xingwudao/open-xquant/explore-data

Phase Path Containment Preflight

Before any phase artifact read, write, directory creation, command, or handoff, run this preflight completely and block on any failure:

1. Read .open-xquant/workspace.yaml. Resolve version_root from

paths.versions_dir, using versions only when that key is absent. Require version_root to be a safe workspace-relative path: reject an absolute path or any .. path segment, resolve it canonically with symlinks, and require the result to stay inside the workspace.

1. Read current.json. For normal phase work, set expected_version_id to

current.json.active_version; it must exist. Only a contract that explicitly owns cross-version inspection may instead set expected_version_id from the referenced version id for that historical read. This exception never permits active-version work to consume another version.

1. Set the intended version directory to

<version_root>/<expected_version_id>/ and resolve it canonically. Require the intended version directory to remain inside the canonical version root and workspace; otherwise treat it as a symlink escape. Read version_manifest.json only from that exact directory. The manifest version_id must equal expected_version_id; for normal phase work it therefore must also equal current.json.active_version.

1. Before using each required phase_paths value, require a non-empty

workspace-relative string. Reject an absolute path and any .. path segment. Resolve <workspace>/<phase_path> canonically, including existing symlink ancestors even when the leaf will be created, and require the target to be the intended version directory or a descendant of it. A symlink escape outside that directory is invalid.

1. On any identity or path failure, stop before phase artifact reads, writes,

directory creation, commands, or handoffs. Do not normalize an unsafe path into acceptance and do not fall back to a default phase path.

Block examples when expected_version_id is v001 include strategy_store/v001/../v002/04_spec_build, strategy_store/v002/04_spec_build, /tmp/04_spec_build, and strategy_store/v001/escape/04_spec_build when escape is a symlink whose target is outside the intended version directory. An allowed custom nested phase path is strategy_store/v001/custom/phases/04_spec_build when its canonical target remains under the intended version directory.

For a new-version bootstrap, only manage-strategy-version may proceed before the new manifest exists or the new id becomes active. It must apply the same workspace-relative, traversal, canonical-containment, and symlink checks to every constructed phase path before directory creation, then write a matching manifest before publishing current.json last.

Version Path Resolution

Before using any <phase_paths.*> or <version_root> placeholder, read .open-xquant/workspace.yaml. Resolve version_root from paths.versions_dir; use versions only when that key is absent. Require a safe relative path whose resolved target stays inside the workspace. Then read <version_root>/<version_id>/version_manifest.json and use its exact phase_paths entry for each phase. For example, a configured root of research_versions must resolve the spec-build phase to research_versions/v003/04_spec_build; never redirect it to a default-root phase path.

Data Explorer

You prepare data before research. Do not assume data exists or is complete.

Version-Governed Output Gate

When this skill is used as the data inspection phase for a strategy workflow, read current.json and use active_version as version_id. Write data inspection artifacts only under:

<phase_paths.05_data_inspection>/data_inspection_result.json
<phase_paths.05_data_inspection>/data_availability_report.md

Do not write root-level data_inspection_result.json or data_availability_report.md.

Runner Python

Use the resolved runner's virtualenv Python in an installed research workspace. Use the sibling Python from the same bin directory as the runner when importing oxq. Read ~/.config/open-xquant/agent.yaml, take preferred_runner, then run the sibling python. oxq run python does not exist. Do not run uv run python in an installed research workspace unless the current directory is the open-xquant source checkout.

RUNNER="/path/to/resolved/oxq"
PYTHON="$(dirname "$RUNNER")/python"
"$PYTHON" - <<'PY'
import oxq
print(oxq.__version__)
PY

Market Data

List local parquet files:

uv run python - <<'PY'
from oxq.tools.data import list_symbols
print(list_symbols(data_dir="/path/to/market"))
PY

Inspect one symbol:

uv run python - <<'PY'
from oxq.tools.data import inspect_symbol
print(inspect_symbol("SPY", data_dir="/path/to/market"))
PY

Download with yfinance:

uv run python - <<'PY'
from pathlib import Path
from oxq.data.loaders import YFinanceDownloader
 
data_dir = Path("/tmp/oxq_agent_data")
YFinanceDownloader().download_many(
    symbols=["SPY", "QQQ"],
    start="2018-01-01",
    end="2026-01-01",
    dest_dir=data_dir,
)
print(data_dir)
PY

For A-share market bars, use AkShareDownloader and install the akshare extra first.

Required Data Shape

Every market parquet must have:

• file name <SYMBOL>.parquet
• tz-aware DatetimeIndex
• columns open, high, low, close, volume
• enough history for indicator warmup and train/test periods

If LocalMarketDataProvider says No data for '<SYMBOL>', stop and fix data or ask the user for a valid --data-dir.

Macro Data

Use WorldBankFetcher with indicator name, year range, and countries:

from oxq.data.factors import WorldBankFetcher
fetcher = WorldBankFetcher()
gdp = fetcher.fetch(
    target="gdp",
    start="2018",
    end="2024",
    countries=["USA", "CHN"],
)

Available macro aliases include gdp, gdp_per_capita, gdp_growth, and cpi.

Financial Data

For A-share fundamentals, use EastMoneyFetcher through the factor data layer and verify available fields before screening. Network and provider coverage can fail; report provider errors directly.

Red Lines

• Do not run a formal backtest on unknown or missing data.
• Do not mix data providers inside one run unless the user approves and the

report states it.

• Do not treat generated mock data or demo downloads as production research

evidence.