概述

GS Quant 风险定价 (gs-quant-pricing)

> 提供年化波动率、指数加权移动平均（EMA）和指数加权标准差等量化金融指标的专业计算能力，支持维度枚举到字符串的灵活覆盖，适用于金融时间序列分析与资产定价建模。

Pipeline

data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization

Top Use Cases (0 total)

Execute trigger: When user intent matches intent_router.uc_entries[].positive_terms AND user uses action verb (run/execute/跑/执行/backtest/fetch/collect)

What I'll Ask You

Target market: A-share (default), HK, or crypto? (US stocks in ZVT are half-baked — stockus_nasdaq_AAPL exists but coverage is thin)
Data source / provider: eastmoney (free, no account), joinquant (account+paid), baostock (free, good history), akshare, or qmt (broker)?
Strategy type: MACD golden-cross, MA crossover, volume breakout, fundamental screen, or custom factor?
Time range: start_timestamp and end_timestamp for backtest period
Target entity IDs: specific stocks (stock_sh_600000) or index components (SZ1000)?

Semantic Locks (Fatal)

ID	Rule	On Violation
---	---	---
`SL-01`	Execute sell orders before buy orders in every trading cycle	halt
`SL-02`	Trading signals MUST use next-bar execution (no look-ahead)	halt
`SL-03`	Entity IDs MUST follow format entity_type_exchange_code	halt
`SL-04`	DataFrame index MUST be MultiIndex (entity_id, timestamp)	halt
`SL-05`	TradingSignal MUST have EXACTLY ONE of: position_pct, order_money, order_amount	halt
`SL-06`	filter_result column semantics: True=BUY, False=SELL, None/NaN=NO ACTION	halt
`SL-07`	Transformer MUST run BEFORE Accumulator in factor pipeline	halt
`SL-08`	MACD parameters locked: fast=12, slow=26, signal=9	halt

Full lock definitions: references/LOCKS.md

Evidence Quality Notice

> [QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-020. Evidence verify ratio = 57.7% and audit fail total = 4. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl).

Reference Files

File	Contents	When to Load
---	---	---
references/seed.yaml	V6+ 全量权威 (source-of-truth)	有行为/决策争议时必读
references/ANTI_PATTERNS.md	0 条跨项目反模式	开始实现前
references/WISDOM.md	跨项目精华借鉴	架构决策时
references/CONSTRAINTS.md	domain + fatal 约束	规则冲突时
references/USE_CASES.md	全量 KUC-* 业务场景	需要完整示例时
references/LOCKS.md	SL-* + preconditions + hints	生成回测/交易代码前
references/COMPONENTS.md	AST 组件地图（按 module 拆分）	查 API 时

Compiled by Doramagic crystal-compilation-v6.1 from finance-bp-020 blueprint at 2026-04-22T13:00:16.803564+00:00.

See human_summary.md for non-technical overview.

版本历史

共 1 个版本

v0.3.3 当前

2026-05-07 07:55 安全安全

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腾讯云安全 (Keen)

安全，无风险

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腾讯云安全 (Sanbu)