102 lines
7.4 KiB
TypeScript
102 lines
7.4 KiB
TypeScript
import type { AbnormalLevel, ModelCategoryId, ModelGrade } from "./modelData";
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export type MonitoringRule = {
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id: number;
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ranking: "相符" | "不符";
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ksBand: string;
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psiBand: string;
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dropBand: string;
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abnormal: AbnormalLevel;
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grade: ModelGrade;
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reason: string;
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action: string;
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};
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export type ThresholdConfig = {
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ks: number;
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psiLow: number;
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psiHigh: number;
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ksDrop: number;
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interventionKs: number;
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interventionPsi: number;
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};
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export const BASE_THRESHOLDS: ThresholdConfig = {
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ks: 40,
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psiLow: 10,
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psiHigh: 25,
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ksDrop: 20,
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interventionKs: 30,
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interventionPsi: 50,
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};
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export const CATEGORY_THRESHOLDS: Record<ModelCategoryId, ThresholdConfig | null> = {
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std: null,
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bai: null,
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big: null,
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afd: null,
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};
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export const MONITORING_RULES: MonitoringRule[] = [
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{ id: 1, ranking: "不符", ksBand: "<40%", psiBand: ">10%", dropBand: "无条件", abnormal: "三级", grade: "C", reason: "排序性不符 + KS 偏低 + PSI 偏移", action: "诊断报告，评估模型微调或重构必要性" },
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{ id: 2, ranking: "相符", ksBand: "<40%", psiBand: ">25%", dropBand: "无条件", abnormal: "三级", grade: "C", reason: "KS 偏低 + PSI 明显偏移", action: "诊断报告，评估模型微调或重构必要性" },
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{ id: 3, ranking: "不符", ksBand: ">=40%", psiBand: ">25%", dropBand: "无条件", abnormal: "二级", grade: "B", reason: "排序性不符、PSI 高", action: "诊断报告；累计升级后评估微调或重构" },
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{ id: 4, ranking: "不符", ksBand: ">=40%", psiBand: "10%-25%", dropBand: ">20%", abnormal: "二级", grade: "B", reason: "排序性不符、PSI 中、KS 环比降幅高", action: "诊断报告；累计升级后评估微调或重构" },
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{ id: 5, ranking: "不符", ksBand: "<40%", psiBand: "<=10%", dropBand: "无条件", abnormal: "二级", grade: "B", reason: "排序性不符、KS 低", action: "诊断报告；累计升级后评估微调或重构" },
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{ id: 6, ranking: "相符", ksBand: "<40%", psiBand: "<=25%", dropBand: "无条件", abnormal: "二级", grade: "B", reason: "KS 低", action: "诊断报告；累计升级后评估微调或重构" },
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{ id: 7, ranking: "相符", ksBand: ">=40%", psiBand: ">25%", dropBand: ">20%", abnormal: "二级", grade: "B", reason: "PSI 高、KS 环比降幅高", action: "诊断报告；累计升级后评估微调或重构" },
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{ id: 8, ranking: "不符", ksBand: ">=40%", psiBand: "10%-25%", dropBand: "<=20%", abnormal: "一级", grade: "B", reason: "排序性不符 + PSI 轻度偏移", action: "诊断报告" },
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{ id: 9, ranking: "不符", ksBand: ">=40%", psiBand: "<=10%", dropBand: "无条件", abnormal: "一级", grade: "B", reason: "排序性不符", action: "诊断报告" },
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{ id: 10, ranking: "相符", ksBand: ">=40%", psiBand: ">25%", dropBand: "<=20%", abnormal: "一级", grade: "B", reason: "PSI 明显偏移", action: "诊断报告" },
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{ id: 11, ranking: "相符", ksBand: ">=40%", psiBand: "10%-25%", dropBand: "无条件", abnormal: "一级", grade: "B", reason: "PSI 轻度偏移", action: "诊断报告" },
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{ id: 12, ranking: "相符", ksBand: ">=40%", psiBand: "<=10%", dropBand: ">20%", abnormal: "一级", grade: "B", reason: "KS 环比下滑明显", action: "诊断报告" },
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{ id: 13, ranking: "相符", ksBand: ">=40%", psiBand: "<=10%", dropBand: "<=20%", abnormal: "正常", grade: "A", reason: "各项指标均在阈值内", action: "监控报告" },
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];
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export const RULE_VERSIONS = [
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{ version: "V3", category: "全部大类", author: "管理员 王芳", createdAt: "2026-07-02 10:24", current: true, note: "新增 KS 环比降幅维度" },
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{ version: "V2", category: "全部大类", author: "管理员 王芳", createdAt: "2026-03-15 14:08", current: false, note: "PSI 分档由两档改三档" },
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{ version: "V1", category: "全部大类", author: "管理员 王芳", createdAt: "2025-11-20 09:41", current: false, note: "初版" },
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];
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export const PROMPTS = {
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A: {
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name: "监控报告模板（A 等级）",
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text: `你是一名信贷风险模型分析师。请依据平台程序取数的指标，撰写月度模型监控报告。\n\n【硬性要求】\n1. 所有数值只使用给定值，禁止自行计算。\n2. 正文不得出现 A/B/C 等级、判级或评级字样。\n3. 仅撰写监控结论、排序性、KS、PSI 四节。\n4. 语气客观，不做超出数据的推断。\n\n【平台注入变量】\n银行：{{bank}}\n模型名称：{{model_name}}\n模型版本：{{model_ver}}\n模型ID：{{model_id}}\n报告周期：{{period}}\n排序性：{{rank_result}}\nKS：{{ks}}%\nKS 环比降幅：{{ks_drop}}%\nPSI（滚动基准期）：{{psi_roll}}%\n近 6 期趋势：{{trend_6m}}`,
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},
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BC: {
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name: "诊断报告模板（B / C 等级）",
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text: `你是一名信贷风险模型分析师。请依据平台程序取数的指标，撰写月度模型诊断报告。\n\n【硬性要求】\n1. 所有数值只使用给定值，禁止自行计算。\n2. 正文不得出现 A/B/C 等级、判级或评级字样。\n3. 结构包含监控结论、排序性、KS、PSI、IV、CSI、归因与建议。\n4. 归因只能基于命中规则与特征级指标，不得臆测业务原因。\n\n【平台注入变量】\n银行：{{bank}}\n模型名称：{{model_name}}\n模型版本：{{model_ver}}\n模型ID：{{model_id}}\n报告周期：{{period}}\n排序性：{{rank_result}}\nKS：{{ks}}%\nKS 环比降幅：{{ks_drop}}%\nPSI（滚动）：{{psi_roll}}%\n命中规则：{{hit_rule}}\n异常等级：{{ab_level}}\n近 6 个月二级次数：{{lv2_6m}}\n特征级 IV：{{iv_by_feature}}\n特征级 CSI：{{csi_by_feature}}\n各特征分布变化：{{dist_shift}}`,
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},
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} as const;
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export const PROMPT_VERSIONS = [
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{ version: "P5", author: "模型团队 李伟", createdAt: "2026-08-02 15:20", current: true, note: "加入禁止自行计算硬约束" },
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{ version: "P4", author: "模型团队 李伟", createdAt: "2026-06-11 10:05", current: false, note: "正文禁止出现等级字样" },
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{ version: "P3", author: "模型团队 王芳", createdAt: "2026-04-08 16:48", current: false, note: "归因段落收敛，禁止臆测业务原因" },
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];
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export const PROMPT_REGRESSION = [
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{ sample: "2026-06 江城银行 标准A卡", result: "通过", detail: "数值一致，无等级字样" },
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{ sample: "2026-06 通汇银行 标准A卡", result: "通过", detail: "数值一致，归因引用命中规则" },
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{ sample: "2026-05 华东银行 反欺诈评分", result: "通过", detail: "—" },
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{ sample: "2026-05 南岭银行 白户A卡", result: "待复核", detail: "CSI 表述偏笼统" },
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{ sample: "2026-04 云岭银行 标准A卡", result: "通过", detail: "—" },
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];
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export const TEMPLATE_VERSIONS = [
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{ version: "T4", author: "管理员 王芳", createdAt: "2026-08-01 16:30", current: true, note: "诊断报告增加 IV / CSI 段落" },
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{ version: "T3", author: "管理员 王芳", createdAt: "2026-05-18 11:12", current: false, note: "隐藏监控结果等级字样" },
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{ version: "T2", author: "管理员 王芳", createdAt: "2026-02-09 09:55", current: false, note: "调整排序性图表位置" },
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];
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export const BANK_REPORT_CONFIG: Record<string, { frequency: string; day: number }> = {
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江城银行: { frequency: "月度", day: 15 },
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滨海银行: { frequency: "月度", day: 15 },
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华东银行: { frequency: "月度", day: 18 },
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南岭银行: { frequency: "季度", day: 15 },
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云岭银行: { frequency: "月度", day: 20 },
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通汇银行: { frequency: "半年度", day: 15 },
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北岸银行: { frequency: "年度", day: 15 },
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};
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