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A股VaR风险价值/条件VaR分析。当用户说"VaR"、"风险价值"、"value at risk"、"CVaR"、"ES"、"预期损失"、"最大可能亏多少"时触发。量化计算组合VaR和CVaR。支持formal和brief风格。
Passed 10 of 16 test cases with the skill, and 10 of 16 without it.
and 3 more in the full report
4 fixed11 passed either way4 still failing4 broke
Tokens, turns and time describe resource use, not a dollar price.
One of 4 test cases the skill fixed. Same model, same prompt, with and without the skill.
在对招商银行（600036）做风险分析时，需要分别通过数据源命令行工具查询该股票的最新行情和财务基本面数据。请给出这两条调用的命令行。
| Checked | Without skill | With skill |
|---|---|---|
| Uses python cn_stock_data.py quote --code to retrieve real-time stock quotes. | Missed | Passed |
| Uses python cn_stock_data.py finance --code to retrieve financial data. | Missed | Passed |
The instructions your model reads when the skill loads.
SCRIPTS="$SKILLS_ROOT/cn-stock-data/scripts"
python "$SCRIPTS/cn_stock_data.py" kline --code [CODE] --freq daily --start [日期]
python "$SCRIPTS/cn_stock_data.py" quote --code [CODE]
python "$SCRIPTS/cn_stock_data.py" finance --code [CODE]
CVaR = E[Loss | Loss > VaR]，尾部平均损失
用历史极端情景（2008/2015/2020）测算极端VaR
| 维度 | formal | brief |
|---|---|---|
| VaR | 多方法对比+置信度 | 95%VaR |
| CVaR | 尾部风险分析 | CVaR值 |
| 压力测试 | 历史情景分析 | 无 |
| 默认风格：brief。 |
test cases passed, vs 10 / 16 without
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