Agent skill for Pandadata-based A-share after-close daily market review reports.
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Updated
Jul 16, 2026 - Python
Agent skill for Pandadata-based A-share after-close daily market review reports.
Run reproducible index addition, deletion, and weight-change event studies around announcement or effective-date anchors.
Audit normalized intraday OHLCV data for timestamp, gap, price, volume, and trading-date defects before research or backtesting.
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Audit split and cash-dividend consistency across raw and adjusted equity prices before research or backtesting.
Audit continuous futures contract selection, roll events, same-day price gaps, and adjustment ledgers before research or backtesting.
Audit point-in-time universe membership, security lifecycles, stable identities, and missing delisting returns before backtesting.
Stress portfolio liquidation capacity, pro-rata redemption shortfalls, and spread plus square-root impact costs.
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