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Get Started Free →aifinlab/a-share-factor-analysis
A股单因子研究/IC检验。当用户说"因子分析"、"单因子"、"IC"、"IR"、"因子检验"、"factor analysis"、"因子有效性"、"XX因子表现怎么样"、"因子IC"、"因子收益"、"因子衰减"、"quintile分析"时触发。基于 cn-stock-data 获取股票池行情与财务数据，通过 factor_analyzer.py 计算 IC/IR、分位组合收益、因子换手率等量化指标。支持专业因子研究报告风格（formal）和快速因子检验风格（brief）。不适用于多因子组合优化（需自建模型）或个股基本面分析（用 a-share-earnings-analysis）。
Passed 21 of 23 test cases with the skill, and 8 of 23 without it.
and 19 more in the full report
13 fixed8 passed either way2 still failing0 broke
Tokens, turns and time describe resource use, not a dollar price.
One of 13 test cases the skill fixed. Same model, same prompt, with and without the skill.
Write the command line invocation to run the factor analysis script for factor 'VOLATILITY' over a 20-day holding period using input data from 'data.json'.
| Checked | Without skill | With skill |
|---|---|---|
| Executes factor_analyzer.py with the --factor flag | Missed | Passed |
| Includes both --period and --data flags in the command line invocation | Missed | Passed |
The instructions your model reads when the skill loads.
SCRIPTS="$SKILLS_ROOT/cn-stock-data/scripts"
ANALYZER="$SKILLS_ROOT/a-share-factor-analysis/scripts/factor_analyzer.py"
# 获取股票池行情（如沪深300成分股）
python "$SCRIPTS/cn_stock_data.py" kline --code [CODE1],[CODE2],... --freq daily --start [回测起始日期]
# 获取财务指标（PE/PB/ROE 等因子原始值）
python "$SCRIPTS/cn_stock_data.py" finance --code [CODE1],[CODE2],...
# 获取实时行情（市值、PE、PB）
python "$SCRIPTS/cn_stock_data.py" quote --code [CODE1],[CODE2],...
# 运行因子分析
python "$ANALYZER" --factor [FACTOR] --period [N] --data [input.json]
调用 factor_analyzer.py 计算：
test cases passed, vs 8 / 23 without
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