stock-research

Generates multi-agent deep research reports for A-share stocks from local QuantDB data.

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

SYSTEM DOCUMENTATION & REQUIREMENTS

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

What problem does it solve? Producing a rigorous, data-grounded deep research report on an individual A-share stock normally requires manually pulling quotes, valuations, capital flows, financials, and news sentiment from many sources and reconciling conflicting analyst views. This Skill automates that entire pipeline using only local QuantMind data, with a strict no-fabrication rule so every number in the report is traceable to a data package. ## Core Features & Use Cases - Multi-Agent Orchestration: Runs 5 parallel analysts (technical, news, capital sentiment, fundamentals, market), then a bull-vs-bear debate, then a research manager who synthesizes a final rated report with target price range. - Local Data Package: The research_data.py script pulls K-line quotes, technical indicators, valuation, L2 capital flow, financial statements, sector context, FinBERT news sentiment, and model inference scores into one JSON file. - Report Delivery: Converts the final Markdown report to PDF and files it under the A-share market reports directory for the stock. - Use Case: Ask to "deep research 600519" and receive a full investment research report with rating, target range, top risks, and tracking signals, all sourced from local QuantDB and news enrichment data. ## Quick Start Ask the assistant to run a deep research analysis on a specific A-share stock such as 600036 or 招商银行 and wait for the multi-agent report with PDF output.

Frequently Asked Questions about stock-research

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

FAQPage Schema
How do I run a deep research analysis on an A-share stock?

Provide a stock code in any format (600036, SH600036, 600036.SH, or a Chinese name) and request a deep research. The skill normalizes the symbol, runs research_data.py inside the quantmind container, then orchestrates the analyst agents to produce the final report.

What data sources does the stock research report use?

All data comes from local QuantMind sources: QuantDB parquet for quotes, indicators, valuation, L2 capital flow and financials, PostgreSQL news_article_enrichment for FinBERT sentiment, and Huntly for original news timestamps and sources. WebSearch only supplements recent news timeliness.

Can I run just one analyst like technical analysis only?

Yes. Requesting a single dimension such as "technical analysis 600519" runs only the data script plus that one analyst agent and returns that role's report directly, skipping the debate and manager synthesis phases.

Does this skill support Hong Kong or US stocks?

No. It only supports A-share stocks because the QuantDB main database covers that market. Hong Kong and US stock research must go through other skills, and financial data reflects the latest quarterly report period rather than real time.

Why does the report show a data staleness warning?

A warning appears when the data package's generated_at timestamp is more than 5 trading days old, or when the financial report period lags. The skill forbids fabricating numbers, so stale or missing data is explicitly flagged in the data availability section.