How do I install the Advanced Financial Ml skill?

Run npx skillmds@latest add knownasnaffy/advanced-financial-ml in your terminal (requires Node.js), paste this page's agent-chat prompt into Claude, Cursor, or any MCP-connected agent, or download the SKILL.md file and copy it into your agent's skills directory.

Is Advanced Financial Ml safe to use?

This skill has not completed SkillMD's automated safety review yet. Independent scanners report: SkillSpector: PASS, Skill Scanner: PASS. Capability flags: executes scripts, makes network calls. SkillMD never runs a skill's scripts for you; review the SKILL.md before installing.

Which AI agents work with Advanced Financial Ml?

This skill is tagged as working with Claude Code, Claude.ai, OpenAI Codex. SKILL.md is an open format, so most agents that read a skills directory can load it too.

Is Advanced Financial Ml free to use?

Yes. Installing skills from SkillMD is free. This skill is licensed under Proprietary.

Who published Advanced Financial Ml?

knownasnaffy (@knownasnaffy) published this skill. Their other Agent Skills are listed on their SkillMD profile.

Advanced Financial Ml by knownasnaffy

Name: Advanced Financial Ml
Rating: 4.2 (5 reviews)
Author: knownasnaffy

Advanced Financial Ml

MlFinLab 提供金融机器学习高级实现，包括信息驱动 bars（tick/volume/dollar/imbalance bars）、分数阶差分和回测工具，支持多市场因子研究与策略验证。触发场景：(1) 用户要从原始 Tick 数据提取稳健的价格特征构建因子；(2) 用户要将时间序列差分至平稳态同时保留记忆性；(3) 用户要对高频交易策略进行回测与样本外评估。

knownasnaffy Updated Sep 9, 2026 0 repo stars

File contents

advanced-financial-ml

I help you build quant strategies on A-share with ZVT — from data fetch to backtest, one flow. Just tell me what you want; I'll write the code, you don't have to dig docs. (Heads up: ZVT natively supports A-share, HK, and crypto. US stocks — stockus_nasdaq_AAPL — are half-baked; don't bother for serious work.)

Pipeline

data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization

Top Use Cases (1 total)

Sphinx Documentation Configuration (`UC-101`)

How to configure and generate project documentation using Sphinx autodoc and extensions for API documentation coverage Triggers: documentation, sphinx, autodoc

Install

# One-time setup before first use
bash scripts/install.sh

Execute trigger: When user intent matches intent_router.uc_entries[].positive_terms AND user uses action verb (run/execute/跑/执行/backtest/fetch/collect)

What I'll Ask You

Target market: A-share (default), HK, or crypto? (US stocks in ZVT are half-baked — stockus_nasdaq_AAPL exists but coverage is thin)
Data source / provider: eastmoney (free, no account), joinquant (account+paid), baostock (free, good history), akshare, or qmt (broker)?
Strategy type: MACD golden-cross, MA crossover, volume breakout, fundamental screen, or custom factor?
Time range: start_timestamp and end_timestamp for backtest period
Target entity IDs: specific stocks (stock_sh_600000) or index components (SZ1000)?

Semantic Locks (Fatal)

ID	Rule	On Violation
`SL-01`	Execute sell orders before buy orders in every trading cycle	halt
`SL-02`	Trading signals MUST use next-bar execution (no look-ahead)	halt
`SL-03`	Entity IDs MUST follow format entity_type_exchange_code	halt
`SL-04`	DataFrame index MUST be MultiIndex (entity_id, timestamp)	halt
`SL-05`	TradingSignal MUST have EXACTLY ONE of: position_pct, order_money, order_amount	halt
`SL-06`	filter_result column semantics: True=BUY, False=SELL, None/NaN=NO ACTION	halt
`SL-07`	Transformer MUST run BEFORE Accumulator in factor pipeline	halt
`SL-08`	MACD parameters locked: fast=12, slow=26, signal=9	halt

Full lock definitions: references/LOCKS.md

Top Anti-Patterns (25 total)

AP-ZVT-183: 除权因子为 inf/NaN 时直接参与乘法导致复权静默失败
AP-ZVT-179: 第三方数据接口超限后异常被吞噬，数据静默缺失
AP-ZVT-183B: HFQ（后复权）与 QFQ（前复权）K 线表使用错误导致因子计算漂移

All 25 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-115. Evidence verify ratio = 43.7% and audit fail total = 34. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl).

Reference Files

File	Contents	When to Load
references/seed.yaml	V6+ 全量权威 (source-of-truth)	有行为/决策争议时必读
references/ANTI_PATTERNS.md	25 条跨项目反模式	开始实现前
references/WISDOM.md	跨项目精华借鉴	架构决策时
references/CONSTRAINTS.md	domain + fatal 约束	规则冲突时
references/USE_CASES.md	全量 KUC-* 业务场景	需要完整示例时
references/LOCKS.md	SL-* + preconditions + hints	生成回测/交易代码前
references/COMPONENTS.md	AST 组件地图（按 module 拆分）	查 API 时

Compiled by Doramagic crystal-compilation-v6.1 from finance-bp-115 blueprint at 2026-04-22T13:00:55.567727+00:00. See human_summary.md for non-technical overview.

---name: advanced-financial-mldescription: MlFinLab 提供金融机器学习高级实现，包括信息驱动 bars（tick/volume/dollar/imbalance bars）、分数阶差分和回测工具，支持多市场因子研究与策略验证。触发场景：(1) 用户要从原始 Tick 数据提取稳健的价格特征构建因子；(2) 用户要将时间序列差分至平稳态同时保留记忆性；(3) 用户要对高频交易策略进行回测与样本外评估。license: Proprietary. See LICENSE.txt in project root.---# advanced-financial-ml > I help you build quant strategies on A-share with ZVT — from data fetch to backtest, one flow. Just tell me what you want; I'll write the code, you don't have to dig docs. (Heads up: ZVT natively supports A-share, HK, and crypto. US stocks — stockus_nasdaq_AAPL — are half-baked; don't bother for serious work.) ## Pipeline `data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization` ## Top Use Cases (1 total) ### Sphinx Documentation Configuration (`UC-101`) How to configure and generate project documentation using Sphinx autodoc and extensions for API documentation coverage **Triggers**: documentation, sphinx, autodoc ## Install ```bash # One-time setup before first use bash scripts/install.sh ``` **Execute trigger**: `When user intent matches intent_router.uc_entries[].positive_terms AND user uses action verb (run/execute/跑/执行/backtest/fetch/collect)` ## What I'll Ask You - Target market: A-share (default), HK, or crypto? (US stocks in ZVT are half-baked — stockus_nasdaq_AAPL exists but coverage is thin) - Data source / provider: eastmoney (free, no account), joinquant (account+paid), baostock (free, good history), akshare, or qmt (broker)? - Strategy type: MACD golden-cross, MA crossover, volume breakout, fundamental screen, or custom factor? - Time range: start_timestamp and end_timestamp for backtest period - Target entity IDs: specific stocks (stock_sh_600000) or index components (SZ1000)? ## Semantic Locks (Fatal) | ID | Rule | On Violation | |---|---|---| | `SL-01` | Execute sell orders before buy orders in every trading cycle | halt | | `SL-02` | Trading signals MUST use next-bar execution (no look-ahead) | halt | | `SL-03` | Entity IDs MUST follow format entity_type_exchange_code | halt | | `SL-04` | DataFrame index MUST be MultiIndex (entity_id, timestamp) | halt | | `SL-05` | TradingSignal MUST have EXACTLY ONE of: position_pct, order_money, order_amount | halt | | `SL-06` | filter_result column semantics: True=BUY, False=SELL, None/NaN=NO ACTION | halt | | `SL-07` | Transformer MUST run BEFORE Accumulator in factor pipeline | halt | | `SL-08` | MACD parameters locked: fast=12, slow=26, signal=9 | halt | Full lock definitions: [references/LOCKS.md](references/LOCKS.md) ## Top Anti-Patterns (25 total) - **`AP-ZVT-183`**: 除权因子为 inf/NaN 时直接参与乘法导致复权静默失败 - **`AP-ZVT-179`**: 第三方数据接口超限后异常被吞噬，数据静默缺失 - **`AP-ZVT-183B`**: HFQ（后复权）与 QFQ（前复权）K 线表使用错误导致因子计算漂移 All 25 anti-patterns: [references/ANTI_PATTERNS.md](references/ANTI_PATTERNS.md) ## Evidence Quality Notice > [QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-115. Evidence verify ratio = 43.7% and audit fail total = 34. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl). ## Reference Files | File | Contents | When to Load | |---|---|---| | [references/seed.yaml](references/seed.yaml) | V6+ 全量权威 (source-of-truth) | 有行为/决策争议时必读 | | [references/ANTI_PATTERNS.md](references/ANTI_PATTERNS.md) | 25 条跨项目反模式 | 开始实现前 | | [references/WISDOM.md](references/WISDOM.md) | 跨项目精华借鉴 | 架构决策时 | | [references/CONSTRAINTS.md](references/CONSTRAINTS.md) | domain + fatal 约束 | 规则冲突时 | | [references/USE_CASES.md](references/USE_CASES.md) | 全量 KUC-* 业务场景 | 需要完整示例时 | | [references/LOCKS.md](references/LOCKS.md) | SL-* + preconditions + hints | 生成回测/交易代码前 | | [references/COMPONENTS.md](references/COMPONENTS.md) | AST 组件地图（按 module 拆分）| 查 API 时 | --- *Compiled by Doramagic crystal-compilation-v6.1 from `finance-bp-115` blueprint at 2026-04-22T13:00:55.567727+00:00.* *See [human_summary.md](human_summary.md) for non-technical overview.*

Frequently asked questions