Tonghuashun Quantitative Strategy Expert
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About this skill
Problem
Financial data retrieval is often scattered across sources such as iFinD MCP, westock-data, and westock-tool. Engineers must repeatedly decide whether a metric should use natural-language query, structured parameters, or a separate CLI route for high-frequency quotes, chip distribution, dragon-tiger boards, margin trading, and macro data. This skill consolidates multiple data sources into a single query entry point for A-shares, HK/US stocks, funds, bonds, indexes, macro indicators, and news or notices.
How It Works
The core interface is call(server_type, tool_name, params). server_type selects the data domain, such as stock, fund, bond, global_stock, index, edb, or news; tool_name selects the action, such as search_stocks, get_stock_financials, or search_edb. Many requests can use natural-language query, for example “iFLYTEK Q3 2025 ROE.” High-frequency quotes use structured parameters instead: symbols, indicators, and data_mode=real_time|highfreq, with interval required for highfreq.
A typical flow is: choose server_type by asset class, choose the tool by intent, then assemble parameters. Use global_stock for HK/US stock screening; use search_edb before get_edb_data when macro metric names are uncertain; route chip cost, dragon-tiger board, margin trading, block trading, and similar microstructure data to the corresponding westock-data CLI commands.
Boundaries And Notes
This skill is for data retrieval routing and query composition, not for compliance, risk control, or trading decisions. Intraday high-frequency data is only valid on trading days and does not support historical backfill. Rate limits vary by plan, so use listTools to confirm available tools when permission errors occur. Chip, dragon-tiger board, margin trading, and block-trading coverage are limited to certain A-share markets. HK/US strategy or label screening is not supported, and bond high-frequency quotes exclude interbank bonds. Returned currency units should be interpreted by market; HK and US markets should not be assumed to use RMB.
Use Cases
- Before strategy review, query A-share ROE, Sharpe ratio, and risk indicators to build a comparable candidate set.
- During intraday analysis, fetch index quotes, turnover, and recent performance for benchmark tracking.
- When writing research notes, search sector news, notices, and trending events to identify recent catalysts.
- When building a HK/US screening flow, filter by P/E and growth metrics and pull latest reporting data.
Best For
- Quant researchers: screen A-shares by sector, financials, and risk metrics, then check high-frequency quotes.
- Equity analysts: compare fund holdings, NAV, shareholders, and notices for research materials.
- Financial data engineers: integrate iFinD MCP and westock tools into applications or workflows.
- Macro strategists: retrieve GDP, CPI, PMI, and industry indicators for trend comparison.
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