A Stock Daily Market Sense
Post-Market Research Report Generator for A-Shares
Install & Use
Copy this prompt and send it to your AI assistant (Claude / Cursor / TRAE / Codex / WorkBuddy etc.) to auto-install:
Help me install this AI Skill: A Stock Daily Market Sense. It is used for: Post-Market Research Report Generator for A-Shares Full Skill content: https://321skill.com/skills/a-stock-daily-market-sense-x-4/raw/index.md Read that page and install it.
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This Skill addresses the inefficiency and lack of systematic analysis in post-market reviews for A-share investors. In actual trading, investors need to synthesize multi-dimensional information such as market trends, concentration of trading volume, profitability effect, leading sectors, and risks of high-volume declines. However, manual compilation is time-consuming and prone to missing key signals. Based on Tushare Pro daily data and Baostock style indices, this Skill automatically generates structured post-market research reports covering core modules including indices & market styles, sentiment & trading volume concentration, profitability effect & leading sectors, risks of high-volume declines, and feature group analysis.
Usage is straightforward: simply state your analysis request in the conversation, such as "Analyze today's market" or "Review last Friday's market style." The Skill first runs a data pipeline to generate a deterministic evidence package (including individual stock K-line display data and JSON for each module), then the model evaluates and writes the report module by module based on this evidence. The entire process requires no manual script invocation. The model confirms the star rating of leading sectors using trading volume thickness from the evidence package and inductively identifies thematic leading sectors based on business facts, without applying pre-existing industry or concept labels.
It is particularly suitable for quantitative traders and data analysts who require daily reviews and track market style shifts, especially teams or individuals already using Tushare Pro data sources and looking to automate post-market analysis. For investors needing to quickly generate post-market briefings or mine feature groups (e.g., high-volume declines, capacity-driven rallies, all-market monthly line platform breakouts), this Skill significantly improves efficiency.
It is recommended to use this tool uniformly after each market close to generate reports and track the evolution of leading sectors alongside a lifecycle ledger. Note that it primarily relies on A-share daily data and does not include analysis of Hong Kong stocks, U.S. stocks, funds, futures, or crypto assets. The scripts are solely responsible for data fetching, calculation, and filtering; thematic induction and risk wording are handled by the model, with no buy/sell recommendations provided. External materials are used only to explain catalysts and will not be written back or used to upgrade the star rating of leading sectors.
Key Features
Unlike automatic reports from platforms like Tonghuashun or East Money, this Skill adheres to a trading-volume-first principle. All strength/weakness judgments must be supported by trading volume evidence, and leading sectors are confirmed based on trading volume thickness, without applying pre-existing industry or concept classifications. It also employs a two-stage "evidence package + model judgment" workflow to ensure the objectivity of price-volume data and prevent model preconceptions.
Limitations
Relies on Tushare Pro and Baostock data sources, requiring valid API keys; supports only A-share daily data, excluding Hong Kong stocks, U.S. stocks, funds, futures, or crypto asset analysis; scripts do not invoke LLMs, and external information cannot alter the star rating of leading sectors determined by price-volume data.
FAQ
How do I obtain a Tushare Pro API key?
Please visit the Tushare official website to register and apply for Pro access. After obtaining the token, configure it in your environment variables or configuration file.
Does it support historical data backtesting?
Yes, users can specify specific dates for historical market analysis. However, by default, only data from the specified date and earlier is used. Future data is only utilized if explicitly permitted for post-hoc analysis.
Installation guide for AI assistants
If your AI coding assistant (Claude Code, Cursor, TRAE etc.) can see this page, send it this message to auto-install:
Visit https://321skill.com/skills/a-stock-daily-market-sense-x-4/raw/index.md to read the original Skill definition (Markdown format) for A Stock Daily Market Sense, and install it according to the instructions.
Raw Markdown URL for AI: /skills/a-stock-daily-market-sense-x-4/raw/index.md