China Roll Forward

china-roll-forward

Purpose

Roll forward 基金账务 — update fund accounting records for new periods.

Data Sources

Tier 0 — 万得 Wind（最全面付费数据）

• 覆盖：A股/港美股/基金/指数/债券/宏观/研报/分析（44个工具）
• MCP 服务：wind-mcp（需 WIND_API_KEY 密钥，以 ak_ 开头）
• 优势：全市场覆盖面最广、数据最全面、包含研报和量化分析
• 密钥申请：https://aifinmarket.wind.com.cn/#/home

Tier 1 — 同花顺 iFind（付费精确数据）/ AkShare MCP（Tier-2 免费备选）

get_financials(ticker, "income")     → Holdings financials
get_fund_data(fund_code)              → Fund NAV data
get_quote(ticker)                     → Latest prices

Secondary Sources

• 基金公司 — fund accounting system
• 托管行 — custody records
• 巨潮 — portfolio company filings

Workflow

Step 1: Identify New Period

Fund reporting periods:

| Period | Type | Frequency | Deadline | |--------|------|-----------|----------| | 日 | Daily | Daily | T+1 | | 周 | Weekly | Weekly | | | 月 | Monthly | Monthly | | | 季 | Quarterly | Quarterly |季报后 | | 半年 | Semi-annual | Semi-annual |中报后 | | 年 | Annual | Annual |年报后 |

Step 2: Close Prior Period

Period-end closing checklist:

| Item | Action | |------|--------| | 收入确认 | Close all income accruals | | 费用计提 | Close all expense accruals | | 已实现损益 | Calculate realized P&L | | 未实现损益 | Mark-to-market | | 分红处理 | Process distributions | | 费用分配 | Allocate to NAV |

Step 3: Carry Forward Balances

Balance carry-forward:

| Account | Ending Balance | Carried Forward | Notes | |---------|---------------|----------------|-------| | 银行存款 | | | | | 证券投资 | | | | | 应收利息 | | | | | 应收股利 | | | | | 应付费用 | | | | | 实收基金 | | | | | 未分配利润 | | | |

Step 4: Update Holdings

Holdings update:

| Security | Ticker | Prior Qty | Trades | New Qty | Price | Market Value | |----------|--------|-----------|--------|---------|-------|--------------| | | | | | | | |

Step 5: Update Accruals

Accrual roll-forward:

| Accrual Type | Prior | Additions | Usage | Reversal | New | |-------------|-------|-----------|-------|----------|-----| | 应收股息 | | | | | | | 应收利息 | | | | | | | 应付管理费 | | | | | | | 应付托管费 | | | | | |

Step 6: Calculate New NAV

NAV calculation:

| Item | Amount | |-------|--------| | Beginning NAV | ¥XX | | + Income earned | ¥XX | | + Realized gains | ¥XX | | + Unrealized gains | ¥XX | | - Expenses | ¥XX | | - Distributions | ¥XX | | Ending NAV | ¥XX | | Shares outstanding | XX | | NAV per share | ¥XX |

Step 7: Update Financial Statements

Fund financial statements:

| Statement | Update | |-----------|--------| | 资产负债表 | New balances | | 利润表 | New period activity | | 净值变动表 | NAV changes | | 会计报表附注 | Disclosures |

Step 8: Performance Calculation

Performance update:

| Metric | MTD | QTD | YTD | Since Inception | |--------|-----|-----|-----|-----------------| | Return | X.XX% | X.XX% | X.XX% | X.XX% | | Benchmark | X.XX% | X.XX% | X.XX% | X.XX% | | Active return | X.XX% | X.XX% | X.XX% | X.XX% |

Step 9: Reconciliation

New period reconciliation:

| Item | Fund Books | Custodian | Match? | |-------|-----------|-----------|--------| | Securities | | | | | Cash | | | | | NAV | | | | | P&L | | | |

China-Specific Considerations

Fund Accounting Calendar

| Event | Timing | |-------|--------| | 估值日 | Daily / T+1 | | 净值公告 | T+2 for daily NAV | | 季报披露 | Within 15 days of quarter-end | | 半年报 | Within 60 days of H1 end | | 年报 | Within 90 days of year-end |

Cut-off Rules

| Item | Cut-off Rule | |------|-------------| | 交易 | Trade date basis | | 收入 | Ex-dividend date | | 费用 | Incurrence basis | | 税费 | Withholding date |

Quality Checks

Before completing:

• [ ] Prior period closed properly
• [ ] Balances carried forward
• [ ] New period activity recorded
• [ ] NAV calculated correctly
• [ ] Reconciliation complete
• [ ] Performance calculated
• [ ] Reports generated

> Data Source Mode Switch: Set env var IFIND_DATA_SOURCE_MODE to control data source preference. > - ifind-only (strict): Use iFind only, error if unavailable > - ifind-fallback (default): iFind preferred, fallback to AkShare > - akshare-only: Skip iFind, use AkShare only > - wind-only: Wind only, error if unavailable > - wind-fallback: Wind first, fallback to iFind → AkShare

Source & license

This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.

• Author: jwangkun
• Source: jwangkun/claude-for-financial-services-cn
• License: Apache-2.0

Install and usage instructions live in the source repository linked above.