AI Research Pipeline¶

QuantDinger keeps the existing Flask collector, fast-analysis service and professional_report_v1 contract. A thin workflow layer now adds asset-aware research requirements, deterministic calculations and explicit readiness gates without replacing the trading or analysis architecture.

Functional data baseline¶

Asset	Keyless baseline	Optional configured sources	Research output
US equities	SEC EDGAR, Yahoo Finance, FINRA daily short volume	Finnhub, Alpha Vantage, FRED, Twelve Data	Financial periods, filings, analyst consensus, bounded options surface, reported short interest, FINRA short volume, ownership and transcript evidence
Hong Kong equities	HKEX public information, HKMA Open API, Eastmoney/ET Net through AkShare	Licensed HKEX Data Marketplace or LSEG feeds	Financial periods, announcements, Southbound holdings proxy, short selling, CCASS, A/H applicability and analyst consensus
Crypto	Exchange public APIs, CoinGecko	CoinGlass, CryptoQuant	Spot and perpetual scope, funding, open interest, liquidations, flow and on-chain evidence
FX	Yahoo Finance fallback	Twelve Data, Tiingo and FRED	Base/quote identity, technical structure, policy-rate context and policy-rate differential
Traditional futures	Yahoo Finance and CFTC weekly reports	Twelve Data	Nearby expiry curve, continuous-contract fallback, CFTC participant positioning and technical structure

Optional environment keys¶

FRED_API_KEY: policy rates and official US macro series.
ALPHA_VANTAGE_API_KEY: bounded earnings-call transcript evidence.
FINNHUB_API_KEY: US equity fundamentals, estimates and news fallback.
TWELVE_DATA_API_KEY: FX and traditional-futures quotes and history.
TIINGO_API_KEY: FX and precious-metals fallback.
COINGLASS_API_KEY: aggregate crypto derivatives evidence.
CRYPTOQUANT_API_KEY: on-chain and exchange-flow evidence.

Missing optional keys do not produce synthetic values. The report exposes the missing capability, lowers its research-readiness posture and applies the existing quality gate before any directional trade action.

Semantics that must remain distinct¶

FINRA short volume is not reported short interest and does not prove new directional short positions.
CFTC Commitments of Traders is weekly positioning, not real-time order flow.
A continuous front-contract history is not an expiry term structure. The report only labels contango or backwardation when at least two distinct expiry contracts are available.
FX policy-rate differential is only calculated when both base and quote currency observations are available.
Provider estimates, exchange data and regulatory filings retain separate source and observation timestamps.

Compatibility¶

The report schema name remains professional_report_v1. New research_intelligence and cross-asset market_features fields are additive, so saved V1 reports and existing clients remain valid. The research mode sent by the Copilot (research, diagnosis, technical, plan, news or macro) is preserved in the workflow metadata.