ESG 气候投资
ESG 气候投资：使用Fama-French因子模型进行气候ESG投资分析，支持月度股价数据下载、因子相关性计算、OLS回归诊断及显著性筛选，帮助用户构建因子组合和风险评估。 含 14 条反模式约束。
晶体简介
Constraints
Evidence Quality
Medium confidence — review before critical use
39 条不可违反的约束
WHENWhen fetching monthly frequency stock data
ACTIONUse yfinance interval='1mo' (monthly candles), NOT interval='1d'
CONSEQUENCEUsing daily data for monthly frequency causes incorrect MonthEnd date alignment, leading to misaligned returns that corrupt downstream factor regressions
WHENWhen fetching stock price data from yfinance
ACTIONDrop the last entry assuming it is an incomplete candle
CONSEQUENCEPartial last-period candle causes incomplete return calculations, producing NaN or incorrect values when computing pct_change in downstream stages
WHENWhen fetching stock data with yfinance
ACTIONLimit frequency to DAILY or MONTHLY only (raises Exception for other values)
CONSEQUENCEUnsupported frequency triggers Exception at stock_price_function.py:25, aborting the data fetch and leaving downstream stages without required data
常见问题
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更新历史
v0.1.0: 首次发布到 Doramagic.ai。基于 tangweigang-jpg/doramagic-skills 的自动化 batch-v1 元数据 + 自动生成 FAQ。