Qveris A Share Data

QVeris A-Share Data

Use this skill to preserve the A-Share Skill candidate's A-share research-data workflows while replacing local market packages, source-specific scripts, and short-term trading modules with QVeris structured-data evidence, a narrow audited Web Search lane for news and qualitative sentiment, and explicit data-quality controls.

Source record:

Source Adaptation

• Preserve the original a-share-data workflows: real-time quote, historical bars, technical indicators, corporate events, A+H list, A-to-HK IPO timeline, hot industry/concept reads, market news, and sector info.
• Replace original Python scripts and dependencies (akshare, MyTT, pandas, numpy, requests) with QVeris CAP calls plus calculated indicators from validated QVeris bars. Use Web Search only for the temporary news and qualitative-sentiment lane defined below.
• Treat original source fallbacks such as direct market HTTP endpoints, sector APIs, DangInvest, and source-specific caches as migration context only.
• Remove the repository's trading modules from this QVeris skill: short-line trading, MACD trading plans, paper trading, accounts, orders, backtests, position discipline, stop-loss, and entry/exit rules.
• Keep technical indicators descriptive. Do not turn MACD, RSI, MA, or BOLL into a buy/sell/position signal.

Runtime Contract

• Use only qveris_finance.* CAP tools and QVERIS_API_KEY for identity, quotes, bars, classifications, and events. Web Search is allowed only for issuer news and qualitative sentiment under the Web News And Sentiment Lane.
• Execute every finance data call through this Skill's scripts/qveris_finance_adapter.mjs, or through a native wrapper that runs the byte-identical adapter; never call /capabilities/query directly from the workflow.
• Default natural-language output to a Markdown user report, not a JSON object.
• Accept dry_run, max_calls, max_age, budget_note, and source_mode; if omitted, default to dry_run=false, no hard max_calls limit, max_age=P1D, a conservative budget note, and source_mode=hybrid_web_news_sentiment, then echo those controls. Benchmark and replay runs use the same narrow Web lane for news and qualitative sentiment; replay reads only frozen Web evidence.
• Read and follow references/qveris-web-news-sentiment-policy.md. It supersedes any older news/sentiment fallback text in this Skill.
• Read references/qveris-finance-data-quality-rubric.md before using QVeris payloads as evidence.
• Read references/qveris-workflow-semantic-guards.md before any derived, comparative, ranking, sentiment, or multi-layer workflow. Use scripts/qveris_workflow_guards.mjs for the applicable pre-prose gates.
• Use references/qveris-finance-retry-policy.md for failed calls, invalid capabilities, payload truncation, and semantic mismatches.
• Build trace, call counts, retries, and timestamps only from saved observed_calls. Never invent an execution ID or planned call; use execution_id=null when an observed call returned no ID.
• Record every Web Search and opened page used for news or sentiment with query, final URL, publisher, publication time, access time, issuer-match result, window-match result, and body-content SHA-256. Search-result snippets alone are not evidence.
• Sanitize every output surface, including Evidence, Sources, prose, params, responses, and Trace. Strip provider names, provider API URLs, raw route/tool IDs, candidates, failover, credentials, and routing metadata recursively; the Trace row remains exactly tool_name, params, status, execution_id, fallback_used, and missing_fields.
• Strip the original candidate's short-term trading and paper-trading behavior. This skill only supports research data reads.
• Suppress target prices, upside/downside, ratings, buy/sell wording, rebalancing instructions, and trade execution plans even if present in QVeris payloads.

Evidence Gate

• Freeze one decision context before collection. Set effective_cutoff=min(T0,CUT_OFF) when both exist; never replace supplied T0/CUT_OFF/AS_OF/D20/D60/EVENT_WINDOW/IPO_WINDOW bindings with the current time, a later close, or the latest returned record.
• Resolve each symbol through qveris_finance.ref_symbology or qveris_finance.ref_security_master before calling quote, bars, event, or news routes.
• For A-share requests, require every entity-scoped evidence row to prove the requested mainland security and market/exchange/listing class. Missing proof is semantic_entity_missing; reject unrelated listings, funds, indexes, cross-market substitutions, and mixed payloads.
• Require every quote, event, news, report, period-end, and as-of timestamp used in a claim to be at or before effective_cutoff. An intraday quote requires an intraday timestamp; a date-only quote cannot prove an intraday cutoff.
• For technical indicators, compute only from validated QVeris bars and require enough observations for the lookback. Label every computed indicator as calculated from QVeris bars.
• Sort and deduplicate validated bars before calculations. N prices produce exactly N-1 adjacent returns; state both counts and do not silently treat 20 prices as 20 returns.
• Build one canonical technical-fact record before writing prose. Store the latest close, MA20, MA60, close_vs_ma20, and close_vs_ma60 once; render Summary and body from that record and stop with semantic_mismatch if any section would disagree.
• For events and IPO/listing timelines, require event date, event type, security identity, and window alignment. Keep out-of-window events out of the analysis section.
• For financial fields used in a comparison, require explicit fiscal year, fiscal period, period end, and single-quarter/cumulative/annual basis. Treat matching YYYY-12-31 as A-share annual proof; missing FQ/basis means the layer is not fully comparable.
• For Chinese text fields, hard reject mojibake or replacement-character artifacts. Do not quote corrupted industry labels, event titles, news snippets, or research titles in user-facing evidence; keep valid numeric/date fields only if identity and window checks pass, and mark the text fields encoding_artifact.
• Treat sector views built from security-master metadata as classification context, not capital-flow, heatmap, or market-breadth evidence.
• Never call qveris_finance.news_fin_tagged or qveris_finance.sentiment_text_signals. Use the audited Web lane for issuer news and qualitative sentiment.
• Even when two independent Web sources qualify, describe sentiment only for the qualifying source sample. Never generalize a small issuer-news sample to overall market sentiment, investor consensus, or likely price direction.
• Call qveris_finance.mkt_top_movers for a requested mainland market-wide mover list only after current cap-detail confirms market, mode, and limit. Pass market=CN; require every returned symbol to identify a mainland .SH, .SZ, or .BJ security, require unique symbols, nonempty names/prices/change percentages, the requested row limit, and ordering consistent with mode. Hard reject mixed-market rows, ignored parameters, duplicates, or malformed rankings. When the payload has no timestamp or as_of, label the result freshness_unverified. Treat accepted rows only as mover/ranking context, never as capital flow, sector heat, breadth, or a limit-up/limit-down pool.
• Call A+H mapping, HK listing timeline, IPO timeline, corporate-event detail, or classification routes only after a current cap-detail confirms a QVeris finance CAP and fields. If unavailable, mark missing.
• If the original data script supported a route but no verified QVeris finance CAP exists, report it as missing rather than returning source-specific commands.
• Rank securities or movers only after the universe, common window, required factors, finite denominators, unique identities, and requested ordering validate. Otherwise output an unranked coverage table and ranking_unsupported.

CAP Invocation

• Standardized CAP invocation is mandatory for structured finance data. A missing CAP or runtime becomes capability_unavailable or tool_runtime_missing; it never authorizes a legacy raw route. The only non-CAP exception is the audited Web News And Sentiment Lane.
• Use native qveris_finance.* tools only when that runtime applies the same Skill-owned adapter and returns a qveris.finance-parameter-adaptation.v1 audit; otherwise use this Skill's CLI.
• If native tools are unavailable and the run is in this repository root, use the repository CLI: node {baseDir}/scripts/qveris_finance_tool.mjs cap-query qveris_finance.<capability_name> --param key=value --safe-json.
• Treat the Skill-owned CLI as the mandatory finance adapter: it resolves the live canonical CAP, losslessly adapts parameters, hydrates signed full-content results, and applies the shared data-first semantic gates. The envelope success flag is diagnostic only; record envelope_success and contract_clean separately.
• If the Skill-owned scripts are missing and no native qveris_finance.* runtime exposes the identical adapter audit, mark tool_runtime_missing; do not use web, legacy providers, or invented data as fallback.
• Use cap-detail before calling uncertain A-share specialty, classification, corporate-event, EOD-bar, or A+H/IPO-timeline routes.
• Keep failed, rejected, and not-called capabilities in Data Quality And Missing Fields and the trace appendix, not in the evidence table.

Web News And Sentiment Lane

• Follow references/qveris-web-news-sentiment-policy.md in every run mode, including benchmark and replay.
• Keep Web evidence in a separate web_trace; never put Web calls in qveris_trace or represent them as QVeris CAP success.

Workflows

1. Freeze the decision context and runtime bindings, then run identity, temporal, and requested-period guards before deriving any claim.
2. Market data read: resolve symbol, fetch quote, fetch bars, validate cutoff/window, and summarize price/volume fields without trading actions.
3. Technical context: compute requested indicators from validated bars only; run the returns guard for return-based metrics and mark missing when bars or return intervals are insufficient.
4. Corporate event read: use corporate calendar and earnings calendar where relevant; reject wrong-issuer, post-cutoff, and wrong-window events unless the user explicitly requested a future-event horizon.
5. Sector and mover context read: use validated industry/theme classification for sector metadata. For a requested full-market mover list, conditionally call mkt_top_movers with market=CN and apply the mover semantic gate; if freshness metadata is absent, label the ranking freshness_unverified. For a user-supplied bounded ticker list, require the ranking guard to accept a common window and factors before labeling it bounded_universe_rank. Never label either output capital flow, sector heat, breadth, or a limit-board pool.
6. News context read: use the audited Web lane and sentiment guard; never call the two disabled CAPs. State sample size and qualifying-source scope for any non-insufficient label.
7. A+H or IPO timeline read: use security master and event calendar only when fields explicitly support the requested timeline.
8. Build a claim ledger from accepted evidence IDs, entity, period/window, calculation record, and guard result. Render the report only from this ledger; rejected layers remain in Data Quality And Missing Fields.

Fallback Policy

• If QVeris returns 503, fetch failure, timeout, or all candidates failed, retry at most twice under the shared retry policy.
• If a capability returns 404 or invalid capability, do not blind retry; mark capability_unavailable unless cap-search finds a replacement.
• If bars return fewer observations than requested, do not compute indicators or trends; mark insufficient_observations.
• If an event route succeeds but returns the wrong issuer or window, hard reject the payload and mark semantic_mismatch or out_of_window_event.
• If a successful payload contains corrupted text fields, exclude the corrupted fields from the report body and mark encoding_artifact; do not translate, repair, or infer the intended wording.
• If Web news passes but fewer than two independent sources support a sentiment label, write the news as qualitative background and set sentiment=insufficient; do not infer strong sentiment, strong catalysts, or directional risk.
• If requested bars, events, heat/sector context, or other core long-window evidence is missing, switch the report mode to Latest Snapshot And Coverage Notes. Make the first Summary sentence list every requested deliverable that cannot be produced; do not retain a title that implies a complete market-data or technical report.

Output Requirements

• Use level-2 Markdown headings exactly for this user-report structure: ## Summary, ## Evidence, ## Market Data Read, ## Data Quality And Missing Fields, and ## Trace Appendix. Do not replace these headings with bold text.
• Include a concise evidence table with claim, source type (qveris_finance.* or web), parameters/query, status, and fallback.
• For every accepted Web source, include final URL, publisher, published_at, accessed_at, body SHA-256, issuer-match status, and window-match status under ## Evidence.
• Render the Trace Appendix with the exact parseable header | tool_name | params | status | execution_id | fallback_used | missing_fields |; use compact JSON values, one row per observed attempt, and no planned/not-called rows.
• For live, fresh, or E2E output, save and validate an observed_calls.v1 sidecar for QVeris calls whose calls record request_kind=capabilities/query and canonical capability_id. When the Web lane is used, also save web_sources.v1 with the required URL, timestamp, hash, and relevance fields. Without the applicable verified sidecars, place the unverified note before ## Trace Appendix and emit only the exact header plus separator with no rows.
• Put full qveris_trace JSON only in the appendix, schema fixture, or when the user asks for machine-readable output.
• Include missing_fields, data_quality.status, stale fields, rejected payload reasons, and suppressed fields.
• Include effective_cutoff, price observation/return counts for return-based claims, and workflow_guard_status. Never show a ranking when the guard returned ranking_unsupported.
• End user-facing reports with Not investment advice.

Prohibited Capabilities

Do not use Web Search for quotes, bars, financial statements, ratios, classifications, events, rankings, flows, or other structured finance facts. Outside the audited news/sentiment lane, do not use non-QVeris finance data sources, web scraping, browser automation, cookies, login state, external provider keys, dynamic data-package installs, automated trading, paper trading, short-term trading playbooks, buy/sell triggers, target prices, upside/downside, rebalancing instructions, or execution plans.

References

• Use shared finance contract version 2026-07-29.1; repository CI verifies the local rubric, retry policy, CAP registry, and output schema against references/qveris-finance-shared-manifest.json hashes.
• Read references/qveris-tool-map.md before choosing calls for an A-share data read.
• Read references/qveris-finance-data-quality-rubric.md before treating any payload as evidence.
• Read references/qveris-finance-retry-policy.md when a CAP fails, returns the wrong shape, or needs fallback.
• Read references/qveris-workflow-semantic-guards.md before comparisons, rankings, return calculations, sentiment aggregation, or final claim assembly.
• Check references/qveris-finance-cap-registry-snapshot-2026-07-07.md before adding a route to the primary path.
• Use examples/default-markdown-report.md as the primary user-facing example.
• Use fixtures/qveris/*.json as machine-readable schema fixtures only.