name: tw-day-trading description: Build and review Taiwan stock day-trading plans, pre-market checklists, intraday entry/exit rules, day-risk controls, and quantitative-trading-decision-system workflow checks. Use when the user asks about 台股當沖 planning, 盤前準備, 盤中補充標的, VWAP/量能/大盤條件, 停損停利, force-exit timing, or debugging the 當沖 project. Do not use for long-term investing, pure財報研究, or classic波段 setups unless the user explicitly wants an intraday adaptation.

Taiwan Day Trading

Purpose

Structure Taiwan stock day-trading work into a disciplined workflow that maps onto the user's existing project:

• repo: ~/services/stock/quantitative-trading-decision-system
• alias: 當沖
• runtime flow: pre-market watchlist → intraday event sync → 09:15 supplement → 09:30 supplement → live entries/exits → 13:20 force exit

Prefer concrete rules over vague opinions. Reuse the system's existing vocabulary so recommendations map directly onto the codebase.

Use This Skill When

Apply this skill when the request is about:

• 台股當沖計畫
• 盤前 checklist
• 盤中補充標的邏輯
• 某標的今天能不能當沖
• VWAP / 量能 / 大盤條件設定
• 停損、停利、時間出場、強制清倉
• quantitative-trading-decision-system 的流程、風控、cron、runtime 檢查
• 把當沖流程寫成 SOP / spec / checklist

Do Not Use This Skill When

Do not use this skill for:

• 長線投資配置
• 純財報或基本面研究
• 純情緒分析 / 輿情彙整
• 經典波段趨勢交易（除非使用者要求改寫成日內版本）

If the request is primarily about波段，prefer the separate swing-trading skill.

Workflow

1. Classify The Request

Classify the task before giving advice:

• plan: build a same-day trading plan
• audit: inspect system flow / ops / scheduling / data sync
• debug: explain a missed trade, bad exit, or unexpected behavior
• rewrite: convert loose ideas into a checklist, SOP, or spec

2. Anchor To The Live System

Start from the actual project path and runtime:

• entrypoint: scripts/run_trading_system.sh
• main loop: src/main.py
• trading-day gate: scripts/is_taiwan_trading_day.py
• event monitor: scripts/run_intraday_event_monitor.sh

If the issue is operational, inspect in this order:

1. trading-day check
2. broker login and contract readiness
3. pre-market watchlist generation
4. manual watchlist merge / force-date override
5. market index subscription
6. intraday signal file creation
7. 09:00–09:30 signal sync
8. 09:15 supplement
9. 09:30 supplement
10. live entry evaluation
11. exit actions
12. 13:20 force exit
13. logs and post-trade analysis

Use this order because many apparent strategy failures are really upstream candidate or synchronization failures.

3. Build The Candidate Map

Separate candidate sources. Do not treat all names with the same confidence.

A. Pre-Market Watchlist

Treat this as the highest-confidence source.

Use for:

• primary focus names
• best execution quality
• names with cleaner level planning

Review:

• scanner output
• manual watchlist merge via config/manual_watchlist.json
• force date override via FORCE_MANUAL_WATCHLIST_DATE
• whether names are liquid and operationally tradable

B. Intraday Event Sync (09:00–09:30)

Read this path as opportunistic but valid.

Current mapping:

• file: logs/intraday_event_signals.json
• setting: INTRADAY_SIGNAL_REFRESH_SEC default 10
• writer: run_intraday_event_monitor.py
• reader: IntradaySignalLoader(settings.intraday_signal_path)

Review:

• whether the file is written on time
• whether new symbols are truly new
• whether contracts exist
• whether tradability screening blocks the right names
• whether the buffer initialization is strong enough for later evaluation

C. 09:15 / 09:30 Supplements

Treat fixed-time supplements more conservatively than preplanned names.

Current observed defaults:

• SUPPLEMENT_MIN_CHANGE_PCT_915 = 0.05
• SUPPLEMENT_MIN_VOLUME_915 = 1000
• SUPPLEMENT_MIN_CHANGE_PCT_930 = 0.05
• SUPPLEMENT_MIN_VOLUME_930 = 2000
• SUPPLEMENT_MAX_ADD = 5

Review:

• whether thresholds are too loose or too strict
• whether late additions are already extended
• whether added names remain liquid enough for the entry logic
• whether 09:15 and 09:30 should have different aggressiveness

4. Map Advice To Existing Entry Logic

Write entry recommendations in the same language as the codebase.

Current concepts already present in the project:

• VWAP hold
• volume surge
• market index floor
• previous high / previous low structure
• intraday entry timing window

Current visible defaults:

• STRATEGY_VWAP_HOLD_MINUTES = 3
• STRATEGY_VOLUME_SURGE_RATIO = 1.5
• STRATEGY_MARKET_INDEX_FLOOR = -0.005
• STRATEGY_PREVIOUS_HIGH_LOOKBACK_BARS = 5

Phrase recommendations like this:

• Enter only after price holds above VWAP for the configured hold window.
• Require current volume to exceed recent average tick volume by the configured surge ratio.
• Do not force long entries if the market index is already below the allowed floor.
• Use previous high / low structure as the first invalidation map.

Ask these audit questions:

• Is the VWAP hold window too strict for fast names, or too loose for noisy names?
• Is the volume surge ratio catching real momentum or too many false positives?
• Is the market index floor filtering enough bad market conditions?
• Are late-added names given enough structure before evaluation begins?

5. Map Advice To Existing Exit Logic

Keep all current exit families explicit:

• EXIT_STOP_LOSS
• EXIT_TAKE_PROFIT
• EXIT_INDICATOR_BREAK
• EXIT_TIME
• forced liquidation from 13:20 onward
• partial take-profit via STRATEGY_PARTIAL_EXIT_RATIO = 0.5

Review:

• whether stops match real structure
• whether partial profit-taking is too early
• whether indicator breaks are too noisy for the strategy horizon
• whether force-exit timing matches liquidity decay late in the session

6. Enforce Mandatory Risk Controls

Treat these as default non-negotiables unless the user explicitly overrides them:

• do not average down on losers
• do not hold overnight unless intentionally converting to swing mode
• use smaller size for supplement names than planned names
• define a daily stop and stop-trading rule after repeated losses
• cap correlated exposure
• log why a trade was entered, not only that it was entered

Recommended planning ranges unless house rules already exist:

• risk per trade: 0.25%–1.00% of account
• daily stop: 1.5R–3R
• fresh entries after 11:00: stricter filter, smaller size

7. End With Actionable Output

Prefer operator-ready output over essays.

Use one of these two formats.

Same-Day Plan

## 台股當沖計畫

### 系統模式
- 模擬 / 正式：
- 今日重點：原始 watchlist / 事件補充 / 09:15 / 09:30 補充

### 觀察名單
- 標的 A：來源 / 關鍵價位 / 理由
- 標的 B：來源 / 關鍵價位 / 理由

### 進場規則
- VWAP：
- 量能條件：
- 大盤條件：
- 失效點：

### 出場規則
- 停損：
- 停利：
- 時間出場：
- 強制清倉：13:20 後

### 風控
- 單筆風險：
- 單日最大虧損：
- 連虧停手條件：

System Review

## 當沖系統檢查

### 候選來源
- 盤前：
- 事件同步：
- 09:15 補充：
- 09:30 補充：

### 進場邏輯
- VWAP：
- 量能：
- 大盤：
- 結構：

### 出場邏輯
- 停損：
- 停利：
- 條件破壞：
- 強制清倉：

### 風險點
1. 
2. 
3. 

### 建議修正
1. 
2. 
3. 

Tool Selection

Choose tools by task:

• 盤前準備缺什麼、今天要檢查哪些項目 → scripts/generate_premarket_checklist.py
• 開盤前要看一份當日總覽 → scripts/format_daily_intraday_brief.py
• 盤中要整理多檔標的、區分持續觀察 / 接近進場 / 降級移除 → scripts/review_intraday_watchlist.py
• 懷疑流程節點有問題、要快速做 ops/status 稽核 → scripts/audit_intraday_flow.py
• 收盤後要做來源回顧與規則違反檢討 → scripts/format_postmarket_review.py
• 修改 skill 後要檢查邊界有沒有跑掉 → scripts/run_mini_eval.py

Scripts

Use bundled scripts when deterministic output is helpful:

• scripts/generate_premarket_checklist.py

  • generate a compact pre-market checklist
  • accepts initial watchlist, manual watchlist path, mode, risk budget, and notes

• scripts/review_intraday_watchlist.py

  • format a manually reviewed intraday watchlist into 持續觀察 / 接近進場 / 降級移除 language
  • does not classify signals on its own; it only structures labels and notes provided by the operator

• scripts/audit_intraday_flow.py

  • format a compact ops/status review of the main intraday runtime path from trading-day check to force exit
  • does not inspect logs or infer health automatically; it only structures the statuses provided as input

• scripts/format_daily_intraday_brief.py

  • format a daily intraday briefing from provided market bias, lists, priorities, and risk notes
  • does not rank candidates or generate signals automatically

• scripts/format_postmarket_review.py

  • generate a compact post-market review template
  • accepts symbols by source (pre-market / event sync / 09:15 / 09:30), best/worst trade, and rule violations

• scripts/run_mini_eval.py

  • run a small local boundary check against bundled positive / boundary / negative queries
  • useful after editing the skill description or narrowing scope

References

Load references/tw_day_trading_guide.md for Taiwan intraday workflow guidance. Load references/qtds_system_mapping.md when the task specifically concerns the user's quantitative-trading-decision-system. Load references/script_vocabulary.md when editing or extending bundled scripts so internal naming stays consistent while human-facing output remains natural Chinese.