{"id":51100477,"url":"https://github.com/summersec/lof_arbiter","last_synced_at":"2026-06-24T10:01:25.356Z","repository":{"id":362303080,"uuid":"1258306962","full_name":"SummerSec/LOF_Arbiter","owner":"SummerSec","description":"LOF_Arbiter (套利)","archived":false,"fork":false,"pushed_at":"2026-06-18T07:02:28.000Z","size":10573,"stargazers_count":7,"open_issues_count":1,"forks_count":1,"subscribers_count":1,"default_branch":"main","last_synced_at":"2026-06-18T09:07:09.821Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":"https://lof.sumsec.me","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/SummerSec.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null,"zenodo":null,"notice":null,"maintainers":null,"copyright":null,"agents":null,"dco":null,"cla":null}},"created_at":"2026-06-03T13:06:41.000Z","updated_at":"2026-06-18T07:02:33.000Z","dependencies_parsed_at":"2026-06-18T09:03:11.322Z","dependency_job_id":null,"html_url":"https://github.com/SummerSec/LOF_Arbiter","commit_stats":null,"previous_names":["summersec/lof_arbiter"],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/SummerSec/LOF_Arbiter","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/SummerSec%2FLOF_Arbiter","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/SummerSec%2FLOF_Arbiter/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/SummerSec%2FLOF_Arbiter/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/SummerSec%2FLOF_Arbiter/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/SummerSec","download_url":"https://codeload.github.com/SummerSec/LOF_Arbiter/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/SummerSec%2FLOF_Arbiter/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":34724756,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-05-26T15:22:16.424Z","status":"online","status_checked_at":"2026-06-24T02:00:07.484Z","response_time":106,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2026-06-24T10:01:20.147Z","updated_at":"2026-06-24T10:01:25.348Z","avatar_url":"https://github.com/SummerSec.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"# LOF Arbiter - 套利精灵\n\nLOF 基金溢价套利机会监测与交互式咨询工具。\n\n---\n\n## 概念与愿景\n\nLOF Arbiter 是一款基于 OpenClaw Skill 框架的智能投研助手，专注于上市型开放式基金(LOF)的折溢价套利机会监测与分析。\n\n通过自然语言对话，用户可以随时查询：\n- 今日哪些 LOF 存在套利机会\n- 特定基金的详细分析\n- 操作路径与风险提示\n\n---\n\n## 核心功能\n\n### 1. 套利机会查询\n根据 DataHub ETL Pipeline 处理后的 `dwd_fund_lof` 数据，计算溢价率并排序展示：\n\n| 功能 | 说明 |\n|------|------|\n| 高溢价 TOP10 | 溢价率最高的 LOF，适合卖出赎回 |\n| 高折价 TOP10 | 折价率最高的 LOF，适合买入套利 |\n| 流动性筛选 | 成交额低于门槛的品种自动过滤 |\n\n### 2. 单基金诊断\n输入基金代码/名称，返回：\n- 现价、净值、溢价率\n- 申购状态、手续费\n- 操作建议（买入/卖出/观望）\n\n### 3. 套利收益测算\n考虑费用结构：\n- 申购费（通常是 1.2%~1.5%）\n- 赎回费（通常 0.5%，持有\u003c7天 1.5%）\n- 交易佣金（万三~万一）\n- T+2 交割周期\n\n### 4. 机会预警（规划中）\n用户设置溢价率阈值，有机会时主动推送。\n\n---\n\n## 数据架构\n\n```\n┌─────────────────────────────────────────────────────────┐\n│                     DataHub ETL                         │\n├─────────────┬─────────────┬─────────────┬──────────────┤\n│ ods_fund_   │ ods_fund_   │ ods_fund_   │ ods_fund_    │\n│ etf_category│ open_daily  │ purchase    │ etf_spot_ths  │\n│ _sina       │             │             │              │\n│ (LOF实时行情)│ (基金净值)   │ (申购状态)  │ (ETF实时行情) │\n└──────┬──────┴──────┬──────┴──────┬──────┴──────┬───────┘\n       │             │             │              │\n       └─────────────┴──────┬──────┴──────────────┘\n                            ▼\n              ┌────────────────────────┐\n              │    dwd_fund_lof        │\n              │    (LOF融合表)          │\n              │ ─────────────────────  │\n              │ 基金代码、名称           │\n              │ 现价、净值、溢价率       │\n              │ 成交额、涨跌幅          │\n              │ 申购状态、手续费        │\n              └───────────┬────────────┘\n                          ▼\n              ┌────────────────────────┐\n              │    LOF Arbiter        │\n              │    (Skill 交互层)      │\n              │ ─────────────────────  │\n              │ 自然语言理解            │\n              │ 套利逻辑计算            │\n              │ 交互式回复             │\n              └────────────────────────┘\n```\n\n---\n\n## 数据字段说明\n\n### DWD 层 - dwd_fund_lof\n\n| 字段 | 类型 | 说明 |\n|------|------|------|\n| 基金代码_full | TEXT | 标准格式：XXXXXX.SZ / XXXXXX.SH |\n| 基金名称 | TEXT | 基金简称 |\n| 成交额 | REAL | 今日成交金额（元） |\n| 现价 | REAL | 当前交易价格 |\n| 涨跌幅 | REAL | 今日涨跌幅（%） |\n| 净值 | REAL | 最新单位净值 |\n| 净值使用日期 | TEXT | 净值对应日期 |\n| 上一交易日净值 | REAL | 前一交易日净值 |\n| 申购状态 | TEXT | 开放式/暂停申购等 |\n| 购买起点 | REAL | 最低申购金额 |\n| 日累计限定金额 | REAL | 单日申购上限 |\n| 手续费 | REAL | 申购费率（%） |\n| 交易日期 | TEXT | 交易日期 |\n\n---\n\n## 交互设计\n\n### 对话流程\n\n```\n用户：今天有什么套利机会？\n    ↓\nSkill：查询 dwd_fund_lof → 计算溢价率 → 筛选高溢价/折价品种\n    ↓\nSkill 回复：\n「📊 今日 LOF 套利机会\n\n🔥 高溢价 TOP5（卖出赎回套利）\n1. 基金A（160140）溢价率 +2.35%\n   现价 1.250，净值 1.222，成交额 3200万\n2. 基金B（161628）溢价率 +1.87%\n   现价 0.980，净值 0.962，成交额 1800万\n...\n\n💎 高折价 TOP5（买入套利）\n1. 基金C（163208）折价率 -1.52%\n   现价 0.850，净值 0.863，成交额 950万\n...\n\n⚠️ 风险提示：套利需考虑手续费、T+2 交割、流动性风险。」\n```\n\n### 典型问答\n\n| 用户问法 | Skill 回应 |\n|----------|-----------|\n| 今天有什么套利机会？ | 高溢价/折价 TOP 排行 |\n| 帮我看看 160140 | 单基金详情 + 操作建议 |\n| 这只基金能买吗？ | 结合溢价率、净值、流动性综合分析 |\n| 套利收益怎么算？ | 输入金额 → 计算扣除费用后的理论收益 |\n| 溢价超过 1% 提醒我 | 记录偏好（待实现） |\n\n---\n\n## 技术实现\n\n- **Skill 框架**：OpenClaw AgentSkill\n- **数据来源**：DataHub SQLite 数据库（`datahub.db`）\n- **ETL 层**：ODS → DWD（见 DataHub 项目）\n- **数据表**：`dwd_fund_lof`\n\n## 自动化 CI/CD\n\n通过 GitHub Actions 定时执行 ETL 数据更新与日报发布：\n\n| 功能 | 说明 |\n|------|------|\n| ETL 数据更新 | 每工作日 10:00–15:30 每半小时，16:00 收尾 |\n| Jisilu 同步 | 仅当日首次运行（10:00）全量同步集思录溢价数据 |\n| HTML 日报 | 更新 `docs/index.html`，部署到 GitHub Pages |\n| Issue 日报 | 每日生成/更新一条 `【LOF套利日报】` Issue |\n\n### 调度配置\n\n使用 GitHub Actions 2026年3月新增的 `timezone` 特性，cron 直接以**北京时间**编写，不再手动转换 UTC：\n\n```yaml\non:\n  schedule:\n    - cron: \"0,30 10-15 * * 1-5\"\n      timezone: \"Asia/Shanghai\"\n    - cron: \"0 16 * * 1-5\"\n      timezone: \"Asia/Shanghai\"\n```\n\n### 数据流向\n\n```\nakshare (东方财富行情) ──→ ETL (scripts/etl) ──→ data/ 数据文件\n                                                    │\n集思录 (Jisilu) ──→ scripts/jisilu ──→ data/ 溢价数据\n                                                    │\n                                                    ▼\n                                       docs/index.html ──→ GitHub Pages\n                                       /tmp/report.md ──→ GitHub Issue\n```\n\n---\n\n## License\n\nMIT\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fsummersec%2Flof_arbiter","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fsummersec%2Flof_arbiter","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fsummersec%2Flof_arbiter/lists"}