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Financepy Derivatives

作者 Tang Weigang · GitHub ↗ · v0.3.3 · MIT-0
cross-platform ⚠ suspicious
105
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0
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当前安装
3
版本数
在 OpenClaw 中安装
/install financepy-derivatives
功能描述
基于 FinancePy 框架的金融工具日期处理与定价能力，支持多国节假日日历与天数计数约定处理，生成债券和互换现金流调度，计算收益率和价格。
使用说明 (SKILL.md)

FinancePy 衍生品定价 (financepy-derivatives)

基于 FinancePy 框架的金融工具日期处理与定价能力，支持多国节假日日历与天数计数约定处理，生成债券和互换现金流调度，计算收益率和价格。

Pipeline

data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization

Top Use Cases (88 total)

Holiday Calendar Usage (UC-101)

Determining business days and holidays for different countries to correctly schedule financial transactions and settlements Triggers: calendar, holiday, business days

Financial Date Creation and Manipulation (UC-103)

Creating and manipulating financial dates including adding days, months, tenors, and handling weekends for trade scheduling Triggers: date creation, add days, add months

Day Count Conventions Introduction (UC-104)

Calculating year fractions and day counts using various conventions (ACT/360, ACT/365, 30/360) for interest accrual calculations Triggers: day count, year fraction, accrued interest

For all 88 use cases, see references/USE_CASES.md.

Execute trigger: When user intent matches intent_router.uc_entries[].positive_terms AND user uses action verb (run/execute/跑/执行/backtest/fetch/collect)

What I'll Ask You

  • Target market: A-share (default), HK, or crypto? (US stocks in ZVT are half-baked — stockus_nasdaq_AAPL exists but coverage is thin)
  • Data source / provider: eastmoney (free, no account), joinquant (account+paid), baostock (free, good history), akshare, or qmt (broker)?
  • Strategy type: MACD golden-cross, MA crossover, volume breakout, fundamental screen, or custom factor?
  • Time range: start_timestamp and end_timestamp for backtest period
  • Target entity IDs: specific stocks (stock_sh_600000) or index components (SZ1000)?

Semantic Locks (Fatal)

ID Rule On Violation
SL-01 Execute sell orders before buy orders in every trading cycle halt
SL-02 Trading signals MUST use next-bar execution (no look-ahead) halt
SL-03 Entity IDs MUST follow format entity_type_exchange_code halt
SL-04 DataFrame index MUST be MultiIndex (entity_id, timestamp) halt
SL-05 TradingSignal MUST have EXACTLY ONE of: position_pct, order_money, order_amount halt
SL-06 filter_result column semantics: True=BUY, False=SELL, None/NaN=NO ACTION halt
SL-07 Transformer MUST run BEFORE Accumulator in factor pipeline halt
SL-08 MACD parameters locked: fast=12, slow=26, signal=9 halt

Full lock definitions: references/LOCKS.md

Top Anti-Patterns (15 total)

  • AP-DERIVATIVES-PRICING-001: Instrument NPV called without attached pricing engine
  • AP-DERIVATIVES-PRICING-002: BSM forward price ignores dividend yield
  • AP-DERIVATIVES-PRICING-003: Negative discount factors passed to log-domain interpolation

All 15 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-101. Evidence verify ratio = 3.4% and audit fail total = 34. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl).

Reference Files

File Contents When to Load
references/seed.yaml V6+ 全量权威 (source-of-truth) 有行为/决策争议时必读
references/ANTI_PATTERNS.md 15 条跨项目反模式 开始实现前
references/WISDOM.md 跨项目精华借鉴 架构决策时
references/CONSTRAINTS.md domain + fatal 约束 规则冲突时
references/USE_CASES.md 全量 KUC-* 业务场景 需要完整示例时
references/LOCKS.md SL-* + preconditions + hints 生成回测/交易代码前
references/COMPONENTS.md AST 组件地图（按 module 拆分） 查 API 时

Compiled by Doramagic crystal-compilation-v6.1 from finance-bp-101 blueprint at 2026-04-22T13:00:46.579380+00:00. See human_summary.md for non-technical overview.

安全使用建议
This skill mixes FinancePy pricing functionality with a ZVT-based data/backtest pipeline but the registry metadata doesn't declare the runtime requirements it actually expects. Before installing or invoking: (1) expect to have Python 3.12+ and be prepared to let the agent run python -c checks and possibly pip-install 'zvt'; (2) confirm you are comfortable the agent may read/write a ZVT home directory (defaults to ~/.zvt) and may attempt to fetch market data from providers (some require API keys/accounts); (3) if you need only pure pricing utilities (no data collection/backtest), ask the skill/author for a minimal variant that does not require ZVT or filesystem changes. If you plan to run the skill, run it in a controlled environment (virtualenv or isolated container) and review/backup any existing ~/.zvt content first.
功能分析
Type: OpenClaw Skill Name: financepy-derivatives Version: 0.3.3 The skill bundle is a comprehensive financial derivatives pricing and backtesting framework designed for the OpenClaw/ZVT ecosystem. It contains extensive domain-specific logic, including 88 use cases (KUC-101 to KUC-188), semantic locks for trading integrity (e.g., SL-01 for order sequencing), and over 300 financial constraints (finance-C-*) to prevent calculation errors. While the bundle includes instructions for the AI agent to execute shell commands within the 'preconditions' section of 'seed.yaml', these are strictly limited to environment verification, such as checking the 'zvt' package version and directory write permissions. There is no evidence of malicious intent, data exfiltration, or harmful prompt injection.
能力标签
cryptocan-make-purchases
能力评估
⚠ Purpose & Capability
Name/description describe FinancePy date & pricing utilities and that matches the contained references and use cases. However the SKILL.md and human_summary also embed an end-to-end ZVT-based quant pipeline (data fetch/backtest) and require ZVT-related preconditions; the registry metadata declared no required binaries, env vars or config paths, creating a mismatch between claimed minimal requirements and actual capabilities/dependencies.
⚠ Instruction Scope
SKILL.md instructs the agent to run Python precondition checks (python3 -c ...), inspect or create files under ZVT_HOME (~/.zvt), run pip install zvt if missing, reload seed.yaml and consult multiple internal reference files. Those actions involve reading/writing local filesystem state and invoking Python — they go beyond a purely passive documentation skill and are not reflected in the declared requirements.
✓ Install Mechanism
This is an instruction-only skill with no install spec or archive downloads, which lowers install-time risk. The SKILL.md does suggest using Python 3.12+ and an environment (uv package manager) and includes fallback pip install instructions in preconditions, but no remote arbitrary binary fetches or extract operations are present.
ℹ Credentials
Registry metadata lists no required environment variables, but SKILL.md and references read ZVT_HOME and run checks that depend on Python packages and writable host directories. The skill also references external data providers (eastmoney, joinquant, qmt) that may require separate credentials (not declared). The requested access is plausible for a backtest/data pipeline, but the skill should have declared these requirements.
✓ Persistence & Privilege
always:false and normal autonomous invocation setting. The skill does not declare force-install or modification of other skills or global agent settings. The instructions will create/check files under its own expected data directory (~/.zvt), which is typical for a data/backtest tool.
如何使用
  1. 确保已安装 OpenClaw（本地或 Docker 部署）
  2. 在对话框中输入安装命令：/install financepy-derivatives
  3. 安装完成后，直接呼叫该 Skill 的名称或使用 /financepy-derivatives 触发
  4. 根据 Skill 的参数说明提供必要输入，即可获得结构化输出
版本历史
v0.3.3
v0.3.3: bilingual metadata injected. H1 shows FinancePy 衍生品定价; tagline replaced with skill-specific Chinese hook; tags upgraded to Level 1-4.
v0.3.1
Remove install.sh — knowledge-only bundle. Host AI consumes directly from URL; no user-side installation needed. Fixes ClawHub suspicious flag.
v0.3.0
Doramagic crystal portfolio v0.3.0. Full 5-layer bp-009 standard. github.com/tangweigang-jpg/doramagic-skills
元数据
Slug financepy-derivatives
版本 0.3.3
许可证 MIT-0
累计安装 0
当前安装数 0
历史版本数 3
常见问题

Financepy Derivatives 是什么？

基于 FinancePy 框架的金融工具日期处理与定价能力，支持多国节假日日历与天数计数约定处理，生成债券和互换现金流调度，计算收益率和价格。 它是一个面向 Claude Code / OpenClaw 的 AI Agent Skill 插件，目前累计下载 105 次。

如何安装 Financepy Derivatives？

在 OpenClaw 或 Claude Code 对话框中运行命令「/install financepy-derivatives」即可一键安装，无需额外配置。

Financepy Derivatives 是免费的吗？

是的，Financepy Derivatives 完全免费，采用 MIT-0 许可证，可自由下载、安装和使用。

Financepy Derivatives 支持哪些平台？

Financepy Derivatives 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 Financepy Derivatives？

由 Tang Weigang（@tangweigang-jpg）开发并维护，当前版本 v0.3.3。

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