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Get Started Free →aifinlab/a-share-twap-strategy
A股TWAP时间加权/匀速执行策略。当用户说"TWAP"、"时间加权"、"匀速下单"、"TWAP算法"、"均匀执行"、"时间切片"时触发。基于 cn-stock-data 获取数据，设计TWAP执行方案、分析执行偏差、优化时间切片。支持 formal/brief 两种输出风格。
Passed 12 of 17 test cases with the skill, and 13 of 17 without it.
2 fixed14 passed either way3 still failing3 broke
Tokens, turns and time describe resource use, not a dollar price.
One of 2 test cases the skill fixed. Same model, same prompt, with and without the skill.
交易团队打算在A股市场对天合光能（688599）拆单执行TWAP。他们制定的挂单时间为09:30-11:30和13:00-15:00。请指出此时间窗口的不规范之处并给出正确的两个执行时段。
| Checked | Without skill | With skill |
|---|---|---|
| Identifies 09:30-09:45 as a window to be avoided. | Missed | Passed |
| Identifies 14:45-15:00 as a window to be avoided. | Missed | Passed |
The instructions your model reads when the skill loads.
通过 cn-stock-data skill 获取数据：
test cases passed, vs 13 / 17 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.