wyckoff-a-share
v1.0.0Run Wyckoff master-style analysis from stock codes, holdings (symbol/cost/qty), cash, CSV data, and optional chart images. Use when users want online multi-source data fetching with source switching, strict Beijing-time trading-session checks, fixed system prompt analysis, single-stock analysis, hol...
Installation
Akshare Online Alpha
Use this skill when the user wants Wyckoff-style analysis with online data fetch and source fallback.
Input Schema
Single/multi symbol analysis: - Inputs: stock code(s), optional CSV, optional chart image, text goals.
Portfolio decision analysis:
- holdings (can be empty): [股票A+成本+数量, 股票B+成本+数量, ...]
- cash: available cash amount
- candidate (optional): stock code not currently in holdings
- Optional CSV/image/text instructions are still supported.
Portfolio example:
- holdings = [600519+1450+100, 000001+10.2+3000]
- cash = 80000
- candidate = 300750
When To Use / Not Use
Use this skill when at least one condition is true: - User provides stock code(s) and asks for current/near-current analysis. - User provides holdings + cash + candidate and asks whether to switch positions. - User asks whether current holdings should be increased/reduced/kept. - User has no holdings and asks how to act with available cash. - User asks to combine CSV + online validation. - User provides chart image and asks for Wyckoff interpretation.
Do not use this skill when: - User only asks for generic Python/chart debugging unrelated to market analysis. - User requests purely offline historical analysis with no online data requirement.
Auto Intent Inference
When holdings/cash/candidate are provided, do not require the user to say "switch / add / reduce / empty-position".
Infer automatically from provided fields:
- holdings non-empty + candidate provided: include rotation comparison and per-holding actions.
- holdings non-empty + no candidate: provide per-holding add/reduce/hold/exit suggestions.
- holdings empty + cash provided: provide empty-position cash deployment suggestion.
Required Execution Order
- Validate input and parse structured fields:
- Determine symbol-only flow or portfolio flow from input fields.
- CSV (if provided): main source for historical structure.
- Text instructions: constraints and goals.
- Image (if provided): supplemental intraday/micro-structure signal.
-
In portfolio flow, parse
holdings/cash/candidate(optional)before analysis. -
Resolve current Beijing time before any trading suggestion:
- Fetch actual current time from tool/system.
- Convert to
Asia/Shanghai. - Print
当前北京时间:YYYY-MM-DD HH:MM(UTC+8). -
Determine if in A-share continuous auction window.
-
Enforce trading-session rules:
- If not in tradable session, only provide post-market review/next-day plan/order strategy.
-
Do not output immediate intraday execution commands.
-
Fetch data with online source switching:
- Use
rules/source-fallbacks.mdorder. - For each symbol, keep source audit log.
- If source fails, schema check fails, or rows are insufficient, switch source.
-
In portfolio flow, fetch all holding symbols and candidate symbol when provided.
-
Perform Wyckoff analysis first:
- Analyze latest 500 days structure with MA50/MA200.
- Identify phases/events without forcing full phase set.
-
Allow event-date news checks only for verification, not as decision basis.
-
In portfolio flow, produce a Wyckoff-style portfolio recommendation:
- For each holding, give one action:
add / reduce / hold / exit. - If candidate is provided, compare candidate vs current holdings from structure strength, phase position, and event quality.
- If candidate is provided, identify which current holding is structurally weakest and whether rotation is needed.
- If holdings are empty, provide an empty-position suggestion using available cash and current structure context.
- Use
cost/qty/cashto give concrete action suggestions in narrative form. -
Keep final recommendation in Wyckoff tone and clearly state action labels such as
switch / partial switch / hold / add / reduce. -
Plot only when allowed:
- If current time is intraday trading time, skip plotting.
- Otherwise generate plotting code/result using hard rendering constraints from system prompt.
Fixed Output Contract
Always output in this order:
1. 当前北京时间:YYYY-MM-DD HH:MM(UTC+8)
2. Trading verdict:
- 当前是否可盘中交易:是/否
- If no: 当前不可盘中交易(原因:...)
3. Data audit table per symbol:
- symbol
- source_used
- rows_kept
- window_end_date
- fallback_count
4. Wyckoff analysis result:
- Current cycle background and phase (only what is evidenced).
- Key events (SC/ST/Spring/LPS/SOS/UTAD if present) with concise rationale.
- Action boundaries respecting T+1 and current session status.
5. Portfolio action section (portfolio flow only):
- Holdings snapshot from provided cost/qty/cash.
- Per-holding action suggestions (add / reduce / hold / exit) with reasoning.
- Candidate vs weakest holding comparison (if candidate is provided).
- Empty-position cash action suggestion (if holdings are empty).
- Final action summary in Wyckoff tone.
6. Plotting section (only when allowed by session rules):
- Python code and/or generated chart result with Chinese annotation constraints.
Failure And Degrade Rules
- If all data sources fail for a symbol, report that symbol as
data_unavailableand continue with remaining symbols. - If fewer than 30 valid rows are available, do not force phase labeling; return "insufficient structure depth".
- If image is unreadable, explicitly state parse failure reason and continue with text/CSV path.
- Never invent OHLCV rows, event timestamps, or trading-day status.
Hard Constraints
- Do not change the fixed prompt wording unless explicitly requested.
- Do not fabricate missing OHLCV rows.
- Do not ignore image input if image is parseable.
- Do not use opaque white text boxes in chart annotations.
- If fetching data requires running Python scripts, run them only in a sandboxed environment.
- Prefer direct web/API fetch first; use Python scripts only when needed for fallback, parsing, or normalization.
Resources
rules/alpha-system-prompt.md: fixed role and hard rules.rules/source-fallbacks.md: online source switching policy.