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Ifrs9 Loss Engine

Name: Ifrs9 Loss Engine
Author: tangweigang-jpg

作者 Tang Weigang · GitHub ↗ · v0.3.3 · MIT-0

cross-platform ⚠ suspicious

118

总下载

当前安装

版本数

在 OpenClaw 中安装

/install ifrs9-loss-engine

功能描述

计算IFRS 9预期信用损失（ECL），支持Vasicek单因子前瞻性调整、Kaplan-Meier生存分析计算PD及贷款摊销计划生成，满足Basel III减值合规要求。

使用说明 (SKILL.md)

IFRS 9 损失引擎 (ifrs9-loss-engine)

计算IFRS 9预期信用损失（ECL），支持Vasicek单因子前瞻性调整、Kaplan-Meier生存分析计算PD及贷款摊销计划生成，满足Basel III减值合规要求。

Pipeline

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

Top Use Cases (42 total)

ECL Limit Level Truncation Analysis (`UC-101`)

Calculates Expected Credit Loss (ECL) at the limit/tranche level by computing remaining tenor and projecting loan balances with interest, supporting I Triggers: ECL, Expected Credit Loss, limit level

Loan Amortization Schedule Calculator (`UC-102`)

Computes loan amortization schedules by iteratively calculating interest amounts and remaining balances after each payment, determining total repaymen Triggers: amortization, loan, payment schedule

Amortization Schedule with NumPy Financial (`UC-103`)

Generates amortization schedules using numpy-financial library functions (PMT, PPMT, IPMT) for calculating periodic payments, principal, and interest Triggers: amortization, numpy-financial, PMT

For all 42 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-REGTECH-001: Missing attribute initialization on data structures
AP-REGTECH-002: Self-loops in transaction graphs violate domain rules
AP-REGTECH-003: Unvalidated floating-point inputs cause runtime crashes

All 15 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-062. Evidence verify ratio = 80.0% 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	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-062 blueprint at 2026-04-22T13:00:19.657886+00:00. See human_summary.md for non-technical overview.

安全使用建议

This skill contains mixed signals: it claims to be an IFRS 9 ECL engine but also embeds quant-trading/backtest semantics and host-level preconditions. Before installing or running it: 1) Ask the author to clarify scope — is this purely an IFRS9/regtech model or also a trading/backtest toolkit? 2) Request an explicit install spec (how to install Python/uv deps) and a list of exact environment variables/credentials the skill will need (and where/how they'll be used). 3) If you plan to run it, do so in an isolated environment (sandbox/container) and inspect seed.yaml and referenced scripts first. 4) Ensure the skill cannot autonomously execute trades or access broker APIs without explicit, auditable user approval — semantic locks implying order execution are a red flag. 5) If you require regulatory-grade results, validate outputs against trusted implementations and review the referenced anti-patterns and preconditions (seed.yaml) for correctness. Refuse to provide credentials until the skill author explains why they are needed and how they are used/stored.

功能分析

Type: OpenClaw Skill Name: ifrs9-loss-engine Version: 0.3.3 The bundle is a legitimate financial modeling tool designed to calculate IFRS 9 Expected Credit Loss (ECL). It utilizes the 'zvt' quant library and the Bank of Thailand (BOT) API for macroeconomic data retrieval. All instructions (SKILL.md) and constraints (seed.yaml) are strictly focused on ensuring financial accuracy and regulatory compliance, such as enforcing specific MACD parameters (SL-08), preventing look-ahead bias (SL-02), and mandating the use of Effective Interest Rates (finance-C-012). No evidence of malicious intent, data exfiltration, or unauthorized execution was found.

能力标签

cryptocan-make-purchasesrequires-sensitive-credentials

能力评估

⚠ Purpose & Capability

The name/description state IFRS 9 ECL/regtech compliance, but the SKILL.md and human_summary repeatedly reference quant trading, ZVT backtests, data recorders, and a pipeline that includes 'trading_execution' and MACD-based use cases. That combination (regulatory provisioning + active trading/backtesting orchestration) is internally inconsistent: an IFRS9 provisioning engine should not need trading-execution semantics or locked MACD trading parameters. This looks like either mixing two different blueprints or an over-broad scope.

⚠ Instruction Scope

Runtime instructions require re-reading seed.yaml, enforcing many fatal 'semantic locks' (e.g., order of sell/buy execution, next-bar execution) and running precondition python commands that check/import zvt, check writable directories, and possibly run recorders. Those steps can cause the agent to execute host commands, interact with data providers, or prepare to execute trades. The SKILL.md effectively grants the agent discretion to run environment checks and pipeline actions beyond a narrow ECL calculation, which is scope creep relative to the stated purpose.

ℹ Install Mechanism

No install spec is provided (instruction-only), which is low risk from an installation download standpoint. However SKILL.md declares a runtime requirement (Python 3.12+ and the 'uv' package manager) but does not supply an install recipe. The missing install spec is a practical inconsistency—users/hosts will be asked to meet runtime dependencies with no guidance.

⚠ Credentials

The skill declares no required environment variables or credentials, yet the text asks about data sources (joinquant, qmt/broker, eastmoney) and references recorders and trading execution. Those data providers and brokers normally require API keys/credentials. The absence of declared env vars is an incoherence: either the skill will prompt for or attempt to use secrets at runtime, or callers will need to supply credentials ad-hoc. This mismatch increases risk because credential access is not made explicit or constrained.

✓ Persistence & Privilege

The skill does not request 'always: true' and is user-invocable only. There is no install spec that would write arbitrary binaries to disk, and no declared behavior that it will persistently modify other skills or system-wide settings. Persistence/privilege requests appear proportionate.

如何使用

确保已安装 OpenClaw（本地或 Docker 部署）
在对话框中输入安装命令：/install ifrs9-loss-engine
安装完成后，直接呼叫该 Skill 的名称或使用 /ifrs9-loss-engine 触发
根据 Skill 的参数说明提供必要输入，即可获得结构化输出

版本历史

v0.3.3

v0.3.3: bilingual metadata injected. H1 shows IFRS 9 损失引擎; tagline replaced with skill-specific Chinese hook; tags upgraded to Level 1-4.

v0.3.1

Remove install.sh — knowledge-only bundle. Host AI consumes directly from URL; no user-side installation needed. Fixes ClawHub suspicious flag.

v0.3.0

Doramagic crystal portfolio v0.3.0. Full 5-layer bp-009 standard. github.com/tangweigang-jpg/doramagic-skills

元数据

Slug ifrs9-loss-engine

版本 0.3.3

许可证 MIT-0

累计安装 0

当前安装数 0

历史版本数 3

常见问题