WIP: feat: add ashare financial enrichment and skill packs#70
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WIP: feat: add ashare financial enrichment and skill packs#70shadowinlife wants to merge 2 commits intoHKUDS:mainfrom
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Pull request overview
This PR introduces an A-share (China) financial-statement enrichment pipeline for backtests, including registry-backed field planning, raw Tushare loaders, point-in-time (PIT) projection, and runner-side gating so strategies can reliably consume statement-derived factors.
Changes:
- Add an A-share financial runtime bundle (field inference + registry + raw Tushare loader + PIT assembler) behind shared contracts.
- Wire the backtest runner to validate/gate financial requests, plan the fetch mode (per-code vs VIP cross-section), and enrich the price
data_mapbefore running the strategy. - Add a new skill for the financial enrichment flow and update related skills; add tests covering the new modules and runner integration.
Reviewed changes
Copilot reviewed 18 out of 18 changed files in this pull request and generated 7 comments.
Show a summary per file
| File | Description |
|---|---|
| agent/backtest/runner.py | Adds financial gating, points checks, universe code resolution, fetch planning, and PIT enrichment integration into runner execution. |
| agent/backtest/financials/contracts.py | Defines cross-market financial contracts (registry/loader/enricher/inference) and runtime bundle structure. |
| agent/backtest/financials/init.py | Introduces package-level docs for market-scoped financial integrations. |
| agent/backtest/financials/ashare/init.py | Exposes get_ashare_financial_runtime() runtime bundle for A-share financial enrichment. |
| agent/backtest/financials/ashare/field_registry.py | Implements registry built from local Tushare markdown references; provides ownership lookup and grouped query planning. |
| agent/backtest/financials/ashare/field_inference.py | Adds prompt/source-based field inference and produces a non-strict query plan for ambiguity reporting. |
| agent/backtest/financials/ashare/tushare_loader.py | Implements raw Tushare table fetches for per-code and VIP period cross-sections with reserved-param protection. |
| agent/backtest/financials/ashare/pit_assembler.py | Implements PIT visibility rules (ann_date next trade day), canonicalization, and data_map enrichment. |
| agent/tests/test_financial_runtime_contracts.py | Validates the A-share runtime bundle conforms to shared protocol contracts. |
| agent/tests/test_financial_field_registry.py | Tests supported tables, metadata parsing, ownership mapping, and query-plan behavior. |
| agent/tests/test_financial_field_inference.py | Tests prompt/source inference and combined inference behavior with ambiguity preservation. |
| agent/tests/test_tushare_financial_loader.py | Tests raw loader endpoint selection, field validation, and grouped fetching behavior. |
| agent/tests/test_pit_financial_assembler.py | Tests PIT visibility logic, canonicalization rules, and enrichment schema validation. |
| agent/tests/test_runner_financials.py | Tests runner gating (token/market/interval), points resolution, fetch-plan behavior, and main() integration. |
| agent/src/skills/ashare-financial-enrichment/SKILL.md | Adds the dedicated gating/planning skill for A-share financial statement enrichment and PIT semantics. |
| agent/src/skills/strategy-generate/SKILL.md | Updates strategy generation guidance to classify/route A-share statement-field strategies into the enrichment flow. |
| agent/src/skills/fundamental-filter/SKILL.md | Clarifies scope boundary between simple fundamentals vs statement-style enrichment and routing rules. |
| agent/src/skills/data-routing/SKILL.md | Adds a carve-out: no silent fallback routing when statement tables are required; require strict Tushare flow. |
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| This gate intentionally fails fast until the dedicated runtime financial | ||
| loader/assembler is wired into the runner. |
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| raise ValueError( | ||
| "financials require at least 2000 Tushare points for requested tables; " | ||
| f"requested tables={requested_tables_text}; " | ||
| f"current account points={available_points}; " | ||
| f"ordinary required points={ordinary_required_points}; " | ||
| f"ordinary required points by table={ordinary_required_points_text}" |
| def _parse_explicit_tushare_points(config: dict) -> int | None: | ||
| """Parse an explicit Tushare points override for compatibility fallbacks.""" | ||
| financials = config.get("financials") or {} | ||
| raw_value = financials.get("tushare_points", os.getenv("TUSHARE_POINTS", "")).strip() if isinstance(financials.get("tushare_points", os.getenv("TUSHARE_POINTS", "")), str) else financials.get("tushare_points", os.getenv("TUSHARE_POINTS", "")) |
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| from backtest.financials.ashare.field_inference import ( | ||
| infer_financial_fields, | ||
| infer_financial_fields_from_file, | ||
| infer_financial_fields_from_prompt, | ||
| infer_financial_fields_from_source, | ||
| ) |
| from backtest.financials.contracts import FinancialFieldInferenceResult | ||
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|
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| from backtest.financials.ashare.field_registry import ( | ||
| FinancialQueryPlan, |
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| result = api_method(**params) | ||
| if result is None: | ||
| return pd.DataFrame(columns=list(query_fields)) | ||
| return result.copy() |
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| for code, frame in data_map.items(): | ||
| enriched_frame = frame.copy() | ||
| for table_name, requested_fields in query_plan.requested_fields.items(): | ||
| table_rows = raw_tables.get(table_name) | ||
| if table_rows is None or table_rows.empty: | ||
| continue | ||
| _validate_financial_table_schema(table_name, table_rows, requested_fields) | ||
| code_rows = table_rows[table_rows["ts_code"] == code].copy() | ||
| if code_rows.empty: | ||
| continue |
Co-Authored-By: Claude Code <noreply@anthropic.com> Co-Authored-By: copilot <noreply@ai-tool.com> AI-Model: GPT-5.3-Codex AI-Contributed/Feature: 2235/2235 AI-Contributed/UT: 987/987
Prevent macOS /tmp path canonicalization drift in run_dir normalization and add HOME-scoped fallback for extract tool journal path validation. Co-Authored-By: Claude Code <noreply@anthropic.com> AI-Model: GPT-5.3-Codex Co-Authored-By: github-copilot <noreply@ai-tool.com> AI-Contributed/Feature: 26/26 AI-Contributed/UT: 0/0
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Summary
Why
Changes
1.新增财务模块与 A 股子模块：
Test Plan
pytest --ignore=agent/tests/e2e_backtest --tb=short -q)Checklist
src/agent/,src/session/,src/providers/) without prior discussion