QVeris Earnings Tracker

Use this skill for earnings calendar and recap workflows adapted from Earnings Tracker. Preserve watchlist, industry filters, US/HK/CN coverage concepts, and recap output; replace all FMP, Alpha Vantage, Yahoo, Polygon, Sina, and WebSearch adapters with QVeris CAP calls.

Source record:

Runtime Contract

• Use only qveris_finance.* CAP tools and QVERIS_API_KEY.
• Resolve watchlist symbols and industry filters with ref_security_master, ref_symbology, ref_company_profile, ref_classification_industry, and ref_classification_theme.
• Accept dry_run, max_calls, max_age, and budget_note; if omitted in a natural-language request, default to dry_run=false, max_calls=12, max_age=P1D, and a conservative budget note, then echo those controls.
• Attach qveris_trace to every calendar event, surprise value, transcript quote, news item, and price reaction.
• Feishu or other notification channels are outside the financial data substrate and must not contain secrets.
• Treat QVeris _meta.source_provider as provenance only; never call, request credentials for, or depend on those internal providers directly.
• Suppress analyst_target_price, target_price, price-objective, upside, buy/sell, and recommendation fields even if a QVeris payload contains them.
• Sanity-check entity, market, date window, fiscal period, and payload shape before using data; if a payload is stale, cross-period, truncated, out-of-window, or semantically mismatched, mark it in data_quality and missing_fields.

Workflows

1. Earnings calendar: event_calendar_earnings.
2. Post-earnings recap: earnings_actual_surprise, estimates_consensus, transcripts_earnings_call, news_fin_realtime.
3. Watchlist/industry filter: ref_security_master, ref_classification_industry, ref_classification_theme.
4. Price reaction: mkt_l1_rt, mkt_bars_intraday, mkt_after_hours.

Output Requirements

• Use schemas/output.schema.json.
• Calendar rows must include event time, market, source time, missing fields, and trace.
• Filter earnings-calendar rows to the requested window; if QVeris returns earlier/later events, place them under data_quality.out_of_window_events and do not label them upcoming.
• Recaps must separate reported facts, estimate comparison, management commentary, and market reaction.
• If earnings_actual_surprise or transcripts_earnings_call fails, output recap-prep inputs only and mark surprise/transcript fields missing.
• Do not output buy/sell alerts or trading thresholds.
• Include data_quality with status, stale fields, out-of-window events, and suppressed fields when applicable.
• End with: 不构成投资建议 / Not investment advice.

Prohibited Capabilities

Do not use FMP, Alpha Vantage, Yahoo, Polygon, Sina, WebSearch as a data adapter, EODHD, AkShare, Snowball, SEC scraping, Longbridge, FinViz, Alpaca, browser automation, cookies, login state, third-party API keys, automated trading, wallet/swap, buy/sell points, portfolio action instructions, or target price commitments.

References

• Read references/qveris-tool-map.md before choosing tool calls.
• Use fixtures/qveris/sample-output.json as the minimum output shape.