financial_timeseries

financial_timeseries is a skill for Claude Code, Codex from fdueblab/Micro-Agent. It costs 0 tokens per session (633 once invoked), scanned A, original, MIT.

A set of rules for building financial time-series forecasting models for values such as exchange rates, prices, trading volume, and credit limits. Time-series data is ordered by time, so future information must not enter the past during training.

In plain words
What is it for?
Use it to choose forecasting methods, create lagged and rolling features, split data by time, evaluate predictions, and report direction accuracy and error measures.
Why use it?
It prevents future-data leakage, requires comparison with a simple baseline, and handles short histories or weak forecasts without inventing results.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to choose forecasting methods, create lagged and rolling features, split data by time, evaluate predictions, and report direction accuracy and error measures.

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Install with agentmods
npx agentmods add skills/fdueblab/micro-agent/financial_timeseries
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add fdueblab/Micro-Agent --skill financial_timeseries
Clone the repo
git clone --depth 1 https://github.com/fdueblab/Micro-Agent

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for financial_timeseries

README.md
[![agentmods](https://agentmods.dev/badge/skills/fdueblab/micro-agent/financial_timeseries/github.svg)](https://agentmods.dev/skills/fdueblab/micro-agent/financial_timeseries)
Your own site
<a href="https://agentmods.dev/skills/fdueblab/micro-agent/financial_timeseries"><img src="https://agentmods.dev/badge/skills/fdueblab/micro-agent/financial_timeseries/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for financial_timeseries

Your own site · 80×15
<a href="https://agentmods.dev/skills/fdueblab/micro-agent/financial_timeseries"><img src="https://agentmods.dev/badge/skills/fdueblab/micro-agent/financial_timeseries.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 0 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 633 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00000 $0.00633
Opus 5.5 $0.00000 $0.00253
Sonnet 5.5 $0.00000 $0.00127
Haiku 4.5 $0.00000 $0.00063

Measured 22d ago against content hash 1b3a438689b1, method: parsed. Prices are Anthropic first-party input rates as of 2026-10-07, from the pricing page.

Security

Grade A, and why

financial_timeseries scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 22d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

workspace/skills/financial_timeseries/SKILL.md · 36 lines

What it actually says

你正在生成一个金融时间序列预测模型(汇率/价格/交易量/额度预测等)。时序任务有两条铁律,违反即失效:

铁律 1:防时序泄漏

  1. 切分:按时间顺序前 80% 训练 / 后 20% 测试,禁止 train_test_split(shuffle=True)
  2. 特征:只用预测时点已知的信息——滞后特征(shift(k) 且 k ≥ 预测步长)、过去窗口的滚动统计、日历特征(星期/月末);禁止当期特征、禁止全序列统计量(含未来数据)
  3. 标准化:均值/方差仅用训练段计算
  4. 重采样禁止:SMOTE 会打乱时间结构,时序任务禁用;不平衡时用 class_weight

自检方法:对每个特征问"预测当天早上我能拿到这个数吗?"——答案是否则该特征泄漏。

铁律 2:必须对比朴素基线

朴素基线(下一期 = 最后一期值)在金融时序上极强,模型打不过它等于没有价值:

  • 实现时同时计算:模型 MAPE vs 朴素基线 MAPE,两者并列写进 test_results 与 model_summary
  • 模型接近随机游走数据(如日频汇率)时略逊于朴素基线是领域共识,如实汇报并说明,禁止掩饰
  • 方向准确率 >55% 才有信息量(50% = 抛硬币),一并汇报

模型选型(按复杂度递增,单文件交付优先轻量)

  1. 朴素/季节性朴素(也是 no_training 约束下的合理方案)
  2. 线性回归 + 滞后特征(可解释,常胜过复杂模型)
  3. ARIMA(statsmodels,依赖声明带版本)
  4. GradientBoosting + 滞后/滚动特征(多变量主力)

禁止为单文件交付引入 LSTM/torch,除非用户明确要求。

输入防御(时序特有)

main_process 必须校验历史序列长度 ≥ 最小窗口(特征所需最大滞后阶数),不足时降级返回 {"prediction": None, "confidence": 0, "reason": "历史序列不足 N 期"}——禁止崩溃,禁止强行预测。

评估

MAPE 为主指标,RMSE/MAE 注明单位与量纲,方向准确率辅助。滚动验证(walk-forward)优于单次切分,条件允许时优先使用。

Files

What ships with it

1 file beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 22d ago First seen · 36 lines · 0 tokens per session scan A 1b3a438689b1

Subscribe to this mod's changes

financial_timeseries is a skill published in the GitHub repository fdueblab/Micro-Agent (101 stars, last pushed 17d ago), licensed MIT. It costs nothing until one of its globs matches a file; then it loads 633 tokens. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-25.

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