Financial Ratios Toolkit

---
name: financial-ratios-toolkit
description: |-
  提供多市场财务分析能力，涵盖历史数据获取、财务报表解析、财务比率计算、固定收益分析、投资组合绩效评估和股票基本面筛选等核心功能。。
license: Proprietary. See LICENSE.txt in project root.
compatibility: Designed for Doramagic-host ecosystem (Claude Code / openclaw / Cursor). Requires Python 3.12+ with uv package manager.
metadata:
  version: "v6.1"
  blueprint_id: "finance-bp-118"
  compiled_at: "2026-04-22T13:00:57.393924+00:00"
  capability_markets: "multi-market"
  capability_activities: "portfolio-analytics"
  sop_version: "crystal-compilation-v6.1"
---
# 财务比率工具 (financial-ratios-toolkit)

> 提供多市场财务分析能力，涵盖历史数据获取、财务报表解析、财务比率计算、固定收益分析、投资组合绩效评估和股票基本面筛选等核心功能。

## Pipeline

`data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization`

## Top Use Cases (13 total)

### Multi-Module Financial Analysis Overview (`UC-101`)
Demonstrating comprehensive financial analysis capabilities covering multiple domains including historical data, financial statements, ratios, models,
**Triggers**: financial analysis, overview, multi-module

### Fixed Income Analysis and Bond Valuation (`UC-103`)
Analyzing fixed income securities including bond statistics, duration calculations, derivative pricing models, and government/corporate bond yield com
**Triggers**: bond, fixed income, yield

### Financial Ratio Analysis (`UC-106`)
Evaluating company financial health through profitability ratios, solvency ratios, liquidity ratios, valuation ratios, and custom ratio calculations f
**Triggers**: ratio, profitability, solvency

For all **13** use cases, see [references/USE_CASES.md](references/USE_CASES.md).

**Execute trigger**: `When user intent matches intent_router.uc_entries[].positive_terms AND user uses action verb (run/execute/跑/执行/backtest/fetch/collect)`

## What I'll Ask You

- Target market: A-share (default), HK, or crypto? (US stocks in ZVT are half-baked — stockus_nasdaq_AAPL exists but coverage is thin)
- Data source / provider: eastmoney (free, no account), joinquant (account+paid), baostock (free, good history), akshare, or qmt (broker)?
- Strategy type: MACD golden-cross, MA crossover, volume breakout, fundamental screen, or custom factor?
- Time range: start_timestamp and end_timestamp for backtest period
- Target entity IDs: specific stocks (stock_sh_600000) or index components (SZ1000)?

## Semantic Locks (Fatal)

| ID | Rule | On Violation |
|---|---|---|
| `SL-01` | Execute sell orders before buy orders in every trading cycle | halt |
| `SL-02` | Trading signals MUST use next-bar execution (no look-ahead) | halt |
| `SL-03` | Entity IDs MUST follow format entity_type_exchange_code | halt |
| `SL-04` | DataFrame index MUST be MultiIndex (entity_id, timestamp) | halt |
| `SL-05` | TradingSignal MUST have EXACTLY ONE of: position_pct, order_money, order_amount | halt |
| `SL-06` | filter_result column semantics: True=BUY, False=SELL, None/NaN=NO ACTION | halt |
| `SL-07` | Transformer MUST run BEFORE Accumulator in factor pipeline | halt |
| `SL-08` | MACD parameters locked: fast=12, slow=26, signal=9 | halt |

Full lock definitions: [references/LOCKS.md](references/LOCKS.md)

## Top Anti-Patterns (14 total)

- **`AP-PORTFOLIO-ANALYTICS-001`**: Division by zero in price ratio calculations corrupts rebalancing
- **`AP-PORTFOLIO-ANALYTICS-002`**: Look-ahead bias from unshifted signal generation and position calculations
- **`AP-PORTFOLIO-ANALYTICS-003`**: Non-positive-semidefinite covariance matrix breaks CVXPY optimization

All 14 anti-patterns: [references/ANTI_PATTERNS.md](references/ANTI_PATTERNS.md)

## Evidence Quality Notice

> [QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-118. Evidence verify ratio = 33.3% and audit fail total = 62. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl).

## Reference Files

| File | Contents | When to Load |
|---|---|---|
| [references/seed.yaml](references/seed.yaml) | V6+ 全量权威 (source-of-truth) | 有行为/决策争议时必读 |
| [references/ANTI_PATTERNS.md](references/ANTI_PATTERNS.md) | 14 条跨项目反模式 | 开始实现前 |
| [references/WISDOM.md](references/WISDOM.md) | 跨项目精华借鉴 | 架构决策时 |
| [references/CONSTRAINTS.md](references/CONSTRAINTS.md) | domain + fatal 约束 | 规则冲突时 |
| [references/USE_CASES.md](references/USE_CASES.md) | 全量 KUC-* 业务场景 | 需要完整示例时 |
| [references/LOCKS.md](references/LOCKS.md) | SL-* + preconditions + hints | 生成回测/交易代码前 |
| [references/COMPONENTS.md](references/COMPONENTS.md) | AST 组件地图（按 module 拆分）| 查 API 时 |

---

*Compiled by Doramagic crystal-compilation-v6.1 from `finance-bp-118` blueprint at 2026-04-22T13:00:57.393924+00:00.*
*See [human_summary.md](human_summary.md) for non-technical overview.*