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feat(data): implement market-implied PD floor and 7x7 transition matrix parsing #task-290

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Variet Agent
2026-03-11 15:53:38 +09:00
parent 0762fcc5d8
commit b8514c1251
235 changed files with 1729 additions and 1102 deletions
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8
data/real_v2/SCI_2000.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999455,0.000000,0.000000,0.000000,0.000000,0.000000,0.000545
AA,0.000000,1.000000,0.000000,0.000000,0.000000,0.000000,0.000000
A,0.000000,0.127457,0.828362,0.042523,0.000000,0.000000,0.001658
BBB,0.000000,0.000000,0.035390,0.907478,0.047186,0.000000,0.009946
BB,0.000000,0.000000,0.000000,0.049186,0.918023,0.000000,0.032791
B,0.000000,0.000000,0.000000,0.000000,0.105242,0.789517,0.105242
D,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,1.000000
1 AAA AA A BBB BB B D
2 AAA 0.999455 0.000000 0.000000 0.000000 0.000000 0.000000 0.000545
3 AA 0.000000 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000
4 A 0.000000 0.127457 0.828362 0.042523 0.000000 0.000000 0.001658
5 BBB 0.000000 0.000000 0.035390 0.907478 0.047186 0.000000 0.009946
6 BB 0.000000 0.000000 0.000000 0.049186 0.918023 0.000000 0.032791
7 B 0.000000 0.000000 0.000000 0.000000 0.105242 0.789517 0.105242
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000