market-data

Market Data

Read for every substantive StockAnalyser route. It owns the shared input and evidence contract; the other Skills own interpretation.

API-first source order

1. Use supplied CSV/JSON when the user explicitly asks to analyze it.
2. Any question about the current/latest price, whether a stock is worth buying, or an entry range must call market quote before any web search. Tencent is the free primary quote API and Sina is the automatic fallback.
3. Use history fetch for free A/HK/US daily bars. Its pinned AKShare dependency is installed automatically in the Skill runner's isolated cache; never run a manual package install or package-presence preflight.
4. Use a connected broker only for broker-grade corroboration, account state, security rules, or orders. Keep credentials inside the connector boundary.
5. Use targeted exchange, filing, and issuer pages for company facts or events missing from providers. Web search snippets never substitute for a quote or history API response.

Do not begin web research while a required quote call is still pending. If all quote providers fail, say that the current price is unverified and do not issue an exact valuation, entry band, stop, or buy/sell conclusion. A prior close or auction indication must retain its quote_kind, provider time, session, age, and quality flags.

Never silently mix vendors, currencies, raw and adjusted prices, intraday and daily bars, or price and total returns.

Canonical contract

CSV columns: date,open,high,low,close,volume; amount and adjusted_close are optional. JSON may be the same row array or { "bars": [...], "meta": {} }. Dates use ISO-8601. Numbers are raw numeric values, not comma/percent strings. Attach symbol, market, currency, timezone, adjustment, source, and as_of when known. The core sorts dates, rejects duplicates or impossible OHLC, and emits freshness and coverage flags.

For a screen, use:

{"securities":[{"symbol":"600519.SH","bars":[...],"fundamentals":{"roe":0.31,"pe":24.2}}],"filters":{},"weights":{}}

analyze --symbol <code> also accepts this universe and selects exactly one matching security, retaining its meta and fundamentals. Analysis uses the record's source (or meta.source) and meta.as_of unless explicitly overridden by --source or --as-of; absent sources default to user-file.

Shared core

Run only through the private Skill runner, with one runner command per tool call:

"$ORKAS_NODE" "$ORKAS_PC_DIR/bin/run-skill.cjs" market-data market -- quote --symbol 600519.SH
"$ORKAS_NODE" "$ORKAS_PC_DIR/bin/run-skill.cjs" market-data history -- fetch --symbol 600519.SH --start 2025-01-01 --end 2026-08-28 --adjust qfq --output history.json
"$ORKAS_NODE" "$ORKAS_PC_DIR/bin/run-skill.cjs" market-data stock -- normalize-symbol --symbol 600519

market quote returns normalized price fields plus source, provider symbol, provider observation time, retrieval time, market session, quote kind, age, and quality flags. history fetch reports the selected upstream and every fallback attempt. These free endpoints are best-effort and not exchange-certified feeds; retain their delay and calendar limitations.

In the final answer, explicitly name the quote source and the selected history upstream (for example, Tencent and AKShare/Sina), including the history provider version and adjustment mode. Do not collapse them into a generic “API data” label: this provenance is part of the result, even when no web research is needed.

Use absolute input/output paths. A command writes only when --output is explicit. Never join runner commands with ;, ||, or an unrelated command that could mask a nonzero exit. On any validation or provider error, stop that numeric conclusion and surface the error instead of repairing financial data by guessing or ad hoc calculation.