Tqsdk Futures Api

TqSdk 是中国期货市场的实时行情获取与策略回测框架，支持期权定价模型构建和波动率因子分析，可用于网格交易、目标仓位管理等量化场景。。

This is an instruction-only finance/backtest skill that appears to expect a Python environment (SKILL.md claims Python 3.12+ and uv) and existing toolkits (zvt, tqsdk, joinquant/other recorders) even though the published manifest lists no required binaries, env vars, or install steps. Before installing or invoking it: (1) Ask the author to clarify and publish exact runtime requirements (Python version, pip/uv commands, required packages and their install sources). (2) Don't provide broker/API credentials (joinquant, qmt, broker tokens) until the skill explicitly requests them and you verify why they are needed. (3) Run the skill in a sandbox/container or ephemeral environment first — it may run pip installs and create/modify ~/.zvt or other data dirs. (4) Review seed.yaml and the referenced precondition/install steps yourself; request a proper install spec or whitelist of commands. (5) If you permit autonomous invocation, limit it until the dependency/installation gaps are resolved. If you want, I can produce a short checklist of specific questions to send to the skill author or a minimal safe sandbox run plan.

Type: OpenClaw Skill Name: tqsdk-futures-api Version: 0.3.3 The bundle is a highly structured framework for quantitative trading and backtesting using TqSdk and ZVT, specifically targeting the Chinese futures and A-share markets. It contains extensive domain-specific knowledge, including regulatory constraints (e.g., T+1 settlement rules in SHARED-CN-ASTOCK-T1-001), semantic locks to prevent common quant errors like look-ahead bias (SL-02), and a comprehensive list of cross-project anti-patterns (references/ANTI_PATTERNS.md). There is no evidence of malicious intent, data exfiltration, or unauthorized execution; the instructions are strictly aligned with the stated purpose of assisting an AI agent in developing and validating financial strategies.