Introduction

In the DeepSeek Harness (DSH) plugin ecosystem, building vertical data pipelines for quant research is a common requirement. For financial instruments such as convertible bonds and bonds that require specific calculation logic (conversion premium, YTM, duration, etc.), existing generic MCP servers often rely on real-time web scraping or external API keys, which limits the flexibility of local offline analysis.

helibeiqi/dsh-cn-fixedincome-mcp is a solution purpose-built for this scenario. It is a zero-dependency Node ESM MCP stdio server focused on locally deriving bond clauses into research-ready metrics.

Core Positioning

This is a vertical quant research data plugin for DeepSeek Harness (dsh). It does not scrape real-time quotes and does not depend on any API key. Its core capability is to quickly calculate and evaluate locally provided clause data.

Core Features

The plugin mainly provides the following metric calculation and condition-evaluation capabilities:
* Basic valuation metrics: conversion value, conversion ratio, conversion premium, conversion price premium.
* Bond-like metrics: pure bond value (bond floor), yield to maturity (YTM).
* Strategy metrics: low-low (bond price + conversion premium), commonly used for low-low strategy screening.
* Risk and duration metrics: duration, convexity, DV01.
* Clause trigger evaluation: downward revision (share price < 85% of the conversion price), forced redemption (share price ≥ 130% of the conversion price), putback (share price < 70% of the conversion price).

Tools

The plugin provides six core tools, covering the full workflow from single-value calculation to batch screening:
* cb_analytics: the core tool; passing clauses or codes immediately calculates all metrics.
* cb_lookup: query local seed clauses and perform snapshot-based analysis.
* cb_screen: screen and sort seed data, including snapshots, by premium, bond price, YTM, or downward-revision status (supports low-low ascending).
* bond_ytm: calculate bond yield to maturity using Newton’s method.
* bond_metrics: calculate duration, convexity, and DV01.
* bond_cashflow: construct a cash-flow schedule from coupon, tenor, and redemption price.

Installation and Enablement

The plugin is registered as the mcp-cn-fixedincome service through cordis.patch.yml. In the configuration file, the command field is hardened as !!js process.env.QUANT_MCP_NODE || process.execPath to avoid Node version directory drift issues.

Note that the args and cwd fields in the configuration point to local absolute paths. When deploying to another machine, these two fields must be updated. The seed file path can be overridden with the CB_SEED_PATH environment variable.

Typical Usage

In the DSH environment, you can use the plugin in the following steps:
1. Prepare local seed data (for example, data/cb_seed.json). This file is for demos or historical snapshots and does not contain real-time quotes.
2. Use cb_screen to screen and sort seed data by the low-low metric.
3. For the selected instruments, pass current clauses to cb_analytics to calculate specific metrics.
4. Use bond_metrics or bond_ytm to calculate duration or yield to maturity.

Notes

  • Zero dependencies and offline capability: The calculation engine itself does not depend on the seed file; cb_analytics can calculate in real time from any passed-in clauses. The seed file is only for demos or historical snapshots.
  • Live data source: The plugin does not scrape real-time quotes. Before running live screening, please refresh data using QMT, Eastmoney, or Jisilu.
  • Clause drift: static clauses may drift; for live trading, pay attention to the latest announcements.

Licensing and Ecosystem

The plugin is open-sourced under the MIT License. DSH’s philosophy is “everything is a plugin.” As an analytics layer and a local seed of reference clauses for the fixed income / convertible bond vertical, this plugin provides an offline, API-key-free alternative for quant research.

GitHub: https://github.com/helibeiqi/dsh-cn-fixedincome-mcp
Skill Hub: https://www.skillhub.cn/plugins/helibeiqi/dsh-cn-fixedincome-mcp