Climate Esg Investing

ESG 气候投资 (climate-esg-investing)

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。

Pipeline

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

Top Use Cases (9 total)

Sector Stock Count and Significant Factor Regression Analyzer (UC-101)

Identifies how many stocks from an index fall into each sector and screens for stocks with statistically significant factor regression results based o Triggers: sector composition, significant regression, p-value screening

Factor Correlation Calculator (UC-102)

Computes correlations between different factors over time to understand factor relationship dynamics and potential multicollinearity issues Triggers: factor correlation, correlation matrix, factor relationships

OLS Regression with Diagnostic Statistics (UC-103)

Performs ordinary least squares regression on factor data with comprehensive diagnostic tests including Durbin-Watson, Jarque-Bera, and Breusch-Pagan Triggers: OLS regression, diagnostic tests, statistical tests

For all 9 use cases, see references/USE_CASES.md.

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)

Full lock definitions: references/LOCKS.md

Top Anti-Patterns (14 total)

• AP-MACRO-DATA-001: SEC EDGAR Rate Limit Violation
• AP-MACRO-DATA-002: Temporal Knowledge Graph Look-Ahead Bias
• AP-MACRO-DATA-003: Technical Indicator Look-Ahead Bias via Missing Shift

All 14 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-105. Evidence verify ratio = 3.3% and audit fail total = 20. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl).

Reference Files

Compiled by Doramagic crystal-compilation-v6.1 from finance-bp-105 blueprint at 2026-04-22T13:00:49.775031+00:00. See human_summary.md for non-technical overview.