用智能体协同处理多市场股票研究，自动整合证据并控制风险。

Large language models can summarize financial information, but an operational stock-research system must first assemble heterogeneous evidence, expose unavailable data and model capabilities, and control how generated opinions affect a final report. We present DSA, an evidence-aware orchestration framework for multi-market stock research with large language model (LLM) agents. DSA organizes the workflow into evidence acquisition, structured context construction, model-routed analysis, optional role and Strategy Skill reasoning, and report generation with selected context and diagnostics. A default report profile and an optional agentic profile share evidence and model-routing services but use profile-specific output validation and risk safeguards. In the agentic profile, core role outputs are processed by role-specific parsers, whereas Strategy Skill opinions undergo an additional signal-eligibility partition before synthesis; disagreement is supplied explicitly to the decision agent, followed by a conservative risk override. The reference implementation includes six regional market paths, fifteen bundled Strategy Skills, hosted and local model routes, and multiple execution and delivery surfaces. At a frozen software snapshot, a selected manifest of 1,457 portable offline backend contract tests passed; 596 cases were retrospectively mapped to six contract families central to the reported LLM-agent architecture. This evidence establishes implementation conformance for the tested software contracts, not superior report quality, forecasting accuracy, or investment returns.