Rq Catalyst Calendar
Generate a structured equity catalyst calendar report from RiceQuant RQData exports and optional web-sourced macro events for a defined stock pool and date window.
Overview
rq-catalyst-calendar is an agent skill most often used in Idea (also Grow, Operate) that turns RiceQuant RQData JSON bundles into a structured catalyst calendar markdown report for a stock pool and date range.
Install
npx skills add https://github.com/ricequant/ricequant-skills --skill rq-catalyst-calendarWhat is this skill?
- Merges seven standard RQData-side JSON inputs plus optional web_search_events.json into one calendar narrative
- Fills a markdown report template with executive summary, full calendar table, and type-grouped sections
- Surfaces high-impact and recently disclosed catalysts with tracking recommendations
- Handles exact dates and estimated windows via date_type rules on supplemental web events
- Normalizes tickers and company names across heterogeneous field names in source files
- Seven standard raw JSON inputs in --data-dir plus one optional web_search_events.json
- Report template defines nine major sections from executive summary through appendix
Adoption & trust: 1 installs on skills.sh; 26 GitHub stars; 2/3 security scanners passed (skills.sh audits); trending (+100% hot-view momentum).
What problem does it solve?
You have RQData exports and optional web catalyst notes scattered in JSON files but no single dated calendar that ranks what matters for your watchlist.
Who is it for?
Indie quant researchers, fintech builders, or solo investors already using RiceQuant CLI dumps who want a standardized catalyst briefing for a defined pool and window.
Skip if: Builders who need live order execution, intraday alerts, or a skill that fetches RQData without you preparing the documented raw JSON files first.
When should I use this skill?
You need a catalyst calendar markdown report for a stock pool between START_DATE and END_DATE using prepared RQData JSON in a data directory.
What do I get? / Deliverables
You get a filled catalyst calendar report with grouped events, high-impact callouts, and tracking guidance ready to share or drop into your research repo.
- Catalyst calendar markdown report matching the SKILL readme section structure
- Normalized calendar table and event-type groupings derived from pooled identifiers
Recommended Skills
Journey fit
Spans multiple journey phases - primary shelf plus alternate fits below.
Catalyst calendars are most valuable early when you are mapping what could move names before committing capital or build scope—canonical shelf is idea-phase market research. The skill turns pooled identifiers and raw JSON feeds into a dated research artifact (earnings, dividends, disclosures), which is core research subphase work rather than shipping or distribution.
Where it fits
Before sizing a fintech feature, you compile upcoming earnings and dividend catalysts for a competitor stock pool.
You refresh a monthly watchlist memo by regenerating the calendar for the next quarter’s observation window.
After new announcement_raw.json drops, you rebuild the report to see which high-impact dates moved.
How it compares
Use as a report generator over offline RQData artifacts, not as a generic web scraper or an MCP market-data server.
Common Questions / FAQ
Who is rq-catalyst-calendar for?
Solo builders and small teams doing equity research with RiceQuant-style data pipelines who want a repeatable catalyst calendar document from local JSON inputs.
When should I use rq-catalyst-calendar?
Use it during Idea research to map upcoming earnings and policy catalysts, in Grow analytics when refreshing watchlist drivers, and in Operate monitoring when reconciling new disclosures against your calendar.
Is rq-catalyst-calendar safe to install?
Treat it like any third-party agent skill: review the Security Audits panel on this Prism page and inspect what file paths and network calls your agent performs when filling reports from your data directory.
SKILL.md
READMESKILL.md - Rq Catalyst Calendar
# 催化剂日历报告 报告日期：[[REPORT_DATE]] 观察区间：[[START_DATE]] 至 [[END_DATE]] 覆盖范围：[[COVERAGE_SCOPE]] ## 执行摘要 [[EXEC_SUMMARY]] ## 完整日历视图 [[CALENDAR_TABLE]] ## 按事件类型分类 [[EVENT_TYPE_SECTIONS]] ## 高影响事件详解 [[HIGH_IMPACT_SECTIONS]] ## 近期已披露催化剂 [[RECENT_DISCLOSED_SECTIONS]] ## 跟踪建议 [[ACTION_SECTION]] ## 日期不确定事件 [[ESTIMATED_EVENT_SECTIONS]] ## 附录：口径说明 [[APPENDIX]] # Catalyst Calendar Data Contract ## Raw Inputs The generator looks for these files inside `--data-dir`: - `stock_pool.json` - `earnings_express_raw.json` - `latest_financial_raw.json` - `dividend_raw.json` - `instrument_meta.json` - `announcement_raw.json` - `web_search_events.json` (optional) Each file may be: - `{ "data": [...] }` - `{ "data": { ... } }` - `[...]` - `{ ... }` ## Common Identifier Fields Ticker fields: - `order_book_id` - `ticker` - `stock_code` - `symbol` - `code` Company name fields: - `display_name` - `name` - `stock_name` - `company_name` - `symbol_name` - `symbol` ## `web_search_events.json` Contract `web_search_events.json` is only for macro / industry catalysts that cannot be directly sourced from `RQData CLI`. Each record must contain at least: - `query` - `source_name` - `source_type` - `title` - `url` - `published_at` - `retrieved_at` - `summary` - `why_relevant` - `confidence` - `event_scope` - `scope_name` - `event_title` - `date_type` - `impact_level` Date fields: - `date_type = exact` requires `event_date` - `date_type = estimated_window` requires both `window_start` and `window_end` Allowed `event_scope` values: - `macro` - `industry` Recommended `source_type` values: - `official` - `government` - `association` - `authoritative_media` - `general_news` - `inference` Example: ```json { "data": [ { "query": "2026年4月 CPI 发布日期 国家统计局", "source_name": "国家统计局", "source_type": "government", "title": "2026年4月居民消费价格数据发布时间安排", "url": "https://www.stats.gov.cn/...", "published_at": "2026-04-01", "retrieved_at": "2026-04-07", "summary": "国家统计局更新了 4 月价格数据发布时间。", "why_relevant": "宏观数据发布可能影响利率预期和高估值板块风险偏好。", "confidence": 4, "event_scope": "macro", "scope_name": "宏观", "event_title": "4月 CPI / PPI 数据发布", "date_type": "exact", "event_date": "2026-04-10", "impact_level": "H" } ] } ``` ## Normalized Event Fields Each normalized event contains: - `event_id` - `ticker` - `company` - `event_type` - `event_title` - `event_date` - `date_type` - `window_start` - `window_end` - `impact_level` - `source` - `confidence` - `evidence` - `notes` - `disclosure_date` - `source_link` ## Validation Rules - Company structured events should come from `RQData CLI` - `web_search_events.json` must not be used to replace earnings dates, dividend dates, or official announcement events - Web-search estimated windows must not exceed confidence `3` - If a past announcement explicitly states a future meeting or activity date, the normalized `event_date` should use the actual future date, while `disclosure_date` keeps the original announcement date - Raw announcement PDFs should be read selectively: only titles that are likely to contain useful future dates or windows should trigger PDF parsing ## Date Rules - `date_type = exact`: the event has an explicit date from source data - `date_type = estimated_window`: the event only has an expected disclosure or occurrence window - When only a quarter or period is known, the generator must use an estimated window instead of a fabricated exact date - Dividend events should be queried with a long enough lookback window, but should only enter the calendar when `ex_dividend_date` falls inside the observation window - Announcement events should be queried with an additional lookback before the report start date; for catalyst-calendar, about 120 days is recommended because past announcements may already contain exact future event dates - For web events, `published_at` is the disclosure / publication date of the source