aifinlab/finclaw/a-share-quality-factor

Claude Code and agent skill by aifinlab/finclaw

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A股质量因子/盈利质量量化分析。当用户说"质量因子"、"quality factor"、"盈利质量"、"高质量"、"ROE质量"、"应计"时触发。量化构建和分析质量因子。支持formal和brief风格。

Install

npx vskill@latest install aifinlab/finclaw/a-share-quality-factor

SKILL.md

A股质量因子/盈利质量量化分析

数据源

bash
SCRIPTS="$SKILLS_ROOT/cn-stock-data/scripts"
python "$SCRIPTS/cn_stock_data.py" kline --code [CODE] --freq daily --start [日期]
python "$SCRIPTS/cn_stock_data.py" quote --code [CODE]
python "$SCRIPTS/cn_stock_data.py" finance --code [CODE]

Workflow

Step 1: 获取财务数据
Step 2: 构建质量因子
  • 盈利能力: ROE/ROIC/毛利率
  • 盈利稳定性: ROE标准差(过去5年)
  • 应计质量: (净利润-经营现金流)/总资产
  • 资产负债质量: 负债率/流动比率
Step 3: 因子检验

IC/IR分析、分组回测

Step 4: 输出
维度formalbrief
因子值多维度质量评分综合质量分
因子效果IC/IR+分组收益因子有效性

默认风格：brief。

关键规则

  1. 质量因子在熊市表现更突出（防御性）
  2. 低应计比例=高盈利质量（现金利润占比高）
  3. ROE高但自由现金流差→质量存疑
  4. 质量因子与价值因子结合效果更好
  5. A股财务造假风险需特别关注应计异常

使用示例

示例 1: 基本使用
python
# 调用 skill
result = run_skill({
    "param1": "value1",
    "param2": "value2"
})
示例 2: 命令行使用
bash
python scripts/run_skill.py --input data.json

Security

  • Security scanPassed, 90 of 100Pattern checks on the skill's files.
  • Model reviewPassed

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Source

Popularity

Repository stars
179
Repository forks
28
7-day trend score
26

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