uwillberich

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name: uwillberich description: Build next-session A-share game plans from market structure, overnight macro shocks, policy timing, and watchlist leadership. Use when the user asks what A-shares may do tomorrow, which sectors may repair first, how to read the open, or wants a reusable pre-open discretionary decision workflow. metadata: {"openclaw":{"emoji":"📈","homepage":"https://github.com/huangrichao2020/uwillberich","requires":{"bins":["python3"]}}}

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uwillberich

Author: 超超 Contact: grdomai43881@gmail.com

Overview

Use this skill for decision-oriented A-share analysis. The goal is not to explain the market mechanically, but to convert today’s tape and overnight developments into a concrete next-session plan.

Best fit:

next-session A-share outlook

likely repair sectors after a selloff

opening checklist for 09:00, 09:25, and 09:30-10:00

first-30-minute observation template for distinguishing true repair from defensive concentration

watchlist-based decision notes

distinguishing defensive leadership from true market repair

persistent message iteration that maps high-attention news into watchlist overlays

automatic event-driven stock pools that feed directly into desk reports

main-force capital-flow confirmation for watchlists and market-wide risk tone

industry-chain expansion that turns event themes into fresh stock pools

sentiment scoring built from breadth, sector dispersion, and capital flow

Core Workflow

1. Gather market structure first. - Confirm EM_API_KEY is configured before running any script. - Run scripts/fetch_market_snapshot.py for indices, breadth, and sector leaders/laggards. - Run scripts/fetch_quotes.py or scripts/morning_brief.py for the watchlist. 2. Confirm the overnight and policy layer. - Use primary sources first for PBOC, Federal Reserve, and other central-bank decisions. - Use high-quality news sources for geopolitics, oil, and global risk sentiment. 3. Classify the market through three layers. - External shock: oil, rates, U.S. equities, geopolitics - Domestic policy/liquidity: LPR, PBOC posture, macro support - Internal structure: breadth, leadership, relative strength, style rotation 4. Build a scenario tree. - Provide Base / Bull / Bear paths with explicit triggers and invalidations. 5. Turn the view into an execution checklist. - Include 09:00, 09:20-09:25, 09:30-10:00, and 14:00-14:30.

Workflow Shortcuts

Step 1: overnight and policy

- scripts/mx_toolkit.py preset --name preopen_policy - scripts/mx_toolkit.py preset --name preopen_global_risk

Step 2: board resonance

- scripts/fetch_market_snapshot.py - scripts/capital_flow.py - scripts/market_sentiment.py - scripts/mx_toolkit.py preset --name board_optical_module - scripts/mx_toolkit.py preset --name board_compute_power

Step 3: single-name validation

- scripts/fetch_quotes.py - scripts/mx_toolkit.py preset --name validate_inspur - scripts/mx_toolkit.py preset --name validate_luxshare

Step 4: event-to-chain expansion

- scripts/industry_chain.py - scripts/news_iterator.py

Source benchmark

- scripts/benchmark_sources.py

Decision Heuristics

Prefer sectors that resisted best in a weak tape over sectors that merely fell the most.

Treat defensive leadership as separate from broad market repair.

On monthly LPR days, use the 09:00 release as a hard branch in the plan.

A repair thesis is stronger when leadership broadens from core growth names into secondary names and brokers.

A rebound without breadth is usually just a technical bounce.

Scripts

Use these scripts before writing the decision note:

scripts/fetch_market_snapshot.py

- Pulls Eastmoney index and sector breadth data.

scripts/fetch_quotes.py

- Pulls Tencent quote snapshots for user-specified names.

scripts/morning_brief.py

- Builds a markdown brief from the default watchlists in assets/default_watchlists.json.

scripts/capital_flow.py

- Pulls the whole-market main-force snapshot plus top inflow/outflow names and intersects them with watchlists.

scripts/market_sentiment.py

- Scores the tape as 抱团行情, 科技修复, 修复扩散, or 分化偏弱 using breadth, sector dispersion, and capital flow.

scripts/opening_window_checklist.py

- Builds a first-30-minute observation sheet with time gates, group scoreboards, and watchlist signal tables.

scripts/industry_chain.py

- Uses event summaries and desk groups to expand into industry-chain stock pools through live MX stock screens.

scripts/news_iterator.py

- Continuously polls public RSS feeds, classifies high-attention events, maps them into watchlist overlays, and writes dynamic event-driven stock pools.

scripts/runtime_config.py

- Loads local runtime credentials, enforces the required EM_API_KEY, and prints the Eastmoney application URL when it is missing.

scripts/mx_toolkit.py

- Calls the live Meixiang / Eastmoney APIs for news search, stock screening, structured data queries, and preset desk workflows.

scripts/benchmark_sources.py

- Benchmarks public and MX-enhanced sources before you decide what to trust as the primary feed.

scripts/install_news_iterator_launchd.py

- Installs the news iterator as a launchd job on macOS for long-running local polling.

scripts/smoke_test.py

- Verifies that the bundled scripts and public endpoints are working.

References

Read only what you need:

references/methodology.md

- Trading philosophy, decision tree, and timing gates.

references/data-sources.md

- Source map for official and market data endpoints.

references/persona-prompt.md

- Decision-maker persona for desk-style answers.

references/trading-mode-prompt.md

- Time-boxed opening workflow for the next A-share session.

references/opening-window-template.md

- A reusable first-30-minute decision template.

references/cross-cycle-watchlist.md

- How to use the cross-cycle core stock pool without turning it into an unfocused mega-list.

references/event-regime-watchlists.md

- How to use war-shock and energy-spike watchlists as temporary overlays.

references/message-iterator.md

- How to run the persistent RSS iterator, generate event-driven stock pools, and feed them into the desk workflow.

assets/mx_presets.json

- Preset MX workflows for policy scan, global-risk scan, board resonance, and single-name validation.

assets/industry_chains.json

- Theme-to-chain map for optical module, compute power, semiconductors, robotics, oil and coal, and IDC/power-cost overlays.

Output Standard

Default to a compact desk-style answer:

one-paragraph decision summary

Base / Bull / Bear path

most likely repair sectors

defensive-only sectors

opening checklist

do / avoid

Required Credential

EM_API_KEY is mandatory for this skill.

Apply here: https://ai.eastmoney.com/mxClaw

After opening the link, click download and you will see the key.

Official site: https://ai.eastmoney.com/nlink/

Store it in ~/.uwillberich/runtime.env