skills/market-daily-strategist/references/shared.md

# Shared Rules

## Output Language

- Use pure simplified Chinese unless the user explicitly asks otherwise.
- Keep the language professional, objective, concise, and trading-decision oriented.

## Data Discipline

- All market figures must come from live tools or reliable sources: prices, index levels, futures, percentage moves, volume, turnover, flows, gamma/options levels, valuation, financials, ratings, policy/news details, PTS data, and after-hours moves.
- Never fabricate missing data. If unavailable or delayed, write `暂无具体数值`, `初步`, or `数据延迟`.
- Attribute key numbers and important news to sources.
- If using social media, label it as social-media sentiment, not verified fact.
- If using the optional narrative-status helper, treat it as a theme pre-screen. Account/source quality can be assumed acceptable for screening, but timeliness must still be checked: API `generated_at`/`reviewed_at` and entry `time` must fit the report window. Fresh entries can suggest which themes to verify; stale entries are background only and must not drive current-session strategy.
- When internal/current-page helper data is used, do not name DayTrading.monster, 24H Feed, dashboard/widget names, page names, or other aggregator/source names in final report prose by default. Describe the layer generically as `当前叙事预筛`, `当前价格代理`, `PTS异动`, `评级线索`, or `行情确认`. URLs may appear in a dedicated source list when the user asks for sources or when an audit trail is required.

## Market News Discipline

For every pre-market and close-review report, read enough current market news before finalizing. Do not rely only on index futures, macro headlines, earnings calendars, closing index moves, or a few mega-cap tickers.

- Start from broad same-day market-news sources: live flash headlines/快讯, market live blogs, wire recaps, pre-market/after-hours mover summaries, and individual-stock news.
- For U.S. and Japan market analysis, treat the current DayTrading.monster news-details index as the most important public theme-discovery source. Use relevant linked details and X account posts before deciding which themes, sectors, or movers deserve deeper verification.
- For broad theme discovery, the optional narrative-status helper filters the current news-details index across AI, geopolitics, commodities, rates/bonds, index/gamma, Japan, China, non-AI sectors, and crypto. It does not replace the same-day news scan or price/sector confirmation.
- Read `https://daytrading.monster/api/24hfeed/details` for the latest 120-hour, at-most-100 news index (`title`, `url`, `time`, `category`, `category_label`); open the selected detail URLs when content is needed. Read `https://daytrading.monster/api/24hfeed/x-monitor` for social-media-derived posts within its explicit eight-hour snapshot window. Verify decisive items with live news, original/source reporting when available, and prices. Use current documented APIs, not historical/archive feed files or static SEO summaries.
- DayTrading.monster home (`https://daytrading.monster/`) can help identify global index, FX, commodity, yield, ETF, and tokenized/proxy TradingView symbols plus `D`, `24h`, and `365d` badges. A plain HTML fetch does not expose the latest widget prices, only the shell, static/noscript news summary, symbols, and badge metadata. Do not cite a live dashboard price or current news read unless it was read from a rendered widget/browser view, a current runtime JSON endpoint, or a programmatic TradingView/scanner equivalent.
- For overall Japan PTS rising-mover analysis, prefer `https://daytrading.monster/api/pts/model1` (day), `https://daytrading.monster/api/pts/model2` (after close), or `https://daytrading.monster/api/pts/model3` (night), selecting the session relevant to the report. Each supplies `ranking` and `latest_upward_reason_summary`; check `source_updated_at` and reason timestamps. For other Japanese rankings, including PTS declines, use the appropriate options at `https://kabutan.jp/warning/` and `https://finance.yahoo.co.jp/stocks/ranking/up`; verify the selected ranking's session, direction and time.
- In final report prose, do not use site-specific "source shows" phrasing by default. Use neutral descriptions such as `当前叙事预筛`, `当前评级数据有更新`, or `PTS异动名单`. If the rating layer has no relevant current update, omit it instead of writing negative filler.
- For US pre-market and after-hours sessions, do not try to discover every news-driven mover from scratch. Start with reliable pre-market/after-hours mover summaries, earnings-mover roundups, analyst/rating-mover lists, and market-live summaries, then open individual-stock news only for names that actually move or can change the report conclusion.
- Do not transfer the US extended-hours workflow mechanically to other markets. For Japan, use PTS movers first and then explain them with news. For A-shares, there is no stock night session; use important news and topic pages to understand current market hotspots and possible next-day continuations, not to manufacture a nonexistent after-hours mover list.
- Prioritize news by market impact: index/sector weight, actual price move, volume, breadth, after-hours/pre-market reaction, flows, earnings surprise, ratings, policy credibility, and whether the item changes today's trading decision.
- Do not elevate a headline just because it matches a familiar theme or sounds strategically interesting. If the related stocks, ETFs, futures, or sectors are not reacting, treat it as background unless it changes risk.
- If a headline is confirmed but the related price/sector move has not been checked, say so instead of implying a verified trading signal.
- Include only items with actual news, price action, flows, earnings, ratings, policy catalysts, or actionable trading relevance.

## DTM Research API Routing

Use the public contracts in `https://daytrading.monster/api-docs/`. Research responses contain JSON even when served as `text/plain`; use only documented parameters and current snapshot timestamps. An unavailable or stale response is a missing layer, not a reason to read old frontend JSON files.

- `https://daytrading.monster/api/themes`: read across US, JP and CN for theme, supply-chain and cross-market transmission; connect the affected markets before focusing on the report's market. `constituents` includes `weight` and `reason_zh`; stage returns and `price_dates` are not intraday quotes. Do not scan all constituents merely because they are available.
- `https://daytrading.monster/api/chinastock-anomaly`: for A-share theme strength, limit-up concepts, current anomaly reasons and limit-up rows; check each section's trading date and time, including hourly ranking snapshots.
- `https://daytrading.monster/api/gamma/`: SPX/SPXW summary, expiry structure, levels and 0DTE five-minute context. `https://daytrading.monster/api/range/nikkei` and `https://daytrading.monster/api/range/sse`: index trajectories with fixed `camarilla` levels, `chart_range`, range-filtered `daily_gaps`, `trajectory_5m`, and actually returned `moving_averages`/`vwap`. Check `market_date`, `market_status` and `stale`; these two endpoints contain no Gamma, GEX, DEX, expiry or options fields. Use `price_trajectory.points` (`timestamp`, `index_value`) for all available source price points in the returned session; it is price-only, not interpolated or guaranteed tick-complete. Match the market and session; an empty premarket trajectory stays unavailable, never replaced with the previous session. HTML contracts: `https://daytrading.monster/api-docs/range-nikkei` and `https://daytrading.monster/api-docs/range-sse`.
- This strategy skill does not request DTM ratings APIs. A separate stock-specific move-reason workflow may read its own market's ratings when relevant.

## Optional Local / Private Data Discipline

Local/private market-data tools are optional enhancers, not required dependencies. A user who installs this skill may not have moomoo OpenD, MX data/search credentials, private CSV/JSON files, PTS scrapers, or other local scripts configured.

- Do not assume local/private tools are installed, running, permissioned, logged in, or populated. Check availability before relying on them.
- If a local/private tool is unavailable, fails permissions, lacks credentials, or returns stale data, continue with public reliable sources and mark the missing layer as `暂无可靠数值`, `数据不可得`, or `本地工具不可用`.
- Only suggest installing, launching, logging in, or configuring a local/private tool when that layer would materially improve the answer, such as live US gamma, Japan PTS, proprietary watchlists, or account-specific data. Do not make installation a prerequisite for a normal market report.
- Allowed when available: query index ETFs, core sector ETFs, futures/index proxies, gamma/options for relevant US indexes/ETFs, PTS/after-hours pages, and a small number of genuinely important tickers already identified by news, index relevance, or the user's focus.
- For A-share reports and sector/theme questions, 东方财富妙想 skills are optional but preferred when installed. They are supplemental evidence, not a replacement for existing market-news discipline, source hierarchy, price confirmation, emotion-cycle/leader-follower analysis, macro checks, or technical structure. Use `mx-xuangu` for sector/concept constituents, related-stock lists, self-contained condition screens, and peer comparisons; use `mx-data` for A-share quotes, valuation, financials, fund-flow, and board/index data; use `mx-search` for timely news, announcements, policies, research, and event explanations. If unavailable, continue with public reliable sources and optionally suggest installation/configuration only when it would materially improve the exact request.
- Do not touch account-sensitive 妙想 tools unless explicitly requested. Use `mx-zixuan` only for 东方财富 self-selected-stock query/add/delete/filter tasks, and `mx-moni` only for simulated-portfolio or simulated-trading tasks.
- Do not bulk-scan all stocks or all theme constituents for a daily market report unless the user explicitly asks for a broad screener.
- When a data source has explicit extended-hours fields, use only those fields for extended-hours claims. For US pre/post-market moomoo data, use `pre_*`, `after_*`, or `overnight_*` fields as appropriate; do not treat `last_price`, regular-session OHLC, or regular-session volume as pre-market or after-hours data.
- If the correct extended-hours field is unavailable, write `盘前暂无可靠数值`, `盘后暂无可靠数值`, or `数据不可得` instead of substituting stale regular-session data.
- State the field basis correctly when it matters, especially around US pre-market/after-hours, Japan PTS, and futures/index proxies.

## Cross-Skill Use

- Use supporting skills only for points that can change the report conclusion, not for every stock in a mover list.
- Prefer `macro-news-check` for macro/快讯 confirmation before making a rates, oil, FX, geopolitical, or broad-risk claim.
- Prefer `us-stock-gamma-moomoo` for US index gamma/options-wall work when available; if necessary data or computation capability is unavailable, mark the value unavailable instead of substituting stale public screenshots, and optionally suggest setup only if the user needs that layer.
- Use move-reason skills only for a few decisive movers, such as the day's theme leader, largest liquid abnormal mover, or a stock whose catalyst is unclear but important.
- Use `stock-technical-analysis` for execution levels on selected indexes or key stocks, especially when recommending 追高、等回踩、低吸、减仓、止损.
- Compress supporting-skill findings into the required report structure. Do not append unrelated deep-dive sections unless the user asks.

## Medium/Long-Term Strategy Lens

When the report needs market-regime, mainline, or bull/bear structure judgment, combine current data with the `mainline x funds x game x cycle` framework from [global-mainline-funds-game-cycle](global-mainline-funds-game-cycle.md).

- Treat `mainline` as the durable narrative or industry transition, not one-day theme heat.
- Treat `funds` as the liquidity and positioning condition that determines whether the narrative can keep being priced.
- Treat `game` and `cycle` as the market-structure and timing lenses that decide whether to attack, hold, rotate, defend, or wait.

## Silent Methodology For Long-Term Recommendations

Apply the user's strategy framework silently. Do not expose private source-framework labels or mnemonic names; use plain terms such as 长期均线、趋势支撑、均线密集区、反转结构、突破回踩.

Before scoring a candidate, classify its primary return source using the strategy-archetypes reference. The classification is a decision tool, not a quota: do not force all six types into a report. Entry, invalidation/stop, time horizon, and exit must test the same thesis. Distinguish a nearby execution stop from a slower fundamental thesis invalidation, and add a time stop when the expected catalyst or momentum has a deadline.

Cover, as relevant:

- beta: market strength/weakness, trend, sector beta, macro/geopolitical risk, volatility.
- trend and support/resistance: moving averages, MA144/long-cycle averages, GMMA, Vegas-style channels, VWAP, Fibonacci, gaps.
- momentum and reversal: RSI, MACD, KDJ, Japanese candlestick continuation/reversal structures, volume-price relationship.
- sentiment and positioning:情绪周期,资金流,期权/gamma, put/call ratio, short interest/空卖, credit margin data when market-specific.
- fundamentals and catalysts: latest earnings, valuation, industry trend, policy/news, orders, buybacks, lock-up expiry, financing/warrants when relevant.
- risk management: primary strategy archetype, entry trigger, batch plan, execution stop, thesis invalidation, time stop when relevant, and thesis-consistent exit.