Credit Transition Matrix

这是面向信用风险领域的工具，核心功能包括信用评级转移矩阵的Not-Rated状态重分配、年度与月度矩阵转换、状态空间定义及数据集表征，还支持原始评级数据清洗预处理。典型场景如调整矩阵NR状态、预处理风险计算用评级数据，共22类场景。需输入信用评级数据，输出合规处理后的转移矩阵或数据集，适配Doramagic生态，要求Python3.12+环境。

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热度 45.62

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 / MCP 服务应用场景：财务 / 数据处理 / 报告撰写

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-transition-matrix

Metadata

name: credit-transition-matrix
description: 处理信用评级转移矩阵，支持Not-Rated状态重分配、年度与月度矩阵转换、状态空间定义及数据集表征。
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-119","compiled_at":"2026-04-22T13:00:58.228711+00:00","capability_markets":"global","capability_activities":"credit-risk","sop_version":"crystal-compilation-v6.1"}

信用转移矩阵 (credit-transition-matrix)

处理信用评级转移矩阵，支持Not-Rated状态重分配、年度与月度矩阵转换、状态空间定义及数据集表征。

Pipeline

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

Top Use Cases (22 total)

Adjust Not-Rated State in Credit Migration Matrices (`UC-101`)

Credit rating transition matrices often contain 'not-rated' (NR) observations that need to be redistributed to rated states for downstream risk calcul Triggers: not-rated, NR adjustment, credit migration

Adjust Not-Rated State via Python Script (`UC-104`)

Corporate credit rating migration data contains NR (not-rated) states that must be removed using noninformative redistribution method before calculati Triggers: not-rated, NR removal, credit rating

Clean and Prepare Transition Data (`UC-108`)

Raw credit rating data requires preprocessing including column renaming, state validation, and absorbing state verification before it can be used for Triggers: data cleaning, preprocessing, validation

For all 22 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-119. Evidence verify ratio = 35.8% and audit fail total = 15. 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-119 blueprint at 2026-04-22T13:00:58.228711+00:00. See human_summary.md for non-technical overview.