Next-Day Trade Plan

Problem

Premarket A-share plans often fail because data is fragmented, adjusted quotes are inconsistent, and conclusions sound deterministic. next-day-trade-plan converts completed trading-day data into a conditional plan: it does not predict “up” or “down”, but defines observable triggers, position size, exits, and invalidation rules.

How It Works

• Input normalization: accepts stock names, codes, costs, and positions, then standardizes fields such as code, cost, and position_pct, checking that total exposure stays within 100%.
• Data validation: retrieves adjusted daily bars, verifies the latest completed trading day against unadjusted prices, requires at least 60 valid bars, and reports component failures separately.
• Evidence layering: separates company facts, industry events, and research expectations, tagging each item with source, direction, horizon, strength, and whether the move may already be priced in.
• Scenario building: combines MA20, MA60, ATR14, volume behavior, and support/resistance levels into strong, neutral, and weak scenarios, each with trigger, position, stop, and cancellation condition.

Boundaries

This is a premarket research workflow, not trade execution or a return guarantee. During ex-rights events, trading halts, ST status, new listings, major announcements, or stale data, reduce confidence and output a data checklist when executable prices cannot be justified.