tick-microstructure SKILL.md skillA
tick-microstructure from yangsal/ashares_data_collect is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add yangsal/ashares_data_collect/tick-microstructure@git:20260708.2b2773cPins git:20260708.2b2773c in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- yangsal/ashares_data_collect
- Path
skills/tick-microstructure/SKILL.md- Versions recorded
- 1
- Latest version
- git:20260708.2b2773c, committed Jul 8, 2026
- Size
- 8,281 bytes
- Repository stars
- 39
- License
- MIT
A 股 L1 快照 tick 微观结构分析工具箱（知识库 + 可移植 Python 包 tick_analysis）。 从 3 秒快照+五档盘口+累计量额笔数计算：资金流向/主动买卖(Lee-Ready/BVC)、盘口压力(OBI/微价/委比)、 流动性(有效价差/Kyle λ/Amihud/Roll)、笔均与大中小单、集合竞价(开/收盘)、执行分析(VWAP/TWAP/滑点)。 通过可移植列契约接入任意 tick 源(打包 parquet/xtquant 原始/其他)。含 L1/L2 边界与坑位， 避免对快照 tick 过度解读(无法识别逐笔/真实大单/撤单/席位)。 当需要从 tick 数据做资金流/盘口/流动性/竞价/执行分析时使用。.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
# tick-microstructure
## 1. 定位
A 股 **Level-1 快照 tick**（3 秒切片 + 五档买卖盘口 + 累计成交量/额/笔数）的微观结构分析工具箱，
提供知识库（本文 + references/）与自包含 Python 包（`tick_analysis/`，仅依赖 pandas/numpy）。
适用数据：QMT/xtquant 采集的 `a_share_tick.py` 打包 parquet，或任何映射到本技能列契约的 tick 源。
---
## 2. 30 秒上手
```python
import tick_analysis as ta
# 方式 A：读本项目打包 parquet（含手->股自动转换）
df = ta.from_packed_parquet("Z:/A股冷数据/tick_by_day/2026/06/26.parquet",
stock_code="002602.SZ")
# 方式 B：xtquant 原始（dict/DataFrame，含手->股转换）
# df = ta.from_xtquant(raw_dict["002602.SZ"], stock_code="002602.SZ")
# 一键全套指标
result = ta.analyze(df)
```
**真实输出示例（002602.SZ，2026-06-26）：**
```
002602.SZ 当日 4831 条 tick
全单主动净额: +0.12 亿 (买12.85/卖12.72)
主力净额 : +0.12 亿 尾盘 -0.10 亿
VWAP : 13.695
盘口OBI均值 : +0.164 价差 7.7bp
Amihud : 0.0275
竞价: open 13.68 / prev_close 13.74 / close 13.67
```
默认 method=bvc（更适合 3 秒聚合；Lee-Ready 可选但在聚合 bar 上方向有偏，见 references/methods.md）
`analyze()` 返回 dict：`money_flow / main_force / orderbook / liquidity / auction / vwap`。
单独调用示例：
```python
# 资金流向（全单）
mf = ta.money_flow(df, method="lee_ready") # {"buy":..., "sell":..., "net":..., "net_ratio":...}
# 主力净额含日内累计
…Read the whole file at its exact version.
How to install
mdr add yangsal/ashares_data_collect/tick-microstructure@sha256:5c1223a7063158d9The line at the top of this page pins the label git:20260708.2b2773c, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_bcudynxojuuko2kb)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 1 version of this file, committed on Jul 8, 2026.
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (8281 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
yangsal/ashares_data_collect · 39 stars · license MIT · pushed 2026-10-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_bcudynxojuuko2kb GET https://markdownregistry.com/api/v1/resolve?ref=yangsal/ashares_data_collect/tick-microstructure GET https://markdownregistry.com/api/v1/blob/5c1223a7063158d9e8057a511ba4cf2c102b0f3491bfb232bcc0f4a8ebbab586
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.