shield_lock
金大哥
← 返回 Skill 列表
extension
分类: 其它无需 API Key

Lifelines Survival Analysis

基于 lifelines 库实现生存分析与 Cox 比例风险建模，支持残差诊断、参数化回归自定义、时滞转化率分析及比例风险假设检验。

person作者: tangweigang-jpghubclawhub
open_in_new仓库download下载资源包

生存分析建模 (lifelines-survival-analysis)

基于 lifelines 库提供生存分析与 Cox 比例风险建模能力，支持残差诊断、参数化回归模型自定义、时滞转化率分析及比例风险假设检验。

Pipeline

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

Top Use Cases (19 total)

Cox Model Residual Analysis (UC-101)

Diagnosing Cox proportional hazards model fit by computing and visualizing martingale, deviance, and delta_beta residuals to identify outliers and inf Triggers: cox residuals, martingale residual, deviance residual

Time-Lagged Conversion Rate Analysis (UC-103)

Modeling marketing conversion rates where there is a time lag between initial contact and conversion event, requiring specialized survival analysis te Triggers: conversion rate, time-lagged, marketing

Piecewise Exponential Survival Models (UC-104)

Fitting piecewise exponential survival models that allow different hazard rates in different time intervals, useful when hazard is non-constant over t Triggers: piecewise exponential, varying hazard, breakpoints

For all 19 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 (15 total)

  • AP-INSURANCE-001: Implicit numeric format assumptions without validation
  • AP-INSURANCE-002: Triangle axis construction with invalid temporal ordering
  • AP-INSURANCE-003: Cumulative/incremental triangle representation misuse

All 15 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-126. Evidence verify ratio = 53.0% and audit fail total = 27. 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 | 15 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-126 blueprint at 2026-04-22T13:01:02.914448+00:00. See human_summary.md for non-technical overview.