Credit Scorecard

覆盖数据准备、特征分箱与筛选、WoE编码、逻辑回归训练、评分刻度化、验证报告与模型部署的信用评分卡流水线，基于 Python（zvt、optbinning、scikit-learn 等）实现。正文同时混入量化交易（ZVT 回测、交易信号、因子流水线）内容，与信用评分卡主题不一致；并自带质量提示称证据校验比例约 78.6%，存在未覆盖的需求缺口。

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热度 47.03

最近更新 2026-05-11 17:45:14

分类：数据依赖：代码执行 / 读写文件 / 第三方 API应用场景：数据处理 / 财务 / 报告撰写 / 代码生成

安装技能

复制下面的话术发给你的 Agent，它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill： npx secure-skills-cli add credit-scorecard

Metadata

name: credit-scorecard
description: 基于监督学习、决策树或聚类等多种算法，自动为评分卡变量生成最优分箱边界，同时支持单调性约束和缺失值处理。
license: Proprietary. See LICENSE.txt in project root.
compatibility: Designed for Doramagic-host ecosystem (Claude Code / openclaw / Cursor). Requires Python 3.12+ with uv package manager.
metadata: {"version":"v6.1","blueprint_id":"finance-bp-050","compiled_at":"2026-04-22T13:00:17.518473+00:00","capability_markets":"global","capability_activities":"credit-risk","sop_version":"crystal-compilation-v6.1"}

信用评分卡 (credit-scorecard)

基于监督学习、决策树或聚类等多种算法，自动为评分卡变量生成最优分箱边界，同时支持单调性约束和缺失值处理。

Pipeline

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

Top Use Cases (43 total)

Optimal Supervised Bucketing (`UC-1`)

Automatically find optimal bucket boundaries that maximize predictive power while respecting monotonicity constraints Triggers: optimal, supervised, monotonic

Decision Tree Supervised Bucketing (`UC-2`)

Use supervised learning to find bucket boundaries based on target variable correlation Triggers: decision tree, supervised, pre-bin

Equal Width Unsupervised Bucketing (`UC-3`)

Divide numerical features into N equally spaced intervals regardless of data distribution Triggers: equal width, unsupervised, histogram

For all 43 use cases, see references/USE_CASES.md.

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

Top Anti-Patterns (14 total)

AP-CREDIT-RISK-001: Empty DataFrame passed to bucketing pipeline
AP-CREDIT-RISK-002: Multi-dimensional target array causing WoE shape mismatch
AP-CREDIT-RISK-003: OptimalBucketer receiving high-cardinality numerical features

All 14 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-050. Evidence verify ratio = 78.6% and audit fail total = 24. 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	14 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-050 blueprint at 2026-04-22T13:00:17.518473+00:00. See human_summary.md for non-technical overview.