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jwangkun/claude-for-financial-services-cn/china-roll-forward
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PublishedSeptember 29, 2026 at 08:46 PM
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version: "1.0.0" name: china-roll-forward description: Roll forward fund accounting records for new reporting periods. Adapts the original roll-forward skill for Chinese fund administration and reporting requirements. Triggers on "基金账务滚动", "账务更新", "roll forward fund", "update fund books", "基金新期间", or "roll forward [fund] [period]".

china-roll-forward

Purpose

Roll forward 基金账务 — update fund accounting records for new periods.

Data Sources

Tier 0 — 万得 Wind（最全面付费数据）

  • 覆盖：A股/港美股/基金/指数/债券/宏观/研报/分析（44个工具）
  • MCP 服务：wind-mcp（需 WIND_API_KEY 密钥，以 ak_ 开头）
  • 优势：全市场覆盖面最广、数据最全面、包含研报和量化分析
  • 密钥申请：https://aifinmarket.wind.com.cn/#/home

Tier 1 — 同花顺 iFind（付费精确数据）/ AkShare MCP（Tier-2 免费备选）

python
get_financials(ticker, "income")     → Holdings financials
get_fund_data(fund_code)              → Fund NAV data
get_quote(ticker)                     → Latest prices

Secondary Sources

  • 基金公司 — fund accounting system
  • 托管行 — custody records
  • 巨潮 — portfolio company filings

Workflow

Step 1: Identify New Period

Fund reporting periods:

PeriodTypeFrequencyDeadline
日DailyDailyT+1
周WeeklyWeekly
月MonthlyMonthly
季QuarterlyQuarterly季报后
半年Semi-annualSemi-annual中报后
年AnnualAnnual年报后

Step 2: Close Prior Period

Period-end closing checklist:

ItemAction
收入确认Close all income accruals
费用计提Close all expense accruals
已实现损益Calculate realized P&L
未实现损益Mark-to-market
分红处理Process distributions
费用分配Allocate to NAV

Step 3: Carry Forward Balances

Balance carry-forward:

AccountEnding BalanceCarried ForwardNotes
银行存款
证券投资
应收利息
应收股利
应付费用
实收基金
未分配利润

Step 4: Update Holdings

Holdings update:

SecurityTickerPrior QtyTradesNew QtyPriceMarket Value

Step 5: Update Accruals

Accrual roll-forward:

Accrual TypePriorAdditionsUsageReversalNew
应收股息
应收利息
应付管理费
应付托管费

Step 6: Calculate New NAV

NAV calculation:

ItemAmount
Beginning NAV¥XX
+ Income earned¥XX
+ Realized gains¥XX
+ Unrealized gains¥XX
- Expenses¥XX
- Distributions¥XX
Ending NAV¥XX
Shares outstandingXX
NAV per share¥XX

Step 7: Update Financial Statements

Fund financial statements:

StatementUpdate
资产负债表New balances
利润表New period activity
净值变动表NAV changes
会计报表附注Disclosures

Step 8: Performance Calculation

Performance update:

MetricMTDQTDYTDSince Inception
ReturnX.XX%X.XX%X.XX%X.XX%
BenchmarkX.XX%X.XX%X.XX%X.XX%
Active returnX.XX%X.XX%X.XX%X.XX%

Step 9: Reconciliation

New period reconciliation:

ItemFund BooksCustodianMatch?
Securities
Cash
NAV
P&L

China-Specific Considerations

Fund Accounting Calendar

EventTiming
估值日Daily / T+1
净值公告T+2 for daily NAV
季报披露Within 15 days of quarter-end
半年报Within 60 days of H1 end
年报Within 90 days of year-end

Cut-off Rules

ItemCut-off Rule
交易Trade date basis
收入Ex-dividend date
费用Incurrence basis
税费Withholding date

Quality Checks

Before completing:

  • [ ] Prior period closed properly
  • [ ] Balances carried forward
  • [ ] New period activity recorded
  • [ ] NAV calculated correctly
  • [ ] Reconciliation complete
  • [ ] Performance calculated
  • [ ] Reports generated
Data Source Mode Switch: Set env var IFIND_DATA_SOURCE_MODE to control data source preference.
- ifind-only (strict): Use iFind only, error if unavailable
- ifind-fallback (default): iFind preferred, fallback to AkShare
- akshare-only: Skip iFind, use AkShare only
- wind-only: Wind only, error if unavailable
- wind-fallback: Wind first, fallback to iFind → AkShare
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