What the data for this category looks like
Securities investment research data mainly comes from exchange public disclosure documents, brokerage research reports, official market data APIs, and industry association announcements. Update cadence varies by data type: listed company announcements are pushed in real time, brokerage research reports update on their publication dates, and market data refreshes every minute. Each document typically includes fields such as security code, publishing entity, publish time, core content, and related underlying assets. Numeric fields use industry standard units: stock price is measured in yuan per share, trading volume is measured in shares. No redundant unstructured fragmented content is included.
What constraints do these characteristics impose on the citation source and traceability link?
The multi-type update cadence and standardized features of securities investment research data create multiple constraints for the traceability process. Real-time pushed announcements and minute-level refreshed market data require traceability to bind publish timestamps accurate to the second, to avoid citing expired information. Data from multiple sources on the same topic must be sorted hierarchically by publishing entity and publish time. Traceability must clearly mark the authority level of the source. The standardized field system requires traceability APIs to support quick retrieval by security code and publish time, while filtering redundant data in non-standard formats. Traceability for numeric fields must bind the exact value from the original data source, not just secondary calculated results.
Configuration Settings
| Configuration Item | Recommended Value | Basis for This Setting |
|---|---|---|
recall_limit | Top 10 | Securities investment research data has high density. Too many recalled results will cause redundant context, while too few will fail to cover core related information. This value is calibrated based on the average number of related documents in investment research scenarios |
similarity_threshold | 0.75–0.85 | Securities data has strong professional attributes. This range filters low-relevance generic content while retaining precise matching results in niche professional fields, avoiding interference from invalid information |
source_timestamp_enable | Enabled | Securities data has high timeliness requirements. Binding precise publish timestamps avoids citing expired information, meeting the timeliness needs of investment research decision-making |
source_authority_filter | Prioritize exchange announcements and core brokerage research reports | The authority of securities investment research data directly affects the accuracy of decision-making. Sorting must follow the data source priority specified by regulatory requirements |
reference_field_whitelist | Security code, publish time, core content | Only core traceability fields are required in investment research scenarios. This avoids exposing unnecessary internal fields and simplifies traceability display logic |
reparse_interval | Every 6 hours | Listed company announcements are updated multiple times per day in batches. This interval balances real-time performance and system load |
The parameter values provided on this page are common recommended starting points for configuration. Actual values are affected by material form, data volume and business rules. Specific issues require specific analysis. It is recommended to test on your own samples before finalizing settings.
Three Common Misconfigurations
- Phenomenon: When calling knowledge base citation variables in an application, the returned results are fixed and do not match the actual knowledge base content, or a parameter error prompt is returned directly. Cause: The application's authorization scope is not bound in the knowledge base configuration, or the referenced variable is not correctly mapped to the specified field of the knowledge base.
- Phenomenon: After mixed retrieval of multiple categories of data sources, the returned citation sources include a large number of non-securities unrelated documents, and filtering by category is not possible. Cause: The
source_type_filterparameter is not configured, or the filtering rule does not specify only retaining securities-related data sources such as exchange announcements and brokerage research reports. - Phenomenon: Precise publish time is not displayed during citation traceability, only the source name is marked. Cause: The
source_timestamp_enableconfiguration is not enabled, so the exact update time of the data cannot be bound, which does not meet the timeliness requirements of securities investment research.
How to Confirm the Configuration Is Correct
- Upload a standard listed company announcement document, trigger knowledge base recall, and check whether the returned citations include precise publish timestamps.
- Perform mixed retrieval of multiple categories of data sources, use the interface filtering options to screen securities-related sources, and confirm that only documents of the target category are recalled.
- Adjust the
recall_limitparameter, check whether the number of returned citations matches the preset configuration, and verify that the parameter takes effect. - Call the citation variable interface, pass the specified security code parameter, and confirm that the returned citations only relate to documents of the corresponding underlying asset.
Question material comes from public community discussions. Configuration values are common starting points and should be measured against your own samples. Verified on 2026-09-14.