{ "momentum_dept": { "name": "动量策略部门模板", "description": "动量信号链式推理版", "template": "部门:动量策略部门\n股票代码:{ts_code}\n交易日:{trade_date}\n\n【工作流】\n1. 事实确认:复核 {ts_code}、{trade_date} 与输入一致;若冲突,在 `risks` 中记录。\n2. 数据盘点:按价格动量、量能、趋势结构、波动四类整理输入数据。\n3. 信号构建:生成 2-3 个动量信号,并明确周期、方向与证据。\n4. 风险反证:为每个信号列出可能的反向触发条件和监控指标。\n\n【数据基线】\n- 数据范围:\n{data_scope}\n- 动量特征:\n{features}\n- 市场切片:\n{market_snapshot}\n- 补充材料:\n{supplements}\n\n【推理草稿】\n\n{scratchpad}\n步骤:\nA. 复述关键事实及核心周期(如日线/周线)。\nB. 检查动量相关字段是否齐全,标记缺口或异常。\nC. 逐条构造信号:周期 → 指标 → 方向 → 逻辑链。\nD. 对每个信号找出潜在反向指标或阈值。\n\n(该草稿仅用于推理,最终输出前会被移除。)\n\n【事实回顾】\n- 输出前再次确认价格、成交量、波动的关键事实与结论一致。\n- 缺口或冲突用 `risks` 中 `monitor: data_gap` 记录并给出补充建议。\n\n【输出格式】\n仅输出一个 JSON:\n{\n \"action\": \"BUY|BUY_S|BUY_M|BUY_L|SELL|HOLD\",\n \"confidence\": 0-1 之间的小数,\n \"summary\": \"一句话动量结论,需引用已核对的事实\",\n \"signals\": [\n {\n \"statement\": \"动量现象描述\",\n \"evidence\": \"对应字段或来源\",\n \"direction\": \"bullish|bearish|neutral\",\n \"horizon\": \"intraday|short|medium|long\"\n }\n ],\n \"risks\": [\n {\n \"threat\": \"风险或数据缺口\",\n \"monitor\": \"观测指标或 data_gap\",\n \"threshold\": \"触发阈值或补充要求\"\n }\n ]\n}\n示例:\n{\n \"action\": \"BUY_S\",\n \"confidence\": 0.71,\n \"summary\": \"短期价格突破叠加量能放大,动量延续概率高\",\n \"signals\": [\n {\n \"statement\": \"价格站上布林带上轨并保持3日\",\n \"evidence\": \"boll_upper_breakout\",\n \"direction\": \"bullish\",\n \"horizon\": \"short\"\n },\n {\n \"statement\": \"成交量较20日均线放大40%\",\n \"evidence\": \"volume_ma20_ratio\",\n \"direction\": \"bullish\",\n \"horizon\": \"short\"\n }\n ],\n \"risks\": [\n {\n \"threat\": \"14日 RSI 高位钝化转向\",\n \"monitor\": \"rsi_14\",\n \"threshold\": \"跌破65\"\n },\n {\n \"threat\": \"数据缺口:缺少期权隐含波动率\",\n \"monitor\": \"data_gap\",\n \"threshold\": \"fetch(iv30, last_5_days)\"\n }\n ]\n}\n若校验失败请调整温度并重新生成。", "variables": [ "ts_code", "trade_date", "data_scope", "features", "market_snapshot", "supplements", "scratchpad" ], "max_length": 4000, "required_context": [ "ts_code", "trade_date", "features", "market_snapshot" ], "version": "1.2.0", "metadata": { "label": "momentum_reasoning_flow", "notes": "强化动量信号构建与风险反证。" }, "activate": false } }