30 lines
3.4 KiB
JSON
30 lines
3.4 KiB
JSON
{
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"risk_dept": {
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"name": "风险控制部门模板",
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"description": "风险监测链式推理版",
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"template": "部门：风险控制部门\n股票代码：{ts_code}\n交易日：{trade_date}\n\n【工作流】\n1. 事实确认：核对 {ts_code}、{trade_date} 与输入一致；冲突信息优先写入 `risks`。\n2. 风险清单：从市场风险、流动性风险、信用风险、操作风险四类梳理数据。\n3. 风险评估：为每类风险列出现象、证据、潜在损失链条。\n4. 缓释策略：指出监控指标、阈值以及应对动作。\n\n【数据基线】\n- 数据范围：\n{data_scope}\n- 风险特征：\n{features}\n- 市场切片：\n{market_snapshot}\n- 补充材料：\n{supplements}\n\n【推理草稿】\n<reasoning>\n{scratchpad}\n步骤：\nA. 复述关键事实及最新风险提示。\nB. 检查四类风险所需字段是否齐全，标记缺口。\nC. 逐条构造风险链：触发因素 → 传导路径 → 影响对象。\nD. 为每个风险匹配监控指标、阈值及应对策略。\n</reasoning>\n（推理草稿仅供思考，最终输出前会被移除。）\n\n【事实回顾】\n- 输出前确认关键敞口、波动指标与结论一致。\n- 缺口或冲突需在 `risks` 中以 `monitor: data_gap` 记录补充要求。\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\": \"一句话风险结论，需引用已核对的事实\",\n \"signals\": [\n {\n \"threat\": \"风险描述\",\n \"evidence\": \"对应字段或来源\",\n \"monitor\": \"观测指标\",\n \"threshold\": \"触发阈值\",\n \"mitigation\": \"应对措施\"\n }\n ],\n \"risks\": [\n {\n \"threat\": \"残余风险或数据缺口\",\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\": \"HOLD\",\n \"confidence\": 0.49,\n \"summary\": \"波动率上行与杠杆资金降温并存，建议观望并加强风险盯防\",\n \"signals\": [\n {\n \"threat\": \"股指期货基差转负\",\n \"evidence\": \"if_basis\",\n \"monitor\": \"if_basis\",\n \"threshold\": \"连续3日<-0.5%\",\n \"mitigation\": \"减仓对冲\"\n },\n {\n \"threat\": \"两融余额回落\",\n \"evidence\": \"margin_balance\",\n \"monitor\": \"margin_balance\",\n \"threshold\": \"5日内下降>3%\",\n \"mitigation\": \"降低杠杆\"\n }\n ],\n \"risks\": [\n {\n \"threat\": \"若波动率进一步上升\",\n \"monitor\": \"hv30\",\n \"threshold\": \">=35\"\n },\n {\n \"threat\": \"数据缺口：缺少财务杠杆率最新值\",\n \"monitor\": \"data_gap\",\n \"threshold\": \"fetch(financial_leverage, last_quarter)\"\n }\n ]\n}\n若校验失败请降低温度并重试。",
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"variables": [
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"ts_code",
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"trade_date",
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"data_scope",
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"features",
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"market_snapshot",
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"supplements",
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"scratchpad"
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],
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"max_length": 4000,
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"required_context": [
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"ts_code",
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"trade_date",
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"features",
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"market_snapshot"
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],
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"version": "1.2.0",
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"metadata": {
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"label": "risk_reasoning_guard",
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"notes": "引导风险链条分析与缓释策略。"
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},
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"activate": false
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}
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}
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