| name | risk-assessor |
| description | A股风控评估 — 预交易风险检查(仓位/回撤/连续亏损/ST禁买) |
| origin | custom |
| version | 0.1 |
风控评估 Skill
对所有交易信号执行风控检查,将结果发布给交易员。
When to Activate
- 收到研究员信号后自动触发
- 交易员执行前验证
- 用户问"这只票能买吗"
- 关键词:风控、仓位、回撤、止损
Python Module
from astock_trade.skills.risk_assessor import pre_trade_check, publish_decision
account = {
"total_assets": 1000000,
"cash": 500000,
"positions": {"600519": 100000},
"daily_pnl": -5000,
}
decision = pre_trade_check(signal, account)
publish_decision(decision)
风控规则
| 规则 | 阈值 | 类型 |
|---|
| 单票仓位 | ≤ 20% | 硬性 |
| 总仓位 | ≤ 70% | 硬性 |
| 日内回撤 | ≤ 5% | 硬性 |
| 连续亏损 | < 3 笔 | 硬性 |
| ST 禁买 | 禁止 | 硬性 |
决策格式
{
"type": "risk_decision",
"decision": "APPROVED",
"checks": {"single_stock_position": true, ...},
"reason": "所有风控检查通过"
}