daily-review

Generates A-share daily market review reports from QuantDB data, news sentiment, and model inference signals.

1.5k|337|Updated Apr 15, 2026
One-click install
npx skills add https://github.com/qusong0627/QuantMind --skill daily-review-qusong0627
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: daily-review
Source: https://github.com/qusong0627/QuantMind/tree/main/skills/daily-review
Command: npx skills add https://github.com/qusong0627/QuantMind --skill daily-review-qusong0627

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires duckdb, pandas, psycopg2, asyncpg, and includes scripts (resource) and references (resource) components.

What problem does it solve? Manually compiling an end-of-day A-share market review requires pulling index performance, breadth statistics, sector rotation, capital flows, L1/L2 microstructure factors, news sentiment, and model signal hit rates from many disconnected sources. This Skill automates the entire pipeline into a fixed-structure Markdown and PDF report with a next-day direction assessment. ## Core Features & Use Cases - Automated data collection: Runs daily_review.py and news_review.py against QuantDB parquet data, PostgreSQL inference signals, and Huntly news enrichment to produce stats JSON and a facts Markdown file. - Structured review report: Renders a 13-section report covering indexes, limit-up ladders, sector rotation, margin/northbound capital, L2 microstructure, news sentiment, model signal hit rates, and a six-dimension next-day direction score with confidence stars. - PDF delivery and archiving: Converts the report to a research-style PDF and files it into the stock reports directory visible in the frontend, plus a chat-ready summary. - Use Case: After market close, ask for a daily review of 2026-08-14; the Skill runs the data scripts, writes the report, generates the PDF, and replies with a one-screen market snapshot including tomorrow's direction call. ## Quick Start Ask the assistant to run a daily review for a specific trading day, for example by saying "复盘 20260814", and it will execute the data scripts, write the report, convert it to PDF, and reply with a market summary.

Frequently Asked Questions about daily-review

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I generate an A-share daily market review report?

Run daily_review.py with an optional --date parameter to collect market stats from QuantDB, then run news_review.py inside the quantmind container for news sentiment. The Skill renders a fixed 13-section Markdown report, converts it to PDF, and files it in the daily review reports directory.

How does the next-day direction assessment work?

The direction_engine.py module scores five weighted dimensions: trend/volume, breadth/sentiment, L2 microstructure, news sentiment, and sector capital flow. The weighted total maps to a direction label from strongly bearish to strongly bullish, with confidence stars based on data completeness.

Can I review model inference signal accuracy with this Skill?

Yes. The inference_signals.py module queries PostgreSQL engine_signal_scores to compare yesterday's top signals against today's actual returns, computing hit rate, average return, and excess over the market. It also lists the top 5 signals for tomorrow and can auto-trigger a missing inference run.

Why must some scripts run inside the Docker container?

Scripts importing pandas, duckdb, psycopg2, or backend packages must run in the quantmind container because the local environment lacks those dependencies. Use docker cp to copy the script into the container, then docker exec to run it.

What data limitations should I know about?

Margin trading data typically lags one trading day, northbound holdings are quarterly snapshots only, and index preClose fields are null so index returns are computed from close series. The report must include a data lag declaration for these datasets.