xiaohongshu
xiaohongshu
evaluate-exponential-trend-deviation-regimes
計算資產價格相對長期指數成長趨勢線的偏離度,衡量當前是否處於歷史極端區間,並可選擇性地進行宏觀因子分析以判斷行情體質。
Full skill instructions
<essential_principles> 資產趨勢偏離度分析 核心原則
<principle name="exponential_trend_fitting"> **指數趨勢線擬合** 多數資產在長期(數十年)尺度上遵循指數成長路徑。透過對數價格線性回歸(y = a + b*t where y = log(price))擬合趨勢線,trend = exp(a + b*t)。偏離度 = (price / trend - 1) × 100%。 </principle> <principle name="historical_context"> **歷史極端對照** 透過計算當前偏離度在歷史分布中的分位數,以及與歷史峰值/谷值的比較,提供市場位置的脈絡。使用者可指定特定日期作為參考點,或由系統自動識別歷史極端值。 </principle> <principle name="regime_classification"> **行情體質判定(選用)** 針對特定資產(如黃金、股指),可結合宏觀因子進行行情體質分析。不同資產有不同的體質分類框架,使用者可自定義判定規則與因子權重。 </principle> <principle name="universal_applicability"> **通用適用性** 本技能適用於任何具有長期指數成長特性的資產:商品(黃金、原油)、股票指數、加密貨幣、房地產等。核心邏輯不預設特定資產或歷史峰值。 </principle> </essential_principles> <intake> **您想要執行什麼操作?**等待回應後再繼續。 </intake>
<routing> | Response | Workflow | Description | |------------------------------------|-----------------------|-------------| | 1, "detect", "single", "偵測" | workflows/detect.md | 單資產趨勢偏離度偵測與體質判定 | | 2, "compare", "historical", "對照" | workflows/compare.md | 歷史峰值詳細對照分析 | | 3, "macro", "breakdown", "因子" | workflows/macro.md | 宏觀因子分解與貢獻度分析 |讀取工作流程後,請完全遵循其步驟。 </routing>
<quick_start> 快速開始
# 安裝依賴
pip install pandas numpy yfinance pandas-datareader statsmodels
# 快速偵測(範例:黃金期貨)
cd skills/evaluate-exponential-trend-deviation-regimes
python scripts/trend_deviation.py --symbol GC=F --quick
# 分析其他資產(範例:S&P 500)
python scripts/trend_deviation.py --symbol ^GSPC --start 1950-01-01
# 完整分析(含宏觀因子,目前支援黃金)
python scripts/trend_deviation.py --symbol GC=F --start 1970-01-01 --include-macro
# 指定歷史參考日期
python scripts/trend_deviation.py --symbol GC=F --compare-peaks "2011-09-06,2020-08-07"
# 生成視覺化圖表(輸出 PNG + JSON)
python scripts/generate_chart.py --output ./output/
</quick_start>
<reference_index>
參考文件 (references/)
| 文件 | 內容 |
|---|---|
| input-schema.md | 輸入參數詳細定義與驗證規則 |
| methodology.md | 指數趨勢擬合與偏離度計算方法論 |
| regime-rules.md | 1970s-like vs 2000s-like 體質判定規則 |
| data-sources.md | 數據來源與替代方案說明 |
| </reference_index> |
<workflows_index>
| Workflow | Purpose |
|---|---|
| detect.md | 單資產趨勢偏離度偵測與體質判定 |
| compare.md | 歷史峰值詳細對照分析 |
| macro.md | 宏觀因子分解與貢獻度分析 |
| </workflows_index> |
<templates_index>
| Template | Purpose |
|---|---|
| output-json.md | JSON 輸出結構定義 |
| output-markdown.md | Markdown 報告輸出模板 |
| </templates_index> |
<scripts_index>
| Script | Purpose |
|---|---|
| trend_deviation.py | 主要分析腳本:趨勢擬合、偏離度計算、體質判定 |
| generate_chart.py | 視覺化圖表生成:偏離度歷史圖表與峰值標註 |
| </scripts_index> |
<examples_index>
範例輸出 (examples/)
| 文件 | 內容 |
|---|---|
| gold-deviation-2026.json | 2026 年黃金趨勢偏離度分析範例 |
| </examples_index> |
<success_criteria> Skill 成功執行時:
xiaohongshu
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