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Generate automated daily market reports for Chinese futures markets. Summarize sector performance, top movers, volume/OI changes, and produce formatted end-o...
---
name: daily-market-report
description: Generate automated daily market reports for Chinese futures markets. Summarize sector performance, top movers, volume/OI changes, and produce formatted end-of-day summaries for distribution or PDF conversion.
emoji: 📰
metadata:
openclaw:
requires:
bins:
- curl
envVars: []
dependencies:
skills:
- china-commodity-quotes
---
# Daily Market Report — 期货市场每日行情日报
Generate structured, professional daily reports covering Chinese commodity futures, financial index futures, and shipping index markets.
**Use this skill when:**
- User asks for "日报", "收盘总结", "日盘回顾", "每日行情汇总"
- End of trading day (15:00 CST or night session close)
- User wants a formatted market summary to share or distribute
- User asks "今天哪些品种涨得最好" or "今天的大跌是什么原因"
## Report Workflow
### Step 1: Gather Data
Use `china-commodity-quotes` skill to fetch all major contracts. Recommended data points per contract:
| Field | Source |
|:------|:-------|
| Current price | Sina Finance API / browser snapshot |
| Open | Sina Finance API |
| High / Low | Sina Finance API |
| Previous settlement | Sina Finance API |
| Volume | Sina Finance API |
| Open interest | Sina Finance API |
| Change % | Calculated: (current - prev_settlement) / prev_settlement × 100 |
**Primary contracts to cover:**
| Sector | Contracts | Exchange |
|:-------|:----------|:---------|
| Financials | IF, IC, IH, IM (main month) | CFFEX |
| Metals | CU, AL, AU, AG (main month) | SHFE |
| Ferrous | I, RB, HC (main month) | DCE / SHFE |
| Energy | SC, LU (main month) | INE |
| Chemical | MA, TA, SA, EG (main month) | ZCE / DCE |
| Agricultural | C, M, Y, P, SR, CF (main month) | DCE / ZCE |
| Shipping | EC (main month) | INE |
**Bulk data fetch (quick method):**
```bash
curl -s -e "https://finance.sina.com.cn" "https://hq.sinajs.cn/list=IF0,IC0,IH0,IM0,CU0,AL0,AU0,AG0,I0,RB0,HC0,SC0,LU0,MA0,TA0,SA0,EG0,C0,M0,Y0,P0,SR0,CF0,EC0"
```
### Step 2: Calculate Statistics
For each contract, compute:
- **涨跌幅 (Change %):** (current - prev_settle) / prev_settle × 100
- **振幅 (Range %):** (high - low) / prev_settle × 100
- **成交额 (Turnover):** volume × price × contract_multiplier
- **持仓变化 (OI Change):** current_OI - prev_OI (requires 2 data points)
- **涨跌比 (Advance/Decline):** Across all tracked contracts
### Step 3: Structure the Report
### Step 4: Output Format
## Report Template
```
═══════════════════════════════════════════
📰 中国期货市场日报
China Futures Daily Market Report
═══════════════════════════════════════════
📅 YYYY-MM-DD (周X)
🕐 日盘 + 夜盘收盘
───────────────────────────────────────────
━━━ 1. 市场概况 ━━━
📊 今日总览
● 跟踪品种: 40个
● 上涨品种: 25个 (62.5%) 🟢
● 下跌品种: 12个 (30.0%) 🔴
● 持平品种: 3个 (7.5%) ⚪
● 涨跌比: 2.08:1
📈 涨幅TOP5
1. EC (集运欧线) +3.85% — 即期运价反弹
2. J (焦炭) +2.50% — 焦化厂提涨
3. AG (白银) +2.30% — 外盘贵金属走强
4. CU (铜) +1.85% — LME铜库存下降
5. I (铁矿石) +1.60% — 钢厂补库
📉 跌幅TOP5
1. SA (纯碱) -3.20% — 累库压力
2. MA (甲醇) -2.40% — 港口库存偏高
3. C (玉米) -1.80% — 新粮上市预期
4. RM (菜粕) -1.50% — 需求疲弱
5. EG (乙二醇) -1.30% — 装置重启
━━━ 2. 板块表现 ━━━
🏦 金融股指 | 涨跌: +0.85% | 成交额: ¥2850亿
● IF (沪深300): +0.95% → 3840.2
● IC (中证500): +0.72% → 5620.0
● IH (上证50): +0.88% → 2550.5
● IM (中证1000): +0.65% → 6180.0
🥇 贵金属 | 涨跌: +1.85% | 成交额: ¥420亿
● AU (黄金): +1.20% → 580.30
● AG (白银): +2.30% → 7850.0
🛢️ 能源化工 | 涨跌: -0.65% | 成交额: ¥850亿
● SC (原油): -0.80% → 520.0
● MA (甲醇): -2.40% → 2450.0
● TA (PTA): -0.30% → 5820.0
● SA (纯碱): -3.20% → 1550.0
● EG (乙二醇): -1.30% → 4620.0
⚙️ 黑色系 | 涨跌: +0.75% | 成交额: ¥620亿
● I (铁矿石): +1.60% → 780.0
● RB (螺纹钢): +0.40% → 3720.0
● J (焦炭): +2.50% → 2350.0
● JM (焦煤): +1.80% → 1450.0
● HC (热卷): +0.50% → 3850.0
🌾 农产品 | 涨跌: +0.30% | 成交额: ¥380亿
● C (玉米): -1.80% → 2450.0
● M (豆粕): +0.60% → 3020.0
● Y (豆油): +0.80% → 8250.0
● P (棕榈油): +1.20% → 7650.0
● SR (白糖): -0.20% → 5950.0
● CF (棉花): -0.40% → 14200.0
🚢 航运 | 涨跌: +3.85% | 成交额: ¥95亿
● EC (集运欧线): +3.85% → 3850.0
━━━ 3. 市场异动 ⚡ ━━━
🔺 异动上涨:
● EC 集运欧线 +3.85% — 即期运价指数反弹，船公司提价
● AG 白银 +2.30% — 外盘突破，避险情绪升温
● J 焦炭 +2.50% — 焦化厂开启第二轮提涨
🔻 异动下跌:
● SA 纯碱 -3.20% — 库存连续3周累积创新高
● MA 甲醇 -2.40% — 港口到港增加
● C 玉米 -1.80% — 新粮上市预期施压
━━━ 4. 资金流向 ━━━
💰 资金流入TOP3 (持仓量增加):
1. CU铜: +12,500 手
2. IF沪深300: +8,200 手
3. SC原油: +6,500 手
💸 资金流出TOP3 (持仓量减少):
1. SA纯碱: -18,000 手
2. RB螺纹钢: -9,500 手
3. MA甲醇: -7,000 手
━━━ 5. 明日关注 ━━━
📅 重要事件:
1. 09:30 中国公布5月PMI数据
2. 20:30 美国初请失业金人数
3. LME铜库存数据更新
🔮 技术面提示:
● IF2606: MACD金叉延续，关注3850压力位
● SA2609: 超卖区域，关注1500整数关口支撑
● EC2608: 强势突破，顺势偏多
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📝 报告生成时间: YYYY-MM-DD HH:MM
⚡ 数据来源: 新浪财经 / 各交易所
```
## Scripts
### `scripts/report_generator.py`
Daily report generation helper:
- `fetch_all_quotes()` — Bulk fetch all major contracts
- `calc_sector_averages(contracts)` — Calculate sector-level aggregates
- `rank_by_change(contracts)` — Top gainers/losers ranking
- `detect_anomalies(contracts)` — Spot unusual volume/price moves
- `generate_markdown_report(data)` — Build the full report template
- `export_pdf(markdown_path)` — Convert markdown to PDF (via pandoc/weasyprint)
## Export Options
### Simple Markdown (Default)
Output as structured markdown, ready for:
- Copy-paste to WeChat/Flying book
- Save as `.md` file
- Future conversion
### PDF Conversion (if available)
```bash
# Using pandoc + wkhtmltopdf
pandoc report.md -o report.pdf --pdf-engine=wkhtmltopdf
# Using python with weasyprint
python -c "
from weasyprint import HTML
HTML(string=open('report.md').read()).write_pdf('report.pdf')
"
```
## Notes
- Best generated after 15:30 CST (日盘 close + data settling)
- Include night session data if report is generated the next morning
- Use `approx` for turnover: volume × price × contract_multiplier (simplified)
- OI change requires comparing to previous day; for first run, mark as "N/A"
- For WeChat/Discord delivery, use the AGENTS.md formatting rules (bullet lists, no tables)
don't have the plugin yet? install it then click "run inline in claude" again.