Qveris A Stock Data Layer

QVeris A-Stock Data Layer

Use this skill to preserve the A-Stock Data candidate's broad A-share data-layer intent while replacing legacy endpoints, scraping, and provider-specific dependencies with QVeris finance CAP calls plus a narrow audited Web lane for news and qualitative sentiment.

Source record:

Source Adaptation

• Preserve the original ten-layer research/data intent: market data, research reports, signals, capital/ownership, news, fundamentals, filings, limit-up/limit-down, ETF options, and investor interaction.
• Replace the original embedded Python and direct source routing with QVeris CAP calls. The source repo's endpoints, headers, anti-ban rules, mootdx, requests, stockstats, and optional iwencai key are migration context only.
• Convert original valuation flows to evidence-gated trailing or consensus-input notes; do not output target prices, upside/downside, trade setups, or option strategies.
• Convert limit-up, LHB, unlock, capital-flow, ETF-option, hot-list, and investor-Q&A layers to conditional capabilities: call them only after current cap-detail confirms a QVeris finance CAP and matching fields.
• Keep broad data-layer reports concise for users; put full call details and rejected payloads in the trace appendix.

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 evidence.
• Use references/qveris-finance-retry-policy.md for 5xx, fetch failures, 404s, payload truncation, and semantic mismatches.
• Read references/qveris-finance-capability-fallbacks.json before replacing a failed CAP. Use only a listed same-claim fallback, preserve its declared evidence downgrade, and keep unlisted capabilities missing.
• Build trace, call counts, retries, and timestamps only from saved observed_calls. Never invent an execution ID or a call that was only planned; 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.
• Sanity-check entity, market, exchange, asset type, currency, date window, fiscal period, and payload shape before using data.
• Treat a successful transport response with wrong A-share identity, wrong date window, wrong fiscal period, or too-thin bars as rejected evidence.
• Suppress target prices, upside/downside, ratings, buy/sell wording, rebalancing instructions, and trade execution plans even if present in a QVeris payload.
• 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 every issuer or instrument through qveris_finance.ref_symbology or qveris_finance.ref_security_master before quoting it.
• For A-share requests, require returned market/exchange/listing-class evidence to match the requested mainland security. Reject payloads that resolve to a US-listed company, Hong Kong-only listing, index, fund, or unrelated ordinary share.
• Do not guess exchange suffixes from numeric tickers. If QVeris cannot resolve the symbol, mark symbol_resolution_missing.
• Require at least 2 observations for multi-day return, trend, volume, liquidity, volatility, or drawdown; otherwise use the payload only as a latest-point snapshot.
• For A-share daily MA5, MA20, and RSI14, use qveris_finance.mkt_bars_adjusted as the primary evidence and calculate the indicators from a validated adjusted daily close series. Record the formulas, adjustment basis, sample count, and warm-up observations; never reinterpret a rejected daily interval as intraday minutes.
• For financial statements, require fiscal year, fiscal period, period end, and statement basis to match. If an annual/FY request returns latest-quarter or TTM data, retry once with stricter documented fields after cap-detail; if still mismatched, mark the requested statement missing.
• 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 user-facing evidence; keep valid numeric/date fields only if identity and window checks pass, and mark the text fields encoding_artifact.
• Use opened, issuer-matched, in-window Web pages for news and qualitative sentiment; keep their provenance in web_trace, separate from QVeris CAP calls.
• Use analyst/research rows only after a current cap-detail confirms issuer, report type, and date fields for the route. Suppress recommendation and target fields.
• Do not use unverified A-share specialty data such as industry/theme classification routes, corporate-event detail routes, capital flow, northbound flow, LHB, unlock calendars, limit-up boards, investor Q&A, ETF options, or concept heat as primary evidence unless a current cap-detail confirms a callable QVeris finance CAP with matching fields.
• 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.
• If the user asks for a source-repo-only layer that QVeris has not verified, answer with capability_unavailable or not_called, not with legacy source instructions.

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.
• Permit only evidence-preserving repairs: an explicit option underlying may satisfy a live symbol field; an exact-date request may use daily after a missing-granularity error; an explicit Q1/Q2/Q3/Q4/FY context may map to provider-declared 0331/0630/0930/1231 codes after an invalid-period error. A corrected call must still pass every evidence gate.
• 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-search only when the capability ID is uncertain. Use cap-detail before adding any unvalidated A-share specialty, classification, research-report, corporate-event, or EOD-bar capability to the run.
• Keep cap-detail and failed calls in the trace appendix when they influence missing fields or fallback status.
• For a listed replacement, use cap-query-chain --chain-json <JSON> or make the same explicit canonical CAP calls through the native runtime. A chain may contain at most three distinct qveris_finance.* CAPs; record qveris.finance-capability-fallback.v1, and never hide the failed primary CAP.

Workflows

1. Identity gate: resolve symbol and security master. Stop the run if canonical A-share identity cannot be validated.
2. Requested-window bars: fetch the exact requested window next. If bars fail identity/window validation or are too thin for the requested analysis, return a latest snapshot or insufficient report and stop optional fan-out.
3. One financial/valuation layer: call only the single statement or valuation layer most relevant to the request; validate market support and period before expanding.
4. Event/news layer: call corporate-event CAPs for structured events and use the audited Web lane for news or qualitative sentiment only when requested or needed for the core answer.
5. Optional specialty layer: spend remaining budget on at most one requested classification, flow, LHB, unlock, limit-move, investor-Q&A, or ETF-option route after cap-detail confirms its contract.
6. Expand only after the preceding core gates succeed. Do not fan out across ten source layers merely because they exist in the source skill.

Fallback Policy

• If QVeris returns 503, fetch failure, timeout, or all candidates failed, retry at most twice under the shared retry policy.
• If a CAP 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 multi-day metrics; mark insufficient_observations.
• If identity, requested-window bars, or the requested financial layer fails its semantic gate, stop specialty fan-out and return the partial result with exact required next calls.
• If A-share specialty data is unavailable, return a partial data-layer report with missing fields rather than substituting web or legacy endpoints.
• Do not treat a proxy fallback as equivalent primary evidence. Apply the exact complete, partial, or proxy_only status and forbidden-claim list from references/qveris-finance-capability-fallbacks.json.
• 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 fewer than two qualifying Web sources are available, write supported news context only and set qualitative sentiment to insufficient.

Output Requirements

• Use level-2 Markdown headings exactly for this user-report structure: ## Summary, ## Evidence, ## Analysis, ## Data Quality And Missing Fields, and ## Trace Appendix. Do not replace these headings with bold text.
• Include a concise evidence table with claim, qveris_finance.* capability, parameters, status, and fallback.
• 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 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.
• Include missing_fields, data_quality.status, stale fields, rejected payload reasons, and suppressed fields.
• End user-facing reports with Not investment advice.

Prohibited Capabilities

Do not use non-QVeris structured-finance data sources, Web use outside the audited news/sentiment policy, browser automation, cookies, login state, external provider keys, dynamic data-package installs, automated trading, 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.
• Use references/qveris-finance-capability-fallbacks.json for the audited cross-CAP replacement boundary.
• Read references/qveris-tool-map.md before choosing calls for an A-share data-layer report.
• 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.