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dolphindb-highfreq-factorlisted

MUST use when the user asks to generate DolphinDB code that computes a factor from intraday / tick / high-frequency data (高频因子 / 日内因子 / 降频到日) and aggregates down to daily frequency. Do NOT use for factors that operate directly on daily-frequency data — those use dolphindb-daily-factor.
dolphindb/DolphinX_Skill · ★ 8 · Data & Documents · score 57
Install: claude install-skill dolphindb/DolphinX_Skill
# DolphinDB High-Frequency Factor Generator ## The Rule Never present factor code to the user before the DolphinX platform returns a successful execution result. ## When to Use This Skill (vs `dolphindb-daily-factor`) | Scenario | Which skill | |----------|------------| | Factor starts from **intraday/high-frequency data** and down-frequencies to daily | **dolphindb-highfreq-factor** ← this skill | | Factor operates on **daily-frequency data** (daily bars) | dolphindb-daily-factor | The differentiator is the **granularity of the source data**, not the output frequency. Both produce daily-frequency output, but the high-frequency skill adds a down-frequency aggregation step. If the user says "write a factor" without specifying the data source, ask whether the data is daily or intraday before choosing a skill. ## 4-Step Flow 1. **probe** — Inspect the user's cluster to confirm which data tables exist and their fields, and whether the factor database exists. See `references/probing.md`. 2. **verify** — For every operator / function you are not 100% sure maps to a DolphinDB built-in, check `references/pitfalls.md` first, then consult the DolphinDB documentation or run a minimal probe on the DolphinX platform. Division uses `\`, not `/`. 3. **template** — Read `references/template.dos`. Fill in `<FactorName>`, fields used, and the factor body. Choose the **normal** path or the **adjust** path depending on whether post-down-frequency processing is needed. Keep all sections