从 30 分钟到 4 分钟：Chatham 如何用 Codex 与 GPT-5.6 重构交易验证

import json
import os
import sys
from pathlib import Path


def deterministic_checks(trade: dict) -> list[dict]:
    issues = []
    required = ["trade_id", "product", "currency", "notional", "confirmation_notional"]

    for field in required:
        if trade.get(field) in (None, ""):
            issues.append({
                "code": "MISSING_FIELD",
                "field": field,
                "message": f"Required field is missing: {field}",
            })

    if trade.get("currency") not in {"USD", "EUR", "GBP", "JPY"}:
        issues.append({
            "code": "UNSUPPORTED_CURRENCY",
            "field": "currency",
            "message": "Currency is outside the configured validation set",
        })

    notional = trade.get("notional")
    confirmed = trade.get("confirmation_notional")

    if not isinstance(notional, (int, float)) or notional <= 0:
        issues.append({
            "code": "INVALID_NOTIONAL",
            "field": "notional",
            "message": "Notional must be a positive number",
        })

    if isinstance(notional, (int, float)) and isinstance(confirmed, (int, float)):
        if abs(notional - confirmed) > 0.01:
            issues.append({
                "code": "NOTIONAL_MISMATCH",
                "field": "confirmation_notional",
                "message": f"Booked notional {notional} differs from confirmation {confirmed}",
            })

    if trade.get("product") == "interest_rate_swap" and trade.get("fixed_rate") is None:
        issues.append({
            "code": "MISSING_FIXED_RATE",
            "field": "fixed_rate",
            "message": "Fixed rate is required for this swap example",
        })

    return issues


def get_model_review(trade: dict, issues: list[dict]) -> str:
    from openai import OpenAI

    model = os.getenv("OPENAI_MODEL", "gpt-5.6")
    client = OpenAI()
    prompt = f"""
You are assisting a capital-markets trade validation analyst.

Rules:
- Do not approve or reject the trade.
- Do not invent contractual terms.
- Use only the supplied JSON.
- Explain each issue and propose a human verification step.
- Return concise JSON with keys: risk_level, summary, review_steps.

Trade and deterministic findings:
{json.dumps({"trade": trade, "issues": issues}, indent=2)}
""".strip()

    response = client.responses.create(model=model, input=prompt)
    return response.output_text


def main() -> None:
    path = Path(sys.argv[1] if len(sys.argv) > 1 else "trade.json")
    trade = json.loads(path.read_text(encoding="utf-8"))
    issues = deterministic_checks(trade)

    print(json.dumps({"deterministic_issues": issues}, indent=2))

    if not issues:
        print("No deterministic issues found; no model review requested.")
        return

    if not os.getenv("OPENAI_API_KEY"):
        print("OPENAI_API_KEY is not set; skipping model-assisted review.")
        return

    print(get_model_review(trade, issues))


if __name__ == "__main__":
    main()

cat > trade.json <<'JSON'
{
  "trade_id": "TRD-2025-001",
  "product": "interest_rate_swap",
  "currency": "USD",
  "notional": 5000000,
  "confirmation_notional": 5100000,
  "fixed_rate": null
}
JSON

python trade_validator.py trade.json

python -m pip install -U openai
export OPENAI_API_KEY="replace-with-your-key"
export OPENAI_MODEL="gpt-5.6"
python trade_validator.py trade.json