Notice Search Radar

Problem to solve

In investment research and risk monitoring, teams often need to check whether a stock recently issued earnings forecasts, share reductions, or buybacks, or summarize notable announcements across a market for the last N days. Manually scanning exchange pages is slow, and confusing single-symbol queries with market-wide radar can cause missed signals or false assumptions about missing data.

How the skill works

• Supports A-share and HK-stock announcements. A-share is the default; HK queries should use market=hk, with regex handling traditional terms such as “購回” and “業績”.
• mode=list retrieves all announcement types for one symbol, suitable for recent announcements for a company.
• mode=signal checks reduction or buyback signals for one symbol.
• mode=digest aggregates forecast, reduction, and buyback across the market in one pass, suitable for notable announcements in the last N days.
• mode=category queries one category, and can be run for all three categories to avoid treating only earnings forecasts as the whole-market view.

Boundaries and cautions

• US stocks are not supported; do not fabricate SEC or US exchange results.
• An empty digest usually means no hits in the three radar categories within the window, not an API failure.
• Use dedicated skills for filing PDFs, watchlist updates, or multi-period financial statements instead of this announcement search.
• Reports should only use returned content and avoid inventing financial figures.