Lifelines Survival Analysis

生存分析建模 (lifelines-survival-analysis)

基于 lifelines 库提供生存分析与 Cox 比例风险建模能力，支持残差诊断、参数化回归模型自定义、时滞转化率分析及比例风险假设检验。

Pipeline

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

Top Use Cases (19 total)

Cox Model Residual Analysis (UC-101)

Diagnosing Cox proportional hazards model fit by computing and visualizing martingale, deviance, and delta_beta residuals to identify outliers and inf Triggers: cox residuals, martingale residual, deviance residual

Time-Lagged Conversion Rate Analysis (UC-103)

Modeling marketing conversion rates where there is a time lag between initial contact and conversion event, requiring specialized survival analysis te Triggers: conversion rate, time-lagged, marketing

Piecewise Exponential Survival Models (UC-104)

Fitting piecewise exponential survival models that allow different hazard rates in different time intervals, useful when hazard is non-constant over t Triggers: piecewise exponential, varying hazard, breakpoints

For all 19 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)

Full lock definitions: references/LOCKS.md

Top Anti-Patterns (15 total)

• AP-INSURANCE-001: Implicit numeric format assumptions without validation
• AP-INSURANCE-002: Triangle axis construction with invalid temporal ordering
• AP-INSURANCE-003: Cumulative/incremental triangle representation misuse

All 15 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-126. Evidence verify ratio = 53.0% and audit fail total = 27. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl).

Reference Files

Compiled by Doramagic crystal-compilation-v6.1 from finance-bp-126 blueprint at 2026-04-22T13:01:02.914448+00:00. See human_summary.md for non-technical overview.