30 lines
3.6 KiB
JSON
30 lines
3.6 KiB
JSON
{
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"liquidity_dept": {
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"name": "流动性研究部门模板",
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"description": "流动性链式推理与验证版",
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"template": "部门：流动性研究部门\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} 与上下文；若不匹配，优先记录在 `risks`。\n2. 数据盘点：列出资金面、成交量、利率、杠杆等要素，标记缺口或异常。\n3. 信号构建：提炼 2-3 个流动性驱动，并说明对价格/波动的传导机制。\n4. 风险测试：为每个驱动匹配验证指标、阈值与应对动作。\n\n【数据基线】\n- 数据范围：\n{data_scope}\n- 流动性指标：\n{features}\n- 市场快照：\n{market_snapshot}\n- 补充材料：\n{supplements}\n\n【推理草稿】\n<reasoning>\n{scratchpad}\n步骤：\nA. 复述关键事实与当日核心流动性指标。\nB. 按资金来源（北向/南向/融资/基金）与成本（利率/贴水）梳理数据完整度。\nC. 逐条构造驱动：指标 → 资金行为 → 市场影响。\nD. 检查每个驱动是否有冲突或缺口数据，明确补充需求。\n</reasoning>\n（推理草稿用于内部推理，最终输出前会被移除，请勿在 JSON 中引用 `<reasoning>` 内容。）\n\n【事实回顾】\n- 输出前复核资金流、成交量、利率三项关键事实，并确认结论与数据一致。\n- 若发现缺口，务必在 `risks` 中以 `monitor: data_gap` 记录并给出补录建议。\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\": \"一句话结论，需引用已核对的流动性事实\",\n \"signals\": [\n {\n \"driver\": \"流动性驱动项\",\n \"evidence\": \"对应字段或来源\",\n \"direction\": \"bullish|bearish|neutral\",\n \"mechanism\": \"传导路径描述\"\n }\n ],\n \"risks\": [\n {\n \"threat\": \"风险事件或数据缺口\",\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_M\",\n \"confidence\": 0.67,\n \"summary\": \"北向资金回流叠加资金成本走低，流动性边际改善支撑中期建仓\",\n \"signals\": [\n {\n \"driver\": \"北向资金净流入三日连续扩大\",\n \"evidence\": \"northbound_net_flow\",\n \"direction\": \"bullish\",\n \"mechanism\": \"增量资金提高蓝筹成交占比\"\n },\n {\n \"driver\": \"质押回购利率回落\",\n \"evidence\": \"repo_rate_7d\",\n \"direction\": \"bullish\",\n \"mechanism\": \"资金成本下行改善杠杆需求\"\n }\n ],\n \"risks\": [\n {\n \"threat\": \"若 DR007 重回政策上限\",\n \"monitor\": \"dr007\",\n \"threshold\": \">=2.4%\"\n },\n {\n \"threat\": \"数据缺口：缺少融资融券余额变化\",\n \"monitor\": \"data_gap\",\n \"threshold\": \"fetch(margin_balance, last_5_days)\"\n }\n ]\n}\n若校验未通过，请降低温度并重新生成直至满足要求。",
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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": "liquidity_reasoning_guard",
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"notes": "强化流动性驱动与风险验证。"
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},
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"activate": false
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}
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}
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