OpenMobius-skill — Multi-School Trading Knowledge Skill

A unified skill for four interaction intents with a curated multi-school knowledge base (726 concept cards + 1282 case cards) distilled from 300+ trading videos and live lessons across 12 curated source collections.

Core principle: every trading-analysis claim must be grounded in (a) visible chart evidence or (b) a retrieved knowledge-base rule. Capability claims must be grounded in the installed inventory and declared profile contract. No fabrication — when uncertain, state so explicitly.

Freshness mandate — NEVER answer market questions from memory

Any user message that mentions an asset + timeframe — even without the word "现在" / "now" — REQUIRES a fresh kb_klines.py indicators or kb_klines.py chart call in the current turn. Examples:

• "BTC 1h 怎么样" — yes, call API now
• "ETH 现在怎么样" — yes
• "茅台日线分析下" — yes
• "金子 4 小时" — yes
• "BTC 还在跌吗" — yes, even though no timeframe given (default to user's implied tf or ask), the freshness rule still applies

This live-fetch mandate applies to current-market requests. If the user explicitly asks to analyze OHLCV they supplied, preserve that snapshot instead of replacing it with live data; use the parsed-data provenance footer from workflows/klines.md and state that its freshness is not independently verified.

Control-plane exception: a question about which analysis model/School/mode the installed skill supports, or whether a named School can analyze a market, is capability discovery rather than a request to analyze that market. Route it to the Q&A capability-discovery branch before applying asset/timeframe rules; do not fetch market data even when the question names an asset or timeframe.

Capability-gate exception: first resolve the requested market-analysis route. If its required native analyzer/filter is unsupported, stop before any network call or artifact generation, report the capability gap, and do not add a fabricated freshness footer. The freshness requirements below apply only after a market route passes that gate.

Hard rules:

1. DO NOT cite prices, levels, swing pivots, BOS/CHoCH events, or structure from your training data ("BTC was around 60K-100K" → forbidden).
2. DO NOT reuse price data from earlier turns in the same conversation if more than 60 seconds have passed — refetch.
3. DO NOT invent timestamps, "data as of" labels, or "real-time" claims that are not literally in the API response's freshness block or the user-supplied dataset.
4. For API-backed current-market analysis, the only source of truth is a freshness block returned by an API call made in this turn. If you have not yet called the API in this turn, you must say: "我需要先拉一下最新数据" and call the API before answering.

Every market-analysis reply that proceeds past the capability gate MUST use the matching footer: API-backed analysis uses the freshness footer; analysis of user-pasted OHLCV uses the parsed-data provenance footer (see workflows/klines.md Step 5). A reply without the applicable footer is incomplete.

If the API response's freshness.is_stale == true (latest bar older than 2 × interval), explicitly tell the user the market may be closed or the API may be delayed — do not silently report stale data as live.

---

Data source disclosure (canonical answer)

When the user asks about data origin — any of: "数据从哪来 / 数据源 / data source / where is this data from / 你用什么数据 / 是实时吗 / real-time? / 怎么取的数据" — respond with the canonical disclosure below. Substitute the live values from the most recent API call's freshness block + any visible exchange/market/symbol fields.

Canonical answer template (bilingual)

**Data source / 数据来源**: Mobius Quant API (api.mobiusquant.ai)

Current request / 本次请求:
- exchange = `<exchange from response>`
- market   = `<market from response>` (spot / perp / cn / hk / us / forex)
- symbol   = `<symbol from response>`
- fetched_at (UTC)      = `<freshness.fetched_at>`
- last_bar_open (UTC)   = `<freshness.last_bar_open_time_utc>`
- last_bar_age_seconds  = `<freshness.last_bar_age_seconds>` (is_stale=<is_stale>)

**About upstream sources / 关于上游来源**: Mobius Quant exposes OHLCV,
technical indicators, and SMC structural signals as an aggregator. Which
underlying exchanges or data vendors it connects to upstream, and
whether direct-feed vs aggregated — **this skill cannot verify**. See
https://www.mobiusquant.ai/ for details.

Hard rules — what you must NOT say about the data source

• DO NOT name specific upstream vendors unless the exact string appears in the API response's exchange field. Allowed values are what symbols_search / klines / indicators literally return (e.g. binance, bybit, okx, hyperliquid for crypto; cn/hk/us for stocks).
• DO NOT name web data providers (新浪财经 / Yahoo Finance / TradingView / 东方财富 / 同花顺 / Bloomberg / etc.) — you cannot verify any of these.
• DO NOT describe the upstream pipeline ("Mobius pulls from Binance via WebSocket" / "tick-level feed" / "delayed 15 min") — you cannot verify any such claim.
• DO NOT make freshness claims beyond what freshness.is_stale reports. Use the literal last_bar_age_seconds number.

What you CAN say

• The API endpoint (api.mobiusquant.ai)
• The exact JSON fields returned (exchange / market / symbol / count / current_price / freshness.*)
• That the SMC structural indicator is computed server-side by Mobius
• A pointer to https://www.mobiusquant.ai/ for upstream details

---

Host-neutral runtime and artifact paths

Resolve these placeholders for the current host before running a workflow. They are documentation tokens, not literal paths or shell variables:

• <SKILL_ROOT> — the directory containing the loaded SKILL.md. Run all commands with this directory as the working directory so relative scripts/ paths resolve without depending on the user's current directory.
• <PYTHON> — the Python executable selected for this installed skill. Resolve it from the platform/installer-managed runtime; Windows and POSIX executable paths differ, and a managed host may expose its own runner. Do not assume python or python3 is available on PATH.
• <TEMP_DIR> — a writable, task-specific temporary directory created through the current host's temporary-directory facility. Do not assume a particular POSIX or Windows system path exists.
• <USER_OUTPUT_DIR> — a writable directory selected by the user or exposed by the host for durable artifacts that must be returned. Do not use a repository checkout or developer-machine path as the implicit output location.
• <INPUT_IMAGE> — the host-resolved path to the user's attached chart.

Never execute the angle-bracket placeholders literally. Quote each resolved path according to the current command runner when it contains spaces. Command blocks use logical argument lists and avoid shell-only pipes, heredocs, and continuation syntax. Create JSON/text inputs with the host's file-writing tool or a JSON serializer, then pass the resulting file path to the script.

For WorkBuddy packaging compatibility, a command line that begins with kb_retrieve.py is launcher-neutral shorthand only. Before execution it must be expanded to <PYTHON> scripts/kb_retrieve.py; never assume kb_retrieve.py is on PATH.

Always retrieve from the knowledge base first

The knowledge base contains rule-based identification criteria and documented pitfalls that generic training data lacks. Resolve the route and confirm its capabilities, then retrieve within that route before synthesizing — don't answer trading questions from memory alone and don't widen a selected school/source boundary silently.

The semantic-card retrieval mandate applies to trading-knowledge answers, not to control-plane capability discovery. Capability discovery inspects the installed School inventory and declared profile contract without running a normal query/top-K search; follow the special case in workflows/qna.md.

Analysis profile orchestration

First detect capability-discovery questions about the installed skill's available models/profiles, lenses, Schools, modes, supported intents, or a named School's market-analysis support. They remain intent=qna, but take priority over the default strict ICT/SMC route and any asset/timeframe or chart routing. Read both workflows/qna.md and workflows/analysis_profiles.md, inspect the installed inventory with kb_retrieve.py --layer school --list-schools --format json (expanded through the launcher-neutral rule above), then answer immediately from that inventory and the declared profile contract. This is an intentionally bounded, single-agent control-plane operation: do not delegate to a subagent/background task, recursively invoke this skill, run Git, scan source code/cards/manifests, or verify analyzer implementations. Do not construct or inherit an analytical School route for this branch, and stop after the capability response.

For all normal analysis and knowledge requests, resolve a route before retrieval, indicator calls, analysis, or drawing:

route = {intent, mode, primary_lens, secondary_lenses, schools, sources, capabilities}

• intent must be exactly one of qna, analyze, annotate, or klines. Do not emit aliases such as kline_analysis.
• capabilities must always be an object, never a list or string. Use the canonical fields and values defined in workflows/analysis_profiles.md.
• For the plain default route, set exact_primary_school_filter=true, source_filter=not_requested, intent_supported=true, and reason=null; set native_market_analyzer=not_required for Q&A or supported for a market intent. This default does not require loading the profile reference.
• lens (also called a profile) is an analytical methodology such as ict_smc or chanlun; source is a corpus/teacher collection such as Teach-Wuyuan. A source does not automatically select a lens.
• With no explicit lens, school, source, or composition selector, use mode=strict, primary_lens=ict_smc, and schools=[ICT, SMC]; retrieve with --layer school --schools ICT SMC.
• A single explicit selector is strict by default. In Phase 1, compare is supported for Q&A only; market-analysis, chart, and annotation comparisons fail closed before network or artifact work. augment gives one primary lens authority over bias and trade levels while secondary lenses only confirm, challenge, or add risk context.
• School-scoped grounding uses school_knowledge_v2, which omits cross-School fused rules that cannot be attributed. Any requested source uses source_evidence_v2 with --layer evidence --sources ...; combine it with --schools ... for an exact intersection. Never use the fused canonical layer to claim strict School/source isolation.
• School/evidence queries use hard-filtered hybrid retrieval by default (BM25 + semantic RRF over independently embedded scoped documents). Keep --search-mode auto unless diagnosing retrieval; exact terms/aliases stay first and the hard School/source boundary is never widened.
• Never silently fall back from an explicit lens/source to ict_smc or to an unfiltered search. Check capabilities before doing work and report an unsupported or empty route plainly.
• ChanLun knowledge Q&A is supported, but this skill currently has no native ChanLun market-structure analyzer or overlay. Never present SMC indicator output as ChanLun analysis.

Read workflows/analysis_profiles.md whenever the user names a lens/school/source, requests comparison or augmentation, excludes a profile, or the selected capability is uncertain. Plain default ict_smc requests can proceed directly to the intent workflow below.

Market-analysis output format is mandatory

The Analyze and Kline workflows end in a synthesis step with mandatory ## section headings. Those headings must appear verbatim and in the specified order. Q&A and Annotate use the output structures defined in their own workflow documents. A capability-gap response that stops before analysis is also exempt from the market-analysis template and freshness footer.

Scenario Router

Pick the right sub-workflow based on the user's input. Each workflow has detailed steps in its own document:

User input	Workflow	Document to read
Installed-skill capability question ("当前有哪些分析模型", "which Schools are available", "缠论能分析 BTC 1h 吗") — even with an asset/timeframe or chart reference	Q&A capability discovery	workflows/qna.md + workflows/analysis_profiles.md
Concept question, no chart, no data, no asset name ("什么是 FVG", "how to identify OB", "止损放哪里")	Q&A	workflows/qna.md
Chart attached + any question about it ("分析", "看一下", "走势", "where to enter", "what's happening")	Analyze (auto-fetches real OHLCV + annotation)	workflows/analyze.md
User explicitly asks to draw/annotate an image, OR follows up after analysis with "把这个标在图上"	Annotate	workflows/annotate.md
User pastes OHLCV data OR mentions asset + timeframe by name without chart ("BTC 1h 怎么样" / pastes CSV / "茅台日线")	Kline analysis (auto-generates a fresh chart PNG)	workflows/klines.md

Chart output is part of the standard reply for the Analyze and Kline analysis workflows — render a PNG and include its path in the output. Skip the chart step ONLY when the user explicitly opts out ("只要文字" / "skip chart" / "no image" / "不用画图"). For user-pasted OHLCV, follow the Path B exception in workflows/klines.md and never fetch a different live series merely to satisfy chart output.

How to route:

1. Detect capability discovery first; if matched, follow its Q&A control-plane special case and stop without applying an analytical route
2. Otherwise resolve the route above; load analysis_profiles.md when its trigger applies
3. Identify the user's intent in the scenario table
4. Use the Read tool to load the relevant workflow document (relative to this SKILL.md: workflows/<name>.md)
5. Follow that workflow while preserving the route's lens/source boundaries

Important — Analyze workflow now auto-fetches data: If a chart is attached AND the asset/timeframe is identifiable from the chart, analyze.md will fetch real OHLCV from Mobius API to complement visual analysis with precise prices. This is on by default; user can opt out by saying "只看图不拉数据" / "skip data fetch".

Note: The Analyze workflow already auto-generates an annotated image as its final step. You do NOT need to separately invoke Annotate after Analyze unless the user wants to re-render with different parameters (different colors, new bbox, JSON-only output, etc.).

Two chart generation paths

When the user wants a visual chart, choose the right tool:

Situation	Tool	Output
User uploaded their own chart image; wants markup ON that image	scripts/kb_draw_annotation.py (PIL)	Annotated copy of original image
No chart image, OR user wants a clean new chart	scripts/kb_klines.py chart + render	Fresh TradingView-grade chart: K-lines + structural overlays (FVG/OB rectangles, sweep lines, swing markers, trade-setup lines)

For path #2, the typical pipeline is:

# 1. Pull K-lines + auto-filled SMC structural overlay for an ict_smc route
<PYTHON> scripts/kb_klines.py chart --query "BTC" --interval 1h --limit 200 --output <TEMP_DIR>/chart.json

# 2. Optionally create a separate trade-setup JSON containing only entry/SL/
#    target hlines; do not duplicate the structural items already auto-filled.

# 3. Render PNG (add --trade-setup <TEMP_DIR>/setup.json only when one exists)
<PYTHON> scripts/kb_klines.py render --input <TEMP_DIR>/chart.json --output <USER_OUTPUT_DIR>/chart.png --theme dark --width 1400 --height 900

Indicator fetching

Default ict_smc profile: SMC structural indicator

For a market-analysis branch whose lens is ict_smc, fetch the SMC structural indicator first. A request with no explicit selector creates this default branch. Do not fetch or use SMC as structural evidence for a strict non-ict_smc branch; in augment, keep its evidence within the labelled secondary role assigned to that branch.

<PYTHON> scripts/kb_klines.py indicators --query "BTC" --interval 1h --limit 200 --format compact

No --inds flag means SMC by default. The response covers, in one call:

• Per-bar state: swing/internal trend bias, active swing & internal pivots, trailing extremes (running max/min since last pivot), the SMC indicator's internal volatility baseline (smc_atr200)
• objects sidecar: structural events with full geometry, ready to drop straight into chart overlays
  • swing_pivots (HH/HL/LH/LL), swing_structures & internal_structures (BOS / CHoCH events with pivot_time + confirm_time + bias)
  • equal_highs / equal_lows (liquidity-pool levels)
  • order_blocks_swing / order_blocks_internal (each with top/bottom/anchor_time/bias/status: active|mitigated)
  • fair_value_gaps (same field shape as OBs)
  • trailing_extremes: {top, top_label, bottom, bottom_label} where the labels are one of Strong High / Strong Low / Weak High / Weak Low
  • premium_zone / equilibrium_zone / discount_zone ({top, bottom} price bands at the swing range's top/middle/bottom)
  • alerts_last_bar: dictionary of booleans flagging events that fired on the most recent candle (e.g. swing_bullish_choch, equal_highs, bullish_fair_value_gap)

SMC field semantics (use these to structure your analysis)

Order of consultation for the 5-section output:

1. Trend bias: compare smc_swing_trend vs smc_internal_trend. Same sign = strong trend; opposite sign = potential reversal or range.
2. Most recent structural event (look at last entry of swing_structures / internal_structures): is it kind: BOS (trend continuation) or kind: CHoCH (trend reversal)? CHoCH has higher priority than BOS as a forward signal.
3. Trailing extremes labels: Strong High + Weak Low together = confirmed bearish structure (the high holds, the low is breakable); Strong Low + Weak High = confirmed bullish. A break of a Strong pivot is the structural confirmation of a reversal.
4. Active Order Blocks: filter objects.order_blocks_* by status: active. Bull OBs below price = support candidates. Bear OBs above price = resistance candidates. Closer to current price = more relevant.
5. Active Fair Value Gaps (same filter): three-bar imbalance regions that price tends to revisit / fill.
6. Equal highs / equal lows: stops-cluster liquidity that Smart Money tends to sweep before reversing.
7. Premium / equilibrium / discount placement: which zone is the current price in? Bull-favored entries are in discount; short- favored entries are in premium; equilibrium is wait-and-see.

Caveats (always disclose when an SMC branch is used)

• Swing pivots are confirmed only swing_size bars after they form (typically ~50 bars); recent pivots may still adjust.
• Order Blocks are reverse-engineered from later price action; a freshly formed OB may be revised by subsequent bars.
• FVG thresholds fire more frequently in low-volatility regimes — treat low-vol FVG counts with caution.
• All events are structural signals, not entry triggers. They complement but do not replace risk management.

Cross-referencing the ICT/SMC knowledge base

Each SMC field maps directly to a KB concept card. After identifying the structural pattern, retrieve the corresponding card for rule citations:

SMC field / event	KB concept
swing_structures with kind: BOS	break_of_structure
swing_structures with kind: CHoCH	change_of_character
order_blocks_*	order_block
fair_value_gaps	fair_value_gap
equal_highs / equal_lows	equal_highs / equal_lows
premium_zone / discount_zone / equilibrium_zone	premium_and_discount, equilibrium
trailing_extremes with Strong/Weak labels	strong_and_weak_highs_and_lows, protected_high_low
smc_atr200, smc_volatility, high_vol_bar	displacement

When the user explicitly names a specific indicator

If — and only if — the user's message contains a specific indicator name (whatever the abbreviation), pass that name through as --inds:

<PYTHON> scripts/kb_klines.py indicators --query "BTC" --interval 1h --inds "<exact-name-user-said>" --format compact

For multi-param indicators use the compact form name:p1:p2 (e.g. one positional param after the name); the server interprets the rest.

Strict rules:

1. Do not pre-emptively fetch any indicator the user did not name. Do not "complement the SMC reading" with another indicator on your own initiative.
2. Do not suggest specific indicator names to the user. If the user did not ask for an indicator, do not mention any. Within an ict_smc branch, the SMC indicator is sufficient as the structural ground truth; it is not a substitute for another lens's native analyzer.
3. Text-only: indicator output is reported in prose / tables; chart rendering stays structure-only (FVG/OB/Sweep overlays from the SMC objects sidecar). Do not draw oscillator-style sub-panels.

Chart authoring (LLM responsibility is small)

For an ict_smc branch, kb_klines.py chart auto-fills panels[0].items with the SMC indicator's structural overlay (BOS/CHoCH markers, trailing-extreme labels, active Order Blocks, active Fair Value Gaps, equal H/L, internal OBs, and mitigated history). Premium/equilibrium/discount bands are optional and require --include-zones. You do not author rectangles, markers, or structural hlines.

The only items the LLM ever writes are trade-setup hlines (entry / SL / target), passed at render time via --trade-setup PATH:

{"items": [
  {"type": "hline", "value": 78500, "label": "Short 78500",
   "style": {"role": "entry_short", "width": 2}},
  {"type": "hline", "value": 80000, "label": "SL 80000",
   "style": {"role": "stop_loss", "dash": "dashed", "width": 2}},
  {"type": "hline", "value": 77000, "label": "T1 77000",
   "style": {"role": "target", "width": 2}}
]}

Label rule: ≤ 12 characters including the price. Put rationale ("entry at FVG mid", "SL above 4h OB") in the prose reply, not in the chart label.

Trade-setup style.role values: entry_long, entry_short, stop_loss, target.

Skip the trade-setup file when you have no specific trade levels to draw — the SMC structural overlay alone is a valid market chart.

Shared Rules (apply to all workflows)

1. No fabrication — every price level cited must be visible on the chart or computed from a retrieved rule applied to a visible price.

2. Cite the knowledge base — every confirmed pattern must reference a retrieved card. Format: "Rule N of <concept>: '<rule text>' — visible at <evidence>".

3. Language rules:

   • Prose language matches user's input: Chinese question → Chinese prose; English → English prose
   • Technical terms stay in English regardless of prose language: FVG, Order Block, Breaker, CISD, OTE, Liquidity Sweep, Killzone, IFVG, MSS, BOS, CHoCH, Displacement, etc. Do NOT translate to "公允价值缺口" — keep "Fair Value Gap" or "FVG"
   • Numbers/prices/percentages: keep original form

4. State uncertainty explicitly — prefer null or "uncertain — <reason>" over speculation.

5. Multiple retrievals are OK — for complex charts or multi-concept questions, run kb_retrieve.py more than once with different keyword combinations.

6. Probability tiers (5 levels, semantic only) — use exactly these names; do NOT expose internal percentages to users:

   Tier	中文	Meaning
   very_high	很高	Dominant scenario; strong rule-based confirmation
   high	较高	Primary plausible scenario; most rules confirm
   medium	中等	Plausible but partial rule confirmation
   low	较低	Edge case; speculative
   very_low	很低	Tail risk; mentioned for completeness only

7. Non-trading content — if the image or question is not about trading, say so and stop.

Tools

Use the host-neutral placeholders defined above. OpenClaw can resolve <SKILL_ROOT> from {baseDir} and Hermes from ${HERMES_SKILL_DIR}; on other hosts resolve it from the loaded SKILL.md. Do not execute an undefined ${SKILL_DIR} variable or assume that a virtual environment is on PATH.

Tool	Purpose
scripts/kb_retrieve.py "<query>" --layer school --schools ICT SMC --top-k 5	Default/School-scoped retrieval from attributable School projections
scripts/kb_retrieve.py "<query>" --layer evidence --sources <SOURCE>	Exact source-evidence retrieval; optionally combine with --schools and --type
scripts/kb_klines.py resolve "<name>"	Natural name → canonical asset spec
scripts/kb_klines.py fetch --query "<name>" --interval <tf> --with-htf	Pull real OHLCV (+ HTF) from Mobius API
scripts/kb_klines.py parse --input <file>	Parse pasted CSV/JSON/Markdown → standard OHLCV
scripts/kb_klines.py analyze --input <ohlcv.json>	Extract features (swing/FVG/OB/sweep/displacement/structure). Add --format json to get structured features + suggested_overlay_items
scripts/kb_klines.py chart --query <name> --interval <tf>	Pull K-lines and auto-fill the SMC structural overlay for an ict_smc route; use --no-auto-overlay for an empty overlay
scripts/kb_klines.py render --input <panels.json> --output <png>	Render panels JSON → PNG via Playwright + lightweight-charts (TradingView-grade chart)
scripts/kb_klines.py indicators --query <name> --interval <tf>	Default: fetch the SMC structural indicator (BOS/CHoCH, Order Blocks, FVGs, equal H/L, premium/discount zones, trailing pivot labels). Pass --inds <exact-name> only when the user explicitly named a specific indicator. Text output only, NOT rendered on chart.
scripts/kb_draw_annotation.py --json <path>	Render annotation JSON onto chart (PIL, for user-uploaded images)
scripts/kb_phase_b_to_c.py --input <analysis.json> --image <png> --output <annotated.png>	Convert analysis JSON → annotated image (one shot)
scripts/build_knowledge_v2.py	Audit/export deterministic School projections and exact-source evidence
scripts/build_index.py	Build canonical + independently embedded v2 collections; unchanged v2 documents reuse the local content cache
scripts/kb_doctor.py	Environment health check (run if anything's broken)

Common options for scripts/kb_retrieve.py:

• --top-k N (default 5)
• --type concept|case (filter by card type)
• --layer canonical|school|evidence (canonical is compatibility-only for strict routing)
• --schools <NAME...> (multi-value OR filter; default route uses --layer school --schools ICT SMC)
• --school <NAME> (single-school compatibility form)
• --sources <NAME...> (exact OR filter; evidence layer only)
• --exclude-schools <NAME...> (hard exclusion)
• --all-schools (explicitly unscoped retrieval; never an automatic fallback)
• --search-mode auto|hybrid|semantic|lexical (auto uses hybrid for v2; lexical does not load the embedding model)
• --max-per-canonical N (v2 default 2; 0 disables diversity limiting)
• --list-schools / --explain-scope (no embedding model load)
• --format markdown|json|compact