📈 clawock

Harness-driven HK + US portfolio analysis · multi-agent LLM swarm · self-learning daily briefs · live dashboard

🎯 Live Dashboard · 📅 Daily Briefs · 🧠 Architecture

_{Screenshot refreshes weekly via GH Action; data on the live page updates after every cron run.}

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✨ What this is

A real personal investment workspace.

Every weekday, a cron daemon (openclaw) wakes up, picks the best available LLM from a fallback chain (MiniMax → Xiaomi MiMo → GLM → DeepSeek → Claude → GPT), and lets that model — playing the persona Rick — analyse the HK + US legs of a real portfolio. The model ships briefings to WeChat and refreshes a public dashboard.

Two things make it different from a generic "AI trader" demo:

1. Harness pattern — every cron job is split preflight (Python) → LLM (synthesis) → postflight (validate + commit). Deterministic work like price refresh, FX conversion, HHI computation, signal counting runs 100% in Python. The LLM is only allowed the parts that can't be scripted: writing the take. Missing a snapshot, forgetting FX, omitting a >3% mover — all caught and the report is flagged.
2. Self-learning loop — every brief commits a structured plan.json. Next day's preflight reads it back, computes which triggers fired, simulates the P&L, and feeds confidence calibration to the LLM.

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🏗 Architecture

Deterministic work (prices · FX · HHI · signals) runs 100 % in Python so the LLM can't skip it. The LLM owns only the synthesis. Postflight catches missing snapshots, omitted movers, banned phrases.

LLM fallback uses the OpenAI completions protocol across all providers. Xiaomi MiMo runs with thinking: disabled to avoid the reasoning_content multi-turn quirk; everyone else is vanilla.

No conflict surface between cron and CI: openclaw writes dashboard.json and memory/; GitHub Actions write sentiment.json and eod-history.csv — disjoint sets.

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⚙ Cron map (10 jobs · openclaw scheduler)

Time	Job	Mode	Harness
03:00 daily	Memory dreaming promotion	system	—
08:00 HKT weekday	📊 Daily deep brief	daily-deep-brief (Tier 1/2/3 + Judge)	brief_preflight / brief_postflight
09:30 HKT weekday	HK open report	Mode 6	report_preflight --market hk --phase open
10:00–11:30 + 14:00–15:30 HKT every 30 min	HK intraday monitor	Mode 7	intraday_preflight --market hk
12:00 HKT weekday	HK mid-day	Mode 6	--market hk --phase mid
13:30 HKT weekday	HK afternoon	Mode 6	--market hk --phase pm
16:00 HKT weekday	HK close	Mode 6	--market hk --phase close
09:30 ET weekday	US open	Mode 6	--market us --phase open
10:00–15:30 ET every 30 min	US intraday monitor	Mode 7	intraday_preflight --market us
16:00 ET weekday	US close	Mode 6	--market us --phase close

Plus 4 GitHub Actions for backstop / extras:

Workflow	When	Writes
harness-regression.yml	push	(read-only schema check)
weekly-health.yml	Sundays 23:00 UTC	(read-only deeper check)
eod-archive.yml	Fridays 22:00 UTC	memory/archive/eod-history.csv
sentiment-scan.yml	weekdays 23:30 UTC	assets/data/sentiment.json
screenshot-refresh.yml	Sundays 22:00 UTC	docs/dashboard-{preview,mobile}.png

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📂 Repository layout

clawock/
├─ index.html  briefs.md  README.md          ← Pages landing + this file
├─ assets/                                   ← Pages static
│  └─ data/                  built by harness postflight + GH Actions, never hand-edit
│     ├─ dashboard.json        v2.x schema (CSS/JS inlined in index.html since v2)
│     ├─ risk.json             β/Vol/DD/Sharpe (portfolio_risk_metrics.py)
│     ├─ catalysts.json        14d earnings + FOMC + macro (fetch_catalysts.py)
│     ├─ us_news_digest.json   xiaomi LLM 提炼 (GH Action news-digest.yml)
│     ├─ macro.json            VIX / DXY / Fed RSS (macro-scan.yml)
│     ├─ sentiment.json        Reddit mention (sentiment-scan.yml)
│     └─ fx.json               USDHKD (fetch_fx.py, 4h cache)
│
├─ portfolio.json                            ← single source of truth (atomic writes)
├─ memory/
│  ├─ {YYYY-MM-DD}.md           handwritten notes
│  ├─ {YYYY-MM-DD}-pre-open.md  daily deep brief output
│  ├─ {YYYY-MM-DD}-plan.json    structured plan (next-day retrospective input)
│  ├─ snapshots/{date}.json     daily portfolio snapshot
│  └─ archive/eod-history.csv   weekly EOD archive (GH Action)
│
├─ scripts/
│  ├─ data/                     fetchers + dashboard builder (v2.x schema: delta · today_movers · anomalies · calibration · drawdown · sector_exposure · leveraged_etf · all_time_extremes · today_ranges · realized_vs_unrealized · risk · catalysts + peer_divergence) + portfolio_risk_metrics.py + mark_followed.py + fetch_catalysts.py + xiaomi_llm.py + gh_action_* (GH Action Xiaomi-direct entry points) + safe_io (atomic writes)
│  ├─ harness/                  preflight + postflight pairs (6 files, 4 pairs)
│  └─ legacy/                   superseded scripts kept as reference
│
├─ skills/{name}/SKILL.md       Claude Code skill bodies
│
└─ _layouts/default.html        Jekyll layout · all md pages render in dashboard's dark theme

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🚀 Quickstart

# 1. Refresh US prices (7-route fallback)
python3 scripts/data/analyze_us_stocks.py

# 2. Refresh HK prices (Tencent → stooq → yfinance)
python3 scripts/data/analyze_hk_stocks.py

# 3. Run a brief manually
python3 scripts/harness/brief_preflight.py    # produces memory/.tmp/brief-context-*.json
# … (LLM writes memory/{date}-pre-open.md + plan.json) …
python3 scripts/harness/brief_postflight.py   # validates, rebuilds dashboard, commits

# 4. Preview the dashboard locally
python3 scripts/data/build_dashboard.py
python3 -m http.server 8080
# → http://localhost:8080/

API keys (Finnhub, Alpha Vantage, Polygon, …) live in .api_keys (gitignored). All scripts work without keys — just with reduced data quality.

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📜 Iron rules

The constraints postflight enforces. They would otherwise be invisible to a reader scanning the code.

🪙 FX — HKD + USD never sum directly

HK leg is denominated in HKD, US leg in USD. Adding them naively gives a meaningless number. Book totals must always be presented in both views, with the rate and timestamp stamped:

Total P&L: USD${X}  ≈  HKD${Y}      (USDHKD = 7.83, source Frankfurter, 2026-05-16T12:00Z)
  ├─ HK leg: HKD${a}  ≈  USD${a / 7.83}
  └─ US leg: USD${b}  ≈  HKD${b * 7.83}

📊 Concentration — HHI

For each leg separately:

• weight_i = current_value_i / leg_total_value
• HHI = Σ weight² · Top2 = sum of two largest weights

HHI	Top 2	Status
< 0.15	< 40%	✅ healthy
0.15 – 0.25	40 – 60%	🟡 moderate
0.25 – 0.40	60 – 75%	🟠 concentrated
> 0.40	> 75%	🔴 dangerous

🎲 Leverage ETF heuristic

Preflight skips SEC EDGAR for tickers whose name contains 倍 / Direxion / T-Rex / Defiance / ProShares / 2X Long / 3X Long / Daily Target. For leveraged ETFs, fundamentals are noise — look at the underlying instead.

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🤖 Self-learning loop

Day N → Day N+1: every daily-deep-brief commits memory/{date}-plan.json with structured actions (trigger, confidence, simulated entry). Next morning's preflight reads it back, computes which triggers actually fired, simulates the P&L, and logs the outcome to a rolling confidence-calibration table that feeds back into the next brief's confidence calls.

Plan schema (truncated, real one in any memory/*-plan.json):

{
  "date": "2026-05-16",
  "buckets": { "cut": [...], "trim_on_rebound": [...], "hold_and_watch": [...],
               "t_only": [...], "add_only_on_trigger": [...] },
  "actions": [{
    "ticker":       "07226",
    "bucket":       "trim_on_rebound",
    "trigger_type": "price_above",
    "trigger":      "trim 1000 shares if price > 4.85",
    "confidence":   0.62,
    "simulated_entry_price": 4.49
  }],
  "context": { "hhi_us": 0.21, "hhi_hk": 0.34, "fx": 7.83 }
}

Next morning's preflight loads it back and for each action computes:

1. Did the trigger fire? (vs. actual price action)
2. Simulated P&L if action had been executed at trigger
3. Confidence calibration — log into rolling stats

Design heavily inspired by TauricResearch/TradingAgents v0.2.4's persistent decision memory, adapted for HK + US dual-leg portfolios.

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🧬 Stack

Claude Code · openclaw · ECharts 5.5 · Jekyll + GitHub Pages · Python 3.11 · pure static frontend

Public data sources Tencent · stooq · yfinance · Frankfurter · SEC EDGAR · Finnhub · Nasdaq API · Eastmoney · Polygon · Alpha Vantage · Reddit JSON

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⚠️ Disclaimer

This repository contains real trading positions. It is shared publicly for personal record-keeping and as a portable workspace — not investment advice, not a recommendation, not anything you should copy. Every number is point-in-time and may already be stale by the time you read it. The persona (Rick) is opinionated by design — that doesn't make it right.

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📄 License

Personal-use repository. No license granted for derivative trading systems, automated copy-trading, or commercial use. Code patterns (harness layout, fallback chain design, HHI formulation, atomic IO) may be adapted under any compatible open-source license of your choosing if reused independently.

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_{Built and maintained by Shengyu Li (kcn) and Rick · 2026}