# Qveris A Share Data

> QVeris-native adaptation of candidate 57, A-Share Skill. Use for China A-share real-time quote, historical bars, technical indicator context, corporate events, sector context, A+H listing, IPO timeline, and market-news reports that use qveris_finance.* for structured finance data, audited Web Search for issuer news and qualitative sentiment when enabled, honest fallback, and no investment advice.

- Skill: `qverisai/qveris-a-share-data` (Agent Skill, multi-file: 28 files)
- Install (CLI): `npx skillmds add qverisai/qveris-a-share-data`
- Raw SKILL.md: https://api.skillmd.com/api/skills/qverisai/qveris-a-share-data/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Coding & Dev Tools
- Author: qverisai (https://skillmd.com/u/qverisai)
- Updated: 2026-09-09
- Page: https://skillmd.com/skills/qverisai/qveris-a-share-data

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# 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:

| Field | Value |
|---|---|
| Candidate number | 57 |
| Original repository | A-Share Skill |
| GitHub URL | https://github.com/shouldnotappearcalm/a-share-skill |
| License | MIT |
| Evaluation recent activity | 2026-06-24 |
| Local source snapshot | `third_party/source_repos/57-a-share-skill` |
| Snapshot latest commit | `8494623` on 2026-06-24 |

## 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.