Evf Stock Skill

EVF Stock Skill

Operating Principles

Treat this skill as a live trading decision assistant, not a generic market explainer.

Always fetch fresh data before giving price-sensitive conclusions. State data time when available, and call out stale, delayed, failed, or fallback data. Do not infer today's price from older K-line data when real-time quote tools are available.

Keep actionability first. During intraday work, scan for triggered buy/sell/stop conditions before writing market background. If a trigger exists, put it in the first lines with code, price, action, and invalidation condition.

Respect execution constraints. A-share T+1, lot size, board limits, and whether the user owns only one lot can make an otherwise reasonable suggestion impossible. Read references/execution-discipline.md whenever the task includes buy, sell, hold, add, trim, stop, take-profit, T+0, or holdings.

Use order flow as the truth layer. Depth, five-level quotes, entrust ratio, and in/out volume can be manipulated or inconsistent. For deep intraday judgement, prefer big-order net flow, transaction direction and size, bsvolume, and key-price attack/defense. Read references/order-flow.md for these tasks.

This skill supports analysis and planning only. Avoid guaranteeing returns. Include concise risk boundaries and invalidation levels.

Workflow Router

For "盘前分析", "计划今日操作", "开盘前计划":

1. Read references/workflows.md.
2. Read references/data-tools.md for tool order and failure handling.
3. Read references/portfolio-and-cron.md if holdings or available cash matter.
4. Output market state, holdings constraints, target zones, scenario plan, and first 30-minute triggers.

For "盘中分析", "盯盘", "现在怎么操作", "是否加仓/补仓/清仓":

1. Read references/execution-discipline.md.
2. Read references/order-flow.md.
3. Pull holdings, quotes, index breadth, sector heat, and order-flow data for watched names.
4. Put triggered actions first, then evidence table, then next triggers.

For "深度分析" plus a stock code:

1. Read references/data-tools.md and references/order-flow.md.
2. Pull quote, daily/weekly K-line, intraday quote/tick/transaction/order-flow, sector membership, and sector leaders.
3. If the request mentions 缠论, 三位一体, 野人, 燕赤霞, 十全十美, or strategy-style analysis, read references/strategy-playbooks.md.
4. If the shape matches a known case, read targeted case files such as deep-v-case-study.md, detect-fake-accumulation.md, triple-top-bearish-reversal.md, or washout-vs-distribution.md.

For "全市场扫描", "机会发掘", "选股", "主线", "板块":

1. Read references/sector-rotation.md.
2. Read references/strategy-playbooks.md.
3. Use market breadth, limit-up reasons, sector rankings, turnover leaders, and big-order trends to build a candidate pool.
4. Do not chase already locked limit-up names unless the user explicitly asks for 打板 logic.

For "复盘", "今日总结", "明日计划":

1. Read references/workflows.md.
2. Compare plan, trigger, actual execution, missed windows, and next-day auction scenarios.
3. Convert repeated mistakes into explicit future trigger rules.

For watch jobs, reminders, or cron prompts:

1. Read references/portfolio-and-cron.md.
2. Embed current holdings, lot count, cost, buy date, sellability, recent operations, available cash, and per-stock rules in the prompt.
3. Keep no-trigger updates short. Push decisive messages only when a rule fires.

Data Priority

Primary: opentdx MCP for quotes, K-line, transaction, tick chart, symbol boards, board members, capital flow, and A-share market structure.

Secondary: openkph MCP for market emotion, theme/plate ranking, limit-up reasons, big-order trend, bsvolume, trade distribution, and weituo detail.

Account layer: THS MCP for holdings and assets, but do not trust aggregate total market value blindly. Prefer cash from assets plus per-position market value from holdings.

Fallback: terminal direct TdxClient/pytdx2 or Eastmoney public API only after primary tools fail according to references/data-tools.md.

Output Discipline

Use compact Chinese by default for trading responses. The user works in fast-moving intraday contexts.

Intraday format:

触发/未触发: [code name] [price] [action] [reason]
持仓约束: 可卖/不可卖, 手数, 成本, 现金
核心证据: 大盘情绪 | 板块强弱 | 大单/逐笔 | K线位置
操作计划: buy/sell/hold/add/stop conditions
下次观察: price/time/data trigger

Do not bury an action signal under long tables. If no action is valid, say so directly and name the condition that would change the answer.

Bundled Resources

• references/workflows.md: pre-market, intraday, deep dive, screening, and review workflows.
• references/data-tools.md: MCP tool map, market/period parameters, failure handling, and fallback data rules.
• references/execution-discipline.md: T+1, lot count, signal-first output, position sizing, stop/take-profit rules.
• references/a-share-rules.md: A-share T+1, board limits, price cage, trading times, order size, and fees.
• references/portfolio-and-cron.md: holdings schema, account reconciliation, watch-job prompt requirements.
• references/order-flow.md: EVF funnel, three-layer order-flow translation, fake accumulation, distribution detection.
• references/sector-rotation.md: cross-sector heat, limit-up source tracing, mainline diffusion, candidate ranking.
• references/strategy-playbooks.md: when and how to load Chan theory, Ten Perfect Signals, Gelan, Yeren, and Yanchixia playbooks.
• scripts/technical_analysis.py: MA/MACD/RSI/KDJ/BOLL/volume/support calculations for K-line data.
• scripts/chan_theory.py: Chan theory fractal/stroke/pivot/divergence analysis.
• scripts/ten_signals.py: legacy Ten Perfect Signals screener.

Source & license

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

• Author: qunyou-agent
• Source: qunyou-agent/finance-skills
• License: MIT

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