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A股常用因子库速查 (a-share-factor-library) · aifinlab | DecimalAI

financeby aifinlab

A股常用因子库速查 (a-share-factor-library)

aifinlab/a-share-factor-library

Source aifinlab/finclaw ↗License Apache-2.0

A股量化因子库/因子速查/因子计算公式查询。当用户说"因子库"、"有哪些因子"、"factor library"、"怎么算XX因子"、"价值因子"、"动量因子"、"质量因子"、"波动率因子"、"因子定义"、"因子公式"、"查因子"、"因子速查"、"列出所有因子"、"EP怎么算"、"BP公式"、"因子字段"时触发。MUST USE when user asks for factor definitions, formulas, or wants to look up how a specific quantitative factor is calculated. 提供A股常用量化因子的完整定义、计算公式、数据字段映射，覆盖价值/成长/质量/动量/波动率/规模/流动性七大类50+因子。支持研报风格（formal）和快速查询风格（brief）。

SkillScore72Maintained

Automatic

Finance & Accounting pack

Last verified 8/27/2026

What it changes

Passed 13 of 18 test cases with the skill, and 4 of 18 without it.

Without skill20%

With skill72%

Checks it passed that the model alone missed

Includes the CLI invocation flag --info ep.
Identifies pe_ttm as the input valuation field.
Names float_market_cap from the quote data source.

and 11 more in the full report

13 fixed5 passed either way7 still failing0 broke

Pass-rate lift: +52 pp
Tokens: +21%
Agent turns: 0%
Response time: -42%

Model gemini-3.6-flashMeasured 8/27/2026v118 of 25 cases passed with skill · 18 comparable

Tokens, turns and time describe resource use, not a dollar price.

Use this skill

Save it into your project's skills folder. Claude Code picks it up in its next session.

curl -fsSL --create-dirs -o .claude/skills/aifinlab-a-share-factor-library/SKILL.md https://app.decimal.ai/s/aifinlab-a-share-factor-library/SKILL.md

Want it pinned and updatable? pip install "decimalai>=0.15", then decimalai skills add aifinlab-a-share-factor-library, and start Claude Code with claude --plugin-dir "$(git rev-parse --show-toplevel)/.agents"

1 · One-time — install the CLI (docs ↗)

pip install "decimalai>=0.15"

2 · Get the skill — writes .agents/skills/aifinlab-a-share-factor-library/ and pins it in .decimal/skills.lock

decimalai skills add aifinlab-a-share-factor-library

No CLI? Get the same file — curl · raw file

curl -fsSL --create-dirs -o .claude/skills/aifinlab-a-share-factor-library/SKILL.md https://app.decimal.ai/s/aifinlab-a-share-factor-library/SKILL.md

Raw file: /s/aifinlab-a-share-factor-library/SKILL.md ↗ · machine-readable summary at /s/aifinlab-a-share-factor-library.json ↗

Safety checks: 3 of 3 passed

Code scan CleanIntent PassedContent Clean

See it in action

One of 13 test cases the skill fixed. Same model, same prompt, with and without the skill.

1 of 13

Prompt

Provide a quick-view concise summary of the EP factor for SH600519 (EP=0.035) and SZ000858 (EP=0.043) following the brief syntax convention.

What was checked, without and with the skill
Checked	Without skill	With skill
Formats brief summary with pipe separators between formula, direction, and data source.	Missed	Passed
Formats ticker output using colon and pipe separators.	Missed	Passed

case-17 · gemini-3.6-flash · 8/27/2026 · answers are capped and redacted

What's inside

The instructions your model reads when the skill loads.

SKILL.md106 lines2 files

A股常用因子库速查 (a-share-factor-library)

核心能力

因子目录: 7大类 50+ 因子的完整定义、公式、数据字段映射
因子计算: 给定股票代码，实际计算因子值（调用 cn-stock-data）
因子速查: 按类别/名称/英文缩写快速定位因子
因子对比: 同类因子横向比较，解释差异与适用场景

数据来源

财务因子: cn-stock-data finance（adata 43字段: basic_eps, roe_wtd, roa_wtd, gross_margin, net_margin, total_rev, net_profit_attr_sh, total_rev_yoy_gr, net_profit_yoy_gr 等）
行情因子: cn-stock-data kline（date, open, close, high, low, volume, amount, turnover_rate, pct_change）
实时数据: cn-stock-data quote（price, pe_ttm, market_cap, float_market_cap, volume_ratio）

CLI 用法

SCRIPTS_DIR="$SKILLS_ROOT/a-share-factor-library/scripts"
CN_STOCK="$SKILLS_ROOT/cn-stock-data/scripts"

# 计算单个因子
python "$SCRIPTS_DIR/factor_calculator.py" --factor ep --codes SH600519,SZ000858

# 动量因子
python "$SCRIPTS_DIR/factor_calculator.py" --factor momentum_6m --codes SH600519

# 批量计算一类因子
python "$SCRIPTS_DIR/factor_calculator.py" --category value --codes SH600519,SZ000858

# 列出所有因子
python "$SCRIPTS_DIR/factor_calculator.py" --list

# 查看某个因子定义
python "$SCRIPTS_DIR/factor_calculator.py" --info ep

因子参考目录

详见 references/factor-library-catalog.md，包含全部 7 大类因子的：

中英文名称
计算公式
cn-stock-data 字段映射
因子方向（正/负）

Track record

Benchmark

13 / 18

test cases passed, vs 4 / 18 without

Adoption

Users: 0
Times used: 0

Safety and source details

SkillSafety

✓ 3 of 3 passed

Code scan15 of 15 checks clean

0 critical · 0 warning · 0 info — scanner v4 — 8/3/2026

View 15 scanner checks

live_secretremote_code_executionreverse_shelldata_exfiltrationssrf_metadataagent_snoopinganti_refusaldestructive_commandsobfuscated_unicodeunicode_homoglyphopaque_blobsuspicious_urltool_overreachtrigger_abuseprompt_injection_phrasing

IntentSafe

LLM judge · does the skill do what it claims

ContentClean

LLM judge · policy & harmful-content review

Source

Imported

aifinlab / finclaw

skills/a-share-factor-library/SKILL.md

View on GitHub ↗

License Apache-2.0Imported 8/3/2026Version v1Bundled 1 file

Other skills for the same job

Published skills whose descriptions closely match this one, with their headline benchmark lift.

aifinlab/a-share-factor-analysisA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）。Close match+57 pp pass-rate lift

More skills from the same source and nearby in the registry, with their headline benchmark lift.

Ready to supercharge your AI agents?

See it in action

What's inside

A股常用因子库速查 (a-share-factor-library)

核心能力

数据来源

CLI 用法

因子参考目录

Track record

Benchmark

Adoption

SkillSafety

Source

Other skills for the same job

Related skills