155 lines
5.1 KiB
JSON
155 lines
5.1 KiB
JSON
{
|
||
"_meta": {
|
||
"version": "4.0.0",
|
||
"description": "Agent专用资产映射表。包含资产代码、关键词触发器及宏观因子敏感度矩阵。",
|
||
"instruction": "当计算Trust Index时，使用sensitivity中的数值作为基础权重(x)，结合Narrative强度(y)进行最终打分。"
|
||
},
|
||
|
||
"assets": {
|
||
"core_A500": {
|
||
"name": "中证A500",
|
||
"etfs": ["512050", "512020", "563360"],
|
||
"keywords": ["核心资产", "大盘", "指数增强", "国家队", "长线资金"],
|
||
"sensitivity": {
|
||
"liquidity_easing": 0.6,
|
||
"policy_support": 0.8,
|
||
"cpi_rebound": 0.5,
|
||
"risk_on": 0.9
|
||
}
|
||
},
|
||
"tech_hardware": {
|
||
"name": "半导体与硬科技",
|
||
"etfs": ["512480", "588000"],
|
||
"keywords": ["芯片", "光刻机", "集成电路", "卡脖子", "科创板"],
|
||
"sensitivity": {
|
||
"interest_rate_down": 0.9,
|
||
"policy_tech_self_reliance": 1.0,
|
||
"geopolitics_tension": 0.7,
|
||
"risk_on": 1.0
|
||
}
|
||
},
|
||
"tech_software": {
|
||
"name": "软件与数字经济",
|
||
"etfs": ["515230", "159869"],
|
||
"keywords": ["信创", "国产软件", "操作系统", "数据要素", "AI应用", "网络安全"],
|
||
"sensitivity": {
|
||
"policy_digital_economy": 1.0,
|
||
"govt_spending": 0.8,
|
||
"risk_on": 0.9,
|
||
"interest_rate_down": 0.7
|
||
}
|
||
},
|
||
"tech_infra": {
|
||
"name": "5G与新基建",
|
||
"etfs": ["515050", "515880"],
|
||
"keywords": ["5G", "6G", "光模块", "通信基站", "算力底座", "东数西算"],
|
||
"sensitivity": {
|
||
"policy_new_infra": 1.0,
|
||
"tech_cycle_up": 0.8,
|
||
"export_growth": 0.6
|
||
}
|
||
},
|
||
"finance_broker": {
|
||
"name": "券商/牛市旗手",
|
||
"etfs": ["512880", "512900"],
|
||
"keywords": ["成交量", "资本市场", "印花税", "T+0", "金融强国"],
|
||
"sensitivity": {
|
||
"market_volume_spike": 1.0,
|
||
"policy_capital_market": 1.0,
|
||
"liquidity_easing": 0.8
|
||
}
|
||
},
|
||
"finance_bank": {
|
||
"name": "银行/高股息",
|
||
"etfs": ["512800", "159887"],
|
||
"keywords": ["高股息", "中特估", "红利", "避险", "存款利率"],
|
||
"sensitivity": {
|
||
"interest_rate_down": -0.5,
|
||
"risk_off": 0.8,
|
||
"policy_soe_reform": 0.7
|
||
}
|
||
},
|
||
"new_energy_vehicle": {
|
||
"name": "新能源车与电池",
|
||
"etfs": ["515030", "159840"],
|
||
"keywords": ["电动车", "锂电池", "宁德时代", "汽车下乡", "碳中和"],
|
||
"sensitivity": {
|
||
"consumption_stimulus": 0.8,
|
||
"export_growth": 0.9,
|
||
"oil_price_up": 0.5
|
||
}
|
||
},
|
||
"consumption_staples": {
|
||
"name": "主要消费(白酒)",
|
||
"etfs": ["512690"],
|
||
"keywords": ["白酒", "内需", "CPI", "春节", "高端消费"],
|
||
"sensitivity": {
|
||
"cpi_rebound": 0.9,
|
||
"liquidity_easing": 0.6,
|
||
"foreign_inflow": 0.8
|
||
}
|
||
},
|
||
"healthcare": {
|
||
"name": "医药医疗",
|
||
"etfs": ["512010", "159898"],
|
||
"keywords": ["创新药", "医疗器械", "老龄化", "医保", "CXO"],
|
||
"sensitivity": {
|
||
"interest_rate_down": 0.8,
|
||
"policy_public_health": 0.7,
|
||
"demographic_trend": 0.5
|
||
}
|
||
},
|
||
"cross_border_tech": {
|
||
"name": "跨境科技(T+0)",
|
||
"etfs": ["513330", "513300", "513500"],
|
||
"keywords": ["港股", "美股", "纳斯达克", "中概股", "平台经济"],
|
||
"sensitivity": {
|
||
"fed_rate_cut": 0.9,
|
||
"currency_rmb_depreciation": 0.8,
|
||
"policy_platform_economy": 0.7
|
||
}
|
||
},
|
||
"agriculture": {
|
||
"name": "农业与粮食安全",
|
||
"etfs": ["159825"],
|
||
"keywords": ["粮食安全", "一号文件", "猪周期", "种业", "食品通胀"],
|
||
"sensitivity": {
|
||
"cpi_rebound": 0.8,
|
||
"policy_food_security": 1.0,
|
||
"geopolitics_tension": 0.6
|
||
}
|
||
},
|
||
"resources_gold": {
|
||
"name": "资源与黄金",
|
||
"etfs": ["518880", "512400"],
|
||
"keywords": ["黄金", "有色", "通胀", "避险", "美元下跌"],
|
||
"sensitivity": {
|
||
"dollar_index_down": 0.9,
|
||
"geopolitics_tension": 1.0,
|
||
"inflation_expectations": 0.8
|
||
}
|
||
},
|
||
"defense_low_altitude": {
|
||
"name": "军工与低空",
|
||
"etfs": ["512660"],
|
||
"keywords": ["低空经济", "国防", "军费", "无人机", "地缘"],
|
||
"sensitivity": {
|
||
"policy_low_altitude": 1.0,
|
||
"geopolitics_tension": 0.9,
|
||
"govt_spending": 0.7
|
||
}
|
||
}
|
||
},
|
||
|
||
"macro_factors_definition": {
|
||
"liquidity_easing": "央行降准降息，或市场资金利率下行",
|
||
"interest_rate_down": "无风险利率下行（利好成长股）",
|
||
"cpi_rebound": "通胀回升，消费复苏",
|
||
"risk_on": "市场情绪高涨，追逐高风险高收益",
|
||
"risk_off": "市场恐慌，资金流向避险资产",
|
||
"policy_tech_self_reliance": "政策强调自主可控、国产替代",
|
||
"geopolitics_tension": "外部冲突、制裁或地缘紧张",
|
||
"currency_rmb_depreciation": "人民币贬值（利好出口及跨境资产）",
|
||
"fed_rate_cut": "美联储降息（利好港股/美股/黄金）"
|
||
}
|
||
} |