Atlas 技術版 > 層零市場風險過濾器

層零市場風險過濾器 NO_AGENT P1 risk=CRITICAL

1. 做什麼 / 2. 為什麼存在

層零市場風險過濾器：21:08 大盤層級系統性風險預警（外資轉折、期貨、波動等）。

3. Schedule / Mode

mode=NO_AGENT state=scheduled enabled=1
schedule=8 21 * * 1-5
next_run=2026-10-21T21:08:00 last_run=2026-10-20T21:08:31
deliver=telegram model=— provider=—

4. Implementation

script=/Users/exion/.hermes/scripts/market_risk_filter.py
monitor_script=— monitor_url=—
skills=[]
workdir=—

5. Effective instruction sources

prompt_sha256=4751215970ed8129… chars=13
skill_files={}

每日盤後執行市場風險過濾器…

6. Actual rules / thresholds

rule	value	source
FUNDFLOW_DB	/Users/exion/workspace/liquidity-monitor/data/fundflow.db	CODE_STATIC @market_risk_filter.py:23
MARGIN_PATH	/tmp/margin_market_total.json	CODE_STATIC @market_risk_filter.py:24

7/8. Inputs & Outputs (resources)

kind	path	name	access
SQLITE_DB	/Users/exion/.hermes/data/shioaji_kline.db		unknown
SQLITE_DB	/Users/exion/workspace/liquidity-monitor/data/fundflow.db		unknown
SQLITE_DB	/Users/exion/.hermes/data/shioaji_kline.db		read/write
SQLITE_DB	/Users/exion/workspace/liquidity-monitor/data/fundflow.db		read/write
SQLITE_DB	/Users/exion/.hermes/data/shioaji_kline.db		read/write
SQLITE_DB	/Users/exion/.hermes/data/notification_events.db		unknown
SQLITE_TABLE	self	stock_institutional	read
SQLITE_TABLE	self	fundflow_scores	read
SQLITE_TABLE	self	stock_kline	read
SQLITE_TABLE	self	notification_events	read
SQLITE_TABLE	self	notification_events	read
SQLITE_TABLE	self	notification_deliveries	read
SQLITE_TABLE	self	notification_deliveries	read
SQLITE_TABLE	self	notification_deliveries	read
SQLITE_TABLE	self	notification_deliveries	read
SQLITE_TABLE	self	notification_deliveries	read
SQLITE_TABLE	self	notification_events	read
SQLITE_TABLE	self	notification_deliveries	read
SQLITE_TABLE	self	notification_deliveries	read
SQLITE_TABLE	self	notification_deliveries	read
SQLITE_TABLE	self	notification_deliveries	read
SQLITE_TABLE	self	notification_events	write
SQLITE_TABLE	self	notification_events	write
SQLITE_TABLE	self	notification_deliveries	write
SQLITE_TABLE	self	notification_events	write
SQLITE_TABLE	self	notification_deliveries	write
SQLITE_TABLE	self	notification_events	write
SQLITE_TABLE	self	notification_events	write
FILE_READ	/tmp/margin_market_total.json		read
FILE_WRITE	/tmp/market_risk.json		write
MODULE	/Users/exion/.hermes/lib/notification_event_registry.py	notification_event_registry	import

9/10. Upstream / Downstream

Upstream: 每日帳戶資產記錄、Shioaji每日股價抓取、13:07 盤中狀態通知、週日長紅K回測報告（現行規則：停損+20MA停利）、大盤融資總額爬取、Discovery FORMAL Fundamental Dingmao Review、Intraday Holdings Risk Owner、盤中13:00帶量長紅K掃描、三大法人買賣超每日更新、盤中持股即時快照1300
Downstream: 每日帳戶資產記錄、週日長紅K回測報告（現行規則：停損+20MA停利）、Discovery FORMAL Fundamental Dingmao Review、Intraday Holdings Risk Owner、盤中持股即時快照1300
Transitive downstream (16): 處置股票狀態查詢 (61f12b08c955)、13:07 盤中狀態通知 (5410c0495072)、E7×C20 影子策略每日 EOD（ingest→雙帳→月報→通知） (1dba3cb93ead)、DAILY_E7_FORMAL 每日正式訊號 (5b90a48ae44c)、E7 Control vs C20 Prospective Lifetime Shadow (45037d292145)、TH-0154 Runner參考線自然驗收讀回（一次） (67746172fb4e)、Shioaji每日股價抓取 (205fea19ed1e)、Prospective Shadow Exit Runner Intraday (b4937395cbb3)、Discovery Entry Observation Runtime (c5c5e8b6e055)、盤中13:00帶量長紅K掃描 (ce780536ef1c)、Prospective Shadow Exit Runner Close (7d5d77ea5e13)、系統健康檢查 (565ad371fad2) …+4

Edges (typed evidence)

type	hard?	from	to	resource	origin	conf	evidence
DATA	soft	層零市場風險過濾器	Discovery FORMAL Fundamental Dingmao Review	sqlite:notification_events	STATIC	0.5	table 'notification_events' write@11c1041f48b4(line 113) -> read@904870b67948(line 110) [read-modify-write, ambiguous consumption]; table 'notification_events' write@11c1041f48b4(line 113) -> read@904
DATA	soft	層零市場風險過濾器	Intraday Holdings Risk Owner	sqlite:notification_events	STATIC	0.5	table 'notification_events' write@11c1041f48b4(line 113) -> read@ac6b78141cb5(line 110) [read-modify-write, ambiguous consumption]; table 'notification_events' write@11c1041f48b4(line 113) -> read@ac6
DATA	soft	Discovery FORMAL Fundamental Dingmao Review	層零市場風險過濾器	sqlite:notification_events	STATIC	0.5	table 'notification_events' write@904870b67948(line 113) -> read@11c1041f48b4(line 110) [read-modify-write, ambiguous consumption]; table 'notification_events' write@904870b67948(line 113) -> read@11c
DATA	soft	Intraday Holdings Risk Owner	層零市場風險過濾器	sqlite:notification_events	STATIC	0.5	table 'notification_events' write@ac6b78141cb5(line 113) -> read@11c1041f48b4(line 110) [read-modify-write, ambiguous consumption]; table 'notification_events' write@ac6b78141cb5(line 113) -> read@11c
DATA	soft	層零市場風險過濾器	Discovery FORMAL Fundamental Dingmao Review	sqlite:notification_deliveries	STATIC	0.5	table 'notification_deliveries' write@11c1041f48b4(line 192) -> read@904870b67948(line 169) [read-modify-write, ambiguous consumption]; table 'notification_deliveries' write@11c1041f48b4(line 192) ->
DATA	soft	層零市場風險過濾器	Intraday Holdings Risk Owner	sqlite:notification_deliveries	STATIC	0.5	table 'notification_deliveries' write@11c1041f48b4(line 192) -> read@ac6b78141cb5(line 169) [read-modify-write, ambiguous consumption]; table 'notification_deliveries' write@11c1041f48b4(line 192) ->
DATA	soft	Discovery FORMAL Fundamental Dingmao Review	層零市場風險過濾器	sqlite:notification_deliveries	STATIC	0.5	table 'notification_deliveries' write@904870b67948(line 192) -> read@11c1041f48b4(line 169) [read-modify-write, ambiguous consumption]; table 'notification_deliveries' write@904870b67948(line 192) ->
DATA	soft	Intraday Holdings Risk Owner	層零市場風險過濾器	sqlite:notification_deliveries	STATIC	0.5	table 'notification_deliveries' write@ac6b78141cb5(line 192) -> read@11c1041f48b4(line 169) [read-modify-write, ambiguous consumption]; table 'notification_deliveries' write@ac6b78141cb5(line 192) ->
DATA	soft	Shioaji每日股價抓取	層零市場風險過濾器	sqlite:stock_kline	STATIC	0.75	table 'stock_kline' write@205fea19ed1e(line 53) -> read@11c1041f48b4(line 56) [pure consumer]
DATA	soft	盤中13:00帶量長紅K掃描	層零市場風險過濾器	sqlite:stock_kline	STATIC	0.75	table 'stock_kline' write@ce780536ef1c(line 53) -> read@11c1041f48b4(line 56) [pure consumer]
DATA	soft	三大法人買賣超每日更新	層零市場風險過濾器	sqlite:stock_institutional	STATIC	0.75	table 'stock_institutional' write@d768546515da(line 219) -> read@11c1041f48b4(line 30)
DATA	soft	大盤融資總額爬取	層零市場風險過濾器	/tmp/margin_market_total.json	STATIC	0.7	file /tmp/margin_market_total.json written line 80 -> read line 48
DATA	soft	週日長紅K回測報告（現行規則：停損+20MA停利）	層零市場風險過濾器	/users/exion/.hermes/data/shioaji_kline.db	STATIC	0.35	shared DB-level resource /users/exion/.hermes/data/shioaji_kline.db (no table evidence)
DATA	soft	層零市場風險過濾器	週日長紅K回測報告（現行規則：停損+20MA停利）	/users/exion/.hermes/data/shioaji_kline.db	STATIC	0.35	shared DB-level resource /users/exion/.hermes/data/shioaji_kline.db (no table evidence)
DATA	soft	層零市場風險過濾器	盤中持股即時快照1300	/users/exion/.hermes/data/shioaji_kline.db	STATIC	0.35	shared DB-level resource /users/exion/.hermes/data/shioaji_kline.db (no table evidence)
DATA	soft	層零市場風險過濾器	每日帳戶資產記錄	/users/exion/.hermes/data/shioaji_kline.db	STATIC	0.35	shared DB-level resource /users/exion/.hermes/data/shioaji_kline.db (no table evidence)
DATA	soft	盤中持股即時快照1300	層零市場風險過濾器	/users/exion/.hermes/data/shioaji_kline.db	STATIC	0.35	shared DB-level resource /users/exion/.hermes/data/shioaji_kline.db (no table evidence)
DATA	soft	每日帳戶資產記錄	層零市場風險過濾器	/users/exion/.hermes/data/shioaji_kline.db	STATIC	0.35	shared DB-level resource /users/exion/.hermes/data/shioaji_kline.db (no table evidence)
CODE	soft	13:07 盤中狀態通知	層零市場風險過濾器	module:notification_event_registry	STATIC	0.6	both scripts import shared module 'notification_event_registry'
CODE	soft	Discovery FORMAL Fundamental Dingmao Review	層零市場風險過濾器	module:notification_event_registry	STATIC	0.6	both scripts import shared module 'notification_event_registry'
CODE	soft	Intraday Holdings Risk Owner	層零市場風險過濾器	module:notification_event_registry	STATIC	0.6	both scripts import shared module 'notification_event_registry'
CONFIG	soft	大盤融資總額爬取	層零市場風險過濾器	/tmp/margin_market_total.json	STATIC	0.6	6b89d47bd68d writes config /tmp/margin_market_total.json read by 11c1041f48b4

11. Shared resources

stock_kline — shared with 16 jobs
/Users/exion/.hermes/data/shioaji_kline.db — shared with 11 jobs
/Users/exion/.hermes/data/shioaji_kline.db — shared with 11 jobs
/Users/exion/.hermes/data/shioaji_kline.db — shared with 11 jobs
stock_institutional — shared with 7 jobs
/Users/exion/.hermes/data/notification_events.db — shared with 4 jobs
notification_events — shared with 4 jobs
notification_events — shared with 4 jobs
notification_deliveries — shared with 4 jobs
notification_deliveries — shared with 4 jobs

12. Recent executions

failure_streak=0
last_error=—
delivery_error=—

14. Drift history

2026-09-05T00:38 JOB_ADDED job 11c1041f48b4 appeared (層零市場風險過濾器)
2026-09-04T22:51 JOB_ADDED job 11c1041f48b4 appeared (層零市場風險過濾器)
2026-09-03T20:00 TEMPORAL_DEPENDENCY_HAZARD '層零市場風險過濾器' fires 21:08 but depends on 'holdings-deploy' (earliest 21:10) via DATA [/users/exion/.hermes/data/shioaji_kline.db]
2026-09-03T20:00 TEMPORAL_DEPENDENCY_HAZARD '層零市場風險過濾器' fires 21:08 but depends on 'holdings-deploy' (earliest 21:10) via DATA [sqlite:notification_deliveries]
2026-09-03T20:00 TEMPORAL_DEPENDENCY_HAZARD '層零市場風險過濾器' fires 21:08 but depends on 'holdings-deploy' (earliest 21:10) via DATA [sqlite:notification_events]
2026-09-03T20:00 TEMPORAL_DEPENDENCY_HAZARD '層零市場風險過濾器' fires 21:08 but depends on 'holdings-deploy' (earliest 21:10) via DATA [sqlite:stock_kline]
2026-09-03T20:00 JOB_ADDED job 11c1041f48b4 appeared (層零市場風險過濾器)
2026-08-31T20:00 JOB_CHANGED job 11c1041f48b4 (層零市場風險過濾器) changed: mode=NO_AGENT state=scheduled
2026-08-30T20:00 TEMPORAL_DEPENDENCY_HAZARD '層零市場風險過濾器' fires 21:08 but depends on 'holdings-deploy' (earliest 21:10) via DATA [/users/exion/.hermes/data/shioaji_kline.db]
2026-08-30T20:00 TEMPORAL_DEPENDENCY_HAZARD '層零市場風險過濾器' fires 21:08 but depends on 'holdings-deploy' (earliest 21:10) via DATA [sqlite:notification_deliveries]

16. Impact / change risk

change_risk=CRITICAL