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A股期权策略分析。当用户说"期权"、"option"、"认购"、"认沽"、"50ETF期权"、"300ETF期权"、"隐含波动率"、"IV"、"Greeks"、"期权策略"、"备兑"、"保险策略"、"跨式"、"宽跨式"时触发。分析A股期权(上证50ETF/沪深300ETF/中证500ETF/个股期权)的隐含波动率、Greeks指标、期权策略构建,辅助风险管理和增强收益决策。支持研报风格(formal)和快速分析风格(brief)。
Passed 3 of 8 test cases with the skill, and 6 of 8 without it.
1 fixed7 passed either way4 still failing11 broke
Tokens, turns and time describe resource use, not a dollar price.
A test case the skill fixed. Same model, same prompt, with and without the skill.
An investor asks for a quick brief strategy recommendation on 50ETF (510050) when IV is neutral. In brief style output, what is the default requirement regarding underlying coverage, strategy count, and disclaimer inclusion?
| Checked | Without skill | With skill |
|---|---|---|
| Limits underlying coverage to only the requested ETF. | Passed | Passed |
| Recommends one optimal strategy rather than multiple detailed strategy comparisons. | Missed | Passed |
| Omits the formal derivatives disclaimer in brief mode. | Missed | Passed |
The instructions your model reads when the skill loads.
SCRIPTS="$SKILLS_ROOT/cn-stock-data/scripts"
# 标的ETF实时行情
python "$SCRIPTS/cn_stock_data.py" quote --code SH510050,SH510300,SH510500
# SH510050=50ETF, SH510300=300ETF, SH510500=500ETF
# 标的ETF日线K线(近60个交易日,用于历史波动率计算)
python "$SCRIPTS/cn_stock_data.py" kline --code SH510050 --freq daily --start [60日前日期]
# 期权行情数据(akshare)
import akshare as ak
# 50ETF期权 — 标的现货行情+期权链
df_spot = ak.option_sse_underlying_spot_em(symbol='510050') # 50ETF期权标的
df_spot_300 = ak.option_sse_underlying_spot_em(symbol='510300') # 300ETF期权标的
# 期权合约列表(按到期月份)
df_list = ak.option_sse_list_sina(symbol='510050', exchange='null')
# 期权实时行情(东方财富)
df_call = ak.option_sse_spot_price_sina(symbol='510050') # 认购+认沽全部合约
# Greeks 数据
df_greeks = ak.option_sse_greeks_em(symbol='510050') # Delta/Gamma/Theta/Vega/IV
# 300ETF期权
df_300_greeks = ak.option_sse_greeks_em(symbol='510300')
web 搜索补充(数据源无法覆盖的关键信息):
test cases passed, vs 6 / 8 without
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