A-Share Quant Lab

A-share quantitative research lab powered by the ZVT framework: data collection, factor research, and backtest execution across 31 use cases, with 47 built-in anti-pattern guards. China A-share only.

MACDFactor AnalysisQuantitativeA-ShareZVT
✓ 0 reported success·v0.1.3·

Overview

A-Share Quant Lab is a one-stop quantitative finance toolkit for China A-share markets, built on the ZVT framework (github.com/zvtvz/zvt). It covers the entire research pipeline: data collection, factor research, and backtest execution. Supports 31 common use cases: tracking institutional and fund holding changes, bulk collection of company financial statements, synchronizing index constituents (SZ1000/SZ2000, etc.), and timing strategies based on MACD golden/death cross, MA bullish alignment, and volume breakouts. Data sources include Eastmoney (free), JoinQuant (paid), Baostock (free historical data), AkShare (aggregated), and qmt (broker interface). Natively supports A-share, Hong Kong stocks, and cryptocurrencies; however, US stock data quality is mediocre and not recommended. This skill embeds 47 anti-pattern constraints covering common pitfalls such as adjustment factor anomalies, silent failures on expired API tokens, and exception swallowing under API rate limits. Host AIs (Claude Code, Cursor, etc.) automatically apply these rules after installation to prevent common code errors.

Blueprint Source

finance-bp-009

zvtvz/zvtf971f002 source files

Constraints

81total
34fatal
34 must-not-violate

Evidence Quality

Confidence87%

Medium confidence — review before critical use

34 non-negotiable constraints

FATALdomain_rulefinance-C-001

WHENWhen implementing a new Recorder subclass

ACTIONdefine the provider and data_schema class attributes

CONSEQUENCERecorder will fail initialization with assertion error if provider or data_schema is None, preventing any data recording operations

domain-constraint
FATALdomain_rulefinance-C-002

WHENWhen implementing EntityEventRecorder subclass

ACTIONdefine entity_provider and entity_schema class attributes

CONSEQUENCEEntityEventRecorder will fail initialization with assertion error if entity_provider or entity_schema is not defined, breaking entity discovery and data recording

domain-constraint
FATALdomain_rulefinance-C-003

WHENWhen generating entity identifiers

ACTIONfollow the {entity_type}_{exchange}_{code} format for entity_id

CONSEQUENCEEntity ID decoding functions (decode_entity_id, get_entity_type, get_entity_exchange, get_entity_code) will return incorrect values, breaking downstream data filtering and entity matching across all ZVT components

domain-constraint

FAQ

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Changelog

v0.1.32026-04-23·Contributors: tangweigang-jpg

v0.1.3: Initial release on Doramagic.ai. Bilingual metadata, 47 anti-pattern constraints (each with GitHub issue provenance), and 3 FAQs. Full-pipeline coverage for China A-share quant research.