# Qveris A Share Factor Screen

> QVeris-native adaptation of candidate 32, Alphasift. Use for China A-share universe screening, factor scoring, candidate-pool research, strategy screen review, and post-hoc evaluation that must use qveris_finance.* CAP evidence, transparent missing-data handling, and no investment advice.

- Skill: `qverisai/qveris-a-share-factor-screen` (Agent Skill, multi-file: 23 files)
- Install (CLI): `npx skillmds add qverisai/qveris-a-share-factor-screen`
- Raw SKILL.md: https://api.skillmd.com/api/skills/qverisai/qveris-a-share-factor-screen/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Research & Search
- Author: qverisai (https://skillmd.com/u/qverisai)
- Updated: 2026-09-09
- Page: https://skillmd.com/skills/qverisai/qveris-a-share-factor-screen

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# QVeris A-Share Factor Screen

Use this skill to preserve Alphasift's research-screening workflow while replacing local market data packages, model-provider assumptions, and stock-picking language with QVeris structured-data evidence, audited Web news/sentiment evidence, and auditable factor notes.

Source record:

| Field | Value |
|---|---|
| Candidate number | 32 |
| Original repository | Alphasift |
| GitHub URL | https://github.com/ZhuLinsen/alphasift |
| License | Apache-2.0 |
| Evaluation recent activity | 2026-07-03 |
| Local source snapshot | `third_party/source_repos/32-alphasift` |
| Snapshot latest commit | `9f52274` on 2026-07-03 |

## Source Adaptation

- Preserve Alphasift's core shape: strategy catalog, `screen`, hard filters, factor scoring, risk/source-health fields, saved-run metadata, reports, and T+N post-hoc evaluation.
- Replace original data packages and provider paths (`efinance`, `akshare`, `baostock`, `tushare`, `yfinance`, HTTP source fallbacks) with QVeris CAP evidence.
- Remove operational LLM-provider requirements and external analyzers from the runtime contract. Original `litellm`, DSA, and deep-analysis fields are migration context only.
- Suppress or rename fields that imply actions, such as `operation_advice`, invalidators used as trading instructions, buy/sell wording, target prices, and position actions.
- Treat strategy output as a transparent research candidate pool. Only output a rank when the same factor set, price window, fiscal period, and market convention are comparable across at least 3 securities.

## Runtime Contract

- Use only `qveris_finance.*` CAP tools and `QVERIS_API_KEY`.
- 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`, and `budget_note`; if omitted, default to `dry_run=false`, no hard `max_calls` limit, `max_age=P1D`, and a conservative budget note, then echo those controls.
- Read `references/qveris-finance-data-quality-rubric.md` before using QVeris payloads as factor evidence.
- 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, retry, timestamp, per-security call, or result from the intended workflow; use `execution_id=null` when an observed call returned no ID.
- 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`.
- Treat screening output as a research candidate pool, not as investment advice or an action list.
- Suppress target prices, upside/downside, ratings, buy/sell wording, rebalancing instructions, and trade execution plans even if present in QVeris payloads.
- Read and follow `references/qveris-web-news-sentiment-policy.md`. Never call `qveris_finance.news_fin_tagged` or `qveris_finance.sentiment_text_signals`; use its audited Web lane in every run mode, including benchmark and replay.

## Evidence Gate

- Resolve the universe from an explicit user-supplied ticker list or an approved frozen universe file, then validate every member with `qveris_finance.ref_symbology` or `qveris_finance.ref_security_master`.
- Never call `qveris_finance.index_constituents`. If no explicit universe is available, return `universe_unavailable`; do not silently substitute a small proxy universe.
- For A-share requests, reject securities whose returned market, exchange, listing class, or asset type does not match the requested mainland equity universe.
- Assign every requested security a coverage tier before showing any factor values: `complete_comparable`, `partial_not_ranked`, `proxy_only`, or `insufficient`. Show the comparable subset and per-security factor gaps explicitly.
- Require comparable windows before ranking factors: identical validated factor set, price window, fiscal period, measurement basis, and market convention. Rank only the complete comparable subset, never the full requested universe when coverage differs.
- Require at least 2 bars for simple multi-day metrics and at least the requested lookback length plus one observation for lookback indicators.
- Do not compute percentiles or ranks from fewer than 3 comparable securities; output per-name notes instead.
- For Chinese text fields, hard reject mojibake or replacement-character artifacts. Do not quote corrupted company names, industry labels, event titles, news snippets, or research titles in factor evidence; keep valid numeric/date fields only if identity and window checks pass, and mark the text fields `encoding_artifact`.
- Use only opened, issuer-matched, in-window Web pages for news and qualitative sentiment, and keep their provenance in `web_trace` rather than `qveris_trace`.
- For post-hoc evaluation, separate `as_of` evidence from evaluation-window bars; never let future bars influence the screen score.
- If the original strategy requires a field QVeris cannot validate, mark that factor component missing and disclose the changed denominator.

## CAP Invocation

- Standardized CAP invocation is mandatory. A missing CAP or runtime becomes `capability_unavailable` or `tool_runtime_missing`; it never authorizes a legacy raw route.
- 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 sensitive or uncertain routes such as classification, analyst reports, corporate events, or EOD bars.
- Keep failed, rejected, or not-called capabilities in `Data Quality And Missing Fields` and the trace appendix, not in the evidence table.

## Workflows

1. Scope the screen: identify universe, as-of date, factor set, maximum calls, and whether post-hoc evaluation is requested.
2. Resolve the universe: validate each identifier and keep unresolved or non-A-share instruments out of the scored set.
3. Collect factor inputs: use bars for momentum/liquidity/volatility, statements and derived ratios for valuation/quality, classification for sector context, and sentiment/news only within their evidence limits.
4. Partition coverage: produce the coverage tier, comparable subset, and per-security missing-factor matrix before scoring.
5. Score transparently: calculate scores only inside a subset with the identical complete factor denominator. Do not renormalize different denominators into a cross-security rank.
6. Report the screen: show coverage tiers and gaps first; add rank only for the complete comparable subset when every comparability gate and the three-security minimum pass.
7. Evaluate post-hoc only when requested: fetch evaluation-window bars after the `as_of` date, label the result as historical evaluation, and avoid return forecasts.

## Fallback Policy

- If a primary factor CAP fails after allowed retries, mark that component missing and lower confidence; do not replace it with unsupported inference.
- If only proxy sector or news evidence is available, label the status `proxy_only` and keep claims narrow.
- If cross-sectional comparability fails, avoid ranking and provide per-security evidence notes.
- If `max_calls` prevents universe coverage, return a budget-limited report with the exact QVeris calls still needed.
- If a successful payload contains the wrong security, wrong window, wrong fiscal period, or truncated content, hard reject it and mark the reason.
- 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.

## Output Requirements

- Use level-2 Markdown headings exactly for this user-report structure: `## Summary`, `## Screen Results`, `## Evidence`, `## Analysis`, `## Data Quality And Missing Fields`, and `## Trace Appendix`. Do not replace these headings with bold text.
- Include a factor table with security, validated factor values, component coverage, evidence status, and missing fields. Use rank columns only when comparability gates pass; otherwise use coverage tier or per-name notes.
- Render the Trace Appendix with the exact parseable header `| tool_name | params | status | execution_id | fallback_used | missing_fields |`; use compact JSON for `params` and `missing_fields`, one row per observed attempt, and no rows for planned or budget-blocked calls.
- For live, fresh, or E2E output, save and validate an `observed_calls.v1` sidecar whose calls record `request_kind=capabilities/query` and canonical `capability_id`; without a verified sidecar, 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.
- End user-facing reports with `Not investment advice.`

## Prohibited Capabilities

Do not output investment recommendations, buy/sell triggers, target prices, upside/downside, rebalancing, execution instructions, automated trading, non-QVeris structured-finance data pulls, Web use outside the audited news/sentiment policy, login/cookie use, provider keys, or strategy claims unsupported by historical evidence.

## 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 factor screen.
- 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-web-news-sentiment-policy.md` before collecting news or qualitative sentiment.
- 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.