional wisdom**: Challenge traditional approaches
+4. **Output patterns without meaning**: Every suggestion must have clear logic
+
+## Quality Assurance
+
+**Self-Check Process:**
+- [ ] All fields analyzed, not just skimmed
+- [ ] Field meanings understood beyond descriptions
+- [ ] Multiple question types explored
+- [ ] Each feature has clear logical meaning
+- [ ] Reasoning is explicit, not implicit
+- [ ] Limitations are acknowledged
+- [ ] Output is dataset-specific, not generic
+
+**Validation Questions:**
+- Would this analysis help someone truly understand the data?
+- Are feature concepts novel yet meaningful?
+- Is the reasoning process transparent?
+- Does it avoid conventional thinking traps?
+
+---
+
+*This skill performs autonomous deep analysis of BRAIN datasets, generating meaningful feature engineering concepts based on data essence and logical reasoning.*