uwillberich
/install a-share-decision-desk
uwillberich
Author: 超超
Contact: [email protected]
Overview
Use this skill for decision-oriented A-share analysis. The goal is not to explain the market mechanically, but to convert today’s tape and overnight developments into a concrete next-session plan.
Best fit:
- next-session A-share outlook
- likely repair sectors after a selloff
- opening checklist for
09:00,09:25, and09:30-10:00 - first-30-minute observation template for distinguishing true repair from defensive concentration
- watchlist-based decision notes
- distinguishing defensive leadership from true market repair
- persistent message iteration that maps high-attention news into watchlist overlays
- automatic event-driven stock pools that feed directly into desk reports
- main-force capital-flow confirmation for watchlists and market-wide risk tone
- industry-chain expansion that turns event themes into fresh stock pools
- sentiment scoring built from breadth, sector dispersion, and capital flow
Core Workflow
- Gather market structure first.
- Confirm
EM_API_KEYis configured before running any script. - Run
scripts/fetch_market_snapshot.pyfor indices, breadth, and sector leaders/laggards. - Run
scripts/fetch_quotes.pyorscripts/morning_brief.pyfor the watchlist.
- Confirm
- Confirm the overnight and policy layer.
- Use primary sources first for
PBOC,Federal Reserve, and other central-bank decisions. - Use high-quality news sources for geopolitics, oil, and global risk sentiment.
- Use primary sources first for
- Classify the market through three layers.
- External shock: oil, rates, U.S. equities, geopolitics
- Domestic policy/liquidity:
LPR, PBOC posture, macro support - Internal structure: breadth, leadership, relative strength, style rotation
- Build a scenario tree.
- Provide
Base / Bull / Bearpaths with explicit triggers and invalidations.
- Provide
- Turn the view into an execution checklist.
- Include
09:00,09:20-09:25,09:30-10:00, and14:00-14:30.
- Include
Workflow Shortcuts
Step 1: overnight and policyscripts/mx_toolkit.py preset --name preopen_policyscripts/mx_toolkit.py preset --name preopen_global_risk
Step 2: board resonancescripts/fetch_market_snapshot.pyscripts/capital_flow.pyscripts/market_sentiment.pyscripts/mx_toolkit.py preset --name board_optical_modulescripts/mx_toolkit.py preset --name board_compute_power
Step 3: single-name validationscripts/fetch_quotes.pyscripts/mx_toolkit.py preset --name validate_inspurscripts/mx_toolkit.py preset --name validate_luxshare
Step 4: event-to-chain expansionscripts/industry_chain.pyscripts/news_iterator.py
Source benchmarkscripts/benchmark_sources.py
Decision Heuristics
- Prefer sectors that resisted best in a weak tape over sectors that merely fell the most.
- Treat defensive leadership as separate from broad market repair.
- On monthly
LPRdays, use the09:00release as a hard branch in the plan. - A repair thesis is stronger when leadership broadens from core growth names into secondary names and brokers.
- A rebound without breadth is usually just a technical bounce.
Scripts
Use these scripts before writing the decision note:
scripts/fetch_market_snapshot.py- Pulls Eastmoney index and sector breadth data.
scripts/fetch_quotes.py- Pulls Tencent quote snapshots for user-specified names.
scripts/morning_brief.py- Builds a markdown brief from the default watchlists in
assets/default_watchlists.json.
- Builds a markdown brief from the default watchlists in
scripts/capital_flow.py- Pulls the whole-market main-force snapshot plus top inflow/outflow names and intersects them with watchlists.
scripts/market_sentiment.py- Scores the tape as
抱团行情,科技修复,修复扩散, or分化偏弱using breadth, sector dispersion, and capital flow.
- Scores the tape as
scripts/opening_window_checklist.py- Builds a first-30-minute observation sheet with time gates, group scoreboards, and watchlist signal tables.
scripts/industry_chain.py- Uses event summaries and desk groups to expand into industry-chain stock pools through live MX stock screens.
scripts/news_iterator.py- Continuously polls public RSS feeds, classifies high-attention events, maps them into watchlist overlays, and writes dynamic event-driven stock pools.
scripts/runtime_config.py- Loads local runtime credentials, enforces the required
EM_API_KEY, and prints the Eastmoney application URL when it is missing.
- Loads local runtime credentials, enforces the required
scripts/mx_toolkit.py- Calls the live Meixiang / Eastmoney APIs for news search, stock screening, structured data queries, and preset desk workflows.
scripts/benchmark_sources.py- Benchmarks public and MX-enhanced sources before you decide what to trust as the primary feed.
scripts/install_news_iterator_launchd.py- Installs the news iterator as a
launchdjob on macOS for long-running local polling.
- Installs the news iterator as a
scripts/smoke_test.py- Verifies that the bundled scripts and public endpoints are working.
References
Read only what you need:
references/methodology.md- Trading philosophy, decision tree, and timing gates.
references/data-sources.md- Source map for official and market data endpoints.
references/persona-prompt.md- Decision-maker persona for desk-style answers.
references/trading-mode-prompt.md- Time-boxed opening workflow for the next A-share session.
references/opening-window-template.md- A reusable first-30-minute decision template.
references/cross-cycle-watchlist.md- How to use the cross-cycle core stock pool without turning it into an unfocused mega-list.
references/event-regime-watchlists.md- How to use war-shock and energy-spike watchlists as temporary overlays.
references/message-iterator.md- How to run the persistent RSS iterator, generate event-driven stock pools, and feed them into the desk workflow.
assets/mx_presets.json- Preset MX workflows for policy scan, global-risk scan, board resonance, and single-name validation.
assets/industry_chains.json- Theme-to-chain map for optical module, compute power, semiconductors, robotics, oil and coal, and IDC/power-cost overlays.
Output Standard
Default to a compact desk-style answer:
- one-paragraph decision summary
Base / Bull / Bearpath- most likely repair sectors
- defensive-only sectors
- opening checklist
do / avoid
Required Credential
EM_API_KEYis mandatory for this skill.- Apply here:
https://ai.eastmoney.com/mxClaw - After opening the link, click download and you will see the key.
- Official site:
https://ai.eastmoney.com/nlink/ - Store it in
~/.uwillberich/runtime.env
- 确保已安装 OpenClaw(本地或 Docker 部署)
- 在对话框中输入安装命令:
/install a-share-decision-desk - 安装完成后,直接呼叫该 Skill 的名称或使用
/a-share-decision-desk触发 - 根据 Skill 的参数说明提供必要输入,即可获得结构化输出
uwillberich 是什么?
Build next-session A-share game plans from market structure, overnight macro shocks, policy timing, and watchlist leadership. Use when the user asks what A-s... 它是一个面向 Claude Code / OpenClaw 的 AI Agent Skill 插件,目前累计下载 254 次。
如何安装 uwillberich?
在 OpenClaw 或 Claude Code 对话框中运行命令「/install a-share-decision-desk」即可一键安装,无需额外配置。
uwillberich 是免费的吗?
是的,uwillberich 完全免费,采用 MIT-0 许可证,可自由下载、安装和使用。
uwillberich 支持哪些平台?
uwillberich 跨平台运行,可在任意部署了 OpenClaw / Claude Code 的环境中使用(cross-platform)。
谁开发了 uwillberich?
由 huangrichao2020(@huangrichao2020)开发并维护,当前版本 v0.1.12。