# Evf Stock Skill > A-share trading analysis assistant for Chinese equities. Use when Codex needs to do A-share pre-market planning, intraday monitoring, holdings-aware action plans, single-stock deep dives, order-flow analysis, sector rotation scans, short-term stock selection, review of past trading decisions, or cron-style watch prompts. Consolidates opentdx/openkph/THS data workflows, T+1 execution rules, order-… - **Type:** Skill - **Install:** `agentstack add skill-qunyou-agent-finance-skills-evf-stock-skill` - **Verified:** Yes — security-reviewed for prompt injection and unsafe behavior - **Seller:** [qunyou-agent](https://agentstack.voostack.com/s/qunyou-agent) - **Installs:** 0 - **Category:** [Finance & Payments](https://agentstack.voostack.com/c/finance-and-payments) - **Latest version:** 0.1.0 - **License:** MIT - **Upstream author:** [qunyou-agent](https://github.com/qunyou-agent) - **Source:** https://github.com/qunyou-agent/finance-skills/tree/main/skills/trading/evf-stock-skill ## Install ```sh agentstack add skill-qunyou-agent-finance-skills-evf-stock-skill ``` Requires the [AgentStack CLI](https://agentstack.voostack.com/docs/cli). Works with Claude Code, Cursor, and any MCP-compatible agent. ## About # 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: ```text 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](https://github.com/qunyou-agent) - **Source:** [qunyou-agent/finance-skills](https://github.com/qunyou-agent/finance-skills) - **License:** MIT Install and usage instructions live in the source repository linked above. ## Pricing - **Free** — Free ## Security capabilities Automated source analysis of v0.1.0 — what this tool can access: - **Network access:** no - **Filesystem access:** no - **Shell / process execution:** no - **Environment & secrets:** no - **Dynamic code execution:** no *"Yes" means the capability is present in the source — more access means more to trust, not that it is unsafe.* ## Versions - **0.1.0** — security scan: passed — Imported from the upstream source. ## Links - Listing page: https://agentstack.voostack.com/l/skill-qunyou-agent-finance-skills-evf-stock-skill - Seller: https://agentstack.voostack.com/s/qunyou-agent - Browse the marketplace: https://agentstack.voostack.com/browse --- Listed on AgentStack — the marketplace for AI agent skills and MCP servers. Every listing is security-reviewed. Creators keep 70%.