Fewshot Attempt 01

Asteria Portfolio JSON Generation Skill

Purpose

Generate structured portfolio-management JSON outputs by querying the Asteria Investment Office shared environment API and applying financial calculation rules. Each task provides a request payload and an answer-template schema; the solver must fetch live data, perform calculations, and emit valid JSON conforming to the template.

API Base URL

http://34.46.77.124:8010 (from environment_access.md; always use this, never localhost).

Step-by-Step SOP

1. Read Inputs

• Read input/prompt.txt for narrative context.
• Read input/payloads/answer_template.json for the exact output schema, required fields, enum values, ordering rules, and precision requirements.
• Read the request JSON in input/payloads/ (e.g., desk_request.json, review_request.json, etc.) for portfolio-specific parameters, stale snapshots, and desk preferences.

2. Discover Available Data

Call GET /api/catalog to see the universe of portfolio IDs, policy IDs, index IDs, issuer IDs, bond IDs, and opportunity-set IDs.

3. Fetch Core Records

Always fetch the portfolio record and its linked policy:

• GET /api/portfolios/<portfolio_id> → current holdings, market value, constraints, as-of date.
• GET /api/policies → constraint thresholds (HY caps, duration bands, issuer limits, correlation thresholds, allocation mapping thresholds, etc.).

Data-precedence rule: If the request payload contains a "stale" snapshot (e.g., old holding data, old index levels, old as-of date), always treat the live API records as authoritative. Set data_precedence to current_environment_over_stale_payload when a conflict exists.

4. Fetch Domain-Specific Data Based on Task Type

5. Perform Calculations

5a. Pearson Correlation from Monthly Index Levels

• Fetch levels for each relevant index via /api/index-levels/<index_id>.
• Compute monthly simple returns: r_t = (level_t - level_{t-1}) / level_{t-1} for each consecutive pair.
• Compute Pearson correlation across the common return observation window.
• Round to the precision specified in the template (usually 3 decimals).
• Sort index IDs alphabetically within each pair.

5b. Allocation View Mapping (Signal Score → View / Conviction)

Use the policy thresholds from /api/policies → allocation_mapping:

• View:
  • signal_score >= 0.35 → OW
  • signal_score <= -0.35 → UW
  • Otherwise → N
• Conviction:
  • |signal_score| >= 0.7 → HIGH
  • |signal_score| >= 0.35 → MEDIUM
  • Otherwise → LOW
• Change: Compare current view to prior_view (from /api/allocation/prior-views):
  • If view rank increases (e.g., N→OW, UW→N) → UP
  • If view rank decreases → DOWN
  • If unchanged → UNCHANGED
• Rationale code: Use the rationale_code from the matching macro signal record.

5c. Post-Trade / Portfolio Metrics

• Weighted modified duration: Σ (holding_mv * duration) / total_mv
• Weighted yield to maturity: Σ (holding_mv * ytm) / total_mv
• HY allocation pct: Σ (HY holding market values) / total_market_value * 100
• Issuer concentration: Check that no single issuer exceeds the policy limit (default 12%).
• Subsector diversification: Count distinct subsectors; must be ≥ policy minimum (default 2).
• Watchlist avoidance: Verify no holding whose issuer has watchlist: true is being bought or retained in excess.

5d. Trade Sizing

• Use the desk request’s total_notional_usd_m and ticket_count to derive per-trade notionals.
• Match candidate instruments to portfolio preferences (e.g., LNG exporters, non-watchlist carry).
• When rebalancing, sell existing pressure points first (SELL before BUY), then fund eligible candidates.
• Sort trades by action (SELL before BUY) then by instrument_id ascending.

6. Apply Constraint Checks

Evaluate each boolean flag using live data against the active policy:

• hy_cap_pass: post-trade HY % ≤ max_hy_allocation_pct
• duration_band_pass: post-trade duration inside duration_band_years [min, max]
• selected_issuer_diversification_pass: no issuer > issuer_concentration_limit_pct
• selected_subsector_diversification_pass: distinct subsector count ≥ subsector_min_count_for_diversified
• watchlist_avoidance_pass: no new watchlist exposure added
• target_hy_reduction_met: reduction ≥ target_hy_reduction_pct (for risk-reduction policies)

7. Assemble the Output JSON

• Include only the JSON object—no markdown fences, no narrative commentary.
• Use exact enum values from the template; never invent new values.
• Respect all ordering rules:
  • Lists sorted alphabetically by ID unless template specifies another order (e.g., request payload’s focus_opportunity_sets order).
  • Pairs sorted alphabetically.
  • Trades: SELL before BUY, then instrument_id ascending.
• Round numbers to the template-specified precision (usually 1, 2, or 3 decimal places).
• Populate as_of_date from the live portfolio record, not from stale payload snapshots.

8. Validate Before Returning

• Verify every required top-level key and nested key is present.
• Confirm list lengths match exact requirements (e.g., length: 2, required_length: 8).
• Double-check that enum values match the template’s allowed_values exactly.
• Ensure boolean flags are actual JSON booleans (true/false), not strings.

Common Pitfalls to Avoid

1. Using stale payload data as primary source — always refresh from the API.
2. Wrong correlation window — use the policy’s review_window_start and review_window_end, not the request payload dates.
3. Incorrect trade ordering — SELL before BUY, then alphabetical by instrument_id.
4. Precision errors — round exactly to the decimals specified (1, 2, or 3).
5. Missing data_precedence field — include it and set it correctly when stale vs. current conflicts exist.
6. ** Inventing enum values** — only use values explicitly listed in the template.
7. Forgetting to sort pairs alphabetically — both correlation pairs and index sets must be alphabetically ordered.

Quick Reference: Key API Endpoints

GET /api/catalog
GET /api/policies
GET /api/portfolios
GET /api/portfolios/<portfolio_id>
GET /api/instruments/bonds
GET /api/issuers
GET /api/market/energy
GET /api/indices
GET /api/index-levels
GET /api/index-levels/<index_id>
GET /api/allocation/opportunity-sets
GET /api/allocation/prior-views
GET /api/macro-signals

Example Policy Thresholds (from /api/policies)

• HY cap: max_hy_allocation_pct = 20.0
• Duration band: [3.0, 5.0] years
• Issuer concentration limit: 12.0%
• Correlation high threshold: 0.8
• Correlation low threshold: 0.2
• Allocation OW threshold: ≥ 0.35
• Allocation UW threshold: ≤ -0.35
• HIGH conviction: |score| ≥ 0.7
• MEDIUM conviction: |score| ≥ 0.35