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A股多策略组合/策略配置分析。当用户说"多策略"、"multi strategy"、"策略组合"、"策略配置"、"怎么组合策略"、"策略相关性"时触发。基于 cn-stock-data 获取数据,量化分析多策略组合的协同效应。支持研报风格(formal)和快速分析风格(brief)。
Passed 15 of 20 test cases with the skill, and 11 of 20 without it.
and 4 more in the full report
6 fixed11 passed either way4 still failing1 broke
Tokens, turns and time describe resource use, not a dollar price.
One of 6 test cases the skill fixed. Same model, same prompt, with and without the skill.
在执行 A 股股票数据提取脚本时,数据脚本文件位于哪个特定的环境变量路径之下?请写出其基准路径引用格式。
| Checked | Without skill | With skill |
|---|---|---|
| References $SKILLS_ROOT/cn-stock-data/scripts as the script directory location | Missed | Passed |
The instructions your model reads when the skill loads.
SCRIPTS="$SKILLS_ROOT/cn-stock-data/scripts"
python "$SCRIPTS/cn_stock_data.py" kline --code [CODE] --freq daily --start [日期]
python "$SCRIPTS/cn_stock_data.py" quote --code [CODE]
python "$SCRIPTS/cn_stock_data.py" finance --code [CODE]
列出候选策略(动量/价值/均值回归/事件驱动等),明确各策略逻辑。
分别回测各策略的收益率序列、夏普比率、最大回撤。
计算策略间收益率相关矩阵,识别低相关/负相关策略组合。
| 维度 | formal | brief |
|---|---|---|
| 策略表现 | 各策略完整回测 | 夏普/回撤 |
| 相关矩阵 | 完整相关性热力图 | 平均相关系数 |
| 组合效果 | 多种配置方案对比 | 推荐配置 |
默认风格:brief。
test cases passed, vs 11 / 20 without
Published skills whose descriptions closely match this one, with their headline benchmark lift.
More skills from the same source and nearby in the registry, with their headline benchmark lift.