Summary
Six convertible-bond screens, one call each.
The screens Chinese convertible-bond traders actually run — dual-low, triple-low, YTM, redemption watch, revision plays — applied across the whole market instead of a spreadsheet you maintain by hand.
What it is
A Python server that pulls the roughly 1,000 convertible bonds trading in China from EastMoney and runs six named screening strategies over them. Data is cached for 2 minutes and costs nothing to pull.
What you get
- cb_market_overview reports the market's average and median price, premium and how prices are spread
- cb_dual_low ranks on the dual-low measure — conversion premium plus price — inside a price band and under a premium ceiling, with delisted bonds dropped
- cb_triple_low adds issue size to that ranking, capped at 1 billion yuan
- cb_ytm_ranking ranks by yield to maturity, surfacing the bonds closest to their bond floor
- cb_redemption_monitor flags bonds heading toward a forced redemption
- cb_revision_analysis looks for issuers whose shares have fallen far enough that a downward conversion-price revision is in play
Requirements
Python 3.11, and `pip install cb-strategy-mcp` — the launch command is `cb-strategy-mcp`. Market data comes from EastMoney and needs no key; a Jissilu cookie is an optional second source. Documentation is in Chinese.
Setup effort
One command — pip install cb-strategy-mcp