for-liangshuyuan-tasks
claudeMulti-agent collaboration framework for Liangshuyuan tasks, organizing quantitative tools, build workflows, and task roles.
11 skills · 1 agent
5
claude
a-share-tradability-auditor
A-share tradability-constraint auditor — replays a backtest or signal trade log against date-resolved price limits (10%/20%/30%; main-board ST was 5% until the 2026-07-06 rule change), locked vs intraday-opened limit bars, suspensions, T+1 settlement, the naked-short ban, the new-listing window and turnover participation caps, then splits headline PnL into executable PnL and phantom PnL. Use when the user asks 回测收益是不是真的能成交、涨停买不进、 跌停卖不出、停牌怎么处理、T+1 约束、一字板、可交易性/可成交性审计, or wants to know why a live account underperforms its backtest. Fills the ecosystem gap: the four existing auditors all check whether the DATA is right, none checks whether the EXECUTION ASSUMPTION is possible.
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Plugin a-share-tradability-auditor from marketplace quantskills in quantskills/registry. Commands read from the repo's manifest — today.
What it installs
Skills (1)
a-share-tradability-auditorA-share tradability-constraint auditor — replays a backtest or signal trade log against date-resolved price limits (10%/20%/30%; main-board ST was 5% until the 2026-07-06 rule change), locked vs intraday-opened limit bars, suspensions, T+1 settlement, the naked-short ban, the new-listing window and
Subagents (1)
portable-loader
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