futures-deepview-analyst

name futures-deepview-analyst description 基于 Pandadata 期货 DeepView 接口做期货品种、主力合约和跨期结构的综合研判，覆盖席位净持仓保证金、席位建仓、盈亏排行、多空比、资金流、基差、期限结构、仓单库存、虚实盘比、现货利润和跨期套利。Use when the user asks for 期货席位分析、持仓博弈、主力席位动向、基差或期限结构监控、仓单库存跟踪、虚实盘比、跨期套利扫描、期货品种综合分析, or a futures DeepView report for a variety or contract. license GPL-3.0-only metadata {"organization":"QuantSkills","organization_url":"https://github.com/quantskills","repository":"skill-futures-deepview-analyst","repository_url":"https://github.com/quantskills/skill-futures-deepview-analyst","project_type":"skill","collection":"futures-deepview-analyst"} quantSkills {"project_type":"skill","category":"analyst","tags":["futures","deepview","basis","term-structure","pandadata"],"platforms":["claude-code","codex","openclaw","cursor"],"status":"stable","validation_level":"runnable","maintainer_type":"official","summary_zh":"把\"分析螺纹钢席位博弈\"\"看豆粕期限结构和仓单\"这类自然语言请求，转成 Pandadata 期货 DeepView 数据调用计划，输出事实与推断分离的中文研判报告。","summary_en":"Futures DeepView analyst skill for position seats, basis, inventory, term structure, and calendar-spread signals from Pandadata.","license":"GPL-3.0","requires":["skill-pandadata-api"]} { "version" : 1 , "task" : { "placeholder" : "补充分析范围、时间窗口、指定合约或希望深挖的问题" } , "fields" : [ { "key" : "variety" , "label" : "品种或合约" , "type" : "text" , "required" : true , "placeholder" : "如：螺纹钢 RB、沪铜 CU、IF 主力" } , { "key" : "focus" , "label" : "分析重点" , "type" : "select" , "default" : "comprehensive" , "options" : [ { "value" : "comprehensive" , "label" : "综合研判" } , { "value" : "broker" , "label" : "席位持仓博弈" } , { "value" : "structure" , "label" : "基差与期限结构" } , { "value" : "inventory" , "label" : "仓单库存与现货" } , { "value" : "arbitrage" , "label" : "跨期套利扫描" } ] } , { "key" : "date" , "label" : "分析日期" , "type" : "date" , "help" : "留空时使用最新可用交易日" } ] , "prompt_template" : "{{#task}}任务与材料：\n{{task}}\n\n{{/task}}{{#attachments}}用户上传的材料（已放入工作区）：\n{{attachments}}\n\n{{/attachments}}请对期货品种或合约 {{variety}} 做 DeepView {{focus}}。{{#date}}以 {{date}} 为分析日期。{{/date}}确认品种、合约和同日数据口径，按需覆盖席位净持仓与建仓、盈亏排行、多空比、资金流、基差、期限结构、仓单库存、虚实盘比、现货利润及跨期套利；分离事实与推断，标注方法、参数和数据截止日，输出中文报告。" } Futures DeepView Analyst 将“分析螺纹钢席位博弈”“看豆粕期限结构和仓单”“扫描哪些品种有跨期套利机会”这类请求，转成 Pandadata 期货 DeepView 数据调用计划，并输出结构化中文研判报告。 Core Rules Use the pandadata-api skill for all API contract checks and real data calls. Open references/method-index.md or run scripts/search_api_docs.py --method <method> before using any method. Do not invent parameters, fields, symbols, exchange suffixes, or credentials. Use get_future_detail and get_future_dominant to confirm available variety/contract codes when the user's input is informal. Separate facts from interpretation. State data facts first, then label directional conclusions as inference and show the evidence chain. Prefer a compact answer when the user asks for a quick view. Produce a full report only when the user asks for 深度分析、完整报告、HTML/Markdown 输出、扫描, or when the request spans multiple modules. Workflow Normalize the target : identify whether the request is for a variety, a specific symbol, a dominant contract, or a market-wide scan. Default date window: latest available trade date for snapshots; recent 20 trading days for trend checks; recent 120 trading days for percentile context. Confirm the contract universe : call get_future_detail for contract metadata and get_future_dominant for dominant contract mapping. Record the final variety/symbol/date parameters in the report. Build a data plan by topic : choose only the method groups needed for the user's question. Use the interface map below, then load exact method docs through pandadata-api . Smoke-test each method : run one small call first, inspect head() , shape , column names, date coverage, and empty-data causes before expanding the date range or universe. Analyze with same-date alignment : align position, basis, term-structure, inventory, and arbitrage snapshots on the same trade_date whenever drawing cross-module conclusions. Generate the deliverable : cite method names, query parameters, and data截止日 for every chart/table/conclusion. End with confidence level, key risks, and data limitations. Interface Map Question Primary methods 基础行情与合约确认 get_future_daily , get_future_daily_post , get_future_min , get_future_detail , get_future_dominant 席位持仓、建仓和净多空 get_broker_netmarg , get_broker_netmarg_change , get_broker_totlmarg , get_broker_grade , get_broker_oi_value , get_broker_build_process , get_future_nonbroker_net , get_future_netposi_rank , get_future_netcap_change 席位盈亏和资金流 get_broker_profit , get_broker_variety_profit , get_broker_profit_rank , get_broker_loss_rank , get_broker_flow_daily 多空情绪和合约排行 get_future_ls_ratio , get_broker_ls_ratio , get_future_contract_indicators , get_future_contract_rank , get_future_contract_pool , get_future_net_flow 基差、期限结构和相关性 get_future_basis , get_future_term_structure , get_future_dominant_corr 仓单、库存、虚实盘和现货利润 get_future_warehouse_receipt , get_future_inventory , get_future_virtual_ratio , get_future_trader_quote , get_future_spot_profit 跨期套利和价差价比 get_future_calendar_arbitrage , get_future_free_spread , get_future_free_ratio 持仓规模和市值 get_future_variety_posi , get_future_symbol_posi , get_future_variety_mcap Analysis Modes 席位博弈 : compare price trend with net position margin, net capital change, build process, broker grade, profit/loss ranks, and top net-position lists. Flag divergence only when price, position, and capital evidence point in different directions. 结构研判 : combine basis, term structure, dominant correlation, calendar arbitrage, free spread, and free ratio. Use one trade date for cross-contract comparisons. 库存现货 : combine warehouse receipt, inventory, virtual ratio, trader quote, and spot profit to explain deliverable pressure, squeeze risk, or cash-market support. 全品种扫描 : rank candidates first, then drill into the top names. Keep scan output tabular and show the filters used. For detailed signal recipes, report templates, and empty-data handling, read references/analysis-playbook.md . Output Standards Write reports in Chinese unless the user requests another language. Use Markdown by default. Use HTML only when the user asks for a webpage/report artifact. Keep numerical precision practical: prices and ratios use market conventions; amounts must state units such as 元、万元、亿元, or 保证金/市值口径. Every substantive conclusion must include: source method, target variety/symbol, query dates, latest data date, and whether the conclusion is fact or inference. Do not issue trading instructions. If the user asks to turn the analysis into strategy code or orders, hand off to ssquant-ai-trader or ssquant-trader-generator after the data conclusions are clear. Data Caveats Broker-position data is limited by exchange disclosure rules, such as top-rank coverage. State that limitation when interpreting “主力席位”. DeepView methods often return large single-day snapshots. Validate on one date before broad pulls. Empty results are not automatically service failures. Check date availability, symbol/variety format, required filters, and whether the market was open. Avoid stitching different trade dates into one signal unless the report explicitly labels it as asynchronous evidence.