375 lines
14 KiB
Python
375 lines
14 KiB
Python
"""LLM 候选预筛 + 逐股深度分析
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先做轻量预筛，控制深度裁决成本；
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再对重点股票单独调用 LLM 做深度分析。
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"""
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import asyncio
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import json
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import logging
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import re
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from app.config import settings
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from app.db.error_logger import log_error
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logger = logging.getLogger(__name__)
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async def prefilter_single_stock(candidate: dict, market_summary: str) -> dict:
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"""对单只候选股票做轻量 LLM 预筛。"""
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from app.llm.prompts import STOCK_PREFILTER_PROMPT
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from app.llm.client import get_client
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stock_text = f"""\
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股票: {candidate['name']}({candidate['ts_code']})
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主题: {candidate.get('sector', '未知')}
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主线主题匹配: {"是，匹配 " + candidate.get("hot_theme_name", "") if candidate.get("hot_theme_matched") else "否"}
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主题别名: {", ".join(candidate.get("hot_theme_aliases", []) or ["无"])}
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召回来源: {', '.join(candidate.get('recall_tags', []) or ['未标注'])}
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规则参考分: {candidate.get('quant_score', 0)}/100
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资金顺势分: {candidate.get('flow_momentum_score', 0)}/100
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位置安全: {candidate.get('position_score', 50)}/100
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当前价: {candidate.get('current_price', '未知')}
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主题阶段: {candidate.get('sector_stage', '未知')}
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个股角色线索: {candidate.get('stock_role_hint', '待判断')}"""
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if candidate.get("kline_summary"):
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stock_text += f"\n\n## 技术结构摘要\n{candidate['kline_summary']}"
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if candidate.get("capital_flow_summary"):
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stock_text += f"\n\n## 资金与活跃度摘要\n{candidate['capital_flow_summary']}"
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if candidate.get("intraday_volume"):
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stock_text += f"\n\n## 分时量能摘要\n{candidate['intraday_volume']}"
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user_msg = f"{STOCK_PREFILTER_PROMPT}\n\n## 市场环境\n{market_summary}\n\n{stock_text}\n\n请输出 JSON。"
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try:
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client = get_client()
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response = await client.chat.completions.create(
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model=settings.deepseek_model,
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messages=[
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{
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"role": "system",
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"content": (
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"你是A股候选池预审官。"
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"你只负责决定资源分配优先级，不直接下最终交易结论。"
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"必须返回合法JSON。"
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),
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},
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{"role": "user", "content": user_msg},
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],
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max_tokens=400,
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temperature=0.2,
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)
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content = response.choices[0].message.content.strip()
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return _parse_prefilter_response(content)
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except Exception as e:
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logger.error(f"LLM 预筛 {candidate.get('ts_code')} 失败: {e}")
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await log_error(
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"llm_prefilter",
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f"LLM 预筛 {candidate.get('ts_code')} 失败: {e}",
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detail=f"candidate={candidate.get('ts_code')}|{candidate.get('name', '')}",
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)
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return {
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"decision": "watch",
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"confidence": 5,
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"reason": "AI 预筛暂不可用，保留观察",
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"focus_points": [],
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}
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async def analyze_single_stock(candidate: dict, market_summary: str) -> dict:
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"""对单只股票做 LLM 深度分析
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candidate: 包含 ts_code, name, sector, quant_score, position_score,
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kline_summary, capital_flow_summary
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market_summary: 市场环境摘要
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返回: {
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"verdict": "execute"/"watch"/"skip",
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"action_plan": "可操作"/"重点关注"/"观察",
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"conviction": int,
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"timing": str,
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"entry_price": float or None,
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"target_price": float or None,
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"stop_loss": float or None,
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"trigger_condition": str,
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"invalidation_condition": str,
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"position_pct": int,
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"risk_flag": str,
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"analysis": str,
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}
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"""
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from app.llm.prompts import SINGLE_STOCK_ANALYSIS_PROMPT
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from app.llm.client import get_client
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# 构建 prompt — 不传 signal_type，让 LLM 独立判断
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stock_text = f"""\
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股票: {candidate['name']}({candidate['ts_code']})
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主题: {candidate.get('sector', '未知')}
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主线主题匹配: {"是，匹配 " + candidate.get("hot_theme_name", "") if candidate.get("hot_theme_matched") else "否"}
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规则参考分: {candidate.get('quant_score', 0)}/100
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资金顺势分: {candidate.get('flow_momentum_score', 0)}/100
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位置安全: {candidate.get('position_score', 50)}/100
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当前价: {candidate.get('current_price', '未知')}"""
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if candidate.get("kline_summary"):
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stock_text += f"\n\n## 技术分析结论\n{candidate['kline_summary']}"
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if candidate.get("capital_flow_summary"):
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stock_text += f"\n\n## 资金流向\n{candidate['capital_flow_summary']}"
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user_msg = f"{SINGLE_STOCK_ANALYSIS_PROMPT}\n\n## 市场环境\n{market_summary}\n\n{stock_text}\n\n请给出你的分析。"
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try:
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client = get_client()
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response = await client.chat.completions.create(
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model=settings.deepseek_model,
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messages=[
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{
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"role": "system",
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"content": (
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"你是一位A股短线交易裁决员。"
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"你的任务是决定这只股票今天是否该进入推荐前列，以及应该归入可操作、重点关注还是观察。"
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"若候选股没有匹配今日主线主题，除非它是全市场极强异动且触发条件清晰，否则不要给可操作或重点关注。"
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"不要复述数据，不要写成长文，不要被规则参考分绑架。"
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"必须返回合法JSON。"
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),
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},
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{"role": "user", "content": user_msg},
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],
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max_tokens=800,
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temperature=0.3,
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)
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content = response.choices[0].message.content.strip()
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return _parse_single_response(content)
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except Exception as e:
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logger.error(f"LLM 分析 {candidate.get('ts_code')} 失败: {e}")
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await log_error(
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"llm_final",
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f"LLM 分析 {candidate.get('ts_code')} 失败: {e}",
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detail=f"candidate={candidate.get('ts_code')}|{candidate.get('name', '')}",
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)
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return {
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"verdict": "watch",
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"action_plan": "重点关注",
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"conviction": 4,
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"timing": "",
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"entry_price": None,
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"target_price": None,
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"stop_loss": None,
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"trigger_condition": "",
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"invalidation_condition": "",
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"position_pct": 0,
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"risk_flag": "AI 裁决暂不可用",
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"analysis": "AI分析暂不可用",
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}
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def _parse_prefilter_response(text: str) -> dict:
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data = _extract_json_object(text)
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if not data:
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return {
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"decision": "watch",
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"confidence": 5,
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"reason": "预筛输出不可解析，默认保留观察",
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"focus_points": [],
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}
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decision = str(data.get("decision", "watch")).strip().lower()
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if decision not in {"priority", "watch", "ignore"}:
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decision = "watch"
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focus_points = data.get("focus_points") or []
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if not isinstance(focus_points, list):
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focus_points = []
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return {
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"decision": decision,
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"confidence": _clamp_int(data.get("confidence"), minimum=1, maximum=10, default=5),
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"reason": str(data.get("reason", "")).strip() or "暂无说明",
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"focus_points": [str(item).strip() for item in focus_points[:3] if str(item).strip()],
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}
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def _parse_single_response(text: str) -> dict:
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"""解析单只股票的 LLM 返回"""
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data = _extract_json_object(text)
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if data:
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verdict = str(data.get("verdict", "watch")).strip().lower()
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if verdict not in {"execute", "watch", "skip"}:
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verdict = "watch"
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action_plan = str(data.get("action_plan", "")).strip()
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if action_plan not in {"可操作", "重点关注", "观察"}:
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action_plan = {"execute": "可操作", "watch": "重点关注", "skip": "观察"}[verdict]
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conviction = _clamp_int(data.get("conviction"), minimum=1, maximum=10, default=6)
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position_pct = _clamp_int(data.get("position_pct"), minimum=0, maximum=35, default=0)
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return {
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"verdict": verdict,
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"action_plan": action_plan,
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"conviction": conviction,
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"timing": str(data.get("timing", "")).strip(),
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"entry_price": _parse_float(data.get("entry_price")),
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"target_price": _parse_float(data.get("target_price")),
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"stop_loss": _parse_float(data.get("stop_loss")),
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"trigger_condition": str(data.get("trigger_condition", "")).strip(),
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"invalidation_condition": str(data.get("invalidation_condition", "")).strip(),
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"position_pct": position_pct,
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"analysis": str(data.get("analysis", "")).strip() or "暂无分析",
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"risk_flag": str(data.get("risk_flag", "")).strip(),
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}
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# 兼容旧格式
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signal = "HOLD"
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signal_match = re.search(r"信号[:\s]*(BUY|HOLD|SKIP)", text)
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if signal_match:
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signal = signal_match.group(1)
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verdict = "execute" if signal == "BUY" else "skip" if signal == "SKIP" else "watch"
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strength = "中"
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strength_match = re.search(r"信号强度[:\s]*(强|中|弱)", text)
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if strength_match:
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strength = strength_match.group(1)
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conviction = {"强": 8, "中": 6, "弱": 4}.get(strength, 6)
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entry_price = None
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entry_match = re.search(r"买入价[:\s]*(\d+(?:\.\d+)?)", text)
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if entry_match:
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entry_price = float(entry_match.group(1))
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target_price = None
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target_match = re.search(r"止盈价[:\s]*(\d+(?:\.\d+)?)", text)
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if target_match:
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target_price = float(target_match.group(1))
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stop_loss = None
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stop_match = re.search(r"止损价[:\s]*(\d+(?:\.\d+)?)", text)
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if stop_match:
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stop_loss = float(stop_match.group(1))
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analysis = ""
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analysis_match = re.search(r"分析[:\s]*(.+)", text, re.DOTALL)
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if analysis_match:
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analysis = analysis_match.group(1).strip()
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return {
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"verdict": verdict,
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"action_plan": {"execute": "可操作", "watch": "重点关注", "skip": "观察"}[verdict],
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"conviction": conviction,
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"timing": "",
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"entry_price": entry_price,
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"target_price": target_price,
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"stop_loss": stop_loss,
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"trigger_condition": "",
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"invalidation_condition": "",
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"position_pct": 20 if verdict == "execute" else 0,
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"analysis": analysis or "暂无分析",
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"risk_flag": "",
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}
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def _extract_json_object(text: str) -> dict | None:
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match = re.search(r"\{[\s\S]*\}", text)
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if not match:
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return None
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try:
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parsed = json.loads(match.group(0))
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return parsed if isinstance(parsed, dict) else None
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except Exception:
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return None
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def _parse_float(value) -> float | None:
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try:
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if value in (None, "", 0, "0"):
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return None
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return float(value)
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except Exception:
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return None
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def _clamp_int(value, minimum: int, maximum: int, default: int) -> int:
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try:
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parsed = int(round(float(value)))
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except Exception:
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return default
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return max(minimum, min(maximum, parsed))
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async def analyze_candidates_individually(
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candidates: list[dict], market_summary: str, max_concurrent: int = 3
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) -> dict[str, dict]:
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"""对候选股票逐个做 LLM 分析（控制并发数）
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返回: {ts_code: {"verdict", "action_plan", "conviction", "entry_price", ...}}
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"""
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if not settings.deepseek_api_key or not candidates:
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return {}
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results = {}
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semaphore = asyncio.Semaphore(max_concurrent)
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async def _analyze_with_semaphore(c: dict):
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async with semaphore:
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ts_code = c["ts_code"]
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logger.info(f"LLM 分析: {c.get('name', ts_code)}")
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result = await analyze_single_stock(c, market_summary)
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logger.info(
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f"LLM 结果: {c.get('name', ts_code)} → "
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f"裁决={result['verdict']} 计划={result['action_plan']} 置信度={result['conviction']} "
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f"买入={result.get('entry_price')} 止盈={result.get('target_price')} "
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f"止损={result.get('stop_loss')}"
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)
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return ts_code, result
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tasks = [_analyze_with_semaphore(c) for c in candidates]
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completed = await asyncio.gather(*tasks, return_exceptions=True)
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for item in completed:
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if isinstance(item, Exception):
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logger.error(f"LLM 分析任务异常: {item}")
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continue
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ts_code, result = item
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results[ts_code] = result
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logger.info(f"LLM 逐股分析完成: {len(results)}/{len(candidates)} 只")
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return results
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async def prefilter_candidates_individually(
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candidates: list[dict], market_summary: str, max_concurrent: int = 6
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) -> dict[str, dict]:
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"""对候选股票逐个做 LLM 预筛。"""
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if not settings.deepseek_api_key or not candidates:
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return {}
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results = {}
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semaphore = asyncio.Semaphore(max_concurrent)
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async def _prefilter_with_semaphore(c: dict):
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async with semaphore:
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ts_code = c["ts_code"]
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logger.info(f"LLM 预筛: {c.get('name', ts_code)}")
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result = await prefilter_single_stock(c, market_summary)
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logger.info(
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f"LLM 预筛结果: {c.get('name', ts_code)} → "
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f"decision={result['decision']} confidence={result['confidence']}"
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)
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return ts_code, result
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tasks = [_prefilter_with_semaphore(c) for c in candidates]
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completed = await asyncio.gather(*tasks, return_exceptions=True)
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for item in completed:
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if isinstance(item, Exception):
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logger.error(f"LLM 预筛任务异常: {item}")
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continue
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ts_code, result = item
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results[ts_code] = result
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logger.info(f"LLM 预筛完成: {len(results)}/{len(candidates)} 只")
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return results
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