trading-analysis

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• SKILL.md

SKILL.md (first lines)

# trading-analysis: Tick-Level Money Flow Analysis

## Architecture

```
trading-analysis CLI
        |
        v
  miniqmt_cli.client.transport (HTTP)
        |
        v
  miniqmt-cli daemon (Windows, port 8765)
        |
        v
  xtquant tick snapshots (3-second intervals)
```

Requires: miniqmt-cli daemon running + SSH tunnel active.
Verify with `miniqmt-cli health` before use.

## How It Works

1. Fetches 3-second tick snapshots from the daemon (`/data/ticks`)
2. Diffs adjacent snapshots to get per-interval delta (amount, volume, trade count)
3. Classifies direction: `lastPrice >= ask1` = active buy, `<= bid1` = active sell, else neutral (split 50/50)
4. Hybrid tier assignment: `avg_amount = delta_amount / delta_trades` determines tier, `delta_amount` is accumulated
5. Aggregates buy/sell/net per tier, computes main force net (xlarge + large) and retail net (medium + small)

## Tier Thresholds (Default)

| Tier | Average Per-Trade Amount | Label |
|------|-------------------------|-------|
| Extra-large | >= 100 wan (1,000,000) | 超大单 |
| Large | 20 ~ 100 wan | 大单 |
| Medium | 4 ~ 20 wan | 中单 |
| Small | < 4 wan | 小单 |

Thresholds are configurable via `--thresholds`.

## Commands

```bash
# Single stock, today, full trading day
trading-analysis moneyflow --code 002028.SZ

# Specify date (historical)
trading-analysis moneyflow --code 002028.SZ --date 20260416

# Custom time range
trading-analysis moneyflow --code 002028.SZ --start 093000 --end 110000

# Multiple stocks (outputs per-stock tables + ranking)
trading-analysis moneyflow --code 002028.SZ --code 000859.SZ --code 300618.SZ

# JSON output
trading-analysis moneyflow --code 002028.SZ --format json

# Custom thresholds (wan): small/medium boundary, medium/large, large/xlarge
trading-analysis moneyflow --code 002028.SZ --thresholds 4,20,100

# Use specific miniqmt-cli client config
trading-analysis moneyflow --code 002028.SZ --config ~/.miniqmt_cli/client.toml
```

### Real-time Mode (--live)

Polls the daemon for latest tick snapshots every N seconds, accumulates deltas into a running summary, and displays via Rich Live (in-place terminal refresh). Ctrl+C to stop; prints final summary on exit.

```bash
# Single stock real-time (default 10s refresh)
trading-analysis moneyflow --code 002028.SZ --live

# Multiple stocks real-time ranking
trading-analysis moneyflow --code 002028.SZ --code 000859.SZ --code 300618.SZ --live

# Custom refresh interval (30 seconds)
trading-analysis moneyflow --code 002028.SZ --live --interval 30
```

- Single stock: full four-tier table, updated in-place
- Multiple stocks: compact ranking table sorted by main force net inflow
- Requires market hours for meaningful data; outside trading hours the display will show zeros
- Combine with `--signal` to get alert-on-trigger behavior; see **Signal Expressions** below.

## Signal Expressions (`--signal`)

Live mode supports a minimal expression language for triggering alerts when conditions are met. The expression is evaluated every refresh interval against the running per-stock state.

```bash
# Alert when main force is net buying AND price is above MA20
trading-analysis moneyflow --code 002028.SZ --live \
  --signal "main_net > 0 and price > ma20"

# Alert on a reversal signal
trading-analysis moneyflow --code 002028.SZ --live \
  --signal "main_net > 500000 and ma5 > ma20"

# Multiple stocks — signal is evaluated per code independently
trading-analysis moneyflow --code 002028.SZ --code 000859.SZ --live \
  --signal "main_net > 0"
```

**Variables** (all in yuan unless noted):

| Variable | Meaning |
|----------|---------|
| `main_net` | Main force net inflow (xlarge + large tiers) |
| `retail_net` | Retail net inflow (medium + small tiers) |
| `price` | Latest tick `lastPrice` |
| `ma5` / `ma10` / `ma20` / `ma60` | Simple moving average of that many 1-minute closes |

**Operators**: `>`, `<`, `>=`, `<=`, `==`, `and`, `or` (lowercase only).

**Literals**: integers and floats; numbers are in yuan (e.g. `500000` = 50 wan).

**Semantics**:

- If any referenced variable is `None` (e.g. MA window not yet filled), the signal is **not triggered** — no false positives during warm-up.
- MA windows are auto-detected from the expression; `ma20` triggers a preload of 20 1-minute klines before the live loop starts.

From oopslink/trading-skills, MIT.

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