Import 9 alphaear finance skills
- alphaear-deepear-lite: DeepEar Lite API integration - alphaear-logic-visualizer: Draw.io XML finance diagrams - alphaear-news: Real-time finance news (10+ sources) - alphaear-predictor: Kronos time-series forecasting - alphaear-reporter: Professional financial reports - alphaear-search: Web search + local RAG - alphaear-sentiment: FinBERT/LLM sentiment analysis - alphaear-signal-tracker: Signal evolution tracking - alphaear-stock: A-Share/HK/US stock data Updates: - All scripts updated to use universal .env path - Added JINA_API_KEY, LLM_*, DEEPSEEK_API_KEY to .env.example - Updated load_dotenv() to use ~/.config/opencode/.env
This commit is contained in:
60
skills/alphaear-predictor/SKILL.md
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60
skills/alphaear-predictor/SKILL.md
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---
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name: alphaear-predictor
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description: Market prediction skill using Kronos. Use when user needs finance market time-series forecasting or news-aware finance market adjustments.
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---
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# AlphaEar Predictor Skill
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## Overview
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This skill utilizes the Kronos model (via `KronosPredictorUtility`) to perform time-series forecasting and adjust predictions based on news sentiment.
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## Capabilities
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### 1. Forecast Market Trends
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### 1. Forecast Market Trends
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**Workflow:**
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1. **Generate Base Forecast**: Use `scripts/kronos_predictor.py` (via `KronosPredictorUtility`) to generate the technical/quantitative forecast.
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2. **Adjust Forecast (Agentic)**: Use the **Forecast Adjustment Prompt** in `references/PROMPTS.md` to subjectively adjust the numbers based on latest news/logic.
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**Key Tools:**
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- `KronosPredictorUtility.get_base_forecast(df, lookback, pred_len, news_text)`: Returns `List[KLinePoint]`.
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**Example Usage (Python):**
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```python
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from scripts.utils.kronos_predictor import KronosPredictorUtility
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from scripts.utils.database_manager import DatabaseManager
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db = DatabaseManager()
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predictor = KronosPredictorUtility()
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# Forecast
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forecast = predictor.predict("600519", horizon="7d")
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print(forecast)
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```
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## Configuration
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This skill requires the **Kronos** model and an embedding model.
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1. **Kronos Model**:
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- Ensure `exports/models` directory exists in the project root.
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- Place trained news projector weights (e.g., `kronos_news_v1.pt`) in `exports/models/`.
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- Or depend on the base model (automatically downloaded).
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2. **Environment Variables**:
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- `EMBEDDING_MODEL`: Path or name of the embedding model (default: `sentence-transformers/all-MiniLM-L6-v2`).
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- `KRONOS_MODEL_PATH`: Optional path to override model loading.
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## Dependencies
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- `torch`
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- `transformers`
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- `sentence-transformers`
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- `pandas`
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- `numpy`
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- `scikit-learn`
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43
skills/alphaear-predictor/references/PROMPTS.md
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skills/alphaear-predictor/references/PROMPTS.md
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# AlphaEar Predictor Prompts
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## Forecast Adjustment (Analyst)
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**Prompt:**
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```markdown
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You are a senior quantitative strategy analyst.
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Your task is to subjectively/logically adjust the given [Kronos Model Forecast] based on the [Latest Intelligence/News Context].
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Ticker: {ticker}
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【Kronos Base Forecast (OHLC)】:
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{forecast_str}
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【Latest Intelligence Context】:
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{news_context}
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**Adjustment Principles:**
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1. Base forecast is technical-only.
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2. Context may contain a "Quantitative Correction" from a news-aware model. **Highly respect** this unless logic is flawed.
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3. Use qualitative analysis (news logic) to verify or fine-tune.
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4. If no quantitative correction exists, verify trend manually against news sentiment.
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**Output (Strict JSON):**
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```json
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{
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"adjusted_forecast": [
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{
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"date": "YYYY-MM-DD",
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"open": <float>,
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"high": <float>,
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"low": <float>,
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"close": <float>,
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"volume": <float>
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},
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...
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],
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"rationale": "Detailed logic..."
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}
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```
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Ensure same number of data points as base forecast.
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```
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0
skills/alphaear-predictor/scripts/__init__.py
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0
skills/alphaear-predictor/scripts/__init__.py
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76
skills/alphaear-predictor/scripts/forecast_agent.py
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skills/alphaear-predictor/scripts/forecast_agent.py
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import json
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from typing import List, Optional, Dict, Any
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from datetime import datetime
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from loguru import logger
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import pandas as pd
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from .kronos_predictor import KronosPredictorUtility
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from .utils.database_manager import DatabaseManager
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from .schema.models import ForecastResult, KLinePoint, InvestmentSignal
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class ForecastUtils:
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"""
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预测辅助工具 (ForecastUtils)
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提供数据准备、基础模型预测等功能。
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LLM 调整逻辑已移交 Agent 执行 (参考 scripts/prompts/PROMPTS.md)。
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"""
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def __init__(self, db: DatabaseManager):
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self.db = db
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self.predictor_util = KronosPredictorUtility() # Singleton
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def get_base_forecast(
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self,
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ticker: str,
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signals: List[Dict] = None,
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lookback: int = 20,
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pred_len: int = 5,
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) -> Optional[List[KLinePoint]]:
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"""
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获取基础预测数据 (技术面 + 新闻模型定量修正)。
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Agent 应随后使用 PROMPTS.md 中的指令进行定性调整。
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"""
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logger.info(f"🔮 Generating base forecast for {ticker}...")
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# 1. 获取历史数据
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from .stock_tools import StockTools
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stock_tools = StockTools(self.db, auto_update=False)
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end_date = datetime.now().strftime("%Y-%m-%d")
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# 宽放一点时间以确保有足够的交易日
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start_date = (datetime.now() - pd.Timedelta(days=max(lookback * 4, 90))).strftime("%Y-%m-%d")
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df = stock_tools.get_stock_price(ticker, start_date=start_date, end_date=end_date)
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if df.empty or len(df) < lookback:
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# Try force sync
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df = stock_tools.get_stock_price(ticker, start_date=start_date, end_date=end_date, force_sync=True)
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if df.empty:
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logger.warning(f"⚠️ No history data for {ticker}")
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return None
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effective_lookback = lookback
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if len(df) < lookback:
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if len(df) < 10:
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logger.warning(f"⚠️ Insufficient history for {ticker}")
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return None
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effective_lookback = len(df)
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# 2. 准备信号上下文
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signal_lines = []
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for s in (signals or []):
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try:
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title = s.get('title', '') if isinstance(s, dict) else getattr(s, 'title', '')
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summary = s.get('summary', '') if isinstance(s, dict) else getattr(s, 'summary', '')
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if title or summary:
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signal_lines.append(f"- {title}: {summary}")
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except Exception:
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continue
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signals_context = "\n".join(signal_lines).strip()
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# 3. 模型预测 (News-Adjusted if context exists)
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if signals_context:
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return self.predictor_util.get_base_forecast(df, lookback=effective_lookback, pred_len=pred_len, news_text=signals_context)
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else:
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return self.predictor_util.get_base_forecast(df, lookback=effective_lookback, pred_len=pred_len, news_text=None)
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180
skills/alphaear-predictor/scripts/json_utils.py
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skills/alphaear-predictor/scripts/json_utils.py
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import ast
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import json
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import re
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from typing import Optional, Any
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from loguru import logger
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def _strip_comments(text: str) -> str:
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"""
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Safely remove C-style comments (// and /* */) from JSON-like text,
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preserving strings (including URLs like http://).
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"""
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result = []
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i = 0
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n = len(text)
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in_string = False
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escape = False
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while i < n:
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char = text[i]
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if in_string:
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if char == '\\':
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escape = not escape
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elif char == '"' and not escape:
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in_string = False
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else:
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escape = False
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result.append(char)
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i += 1
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continue
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# Not in string
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if char == '"':
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in_string = True
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result.append(char)
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i += 1
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continue
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# Check for // comment
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if i + 1 < n and text[i:i+2] == '//':
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i += 2
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while i < n and text[i] != '\n':
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i += 1
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continue
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# Check for /* comment
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if i + 1 < n and text[i:i+2] == '/*':
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i += 2
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while i + 1 < n and text[i:i+2] != '*/':
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i += 1
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i += 2
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continue
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result.append(char)
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i += 1
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return ''.join(result)
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def extract_json(text: str) -> Optional[Any]:
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"""
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更加鲁棒的 JSON 提取工具。
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处理:
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1. Markdown 代码块 (```json ... ```)
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2. 首尾多余字符
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3. 同一个文本中多个 JSON 对象 (仅提取第一个)
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4. 简单的 JSON 修复 (末尾逗号等)
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5. C 风格注释 (// 和 /* */)
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"""
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if not text:
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return None
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# 1. 清理明显的 Markdown 包装
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text = text.strip()
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# 先尝试精确匹配 ```json ... ``` 或 ```...```
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md_match = re.search(r'```(?:json)?\s*\n?(.*?)\n?```', text, re.DOTALL)
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if md_match:
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text = md_match.group(1).strip()
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elif text.startswith("```"):
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# 回退:如果开头有 ``` 但没完整匹配
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text = re.sub(r'^```[a-z]*\n?', '', text)
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text = re.sub(r'\n?```\s*$', '', text)
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# 2. 寻找第一个 JSON 起始符 { 或 [
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start_brace = text.find('{')
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start_bracket = text.find('[')
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if start_brace == -1 and start_bracket == -1:
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return None
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start_idx = start_brace if (start_bracket == -1 or (start_brace != -1 and start_brace < start_bracket)) else start_bracket
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# 2.5 预处理:修复一些极其常见的 LLM 错误
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potential_json = text[start_idx:].strip()
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# remove comments safely
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potential_json = _strip_comments(potential_json)
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# b. 修复缺失开头引号的键: nodes": [ -> "nodes": [
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# 匹配模式: (空白或换行) 单词 紧跟引号和冒号
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potential_json = re.sub(r'([\{\,]\s*)([a-zA-Z_]\w*)\"\s*:', r'\1"\2":', potential_json)
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# c. 修复缺失末尾引号的键: "nodes: [ -> "nodes": [
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potential_json = re.sub(r'([\{\,]\s*)\"([a-zA-Z_]\w*)\s*:', r'\1"\2":', potential_json)
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# d. 修复完全缺失引号的键: nodes: [ -> "nodes": [
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# 注意避免匹配到像 http:// 这种内容,所以限定在 { 或 , 之后
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potential_json = re.sub(r'([\{\,]\s*)([a-zA-Z_]\w*)\s*:', r'\1"\2":', potential_json)
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# 3. 使用 raw_decode 尝试解析
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decoder = json.JSONDecoder()
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# 首先尝试直接解析(不做任何预处理)
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try:
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obj = json.loads(potential_json)
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return obj
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except json.JSONDecodeError:
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pass
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# 简单预处理:移除对象/列表末位多余逗号
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processed_json = re.sub(r',\s*([\]}])', r'\1', potential_json)
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try:
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obj, end_pos = decoder.raw_decode(processed_json)
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return obj
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except json.JSONDecodeError:
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pass
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# e. 修复未终止的字符串字面量问题:移除值中的实际换行符
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# LLM 可能在字符串值中生成包含真实 newline 的内容,导致 JSON 非法
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def fix_multiline_strings(s):
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# 简单策略:将字符串值内的换行替换为空格
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lines = s.split('\n')
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result = []
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in_string = False
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for line in lines:
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# 计算未转义的引号数
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quote_count = line.count('"') - line.count('\\"')
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if in_string:
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result[-1] += ' ' + line.strip()
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else:
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result.append(line)
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if quote_count % 2 == 1:
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in_string = not in_string
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return '\n'.join(result)
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fixed_json = fix_multiline_strings(processed_json)
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try:
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obj, end_pos = decoder.raw_decode(fixed_json)
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return obj
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except json.JSONDecodeError:
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try:
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# 4. 尝试处理单引号问题 (JSON 规范要求双引号,但 LLM 常输出单引号)
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# 这是一个简单的替换技巧,仅针对像 {'key': 'value'} 这样的结构
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# 注意:这可能会破坏包含单引号的字符串值,所以作为较后的回退
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fix_quotes = re.sub(r"'(.*?)':", r'"\1":', processed_json) # 修复键
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fix_quotes = re.sub(r":\s*'(.*?)'", r': "\1"', fix_quotes) # 修复简单值
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obj, end_pos = decoder.raw_decode(fix_quotes)
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return obj
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except (json.JSONDecodeError, TypeError):
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try:
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# 5. 使用 ast.literal_eval 作为终极回退 (处理 Python 字典格式)
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# 提取第一个匹配的括号对内容
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# 寻找匹配的 { }
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stack = []
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for i, char in enumerate(potential_json):
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if char == '{': stack.append('{')
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elif char == '}':
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if stack: stack.pop()
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if not stack:
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content = potential_json[:i+1]
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return ast.literal_eval(content)
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except (ValueError, SyntaxError, MemoryError) as e:
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logger.warning(f"All JSON extraction attempts failed: {e}")
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except Exception as e:
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logger.error(f"Unexpected error during JSON extraction: {e}")
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return None
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219
skills/alphaear-predictor/scripts/kronos_predictor.py
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219
skills/alphaear-predictor/scripts/kronos_predictor.py
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import torch
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import pandas as pd
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import numpy as np
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from datetime import datetime
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from typing import List, Optional
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from loguru import logger
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from pandas.tseries.offsets import BusinessDay
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import os
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from dotenv import load_dotenv
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load_dotenv(os.path.expanduser("~/.config/opencode/.env"))
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# Fix for Kronos internal imports
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import sys
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KRONOS_DIR = os.path.join(os.path.dirname(__file__), "predictor")
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if KRONOS_DIR not in sys.path:
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sys.path.append(KRONOS_DIR)
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import glob
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from sentence_transformers import SentenceTransformer
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from .predictor.model import Kronos, KronosTokenizer, KronosPredictor
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from .schema.models import KLinePoint
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class KronosPredictorUtility:
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"""
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Kronos 时序预测工具类
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负责模型加载、推理以及数据结构转换
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"""
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_instance = None
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_predictor = None
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def __new__(cls, *args, **kwargs):
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if not cls._instance:
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cls._instance = super(KronosPredictorUtility, cls).__new__(cls)
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return cls._instance
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def __init__(self, device: Optional[str] = None):
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if self._predictor is not None:
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return
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try:
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if not device:
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device = (
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"cuda"
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if torch.cuda.is_available()
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else "mps"
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if torch.backends.mps.is_available()
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else "cpu"
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)
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logger.info(f"🔮 Loading Kronos Model on {device}...")
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# 1. Load Embedder (SentenceTransformer)
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model_name = os.getenv(
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"EMBEDDING_MODEL", "sentence-transformers/all-MiniLM-L6-v2"
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) # Match training
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try:
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self.embedder = SentenceTransformer(
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model_name, device=device, local_files_only=True
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)
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except Exception:
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logger.warning(
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f"⚠️ Local embedder {model_name} not found. Downloading..."
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)
|
||||
self.embedder = SentenceTransformer(model_name, device=device)
|
||||
|
||||
# 2. Load Kronos Base
|
||||
try:
|
||||
tokenizer = KronosTokenizer.from_pretrained(
|
||||
"NeoQuasar/Kronos-Tokenizer-base", local_files_only=True
|
||||
)
|
||||
model = Kronos.from_pretrained(
|
||||
"NeoQuasar/Kronos-base", local_files_only=True
|
||||
)
|
||||
except Exception:
|
||||
logger.warning(
|
||||
"⚠️ Local Kronos cache not found. Attempting to download..."
|
||||
)
|
||||
tokenizer = KronosTokenizer.from_pretrained(
|
||||
"NeoQuasar/Kronos-Tokenizer-base"
|
||||
)
|
||||
model = Kronos.from_pretrained("NeoQuasar/Kronos-base")
|
||||
|
||||
# 3. Load Trained News Projector Weights
|
||||
# Check predictor/exports/models directory
|
||||
models_dir = os.path.join(KRONOS_DIR, "exports/models")
|
||||
model_files = glob.glob(os.path.join(models_dir, "*.pt"))
|
||||
|
||||
if model_files:
|
||||
latest_model = max(model_files, key=os.path.getctime)
|
||||
logger.info(f"🔄 Loading trained news weights from {latest_model}...")
|
||||
try:
|
||||
checkpoint = torch.load(latest_model, map_location=device)
|
||||
# The checkpoint contains 'news_proj_state_dict'
|
||||
if "news_proj_state_dict" in checkpoint:
|
||||
if not hasattr(model, "news_proj") or model.news_proj is None:
|
||||
import torch.nn as nn
|
||||
|
||||
news_dim = checkpoint.get("news_dim", 384)
|
||||
model.news_proj = nn.Linear(news_dim, model.d_model).to(
|
||||
device
|
||||
)
|
||||
|
||||
model.news_proj.load_state_dict(
|
||||
checkpoint["news_proj_state_dict"]
|
||||
)
|
||||
logger.success("✅ News-Aware Projection Layer loaded!")
|
||||
self.has_news_model = True
|
||||
else:
|
||||
logger.warning(
|
||||
"⚠️ Checkpoint found but missing 'news_proj_state_dict'. Using base model."
|
||||
)
|
||||
self.has_news_model = False
|
||||
except Exception as e:
|
||||
logger.error(
|
||||
f"❌ Failed to load trained weights: {e}. Using base model."
|
||||
)
|
||||
self.has_news_model = False
|
||||
else:
|
||||
logger.info("ℹ️ No trained news models found. Using base model.")
|
||||
self.has_news_model = False
|
||||
|
||||
tokenizer = tokenizer.to(device)
|
||||
model = model.to(device)
|
||||
|
||||
self._predictor = KronosPredictor(
|
||||
model, tokenizer, device=device, max_context=512
|
||||
)
|
||||
logger.info("✅ Kronos Model loaded successfully.")
|
||||
except Exception as e:
|
||||
logger.error(f"❌ Failed to load Kronos Model: {e}")
|
||||
self._predictor = None
|
||||
self.has_news_model = False
|
||||
|
||||
def get_base_forecast(
|
||||
self,
|
||||
df: pd.DataFrame,
|
||||
lookback: int = 20,
|
||||
pred_len: int = 5,
|
||||
news_text: Optional[str] = None,
|
||||
) -> List[KLinePoint]:
|
||||
"""
|
||||
生成原始模型预测
|
||||
"""
|
||||
if self._predictor is None:
|
||||
logger.error("Predictor not initialized.")
|
||||
return []
|
||||
|
||||
if len(df) < lookback:
|
||||
logger.warning(
|
||||
f"Insufficient historical data ({len(df)}) for lookback ({lookback})."
|
||||
)
|
||||
return []
|
||||
|
||||
# 获取最后 lookback 条数据
|
||||
x_df = df.iloc[-lookback:].copy()
|
||||
x_timestamp = pd.to_datetime(x_df["date"]) # Ensure datetime
|
||||
last_date = x_timestamp.iloc[-1]
|
||||
|
||||
# 生成未来时间戳
|
||||
future_dates = pd.date_range(
|
||||
start=last_date + BusinessDay(1), periods=pred_len, freq="B"
|
||||
)
|
||||
y_timestamp = pd.Series(future_dates)
|
||||
|
||||
# Embedding News if available
|
||||
news_emb = None
|
||||
if (
|
||||
news_text
|
||||
and getattr(self, "has_news_model", False)
|
||||
and hasattr(self, "embedder")
|
||||
):
|
||||
try:
|
||||
# Truncate to avoid too long text
|
||||
emb = self.embedder.encode(news_text[:1000])
|
||||
news_emb = emb # KronosPredictor expects numpy array or tensor
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to encode news: {e}")
|
||||
|
||||
try:
|
||||
# 预测所需的列
|
||||
cols = ["open", "high", "low", "close", "volume"]
|
||||
pred_df = self._predictor.predict(
|
||||
df=x_df[cols],
|
||||
x_timestamp=x_timestamp,
|
||||
y_timestamp=y_timestamp,
|
||||
pred_len=pred_len,
|
||||
T=1.0,
|
||||
top_p=0.9,
|
||||
sample_count=1,
|
||||
verbose=False,
|
||||
news_emb=news_emb,
|
||||
)
|
||||
|
||||
# 转换为 KLinePoint
|
||||
results = []
|
||||
for date, row in pred_df.iterrows():
|
||||
results.append(
|
||||
KLinePoint(
|
||||
date=date.strftime("%Y-%m-%d"),
|
||||
open=float(row["open"]),
|
||||
high=float(row["high"]),
|
||||
low=float(row["low"]),
|
||||
close=float(row["close"]),
|
||||
volume=float(row["volume"]),
|
||||
)
|
||||
)
|
||||
return results
|
||||
except Exception as e:
|
||||
logger.error(f"Forecast generation failed: {e}")
|
||||
return []
|
||||
|
||||
|
||||
# Singleton instance for easy access
|
||||
# Usage: predictor = KronosPredictorUtility()
|
||||
Binary file not shown.
@@ -0,0 +1,16 @@
|
||||
from .kronos import KronosTokenizer, Kronos, KronosPredictor
|
||||
|
||||
model_dict = {
|
||||
'kronos_tokenizer': KronosTokenizer,
|
||||
'kronos': Kronos,
|
||||
'kronos_predictor': KronosPredictor
|
||||
}
|
||||
|
||||
|
||||
def get_model_class(model_name):
|
||||
if model_name in model_dict:
|
||||
return model_dict[model_name]
|
||||
else:
|
||||
print(f"Model {model_name} not found in model_dict")
|
||||
raise NotImplementedError
|
||||
|
||||
676
skills/alphaear-predictor/scripts/predictor/model/kronos.py
Normal file
676
skills/alphaear-predictor/scripts/predictor/model/kronos.py
Normal file
@@ -0,0 +1,676 @@
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
import torch
|
||||
from huggingface_hub import PyTorchModelHubMixin
|
||||
import sys
|
||||
|
||||
from tqdm import trange
|
||||
|
||||
sys.path.append("../")
|
||||
from model.module import *
|
||||
|
||||
|
||||
class KronosTokenizer(nn.Module, PyTorchModelHubMixin):
|
||||
"""
|
||||
KronosTokenizer module for tokenizing input data using a hybrid quantization approach.
|
||||
|
||||
This tokenizer utilizes a combination of encoder and decoder Transformer blocks
|
||||
along with the Binary Spherical Quantization (BSQuantizer) to compress and decompress input data.
|
||||
|
||||
Args:
|
||||
d_in (int): Input dimension.
|
||||
d_model (int): Model dimension.
|
||||
n_heads (int): Number of attention heads.
|
||||
ff_dim (int): Feed-forward dimension.
|
||||
n_enc_layers (int): Number of encoder layers.
|
||||
n_dec_layers (int): Number of decoder layers.
|
||||
ffn_dropout_p (float): Dropout probability for feed-forward networks.
|
||||
attn_dropout_p (float): Dropout probability for attention mechanisms.
|
||||
resid_dropout_p (float): Dropout probability for residual connections.
|
||||
s1_bits (int): Number of bits for the pre token in BSQuantizer.
|
||||
s2_bits (int): Number of bits for the post token in BSQuantizer.
|
||||
beta (float): Beta parameter for BSQuantizer.
|
||||
gamma0 (float): Gamma0 parameter for BSQuantizer.
|
||||
gamma (float): Gamma parameter for BSQuantizer.
|
||||
zeta (float): Zeta parameter for BSQuantizer.
|
||||
group_size (int): Group size parameter for BSQuantizer.
|
||||
|
||||
"""
|
||||
|
||||
def __init__(self, d_in, d_model, n_heads, ff_dim, n_enc_layers, n_dec_layers, ffn_dropout_p, attn_dropout_p, resid_dropout_p, s1_bits, s2_bits, beta, gamma0, gamma, zeta, group_size):
|
||||
|
||||
super().__init__()
|
||||
self.d_in = d_in
|
||||
self.d_model = d_model
|
||||
self.n_heads = n_heads
|
||||
self.ff_dim = ff_dim
|
||||
self.enc_layers = n_enc_layers
|
||||
self.dec_layers = n_dec_layers
|
||||
self.ffn_dropout_p = ffn_dropout_p
|
||||
self.attn_dropout_p = attn_dropout_p
|
||||
self.resid_dropout_p = resid_dropout_p
|
||||
|
||||
self.s1_bits = s1_bits
|
||||
self.s2_bits = s2_bits
|
||||
self.codebook_dim = s1_bits + s2_bits # Total dimension of the codebook after quantization
|
||||
self.embed = nn.Linear(self.d_in, self.d_model)
|
||||
self.head = nn.Linear(self.d_model, self.d_in)
|
||||
|
||||
# Encoder Transformer Blocks
|
||||
self.encoder = nn.ModuleList([
|
||||
TransformerBlock(self.d_model, self.n_heads, self.ff_dim, self.ffn_dropout_p, self.attn_dropout_p, self.resid_dropout_p)
|
||||
for _ in range(self.enc_layers - 1)
|
||||
])
|
||||
# Decoder Transformer Blocks
|
||||
self.decoder = nn.ModuleList([
|
||||
TransformerBlock(self.d_model, self.n_heads, self.ff_dim, self.ffn_dropout_p, self.attn_dropout_p, self.resid_dropout_p)
|
||||
for _ in range(self.dec_layers - 1)
|
||||
])
|
||||
self.quant_embed = nn.Linear(in_features=self.d_model, out_features=self.codebook_dim) # Linear layer before quantization
|
||||
self.post_quant_embed_pre = nn.Linear(in_features=self.s1_bits, out_features=self.d_model) # Linear layer after quantization (pre part - s1 bits)
|
||||
self.post_quant_embed = nn.Linear(in_features=self.codebook_dim, out_features=self.d_model) # Linear layer after quantization (full codebook)
|
||||
self.tokenizer = BSQuantizer(self.s1_bits, self.s2_bits, beta, gamma0, gamma, zeta, group_size) # BSQuantizer module
|
||||
|
||||
def forward(self, x):
|
||||
"""
|
||||
Forward pass of the KronosTokenizer.
|
||||
|
||||
Args:
|
||||
x (torch.Tensor): Input tensor of shape (batch_size, seq_len, d_in).
|
||||
|
||||
Returns:
|
||||
tuple: A tuple containing:
|
||||
- tuple: (z_pre, z) - Reconstructed outputs from decoder with s1_bits and full codebook respectively,
|
||||
both of shape (batch_size, seq_len, d_in).
|
||||
- torch.Tensor: bsq_loss - Loss from the BSQuantizer.
|
||||
- torch.Tensor: quantized - Quantized representation from BSQuantizer.
|
||||
- torch.Tensor: z_indices - Indices from the BSQuantizer.
|
||||
"""
|
||||
z = self.embed(x)
|
||||
|
||||
for layer in self.encoder:
|
||||
z = layer(z)
|
||||
|
||||
z = self.quant_embed(z) # (B, T, codebook)
|
||||
|
||||
bsq_loss, quantized, z_indices = self.tokenizer(z)
|
||||
|
||||
quantized_pre = quantized[:, :, :self.s1_bits] # Extract the first part of quantized representation (s1_bits)
|
||||
z_pre = self.post_quant_embed_pre(quantized_pre)
|
||||
|
||||
z = self.post_quant_embed(quantized)
|
||||
|
||||
# Decoder layers (for pre part - s1 bits)
|
||||
for layer in self.decoder:
|
||||
z_pre = layer(z_pre)
|
||||
z_pre = self.head(z_pre)
|
||||
|
||||
# Decoder layers (for full codebook)
|
||||
for layer in self.decoder:
|
||||
z = layer(z)
|
||||
z = self.head(z)
|
||||
|
||||
return (z_pre, z), bsq_loss, quantized, z_indices
|
||||
|
||||
def indices_to_bits(self, x, half=False):
|
||||
"""
|
||||
Converts indices to bit representations and scales them.
|
||||
|
||||
Args:
|
||||
x (torch.Tensor): Indices tensor.
|
||||
half (bool, optional): Whether to process only half of the codebook dimension. Defaults to False.
|
||||
|
||||
Returns:
|
||||
torch.Tensor: Bit representation tensor.
|
||||
"""
|
||||
if half:
|
||||
x1 = x[0] # Assuming x is a tuple of indices if half is True
|
||||
x2 = x[1]
|
||||
mask = 2 ** torch.arange(self.codebook_dim//2, device=x1.device, dtype=torch.long) # Create a mask for bit extraction
|
||||
x1 = (x1.unsqueeze(-1) & mask) != 0 # Extract bits for the first half
|
||||
x2 = (x2.unsqueeze(-1) & mask) != 0 # Extract bits for the second half
|
||||
x = torch.cat([x1, x2], dim=-1) # Concatenate the bit representations
|
||||
else:
|
||||
mask = 2 ** torch.arange(self.codebook_dim, device=x.device, dtype=torch.long) # Create a mask for bit extraction
|
||||
x = (x.unsqueeze(-1) & mask) != 0 # Extract bits
|
||||
|
||||
x = x.float() * 2 - 1 # Convert boolean to bipolar (-1, 1)
|
||||
q_scale = 1. / (self.codebook_dim ** 0.5) # Scaling factor
|
||||
x = x * q_scale
|
||||
return x
|
||||
|
||||
def encode(self, x, half=False):
|
||||
"""
|
||||
Encodes the input data into quantized indices.
|
||||
|
||||
Args:
|
||||
x (torch.Tensor): Input tensor of shape (batch_size, seq_len, d_in).
|
||||
half (bool, optional): Whether to use half quantization in BSQuantizer. Defaults to False.
|
||||
|
||||
Returns:
|
||||
torch.Tensor: Quantized indices from BSQuantizer.
|
||||
"""
|
||||
z = self.embed(x)
|
||||
for layer in self.encoder:
|
||||
z = layer(z)
|
||||
z = self.quant_embed(z)
|
||||
|
||||
bsq_loss, quantized, z_indices = self.tokenizer(z, half=half, collect_metrics=False)
|
||||
return z_indices
|
||||
|
||||
def decode(self, x, half=False):
|
||||
"""
|
||||
Decodes quantized indices back to the input data space.
|
||||
|
||||
Args:
|
||||
x (torch.Tensor): Quantized indices tensor.
|
||||
half (bool, optional): Whether the indices were generated with half quantization. Defaults to False.
|
||||
|
||||
Returns:
|
||||
torch.Tensor: Reconstructed output tensor of shape (batch_size, seq_len, d_in).
|
||||
"""
|
||||
quantized = self.indices_to_bits(x, half)
|
||||
z = self.post_quant_embed(quantized)
|
||||
for layer in self.decoder:
|
||||
z = layer(z)
|
||||
z = self.head(z)
|
||||
return z
|
||||
|
||||
|
||||
class Kronos(nn.Module, PyTorchModelHubMixin):
|
||||
"""
|
||||
Kronos Model.
|
||||
|
||||
Args:
|
||||
s1_bits (int): Number of bits for pre tokens.
|
||||
s2_bits (int): Number of bits for post tokens.
|
||||
n_layers (int): Number of Transformer blocks.
|
||||
d_model (int): Dimension of the model's embeddings and hidden states.
|
||||
n_heads (int): Number of attention heads in the MultiheadAttention layers.
|
||||
ff_dim (int): Dimension of the feedforward network in the Transformer blocks.
|
||||
ffn_dropout_p (float): Dropout probability for the feedforward network.
|
||||
attn_dropout_p (float): Dropout probability for the attention layers.
|
||||
resid_dropout_p (float): Dropout probability for residual connections.
|
||||
token_dropout_p (float): Dropout probability for token embeddings.
|
||||
learn_te (bool): Whether to use learnable temporal embeddings.
|
||||
"""
|
||||
|
||||
def __init__(self, s1_bits, s2_bits, n_layers, d_model, n_heads, ff_dim, ffn_dropout_p, attn_dropout_p, resid_dropout_p, token_dropout_p, learn_te, news_dim=None):
|
||||
super().__init__()
|
||||
self.s1_bits = s1_bits
|
||||
self.s2_bits = s2_bits
|
||||
self.n_layers = n_layers
|
||||
self.d_model = d_model
|
||||
self.n_heads = n_heads
|
||||
self.learn_te = learn_te
|
||||
self.ff_dim = ff_dim
|
||||
self.ffn_dropout_p = ffn_dropout_p
|
||||
self.attn_dropout_p = attn_dropout_p
|
||||
self.resid_dropout_p = resid_dropout_p
|
||||
self.token_dropout_p = token_dropout_p
|
||||
self.news_dim = news_dim
|
||||
|
||||
self.s1_vocab_size = 2 ** self.s1_bits
|
||||
self.token_drop = nn.Dropout(self.token_dropout_p)
|
||||
self.embedding = HierarchicalEmbedding(self.s1_bits, self.s2_bits, self.d_model)
|
||||
self.time_emb = TemporalEmbedding(self.d_model, self.learn_te)
|
||||
self.transformer = nn.ModuleList([
|
||||
TransformerBlock(self.d_model, self.n_heads, self.ff_dim, self.ffn_dropout_p, self.attn_dropout_p, self.resid_dropout_p)
|
||||
for _ in range(self.n_layers)
|
||||
])
|
||||
self.norm = RMSNorm(self.d_model)
|
||||
self.dep_layer = DependencyAwareLayer(self.d_model)
|
||||
self.head = DualHead(self.s1_bits, self.s2_bits, self.d_model)
|
||||
|
||||
if self.news_dim is not None:
|
||||
self.news_proj = nn.Linear(self.news_dim, self.d_model)
|
||||
else:
|
||||
self.news_proj = None
|
||||
|
||||
self.apply(self._init_weights)
|
||||
|
||||
def _init_weights(self, module):
|
||||
|
||||
if isinstance(module, nn.Linear):
|
||||
nn.init.xavier_normal_(module.weight)
|
||||
if module.bias is not None:
|
||||
nn.init.zeros_(module.bias)
|
||||
elif isinstance(module, nn.Embedding):
|
||||
nn.init.normal_(module.weight, mean=0, std=self.embedding.d_model ** -0.5)
|
||||
elif isinstance(module, nn.LayerNorm):
|
||||
nn.init.ones_(module.weight)
|
||||
nn.init.zeros_(module.bias)
|
||||
elif isinstance(module, RMSNorm):
|
||||
nn.init.ones_(module.weight)
|
||||
|
||||
def forward(self, s1_ids, s2_ids, stamp=None, padding_mask=None, use_teacher_forcing=False, s1_targets=None, news_emb=None):
|
||||
"""
|
||||
Args:
|
||||
s1_ids (torch.Tensor): Input tensor of s1 token IDs. Shape: [batch_size, seq_len]
|
||||
s2_ids (torch.Tensor): Input tensor of s2 token IDs. Shape: [batch_size, seq_len]
|
||||
stamp (torch.Tensor, optional): Temporal stamp tensor. Shape: [batch_size, seq_len]. Defaults to None.
|
||||
padding_mask (torch.Tensor, optional): Mask for padding tokens. Shape: [batch_size, seq_len]. Defaults to None.
|
||||
use_teacher_forcing (bool, optional): Whether to use teacher forcing for s1 decoding. Defaults to False.
|
||||
s1_targets (torch.Tensor, optional): Target s1 token IDs for teacher forcing. Shape: [batch_size, seq_len]. Defaults to None.
|
||||
news_emb (torch.Tensor, optional): News embedding tensor. Shape: [batch_size, news_dim]. Defaults to None.
|
||||
|
||||
Returns:
|
||||
Tuple[torch.Tensor, torch.Tensor]:
|
||||
- s1 logits: Logits for s1 token predictions. Shape: [batch_size, seq_len, s1_vocab_size]
|
||||
- s2_logits: Logits for s2 token predictions, conditioned on s1. Shape: [batch_size, seq_len, s2_vocab_size]
|
||||
"""
|
||||
x = self.embedding([s1_ids, s2_ids])
|
||||
if stamp is not None:
|
||||
time_embedding = self.time_emb(stamp)
|
||||
x = x + time_embedding
|
||||
x = self.token_drop(x)
|
||||
|
||||
for layer in self.transformer:
|
||||
x = layer(x, key_padding_mask=padding_mask)
|
||||
|
||||
x = self.norm(x)
|
||||
|
||||
if news_emb is not None and self.news_proj is not None:
|
||||
news_bias = self.news_proj(news_emb).unsqueeze(1) # [B, 1, d_model]
|
||||
x = x + news_bias
|
||||
|
||||
s1_logits = self.head(x)
|
||||
|
||||
if use_teacher_forcing:
|
||||
sibling_embed = self.embedding.emb_s1(s1_targets)
|
||||
else:
|
||||
s1_probs = F.softmax(s1_logits.detach(), dim=-1)
|
||||
sample_s1_ids = torch.multinomial(s1_probs.view(-1, self.s1_vocab_size), 1).view(s1_ids.shape)
|
||||
sibling_embed = self.embedding.emb_s1(sample_s1_ids)
|
||||
|
||||
x2 = self.dep_layer(x, sibling_embed, key_padding_mask=padding_mask) # Dependency Aware Layer: Condition on s1 embeddings
|
||||
s2_logits = self.head.cond_forward(x2)
|
||||
return s1_logits, s2_logits
|
||||
|
||||
def decode_s1(self, s1_ids, s2_ids, stamp=None, padding_mask=None, news_emb=None):
|
||||
"""
|
||||
Decodes only the s1 tokens.
|
||||
|
||||
This method performs a forward pass to predict only s1 tokens. It returns the s1 logits
|
||||
and the context representation from the Transformer, which can be used for subsequent s2 decoding.
|
||||
|
||||
Args:
|
||||
s1_ids (torch.Tensor): Input tensor of s1 token IDs. Shape: [batch_size, seq_len]
|
||||
s2_ids (torch.Tensor): Input tensor of s2 token IDs. Shape: [batch_size, seq_len]
|
||||
stamp (torch.Tensor, optional): Temporal stamp tensor. Shape: [batch_size, seq_len]. Defaults to None.
|
||||
padding_mask (torch.Tensor, optional): Mask for padding tokens. Shape: [batch_size, seq_len]. Defaults to None.
|
||||
news_emb (torch.Tensor, optional): News embedding tensor. Shape: [batch_size, news_dim]. Defaults to None.
|
||||
|
||||
Returns:
|
||||
Tuple[torch.Tensor, torch.Tensor]:
|
||||
- s1 logits: Logits for s1 token predictions. Shape: [batch_size, seq_len, s1_vocab_size]
|
||||
- context: Context representation from the Transformer. Shape: [batch_size, seq_len, d_model]
|
||||
"""
|
||||
x = self.embedding([s1_ids, s2_ids])
|
||||
if stamp is not None:
|
||||
time_embedding = self.time_emb(stamp)
|
||||
x = x + time_embedding
|
||||
x = self.token_drop(x)
|
||||
|
||||
for layer in self.transformer:
|
||||
x = layer(x, key_padding_mask=padding_mask)
|
||||
|
||||
x = self.norm(x)
|
||||
|
||||
if news_emb is not None and self.news_proj is not None:
|
||||
news_bias = self.news_proj(news_emb).unsqueeze(1) # [B, 1, d_model]
|
||||
x = x + news_bias
|
||||
|
||||
s1_logits = self.head(x)
|
||||
return s1_logits, x
|
||||
|
||||
def decode_s2(self, context, s1_ids, padding_mask=None):
|
||||
"""
|
||||
Decodes the s2 tokens, conditioned on the context and s1 tokens.
|
||||
|
||||
This method decodes s2 tokens based on a pre-computed context representation (typically from `decode_s1`)
|
||||
and the s1 token IDs. It uses the dependency-aware layer and the conditional s2 head to predict s2 tokens.
|
||||
|
||||
Args:
|
||||
context (torch.Tensor): Context representation from the transformer (output of decode_s1).
|
||||
Shape: [batch_size, seq_len, d_model]
|
||||
s1_ids (torch.torch.Tensor): Input tensor of s1 token IDs. Shape: [batch_size, seq_len]
|
||||
padding_mask (torch.Tensor, optional): Mask for padding tokens. Shape: [batch_size, seq_len]. Defaults to None.
|
||||
|
||||
Returns:
|
||||
torch.Tensor: s2 logits. Shape: [batch_size, seq_len, s2_vocab_size]
|
||||
"""
|
||||
sibling_embed = self.embedding.emb_s1(s1_ids)
|
||||
x2 = self.dep_layer(context, sibling_embed, key_padding_mask=padding_mask)
|
||||
return self.head.cond_forward(x2)
|
||||
|
||||
|
||||
def top_k_top_p_filtering(
|
||||
logits,
|
||||
top_k: int = 0,
|
||||
top_p: float = 1.0,
|
||||
filter_value: float = -float("Inf"),
|
||||
min_tokens_to_keep: int = 1,
|
||||
):
|
||||
"""Filter a distribution of logits using top-k and/or nucleus (top-p) filtering
|
||||
Args:
|
||||
logits: logits distribution shape (batch size, vocabulary size)
|
||||
if top_k > 0: keep only top k tokens with highest probability (top-k filtering).
|
||||
if top_p < 1.0: keep the top tokens with cumulative probability >= top_p (nucleus filtering).
|
||||
Nucleus filtering is described in Holtzman et al. (http://arxiv.org/abs/1904.09751)
|
||||
Make sure we keep at least min_tokens_to_keep per batch example in the output
|
||||
From: https://gist.github.com/thomwolf/1a5a29f6962089e871b94cbd09daf317
|
||||
"""
|
||||
if top_k > 0:
|
||||
top_k = min(max(top_k, min_tokens_to_keep), logits.size(-1)) # Safety check
|
||||
# Remove all tokens with a probability less than the last token of the top-k
|
||||
indices_to_remove = logits < torch.topk(logits, top_k)[0][..., -1, None]
|
||||
logits[indices_to_remove] = filter_value
|
||||
return logits
|
||||
|
||||
if top_p < 1.0:
|
||||
sorted_logits, sorted_indices = torch.sort(logits, descending=True)
|
||||
cumulative_probs = torch.cumsum(F.softmax(sorted_logits, dim=-1), dim=-1)
|
||||
|
||||
# Remove tokens with cumulative probability above the threshold (token with 0 are kept)
|
||||
sorted_indices_to_remove = cumulative_probs > top_p
|
||||
if min_tokens_to_keep > 1:
|
||||
# Keep at least min_tokens_to_keep (set to min_tokens_to_keep-1 because we add the first one below)
|
||||
sorted_indices_to_remove[..., :min_tokens_to_keep] = 0
|
||||
# Shift the indices to the right to keep also the first token above the threshold
|
||||
sorted_indices_to_remove[..., 1:] = sorted_indices_to_remove[..., :-1].clone()
|
||||
sorted_indices_to_remove[..., 0] = 0
|
||||
|
||||
# scatter sorted tensors to original indexing
|
||||
indices_to_remove = sorted_indices_to_remove.scatter(1, sorted_indices, sorted_indices_to_remove)
|
||||
logits[indices_to_remove] = filter_value
|
||||
return logits
|
||||
|
||||
|
||||
def sample_from_logits(logits, temperature=1.0, top_k=None, top_p=None, sample_logits=True):
|
||||
logits = logits / temperature
|
||||
if top_k is not None or top_p is not None:
|
||||
if top_k > 0 or top_p < 1.0:
|
||||
logits = top_k_top_p_filtering(logits, top_k=top_k, top_p=top_p)
|
||||
|
||||
probs = F.softmax(logits, dim=-1)
|
||||
|
||||
if not sample_logits:
|
||||
_, x = top_k(probs, k=1, dim=-1)
|
||||
else:
|
||||
x = torch.multinomial(probs, num_samples=1)
|
||||
|
||||
return x
|
||||
|
||||
|
||||
def auto_regressive_inference(tokenizer, model, x, x_stamp, y_stamp, max_context, pred_len, clip=5, T=1.0, top_k=0, top_p=0.99, sample_count=5, verbose=False, news_emb=None):
|
||||
with torch.no_grad():
|
||||
x = torch.clip(x, -clip, clip)
|
||||
|
||||
device = x.device
|
||||
x = x.unsqueeze(1).repeat(1, sample_count, 1, 1).reshape(-1, x.size(1), x.size(2)).to(device)
|
||||
x_stamp = x_stamp.unsqueeze(1).repeat(1, sample_count, 1, 1).reshape(-1, x_stamp.size(1), x_stamp.size(2)).to(device)
|
||||
y_stamp = y_stamp.unsqueeze(1).repeat(1, sample_count, 1, 1).reshape(-1, y_stamp.size(1), y_stamp.size(2)).to(device)
|
||||
|
||||
x_token = tokenizer.encode(x, half=True)
|
||||
|
||||
initial_seq_len = x.size(1)
|
||||
batch_size = x_token[0].size(0)
|
||||
total_seq_len = initial_seq_len + pred_len
|
||||
full_stamp = torch.cat([x_stamp, y_stamp], dim=1)
|
||||
|
||||
generated_pre = x_token[0].new_empty(batch_size, pred_len)
|
||||
generated_post = x_token[1].new_empty(batch_size, pred_len)
|
||||
|
||||
pre_buffer = x_token[0].new_zeros(batch_size, max_context)
|
||||
post_buffer = x_token[1].new_zeros(batch_size, max_context)
|
||||
buffer_len = min(initial_seq_len, max_context)
|
||||
if buffer_len > 0:
|
||||
start_idx = max(0, initial_seq_len - max_context)
|
||||
pre_buffer[:, :buffer_len] = x_token[0][:, start_idx:start_idx + buffer_len]
|
||||
post_buffer[:, :buffer_len] = x_token[1][:, start_idx:start_idx + buffer_len]
|
||||
|
||||
if verbose:
|
||||
ran = trange
|
||||
else:
|
||||
ran = range
|
||||
for i in ran(pred_len):
|
||||
current_seq_len = initial_seq_len + i
|
||||
window_len = min(current_seq_len, max_context)
|
||||
|
||||
if current_seq_len <= max_context:
|
||||
input_tokens = [
|
||||
pre_buffer[:, :window_len],
|
||||
post_buffer[:, :window_len]
|
||||
]
|
||||
else:
|
||||
input_tokens = [pre_buffer, post_buffer]
|
||||
|
||||
context_end = current_seq_len
|
||||
context_start = max(0, context_end - max_context)
|
||||
current_stamp = full_stamp[:, context_start:context_end, :].contiguous()
|
||||
|
||||
s1_logits, context = model.decode_s1(input_tokens[0], input_tokens[1], current_stamp, news_emb=news_emb)
|
||||
s1_logits = s1_logits[:, -1, :]
|
||||
sample_pre = sample_from_logits(s1_logits, temperature=T, top_k=top_k, top_p=top_p, sample_logits=True)
|
||||
|
||||
s2_logits = model.decode_s2(context, sample_pre)
|
||||
s2_logits = s2_logits[:, -1, :]
|
||||
sample_post = sample_from_logits(s2_logits, temperature=T, top_k=top_k, top_p=top_p, sample_logits=True)
|
||||
|
||||
generated_pre[:, i] = sample_pre.squeeze(-1)
|
||||
generated_post[:, i] = sample_post.squeeze(-1)
|
||||
|
||||
if current_seq_len < max_context:
|
||||
pre_buffer[:, current_seq_len] = sample_pre.squeeze(-1)
|
||||
post_buffer[:, current_seq_len] = sample_post.squeeze(-1)
|
||||
else:
|
||||
pre_buffer.copy_(torch.roll(pre_buffer, shifts=-1, dims=1))
|
||||
post_buffer.copy_(torch.roll(post_buffer, shifts=-1, dims=1))
|
||||
pre_buffer[:, -1] = sample_pre.squeeze(-1)
|
||||
post_buffer[:, -1] = sample_post.squeeze(-1)
|
||||
|
||||
full_pre = torch.cat([x_token[0], generated_pre], dim=1)
|
||||
full_post = torch.cat([x_token[1], generated_post], dim=1)
|
||||
|
||||
context_start = max(0, total_seq_len - max_context)
|
||||
input_tokens = [
|
||||
full_pre[:, context_start:total_seq_len].contiguous(),
|
||||
full_post[:, context_start:total_seq_len].contiguous()
|
||||
]
|
||||
z = tokenizer.decode(input_tokens, half=True)
|
||||
z = z.reshape(-1, sample_count, z.size(1), z.size(2))
|
||||
preds = z.cpu().numpy()
|
||||
preds = np.mean(preds, axis=1)
|
||||
|
||||
return preds
|
||||
|
||||
|
||||
def calc_time_stamps(x_timestamp):
|
||||
time_df = pd.DataFrame()
|
||||
time_df['minute'] = x_timestamp.dt.minute
|
||||
time_df['hour'] = x_timestamp.dt.hour
|
||||
time_df['weekday'] = x_timestamp.dt.weekday
|
||||
time_df['day'] = x_timestamp.dt.day
|
||||
time_df['month'] = x_timestamp.dt.month
|
||||
return time_df
|
||||
|
||||
|
||||
class KronosPredictor:
|
||||
|
||||
def __init__(self, model, tokenizer, device="cuda:0", max_context=512, clip=5):
|
||||
self.tokenizer = tokenizer
|
||||
self.model = model
|
||||
self.max_context = max_context
|
||||
self.clip = clip
|
||||
self.price_cols = ['open', 'high', 'low', 'close']
|
||||
self.vol_col = 'volume'
|
||||
self.amt_vol = 'amount'
|
||||
self.time_cols = ['minute', 'hour', 'weekday', 'day', 'month']
|
||||
self.device = device
|
||||
|
||||
self.tokenizer = self.tokenizer.to(self.device)
|
||||
self.model = self.model.to(self.device)
|
||||
|
||||
def generate(self, x, x_stamp, y_stamp, pred_len, T, top_k, top_p, sample_count, verbose, news_emb=None):
|
||||
|
||||
x_tensor = torch.from_numpy(np.array(x).astype(np.float32)).to(self.device)
|
||||
x_stamp_tensor = torch.from_numpy(np.array(x_stamp).astype(np.float32)).to(self.device)
|
||||
y_stamp_tensor = torch.from_numpy(np.array(y_stamp).astype(np.float32)).to(self.device)
|
||||
|
||||
preds = auto_regressive_inference(self.tokenizer, self.model, x_tensor, x_stamp_tensor, y_stamp_tensor, self.max_context, pred_len,
|
||||
self.clip, T, top_k, top_p, sample_count, verbose, news_emb=news_emb)
|
||||
preds = preds[:, -pred_len:, :]
|
||||
return preds
|
||||
|
||||
def predict(self, df, x_timestamp, y_timestamp, pred_len, T=1.0, top_k=0, top_p=0.9, sample_count=1, verbose=True, news_emb=None):
|
||||
|
||||
if not isinstance(df, pd.DataFrame):
|
||||
raise ValueError("Input must be a pandas DataFrame.")
|
||||
|
||||
if not all(col in df.columns for col in self.price_cols):
|
||||
raise ValueError(f"Price columns {self.price_cols} not found in DataFrame.")
|
||||
|
||||
df = df.copy()
|
||||
if self.vol_col not in df.columns:
|
||||
df[self.vol_col] = 0.0 # Fill missing volume with zeros
|
||||
df[self.amt_vol] = 0.0 # Fill missing amount with zeros
|
||||
if self.amt_vol not in df.columns and self.vol_col in df.columns:
|
||||
df[self.amt_vol] = df[self.vol_col] * df[self.price_cols].mean(axis=1)
|
||||
|
||||
if df[self.price_cols + [self.vol_col, self.amt_vol]].isnull().values.any():
|
||||
raise ValueError("Input DataFrame contains NaN values in price or volume columns.")
|
||||
|
||||
x_time_df = calc_time_stamps(x_timestamp)
|
||||
y_time_df = calc_time_stamps(y_timestamp)
|
||||
|
||||
x = df[self.price_cols + [self.vol_col, self.amt_vol]].values.astype(np.float32)
|
||||
x_stamp = x_time_df.values.astype(np.float32)
|
||||
y_stamp = y_time_df.values.astype(np.float32)
|
||||
|
||||
x_mean, x_std = np.mean(x, axis=0), np.std(x, axis=0)
|
||||
|
||||
x = (x - x_mean) / (x_std + 1e-5)
|
||||
x = np.clip(x, -self.clip, self.clip)
|
||||
|
||||
x = x[np.newaxis, :]
|
||||
x_stamp = x_stamp[np.newaxis, :]
|
||||
y_stamp = y_stamp[np.newaxis, :]
|
||||
|
||||
if news_emb is not None:
|
||||
news_emb_tensor = torch.from_numpy(np.array(news_emb).astype(np.float32)).to(self.device)
|
||||
# Ensure batch dimension for news_emb if only one sample
|
||||
if news_emb_tensor.ndim == 1:
|
||||
news_emb_tensor = news_emb_tensor.unsqueeze(0)
|
||||
else:
|
||||
news_emb_tensor = None
|
||||
|
||||
preds = self.generate(x, x_stamp, y_stamp, pred_len, T, top_k, top_p, sample_count, verbose, news_emb=news_emb_tensor)
|
||||
|
||||
preds = preds.squeeze(0)
|
||||
preds = preds * (x_std + 1e-5) + x_mean
|
||||
|
||||
pred_df = pd.DataFrame(preds, columns=self.price_cols + [self.vol_col, self.amt_vol], index=y_timestamp)
|
||||
return pred_df
|
||||
|
||||
|
||||
def predict_batch(self, df_list, x_timestamp_list, y_timestamp_list, pred_len, T=1.0, top_k=0, top_p=0.9, sample_count=1, verbose=True):
|
||||
"""
|
||||
Perform parallel (batch) prediction on multiple time series. All series must have the same historical length and prediction length (pred_len).
|
||||
|
||||
Args:
|
||||
df_list (List[pd.DataFrame]): List of input DataFrames, each containing price columns and optional volume/amount columns.
|
||||
x_timestamp_list (List[pd.DatetimeIndex or Series]): List of timestamps corresponding to historical data, length should match the number of rows in each DataFrame.
|
||||
y_timestamp_list (List[pd.DatetimeIndex or Series]): List of future prediction timestamps, length should equal pred_len.
|
||||
pred_len (int): Number of prediction steps.
|
||||
T (float): Sampling temperature.
|
||||
top_k (int): Top-k filtering threshold.
|
||||
top_p (float): Top-p (nucleus sampling) threshold.
|
||||
sample_count (int): Number of parallel samples per series, automatically averaged internally.
|
||||
verbose (bool): Whether to display autoregressive progress.
|
||||
|
||||
Returns:
|
||||
List[pd.DataFrame]: List of prediction results in the same order as input, each DataFrame contains
|
||||
`open, high, low, close, volume, amount` columns, indexed by corresponding `y_timestamp`.
|
||||
"""
|
||||
# Basic validation
|
||||
if not isinstance(df_list, (list, tuple)) or not isinstance(x_timestamp_list, (list, tuple)) or not isinstance(y_timestamp_list, (list, tuple)):
|
||||
raise ValueError("df_list, x_timestamp_list, y_timestamp_list must be list or tuple types.")
|
||||
if not (len(df_list) == len(x_timestamp_list) == len(y_timestamp_list)):
|
||||
raise ValueError("df_list, x_timestamp_list, y_timestamp_list must have consistent lengths.")
|
||||
|
||||
num_series = len(df_list)
|
||||
|
||||
x_list = []
|
||||
x_stamp_list = []
|
||||
y_stamp_list = []
|
||||
means = []
|
||||
stds = []
|
||||
seq_lens = []
|
||||
y_lens = []
|
||||
|
||||
for i in range(num_series):
|
||||
df = df_list[i]
|
||||
if not isinstance(df, pd.DataFrame):
|
||||
raise ValueError(f"Input at index {i} is not a pandas DataFrame.")
|
||||
if not all(col in df.columns for col in self.price_cols):
|
||||
raise ValueError(f"DataFrame at index {i} is missing price columns {self.price_cols}.")
|
||||
|
||||
df = df.copy()
|
||||
if self.vol_col not in df.columns:
|
||||
df[self.vol_col] = 0.0
|
||||
df[self.amt_vol] = 0.0
|
||||
if self.amt_vol not in df.columns and self.vol_col in df.columns:
|
||||
df[self.amt_vol] = df[self.vol_col] * df[self.price_cols].mean(axis=1)
|
||||
|
||||
if df[self.price_cols + [self.vol_col, self.amt_vol]].isnull().values.any():
|
||||
raise ValueError(f"DataFrame at index {i} contains NaN values in price or volume columns.")
|
||||
|
||||
x_timestamp = x_timestamp_list[i]
|
||||
y_timestamp = y_timestamp_list[i]
|
||||
|
||||
x_time_df = calc_time_stamps(x_timestamp)
|
||||
y_time_df = calc_time_stamps(y_timestamp)
|
||||
|
||||
x = df[self.price_cols + [self.vol_col, self.amt_vol]].values.astype(np.float32)
|
||||
x_stamp = x_time_df.values.astype(np.float32)
|
||||
y_stamp = y_time_df.values.astype(np.float32)
|
||||
|
||||
if x.shape[0] != x_stamp.shape[0]:
|
||||
raise ValueError(f"Inconsistent lengths at index {i}: x has {x.shape[0]} vs x_stamp has {x_stamp.shape[0]}.")
|
||||
if y_stamp.shape[0] != pred_len:
|
||||
raise ValueError(f"y_timestamp length at index {i} should equal pred_len={pred_len}, got {y_stamp.shape[0]}.")
|
||||
|
||||
x_mean, x_std = np.mean(x, axis=0), np.std(x, axis=0)
|
||||
x_norm = (x - x_mean) / (x_std + 1e-5)
|
||||
x_norm = np.clip(x_norm, -self.clip, self.clip)
|
||||
|
||||
x_list.append(x_norm)
|
||||
x_stamp_list.append(x_stamp)
|
||||
y_stamp_list.append(y_stamp)
|
||||
means.append(x_mean)
|
||||
stds.append(x_std)
|
||||
|
||||
seq_lens.append(x_norm.shape[0])
|
||||
y_lens.append(y_stamp.shape[0])
|
||||
|
||||
# Require all series to have consistent historical and prediction lengths for batch processing
|
||||
if len(set(seq_lens)) != 1:
|
||||
raise ValueError(f"Parallel prediction requires all series to have consistent historical lengths, got: {seq_lens}")
|
||||
if len(set(y_lens)) != 1:
|
||||
raise ValueError(f"Parallel prediction requires all series to have consistent prediction lengths, got: {y_lens}")
|
||||
|
||||
x_batch = np.stack(x_list, axis=0).astype(np.float32) # (B, seq_len, feat)
|
||||
x_stamp_batch = np.stack(x_stamp_list, axis=0).astype(np.float32) # (B, seq_len, time_feat)
|
||||
y_stamp_batch = np.stack(y_stamp_list, axis=0).astype(np.float32) # (B, pred_len, time_feat)
|
||||
|
||||
preds = self.generate(x_batch, x_stamp_batch, y_stamp_batch, pred_len, T, top_k, top_p, sample_count, verbose)
|
||||
# preds: (B, pred_len, feat)
|
||||
|
||||
pred_dfs = []
|
||||
for i in range(num_series):
|
||||
preds_i = preds[i] * (stds[i] + 1e-5) + means[i]
|
||||
pred_df = pd.DataFrame(preds_i, columns=self.price_cols + [self.vol_col, self.amt_vol], index=y_timestamp_list[i])
|
||||
pred_dfs.append(pred_df)
|
||||
|
||||
return pred_dfs
|
||||
562
skills/alphaear-predictor/scripts/predictor/model/module.py
Normal file
562
skills/alphaear-predictor/scripts/predictor/model/module.py
Normal file
@@ -0,0 +1,562 @@
|
||||
import math
|
||||
|
||||
from einops import rearrange, reduce
|
||||
import torch
|
||||
import torch.nn as nn
|
||||
from torch.autograd import Function
|
||||
import torch.nn.functional as F
|
||||
|
||||
|
||||
class DifferentiableEntropyFunction(Function):
|
||||
@staticmethod
|
||||
def forward(ctx, zq, basis, K, eps):
|
||||
zb = (zq + 1) / 2
|
||||
zi = ((zb * basis).sum(-1)).to(torch.int64)
|
||||
cnt = torch.scatter_reduce(torch.zeros(2 ** K, device=zq.device, dtype=zq.dtype),
|
||||
0,
|
||||
zi.flatten(),
|
||||
torch.ones_like(zi.flatten()).to(zq.dtype),
|
||||
'sum')
|
||||
prob = (cnt + eps) / (cnt + eps).sum()
|
||||
H = -(prob * torch.log(prob)).sum()
|
||||
ctx.save_for_backward(zq, zi, prob)
|
||||
ctx.K = K
|
||||
return H
|
||||
|
||||
@staticmethod
|
||||
def backward(ctx, grad_output):
|
||||
zq, zi, prob = ctx.saved_tensors
|
||||
grad_array = -grad_output * (torch.log(prob) + 1) / zi.numel() / ctx.K
|
||||
reord_grad = grad_array[zi.flatten()].reshape(zi.shape)
|
||||
grad_input = reord_grad.unsqueeze(-1) * zq
|
||||
return grad_input, None, None, None, None
|
||||
|
||||
|
||||
def codebook_entropy(zq, basis, K, eps=1e-4):
|
||||
return DifferentiableEntropyFunction.apply(zq, basis, K, eps)
|
||||
|
||||
|
||||
class BinarySphericalQuantizer(nn.Module):
|
||||
def __init__(self, embed_dim, beta, gamma0, gamma, zeta,
|
||||
input_format='bchw',
|
||||
soft_entropy=True, group_size=9,
|
||||
persample_entropy_compute='analytical',
|
||||
cb_entropy_compute='group',
|
||||
l2_norm=True,
|
||||
inv_temperature=1):
|
||||
"""
|
||||
Paper link: https://arxiv.org/pdf/2406.07548.pdf
|
||||
Here we use the official implementation of the BinarySphericalQuantizer.
|
||||
"""
|
||||
super().__init__()
|
||||
self.embed_dim = embed_dim
|
||||
self.beta = beta # loss weight for commit loss
|
||||
self.gamma0 = gamma0 # loss weight for entropy penalty
|
||||
self.gamma = gamma # loss weight for entropy penalty
|
||||
self.zeta = zeta # loss weight for entire entropy penalty
|
||||
self.input_format = input_format
|
||||
assert self.embed_dim % group_size == 0, "embed_dim must be divisible by group_size"
|
||||
self.num_groups = self.embed_dim // group_size
|
||||
self.group_size = group_size
|
||||
assert persample_entropy_compute in ['group', 'analytical'], "persample_entropy_compute must be either 'group' or 'analytical'"
|
||||
assert cb_entropy_compute in ['group', 'nce'], "cb_entropy_compute must be either 'group' or 'nce'"
|
||||
self.persample_entropy_compute = persample_entropy_compute
|
||||
self.cb_entropy_compute = cb_entropy_compute
|
||||
self.l2_norm = l2_norm
|
||||
self.inv_temperature = inv_temperature
|
||||
|
||||
self.register_buffer('basis', 2 ** torch.arange(embed_dim - 1, -1, -1))
|
||||
self.register_buffer('group_basis', 2 ** torch.arange(group_size - 1, -1, -1))
|
||||
|
||||
self.num_dimensions = 2 ** embed_dim
|
||||
self.bits_per_index = embed_dim
|
||||
|
||||
# we only need to keep the codebook portion up to the group size
|
||||
# because we approximate the H loss with this subcode
|
||||
group_codes = torch.arange(2 ** self.group_size)
|
||||
group_codebook = self.indexes_to_codes(group_codes).float()[:, -group_size:]
|
||||
self.register_buffer('group_codebook', group_codebook, persistent=False)
|
||||
|
||||
self.soft_entropy = soft_entropy # soft_entropy: Sec 3.2 of https://arxiv.org/pdf/1911.05894.pdf
|
||||
|
||||
def quantize(self, z):
|
||||
assert z.shape[-1] == self.embed_dim, f"Expected {self.embed_dim} dimensions, got {z.shape[-1]}"
|
||||
|
||||
zhat = torch.where(z > 0,
|
||||
torch.tensor(1, dtype=z.dtype, device=z.device),
|
||||
torch.tensor(-1, dtype=z.dtype, device=z.device))
|
||||
return z + (zhat - z).detach()
|
||||
|
||||
def forward(self, z, collect_metrics=True):
|
||||
# if self.input_format == 'bchw':
|
||||
# z = rearrange(z, 'b c h w -> b h w c')
|
||||
zq = self.quantize(z)
|
||||
|
||||
q_scale = 1. / (self.embed_dim ** 0.5) if self.l2_norm else 1.
|
||||
|
||||
zq = zq * q_scale
|
||||
|
||||
if not collect_metrics:
|
||||
return zq, zq.new_zeros(()), {}
|
||||
|
||||
indices = self.codes_to_indexes(zq.detach())
|
||||
group_indices = self.codes_to_group_indexes(zq.detach())
|
||||
if not self.training:
|
||||
used_codes = torch.unique(indices, return_counts=False)
|
||||
else:
|
||||
used_codes = None
|
||||
|
||||
if self.soft_entropy:
|
||||
persample_entropy, cb_entropy, avg_prob = self.soft_entropy_loss(z)
|
||||
entropy_penalty = self.gamma0 * persample_entropy - self.gamma * cb_entropy
|
||||
else:
|
||||
zb_by_sample = ((zq + 1) / 2).reshape(z.shape[0], -1, z.shape[-1]).to(torch.float32)
|
||||
persample_entropy = self.get_hard_per_sample_entropy(zb_by_sample)
|
||||
cb_entropy = codebook_entropy(zq, self.basis, self.embed_dim)
|
||||
entropy_penalty = self.gamma0 * persample_entropy - self.gamma * cb_entropy
|
||||
|
||||
# commit loss
|
||||
commit_loss = self.beta * torch.mean(((zq.detach() - z) ** 2).sum(dim=-1))
|
||||
|
||||
# if self.input_format == 'bchw':
|
||||
# zq = rearrange(zq, 'b h w c -> b c h w')
|
||||
|
||||
return (
|
||||
zq,
|
||||
commit_loss + self.zeta * entropy_penalty / self.inv_temperature,
|
||||
{"H": cb_entropy, "used_codes": used_codes, "indices": indices, "group_indices": group_indices,
|
||||
"avg_prob": avg_prob}
|
||||
)
|
||||
|
||||
def soft_entropy_loss(self, z):
|
||||
# if we divide the code in subgroups of size group_size, the codebook will be of size 2 ** group_size
|
||||
# the sub-code is the last group_size bits of the full code
|
||||
group_code_book = self.group_codebook / (self.embed_dim ** 0.5 if self.l2_norm else 1)
|
||||
divided_z = rearrange(z, '... (g c) -> ... g c', c=self.group_size)
|
||||
|
||||
# we calculate the distance between the divided_z and the codebook for each subgroup
|
||||
distance = - 2 * torch.einsum('... g c, d c ->... g d', divided_z, group_code_book)
|
||||
prob = (-distance * self.inv_temperature).softmax(dim=-1)
|
||||
if self.persample_entropy_compute == 'analytical':
|
||||
if self.l2_norm:
|
||||
p = torch.sigmoid(-4 * z / (self.embed_dim ** 0.5) * self.inv_temperature)
|
||||
else:
|
||||
p = torch.sigmoid(-4 * z * self.inv_temperature)
|
||||
prob = torch.stack([p, 1 - p], dim=-1)
|
||||
per_sample_entropy = self.get_entropy(prob, dim=-1, normalize=False).sum(dim=-1).mean()
|
||||
else:
|
||||
per_sample_entropy = self.get_entropy(prob, dim=-1, normalize=False).sum(dim=-1).mean()
|
||||
|
||||
# macro average of the probability of each subgroup
|
||||
avg_prob = reduce(prob, '... g d ->g d', 'mean')
|
||||
codebook_entropy = self.get_entropy(avg_prob, dim=-1, normalize=False)
|
||||
|
||||
# the approximation of the entropy is the sum of the entropy of each subgroup
|
||||
return per_sample_entropy, codebook_entropy.sum(), avg_prob
|
||||
|
||||
def get_hard_per_sample_entropy(self, zb_by_sample):
|
||||
probs_per_dim = zb_by_sample.sum(1) / zb_by_sample.shape[1]
|
||||
persample_entropy = - probs_per_dim * torch.log(probs_per_dim + 1e-8) - (1 - probs_per_dim) * torch.log(1 - probs_per_dim + 1e-8)
|
||||
persample_entropy = persample_entropy.sum(-1)
|
||||
return persample_entropy.mean()
|
||||
|
||||
def codes_to_indexes(self, zhat):
|
||||
"""Converts a `code` to an index in the codebook.
|
||||
Args:
|
||||
zhat: A tensor of shape (B, ..., C) containing the codes. must be in {-1, 1}
|
||||
"""
|
||||
assert zhat.shape[-1] == self.embed_dim, f"Expected {self.embed_dim} dimensions, got {zhat.shape[-1]}"
|
||||
return ((zhat + 1) / 2 * self.basis).sum(axis=-1).to(torch.int64)
|
||||
|
||||
def codes_to_group_indexes(self, zhat):
|
||||
"""Converts a `code` to a list of indexes (in groups) in the codebook.
|
||||
Args:
|
||||
zhat: A tensor of shape (B, ..., C) containing the codes. must be in {-1, 1}
|
||||
"""
|
||||
zhat_in_group = rearrange(zhat, 'b ... (g c) -> b ... g c', c=self.group_size)
|
||||
return ((zhat_in_group + 1) / 2 * self.group_basis).sum(axis=-1).to(torch.int64)
|
||||
|
||||
def indexes_to_codes(self, indices):
|
||||
"""Inverse of `indexes_to_codes`."""
|
||||
indices = indices.unsqueeze(-1)
|
||||
codes_non_centered = torch.remainder(
|
||||
torch.floor_divide(indices, self.basis), 2
|
||||
)
|
||||
return codes_non_centered * 2 - 1
|
||||
|
||||
def group_indexes_to_codes(self, group_indices):
|
||||
"""Inverse of `group_indexes_to_codes`."""
|
||||
group_indices = group_indices.unsqueeze(-1)
|
||||
codes_non_centered = torch.remainder(
|
||||
torch.floor_divide(group_indices, self.group_basis), 2
|
||||
)
|
||||
codes_non_centered = rearrange(codes_non_centered, 'b ... g c -> b ... (g c)')
|
||||
return codes_non_centered * 2 - 1
|
||||
|
||||
def get_entropy(self, count, dim=-1, eps=1e-4, normalize=True):
|
||||
if normalize:
|
||||
probs = (count + eps) / (count + eps).sum(dim=dim, keepdim=True)
|
||||
else:
|
||||
probs = count
|
||||
H = -(probs * torch.log(probs + 1e-8)).sum(dim=dim)
|
||||
return H
|
||||
|
||||
def get_group_codebook_entry(self, group_indices):
|
||||
z_q = self.group_indexes_to_codes(group_indices)
|
||||
q_scale = 1. / (self.embed_dim ** 0.5) if self.l2_norm else 1.
|
||||
z_q = z_q * q_scale
|
||||
if self.input_format == 'bchw':
|
||||
h, w = int(z_q.shape[1] ** 0.5)
|
||||
assert h * w == z_q.shape[1], 'Invalid sequence length'
|
||||
z_q = rearrange(z_q, 'b (h w) c -> b c h w', h=h)
|
||||
return z_q
|
||||
|
||||
def get_codebook_entry(self, indices):
|
||||
z_q = self.indexes_to_codes(indices)
|
||||
q_scale = 1. / (self.embed_dim ** 0.5) if self.l2_norm else 1.
|
||||
z_q = z_q * q_scale
|
||||
if self.input_format == 'bchw':
|
||||
h, w = int(z_q.shape[1] ** 0.5)
|
||||
assert h * w == z_q.shape[1], 'Invalid sequence length'
|
||||
z_q = rearrange(z_q, 'b (h w) c -> b c h w', h=h)
|
||||
return z_q
|
||||
|
||||
|
||||
class BSQuantizer(nn.Module):
|
||||
|
||||
def __init__(self, s1_bits, s2_bits, beta, gamma0, gamma, zeta, group_size):
|
||||
super().__init__()
|
||||
self.codebook_dim = s1_bits + s2_bits
|
||||
self.s1_bits = s1_bits
|
||||
self.s2_bits = s2_bits
|
||||
self.bsq = BinarySphericalQuantizer(self.codebook_dim, beta, gamma0, gamma, zeta, group_size=group_size)
|
||||
|
||||
def bits_to_indices(self, bits):
|
||||
bits = (bits >= 0).to(torch.long)
|
||||
indices = 2 ** torch.arange(
|
||||
0,
|
||||
bits.shape[-1],
|
||||
1,
|
||||
dtype=torch.long,
|
||||
device=bits.device,
|
||||
)
|
||||
return (bits * indices).sum(-1)
|
||||
|
||||
def forward(self, z, half=False, collect_metrics=True):
|
||||
z = F.normalize(z, dim=-1)
|
||||
quantized, bsq_loss, metrics = self.bsq(z, collect_metrics=collect_metrics)
|
||||
if half:
|
||||
q_pre = quantized[:, :, :self.s1_bits]
|
||||
q_post = quantized[:, :, self.s1_bits:]
|
||||
z_indices = [self.bits_to_indices(q_pre), self.bits_to_indices(q_post)]
|
||||
else:
|
||||
z_indices = self.bits_to_indices(quantized)
|
||||
return bsq_loss, quantized, z_indices
|
||||
|
||||
|
||||
class RMSNorm(torch.nn.Module):
|
||||
def __init__(self, dim: int, eps: float = 1e-5):
|
||||
super().__init__()
|
||||
self.eps = eps
|
||||
self.weight = nn.Parameter(torch.ones(dim))
|
||||
|
||||
def _norm(self, x):
|
||||
return x * torch.rsqrt(torch.mean(x * x, dim=-1, keepdim=True) + self.eps)
|
||||
|
||||
def forward(self, x):
|
||||
output = self._norm(x.float()).type_as(x)
|
||||
return output * self.weight
|
||||
|
||||
|
||||
class FeedForward(nn.Module):
|
||||
def __init__(self, d_model, ff_dim, ffn_dropout_p=0.0):
|
||||
super().__init__()
|
||||
|
||||
self.w1 = nn.Linear(d_model, ff_dim, bias=False)
|
||||
self.w3 = nn.Linear(d_model, ff_dim, bias=False)
|
||||
self.w2 = nn.Linear(ff_dim, d_model, bias=False)
|
||||
self.ffn_dropout = nn.Dropout(ffn_dropout_p)
|
||||
|
||||
def forward(self, x):
|
||||
return self.ffn_dropout(self.w2(F.silu(self.w1(x)) * self.w3(x)))
|
||||
|
||||
|
||||
class RotaryPositionalEmbedding(nn.Module):
|
||||
def __init__(self, dim):
|
||||
super().__init__()
|
||||
inv_freq = 1.0 / (10000 ** (torch.arange(0, dim, 2).float() / dim))
|
||||
self.register_buffer("inv_freq", inv_freq)
|
||||
self.seq_len_cached = None
|
||||
self.cos_cached = None
|
||||
self.sin_cached = None
|
||||
|
||||
def _update_cos_sin_cache(self, x, seq_len):
|
||||
if seq_len != self.seq_len_cached:
|
||||
self.seq_len_cached = seq_len
|
||||
t = torch.arange(seq_len, device=x.device).type_as(self.inv_freq)
|
||||
freqs = torch.einsum('i,j->ij', t, self.inv_freq)
|
||||
emb = torch.cat((freqs, freqs), dim=-1).to(x.device)
|
||||
self.cos_cached = emb.cos()[None, None, :, :]
|
||||
self.sin_cached = emb.sin()[None, None, :, :]
|
||||
return self.cos_cached, self.sin_cached
|
||||
|
||||
def forward(self, q, k):
|
||||
cos, sin = self._update_cos_sin_cache(q, q.shape[-2])
|
||||
return (
|
||||
(q * cos) + (self._rotate_half(q) * sin),
|
||||
(k * cos) + (self._rotate_half(k) * sin),
|
||||
)
|
||||
|
||||
def _rotate_half(self, x):
|
||||
x1, x2 = x.chunk(2, dim=-1)
|
||||
return torch.cat((-x2, x1), dim=-1)
|
||||
|
||||
|
||||
class MultiHeadAttentionWithRoPE(nn.Module):
|
||||
def __init__(self, d_model, n_heads, attn_dropout_p=0.0, resid_dropout_p=0.0):
|
||||
super().__init__()
|
||||
self.d_model = d_model
|
||||
self.n_heads = n_heads
|
||||
self.head_dim = d_model // n_heads
|
||||
|
||||
self.q_proj = nn.Linear(d_model, d_model)
|
||||
self.k_proj = nn.Linear(d_model, d_model)
|
||||
self.v_proj = nn.Linear(d_model, d_model)
|
||||
self.out_proj = nn.Linear(d_model, d_model)
|
||||
self.rotary = RotaryPositionalEmbedding(self.head_dim)
|
||||
self.attn_dropout_p = attn_dropout_p
|
||||
self.resid_dropout = nn.Dropout(resid_dropout_p)
|
||||
|
||||
def forward(self, x, key_padding_mask=None):
|
||||
batch_size, seq_len, _ = x.shape
|
||||
|
||||
q = self.q_proj(x).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
||||
k = self.k_proj(x).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
||||
v = self.v_proj(x).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
||||
|
||||
q, k = self.rotary(q, k)
|
||||
|
||||
if key_padding_mask is not None:
|
||||
attn_mask = key_padding_mask.unsqueeze(1).unsqueeze(2) # [batch, 1, 1, seq_len]
|
||||
attn_mask = attn_mask.expand(-1, self.n_heads, seq_len, -1) # [batch, n_heads, q_len, k_len]
|
||||
else:
|
||||
attn_mask = None
|
||||
|
||||
attn_output = F.scaled_dot_product_attention(
|
||||
q, k, v,
|
||||
attn_mask=attn_mask,
|
||||
dropout_p=self.attn_dropout_p if self.training else 0.0,
|
||||
is_causal=True
|
||||
)
|
||||
|
||||
attn_output = attn_output.transpose(1, 2).contiguous().view(batch_size, seq_len, self.d_model)
|
||||
return self.resid_dropout(self.out_proj(attn_output))
|
||||
|
||||
|
||||
class MultiHeadCrossAttentionWithRoPE(nn.Module):
|
||||
def __init__(self, d_model, n_heads, attn_dropout_p=0.0, resid_dropout=0.0):
|
||||
super().__init__()
|
||||
self.d_model = d_model
|
||||
self.n_heads = n_heads
|
||||
self.head_dim = d_model // n_heads
|
||||
|
||||
self.q_proj = nn.Linear(d_model, d_model)
|
||||
self.k_proj = nn.Linear(d_model, d_model)
|
||||
self.v_proj = nn.Linear(d_model, d_model)
|
||||
self.out_proj = nn.Linear(d_model, d_model)
|
||||
self.rotary = RotaryPositionalEmbedding(self.head_dim)
|
||||
self.attn_dropout_p = attn_dropout_p
|
||||
self.resid_dropout = nn.Dropout(resid_dropout)
|
||||
|
||||
def forward(self, query, key, value, key_padding_mask=None):
|
||||
batch_size, q_len, _ = query.shape
|
||||
_, seq_len, _ = key.shape
|
||||
|
||||
q = self.q_proj(query).view(batch_size, q_len, self.n_heads, self.head_dim).transpose(1, 2)
|
||||
k = self.k_proj(key).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
||||
v = self.v_proj(value).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
||||
|
||||
q, k = self.rotary(q, k)
|
||||
|
||||
if key_padding_mask is not None:
|
||||
attn_mask = key_padding_mask.unsqueeze(1).unsqueeze(2)
|
||||
attn_mask = attn_mask.expand(-1, self.n_heads, q_len, -1)
|
||||
else:
|
||||
attn_mask = None
|
||||
|
||||
is_causal_flag = self.training
|
||||
|
||||
attn_output = F.scaled_dot_product_attention(
|
||||
q, k, v,
|
||||
attn_mask=attn_mask,
|
||||
dropout_p=self.attn_dropout_p if self.training else 0.0,
|
||||
is_causal=is_causal_flag
|
||||
)
|
||||
|
||||
attn_output = attn_output.transpose(1, 2).contiguous().view(batch_size, q_len, self.d_model)
|
||||
return self.resid_dropout(self.out_proj(attn_output))
|
||||
|
||||
|
||||
class HierarchicalEmbedding(nn.Module):
|
||||
def __init__(self, s1_bits, s2_bits, d_model=256):
|
||||
super().__init__()
|
||||
self.s1_bits = s1_bits
|
||||
self.s2_bits = s2_bits
|
||||
|
||||
vocab_s1 = 2 ** s1_bits
|
||||
vocab_s2 = 2 ** s2_bits
|
||||
|
||||
self.emb_s1 = nn.Embedding(vocab_s1, d_model)
|
||||
self.emb_s2 = nn.Embedding(vocab_s2, d_model)
|
||||
self.d_model = d_model
|
||||
self.fusion_proj = nn.Linear(d_model * 2, d_model)
|
||||
|
||||
nn.init.normal_(self.emb_s1.weight, mean=0, std=d_model ** -0.5)
|
||||
nn.init.normal_(self.emb_s2.weight, mean=0, std=d_model ** -0.5)
|
||||
|
||||
def split_token(self, token_ids: torch.Tensor, s2_bits: int):
|
||||
"""Inputs:
|
||||
token_ids (torch.Tensor): Composite token IDs of shape [batch_size, seq_len] or [N], each in range [0, 2^(s1_bits + s2_bits) - 1].
|
||||
s2_bits (int): Number of low bits used for the fine token (s2).
|
||||
"""
|
||||
assert isinstance(s2_bits, int) and s2_bits > 0, "s2_bits must be a positive integer"
|
||||
|
||||
t = token_ids.long()
|
||||
mask = (1 << s2_bits) - 1
|
||||
s2_ids = t & mask # extract low bits
|
||||
s1_ids = t >> s2_bits # extract high bits
|
||||
return s1_ids, s2_ids
|
||||
|
||||
def forward(self, token_ids):
|
||||
"""Inputs:
|
||||
token_ids:
|
||||
- tuple or list: (s1_ids, s2_ids), each of shape [batch_size, seq_len], or
|
||||
- torch.Tensor: composite token IDs of shape [batch_size, seq_len], which will be split into (s1_ids, s2_ids) internally.
|
||||
Output: [batch_size, seq_len, d_model]
|
||||
"""
|
||||
if isinstance(token_ids, tuple) or isinstance(token_ids, list):
|
||||
s1_ids, s2_ids = token_ids
|
||||
else:
|
||||
s1_ids, s2_ids = self.split_token(token_ids, self.s2_bits)
|
||||
s1_emb = self.emb_s1(s1_ids) * math.sqrt(self.d_model)
|
||||
s2_emb = self.emb_s2(s2_ids) * math.sqrt(self.d_model)
|
||||
return self.fusion_proj(torch.cat([s1_emb, s2_emb], dim=-1))
|
||||
|
||||
|
||||
class DependencyAwareLayer(nn.Module):
|
||||
def __init__(self, d_model, n_heads=4, attn_dropout_p=0.0, resid_dropout=0.0):
|
||||
super().__init__()
|
||||
self.cross_attn = MultiHeadCrossAttentionWithRoPE(d_model, n_heads, attn_dropout_p, resid_dropout)
|
||||
self.norm = RMSNorm(d_model)
|
||||
|
||||
def forward(self, hidden_states, sibling_embed, key_padding_mask=None):
|
||||
"""hidden_states: [batch, seq_len, d_model]
|
||||
sibling_embed: Embedding from another subtoken
|
||||
"""
|
||||
attn_out = self.cross_attn(
|
||||
query=sibling_embed,
|
||||
key=hidden_states,
|
||||
value=hidden_states,
|
||||
key_padding_mask=key_padding_mask
|
||||
)
|
||||
return self.norm(hidden_states + attn_out)
|
||||
|
||||
|
||||
class TransformerBlock(nn.Module):
|
||||
def __init__(self, d_model, n_heads, ff_dim=1024, ffn_dropout_p=0.0, attn_dropout_p=0.0, resid_dropout_p=0.0):
|
||||
super().__init__()
|
||||
self.norm1 = RMSNorm(d_model)
|
||||
self.self_attn = MultiHeadAttentionWithRoPE(d_model, n_heads, attn_dropout_p, resid_dropout_p)
|
||||
self.norm2 = RMSNorm(d_model)
|
||||
self.ffn = FeedForward(d_model, ff_dim, ffn_dropout_p)
|
||||
|
||||
def forward(self, x, key_padding_mask=None):
|
||||
residual = x
|
||||
x = self.norm1(x)
|
||||
attn_out = self.self_attn(x, key_padding_mask=key_padding_mask)
|
||||
x = residual + attn_out
|
||||
|
||||
residual = x
|
||||
x = self.norm2(x)
|
||||
ffn_out = self.ffn(x)
|
||||
x = residual + ffn_out
|
||||
return x
|
||||
|
||||
|
||||
class DualHead(nn.Module):
|
||||
def __init__(self, s1_bits, s2_bits, d_model):
|
||||
super().__init__()
|
||||
self.vocab_s1 = 2 ** s1_bits
|
||||
self.vocab_s2 = 2 ** s2_bits
|
||||
self.proj_s1 = nn.Linear(d_model, self.vocab_s1)
|
||||
self.proj_s2 = nn.Linear(d_model, self.vocab_s2)
|
||||
|
||||
def compute_loss(self, s1_logits, s2_logits, s1_targets, s2_targets, padding_mask=None):
|
||||
if padding_mask is not None:
|
||||
valid_mask = (padding_mask == 0)
|
||||
s1_logits = s1_logits[valid_mask]
|
||||
s2_logits = s2_logits[valid_mask]
|
||||
s1_targets = s1_targets[valid_mask]
|
||||
s2_targets = s2_targets[valid_mask]
|
||||
ce_s1 = F.cross_entropy(s1_logits, s1_targets)
|
||||
ce_s2 = F.cross_entropy(s2_logits, s2_targets)
|
||||
else:
|
||||
ce_s1 = F.cross_entropy(s1_logits.reshape(-1, self.vocab_s1), s1_targets.reshape(-1))
|
||||
ce_s2 = F.cross_entropy(s2_logits.reshape(-1, self.vocab_s2), s2_targets.reshape(-1))
|
||||
ce_loss = (ce_s1 + ce_s2) / 2
|
||||
return ce_loss, ce_s1, ce_s2
|
||||
|
||||
def forward(self, x):
|
||||
return self.proj_s1(x)
|
||||
|
||||
def cond_forward(self, x2):
|
||||
return self.proj_s2(x2)
|
||||
|
||||
|
||||
class FixedEmbedding(nn.Module):
|
||||
def __init__(self, c_in, d_model):
|
||||
super(FixedEmbedding, self).__init__()
|
||||
|
||||
w = torch.zeros(c_in, d_model).float()
|
||||
w.require_grad = False
|
||||
|
||||
position = torch.arange(0, c_in).float().unsqueeze(1)
|
||||
div_term = (torch.arange(0, d_model, 2).float() * -(math.log(10000.0) / d_model)).exp()
|
||||
|
||||
w[:, 0::2] = torch.sin(position * div_term)
|
||||
w[:, 1::2] = torch.cos(position * div_term)
|
||||
|
||||
self.emb = nn.Embedding(c_in, d_model)
|
||||
self.emb.weight = nn.Parameter(w, requires_grad=False)
|
||||
|
||||
def forward(self, x):
|
||||
return self.emb(x).detach()
|
||||
|
||||
|
||||
class TemporalEmbedding(nn.Module):
|
||||
def __init__(self, d_model, learn_pe):
|
||||
super(TemporalEmbedding, self).__init__()
|
||||
|
||||
minute_size = 60
|
||||
hour_size = 24
|
||||
weekday_size = 7
|
||||
day_size = 32
|
||||
month_size = 13
|
||||
|
||||
Embed = FixedEmbedding if not learn_pe else nn.Embedding
|
||||
self.minute_embed = Embed(minute_size, d_model)
|
||||
self.hour_embed = Embed(hour_size, d_model)
|
||||
self.weekday_embed = Embed(weekday_size, d_model)
|
||||
self.day_embed = Embed(day_size, d_model)
|
||||
self.month_embed = Embed(month_size, d_model)
|
||||
|
||||
def forward(self, x):
|
||||
x = x.long()
|
||||
|
||||
minute_x = self.minute_embed(x[:, :, 0])
|
||||
hour_x = self.hour_embed(x[:, :, 1])
|
||||
weekday_x = self.weekday_embed(x[:, :, 2])
|
||||
day_x = self.day_embed(x[:, :, 3])
|
||||
month_x = self.month_embed(x[:, :, 4])
|
||||
|
||||
return hour_x + weekday_x + day_x + month_x + minute_x
|
||||
127
skills/alphaear-predictor/scripts/prompts/fin_agent.py
Normal file
127
skills/alphaear-predictor/scripts/prompts/fin_agent.py
Normal file
@@ -0,0 +1,127 @@
|
||||
from datetime import datetime
|
||||
from .isq_prompt_generator import generate_isq_prompt_section
|
||||
|
||||
def get_fin_researcher_instructions() -> str:
|
||||
"""生成金融研究员 (Researcher) 的系统指令"""
|
||||
current_time = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
|
||||
return f"""你是一名资深金融研究员,当前时间是 {current_time}。
|
||||
你的任务是针对给定的“原始信号”进行详尽的背景调查,为后续的深度分析提供素材。
|
||||
|
||||
### 1. 核心职责
|
||||
1. **标的识别**: 识别信号中涉及的具体上市公司。必须调用 `search_ticker` 确认代码,并调用 `get_stock_price` 获取最新价格和近 30 天走势。
|
||||
2. **事实核查**: 使用 `web_search` 或 `fetch_news_content` 验证信号的真实性,并寻找更多细节(如公告原文、行业研报摘要)。
|
||||
3. **产业链梳理**: 补充该信号涉及的上下游环节及竞争格局。
|
||||
|
||||
### 2. 工具使用规范 (CRITICAL)
|
||||
- **每个提到的公司都需要调用工具**: 不能依赖记忆,必须实时查询。
|
||||
- **完整呈现工具结果**: 包括具体的股价数字、代码、技术面数据等,不要缩略。
|
||||
- **股价数据必需**: 当前价格、近期最高最低、技术面支撑阻力等数据是后续预测的基础。
|
||||
- **信息交叉验证**: 多个来源验证关键事实。
|
||||
|
||||
### 3. 输出要求
|
||||
你必须输出结构化的研究报告,涵盖标的基本面、股价走势、行业背景及最新进展。
|
||||
"""
|
||||
|
||||
def get_fin_analyst_instructions(template_id: str = "default_isq_v1") -> str:
|
||||
"""生成金融分析师 (Analyst) 的系统指令
|
||||
|
||||
Args:
|
||||
template_id: 使用的 ISQ 模板 ID
|
||||
"""
|
||||
current_time = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
|
||||
isq_block = generate_isq_prompt_section(template_id=template_id)
|
||||
|
||||
return f"""你是一位深耕二级市场的资深金融分析师 (FinAgent),当前时间是 {current_time}。
|
||||
你的核心任务是执行“信号解析”,将研究员搜集的素材转化为具有可操作性的投资情报(ISQ 框架)。
|
||||
|
||||
{isq_block}
|
||||
|
||||
### 2. 分析约束
|
||||
- **严格基于具体数据**: 必须使用研究员提供的股价、技术面、新闻等具体数据进行分析。
|
||||
- **数据驱动的预测**: impact_tickers 中的权重应基于事件影响程度,不能随意赋值。
|
||||
- **逻辑严密**: 传导链条必须符合金融常识,能够自圆其说。
|
||||
- **技术面参考**: 如果研究员提供了股价走势,请分析当前位置相对于支撑/阻力位的关系。
|
||||
|
||||
### 3. 关键要求
|
||||
- **title**: 必须生成一个简练、准确概括信号核心内容的标题(不超过 15 字)。
|
||||
- **impact_tickers**: 必须填充具体的公司代码(6位数字)和名称,权重应该有区分。
|
||||
- **transmission_chain**: 必须是对象列表,每个对象包含:
|
||||
- `node_name`: 节点名称(如“上游原材料”、“中游制造”)
|
||||
- `impact_type`: 影响类型(“利好”、“利空”、“中性”)
|
||||
- `logic`: 具体的传导逻辑描述
|
||||
- **summary**: 基于分析结果总结核心观点,包含具体数字(如股价目标、预期涨跌幅等)。
|
||||
- **reasoning**: 必须详细阐述推演逻辑,解释为什么得出上述结论(<200字)。
|
||||
|
||||
### 4. 输出格式 (严格 JSON 块)
|
||||
你必须输出一个符合 InvestmentSignal 结构的 JSON 块,包含所有必需字段。
|
||||
"""
|
||||
|
||||
def get_fin_agent_instructions() -> str:
|
||||
# 保持兼容性,但内部调用 analyst 指令
|
||||
return get_fin_analyst_instructions()
|
||||
|
||||
def get_fin_research_task(signal_text: str) -> str:
|
||||
"""生成研究员的任务描述"""
|
||||
return f"请针对以下信号进行背景调查,搜集相关标的的股价、最新进展和行业背景:\n\n{signal_text}"
|
||||
|
||||
def format_research_context(research_data: dict) -> str:
|
||||
"""将研究员搜集的结构化数据格式化为分析师可读的文本"""
|
||||
if not research_data:
|
||||
return "(未能搜集到额外背景信息)"
|
||||
|
||||
return f"""
|
||||
### 研究背景
|
||||
- **相关标的**: {research_data.get('tickers_found', [])}
|
||||
- **行业背景**: {research_data.get('industry_background', '未知')}
|
||||
- **最新进展**: {', '.join(research_data.get('latest_developments', []))}
|
||||
- **关键风险**: {', '.join(research_data.get('key_risks', []))}
|
||||
- **综合摘要**: {research_data.get('search_results_summary', '无')}
|
||||
"""
|
||||
|
||||
def get_fin_analysis_task(signal_text: str, research_context_str: str) -> str:
|
||||
"""生成分析师的任务描述"""
|
||||
return f"""请基于以下信息进行深度 ISQ 分析。关键是:必须使用研究员搜集的具体数据(股价、技术面、新闻、代码等)进行分析。
|
||||
|
||||
=== 原始信号 ===
|
||||
{signal_text}
|
||||
|
||||
=== 研究员搜集的背景信息 (CRITICAL DATA) ===
|
||||
{research_context_str}
|
||||
|
||||
=== 分析要求 ===
|
||||
1. 必须生成 title:简练概括信号核心(<15字)
|
||||
2. 基于研究员提供的具体股价数据,分析当前定价状态(已定价/未定价/部分定价)
|
||||
3. impact_tickers 中填充具体的公司代码和权重,权重基于事件影响程度
|
||||
4. transmission_chain 必须是包含 node_name, impact_type, logic 的对象列表
|
||||
5. summary 中包含具体数字(预期目标价、涨跌幅范围等)
|
||||
6. reasoning 必须详细解释推演逻辑,不要空泛,要言之有物
|
||||
|
||||
请严格按 InvestmentSignal JSON 格式输出。"""
|
||||
|
||||
def get_tracking_analysis_task(old_signal: dict, new_research_str: str) -> str:
|
||||
"""生成信号追踪更新的任务描述"""
|
||||
import json
|
||||
old_sig_str = json.dumps(old_signal, ensure_ascii=False, indent=2)
|
||||
return f"""你正在执行“信号逻辑演变追踪”任务。请基于最新的市场信息,重新评估之前的投资信号。
|
||||
|
||||
=== 基准信号 (上次分析) ===
|
||||
{old_sig_str}
|
||||
|
||||
=== 最新市场追踪 (NEWS & PRICE) ===
|
||||
{new_research_str}
|
||||
|
||||
=== 追踪分析要求 ===
|
||||
1. **逻辑演变检测**:
|
||||
- 对比新旧信息,判断原逻辑 (`transmission_chain` 和 `reasoning`) 是否依然成立?
|
||||
- 如果逻辑发生变化(如利好落空、逻辑证伪、新利好出现),请在新的 `reasoning` 中明确指出“逻辑演变:...”
|
||||
- 如果逻辑未变且得到验证,请标记“逻辑维持:...”
|
||||
|
||||
2. **参数修正**:
|
||||
- 根据最新股价和新闻,更新 `sentiment_score` (情绪)、`confidence` (置信度) 和 `expectation_gap` (预期差)。
|
||||
- 例如:如果股价已经大涨反映了利好,`expectation_gap` 应该显著降低。
|
||||
|
||||
3. **输出更新后的信号**:
|
||||
- 保留原 `signal_id` 和 `title`(除非有重大变化需要改名)。
|
||||
- 输出完整的 InvestmentSignal JSON。
|
||||
|
||||
请重点关注:为什么变了?还是为什么没变?理由要充分。"""
|
||||
@@ -0,0 +1,49 @@
|
||||
from typing import List, Dict, Any
|
||||
from ..schema.models import KLinePoint
|
||||
|
||||
def get_forecast_adjustment_instructions(ticker: str, news_context: str, model_forecast: List[KLinePoint]):
|
||||
"""
|
||||
生成 LLM 预测调整指令
|
||||
"""
|
||||
forecast_str = "\n".join([f"- {p.date}: O:{p.open}, C:{p.close}" for p in model_forecast])
|
||||
|
||||
return f"""你是一位资深的量化策略分析师。
|
||||
你的任务是:根据给定的【Kronos 模型预测结果】和【最新的基本面/新闻背景】,对模型预测进行“主观/逻辑调整”。
|
||||
|
||||
股票代码: {ticker}
|
||||
|
||||
【Kronos 模型原始预测 (OHLC)】:
|
||||
{forecast_str}
|
||||
|
||||
【最新情报背景】:
|
||||
{news_context}
|
||||
|
||||
调整原则:
|
||||
1. 原始预测是基于历史的技术面推演。
|
||||
2. 情报背景中可能包含【Kronos模型定量修正预测】,这是基于历史新闻训练的专用模型计算出的量化结果。
|
||||
3. 如果存在“定量修正预测”,请**高度参考**该数值作为基础,除非你有非常确凿的逻辑认为该量化模型失效(例如遇到模型未见过的极端黑天鹅)。
|
||||
4. 你的核心任务是:结合定性分析(新闻及其逻辑)来验证或微调这些数字,并给出合理的解释(Rationale)。
|
||||
5. 如果没有“定量修正预测”,则你需要根据新闻信号手动大幅调整趋势。
|
||||
|
||||
输出要求 (严格 JSON 格式):
|
||||
```json
|
||||
{{
|
||||
"adjusted_forecast": [
|
||||
{{
|
||||
"date": "YYYY-MM-DD",
|
||||
"open": float,
|
||||
"high": float,
|
||||
"low": float,
|
||||
"close": float,
|
||||
"volume": float
|
||||
}},
|
||||
...
|
||||
],
|
||||
"rationale": "详细说明调整的逻辑依据,例如:考虑到[事件A],预期短线将突破压力位..."
|
||||
}}
|
||||
```
|
||||
注意:必须输出与原始预测相同数量的数据点,且日期一一对应。
|
||||
"""
|
||||
|
||||
def get_forecast_task():
|
||||
return "请根据以上背景和模型预测,给出调整后的 K 线数据并说明理由。"
|
||||
45
skills/alphaear-predictor/scripts/prompts/intent_agent.py
Normal file
45
skills/alphaear-predictor/scripts/prompts/intent_agent.py
Normal file
@@ -0,0 +1,45 @@
|
||||
def get_intent_analysis_instructions() -> str:
|
||||
"""生成意图分析 Agent 的系统指令,专注于金融市场影响分析"""
|
||||
return """你是一个资深的金融市场意图分析专家。你的任务是将用户的自然语言查询转化为结构化的 JSON 分析结果,重点挖掘该查询与金融市场(尤其是股市)的潜在关联。
|
||||
|
||||
### 核心任务:
|
||||
深入分析用户查询,识别核心金融实体、行业板块及潜在的市场影响点,生成利于搜索引擎抓取深度金融分析信息的查询词。
|
||||
|
||||
### 输出格式(严格 JSON):
|
||||
```json
|
||||
{
|
||||
"keywords": ["实体/行业/事件"],
|
||||
"search_queries": ["针对市场影响的搜索词1", "针对行业变动的搜索词2"],
|
||||
"affected_sectors": ["相关板块1", "相关板块2"],
|
||||
"is_market_moving": true/false,
|
||||
"time_range": "recent/all/specific_date",
|
||||
"intent_summary": "一句话描述其金融市场分析意图"
|
||||
}
|
||||
```
|
||||
|
||||
### 字段说明:
|
||||
1. **keywords**: 核心公司实体、所属行业、宏观经济事件或政策概念。
|
||||
2. **search_queries**: 优化后的搜索词,必须包含“股市影响”、“股价波动”、“行业逻辑”或“估值”等金融维度。
|
||||
3. **affected_sectors**: 可能受此事件或信息影响的二级市场板块(如:保险、半导体、房地产)。
|
||||
4. **is_market_moving**: 该事件是否具有显著的市场驱动潜力或属于重大基本面变化。
|
||||
5. **intent_summary**: 简述用户查询背后的金融研究目的。
|
||||
|
||||
### 示例:
|
||||
用户输入:"帮我研究一下香港火灾的影响"
|
||||
输出:
|
||||
```json
|
||||
{
|
||||
"keywords": ["香港", "火灾", "保险行业", "房地产"],
|
||||
"search_queries": ["香港火灾对当地保险股股价影响", "香港大火对相关上市物业公司估值冲击", "近期香港火灾带来的市场避险情绪分析"],
|
||||
"affected_sectors": ["保险", "房地产", "物业管理"],
|
||||
"is_market_moving": true,
|
||||
"time_range": "recent",
|
||||
"intent_summary": "评估香港近期火灾对相关板块上市公司的潜在经济损失及股价冲击"
|
||||
}
|
||||
```
|
||||
"""
|
||||
|
||||
def get_intent_task(query: str) -> str:
|
||||
"""生成意图分析任务描述"""
|
||||
return f"Process this query and extract financial market intent: {query}"
|
||||
|
||||
@@ -0,0 +1,43 @@
|
||||
"""
|
||||
ISQ prompt helpers to render dimension guidance directly from the template.
|
||||
Any change in the template propagates to prompts automatically.
|
||||
"""
|
||||
|
||||
from typing import List, Optional
|
||||
from ..schema.isq_template import get_isq_template, ISQTemplate
|
||||
|
||||
|
||||
def _ordered_dimension_keys(template: ISQTemplate, order: Optional[List[str]] = None) -> List[str]:
|
||||
if order:
|
||||
return [k for k in order if k in template.dimensions]
|
||||
# fallback to template insertion order
|
||||
return list(template.dimensions.keys())
|
||||
|
||||
|
||||
def generate_isq_prompt_section(template_id: str = "default_isq_v1", order: Optional[List[str]] = None, include_header: bool = True) -> str:
|
||||
"""Render ISQ dimension text block based on the template.
|
||||
This allows prompt text to stay in sync with template edits.
|
||||
"""
|
||||
template = get_isq_template(template_id)
|
||||
keys = _ordered_dimension_keys(template, order)
|
||||
|
||||
lines: List[str] = []
|
||||
if include_header:
|
||||
lines.append("### 1. ISQ 评估框架 (Investment Signal Quality)")
|
||||
lines.append(f"参考模板: {template.template_name} (id: {template.template_id})")
|
||||
lines.append("")
|
||||
lines.append("你需要对信号进行以下维度的评分:")
|
||||
lines.append("")
|
||||
|
||||
for idx, key in enumerate(keys, start=1):
|
||||
spec = template.dimensions[key]
|
||||
examples = ";".join([f"{k}: {v}" for k, v in spec.examples.items()]) if spec.examples else ""
|
||||
lines.append(f"{idx}. **{spec.key} ({spec.name})**: {spec.range_type}")
|
||||
lines.append(f" - 描述: {spec.description}")
|
||||
if spec.scale_factor and spec.scale_factor != 1.0:
|
||||
lines.append(f" - 缩放因子: {spec.scale_factor}")
|
||||
if examples:
|
||||
lines.append(f" - 示例: {examples}")
|
||||
lines.append("")
|
||||
|
||||
return "\n".join(lines).rstrip()
|
||||
415
skills/alphaear-predictor/scripts/prompts/report_agent.py
Normal file
415
skills/alphaear-predictor/scripts/prompts/report_agent.py
Normal file
@@ -0,0 +1,415 @@
|
||||
# src/prompts/report_agent.py
|
||||
from datetime import datetime
|
||||
from typing import Optional
|
||||
from .isq_prompt_generator import generate_isq_prompt_section
|
||||
|
||||
def get_report_planner_base_instructions() -> str:
|
||||
"""生成报告策划员 (Planner) 的基础系统指令"""
|
||||
return """你是一名资深的金融研报主编。你的任务是规划报告的结构,将零散的信号聚类成有逻辑的主题。
|
||||
你拥有 RAG 搜索工具,可以检索已生成的章节内容以确保逻辑连贯性。
|
||||
在规划时,应重点关注信号之间的关联性、产业链的完整性以及用户特定的关注点。"""
|
||||
|
||||
def get_report_writer_base_instructions() -> str:
|
||||
"""生成报告撰写员 (Writer) 的基础系统指令"""
|
||||
return """你是一名资深金融分析师。你的任务是根据策划员提供的信号簇撰写深度研报章节。
|
||||
你应当运用专业的金融知识,将信号转化为深刻的洞察。
|
||||
注意:你没有外部搜索工具,你的分析必须基于提供给你的信号内容和行情数据。"""
|
||||
|
||||
def get_report_editor_base_instructions() -> str:
|
||||
"""生成报告编辑 (Editor) 的基础系统指令"""
|
||||
return """你是一名严谨的金融研报编辑。你的任务是审核和润色撰写员生成的章节。
|
||||
你拥有 RAG 搜索工具,可以检索其他章节的内容,以消除重复、修正逻辑冲突并确保术语一致性。
|
||||
你应当确保报告符合专业的金融写作规范,且标题层级正确。"""
|
||||
|
||||
# 1. 策划阶段 (Structural Planning)
|
||||
def format_signal_for_report(signal: any, index: int, cite_keys: Optional[list] = None) -> str:
|
||||
"""格式化单个信号供研报生成使用"""
|
||||
# 这里的逻辑从 ReportAgent._format_signal_input 迁移过来
|
||||
from ..schema.models import InvestmentSignal
|
||||
|
||||
if isinstance(signal, dict):
|
||||
try:
|
||||
sig_obj = InvestmentSignal(**signal)
|
||||
except:
|
||||
return f"--- 信号 [{index}] ---\n标题: {signal.get('title')}\n内容: {signal.get('content', '')[:500]}"
|
||||
else:
|
||||
sig_obj = signal
|
||||
|
||||
chain_str = " -> ".join([f"{n.node_name}({n.impact_type})" for n in sig_obj.transmission_chain])
|
||||
|
||||
text = f"--- 信号 [{index}] ---\n"
|
||||
text += f"标题: {sig_obj.title}\n"
|
||||
text += f"逻辑摘要: {sig_obj.summary}\n"
|
||||
text += f"传导链条: {chain_str}\n"
|
||||
text += f"ISQ 评分: 情绪({sig_obj.sentiment_score}), 确定性({sig_obj.confidence}), 强度({sig_obj.intensity})\n"
|
||||
text += f"预期博弈: 时窗({sig_obj.expected_horizon}), 预期差({sig_obj.price_in_status})\n"
|
||||
|
||||
tickers = ", ".join([f"{t.get('name')}({t.get('ticker')})" for t in sig_obj.impact_tickers])
|
||||
if tickers:
|
||||
text += f"受影响标的: {tickers}\n"
|
||||
|
||||
# Stable bibliography-style citation keys (LaTeX/BibTeX-like)
|
||||
if cite_keys:
|
||||
joined = " ".join([f"[@{k}]" for k in cite_keys if k])
|
||||
if joined:
|
||||
text += f"引用: {joined}\n"
|
||||
|
||||
return text
|
||||
|
||||
def get_cluster_planner_instructions(signals_text: str, user_query: str = None) -> str:
|
||||
"""生成信号聚类指令 - 将零散信号组织成逻辑主题"""
|
||||
query_context = f"用户重点关注:{user_query}" if user_query else ""
|
||||
return f"""你是一位资深的金融研报主编。你的任务是将以下零散的金融信号聚类成 3-5 个核心逻辑主题,以便撰写一份结构清晰的研报。
|
||||
|
||||
{query_context}
|
||||
|
||||
### 输入信号列表
|
||||
{signals_text}
|
||||
|
||||
### 聚类要求
|
||||
1. **主题聚合**: 将相关性强的信号归为一组(例如:都涉及“建筑安全法规”或“某产业链上下游”)。
|
||||
2. **叙事逻辑**: 只需要生成主题名称和包含的信号 ID。
|
||||
3. **控制数量**: 将所有信号归类到 3-5 个主要主题中,不要遗漏。
|
||||
|
||||
### 输出格式 (JSON)
|
||||
请仅输出以下 JSON 格式,不要包含 Markdown 标记:
|
||||
{{
|
||||
"clusters": [
|
||||
{{
|
||||
"theme_title": "主题名称(如:建筑安全法规收紧引发的产业链重构)",
|
||||
"signal_ids": [1, 3, 5],
|
||||
"rationale": "这些信号都指向政府对高层建筑防火标准的政策调整..."
|
||||
}},
|
||||
...
|
||||
]
|
||||
}}
|
||||
"""
|
||||
|
||||
def get_report_planner_instructions(toc: str, signal_count: int, user_query: str = None) -> str:
|
||||
"""生成报告规划指令 - 重点在于逻辑关联与分歧识别"""
|
||||
# ... (原有逻辑保持不变,但实际在新的聚类流程后这个可能作为备用或二次优化)
|
||||
query_context = f"用户重点关注:{user_query}" if user_query else ""
|
||||
return f"""你是一位资深的金融研报主编。你的任务是根据现有的草稿章节,规划出一份逻辑严密、穿透力强的终稿结构。
|
||||
|
||||
### 任务核心:
|
||||
1. **识别主线**: 从草稿中识别出贯穿多个章节的“核心逻辑主线”(如:产业链共振、货币政策转向)。
|
||||
2. **分歧评估 (Entropy)**: 识别各章节中观点冲突或确定性不一之处,规划如何在正文中呈现这些“分歧点”。
|
||||
3. **结构蓝图**:
|
||||
- 定义一级标题(逻辑主题)。
|
||||
- 归类章节:哪些信号应放入同一主题下深度解析?
|
||||
- 排序:将 ISQ 强度最高、与{query_context}最相关的信号置前。
|
||||
|
||||
### 现有草稿目录 (TOC)
|
||||
{toc}
|
||||
|
||||
请输出你的【终稿修订大纲】(Markdown 格式)。
|
||||
"""
|
||||
|
||||
# 2. 撰写阶段 (Section Writing)
|
||||
def get_report_writer_instructions(theme_title: str, signal_cluster_text: str, signal_indices: list, price_context: str = "", user_query: str = None) -> str:
|
||||
"""生成 Writer Agent 指令 - 基于主题聚类撰写综合分析"""
|
||||
|
||||
price_info = f"\n### 近期价格参考\n{price_context}\n" if price_context else ""
|
||||
query_context = f"\n**用户意图**: \"{user_query}\"\n请确保分析内容回应了用户的关注点。\n" if user_query else ""
|
||||
isq_block = generate_isq_prompt_section(include_header=False)
|
||||
|
||||
# Keep citation scheme stable across re-ordering / edits.
|
||||
# Cite keys are provided in each signal block as: 引用: [@KEY]
|
||||
|
||||
return f"""你是一位资深金融分析师。请针对核心主题 **"{theme_title}"** 撰写一篇深度研报章节。
|
||||
{query_context}
|
||||
|
||||
### 输入信号集 (本章节需综合的信号)
|
||||
{signal_cluster_text}
|
||||
{price_info}
|
||||
|
||||
### ISQ 评分说明
|
||||
{isq_block}
|
||||
|
||||
### 写作要求
|
||||
1. **叙事逻辑**: 不要罗列信号,要将这些信号编织成一个连贯的故事。先讲宏观/行业背景,再讲具体事件传导,最后落脚到个股/标的影响。
|
||||
2. **量化支撑**: 引用 ISQ 评分(确定性、强度、预期差)来佐证你的观点。关键观点必须关联相应的 ISQ 分值。
|
||||
3. **引用规范(稳定 CiteKey)**: 关键论断必须标注来源引用,使用 `[@CITE_KEY]` 格式。
|
||||
- CiteKey 已在输入信号块中以 `引用: [@KEY]` 提供,请直接复制使用。
|
||||
- 不要使用 `[[1]]` 这类不稳定编号。
|
||||
4. **关联标的预测**: **必须**在章节末尾明确给出受影响标的的预测分析,包括:
|
||||
- 至少列出 1-2 个相关上市公司代码(如 600519.SH)
|
||||
- 给出短期(T+3或T+5)的方向性判断
|
||||
- 如果可能,给出预期价格区间或涨跌幅预测
|
||||
|
||||
### 【重要】标题层级规范
|
||||
|
||||
❌ **错误示例**(绝对不要这样):
|
||||
```markdown
|
||||
# {theme_title}
|
||||
|
||||
### 宏观背景
|
||||
...
|
||||
```
|
||||
|
||||
✅ **正确示例**(必须这样):
|
||||
```markdown
|
||||
## {theme_title}
|
||||
|
||||
### 宏观背景
|
||||
|
||||
近期全球经济环境...
|
||||
|
||||
### 具体传导机制分析
|
||||
|
||||
...
|
||||
|
||||
### 核心标的分析
|
||||
|
||||
建议关注:贵州茅台(600519.SH)...
|
||||
```
|
||||
|
||||
**关键要求**:
|
||||
- 章节主标题使用 `##` (H2)
|
||||
- 章节子标题使用 `###` (H3)
|
||||
- **绝对禁止**使用 `#` (H1)
|
||||
- 第一行必须是 `## {theme_title}` 开头
|
||||
|
||||
### 核心:图表叙事 (Visual Storytelling)
|
||||
**必须**在文中插入至少 1-2 个图表,且图表必须与上下文紧密结合(不要堆砌在末尾)。
|
||||
|
||||
### 宏观背景
|
||||
...
|
||||
```
|
||||
|
||||
✅ **正确示例**(必须这样):
|
||||
```markdown
|
||||
## {theme_title}
|
||||
|
||||
### 宏观背景
|
||||
|
||||
近期全球经济环境...
|
||||
|
||||
### 具体传导机制分析
|
||||
|
||||
...
|
||||
|
||||
### 核心标的分析
|
||||
|
||||
建议关注:贵州茅台(600519.SH)...
|
||||
```
|
||||
|
||||
**关键要求**:
|
||||
- 章节主标题使用 `##` (H2)
|
||||
- 章节子标题使用 `###` (H3)
|
||||
- **绝对禁止**使用 `#` (H1)
|
||||
- 第一行必须是 `## {theme_title}` 开头
|
||||
|
||||
### 核心:图表叙事 (Visual Storytelling)
|
||||
**必须**在文中插入至少 1-2 个图表,且图表必须与上下文紧密结合(不要堆砌在末尾)。
|
||||
|
||||
**可选图表类型 (请根据内容选择最合适的 1-2 种):**
|
||||
|
||||
**A. AI 预测 + 走势 (Forecast) - 【强烈推荐 / 最新规范】**
|
||||
*适用*: 当文中明确提及某上市公司时,**必须**使用此图表展示股价走势与 AI 预测。
|
||||
*必填字段*:
|
||||
- `ticker`: 股票代码,A股 6 位 / 港股 5 位,允许带后缀(如 "002371.SZ"、"9868.HK")
|
||||
- `pred_len`: 预测交易日长度(建议 3 或 5)
|
||||
*代码示例*:
|
||||
```json-chart
|
||||
{{"type": "forecast", "ticker": "002371.SZ", "title": "北方华创(002371)T+5 预测", "pred_len": 5}}
|
||||
```
|
||||
**重要**:禁止手写 `prediction` 数组(预测由系统自动生成并渲染)。
|
||||
*注意*: 如果提及多只股票,应为每只生成独立的 forecast 图表。
|
||||
|
||||
**【推荐写法:多情景 → 最终归因 → 产出唯一预测图】**
|
||||
你可以在正文里描述多种情景(如:基准/乐观/悲观),但在插入预测图之前,必须明确给出“本报告最终选择的最可能情景”及其归因,然后用 `forecast` 图表做最终总结。
|
||||
为了让系统把“最终归因”可靠地传递给预测模块,请在 `forecast` JSON 中可选补充以下字段(字段均为可选,越完整越好):
|
||||
- `selected_scenario`: 最可能情景名称(如 "基准" / "乐观" / "悲观")
|
||||
- `selection_reason`: 选择该情景的归因理由(1-3 句)
|
||||
- `scenarios`: 情景列表(数组),每个元素可包含 `name`、`description`、`probability`(0-1)
|
||||
*示例*:
|
||||
```json-chart
|
||||
{{
|
||||
"type": "forecast",
|
||||
"ticker": "002371.SZ",
|
||||
"title": "北方华创(002371)T+5 预测(基准情景)",
|
||||
"pred_len": 5,
|
||||
"selected_scenario": "基准",
|
||||
"selection_reason": "结合订单能见度与行业景气,基准情景概率最高;短期扰动主要来自估值与市场风险偏好。",
|
||||
"scenarios": [
|
||||
{{"name": "乐观", "description": "国产替代与资本开支超预期", "probability": 0.25}},
|
||||
{{"name": "基准", "description": "订单稳健、利润率小幅波动", "probability": 0.55}},
|
||||
{{"name": "悲观", "description": "需求回落或交付节奏放缓", "probability": 0.20}}
|
||||
]
|
||||
}}
|
||||
```
|
||||
|
||||
**B. 历史走势 (Stock) - 仅作为兼容兜底**
|
||||
*适用*: 当你无法给出预测时(例如无法确定标的),可仅展示历史走势。
|
||||
*代码示例*:
|
||||
```json-chart
|
||||
{{"type": "stock", "ticker": "002371", "title": "北方华创历史走势"}}
|
||||
```
|
||||
|
||||
**C. 舆情情绪演变 (Sentiment Trend)**
|
||||
*适用*: 当讨论行业政策、突发事件(如“火灾”、“新规”)的民意变化时。
|
||||
*注意*: `keywords` 必须是事件核心词。
|
||||
*代码*:
|
||||
```json-chart
|
||||
{{"type": "sentiment", "keywords": ["建筑安全", "防火标准"], "title": "市场对防火新规的情绪演变"}}
|
||||
```
|
||||
|
||||
**D. 逻辑传导链条 (Transmission Chain)**
|
||||
*适用*: 复杂的蝴蝶效应分析(支持分支结构)。
|
||||
*代码*:
|
||||
```json-chart
|
||||
{{
|
||||
"type": "transmission",
|
||||
"nodes": [
|
||||
{{"node_name": "突发火灾", "impact_type": "中性", "logic": "事件发端"}},
|
||||
{{"node_name": "监管收紧", "impact_type": "利空", "logic": "合规成本上升", "source": "突发火灾"}},
|
||||
{{"node_name": "设备升级", "impact_type": "利好", "logic": "采购需求释放", "source": "突发火灾"}},
|
||||
{{"node_name": "龙头受益", "impact_type": "利好", "logic": "市占率提升", "source": "设备升级"}}
|
||||
],
|
||||
"title": "火灾事件的逻辑传导与分支"
|
||||
}}
|
||||
```
|
||||
*说明*: 使用 `source` 字段指定父节点名称以创建分支结构。
|
||||
|
||||
**E. 信号质量评估 (ISQ Radar)**
|
||||
*适用*: 对某个关键信号进行多维度(确定性、预期差等)定性评估时。
|
||||
*代码*:
|
||||
```json-chart
|
||||
{{"type": "isq", "sentiment": 0.8, "confidence": 0.9, "intensity": 4, "expectation_gap": 0.7, "timeliness": 0.9, "title": "核心信号质量评估"}}
|
||||
```
|
||||
"""
|
||||
|
||||
# 3. 整合阶段 (Final Assembly) - 原版,保留用于 fallback
|
||||
def get_report_editor_instructions(draft_sections: str, plan: str, sources_list: str) -> str:
|
||||
"""生成最终编辑指令 - 根据规划蓝图重组内容"""
|
||||
return f"""你是一位专业的研报编辑。请将以下基于主题撰写的草稿章节整合成最终研报。
|
||||
|
||||
### 原始草稿内容
|
||||
{draft_sections}
|
||||
|
||||
### 原始引用来源
|
||||
{sources_list}
|
||||
|
||||
### 任务与要求
|
||||
1. **结构化**: 为每个草稿章节添加合适的 Markdown 标题 (## 级别)。
|
||||
2. **连贯性**: 确保章节之间过渡自然。
|
||||
3. **完整性**:
|
||||
- 必须保留所有 `json-chart` 代码块(图表配置)。
|
||||
- 必须保留引用标注 `[@CITE_KEY]`。
|
||||
- 生成 `## 核心观点摘要`、`## 参考文献` 和 `## 风险提示`。
|
||||
|
||||
### 输出
|
||||
只输出最终的 Markdown 研报内容。
|
||||
"""
|
||||
|
||||
|
||||
# 4. 单节编辑 (Incremental Section Editing with RAG)
|
||||
def get_section_editor_instructions(section_index: int, total_sections: int, toc: str) -> str:
|
||||
"""生成单节编辑 prompt,支持 RAG 工具调用"""
|
||||
return f"""你是一位研报编辑。你正在编辑报告的第 {section_index}/{total_sections} 节。
|
||||
|
||||
### 当前目录 (TOC)
|
||||
{toc}
|
||||
|
||||
### 你的任务
|
||||
1. 润色当前章节内容,确保逻辑清晰、语言专业。
|
||||
2. 保留所有 `[@CITE_KEY](#ref-CITE_KEY)` 或 `[@CITE_KEY]` 格式的引用。
|
||||
3. 保留所有 `json-chart` 代码块,不做修改。
|
||||
4. 如果需要参考其他章节内容,使用 `search_context` 工具搜索。
|
||||
5. 只输出编辑后的章节内容,不要输出其他章节。
|
||||
|
||||
### 【关键】标题层级规范
|
||||
**严格遵守以下规则:**
|
||||
- 章节主标题使用 `##` (H2)
|
||||
- 章节子标题使用 `###` (H3)
|
||||
- **禁止使用** `#` (H1) - 只有报告大标题可以使用 H1
|
||||
- 如果原文中有 H1,必须将其降级为 H2
|
||||
- 不要输出与 "参考文献"、"风险提示" 相同的标题
|
||||
|
||||
直接输出编辑后的 Markdown 内容。
|
||||
"""
|
||||
|
||||
|
||||
# 5. 摘要生成 (Summary Generation)
|
||||
def get_summary_generator_instructions(toc: str, section_summaries: str) -> str:
|
||||
"""生成报告摘要指令 - 包含市场分歧度分析"""
|
||||
return f"""你是一位资深研报主笔。请生成今日报告的核心观点摘要的**正文内容**。
|
||||
|
||||
### 章节摘要
|
||||
{section_summaries}
|
||||
|
||||
### 任务:
|
||||
1. **核心逻辑提炼**: 用 150 字以内总结今日最核心的投资主线。
|
||||
2. **分歧识别**: 如果不同信号对同一板块有冲突观点,请明确指出"市场分歧点"。
|
||||
3. **确定性排序**: 标记出今日确定性最高的前两个机会(需列出具体标的代码)。
|
||||
|
||||
### 【重要】输出格式规范:
|
||||
|
||||
❌ **错误示例**(不要遗漏二级标题):
|
||||
```markdown
|
||||
### 核心逻辑提炼
|
||||
...
|
||||
```
|
||||
|
||||
✅ **正确示例**(应该这样输出):
|
||||
```markdown
|
||||
## 核心观点摘要
|
||||
|
||||
### 核心逻辑提炼
|
||||
|
||||
科技自立战略加速半导体设备国产化,叠加AI算力需求爆发...
|
||||
|
||||
### 市场分歧点
|
||||
|
||||
资本市场波动显示医药、新能源等板块估值逻辑受政策敏感性增强...
|
||||
|
||||
### 确定性排序
|
||||
|
||||
1. **网络安全替代需求**(ISQ确定性0.85,推荐标的:深信服 300454.SZ)
|
||||
2. **半导体设备材料**(ISQ确定性0.75,推荐标的:北方华创 002371.SZ)
|
||||
```
|
||||
|
||||
### 关键要求:
|
||||
- 第一行必须是 `## 核心观点摘要`
|
||||
- 主体部分使用 H3 (`###`) 和 H4 (`####`) 级别标题
|
||||
- **必须**包含 `## 核心观点摘要` 这一级标题
|
||||
|
||||
现在请按照正确示例的格式输出摘要内容。
|
||||
"""
|
||||
|
||||
|
||||
# 6. 最终组装 (Final Assembly with Sections)
|
||||
def get_final_assembly_instructions(sources_list: str) -> str:
|
||||
"""生成最终报告组装的 prompt"""
|
||||
return f"""你是一位研报主笔。请完成以下任务:
|
||||
|
||||
### 任务
|
||||
1. 生成 "## 参考文献" 章节(需要按照顺序,顺序不对时进行调整):
|
||||
- 原始来源:
|
||||
{sources_list}
|
||||
- 格式:`<a id="ref-CITE_KEY"></a>[@CITE_KEY] 标题 (来源), [链接地址]`
|
||||
2. 生成 "## 风险提示" (标准免责声明)。
|
||||
3. 生成 "## 快速扫描" 表格,汇总各主题的核心观点。
|
||||
- 表格列:**主题**, **核心观点**, **强度(Intensity)**, **确定性(Confidence)**。
|
||||
- 强度和确定性请参考原章节中的 ISQ 评分。
|
||||
|
||||
只输出上述三个章节的 Markdown 内容。
|
||||
"""
|
||||
|
||||
def get_cluster_task(signals_preview: str) -> str:
|
||||
"""生成聚类任务描述"""
|
||||
return f"请对以下信号进行主题聚类:\n\n{signals_preview}"
|
||||
|
||||
def get_writer_task(theme_title: str) -> str:
|
||||
"""生成撰写任务描述"""
|
||||
return f"请依据主题 '{theme_title}' 和 输入信号集 开始撰写深度分析章节。"
|
||||
|
||||
def get_planner_task() -> str:
|
||||
"""生成规划任务描述"""
|
||||
return "请阅读现有草稿并规划终稿大纲,识别核心逻辑主线和市场分歧点。"
|
||||
|
||||
def get_editor_task() -> str:
|
||||
"""生成编辑任务描述"""
|
||||
return "请根据规划大纲和草稿内容,生成最终研报。确保逻辑连贯,保留所有图表和引用。"
|
||||
|
||||
156
skills/alphaear-predictor/scripts/prompts/trend_agent.py
Normal file
156
skills/alphaear-predictor/scripts/prompts/trend_agent.py
Normal file
@@ -0,0 +1,156 @@
|
||||
from typing import Any
|
||||
from datetime import datetime
|
||||
from .isq_prompt_generator import generate_isq_prompt_section
|
||||
|
||||
def get_trend_scanner_instructions() -> str:
|
||||
"""生成趋势扫描员 (Scanner) 的系统指令"""
|
||||
current_time = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
|
||||
return f"""你是一名专业的数据扫描员,当前时间是 {current_time}。
|
||||
你的任务是利用各种工具从互联网和数据库中获取最新的金融新闻、热点趋势和市场数据。
|
||||
|
||||
### 1. 核心职责
|
||||
1. **多源采集**: 使用 `news_toolkit` 获取最新新闻,使用 `stock_toolkit` 获取行情,使用 `polymarket_toolkit` 获取预测市场数据。
|
||||
2. **情绪感知**: 使用 `sentiment_toolkit` 对关键新闻进行情绪分析。
|
||||
3. **深度搜索**: 针对模糊的热点,使用 `search_toolkit` 进行全网搜索补充细节。
|
||||
|
||||
### 2. 工具使用规范
|
||||
- **广度优先**: 尽可能覆盖多个数据源。
|
||||
- **数据新鲜度**: 优先获取最近 24 小时内的信息。
|
||||
- **结构化输出**: 整理搜集到的原始数据,为后续评估提供清晰的素材。
|
||||
"""
|
||||
|
||||
def get_trend_evaluator_instructions() -> str:
|
||||
"""生成趋势评估员 (Evaluator) 的系统指令"""
|
||||
current_time = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
|
||||
isq_block = generate_isq_prompt_section(include_header=True)
|
||||
|
||||
return f"""
|
||||
你是一名顶级的金融情报专家 (TrendAgent),擅长从海量信息中识别具有深度价值的"二级市场投资信号"。
|
||||
当前时间:{current_time}
|
||||
|
||||
### 核心使命:
|
||||
不仅是发现"热点",更要解析"信号"。你需要识别那些能触发**传导链条 (Transmission Chain)** 且具有**高确定性 (Confidence)** 的事件。
|
||||
|
||||
{isq_block}
|
||||
|
||||
### 核心能力与标准:
|
||||
1. **信号识别 (Signal Discovery)**: 基于扫描员提供的素材,识别具有投资价值的信号。优先关注政策、产业变革、重大诉求及跨境套利机会。
|
||||
2. **逻辑相干性**: 是否具备清晰的"原因-结果"传导?
|
||||
3. **影响力系数**: 是否会引发板块性的联动或财务指标的实质性扰动?
|
||||
4. **市场认知差**: 市场是否已提前消化(Price-in)?寻找尚未被充分交易的"Alpha"。
|
||||
5. **实体穿透**: 必须关联到具体的 Ticker 或核心产业链节点。
|
||||
|
||||
### 严禁事项:
|
||||
- 严禁编造数据。
|
||||
- 严禁仅输出情绪极性(Positive/Negative),必须带有逻辑依据。
|
||||
- 严禁将纯娱乐或单纯的社会负面事件(除非具有宏观破坏性)视为金融信号。
|
||||
|
||||
### 输出要求:
|
||||
你发现的每个信号应包含:
|
||||
- **核心摘要**: 穿透表象的逻辑总结。
|
||||
- **传导节点**: A -> B -> C 的逻辑推导。
|
||||
- **推荐关注**: 板块或 Ticker。
|
||||
- **ISQ 评估**: 基于模板的 5 个维度进行初步评分(具体评分由后续 FinAgent 完成)。
|
||||
"""
|
||||
|
||||
def get_trend_agent_instructions() -> str:
|
||||
# 保持兼容性
|
||||
return get_trend_evaluator_instructions()
|
||||
|
||||
def get_trend_scan_task(task_description: str) -> str:
|
||||
"""生成扫描员的任务描述"""
|
||||
return f"请根据以下任务描述,搜集相关的原始数据和新闻:\n\n{task_description}"
|
||||
|
||||
def format_scan_context(scan_data: dict) -> str:
|
||||
"""将扫描员搜集的结构化数据格式化为评估员可读的文本"""
|
||||
if not scan_data:
|
||||
return "(未能搜集到原始数据)"
|
||||
|
||||
return f"""
|
||||
### 扫描数据概览
|
||||
- **热点话题**: {', '.join(scan_data.get('hot_topics', []))}
|
||||
- **情绪概览**: {scan_data.get('sentiment_overview', '未知')}
|
||||
- **关键新闻**: {len(scan_data.get('news_summaries', []))} 条
|
||||
- **数据摘要**: {scan_data.get('raw_data_summary', '无')}
|
||||
"""
|
||||
|
||||
def get_trend_eval_task(task_description: str, raw_data_str: str) -> str:
|
||||
"""生成评估员的任务描述"""
|
||||
return f"""请基于以下搜集到的原始数据,完成最终的分析任务:
|
||||
|
||||
任务描述: {task_description}
|
||||
|
||||
原始数据:
|
||||
{raw_data_str}
|
||||
|
||||
请识别出最具金融价值的信号,并给出评估理由。"""
|
||||
|
||||
def get_news_filter_instructions(news_count: int, depth: Any, user_query: str = None) -> str:
|
||||
"""生成新闻筛选 prompt,使用 FilterResult schema 加快推理并减少 token 消耗
|
||||
|
||||
Args:
|
||||
news_count: 输入新闻总数
|
||||
depth: 目标筛选数量,若为 auto 则由 LLM 自主判断
|
||||
user_query: 用户输入的查询/关注点(可选)
|
||||
"""
|
||||
|
||||
# 1. 深度控制逻辑
|
||||
if str(depth).lower() == 'auto':
|
||||
depth_guide = "的数量不设固定限制(建议 3-10 条),根据新闻含金量自动判断"
|
||||
limit_instruction = "宁缺毋滥,如果高价值信息很少,可以只选 1-2 条;如果都很重要,可以多选。"
|
||||
else:
|
||||
try:
|
||||
d_int = int(depth)
|
||||
depth_guide = f"约 {d_int} 条"
|
||||
limit_instruction = f"请尽量凑满 {d_int} 条,但如果剩余新闻全是噪音,则不必强行凑数。"
|
||||
except:
|
||||
depth_guide = "适量"
|
||||
limit_instruction = "根据内容价值判断。"
|
||||
|
||||
target_desc = f"筛选出最具投资分析价值的新闻({depth_guide})。"
|
||||
|
||||
# 2. 用户意图逻辑
|
||||
query_instruction = ""
|
||||
if user_query:
|
||||
target_desc = f"筛选出与用户意图【{user_query}】最相关的新闻。"
|
||||
query_instruction = f"""
|
||||
### 核心任务(High Priority):
|
||||
用户明确关注:"{user_query}"。
|
||||
1. **第一优先级**:必须包含所有与"{user_query}"直接或间接相关的新闻,不要遗漏。
|
||||
- 即使这些新闻看起来"价值不高",只要相关都要保留。
|
||||
2. **第二优先级**:在满足第一优先级后,如果名额未满,再补充其他重大的市场热点。
|
||||
"""
|
||||
|
||||
return f"""你是一名专业的金融情报精排师。你需要从给定的 {news_count} 条原始新闻流中,{target_desc}
|
||||
|
||||
{query_instruction}
|
||||
|
||||
### FSD (Financial Signal Density) 筛选准则:
|
||||
1. **逻辑传导性 (Transmission)**: 该新闻是否预示着一个明确的产业链传导逻辑?(如:上游涨价 -> 中游成本压力 -> 下游提价预期)
|
||||
2. **预期差 (Alpha Potential)**: 是否包含尚未被市场充分Price-in的新突发情况?
|
||||
3. **确定性 (Confidence)**: 信息来源是否权威?是否包含具体的财务数据、订单金额或明确的政策日期?
|
||||
4. **排除噪音**: 坚决剔除明星八卦、鸡汤文、以及无实质增量的"口号式"新闻。
|
||||
|
||||
### {limit_instruction}
|
||||
|
||||
### 快速有效性检查(TOKEN 优化):
|
||||
在开始详细筛选前,先快速判断:这 {news_count} 条新闻中是否至少包含 1 条有效的金融信号?
|
||||
- 如果全是无关内容(如体育、娱乐、纯生活信息),直接返回 "has_valid_signals": false
|
||||
- 如果有至少 1 条金融相关的新闻,再进行详细 FSD 筛选
|
||||
|
||||
### 输出格式(必须为 JSON,使用 FilterResult schema):
|
||||
```json
|
||||
{{
|
||||
"has_valid_signals": true/false,
|
||||
"selected_ids": ["id_1", "id_2", ...],
|
||||
"themes": [
|
||||
{{
|
||||
"name": "高概括性主题",
|
||||
"news_ids": ["相关id_1", ...],
|
||||
"fsd_reason": "基于 FSD 准则的筛选理由,重点描述传导逻辑和预期差。"
|
||||
}}
|
||||
],
|
||||
"reason": "如果 has_valid_signals=false,简要说明原因。否则可为空。"
|
||||
}}
|
||||
```
|
||||
"""
|
||||
47
skills/alphaear-predictor/scripts/prompts/visualizer.py
Normal file
47
skills/alphaear-predictor/scripts/prompts/visualizer.py
Normal file
@@ -0,0 +1,47 @@
|
||||
def get_drawio_system_prompt():
|
||||
return """You are an expert at creating Draw.io (MxGraph) diagrams in XML format.
|
||||
Your task is to generate a valid MXGraphModel XML based on the user's description.
|
||||
|
||||
### Rules:
|
||||
1. Output ONLY the XML code. Start with <mxGraphModel> and end with </mxGraphModel>.
|
||||
2. Do not use compressed XML. Use plain XML.
|
||||
3. Use standard shapes: 'rounded=1;whiteSpace=wrap;html=1;' for boxes.
|
||||
4. Auto-layout Strategy:
|
||||
- Identify "layers" or "stages" in the logic.
|
||||
- Assign X coordinates based on layers (e.g., 0, 200, 400).
|
||||
- Assign Y coordinates to distribute nodes vertically (e.g., 0, 100, 200).
|
||||
- Ensure nodes do not overlap.
|
||||
5. Edges: Connect nodes logically using <mxCell edge="1" ...>.
|
||||
|
||||
### Template:
|
||||
<mxGraphModel dx="1000" dy="1000" grid="1" gridSize="10" guides="1" tooltips="1" connect="1" arrows="1" fold="1" page="1" pageScale="1" pageWidth="827" pageHeight="1169" math="0" shadow="0">
|
||||
<root>
|
||||
<mxCell id="0"/>
|
||||
<mxCell id="1" parent="0"/>
|
||||
|
||||
<!-- Node -->
|
||||
<mxCell id="n1" value="Node Label" style="rounded=1;whiteSpace=wrap;html=1;fillColor=#dae8fc;strokeColor=#6c8ebf;" vertex="1" parent="1">
|
||||
<mxGeometry x="100" y="100" width="120" height="60" as="geometry"/>
|
||||
</mxCell>
|
||||
|
||||
<!-- Edge -->
|
||||
<mxCell id="e1" value="Connection" style="edgeStyle=orthogonalEdgeStyle;rounded=0;orthogonalLoop=1;jettySize=auto;html=1;" edge="1" parent="1" source="n1" target="n2">
|
||||
<mxGeometry relative="1" as="geometry"/>
|
||||
</mxCell>
|
||||
</root>
|
||||
</mxGraphModel>
|
||||
"""
|
||||
|
||||
def get_drawio_task(nodes_data: list, title: str) -> str:
|
||||
import json
|
||||
nodes_json = json.dumps(nodes_data, ensure_ascii=False, indent=2)
|
||||
return f"""Please generate a Draw.io XML diagram for the following logic flow:
|
||||
|
||||
**Title**: {title}
|
||||
|
||||
**Nodes and Logic**:
|
||||
{nodes_json}
|
||||
|
||||
Ensure the layout flows logically from Left to Right (or Top to Bottom for hierarchies).
|
||||
Use different colors for 'Positive' (Greenish), 'Negative' (Reddish), and 'Neutral' (Grey/Blue) impacts if described.
|
||||
"""
|
||||
381
skills/alphaear-predictor/scripts/schema/isq_template.py
Normal file
381
skills/alphaear-predictor/scripts/schema/isq_template.py
Normal file
@@ -0,0 +1,381 @@
|
||||
"""
|
||||
ISQ (Investment Signal Quality) 评估框架 Template
|
||||
|
||||
统一定义 ISQ 的各个维度、评分标准、和使用方法。
|
||||
支持默认 template 和自定义 template。
|
||||
"""
|
||||
|
||||
from typing import Dict, List, Any, Optional
|
||||
from pydantic import BaseModel, Field
|
||||
from enum import Enum
|
||||
from pathlib import Path
|
||||
import json
|
||||
|
||||
|
||||
class ISQDimension(str, Enum):
|
||||
"""ISQ 评估维度"""
|
||||
SENTIMENT = "sentiment" # 情绪/走势方向
|
||||
CONFIDENCE = "confidence" # 确定性/可信度
|
||||
INTENSITY = "intensity" # 强度/影响量级
|
||||
EXPECTATION_GAP = "expectation_gap" # 预期差/市场认知差
|
||||
TIMELINESS = "timeliness" # 时效性/窗口紧迫度
|
||||
TRANSMISSION = "transmission" # 逻辑传导清晰度
|
||||
|
||||
|
||||
class ISQDimensionSpec(BaseModel):
|
||||
"""ISQ 单个维度的定义规范"""
|
||||
name: str = Field(..., description="维度名称")
|
||||
key: str = Field(..., description="维度键名")
|
||||
description: str = Field(..., description="维度描述")
|
||||
range_type: str = Field(default="0-1", description="取值范围 (0-1 或 1-5 等)")
|
||||
scale_factor: float = Field(default=1.0, description="显示时的缩放因子")
|
||||
examples: Dict[str, str] = Field(default_factory=dict, description="不同分值的示例解释")
|
||||
visualization_color: Optional[str] = Field(default=None, description="可视化颜色")
|
||||
|
||||
|
||||
class ISQTemplate(BaseModel):
|
||||
"""ISQ 评估框架 Template"""
|
||||
template_id: str = Field(..., description="模板 ID")
|
||||
template_name: str = Field(..., description="模板名称")
|
||||
description: str = Field(..., description="模板描述")
|
||||
|
||||
# 核心维度定义
|
||||
dimensions: Dict[str, ISQDimensionSpec] = Field(..., description="维度定义字典")
|
||||
|
||||
# 评分指导
|
||||
scoring_guide: str = Field(..., description="评分指导说明")
|
||||
|
||||
# 应用场景
|
||||
applicable_scenarios: List[str] = Field(default_factory=list, description="适用场景")
|
||||
|
||||
# 聚合算法
|
||||
aggregation_method: str = Field(default="weighted_average", description="聚合方法 (weighted_average, product 等)")
|
||||
dimension_weights: Dict[str, float] = Field(default_factory=dict, description="维度权重")
|
||||
|
||||
|
||||
class ISQScore(BaseModel):
|
||||
"""单个信号的 ISQ 评分结果"""
|
||||
signal_id: str = Field(..., description="信号 ID")
|
||||
template_id: str = Field(..., description="使用的模板 ID")
|
||||
|
||||
# 各维度评分
|
||||
scores: Dict[str, float] = Field(..., description="各维度评分")
|
||||
|
||||
# 总分
|
||||
overall_score: float = Field(..., description="综合评分")
|
||||
|
||||
# 评分理由
|
||||
rationale: Dict[str, str] = Field(default_factory=dict, description="各维度评分理由")
|
||||
|
||||
# 时间戳
|
||||
timestamp: str = Field(..., description="评分时间")
|
||||
|
||||
|
||||
# =====================================================
|
||||
# 默认 Template
|
||||
# =====================================================
|
||||
|
||||
DEFAULT_ISQ_TEMPLATE = ISQTemplate(
|
||||
template_id="default_isq_v1",
|
||||
template_name="标准投资信号质量评估框架 (ISQ v1.0)",
|
||||
description="AlphaEar 默认的 ISQ 评估框架,用于标准化评估投资信号的质量维度",
|
||||
|
||||
dimensions={
|
||||
"sentiment": ISQDimensionSpec(
|
||||
name="情绪/走势",
|
||||
key="sentiment",
|
||||
description="基础情绪偏向和市场走势判断",
|
||||
range_type="-1.0 到 1.0",
|
||||
scale_factor=1.0,
|
||||
examples={
|
||||
"-1.0": "极度悲观/极度看空",
|
||||
"-0.5": "明显看空",
|
||||
"0.0": "中性/没有明确方向",
|
||||
"0.5": "明显看多",
|
||||
"1.0": "极度乐观/极度看多"
|
||||
},
|
||||
visualization_color="#ef4444" # 红色表示负面,绿色表示正面
|
||||
),
|
||||
|
||||
"confidence": ISQDimensionSpec(
|
||||
name="确定性",
|
||||
key="confidence",
|
||||
description="信号的可信度和确定性程度",
|
||||
range_type="0.0 到 1.0",
|
||||
scale_factor=1.0,
|
||||
examples={
|
||||
"0.0-0.3": "信息来源不可靠/传言多/逻辑推导牵强",
|
||||
"0.3-0.6": "信息相对可靠/有一定逻辑/但仍有不确定性",
|
||||
"0.6-0.8": "信息来源权威/逻辑清晰/高度可信",
|
||||
"0.8-1.0": "官方确认/数据明确/完全确定"
|
||||
},
|
||||
visualization_color="#3b82f6" # 蓝色
|
||||
),
|
||||
|
||||
"intensity": ISQDimensionSpec(
|
||||
name="强度/影响量级",
|
||||
key="intensity",
|
||||
description="信号对相关板块/个股的潜在影响程度",
|
||||
range_type="1 到 5",
|
||||
scale_factor=20.0, # 用于雷达图缩放 (5 -> 100)
|
||||
examples={
|
||||
"1": "影响微弱,可能被市场忽略",
|
||||
"2": "小幅影响,短期可能有波动",
|
||||
"3": "中等影响,值得重点关注",
|
||||
"4": "强烈影响,可能成为市场焦点",
|
||||
"5": "极强影响,市场预期明显变化"
|
||||
},
|
||||
visualization_color="#f97316" # 橙色
|
||||
),
|
||||
|
||||
"expectation_gap": ISQDimensionSpec(
|
||||
name="预期差",
|
||||
key="expectation_gap",
|
||||
description="市场预期与现实之间的差距",
|
||||
range_type="0.0 到 1.0",
|
||||
scale_factor=1.0,
|
||||
examples={
|
||||
"0.0-0.2": "市场充分认知,预期差小",
|
||||
"0.2-0.5": "市场部分认知,存在一定预期差",
|
||||
"0.5-0.8": "市场认知不足,预期差较大,存在博弈空间",
|
||||
"0.8-1.0": "市场严重低估/高估,巨大预期差"
|
||||
},
|
||||
visualization_color="#22c55e" # 绿色
|
||||
),
|
||||
|
||||
"timeliness": ISQDimensionSpec(
|
||||
name="时效性",
|
||||
key="timeliness",
|
||||
description="信号的时间窗口紧迫度",
|
||||
range_type="0.0 到 1.0",
|
||||
scale_factor=1.0,
|
||||
examples={
|
||||
"0.0-0.2": "长期信号,反应窗口 > 3 月",
|
||||
"0.2-0.5": "中期信号,反应窗口 1-3 月",
|
||||
"0.5-0.8": "短期信号,反应窗口 1 周 - 1 月",
|
||||
"0.8-1.0": "超短期信号,反应窗口 < 1 周(需立即行动)"
|
||||
},
|
||||
visualization_color="#a855f7" # 紫色
|
||||
),
|
||||
},
|
||||
|
||||
scoring_guide="""
|
||||
### ISQ 评分指导 (Investment Signal Quality)
|
||||
|
||||
ISQ 框架用于多维度评估投资信号的质量。每个信号由 5 个维度组成:
|
||||
|
||||
1. **情绪 (Sentiment)**: -1.0 到 1.0,表示看空(-)/中性(0)/看多(+)
|
||||
2. **确定性 (Confidence)**: 0.0 到 1.0,数值越高越确定
|
||||
3. **强度 (Intensity)**: 1 到 5,数值越高影响越大
|
||||
4. **预期差 (Expectation Gap)**: 0.0 到 1.0,市场预期与现实的差距
|
||||
5. **时效性 (Timeliness)**: 0.0 到 1.0,反应窗口的紧迫程度
|
||||
|
||||
### 综合评分算法
|
||||
|
||||
综合评分 = 确定性 × 0.35 + 强度/5 × 0.30 + 预期差 × 0.20 + 时效性 × 0.15
|
||||
|
||||
范围: 0.0 到 1.0
|
||||
- 0.0-0.3: 信号质量较差,不建议跟进
|
||||
- 0.3-0.6: 信号质量一般,可作参考
|
||||
- 0.6-0.8: 信号质量良好,值得跟进
|
||||
- 0.8-1.0: 信号质量优异,强烈推荐
|
||||
|
||||
### 评分时的注意事项
|
||||
|
||||
- **不要混淆方向和强度**:情绪可以是看空,但确定性和强度仍可能很高
|
||||
- **预期差往往是 Alpha 来源**:高预期差 + 高确定性 = 最佳博弈机会
|
||||
- **考虑时间成本**:长期信号需要更高的确定性才值得跟进
|
||||
- **数据为王**:所有评分必须有具体数据支撑
|
||||
""",
|
||||
|
||||
applicable_scenarios=[
|
||||
"上市公司基本面变化分析",
|
||||
"产业政策与监管事件评估",
|
||||
"地缘政治与宏观经济影响",
|
||||
"技术进步与产业升级",
|
||||
"突发事件与应急响应"
|
||||
],
|
||||
|
||||
aggregation_method="weighted_average",
|
||||
dimension_weights={
|
||||
"confidence": 0.35,
|
||||
"intensity": 0.30,
|
||||
"expectation_gap": 0.20,
|
||||
"timeliness": 0.15
|
||||
}
|
||||
)
|
||||
|
||||
|
||||
# =====================================================
|
||||
# ISQ Template 管理系统
|
||||
# =====================================================
|
||||
|
||||
class ISQTemplateManager:
|
||||
"""ISQ Template 管理器"""
|
||||
|
||||
def __init__(self):
|
||||
self.templates: Dict[str, ISQTemplate] = {
|
||||
DEFAULT_ISQ_TEMPLATE.template_id: DEFAULT_ISQ_TEMPLATE
|
||||
}
|
||||
|
||||
def register_template(self, template: ISQTemplate) -> None:
|
||||
"""注册新的 template"""
|
||||
self.templates[template.template_id] = template
|
||||
|
||||
def register_template_dict(self, template_dict: Dict[str, Any]) -> ISQTemplate:
|
||||
"""从 dict 注册模板,返回实例。"""
|
||||
tpl = ISQTemplate(**template_dict)
|
||||
self.register_template(tpl)
|
||||
return tpl
|
||||
|
||||
def get_template(self, template_id: str) -> ISQTemplate:
|
||||
"""获取指定 template"""
|
||||
if template_id not in self.templates:
|
||||
return DEFAULT_ISQ_TEMPLATE
|
||||
return self.templates[template_id]
|
||||
|
||||
def list_templates(self) -> List[Dict[str, str]]:
|
||||
"""列出所有可用 template"""
|
||||
return [
|
||||
{
|
||||
"id": t.template_id,
|
||||
"name": t.template_name,
|
||||
"description": t.description,
|
||||
"dimensions": list(t.dimensions.keys())
|
||||
}
|
||||
for t in self.templates.values()
|
||||
]
|
||||
|
||||
def get_dimension(self, template_id: str, dimension_key: str) -> ISQDimensionSpec:
|
||||
"""获取指定 template 的某个维度定义"""
|
||||
template = self.get_template(template_id)
|
||||
return template.dimensions.get(dimension_key)
|
||||
|
||||
def get_scoring_prompt(self, template_id: str) -> str:
|
||||
"""获取用于 LLM 的评分 prompt"""
|
||||
template = self.get_template(template_id)
|
||||
|
||||
dimensions_desc = "\n".join([
|
||||
f"- **{d.name} ({d.key})**\n"
|
||||
f" 范围: {d.range_type}\n"
|
||||
f" 说明: {d.description}\n"
|
||||
f" 示例: {', '.join(f'{k}={v}' for k, v in list(d.examples.items())[:3])}"
|
||||
for d in template.dimensions.values()
|
||||
])
|
||||
|
||||
return f"""
|
||||
### ISQ 评估指导 ({template.template_name})
|
||||
|
||||
使用以下 {len(template.dimensions)} 个维度评估信号质量:
|
||||
|
||||
{dimensions_desc}
|
||||
|
||||
### 评分标准
|
||||
{template.scoring_guide}
|
||||
|
||||
### 输出格式 (JSON)
|
||||
请输出以下 JSON 格式的评分结果:
|
||||
{{
|
||||
"sentiment": <float>,
|
||||
"confidence": <float>,
|
||||
"intensity": <int>,
|
||||
"expectation_gap": <float>,
|
||||
"timeliness": <float>,
|
||||
"rationale": {{
|
||||
"sentiment": "评分理由",
|
||||
"confidence": "评分理由",
|
||||
"intensity": "评分理由",
|
||||
"expectation_gap": "评分理由",
|
||||
"timeliness": "评分理由"
|
||||
}}
|
||||
}}
|
||||
"""
|
||||
|
||||
|
||||
# 全局 template 管理器实例
|
||||
isq_template_manager = ISQTemplateManager()
|
||||
|
||||
|
||||
# =====================================================
|
||||
# 配置加载
|
||||
# =====================================================
|
||||
|
||||
def load_templates_from_config(config_path: Optional[str] = None) -> None:
|
||||
"""从配置目录加载所有 JSON 模板文件,未找到则跳过,不影响默认模板。
|
||||
支持单个 JSON 文件或目录(目录下的所有 .json 文件)。
|
||||
"""
|
||||
if config_path:
|
||||
path = Path(config_path)
|
||||
else:
|
||||
# 默认目录:config/isq_templates/
|
||||
# __file__ = src/schema/isq_template.py
|
||||
# parent = src/schema, parent.parent = src, parent.parent.parent = 项目根目录
|
||||
path = Path(__file__).resolve().parent.parent.parent / "config"
|
||||
|
||||
if not path.exists():
|
||||
return
|
||||
|
||||
# 如果是目录,扫描所有 .json 文件
|
||||
if path.is_dir():
|
||||
json_files = list(path.glob("*.json"))
|
||||
else:
|
||||
json_files = [path]
|
||||
|
||||
for json_file in json_files:
|
||||
try:
|
||||
data = json.loads(json_file.read_text(encoding="utf-8"))
|
||||
|
||||
# 如果是单个模板对象,转为列表
|
||||
if isinstance(data, dict):
|
||||
templates = [data]
|
||||
elif isinstance(data, list):
|
||||
templates = data
|
||||
else:
|
||||
continue
|
||||
|
||||
# 注册所有模板
|
||||
for tpl_dict in templates:
|
||||
if not isinstance(tpl_dict, dict):
|
||||
continue
|
||||
try:
|
||||
isq_template_manager.register_template_dict(tpl_dict)
|
||||
except Exception:
|
||||
# 忽略单个模板的加载错误,继续其他模板
|
||||
continue
|
||||
except Exception:
|
||||
# JSON 解析失败,跳过该文件
|
||||
continue
|
||||
|
||||
|
||||
# 在模块加载时自动尝试加载配置模板
|
||||
load_templates_from_config()
|
||||
|
||||
|
||||
# =====================================================
|
||||
# 便利函数
|
||||
# =====================================================
|
||||
|
||||
def get_isq_template(template_id: str = "default_isq_v1") -> ISQTemplate:
|
||||
"""获取 ISQ template"""
|
||||
return isq_template_manager.get_template(template_id)
|
||||
|
||||
|
||||
def get_isq_scoring_prompt(template_id: str = "default_isq_v1") -> str:
|
||||
"""获取用于 LLM 的 ISQ 评分 prompt"""
|
||||
return isq_template_manager.get_scoring_prompt(template_id)
|
||||
|
||||
|
||||
def calculate_isq_overall_score(scores: Dict[str, float], template_id: str = "default_isq_v1") -> float:
|
||||
"""计算 ISQ 综合评分"""
|
||||
template = get_isq_template(template_id)
|
||||
|
||||
overall = 0.0
|
||||
for dim_key, weight in template.dimension_weights.items():
|
||||
if dim_key in scores:
|
||||
score = scores[dim_key]
|
||||
# 处理强度维度的特殊缩放 (1-5 -> 0-1)
|
||||
if dim_key == "intensity":
|
||||
score = score / 5.0
|
||||
overall += score * weight
|
||||
|
||||
return min(1.0, max(0.0, overall)) # 限制在 0-1 之间
|
||||
100
skills/alphaear-predictor/scripts/schema/models.py
Normal file
100
skills/alphaear-predictor/scripts/schema/models.py
Normal file
@@ -0,0 +1,100 @@
|
||||
from pydantic import BaseModel, Field
|
||||
from typing import List, Optional, Dict, Any
|
||||
from datetime import datetime
|
||||
|
||||
class TransmissionNode(BaseModel):
|
||||
node_name: str = Field(..., description="产业链节点名称")
|
||||
impact_type: str = Field(..., description="利好/利空/中性")
|
||||
logic: str = Field(..., description="该节点的传导逻辑")
|
||||
|
||||
class IntentAnalysis(BaseModel):
|
||||
keywords: List[str] = Field(..., description="核心实体、事件或概念关键词")
|
||||
search_queries: List[str] = Field(..., description="优化后的搜索引擎查询词")
|
||||
is_specific_event: bool = Field(..., description="是否查询特定突发事件")
|
||||
time_range: str = Field(..., description="时间范围 (recent/all/specific_date)")
|
||||
intent_summary: str = Field(..., description="一句话意图描述")
|
||||
|
||||
class FilterResult(BaseModel):
|
||||
"""LLM 筛选结果 - 快速判断是否有有效信号"""
|
||||
has_valid_signals: bool = Field(..., description="列表中是否包含有效的金融信号")
|
||||
selected_ids: List[int] = Field(default_factory=list, description="筛选出的有效信号 ID 列表")
|
||||
themes: List[str] = Field(default_factory=list, description="信号涉及的主题")
|
||||
reason: Optional[str] = Field(default=None, description="如果无有效信号,说明原因")
|
||||
|
||||
class InvestmentSignal(BaseModel):
|
||||
# 核心元数据
|
||||
signal_id: str = Field(default="unknown_sig", description="唯一信号 ID")
|
||||
title: str = Field(..., description="信号标题")
|
||||
summary: str = Field(default="暂无摘要分析", description="100 字核心观点快报")
|
||||
reasoning: str = Field(default="", description="详细的推演逻辑和理由")
|
||||
|
||||
# 逻辑传导 (ISQ Key 1)
|
||||
transmission_chain: List[TransmissionNode] = Field(default_factory=list, description="产业链传导逻辑链条")
|
||||
|
||||
# 信号质量 (ISQ Key 2) - 来自 isq_template.DEFAULT_ISQ_TEMPLATE
|
||||
# 参考: src/schema/isq_template.py 的 DEFAULT_ISQ_TEMPLATE 定义
|
||||
sentiment_score: float = Field(default=0.0, description="[ISQ] 情绪/走势 (-1.0=极度看空 ~ 0.0=中性 ~ 1.0=极度看多)")
|
||||
confidence: float = Field(default=0.5, description="[ISQ] 确定性 (0.0=不可信 ~ 1.0=完全确定)")
|
||||
intensity: int = Field(default=3, description="[ISQ] 强度/影响量级 (1=微弱 ~ 5=极强)")
|
||||
expectation_gap: float = Field(default=0.5, description="[ISQ] 预期差/博弈空间 (0.0=充分定价 ~ 1.0=巨大预期差)")
|
||||
timeliness: float = Field(default=0.8, description="[ISQ] 时效性 (0.0=长期 ~ 1.0=超短期)")
|
||||
|
||||
# 预测与博弈 (ISQ Key 3)
|
||||
expected_horizon: str = Field(default="T+N", description="预期的反应时窗 (如: T+0, T+3, Long-term)")
|
||||
price_in_status: str = Field(default="未知", description="市场预期消化程度 (未定价/部分定价/充分定价)")
|
||||
|
||||
# 关联实体
|
||||
impact_tickers: List[Dict[str, Any]] = Field(default_factory=list, description="受影响的代码列表及其权重")
|
||||
industry_tags: List[str] = Field(default_factory=list, description="关联行业标签")
|
||||
|
||||
# 溯源
|
||||
sources: List[Dict[str, str]] = Field(default_factory=list, description="来源详情 (包含 title, url, source_name)")
|
||||
|
||||
class ResearchContext(BaseModel):
|
||||
"""研究员搜集的背景信息结构"""
|
||||
raw_signal: str = Field(..., description="原始信号内容")
|
||||
tickers_found: List[Dict[str, Any]] = Field(default_factory=list, description="找到的相关标的及其基本面/股价信息")
|
||||
industry_background: str = Field(..., description="行业背景及产业链现状")
|
||||
latest_developments: List[str] = Field(default_factory=list, description="相关事件的最新进展")
|
||||
key_risks: List[str] = Field(default_factory=list, description="潜在风险点")
|
||||
search_results_summary: str = Field(..., description="搜索结果的综合摘要")
|
||||
|
||||
class ScanContext(BaseModel):
|
||||
"""扫描员搜集的原始数据结构"""
|
||||
hot_topics: List[str] = Field(..., description="当前市场热点话题")
|
||||
news_summaries: List[Dict[str, Any]] = Field(..., description="关键新闻摘要列表")
|
||||
market_data: Dict[str, Any] = Field(default_factory=dict, description="相关的市场行情数据")
|
||||
sentiment_overview: str = Field(..., description="整体市场情绪概览")
|
||||
raw_data_summary: str = Field(..., description="原始数据的综合摘要")
|
||||
|
||||
class SignalCluster(BaseModel):
|
||||
theme_title: str = Field(..., description="主题名称")
|
||||
signal_ids: List[int] = Field(..., description="包含的信号 ID 列表")
|
||||
rationale: str = Field(..., description="聚类理由")
|
||||
|
||||
class ClusterContext(BaseModel):
|
||||
"""信号聚类结果结构"""
|
||||
clusters: List[SignalCluster] = Field(..., description="聚类列表")
|
||||
|
||||
class KLinePoint(BaseModel):
|
||||
date: str = Field(..., description="日期")
|
||||
open: float = Field(..., description="开盘价")
|
||||
high: float = Field(..., description="最高价")
|
||||
low: float = Field(..., description="最低价")
|
||||
close: float = Field(..., description="收盘价")
|
||||
volume: float = Field(..., description="成交量")
|
||||
|
||||
class ForecastResult(BaseModel):
|
||||
ticker: str = Field(..., description="股票代码")
|
||||
base_forecast: List[KLinePoint] = Field(default_factory=list, description="Kronos 模型原始预测")
|
||||
adjusted_forecast: List[KLinePoint] = Field(default_factory=list, description="LLM 调整后的预测")
|
||||
rationale: str = Field(default="", description="预测调整理由及逻辑说明")
|
||||
timestamp: str = Field(default_factory=lambda: datetime.now().strftime("%Y-%m-%d %H:%M:%S"), description="生成时间")
|
||||
|
||||
class InvestmentReport(BaseModel):
|
||||
overall_sentiment: str = Field(..., description="整体市场情绪评价")
|
||||
market_entropy: float = Field(..., description="市场分歧度 (0-1, 1代表极高分歧)")
|
||||
signals: List[InvestmentSignal] = Field(..., description="深度解析的投资信号列表")
|
||||
forecasts: List[ForecastResult] = Field(default_factory=list, description="相关标的的预测结果")
|
||||
timestamp: str = Field(..., description="报告生成时间")
|
||||
meta_info: Optional[Dict[str, Any]] = Field(default_factory=dict, description="其他元数据")
|
||||
1
skills/alphaear-predictor/scripts/utils/__init__.py
Normal file
1
skills/alphaear-predictor/scripts/utils/__init__.py
Normal file
@@ -0,0 +1 @@
|
||||
# AlphaEar utils package
|
||||
581
skills/alphaear-predictor/scripts/utils/database_manager.py
Normal file
581
skills/alphaear-predictor/scripts/utils/database_manager.py
Normal file
@@ -0,0 +1,581 @@
|
||||
import sqlite3
|
||||
import json
|
||||
from datetime import datetime, date
|
||||
from pathlib import Path
|
||||
from typing import List, Dict, Optional, Any, Union
|
||||
import pandas as pd
|
||||
from loguru import logger
|
||||
|
||||
class DatabaseManager:
|
||||
"""
|
||||
AlphaEar 数据库管理器 - 负责存储热点数据、搜索缓存和股价数据
|
||||
使用 SQLite 进行持久化存储
|
||||
"""
|
||||
|
||||
def __init__(self, db_path: str = "data/signal_flux.db"):
|
||||
self.db_path = Path(db_path)
|
||||
self.db_path.parent.mkdir(parents=True, exist_ok=True)
|
||||
self.conn = sqlite3.connect(str(self.db_path), check_same_thread=False)
|
||||
self.conn.row_factory = sqlite3.Row
|
||||
self._init_db()
|
||||
logger.info(f"💾 Database initialized at {self.db_path}")
|
||||
|
||||
def _init_db(self):
|
||||
"""初始化表结构"""
|
||||
cursor = self.conn.cursor()
|
||||
|
||||
# 1. 每日热点新闻表
|
||||
cursor.execute("""
|
||||
CREATE TABLE IF NOT EXISTS daily_news (
|
||||
id TEXT PRIMARY KEY,
|
||||
source TEXT,
|
||||
rank INTEGER,
|
||||
title TEXT,
|
||||
url TEXT,
|
||||
content TEXT,
|
||||
publish_time TEXT,
|
||||
crawl_time TEXT,
|
||||
sentiment_score REAL,
|
||||
analysis TEXT,
|
||||
meta_data TEXT
|
||||
)
|
||||
""")
|
||||
|
||||
# 尝试添加 analysis 列(如果表已存在但没有该列)
|
||||
try:
|
||||
cursor.execute("ALTER TABLE daily_news ADD COLUMN analysis TEXT")
|
||||
except:
|
||||
pass # 列已存在
|
||||
|
||||
|
||||
# 2. 搜索缓存表 (原有 JSON 缓存)
|
||||
cursor.execute("""
|
||||
CREATE TABLE IF NOT EXISTS search_cache (
|
||||
query_hash TEXT PRIMARY KEY,
|
||||
query TEXT,
|
||||
engine TEXT,
|
||||
results TEXT,
|
||||
timestamp TEXT
|
||||
)
|
||||
""")
|
||||
|
||||
# 2.5 搜索详情表 (展开的搜索结果)
|
||||
cursor.execute("""
|
||||
CREATE TABLE IF NOT EXISTS search_detail (
|
||||
id TEXT,
|
||||
query_hash TEXT,
|
||||
rank INTEGER,
|
||||
title TEXT,
|
||||
url TEXT,
|
||||
content TEXT,
|
||||
publish_time TEXT,
|
||||
crawl_time TEXT,
|
||||
sentiment_score REAL,
|
||||
source TEXT,
|
||||
meta_data TEXT,
|
||||
PRIMARY KEY (query_hash, id)
|
||||
)
|
||||
""")
|
||||
|
||||
# 3. 股价数据表
|
||||
cursor.execute("""
|
||||
CREATE TABLE IF NOT EXISTS stock_prices (
|
||||
ticker TEXT,
|
||||
date TEXT,
|
||||
open REAL,
|
||||
close REAL,
|
||||
high REAL,
|
||||
low REAL,
|
||||
volume REAL,
|
||||
change_pct REAL,
|
||||
PRIMARY KEY (ticker, date)
|
||||
)
|
||||
""")
|
||||
|
||||
# 4. 股票列表表 (用于检索)
|
||||
cursor.execute("""
|
||||
CREATE TABLE IF NOT EXISTS stock_list (
|
||||
code TEXT PRIMARY KEY,
|
||||
name TEXT
|
||||
)
|
||||
""")
|
||||
|
||||
# 5. 投资信号表 (ISQ Framework)
|
||||
cursor.execute("""
|
||||
CREATE TABLE IF NOT EXISTS signals (
|
||||
signal_id TEXT PRIMARY KEY,
|
||||
title TEXT,
|
||||
summary TEXT,
|
||||
transmission_chain TEXT,
|
||||
sentiment_score REAL,
|
||||
confidence REAL,
|
||||
intensity INTEGER,
|
||||
expected_horizon TEXT,
|
||||
price_in_status TEXT,
|
||||
impact_tickers TEXT,
|
||||
industry_tags TEXT,
|
||||
sources TEXT,
|
||||
user_id TEXT,
|
||||
created_at TEXT
|
||||
)
|
||||
""")
|
||||
|
||||
|
||||
|
||||
# 6. 创建索引以优化查询性能
|
||||
cursor.execute("CREATE INDEX IF NOT EXISTS idx_news_crawl_time ON daily_news(crawl_time)")
|
||||
cursor.execute("CREATE INDEX IF NOT EXISTS idx_news_source ON daily_news(source)")
|
||||
cursor.execute("CREATE INDEX IF NOT EXISTS idx_search_cache_timestamp ON search_cache(timestamp)")
|
||||
cursor.execute("CREATE INDEX IF NOT EXISTS idx_stock_prices_ticker_date ON stock_prices(ticker, date)")
|
||||
# 尝试添加 user_id 列到 signals 表
|
||||
try:
|
||||
cursor.execute("ALTER TABLE signals ADD COLUMN user_id TEXT")
|
||||
except:
|
||||
pass
|
||||
|
||||
cursor.execute("CREATE INDEX IF NOT EXISTS idx_signals_user_id ON signals(user_id)")
|
||||
|
||||
self.conn.commit()
|
||||
|
||||
#
|
||||
# self.conn.commit()
|
||||
|
||||
|
||||
# --- 新闻数据操作 ---
|
||||
|
||||
def save_daily_news(self, news_list: List[Dict]) -> int:
|
||||
"""保存热点新闻,包含发布时间与抓取时间"""
|
||||
cursor = self.conn.cursor()
|
||||
count = 0
|
||||
crawl_time = datetime.now().isoformat()
|
||||
|
||||
for news in news_list:
|
||||
try:
|
||||
# 兼容不同来源的 ID 生成逻辑
|
||||
news_id = news.get('id') or f"{news.get('source')}_{news.get('rank')}_{crawl_time[:10]}"
|
||||
cursor.execute("""
|
||||
INSERT OR REPLACE INTO daily_news
|
||||
(id, source, rank, title, url, content, publish_time, crawl_time, sentiment_score, meta_data)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""", (
|
||||
news_id,
|
||||
news.get('source'),
|
||||
news.get('rank'),
|
||||
news.get('title'),
|
||||
news.get('url'),
|
||||
news.get('content', ''),
|
||||
news.get('publish_time'), # 新增支持发布时间
|
||||
crawl_time,
|
||||
news.get('sentiment_score'),
|
||||
json.dumps(news.get('meta_data', {}))
|
||||
))
|
||||
count += 1
|
||||
except sqlite3.Error as e:
|
||||
logger.error(f"Database error saving news item {news.get('title')}: {e}")
|
||||
except Exception as e:
|
||||
logger.error(f"Unexpected error saving news item {news.get('title')}: {e}")
|
||||
|
||||
self.conn.commit()
|
||||
return count
|
||||
|
||||
def get_daily_news(self, source: Optional[str] = None, limit: int = 100, days: int = 1) -> List[Dict]:
|
||||
"""获取最近 N 天的热点新闻"""
|
||||
cursor = self.conn.cursor()
|
||||
# 使用 crawl_time 过滤,保证结果的新鲜度
|
||||
time_threshold = (datetime.now().timestamp() - days * 86400)
|
||||
time_threshold_str = datetime.fromtimestamp(time_threshold).isoformat()
|
||||
|
||||
query = "SELECT * FROM daily_news WHERE crawl_time >= ?"
|
||||
params = [time_threshold_str]
|
||||
|
||||
if source:
|
||||
query += " AND source = ?"
|
||||
params.append(source)
|
||||
|
||||
query += " ORDER BY crawl_time DESC, rank LIMIT ?"
|
||||
params.append(limit)
|
||||
|
||||
cursor.execute(query, params)
|
||||
return [dict(row) for row in cursor.fetchall()]
|
||||
|
||||
def lookup_reference_by_url(self, url: str) -> Optional[Dict[str, Any]]:
|
||||
"""Best-effort lookup of a source item by URL.
|
||||
|
||||
This is used to render a stable bibliography from DB-backed metadata.
|
||||
It searches both `daily_news` and `search_detail`.
|
||||
"""
|
||||
url = (url or "").strip()
|
||||
if not url:
|
||||
return None
|
||||
|
||||
cursor = self.conn.cursor()
|
||||
|
||||
try:
|
||||
cursor.execute(
|
||||
"""
|
||||
SELECT title, source, publish_time, crawl_time, url
|
||||
FROM daily_news
|
||||
WHERE url = ?
|
||||
ORDER BY crawl_time DESC
|
||||
LIMIT 1
|
||||
""",
|
||||
(url,),
|
||||
)
|
||||
row = cursor.fetchone()
|
||||
if row:
|
||||
return dict(row)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
try:
|
||||
cursor.execute(
|
||||
"""
|
||||
SELECT title, source, publish_time, crawl_time, url
|
||||
FROM search_detail
|
||||
WHERE url = ?
|
||||
ORDER BY crawl_time DESC
|
||||
LIMIT 1
|
||||
""",
|
||||
(url,),
|
||||
)
|
||||
row = cursor.fetchone()
|
||||
if row:
|
||||
return dict(row)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
return None
|
||||
|
||||
def delete_news(self, news_id: str) -> bool:
|
||||
"""删除特定新闻"""
|
||||
cursor = self.conn.cursor()
|
||||
cursor.execute("DELETE FROM daily_news WHERE id = ?", (news_id,))
|
||||
self.conn.commit()
|
||||
return cursor.rowcount > 0
|
||||
|
||||
def update_news_content(self, news_id: str, content: str = None, analysis: str = None) -> bool:
|
||||
"""更新新闻的内容或分析结果"""
|
||||
cursor = self.conn.cursor()
|
||||
updates = []
|
||||
params = []
|
||||
|
||||
if content is not None:
|
||||
updates.append("content = ?")
|
||||
params.append(content)
|
||||
if analysis is not None:
|
||||
updates.append("analysis = ?")
|
||||
params.append(analysis)
|
||||
|
||||
if not updates:
|
||||
return False
|
||||
|
||||
params.append(news_id)
|
||||
query = f"UPDATE daily_news SET {', '.join(updates)} WHERE id = ?"
|
||||
cursor.execute(query, params)
|
||||
self.conn.commit()
|
||||
return cursor.rowcount > 0
|
||||
|
||||
# --- 搜索缓存辅助 ---
|
||||
|
||||
def get_search_cache(self, query_hash: str, ttl_seconds: Optional[int] = None) -> Optional[Dict]:
|
||||
"""获取搜索缓存 (优先查 search_detail)"""
|
||||
cursor = self.conn.cursor()
|
||||
|
||||
# 1. 尝试从 search_detail 获取展开的结构化数据
|
||||
cursor.execute("""
|
||||
SELECT * FROM search_detail
|
||||
WHERE query_hash = ?
|
||||
ORDER BY rank
|
||||
""", (query_hash,))
|
||||
details = [dict(row) for row in cursor.fetchall()]
|
||||
|
||||
if details:
|
||||
# 检查 TTL (取第一条的时间)
|
||||
first_time = datetime.fromisoformat(details[0]['crawl_time'])
|
||||
if ttl_seconds and (datetime.now() - first_time).total_seconds() > ttl_seconds:
|
||||
logger.info(f"⌛ Detailed cache expired for hash {query_hash}")
|
||||
pass # Expired, fall through or return None? If Detail expired, Cache likely expired too.
|
||||
# But let's check basic cache just in case metadata differs?
|
||||
# Actually if details exist, we prefer them. If expired, we return None.
|
||||
return None
|
||||
|
||||
logger.info(f"✅ Hit detailed search cache for {query_hash} ({len(details)} items)")
|
||||
# Reconstruct the expected 'results' list format for SearchTools
|
||||
# SearchTools expects a list of dicts.
|
||||
# We return a dict wrapper to match get_search_cache signature returning Dict usually containing 'results' string.
|
||||
# But SearchTools logic:
|
||||
# cache = db.get_search_cache(...)
|
||||
# cached_data = json.loads(cache['results'])
|
||||
|
||||
# To minimize SearchTools changes, we can return a dict mimicking the old structure
|
||||
# OR Change SearchTools to handle list return.
|
||||
# Let's return a special dict that SearchTools can recognize or just format it as before.
|
||||
return {"results": json.dumps(details), "timestamp": details[0]['crawl_time']}
|
||||
|
||||
# 2. Fallback to old table
|
||||
cursor.execute("SELECT * FROM search_cache WHERE query_hash = ?", (query_hash,))
|
||||
row = cursor.fetchone()
|
||||
|
||||
if not row:
|
||||
return None
|
||||
|
||||
row_dict = dict(row)
|
||||
if ttl_seconds:
|
||||
cache_time = datetime.fromisoformat(row_dict['timestamp'])
|
||||
if (datetime.now() - cache_time).total_seconds() > ttl_seconds:
|
||||
logger.info(f"⌛ Cache expired for hash {query_hash}")
|
||||
return None
|
||||
|
||||
return row_dict
|
||||
|
||||
def save_search_cache(self, query_hash: str, query: str, engine: str, results: Union[str, List[Dict]]):
|
||||
"""保存搜索结果 (同时保存到 search_cache 和 search_detail)"""
|
||||
cursor = self.conn.cursor()
|
||||
current_time = datetime.now().isoformat()
|
||||
|
||||
results_str = results if isinstance(results, str) else json.dumps(results)
|
||||
|
||||
# 1. Save summary to search_cache
|
||||
cursor.execute("""
|
||||
INSERT OR REPLACE INTO search_cache (query_hash, query, engine, results, timestamp)
|
||||
VALUES (?, ?, ?, ?, ?)
|
||||
""", (query_hash, query, engine, results_str, current_time))
|
||||
|
||||
# 2. Save details to search_detail if results is a list
|
||||
if isinstance(results, list):
|
||||
for item in results:
|
||||
try:
|
||||
item_id = item.get('id') or f"{hash(item.get('url', ''))}"
|
||||
cursor.execute("""
|
||||
INSERT OR REPLACE INTO search_detail
|
||||
(id, query_hash, rank, title, url, content, publish_time, crawl_time, sentiment_score, source, meta_data)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""", (
|
||||
str(item_id),
|
||||
query_hash,
|
||||
item.get('rank', 0),
|
||||
item.get('title'),
|
||||
item.get('url'),
|
||||
item.get('content', ''),
|
||||
item.get('publish_time'),
|
||||
item.get('crawl_time') or current_time,
|
||||
item.get('sentiment_score'),
|
||||
item.get('source'),
|
||||
json.dumps(item.get('meta_data', {}))
|
||||
))
|
||||
except sqlite3.Error as e:
|
||||
logger.error(f"Database error saving search detail {item.get('title')}: {e}")
|
||||
except Exception as e:
|
||||
logger.error(f"Unexpected error saving search detail {item.get('title')}: {e}")
|
||||
|
||||
self.conn.commit()
|
||||
|
||||
def find_similar_queries(self, query: str, limit: int = 5) -> List[Dict]:
|
||||
"""模糊搜索相似的已缓存查询"""
|
||||
cursor = self.conn.cursor()
|
||||
|
||||
# Simple fuzzy match: query in cached OR cached in query
|
||||
q_wild = f"%{query}%"
|
||||
cursor.execute("""
|
||||
SELECT query, query_hash, timestamp, results
|
||||
FROM search_cache
|
||||
WHERE query LIKE ? OR ? LIKE ('%' || query || '%')
|
||||
ORDER BY timestamp DESC
|
||||
LIMIT ?
|
||||
""", (q_wild, query, limit))
|
||||
|
||||
return [dict(row) for row in cursor.fetchall()]
|
||||
|
||||
def search_local_news(self, query: str, limit: int = 5) -> List[Dict]:
|
||||
"""从本地 daily_news 搜索相关新闻"""
|
||||
cursor = self.conn.cursor()
|
||||
q_wild = f"%{query}%"
|
||||
# Search title and content
|
||||
cursor.execute("""
|
||||
SELECT * FROM daily_news
|
||||
WHERE title LIKE ? OR content LIKE ?
|
||||
ORDER BY crawl_time DESC
|
||||
LIMIT ?
|
||||
""", (q_wild, q_wild, limit))
|
||||
return [dict(row) for row in cursor.fetchall()]
|
||||
|
||||
# --- 股票数据操作 ---
|
||||
|
||||
def save_stock_list(self, df: pd.DataFrame):
|
||||
"""保存股票列表到 stock_list 表"""
|
||||
cursor = self.conn.cursor()
|
||||
try:
|
||||
# 清空旧表
|
||||
cursor.execute("DELETE FROM stock_list")
|
||||
|
||||
# 批量插入
|
||||
data = df[['code', 'name']].to_dict('records')
|
||||
cursor.executemany(
|
||||
"INSERT INTO stock_list (code, name) VALUES (:code, :name)",
|
||||
data
|
||||
)
|
||||
self.conn.commit()
|
||||
except sqlite3.Error as e:
|
||||
logger.error(f"Database error saving stock list: {e}")
|
||||
except Exception as e:
|
||||
logger.error(f"Unexpected error saving stock list: {e}")
|
||||
|
||||
def search_stock(self, query: str, limit: int = 5) -> List[Dict]:
|
||||
"""模糊搜索股票代码或名称"""
|
||||
cursor = self.conn.cursor()
|
||||
wild = f"%{query}%"
|
||||
cursor.execute("""
|
||||
SELECT code, name FROM stock_list
|
||||
WHERE code LIKE ? OR name LIKE ?
|
||||
LIMIT ?
|
||||
""", (wild, wild, limit))
|
||||
return [dict(row) for row in cursor.fetchall()]
|
||||
|
||||
def get_stock_by_code(self, code: str) -> Optional[Dict[str, str]]:
|
||||
"""精确按代码获取股票信息。
|
||||
|
||||
Args:
|
||||
code: 股票代码(A股6位 / 港股5位),必须为纯数字字符串。
|
||||
|
||||
Returns:
|
||||
dict: {"code": str, "name": str} 或 None。
|
||||
"""
|
||||
if not code:
|
||||
return None
|
||||
clean = "".join([c for c in str(code).strip() if c.isdigit()])
|
||||
if not clean:
|
||||
return None
|
||||
|
||||
cursor = self.conn.cursor()
|
||||
cursor.execute("SELECT code, name FROM stock_list WHERE code = ? LIMIT 1", (clean,))
|
||||
row = cursor.fetchone()
|
||||
return dict(row) if row else None
|
||||
|
||||
def save_stock_prices(self, ticker: str, df: pd.DataFrame):
|
||||
"""保存股价历史数据"""
|
||||
if df.empty:
|
||||
return
|
||||
|
||||
cursor = self.conn.cursor()
|
||||
|
||||
# 确保 DataFrame 有必要的列
|
||||
required_cols = ['date', 'open', 'close', 'high', 'low', 'volume', 'change_pct']
|
||||
for col in required_cols:
|
||||
if col not in df.columns:
|
||||
logger.warning(f"Missing column {col} in stock data for {ticker}")
|
||||
return
|
||||
|
||||
try:
|
||||
for _, row in df.iterrows():
|
||||
cursor.execute("""
|
||||
INSERT OR REPLACE INTO stock_prices
|
||||
(ticker, date, open, close, high, low, volume, change_pct)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""", (
|
||||
ticker,
|
||||
row['date'],
|
||||
row['open'],
|
||||
row['close'],
|
||||
row['high'],
|
||||
row['low'],
|
||||
row['volume'],
|
||||
row['change_pct']
|
||||
))
|
||||
self.conn.commit()
|
||||
except sqlite3.Error as e:
|
||||
logger.error(f"Database error saving stock prices for {ticker}: {e}")
|
||||
except Exception as e:
|
||||
logger.error(f"Unexpected error saving stock prices for {ticker}: {e}")
|
||||
|
||||
def get_stock_prices(self, ticker: str, start_date: str, end_date: str) -> pd.DataFrame:
|
||||
"""获取指定日期范围的股价数据"""
|
||||
cursor = self.conn.cursor()
|
||||
|
||||
cursor.execute("""
|
||||
SELECT * FROM stock_prices
|
||||
WHERE ticker = ? AND date >= ? AND date <= ?
|
||||
ORDER BY date
|
||||
""", (ticker, start_date, end_date))
|
||||
|
||||
rows = cursor.fetchall()
|
||||
if not rows:
|
||||
return pd.DataFrame()
|
||||
|
||||
columns = ['ticker', 'date', 'open', 'close', 'high', 'low', 'volume', 'change_pct']
|
||||
return pd.DataFrame([dict(row) for row in rows], columns=columns)
|
||||
|
||||
def execute_query(self, query: str, params: tuple = ()) -> List[Any]:
|
||||
"""执行自定义 SQL 查询"""
|
||||
try:
|
||||
cursor = self.conn.cursor()
|
||||
cursor.execute(query, params)
|
||||
if query.strip().upper().startswith("SELECT"):
|
||||
return cursor.fetchall()
|
||||
else:
|
||||
self.conn.commit()
|
||||
return []
|
||||
except sqlite3.Error as e:
|
||||
logger.error(f"SQL execution failed (Database error): {e}")
|
||||
return []
|
||||
except Exception as e:
|
||||
logger.error(f"SQL execution failed (Unexpected error): {e}")
|
||||
return []
|
||||
|
||||
# --- 投资信号操作 (ISQ Framework) ---
|
||||
|
||||
def save_signal(self, signal: Dict[str, Any]):
|
||||
"""保存投资信号"""
|
||||
cursor = self.conn.cursor()
|
||||
created_at = datetime.now().isoformat()
|
||||
|
||||
cursor.execute("""
|
||||
INSERT OR REPLACE INTO signals
|
||||
(signal_id, title, summary, transmission_chain, sentiment_score,
|
||||
confidence, intensity, expected_horizon, price_in_status,
|
||||
impact_tickers, industry_tags, sources, user_id, created_at)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""", (
|
||||
signal.get('signal_id'),
|
||||
signal.get('title'),
|
||||
signal.get('summary'),
|
||||
json.dumps(signal.get('transmission_chain', [])),
|
||||
signal.get('sentiment_score', 0.0),
|
||||
signal.get('confidence', 0.0),
|
||||
signal.get('intensity', 1),
|
||||
signal.get('expected_horizon', 'T+0'),
|
||||
signal.get('price_in_status', '未知'),
|
||||
json.dumps(signal.get('impact_tickers', [])),
|
||||
json.dumps(signal.get('industry_tags', [])),
|
||||
json.dumps(signal.get('sources', [])),
|
||||
signal.get('user_id'),
|
||||
created_at
|
||||
))
|
||||
self.conn.commit()
|
||||
|
||||
def get_recent_signals(self, limit: int = 20, user_id: Optional[str] = None) -> List[Dict]:
|
||||
"""获取最近的投资信号"""
|
||||
cursor = self.conn.cursor()
|
||||
if user_id:
|
||||
cursor.execute("SELECT * FROM signals WHERE user_id = ? ORDER BY created_at DESC LIMIT ?", (user_id, limit))
|
||||
else:
|
||||
cursor.execute("SELECT * FROM signals ORDER BY created_at DESC LIMIT ?", (limit,))
|
||||
rows = cursor.fetchall()
|
||||
|
||||
signals = []
|
||||
for row in rows:
|
||||
d = dict(row)
|
||||
# 解析 JSON 字段
|
||||
for field in ['transmission_chain', 'impact_tickers', 'industry_tags', 'sources']:
|
||||
if d.get(field):
|
||||
try:
|
||||
d[field] = json.loads(d[field])
|
||||
except:
|
||||
pass
|
||||
signals.append(d)
|
||||
return signals
|
||||
|
||||
def close(self):
|
||||
if self.conn:
|
||||
self.conn.close()
|
||||
logger.info("Database connection closed.")
|
||||
|
||||
180
skills/alphaear-predictor/scripts/utils/json_utils.py
Normal file
180
skills/alphaear-predictor/scripts/utils/json_utils.py
Normal file
@@ -0,0 +1,180 @@
|
||||
import ast
|
||||
import json
|
||||
import re
|
||||
from typing import Optional, Any
|
||||
from loguru import logger
|
||||
|
||||
def _strip_comments(text: str) -> str:
|
||||
"""
|
||||
Safely remove C-style comments (// and /* */) from JSON-like text,
|
||||
preserving strings (including URLs like http://).
|
||||
"""
|
||||
result = []
|
||||
i = 0
|
||||
n = len(text)
|
||||
in_string = False
|
||||
escape = False
|
||||
|
||||
while i < n:
|
||||
char = text[i]
|
||||
|
||||
if in_string:
|
||||
if char == '\\':
|
||||
escape = not escape
|
||||
elif char == '"' and not escape:
|
||||
in_string = False
|
||||
else:
|
||||
escape = False
|
||||
result.append(char)
|
||||
i += 1
|
||||
continue
|
||||
|
||||
# Not in string
|
||||
if char == '"':
|
||||
in_string = True
|
||||
result.append(char)
|
||||
i += 1
|
||||
continue
|
||||
|
||||
# Check for // comment
|
||||
if i + 1 < n and text[i:i+2] == '//':
|
||||
i += 2
|
||||
while i < n and text[i] != '\n':
|
||||
i += 1
|
||||
continue
|
||||
|
||||
# Check for /* comment
|
||||
if i + 1 < n and text[i:i+2] == '/*':
|
||||
i += 2
|
||||
while i + 1 < n and text[i:i+2] != '*/':
|
||||
i += 1
|
||||
i += 2
|
||||
continue
|
||||
|
||||
result.append(char)
|
||||
i += 1
|
||||
|
||||
return ''.join(result)
|
||||
|
||||
def extract_json(text: str) -> Optional[Any]:
|
||||
"""
|
||||
更加鲁棒的 JSON 提取工具。
|
||||
处理:
|
||||
1. Markdown 代码块 (```json ... ```)
|
||||
2. 首尾多余字符
|
||||
3. 同一个文本中多个 JSON 对象 (仅提取第一个)
|
||||
4. 简单的 JSON 修复 (末尾逗号等)
|
||||
5. C 风格注释 (// 和 /* */)
|
||||
"""
|
||||
if not text:
|
||||
return None
|
||||
|
||||
# 1. 清理明显的 Markdown 包装
|
||||
text = text.strip()
|
||||
|
||||
# 先尝试精确匹配 ```json ... ``` 或 ```...```
|
||||
md_match = re.search(r'```(?:json)?\s*\n?(.*?)\n?```', text, re.DOTALL)
|
||||
if md_match:
|
||||
text = md_match.group(1).strip()
|
||||
elif text.startswith("```"):
|
||||
# 回退:如果开头有 ``` 但没完整匹配
|
||||
text = re.sub(r'^```[a-z]*\n?', '', text)
|
||||
text = re.sub(r'\n?```\s*$', '', text)
|
||||
|
||||
# 2. 寻找第一个 JSON 起始符 { 或 [
|
||||
start_brace = text.find('{')
|
||||
start_bracket = text.find('[')
|
||||
|
||||
if start_brace == -1 and start_bracket == -1:
|
||||
return None
|
||||
|
||||
start_idx = start_brace if (start_bracket == -1 or (start_brace != -1 and start_brace < start_bracket)) else start_bracket
|
||||
|
||||
# 2.5 预处理:修复一些极其常见的 LLM 错误
|
||||
potential_json = text[start_idx:].strip()
|
||||
|
||||
# remove comments safely
|
||||
potential_json = _strip_comments(potential_json)
|
||||
|
||||
# b. 修复缺失开头引号的键: nodes": [ -> "nodes": [
|
||||
# 匹配模式: (空白或换行) 单词 紧跟引号和冒号
|
||||
potential_json = re.sub(r'([\{\,]\s*)([a-zA-Z_]\w*)\"\s*:', r'\1"\2":', potential_json)
|
||||
|
||||
# c. 修复缺失末尾引号的键: "nodes: [ -> "nodes": [
|
||||
potential_json = re.sub(r'([\{\,]\s*)\"([a-zA-Z_]\w*)\s*:', r'\1"\2":', potential_json)
|
||||
|
||||
# d. 修复完全缺失引号的键: nodes: [ -> "nodes": [
|
||||
# 注意避免匹配到像 http:// 这种内容,所以限定在 { 或 , 之后
|
||||
potential_json = re.sub(r'([\{\,]\s*)([a-zA-Z_]\w*)\s*:', r'\1"\2":', potential_json)
|
||||
|
||||
# 3. 使用 raw_decode 尝试解析
|
||||
decoder = json.JSONDecoder()
|
||||
|
||||
# 首先尝试直接解析(不做任何预处理)
|
||||
try:
|
||||
obj = json.loads(potential_json)
|
||||
return obj
|
||||
except json.JSONDecodeError:
|
||||
pass
|
||||
|
||||
# 简单预处理:移除对象/列表末位多余逗号
|
||||
processed_json = re.sub(r',\s*([\]}])', r'\1', potential_json)
|
||||
|
||||
try:
|
||||
obj, end_pos = decoder.raw_decode(processed_json)
|
||||
return obj
|
||||
except json.JSONDecodeError:
|
||||
pass
|
||||
|
||||
# e. 修复未终止的字符串字面量问题:移除值中的实际换行符
|
||||
# LLM 可能在字符串值中生成包含真实 newline 的内容,导致 JSON 非法
|
||||
def fix_multiline_strings(s):
|
||||
# 简单策略:将字符串值内的换行替换为空格
|
||||
lines = s.split('\n')
|
||||
result = []
|
||||
in_string = False
|
||||
for line in lines:
|
||||
# 计算未转义的引号数
|
||||
quote_count = line.count('"') - line.count('\\"')
|
||||
if in_string:
|
||||
result[-1] += ' ' + line.strip()
|
||||
else:
|
||||
result.append(line)
|
||||
|
||||
if quote_count % 2 == 1:
|
||||
in_string = not in_string
|
||||
return '\n'.join(result)
|
||||
|
||||
fixed_json = fix_multiline_strings(processed_json)
|
||||
|
||||
try:
|
||||
obj, end_pos = decoder.raw_decode(fixed_json)
|
||||
return obj
|
||||
except json.JSONDecodeError:
|
||||
try:
|
||||
# 4. 尝试处理单引号问题 (JSON 规范要求双引号,但 LLM 常输出单引号)
|
||||
# 这是一个简单的替换技巧,仅针对像 {'key': 'value'} 这样的结构
|
||||
# 注意:这可能会破坏包含单引号的字符串值,所以作为较后的回退
|
||||
fix_quotes = re.sub(r"'(.*?)':", r'"\1":', processed_json) # 修复键
|
||||
fix_quotes = re.sub(r":\s*'(.*?)'", r': "\1"', fix_quotes) # 修复简单值
|
||||
obj, end_pos = decoder.raw_decode(fix_quotes)
|
||||
return obj
|
||||
except (json.JSONDecodeError, TypeError):
|
||||
try:
|
||||
# 5. 使用 ast.literal_eval 作为终极回退 (处理 Python 字典格式)
|
||||
# 提取第一个匹配的括号对内容
|
||||
# 寻找匹配的 { }
|
||||
stack = []
|
||||
for i, char in enumerate(potential_json):
|
||||
if char == '{': stack.append('{')
|
||||
elif char == '}':
|
||||
if stack: stack.pop()
|
||||
if not stack:
|
||||
content = potential_json[:i+1]
|
||||
return ast.literal_eval(content)
|
||||
except (ValueError, SyntaxError, MemoryError) as e:
|
||||
logger.warning(f"All JSON extraction attempts failed: {e}")
|
||||
except Exception as e:
|
||||
logger.error(f"Unexpected error during JSON extraction: {e}")
|
||||
|
||||
return None
|
||||
85
skills/alphaear-predictor/scripts/utils/llm/capability.py
Normal file
85
skills/alphaear-predictor/scripts/utils/llm/capability.py
Normal file
@@ -0,0 +1,85 @@
|
||||
import os
|
||||
from typing import Optional, List, Dict, Any
|
||||
from agno.agent import Agent
|
||||
from agno.models.base import Model
|
||||
from loguru import logger
|
||||
from ..llm.factory import get_model
|
||||
|
||||
|
||||
def test_tool_call_support(model: Model) -> bool:
|
||||
"""
|
||||
测试模型是否支持原生的 Tool Call (Function Calling)。
|
||||
通过尝试执行一个简单的加法工具来验证。
|
||||
"""
|
||||
|
||||
def get_current_weather(location: str):
|
||||
"""获取指定地点的天气"""
|
||||
return f"{location} 的天气是晴天,25度。"
|
||||
|
||||
test_agent = Agent(
|
||||
model=model,
|
||||
tools=[get_current_weather],
|
||||
instructions="请调用工具查询北京的天气,并直接返回工具的输出结果。",
|
||||
)
|
||||
|
||||
try:
|
||||
# 运行一个简单的任务,观察是否触发了 tool_call
|
||||
response = test_agent.run("北京天气怎么样?")
|
||||
|
||||
# 检查 response 中是否包含 tool_calls
|
||||
# Agno 的 RunResponse 对象通常包含 messages,我们可以检查最后几条消息
|
||||
has_tool_call = False
|
||||
for msg in response.messages:
|
||||
if hasattr(msg, "tool_calls") and msg.tool_calls:
|
||||
has_tool_call = True
|
||||
break
|
||||
|
||||
if has_tool_call:
|
||||
logger.info(f"✅ Model {model.id} supports native tool calling.")
|
||||
return True
|
||||
else:
|
||||
# 如果没有 tool_calls 但返回了正确答案,可能是模型通过纯文本模拟了工具调用(ReAct)
|
||||
# 或者根本没用工具。对于原生支持的判断,我们坚持要求有 tool_calls 结构。
|
||||
logger.warning(
|
||||
f"⚠️ Model {model.id} did NOT use native tool calling structure."
|
||||
)
|
||||
return False
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"❌ Error testing tool call for {model.id}: {e}")
|
||||
return False
|
||||
|
||||
|
||||
class ModelCapabilityRegistry:
|
||||
"""
|
||||
模型能力注册表,用于缓存和管理不同模型的能力测试结果。
|
||||
"""
|
||||
|
||||
_cache = {}
|
||||
|
||||
@classmethod
|
||||
def get_capabilities(
|
||||
cls, provider: str, model_id: str, **kwargs
|
||||
) -> Dict[str, bool]:
|
||||
key = f"{provider}:{model_id}"
|
||||
if key not in cls._cache:
|
||||
logger.info(f"🔍 Testing capabilities for {key}...")
|
||||
model = get_model(provider, model_id, **kwargs)
|
||||
supports_tool_call = test_tool_call_support(model)
|
||||
cls._cache[key] = {"supports_tool_call": supports_tool_call}
|
||||
return cls._cache[key]
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
import os
|
||||
from dotenv import load_dotenv
|
||||
|
||||
load_dotenv(os.path.expanduser("~/.config/opencode/.env"))
|
||||
|
||||
# 测试当前配置的模型
|
||||
p = os.getenv("LLM_PROVIDER", "ust")
|
||||
m = os.getenv("LLM_MODEL", "Qwen")
|
||||
|
||||
print(f"Testing {p}/{m}...")
|
||||
res = ModelCapabilityRegistry.get_capabilities(p, m)
|
||||
print(f"Result: {res}")
|
||||
114
skills/alphaear-predictor/scripts/utils/llm/factory.py
Normal file
114
skills/alphaear-predictor/scripts/utils/llm/factory.py
Normal file
@@ -0,0 +1,114 @@
|
||||
import os
|
||||
from agno.models.openai import OpenAIChat
|
||||
from agno.models.ollama import Ollama
|
||||
from agno.models.dashscope import DashScope
|
||||
from agno.models.deepseek import DeepSeek
|
||||
from agno.models.openrouter import OpenRouter
|
||||
|
||||
def get_model(model_provider: str, model_id: str, **kwargs):
|
||||
"""
|
||||
Factory to get the appropriate LLM model.
|
||||
|
||||
Args:
|
||||
model_provider: "openai", "ollama", "deepseek"
|
||||
model_id: The specific model ID (e.g., "gpt-4o", "llama3", "deepseek-chat")
|
||||
**kwargs: Additional arguments for the model constructor
|
||||
"""
|
||||
if model_provider == "openai":
|
||||
return OpenAIChat(id=model_id, **kwargs)
|
||||
|
||||
elif model_provider == "ollama":
|
||||
return Ollama(id=model_id, **kwargs)
|
||||
|
||||
elif model_provider == "deepseek":
|
||||
# DeepSeek is OpenAI compatible
|
||||
api_key = os.getenv("DEEPSEEK_API_KEY")
|
||||
if not api_key:
|
||||
print("Warning: DEEPSEEK_API_KEY not set.")
|
||||
|
||||
return DeepSeek(
|
||||
id=model_id,
|
||||
api_key=api_key,
|
||||
**kwargs
|
||||
)
|
||||
elif model_provider == "dashscope":
|
||||
api_key = os.getenv("DASHSCOPE_API_KEY")
|
||||
if not api_key:
|
||||
print("Warning: DASHSCOPE_API_KEY not set.")
|
||||
|
||||
return DashScope(
|
||||
id=model_id,
|
||||
base_url="https://dashscope.aliyuncs.com/compatible-mode/v1",
|
||||
api_key=api_key,
|
||||
**kwargs
|
||||
)
|
||||
elif model_provider == 'openrouter':
|
||||
api_key = os.getenv("OPENROUTER_API_KEY")
|
||||
if not api_key:
|
||||
print('Warning: OPENROUTER_API_KEY not set.')
|
||||
|
||||
return OpenRouter(
|
||||
id=model_id,
|
||||
api_key=api_key,
|
||||
**kwargs
|
||||
)
|
||||
|
||||
elif model_provider == 'zai':
|
||||
api_key = os.getenv("ZAI_KEY_API")
|
||||
if not api_key:
|
||||
print('Warning: ZAI_KEY_API not set.')
|
||||
|
||||
# role_map to ensure compatibility.
|
||||
default_role_map = {
|
||||
"system": "system",
|
||||
"user": "user",
|
||||
"assistant": "assistant",
|
||||
"tool": "tool",
|
||||
"model": "assistant",
|
||||
}
|
||||
|
||||
# Allow callers to override role_map via kwargs, otherwise use default
|
||||
role_map = kwargs.pop("role_map", default_role_map)
|
||||
|
||||
return OpenAIChat(
|
||||
id=model_id,
|
||||
base_url="https://api.z.ai/api/paas/v4",
|
||||
api_key=api_key,
|
||||
timeout=60,
|
||||
role_map=role_map,
|
||||
extra_body={"enable_thinking": False}, # TODO: one more setting for thinking
|
||||
**kwargs
|
||||
)
|
||||
|
||||
elif model_provider == 'ust':
|
||||
api_key = os.getenv("UST_KEY_API")
|
||||
if not api_key:
|
||||
print('Warning: UST_KEY_API not set.')
|
||||
|
||||
# Some UST-compatible endpoints expect the standard OpenAI role names
|
||||
# (e.g. "system", "user", "assistant") rather than Agno's default
|
||||
# mapping which maps "system" -> "developer". Provide an explicit
|
||||
# role_map to ensure compatibility.
|
||||
default_role_map = {
|
||||
"system": "system",
|
||||
"user": "user",
|
||||
"assistant": "assistant",
|
||||
"tool": "tool",
|
||||
"model": "assistant",
|
||||
}
|
||||
|
||||
# Allow callers to override role_map via kwargs, otherwise use default
|
||||
role_map = kwargs.pop("role_map", default_role_map)
|
||||
|
||||
return OpenAIChat(
|
||||
id=model_id,
|
||||
api_key=api_key,
|
||||
base_url=os.getenv("UST_URL"),
|
||||
role_map=role_map,
|
||||
extra_body={"enable_thinking": False}, # TODO: one more setting for thinking
|
||||
**kwargs
|
||||
)
|
||||
|
||||
else:
|
||||
raise ValueError(f"Unknown model provider: {model_provider}")
|
||||
|
||||
81
skills/alphaear-predictor/scripts/utils/llm/router.py
Normal file
81
skills/alphaear-predictor/scripts/utils/llm/router.py
Normal file
@@ -0,0 +1,81 @@
|
||||
import os
|
||||
from typing import Optional, List, Dict, Any, Union
|
||||
from agno.models.base import Model
|
||||
from loguru import logger
|
||||
from dotenv import load_dotenv
|
||||
from ..llm.factory import get_model
|
||||
from ..llm.capability import ModelCapabilityRegistry
|
||||
|
||||
# Load environment variables from universal .env
|
||||
load_dotenv(os.path.expanduser("~/.config/opencode/.env"))
|
||||
|
||||
|
||||
class ModelRouter:
|
||||
"""
|
||||
模型路由管理器
|
||||
|
||||
功能:
|
||||
1. 管理“推理/写作模型” (Reasoning Model) 和“工具调用模型” (Tool Model)。
|
||||
2. 根据任务需求自动选择合适的模型。
|
||||
"""
|
||||
|
||||
def __init__(self):
|
||||
# 默认从环境变量读取
|
||||
self.reasoning_provider = os.getenv(
|
||||
"REASONING_MODEL_PROVIDER", os.getenv("LLM_PROVIDER", "openai")
|
||||
)
|
||||
self.reasoning_id = os.getenv(
|
||||
"REASONING_MODEL_ID", os.getenv("LLM_MODEL", "gpt-4o")
|
||||
)
|
||||
self.reasoning_host = os.getenv("REASONING_MODEL_HOST", os.getenv("LLM_HOST"))
|
||||
|
||||
self.tool_provider = os.getenv("TOOL_MODEL_PROVIDER", self.reasoning_provider)
|
||||
self.tool_id = os.getenv("TOOL_MODEL_ID", self.reasoning_id)
|
||||
self.tool_host = os.getenv("TOOL_MODEL_HOST", self.reasoning_host)
|
||||
|
||||
self._reasoning_model = None
|
||||
self._tool_model = None
|
||||
|
||||
logger.info(
|
||||
f"🤖 ModelRouter initialized: Reasoning={self.reasoning_id} ({self.reasoning_host or 'default'}), Tool={self.tool_id} ({self.tool_host or 'default'})"
|
||||
)
|
||||
|
||||
def get_reasoning_model(self, **kwargs) -> Model:
|
||||
if not self._reasoning_model:
|
||||
# 优先使用路由配置的 host
|
||||
if self.reasoning_host and "host" not in kwargs:
|
||||
kwargs["host"] = self.reasoning_host
|
||||
self._reasoning_model = get_model(
|
||||
self.reasoning_provider, self.reasoning_id, **kwargs
|
||||
)
|
||||
return self._reasoning_model
|
||||
|
||||
def get_tool_model(self, **kwargs) -> Model:
|
||||
if not self._tool_model:
|
||||
# 优先使用路由配置的 host
|
||||
if self.tool_host and "host" not in kwargs:
|
||||
kwargs["host"] = self.tool_host
|
||||
|
||||
# 检查 tool_model 是否真的支持 tool call
|
||||
caps = ModelCapabilityRegistry.get_capabilities(
|
||||
self.tool_provider, self.tool_id, **kwargs
|
||||
)
|
||||
if not caps["supports_tool_call"]:
|
||||
logger.warning(
|
||||
f"⚠️ Configured tool model {self.tool_id} might not support native tool calls! Consider using ReAct mode or a different model."
|
||||
)
|
||||
|
||||
self._tool_model = get_model(self.tool_provider, self.tool_id, **kwargs)
|
||||
return self._tool_model
|
||||
|
||||
def get_model_for_agent(self, has_tools: bool = False, **kwargs) -> Model:
|
||||
"""
|
||||
根据 Agent 是否包含工具来返回合适的模型。
|
||||
"""
|
||||
if has_tools:
|
||||
return self.get_tool_model(**kwargs)
|
||||
return self.get_reasoning_model(**kwargs)
|
||||
|
||||
|
||||
# 全局单例
|
||||
router = ModelRouter()
|
||||
45
skills/alphaear-predictor/scripts/utils/logging_setup.py
Normal file
45
skills/alphaear-predictor/scripts/utils/logging_setup.py
Normal file
@@ -0,0 +1,45 @@
|
||||
import os
|
||||
import sys
|
||||
from datetime import datetime
|
||||
from typing import Optional
|
||||
|
||||
from loguru import logger
|
||||
|
||||
|
||||
def setup_file_logging(
|
||||
run_id: str,
|
||||
log_dir: str = "logs",
|
||||
level: str = "INFO",
|
||||
retention: str = "10 days",
|
||||
rotation: str = "20 MB",
|
||||
) -> str:
|
||||
"""Configure Loguru to log to stderr + a per-run file.
|
||||
|
||||
Returns the log file path.
|
||||
"""
|
||||
os.makedirs(log_dir, exist_ok=True)
|
||||
|
||||
# Remove default handler to avoid duplicate logs.
|
||||
logger.remove()
|
||||
|
||||
# Console
|
||||
logger.add(sys.stderr, level=level, backtrace=False, diagnose=False)
|
||||
|
||||
# File (safe for multi-thread via enqueue)
|
||||
log_path = os.path.join(log_dir, f"signalflux_{run_id}.log")
|
||||
logger.add(
|
||||
log_path,
|
||||
level=level,
|
||||
rotation=rotation,
|
||||
retention=retention,
|
||||
enqueue=True,
|
||||
backtrace=True,
|
||||
diagnose=False,
|
||||
encoding="utf-8",
|
||||
)
|
||||
return log_path
|
||||
|
||||
|
||||
def make_run_id(prefix: Optional[str] = None) -> str:
|
||||
ts = datetime.now().strftime("%Y%m%d_%H%M%S")
|
||||
return f"{prefix}_{ts}" if prefix else ts
|
||||
137
skills/alphaear-predictor/scripts/utils/predictor/evaluation.py
Normal file
137
skills/alphaear-predictor/scripts/utils/predictor/evaluation.py
Normal file
@@ -0,0 +1,137 @@
|
||||
import os
|
||||
import sys
|
||||
import torch
|
||||
import pandas as pd
|
||||
import numpy as np
|
||||
import glob
|
||||
from loguru import logger
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
# Setup paths
|
||||
KRONOS_DIR = os.path.dirname(os.path.abspath(__file__))
|
||||
SRC_DIR = os.path.dirname(os.path.dirname(KRONOS_DIR))
|
||||
if SRC_DIR not in sys.path:
|
||||
sys.path.insert(0, SRC_DIR)
|
||||
|
||||
from ..kronos.auto_synthesis_training import AutoSynthesisTrainer
|
||||
from ..kronos.model import KronosPredictor
|
||||
from ..visualizer import VisualizerTools
|
||||
from ..schema.models import ForecastResult, KLinePoint
|
||||
|
||||
class NewsModelEvaluator:
|
||||
def __init__(self, model_path=None):
|
||||
self.trainer = AutoSynthesisTrainer()
|
||||
self.device = self.trainer.device
|
||||
|
||||
if model_path is None:
|
||||
# Try to find the latest model in exports/models
|
||||
model_files = glob.glob(os.path.join(SRC_DIR, "exports/models/*.pt"))
|
||||
if not model_files:
|
||||
logger.warning("⚠️ No trained models found in exports/models/. Using base model (zero-init proj).")
|
||||
else:
|
||||
model_path = max(model_files, key=os.path.getctime)
|
||||
|
||||
if model_path:
|
||||
self.load_weights(model_path)
|
||||
|
||||
def load_weights(self, path):
|
||||
logger.info(f"🔄 Loading model weights from {path}...")
|
||||
checkpoint = torch.load(path, map_location=self.device)
|
||||
self.trainer.model.news_proj.load_state_dict(checkpoint['news_proj_state_dict'])
|
||||
logger.success("✅ News projection layer loaded.")
|
||||
|
||||
def evaluate_range(self, start_idx=100, end_idx=200, pred_len=5):
|
||||
# 1. Fetch Tickers
|
||||
res = self.trainer.db.execute_query("SELECT code FROM stock_list")
|
||||
all_tickers = [row['code'] for row in res]
|
||||
test_tickers = all_tickers[start_idx:end_idx]
|
||||
|
||||
if not test_tickers:
|
||||
logger.error(f"No tickers found in range {start_idx}-{end_idx}")
|
||||
return
|
||||
|
||||
logger.info(f"🚀 Evaluating News Model on stocks {start_idx} to {end_idx}...")
|
||||
|
||||
# 2. Discover Shocks
|
||||
shocks = self.trainer.discover_shocks(test_tickers, pred_len=pred_len)
|
||||
|
||||
# 3. Associate News & Predict
|
||||
self.trainer.model.eval()
|
||||
predictor = KronosPredictor(self.trainer.model, self.trainer.tokenizer, device=self.device)
|
||||
|
||||
save_dir = os.path.join(SRC_DIR, "exports/evaluation_results")
|
||||
os.makedirs(save_dir, exist_ok=True)
|
||||
|
||||
count = 0
|
||||
for shock in shocks:
|
||||
summary = self.trainer.find_reason_and_verify(shock)
|
||||
if not summary:
|
||||
continue
|
||||
|
||||
logger.info(f"📈 Testing shock: {shock['ticker']} on {shock['date']}")
|
||||
|
||||
# Embedding news
|
||||
news_emb = self.trainer.embedder.encode(summary)
|
||||
|
||||
# Prediction
|
||||
h = shock['history']
|
||||
t = shock['target']
|
||||
actuals = t['close'].values[:pred_len]
|
||||
|
||||
x_ts = pd.to_datetime(h['date'])
|
||||
future_dates = pd.date_range(start=x_ts.iloc[-1] + timedelta(days=1), periods=pred_len, freq='B')
|
||||
y_ts = pd.Series(future_dates)
|
||||
|
||||
# A. Base Prediction (No news)
|
||||
p_base = predictor.predict(h, x_ts, y_ts, pred_len=pred_len, news_emb=None, verbose=False)
|
||||
|
||||
# B. News-Aware Prediction
|
||||
p_news = predictor.predict(h, x_ts, y_ts, pred_len=pred_len, news_emb=news_emb, verbose=False)
|
||||
|
||||
# Calculate Improvement
|
||||
b_preds = p_base['close'].values[:len(actuals)]
|
||||
n_preds = p_news['close'].values[:len(actuals)]
|
||||
b_mae = np.mean(np.abs(b_preds - actuals))
|
||||
n_mae = np.mean(np.abs(n_preds - actuals))
|
||||
improvement = (b_mae - n_mae) / (b_mae + 1e-6) * 100
|
||||
|
||||
# C. Visualize
|
||||
try:
|
||||
def to_kp_list(preds_df):
|
||||
points = []
|
||||
for idx, row in preds_df.iterrows():
|
||||
points.append(KLinePoint(
|
||||
date=str(idx)[:10], open=row['open'], high=row['high'],
|
||||
low=row['low'], close=row['close'], volume=row.get('volume', 0)
|
||||
))
|
||||
return points
|
||||
|
||||
forecast_obj = ForecastResult(
|
||||
ticker=shock['ticker'],
|
||||
base_forecast=to_kp_list(p_base),
|
||||
adjusted_forecast=to_kp_list(p_news),
|
||||
rationale=summary
|
||||
)
|
||||
|
||||
chart = VisualizerTools.generate_stock_chart(
|
||||
df=h, ticker=shock['ticker'],
|
||||
title=f"Test Eval: {shock['ticker']} ({shock['date']}) Imp: {improvement:.1f}%",
|
||||
forecast=forecast_obj,
|
||||
ground_truth=t[['date', 'open', 'high', 'low', 'close', 'volume']]
|
||||
)
|
||||
|
||||
safe_date = shock['date'].replace("-", "")
|
||||
filename = f"test_{shock['ticker']}_{safe_date}.html"
|
||||
VisualizerTools.render_chart_to_file(chart, os.path.join(save_dir, filename))
|
||||
|
||||
logger.success(f"📊 Result for {shock['ticker']} saved. Base MAE: {b_mae:.4f}, News MAE: {n_mae:.4f}")
|
||||
count += 1
|
||||
except Exception as e:
|
||||
logger.error(f"Visualization failed: {e}")
|
||||
|
||||
logger.info(f"🏁 Finished evaluation. {count} cases visualized in {save_dir}")
|
||||
|
||||
if __name__ == "__main__":
|
||||
# If you have a specific model, pass the path here. Otherwise it picks the latest.
|
||||
evaluator = NewsModelEvaluator()
|
||||
evaluator.evaluate_range(start_idx=100, end_idx=200, pred_len=1)
|
||||
@@ -0,0 +1,196 @@
|
||||
# Ref: https://github.com/shiyu-coder/Kronos
|
||||
|
||||
from model import Kronos, KronosTokenizer, KronosPredictor
|
||||
import pandas as pd
|
||||
import sqlite3
|
||||
import torch
|
||||
import matplotlib.pyplot as plt
|
||||
import matplotlib.gridspec as gridspec
|
||||
from pandas.tseries.offsets import BusinessDay
|
||||
import numpy as np
|
||||
|
||||
def get_device():
|
||||
device = "cuda" if torch.cuda.is_available() else "mps" if torch.backends.mps.is_available() else "cpu"
|
||||
print(f"Using device: {device}")
|
||||
return device
|
||||
|
||||
def load_predictor():
|
||||
tokenizer = KronosTokenizer.from_pretrained("NeoQuasar/Kronos-Tokenizer-base")
|
||||
model = Kronos.from_pretrained("NeoQuasar/Kronos-base")
|
||||
device = get_device()
|
||||
tokenizer = tokenizer.to(device)
|
||||
model = model.to(device)
|
||||
return KronosPredictor(model, tokenizer, device=device, max_context=512)
|
||||
|
||||
def load_data(ticker="002111", db_path="AlphaEar/data/signal_flux.db"):
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
df = pd.read_sql_query(f"SELECT * FROM stock_prices WHERE ticker = '{ticker}'", conn)
|
||||
df['date'] = pd.to_datetime(df['date'])
|
||||
df = df.sort_values('date').reset_index(drop=True)
|
||||
return df
|
||||
|
||||
def plot_kline_matplotlib(ax, ax_vol, dates, df, label_suffix="", color_up='#ef4444', color_down='#22c55e', alpha=1.0, is_prediction=False):
|
||||
"""
|
||||
绘制 K 线图和成交量
|
||||
"""
|
||||
# X axis mapping to integers for consistent spacing
|
||||
x = np.arange(len(dates))
|
||||
|
||||
# K-line data
|
||||
opens = df['open'].values
|
||||
closes = df['close'].values
|
||||
highs = df['high'].values
|
||||
lows = df['low'].values
|
||||
volumes = df['volume'].values
|
||||
|
||||
# Width of the candlestick
|
||||
width = 0.6
|
||||
|
||||
for i in range(len(x)):
|
||||
color = color_up if closes[i] >= opens[i] else color_down
|
||||
linestyle = '--' if is_prediction else '-'
|
||||
|
||||
# Wick
|
||||
ax.vlines(x[i], lows[i], highs[i], color=color, linewidth=1, alpha=alpha, linestyle=linestyle)
|
||||
|
||||
# Body
|
||||
rect_bottom = min(opens[i], closes[i])
|
||||
rect_height = abs(opens[i] - closes[i])
|
||||
if rect_height == 0: rect_height = 0.001 # Visual hair
|
||||
|
||||
ax.add_patch(plt.Rectangle((x[i] - width/2, rect_bottom), width, rect_height,
|
||||
edgecolor=color, facecolor=color if not is_prediction else 'none',
|
||||
alpha=alpha, linewidth=1, linestyle=linestyle))
|
||||
|
||||
# Volume
|
||||
ax_vol.bar(x[i], volumes[i], color=color, alpha=alpha * 0.5, width=width)
|
||||
|
||||
def render_comparison_chart(history_df, actual_df, pred_df, title):
|
||||
"""
|
||||
渲染组合图:历史 K 线 + 真值 K 线 + 预测 K 线
|
||||
"""
|
||||
# Combine all dates for X axis
|
||||
all_dates = pd.concat([history_df['date'], actual_df['date'] if actual_df is not None else pred_df.index.to_series()]).unique()
|
||||
all_dates = sorted(all_dates)
|
||||
date_to_idx = {date: i for i, date in enumerate(all_dates)}
|
||||
|
||||
fig = plt.figure(figsize=(14, 8), facecolor='white')
|
||||
gs = gridspec.GridSpec(2, 1, height_ratios=[3, 1], hspace=0.1)
|
||||
ax_main = fig.add_subplot(gs[0])
|
||||
ax_vol = fig.add_subplot(gs[1], sharex=ax_main)
|
||||
|
||||
# 1. Plot History
|
||||
hist_indices = [date_to_idx[d] for d in history_df['date']]
|
||||
# We use a custom x for plotting to ensure continuity
|
||||
plot_kline_matplotlib(ax_main, ax_vol, history_df['date'], history_df, alpha=0.8)
|
||||
|
||||
offset = len(history_df)
|
||||
|
||||
# 2. Plot Actual if exists
|
||||
if actual_df is not None:
|
||||
# Shift indices
|
||||
actual_x = np.arange(len(actual_df)) + offset
|
||||
# Plotting manually to handle offset
|
||||
for i in range(len(actual_df)):
|
||||
idx = actual_x[i]
|
||||
row = actual_df.iloc[i]
|
||||
color = '#ef4444' if row['close'] >= row['open'] else '#22c55e'
|
||||
ax_main.vlines(idx, row['low'], row['high'], color=color, linewidth=1, alpha=0.9)
|
||||
ax_main.add_patch(plt.Rectangle((idx - 0.3, min(row['open'], row['close'])), 0.6, abs(row['open']-row['close']),
|
||||
edgecolor=color, facecolor=color, alpha=0.9))
|
||||
ax_vol.bar(idx, row['volume'], color=color, alpha=0.4)
|
||||
|
||||
# 3. Plot Prediction
|
||||
pred_x = np.arange(len(pred_df)) + offset
|
||||
for i in range(len(pred_df)):
|
||||
idx = pred_x[i]
|
||||
row = pred_df.iloc[i]
|
||||
color = '#ff8c00' # Orange for prediction to distinguish
|
||||
ax_main.vlines(idx, row['low'], row['high'], color=color, linewidth=1.5, linestyle='--')
|
||||
ax_main.add_patch(plt.Rectangle((idx - 0.3, min(row['open'], row['close'])), 0.6, abs(row['open']-row['close']),
|
||||
edgecolor=color, facecolor='none', linewidth=1.5, linestyle='--'))
|
||||
# Plot secondary prediction line for close
|
||||
if i == 0:
|
||||
# Connect to history
|
||||
ax_main.plot([offset-1, idx], [history_df['close'].iloc[-1], row['close']], color=color, linestyle='--', alpha=0.6)
|
||||
elif i > 0:
|
||||
ax_main.plot([idx-1, idx], [pred_df['close'].iloc[i-1], row['close']], color=color, linestyle='--', alpha=0.6)
|
||||
|
||||
# Styling
|
||||
ax_main.set_title(title, fontsize=14, fontweight='bold')
|
||||
ax_main.grid(True, linestyle=':', alpha=0.6)
|
||||
ax_vol.grid(True, linestyle=':', alpha=0.6)
|
||||
ax_vol.set_ylabel('Volume')
|
||||
ax_main.set_ylabel('Price')
|
||||
|
||||
# Set X ticks
|
||||
step = max(1, len(all_dates) // 10)
|
||||
ax_vol.set_xticks(np.arange(0, len(all_dates), step))
|
||||
ax_vol.set_xticklabels([all_dates[i].strftime('%Y-%m-%d') for i in range(0, len(all_dates), step)], rotation=45)
|
||||
|
||||
plt.tight_layout()
|
||||
plt.show()
|
||||
plt.close()
|
||||
|
||||
def run_backtest(df, predictor, lookback, pred_len, start_index=0):
|
||||
total_len = len(df)
|
||||
history_start = start_index
|
||||
history_end = start_index + lookback
|
||||
pred_start = history_end
|
||||
|
||||
available_pred_len = total_len - pred_start
|
||||
if available_pred_len <= 0: return
|
||||
actual_pred_len = min(pred_len, available_pred_len)
|
||||
pred_end = pred_start + actual_pred_len
|
||||
|
||||
x_df = df.iloc[history_start : history_end].copy()
|
||||
y_true_df = df.iloc[pred_start : pred_end].copy()
|
||||
y_timestamp = y_true_df['date']
|
||||
|
||||
print(f"Backtesting: {x_df['date'].iloc[0].date()} to {y_timestamp.iloc[-1].date()}")
|
||||
|
||||
pred_df = predictor.predict(
|
||||
df=x_df[['open', 'high', 'low', 'close', 'volume']],
|
||||
x_timestamp=x_df['date'],
|
||||
y_timestamp=y_timestamp,
|
||||
pred_len=actual_pred_len,
|
||||
T=1.0, top_p=0.9, sample_count=1
|
||||
)
|
||||
|
||||
render_comparison_chart(x_df, y_true_df, pred_df, f"Backtest: {TICKER} K-Line Comparison")
|
||||
|
||||
def run_forecast(df, predictor, lookback, pred_len):
|
||||
if len(df) < lookback: return
|
||||
x_df = df.iloc[-lookback:].copy()
|
||||
last_date = x_df['date'].iloc[-1]
|
||||
future_dates = pd.date_range(start=last_date + BusinessDay(1), periods=pred_len, freq='B')
|
||||
future_dates = pd.Series(future_dates)
|
||||
|
||||
print(f"Forecasting: Starting from {future_dates.iloc[0].date()}")
|
||||
|
||||
pred_df = predictor.predict(
|
||||
df=x_df[['open', 'high', 'low', 'close', 'volume']],
|
||||
x_timestamp=x_df['date'],
|
||||
y_timestamp=future_dates,
|
||||
pred_len=pred_len,
|
||||
T=1.0, top_p=0.9, sample_count=1
|
||||
)
|
||||
|
||||
render_comparison_chart(x_df, None, pred_df, f"Forecast: {TICKER} Future K-Line")
|
||||
|
||||
if __name__ == "__main__":
|
||||
LOOKBACK = 20
|
||||
PRED_LEN = 10
|
||||
TICKER = '002111'
|
||||
|
||||
pred_model = load_predictor()
|
||||
stock_data = load_data(TICKER)
|
||||
|
||||
total_rows = len(stock_data)
|
||||
backtest_start = max(0, total_rows - LOOKBACK - PRED_LEN - 10) # Leave some space to see trend
|
||||
|
||||
print("\n--- Running Backtest ---")
|
||||
run_backtest(stock_data, pred_model, LOOKBACK, PRED_LEN, start_index=backtest_start)
|
||||
|
||||
print("\n--- Running Forecast ---")
|
||||
run_forecast(stock_data, pred_model, LOOKBACK, PRED_LEN)
|
||||
@@ -0,0 +1,16 @@
|
||||
from .kronos import KronosTokenizer, Kronos, KronosPredictor
|
||||
|
||||
model_dict = {
|
||||
'kronos_tokenizer': KronosTokenizer,
|
||||
'kronos': Kronos,
|
||||
'kronos_predictor': KronosPredictor
|
||||
}
|
||||
|
||||
|
||||
def get_model_class(model_name):
|
||||
if model_name in model_dict:
|
||||
return model_dict[model_name]
|
||||
else:
|
||||
print(f"Model {model_name} not found in model_dict")
|
||||
raise NotImplementedError
|
||||
|
||||
@@ -0,0 +1,676 @@
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
import torch
|
||||
from huggingface_hub import PyTorchModelHubMixin
|
||||
import sys
|
||||
|
||||
from tqdm import trange
|
||||
|
||||
sys.path.append("../")
|
||||
from model.module import *
|
||||
|
||||
|
||||
class KronosTokenizer(nn.Module, PyTorchModelHubMixin):
|
||||
"""
|
||||
KronosTokenizer module for tokenizing input data using a hybrid quantization approach.
|
||||
|
||||
This tokenizer utilizes a combination of encoder and decoder Transformer blocks
|
||||
along with the Binary Spherical Quantization (BSQuantizer) to compress and decompress input data.
|
||||
|
||||
Args:
|
||||
d_in (int): Input dimension.
|
||||
d_model (int): Model dimension.
|
||||
n_heads (int): Number of attention heads.
|
||||
ff_dim (int): Feed-forward dimension.
|
||||
n_enc_layers (int): Number of encoder layers.
|
||||
n_dec_layers (int): Number of decoder layers.
|
||||
ffn_dropout_p (float): Dropout probability for feed-forward networks.
|
||||
attn_dropout_p (float): Dropout probability for attention mechanisms.
|
||||
resid_dropout_p (float): Dropout probability for residual connections.
|
||||
s1_bits (int): Number of bits for the pre token in BSQuantizer.
|
||||
s2_bits (int): Number of bits for the post token in BSQuantizer.
|
||||
beta (float): Beta parameter for BSQuantizer.
|
||||
gamma0 (float): Gamma0 parameter for BSQuantizer.
|
||||
gamma (float): Gamma parameter for BSQuantizer.
|
||||
zeta (float): Zeta parameter for BSQuantizer.
|
||||
group_size (int): Group size parameter for BSQuantizer.
|
||||
|
||||
"""
|
||||
|
||||
def __init__(self, d_in, d_model, n_heads, ff_dim, n_enc_layers, n_dec_layers, ffn_dropout_p, attn_dropout_p, resid_dropout_p, s1_bits, s2_bits, beta, gamma0, gamma, zeta, group_size):
|
||||
|
||||
super().__init__()
|
||||
self.d_in = d_in
|
||||
self.d_model = d_model
|
||||
self.n_heads = n_heads
|
||||
self.ff_dim = ff_dim
|
||||
self.enc_layers = n_enc_layers
|
||||
self.dec_layers = n_dec_layers
|
||||
self.ffn_dropout_p = ffn_dropout_p
|
||||
self.attn_dropout_p = attn_dropout_p
|
||||
self.resid_dropout_p = resid_dropout_p
|
||||
|
||||
self.s1_bits = s1_bits
|
||||
self.s2_bits = s2_bits
|
||||
self.codebook_dim = s1_bits + s2_bits # Total dimension of the codebook after quantization
|
||||
self.embed = nn.Linear(self.d_in, self.d_model)
|
||||
self.head = nn.Linear(self.d_model, self.d_in)
|
||||
|
||||
# Encoder Transformer Blocks
|
||||
self.encoder = nn.ModuleList([
|
||||
TransformerBlock(self.d_model, self.n_heads, self.ff_dim, self.ffn_dropout_p, self.attn_dropout_p, self.resid_dropout_p)
|
||||
for _ in range(self.enc_layers - 1)
|
||||
])
|
||||
# Decoder Transformer Blocks
|
||||
self.decoder = nn.ModuleList([
|
||||
TransformerBlock(self.d_model, self.n_heads, self.ff_dim, self.ffn_dropout_p, self.attn_dropout_p, self.resid_dropout_p)
|
||||
for _ in range(self.dec_layers - 1)
|
||||
])
|
||||
self.quant_embed = nn.Linear(in_features=self.d_model, out_features=self.codebook_dim) # Linear layer before quantization
|
||||
self.post_quant_embed_pre = nn.Linear(in_features=self.s1_bits, out_features=self.d_model) # Linear layer after quantization (pre part - s1 bits)
|
||||
self.post_quant_embed = nn.Linear(in_features=self.codebook_dim, out_features=self.d_model) # Linear layer after quantization (full codebook)
|
||||
self.tokenizer = BSQuantizer(self.s1_bits, self.s2_bits, beta, gamma0, gamma, zeta, group_size) # BSQuantizer module
|
||||
|
||||
def forward(self, x):
|
||||
"""
|
||||
Forward pass of the KronosTokenizer.
|
||||
|
||||
Args:
|
||||
x (torch.Tensor): Input tensor of shape (batch_size, seq_len, d_in).
|
||||
|
||||
Returns:
|
||||
tuple: A tuple containing:
|
||||
- tuple: (z_pre, z) - Reconstructed outputs from decoder with s1_bits and full codebook respectively,
|
||||
both of shape (batch_size, seq_len, d_in).
|
||||
- torch.Tensor: bsq_loss - Loss from the BSQuantizer.
|
||||
- torch.Tensor: quantized - Quantized representation from BSQuantizer.
|
||||
- torch.Tensor: z_indices - Indices from the BSQuantizer.
|
||||
"""
|
||||
z = self.embed(x)
|
||||
|
||||
for layer in self.encoder:
|
||||
z = layer(z)
|
||||
|
||||
z = self.quant_embed(z) # (B, T, codebook)
|
||||
|
||||
bsq_loss, quantized, z_indices = self.tokenizer(z)
|
||||
|
||||
quantized_pre = quantized[:, :, :self.s1_bits] # Extract the first part of quantized representation (s1_bits)
|
||||
z_pre = self.post_quant_embed_pre(quantized_pre)
|
||||
|
||||
z = self.post_quant_embed(quantized)
|
||||
|
||||
# Decoder layers (for pre part - s1 bits)
|
||||
for layer in self.decoder:
|
||||
z_pre = layer(z_pre)
|
||||
z_pre = self.head(z_pre)
|
||||
|
||||
# Decoder layers (for full codebook)
|
||||
for layer in self.decoder:
|
||||
z = layer(z)
|
||||
z = self.head(z)
|
||||
|
||||
return (z_pre, z), bsq_loss, quantized, z_indices
|
||||
|
||||
def indices_to_bits(self, x, half=False):
|
||||
"""
|
||||
Converts indices to bit representations and scales them.
|
||||
|
||||
Args:
|
||||
x (torch.Tensor): Indices tensor.
|
||||
half (bool, optional): Whether to process only half of the codebook dimension. Defaults to False.
|
||||
|
||||
Returns:
|
||||
torch.Tensor: Bit representation tensor.
|
||||
"""
|
||||
if half:
|
||||
x1 = x[0] # Assuming x is a tuple of indices if half is True
|
||||
x2 = x[1]
|
||||
mask = 2 ** torch.arange(self.codebook_dim//2, device=x1.device, dtype=torch.long) # Create a mask for bit extraction
|
||||
x1 = (x1.unsqueeze(-1) & mask) != 0 # Extract bits for the first half
|
||||
x2 = (x2.unsqueeze(-1) & mask) != 0 # Extract bits for the second half
|
||||
x = torch.cat([x1, x2], dim=-1) # Concatenate the bit representations
|
||||
else:
|
||||
mask = 2 ** torch.arange(self.codebook_dim, device=x.device, dtype=torch.long) # Create a mask for bit extraction
|
||||
x = (x.unsqueeze(-1) & mask) != 0 # Extract bits
|
||||
|
||||
x = x.float() * 2 - 1 # Convert boolean to bipolar (-1, 1)
|
||||
q_scale = 1. / (self.codebook_dim ** 0.5) # Scaling factor
|
||||
x = x * q_scale
|
||||
return x
|
||||
|
||||
def encode(self, x, half=False):
|
||||
"""
|
||||
Encodes the input data into quantized indices.
|
||||
|
||||
Args:
|
||||
x (torch.Tensor): Input tensor of shape (batch_size, seq_len, d_in).
|
||||
half (bool, optional): Whether to use half quantization in BSQuantizer. Defaults to False.
|
||||
|
||||
Returns:
|
||||
torch.Tensor: Quantized indices from BSQuantizer.
|
||||
"""
|
||||
z = self.embed(x)
|
||||
for layer in self.encoder:
|
||||
z = layer(z)
|
||||
z = self.quant_embed(z)
|
||||
|
||||
bsq_loss, quantized, z_indices = self.tokenizer(z, half=half, collect_metrics=False)
|
||||
return z_indices
|
||||
|
||||
def decode(self, x, half=False):
|
||||
"""
|
||||
Decodes quantized indices back to the input data space.
|
||||
|
||||
Args:
|
||||
x (torch.Tensor): Quantized indices tensor.
|
||||
half (bool, optional): Whether the indices were generated with half quantization. Defaults to False.
|
||||
|
||||
Returns:
|
||||
torch.Tensor: Reconstructed output tensor of shape (batch_size, seq_len, d_in).
|
||||
"""
|
||||
quantized = self.indices_to_bits(x, half)
|
||||
z = self.post_quant_embed(quantized)
|
||||
for layer in self.decoder:
|
||||
z = layer(z)
|
||||
z = self.head(z)
|
||||
return z
|
||||
|
||||
|
||||
class Kronos(nn.Module, PyTorchModelHubMixin):
|
||||
"""
|
||||
Kronos Model.
|
||||
|
||||
Args:
|
||||
s1_bits (int): Number of bits for pre tokens.
|
||||
s2_bits (int): Number of bits for post tokens.
|
||||
n_layers (int): Number of Transformer blocks.
|
||||
d_model (int): Dimension of the model's embeddings and hidden states.
|
||||
n_heads (int): Number of attention heads in the MultiheadAttention layers.
|
||||
ff_dim (int): Dimension of the feedforward network in the Transformer blocks.
|
||||
ffn_dropout_p (float): Dropout probability for the feedforward network.
|
||||
attn_dropout_p (float): Dropout probability for the attention layers.
|
||||
resid_dropout_p (float): Dropout probability for residual connections.
|
||||
token_dropout_p (float): Dropout probability for token embeddings.
|
||||
learn_te (bool): Whether to use learnable temporal embeddings.
|
||||
"""
|
||||
|
||||
def __init__(self, s1_bits, s2_bits, n_layers, d_model, n_heads, ff_dim, ffn_dropout_p, attn_dropout_p, resid_dropout_p, token_dropout_p, learn_te, news_dim=None):
|
||||
super().__init__()
|
||||
self.s1_bits = s1_bits
|
||||
self.s2_bits = s2_bits
|
||||
self.n_layers = n_layers
|
||||
self.d_model = d_model
|
||||
self.n_heads = n_heads
|
||||
self.learn_te = learn_te
|
||||
self.ff_dim = ff_dim
|
||||
self.ffn_dropout_p = ffn_dropout_p
|
||||
self.attn_dropout_p = attn_dropout_p
|
||||
self.resid_dropout_p = resid_dropout_p
|
||||
self.token_dropout_p = token_dropout_p
|
||||
self.news_dim = news_dim
|
||||
|
||||
self.s1_vocab_size = 2 ** self.s1_bits
|
||||
self.token_drop = nn.Dropout(self.token_dropout_p)
|
||||
self.embedding = HierarchicalEmbedding(self.s1_bits, self.s2_bits, self.d_model)
|
||||
self.time_emb = TemporalEmbedding(self.d_model, self.learn_te)
|
||||
self.transformer = nn.ModuleList([
|
||||
TransformerBlock(self.d_model, self.n_heads, self.ff_dim, self.ffn_dropout_p, self.attn_dropout_p, self.resid_dropout_p)
|
||||
for _ in range(self.n_layers)
|
||||
])
|
||||
self.norm = RMSNorm(self.d_model)
|
||||
self.dep_layer = DependencyAwareLayer(self.d_model)
|
||||
self.head = DualHead(self.s1_bits, self.s2_bits, self.d_model)
|
||||
|
||||
if self.news_dim is not None:
|
||||
self.news_proj = nn.Linear(self.news_dim, self.d_model)
|
||||
else:
|
||||
self.news_proj = None
|
||||
|
||||
self.apply(self._init_weights)
|
||||
|
||||
def _init_weights(self, module):
|
||||
|
||||
if isinstance(module, nn.Linear):
|
||||
nn.init.xavier_normal_(module.weight)
|
||||
if module.bias is not None:
|
||||
nn.init.zeros_(module.bias)
|
||||
elif isinstance(module, nn.Embedding):
|
||||
nn.init.normal_(module.weight, mean=0, std=self.embedding.d_model ** -0.5)
|
||||
elif isinstance(module, nn.LayerNorm):
|
||||
nn.init.ones_(module.weight)
|
||||
nn.init.zeros_(module.bias)
|
||||
elif isinstance(module, RMSNorm):
|
||||
nn.init.ones_(module.weight)
|
||||
|
||||
def forward(self, s1_ids, s2_ids, stamp=None, padding_mask=None, use_teacher_forcing=False, s1_targets=None, news_emb=None):
|
||||
"""
|
||||
Args:
|
||||
s1_ids (torch.Tensor): Input tensor of s1 token IDs. Shape: [batch_size, seq_len]
|
||||
s2_ids (torch.Tensor): Input tensor of s2 token IDs. Shape: [batch_size, seq_len]
|
||||
stamp (torch.Tensor, optional): Temporal stamp tensor. Shape: [batch_size, seq_len]. Defaults to None.
|
||||
padding_mask (torch.Tensor, optional): Mask for padding tokens. Shape: [batch_size, seq_len]. Defaults to None.
|
||||
use_teacher_forcing (bool, optional): Whether to use teacher forcing for s1 decoding. Defaults to False.
|
||||
s1_targets (torch.Tensor, optional): Target s1 token IDs for teacher forcing. Shape: [batch_size, seq_len]. Defaults to None.
|
||||
news_emb (torch.Tensor, optional): News embedding tensor. Shape: [batch_size, news_dim]. Defaults to None.
|
||||
|
||||
Returns:
|
||||
Tuple[torch.Tensor, torch.Tensor]:
|
||||
- s1 logits: Logits for s1 token predictions. Shape: [batch_size, seq_len, s1_vocab_size]
|
||||
- s2_logits: Logits for s2 token predictions, conditioned on s1. Shape: [batch_size, seq_len, s2_vocab_size]
|
||||
"""
|
||||
x = self.embedding([s1_ids, s2_ids])
|
||||
if stamp is not None:
|
||||
time_embedding = self.time_emb(stamp)
|
||||
x = x + time_embedding
|
||||
x = self.token_drop(x)
|
||||
|
||||
for layer in self.transformer:
|
||||
x = layer(x, key_padding_mask=padding_mask)
|
||||
|
||||
x = self.norm(x)
|
||||
|
||||
if news_emb is not None and self.news_proj is not None:
|
||||
news_bias = self.news_proj(news_emb).unsqueeze(1) # [B, 1, d_model]
|
||||
x = x + news_bias
|
||||
|
||||
s1_logits = self.head(x)
|
||||
|
||||
if use_teacher_forcing:
|
||||
sibling_embed = self.embedding.emb_s1(s1_targets)
|
||||
else:
|
||||
s1_probs = F.softmax(s1_logits.detach(), dim=-1)
|
||||
sample_s1_ids = torch.multinomial(s1_probs.view(-1, self.s1_vocab_size), 1).view(s1_ids.shape)
|
||||
sibling_embed = self.embedding.emb_s1(sample_s1_ids)
|
||||
|
||||
x2 = self.dep_layer(x, sibling_embed, key_padding_mask=padding_mask) # Dependency Aware Layer: Condition on s1 embeddings
|
||||
s2_logits = self.head.cond_forward(x2)
|
||||
return s1_logits, s2_logits
|
||||
|
||||
def decode_s1(self, s1_ids, s2_ids, stamp=None, padding_mask=None, news_emb=None):
|
||||
"""
|
||||
Decodes only the s1 tokens.
|
||||
|
||||
This method performs a forward pass to predict only s1 tokens. It returns the s1 logits
|
||||
and the context representation from the Transformer, which can be used for subsequent s2 decoding.
|
||||
|
||||
Args:
|
||||
s1_ids (torch.Tensor): Input tensor of s1 token IDs. Shape: [batch_size, seq_len]
|
||||
s2_ids (torch.Tensor): Input tensor of s2 token IDs. Shape: [batch_size, seq_len]
|
||||
stamp (torch.Tensor, optional): Temporal stamp tensor. Shape: [batch_size, seq_len]. Defaults to None.
|
||||
padding_mask (torch.Tensor, optional): Mask for padding tokens. Shape: [batch_size, seq_len]. Defaults to None.
|
||||
news_emb (torch.Tensor, optional): News embedding tensor. Shape: [batch_size, news_dim]. Defaults to None.
|
||||
|
||||
Returns:
|
||||
Tuple[torch.Tensor, torch.Tensor]:
|
||||
- s1 logits: Logits for s1 token predictions. Shape: [batch_size, seq_len, s1_vocab_size]
|
||||
- context: Context representation from the Transformer. Shape: [batch_size, seq_len, d_model]
|
||||
"""
|
||||
x = self.embedding([s1_ids, s2_ids])
|
||||
if stamp is not None:
|
||||
time_embedding = self.time_emb(stamp)
|
||||
x = x + time_embedding
|
||||
x = self.token_drop(x)
|
||||
|
||||
for layer in self.transformer:
|
||||
x = layer(x, key_padding_mask=padding_mask)
|
||||
|
||||
x = self.norm(x)
|
||||
|
||||
if news_emb is not None and self.news_proj is not None:
|
||||
news_bias = self.news_proj(news_emb).unsqueeze(1) # [B, 1, d_model]
|
||||
x = x + news_bias
|
||||
|
||||
s1_logits = self.head(x)
|
||||
return s1_logits, x
|
||||
|
||||
def decode_s2(self, context, s1_ids, padding_mask=None):
|
||||
"""
|
||||
Decodes the s2 tokens, conditioned on the context and s1 tokens.
|
||||
|
||||
This method decodes s2 tokens based on a pre-computed context representation (typically from `decode_s1`)
|
||||
and the s1 token IDs. It uses the dependency-aware layer and the conditional s2 head to predict s2 tokens.
|
||||
|
||||
Args:
|
||||
context (torch.Tensor): Context representation from the transformer (output of decode_s1).
|
||||
Shape: [batch_size, seq_len, d_model]
|
||||
s1_ids (torch.torch.Tensor): Input tensor of s1 token IDs. Shape: [batch_size, seq_len]
|
||||
padding_mask (torch.Tensor, optional): Mask for padding tokens. Shape: [batch_size, seq_len]. Defaults to None.
|
||||
|
||||
Returns:
|
||||
torch.Tensor: s2 logits. Shape: [batch_size, seq_len, s2_vocab_size]
|
||||
"""
|
||||
sibling_embed = self.embedding.emb_s1(s1_ids)
|
||||
x2 = self.dep_layer(context, sibling_embed, key_padding_mask=padding_mask)
|
||||
return self.head.cond_forward(x2)
|
||||
|
||||
|
||||
def top_k_top_p_filtering(
|
||||
logits,
|
||||
top_k: int = 0,
|
||||
top_p: float = 1.0,
|
||||
filter_value: float = -float("Inf"),
|
||||
min_tokens_to_keep: int = 1,
|
||||
):
|
||||
"""Filter a distribution of logits using top-k and/or nucleus (top-p) filtering
|
||||
Args:
|
||||
logits: logits distribution shape (batch size, vocabulary size)
|
||||
if top_k > 0: keep only top k tokens with highest probability (top-k filtering).
|
||||
if top_p < 1.0: keep the top tokens with cumulative probability >= top_p (nucleus filtering).
|
||||
Nucleus filtering is described in Holtzman et al. (http://arxiv.org/abs/1904.09751)
|
||||
Make sure we keep at least min_tokens_to_keep per batch example in the output
|
||||
From: https://gist.github.com/thomwolf/1a5a29f6962089e871b94cbd09daf317
|
||||
"""
|
||||
if top_k > 0:
|
||||
top_k = min(max(top_k, min_tokens_to_keep), logits.size(-1)) # Safety check
|
||||
# Remove all tokens with a probability less than the last token of the top-k
|
||||
indices_to_remove = logits < torch.topk(logits, top_k)[0][..., -1, None]
|
||||
logits[indices_to_remove] = filter_value
|
||||
return logits
|
||||
|
||||
if top_p < 1.0:
|
||||
sorted_logits, sorted_indices = torch.sort(logits, descending=True)
|
||||
cumulative_probs = torch.cumsum(F.softmax(sorted_logits, dim=-1), dim=-1)
|
||||
|
||||
# Remove tokens with cumulative probability above the threshold (token with 0 are kept)
|
||||
sorted_indices_to_remove = cumulative_probs > top_p
|
||||
if min_tokens_to_keep > 1:
|
||||
# Keep at least min_tokens_to_keep (set to min_tokens_to_keep-1 because we add the first one below)
|
||||
sorted_indices_to_remove[..., :min_tokens_to_keep] = 0
|
||||
# Shift the indices to the right to keep also the first token above the threshold
|
||||
sorted_indices_to_remove[..., 1:] = sorted_indices_to_remove[..., :-1].clone()
|
||||
sorted_indices_to_remove[..., 0] = 0
|
||||
|
||||
# scatter sorted tensors to original indexing
|
||||
indices_to_remove = sorted_indices_to_remove.scatter(1, sorted_indices, sorted_indices_to_remove)
|
||||
logits[indices_to_remove] = filter_value
|
||||
return logits
|
||||
|
||||
|
||||
def sample_from_logits(logits, temperature=1.0, top_k=None, top_p=None, sample_logits=True):
|
||||
logits = logits / temperature
|
||||
if top_k is not None or top_p is not None:
|
||||
if top_k > 0 or top_p < 1.0:
|
||||
logits = top_k_top_p_filtering(logits, top_k=top_k, top_p=top_p)
|
||||
|
||||
probs = F.softmax(logits, dim=-1)
|
||||
|
||||
if not sample_logits:
|
||||
_, x = top_k(probs, k=1, dim=-1)
|
||||
else:
|
||||
x = torch.multinomial(probs, num_samples=1)
|
||||
|
||||
return x
|
||||
|
||||
|
||||
def auto_regressive_inference(tokenizer, model, x, x_stamp, y_stamp, max_context, pred_len, clip=5, T=1.0, top_k=0, top_p=0.99, sample_count=5, verbose=False, news_emb=None):
|
||||
with torch.no_grad():
|
||||
x = torch.clip(x, -clip, clip)
|
||||
|
||||
device = x.device
|
||||
x = x.unsqueeze(1).repeat(1, sample_count, 1, 1).reshape(-1, x.size(1), x.size(2)).to(device)
|
||||
x_stamp = x_stamp.unsqueeze(1).repeat(1, sample_count, 1, 1).reshape(-1, x_stamp.size(1), x_stamp.size(2)).to(device)
|
||||
y_stamp = y_stamp.unsqueeze(1).repeat(1, sample_count, 1, 1).reshape(-1, y_stamp.size(1), y_stamp.size(2)).to(device)
|
||||
|
||||
x_token = tokenizer.encode(x, half=True)
|
||||
|
||||
initial_seq_len = x.size(1)
|
||||
batch_size = x_token[0].size(0)
|
||||
total_seq_len = initial_seq_len + pred_len
|
||||
full_stamp = torch.cat([x_stamp, y_stamp], dim=1)
|
||||
|
||||
generated_pre = x_token[0].new_empty(batch_size, pred_len)
|
||||
generated_post = x_token[1].new_empty(batch_size, pred_len)
|
||||
|
||||
pre_buffer = x_token[0].new_zeros(batch_size, max_context)
|
||||
post_buffer = x_token[1].new_zeros(batch_size, max_context)
|
||||
buffer_len = min(initial_seq_len, max_context)
|
||||
if buffer_len > 0:
|
||||
start_idx = max(0, initial_seq_len - max_context)
|
||||
pre_buffer[:, :buffer_len] = x_token[0][:, start_idx:start_idx + buffer_len]
|
||||
post_buffer[:, :buffer_len] = x_token[1][:, start_idx:start_idx + buffer_len]
|
||||
|
||||
if verbose:
|
||||
ran = trange
|
||||
else:
|
||||
ran = range
|
||||
for i in ran(pred_len):
|
||||
current_seq_len = initial_seq_len + i
|
||||
window_len = min(current_seq_len, max_context)
|
||||
|
||||
if current_seq_len <= max_context:
|
||||
input_tokens = [
|
||||
pre_buffer[:, :window_len],
|
||||
post_buffer[:, :window_len]
|
||||
]
|
||||
else:
|
||||
input_tokens = [pre_buffer, post_buffer]
|
||||
|
||||
context_end = current_seq_len
|
||||
context_start = max(0, context_end - max_context)
|
||||
current_stamp = full_stamp[:, context_start:context_end, :].contiguous()
|
||||
|
||||
s1_logits, context = model.decode_s1(input_tokens[0], input_tokens[1], current_stamp, news_emb=news_emb)
|
||||
s1_logits = s1_logits[:, -1, :]
|
||||
sample_pre = sample_from_logits(s1_logits, temperature=T, top_k=top_k, top_p=top_p, sample_logits=True)
|
||||
|
||||
s2_logits = model.decode_s2(context, sample_pre)
|
||||
s2_logits = s2_logits[:, -1, :]
|
||||
sample_post = sample_from_logits(s2_logits, temperature=T, top_k=top_k, top_p=top_p, sample_logits=True)
|
||||
|
||||
generated_pre[:, i] = sample_pre.squeeze(-1)
|
||||
generated_post[:, i] = sample_post.squeeze(-1)
|
||||
|
||||
if current_seq_len < max_context:
|
||||
pre_buffer[:, current_seq_len] = sample_pre.squeeze(-1)
|
||||
post_buffer[:, current_seq_len] = sample_post.squeeze(-1)
|
||||
else:
|
||||
pre_buffer.copy_(torch.roll(pre_buffer, shifts=-1, dims=1))
|
||||
post_buffer.copy_(torch.roll(post_buffer, shifts=-1, dims=1))
|
||||
pre_buffer[:, -1] = sample_pre.squeeze(-1)
|
||||
post_buffer[:, -1] = sample_post.squeeze(-1)
|
||||
|
||||
full_pre = torch.cat([x_token[0], generated_pre], dim=1)
|
||||
full_post = torch.cat([x_token[1], generated_post], dim=1)
|
||||
|
||||
context_start = max(0, total_seq_len - max_context)
|
||||
input_tokens = [
|
||||
full_pre[:, context_start:total_seq_len].contiguous(),
|
||||
full_post[:, context_start:total_seq_len].contiguous()
|
||||
]
|
||||
z = tokenizer.decode(input_tokens, half=True)
|
||||
z = z.reshape(-1, sample_count, z.size(1), z.size(2))
|
||||
preds = z.cpu().numpy()
|
||||
preds = np.mean(preds, axis=1)
|
||||
|
||||
return preds
|
||||
|
||||
|
||||
def calc_time_stamps(x_timestamp):
|
||||
time_df = pd.DataFrame()
|
||||
time_df['minute'] = x_timestamp.dt.minute
|
||||
time_df['hour'] = x_timestamp.dt.hour
|
||||
time_df['weekday'] = x_timestamp.dt.weekday
|
||||
time_df['day'] = x_timestamp.dt.day
|
||||
time_df['month'] = x_timestamp.dt.month
|
||||
return time_df
|
||||
|
||||
|
||||
class KronosPredictor:
|
||||
|
||||
def __init__(self, model, tokenizer, device="cuda:0", max_context=512, clip=5):
|
||||
self.tokenizer = tokenizer
|
||||
self.model = model
|
||||
self.max_context = max_context
|
||||
self.clip = clip
|
||||
self.price_cols = ['open', 'high', 'low', 'close']
|
||||
self.vol_col = 'volume'
|
||||
self.amt_vol = 'amount'
|
||||
self.time_cols = ['minute', 'hour', 'weekday', 'day', 'month']
|
||||
self.device = device
|
||||
|
||||
self.tokenizer = self.tokenizer.to(self.device)
|
||||
self.model = self.model.to(self.device)
|
||||
|
||||
def generate(self, x, x_stamp, y_stamp, pred_len, T, top_k, top_p, sample_count, verbose, news_emb=None):
|
||||
|
||||
x_tensor = torch.from_numpy(np.array(x).astype(np.float32)).to(self.device)
|
||||
x_stamp_tensor = torch.from_numpy(np.array(x_stamp).astype(np.float32)).to(self.device)
|
||||
y_stamp_tensor = torch.from_numpy(np.array(y_stamp).astype(np.float32)).to(self.device)
|
||||
|
||||
preds = auto_regressive_inference(self.tokenizer, self.model, x_tensor, x_stamp_tensor, y_stamp_tensor, self.max_context, pred_len,
|
||||
self.clip, T, top_k, top_p, sample_count, verbose, news_emb=news_emb)
|
||||
preds = preds[:, -pred_len:, :]
|
||||
return preds
|
||||
|
||||
def predict(self, df, x_timestamp, y_timestamp, pred_len, T=1.0, top_k=0, top_p=0.9, sample_count=1, verbose=True, news_emb=None):
|
||||
|
||||
if not isinstance(df, pd.DataFrame):
|
||||
raise ValueError("Input must be a pandas DataFrame.")
|
||||
|
||||
if not all(col in df.columns for col in self.price_cols):
|
||||
raise ValueError(f"Price columns {self.price_cols} not found in DataFrame.")
|
||||
|
||||
df = df.copy()
|
||||
if self.vol_col not in df.columns:
|
||||
df[self.vol_col] = 0.0 # Fill missing volume with zeros
|
||||
df[self.amt_vol] = 0.0 # Fill missing amount with zeros
|
||||
if self.amt_vol not in df.columns and self.vol_col in df.columns:
|
||||
df[self.amt_vol] = df[self.vol_col] * df[self.price_cols].mean(axis=1)
|
||||
|
||||
if df[self.price_cols + [self.vol_col, self.amt_vol]].isnull().values.any():
|
||||
raise ValueError("Input DataFrame contains NaN values in price or volume columns.")
|
||||
|
||||
x_time_df = calc_time_stamps(x_timestamp)
|
||||
y_time_df = calc_time_stamps(y_timestamp)
|
||||
|
||||
x = df[self.price_cols + [self.vol_col, self.amt_vol]].values.astype(np.float32)
|
||||
x_stamp = x_time_df.values.astype(np.float32)
|
||||
y_stamp = y_time_df.values.astype(np.float32)
|
||||
|
||||
x_mean, x_std = np.mean(x, axis=0), np.std(x, axis=0)
|
||||
|
||||
x = (x - x_mean) / (x_std + 1e-5)
|
||||
x = np.clip(x, -self.clip, self.clip)
|
||||
|
||||
x = x[np.newaxis, :]
|
||||
x_stamp = x_stamp[np.newaxis, :]
|
||||
y_stamp = y_stamp[np.newaxis, :]
|
||||
|
||||
if news_emb is not None:
|
||||
news_emb_tensor = torch.from_numpy(np.array(news_emb).astype(np.float32)).to(self.device)
|
||||
# Ensure batch dimension for news_emb if only one sample
|
||||
if news_emb_tensor.ndim == 1:
|
||||
news_emb_tensor = news_emb_tensor.unsqueeze(0)
|
||||
else:
|
||||
news_emb_tensor = None
|
||||
|
||||
preds = self.generate(x, x_stamp, y_stamp, pred_len, T, top_k, top_p, sample_count, verbose, news_emb=news_emb_tensor)
|
||||
|
||||
preds = preds.squeeze(0)
|
||||
preds = preds * (x_std + 1e-5) + x_mean
|
||||
|
||||
pred_df = pd.DataFrame(preds, columns=self.price_cols + [self.vol_col, self.amt_vol], index=y_timestamp)
|
||||
return pred_df
|
||||
|
||||
|
||||
def predict_batch(self, df_list, x_timestamp_list, y_timestamp_list, pred_len, T=1.0, top_k=0, top_p=0.9, sample_count=1, verbose=True):
|
||||
"""
|
||||
Perform parallel (batch) prediction on multiple time series. All series must have the same historical length and prediction length (pred_len).
|
||||
|
||||
Args:
|
||||
df_list (List[pd.DataFrame]): List of input DataFrames, each containing price columns and optional volume/amount columns.
|
||||
x_timestamp_list (List[pd.DatetimeIndex or Series]): List of timestamps corresponding to historical data, length should match the number of rows in each DataFrame.
|
||||
y_timestamp_list (List[pd.DatetimeIndex or Series]): List of future prediction timestamps, length should equal pred_len.
|
||||
pred_len (int): Number of prediction steps.
|
||||
T (float): Sampling temperature.
|
||||
top_k (int): Top-k filtering threshold.
|
||||
top_p (float): Top-p (nucleus sampling) threshold.
|
||||
sample_count (int): Number of parallel samples per series, automatically averaged internally.
|
||||
verbose (bool): Whether to display autoregressive progress.
|
||||
|
||||
Returns:
|
||||
List[pd.DataFrame]: List of prediction results in the same order as input, each DataFrame contains
|
||||
`open, high, low, close, volume, amount` columns, indexed by corresponding `y_timestamp`.
|
||||
"""
|
||||
# Basic validation
|
||||
if not isinstance(df_list, (list, tuple)) or not isinstance(x_timestamp_list, (list, tuple)) or not isinstance(y_timestamp_list, (list, tuple)):
|
||||
raise ValueError("df_list, x_timestamp_list, y_timestamp_list must be list or tuple types.")
|
||||
if not (len(df_list) == len(x_timestamp_list) == len(y_timestamp_list)):
|
||||
raise ValueError("df_list, x_timestamp_list, y_timestamp_list must have consistent lengths.")
|
||||
|
||||
num_series = len(df_list)
|
||||
|
||||
x_list = []
|
||||
x_stamp_list = []
|
||||
y_stamp_list = []
|
||||
means = []
|
||||
stds = []
|
||||
seq_lens = []
|
||||
y_lens = []
|
||||
|
||||
for i in range(num_series):
|
||||
df = df_list[i]
|
||||
if not isinstance(df, pd.DataFrame):
|
||||
raise ValueError(f"Input at index {i} is not a pandas DataFrame.")
|
||||
if not all(col in df.columns for col in self.price_cols):
|
||||
raise ValueError(f"DataFrame at index {i} is missing price columns {self.price_cols}.")
|
||||
|
||||
df = df.copy()
|
||||
if self.vol_col not in df.columns:
|
||||
df[self.vol_col] = 0.0
|
||||
df[self.amt_vol] = 0.0
|
||||
if self.amt_vol not in df.columns and self.vol_col in df.columns:
|
||||
df[self.amt_vol] = df[self.vol_col] * df[self.price_cols].mean(axis=1)
|
||||
|
||||
if df[self.price_cols + [self.vol_col, self.amt_vol]].isnull().values.any():
|
||||
raise ValueError(f"DataFrame at index {i} contains NaN values in price or volume columns.")
|
||||
|
||||
x_timestamp = x_timestamp_list[i]
|
||||
y_timestamp = y_timestamp_list[i]
|
||||
|
||||
x_time_df = calc_time_stamps(x_timestamp)
|
||||
y_time_df = calc_time_stamps(y_timestamp)
|
||||
|
||||
x = df[self.price_cols + [self.vol_col, self.amt_vol]].values.astype(np.float32)
|
||||
x_stamp = x_time_df.values.astype(np.float32)
|
||||
y_stamp = y_time_df.values.astype(np.float32)
|
||||
|
||||
if x.shape[0] != x_stamp.shape[0]:
|
||||
raise ValueError(f"Inconsistent lengths at index {i}: x has {x.shape[0]} vs x_stamp has {x_stamp.shape[0]}.")
|
||||
if y_stamp.shape[0] != pred_len:
|
||||
raise ValueError(f"y_timestamp length at index {i} should equal pred_len={pred_len}, got {y_stamp.shape[0]}.")
|
||||
|
||||
x_mean, x_std = np.mean(x, axis=0), np.std(x, axis=0)
|
||||
x_norm = (x - x_mean) / (x_std + 1e-5)
|
||||
x_norm = np.clip(x_norm, -self.clip, self.clip)
|
||||
|
||||
x_list.append(x_norm)
|
||||
x_stamp_list.append(x_stamp)
|
||||
y_stamp_list.append(y_stamp)
|
||||
means.append(x_mean)
|
||||
stds.append(x_std)
|
||||
|
||||
seq_lens.append(x_norm.shape[0])
|
||||
y_lens.append(y_stamp.shape[0])
|
||||
|
||||
# Require all series to have consistent historical and prediction lengths for batch processing
|
||||
if len(set(seq_lens)) != 1:
|
||||
raise ValueError(f"Parallel prediction requires all series to have consistent historical lengths, got: {seq_lens}")
|
||||
if len(set(y_lens)) != 1:
|
||||
raise ValueError(f"Parallel prediction requires all series to have consistent prediction lengths, got: {y_lens}")
|
||||
|
||||
x_batch = np.stack(x_list, axis=0).astype(np.float32) # (B, seq_len, feat)
|
||||
x_stamp_batch = np.stack(x_stamp_list, axis=0).astype(np.float32) # (B, seq_len, time_feat)
|
||||
y_stamp_batch = np.stack(y_stamp_list, axis=0).astype(np.float32) # (B, pred_len, time_feat)
|
||||
|
||||
preds = self.generate(x_batch, x_stamp_batch, y_stamp_batch, pred_len, T, top_k, top_p, sample_count, verbose)
|
||||
# preds: (B, pred_len, feat)
|
||||
|
||||
pred_dfs = []
|
||||
for i in range(num_series):
|
||||
preds_i = preds[i] * (stds[i] + 1e-5) + means[i]
|
||||
pred_df = pd.DataFrame(preds_i, columns=self.price_cols + [self.vol_col, self.amt_vol], index=y_timestamp_list[i])
|
||||
pred_dfs.append(pred_df)
|
||||
|
||||
return pred_dfs
|
||||
@@ -0,0 +1,562 @@
|
||||
import math
|
||||
|
||||
from einops import rearrange, reduce
|
||||
import torch
|
||||
import torch.nn as nn
|
||||
from torch.autograd import Function
|
||||
import torch.nn.functional as F
|
||||
|
||||
|
||||
class DifferentiableEntropyFunction(Function):
|
||||
@staticmethod
|
||||
def forward(ctx, zq, basis, K, eps):
|
||||
zb = (zq + 1) / 2
|
||||
zi = ((zb * basis).sum(-1)).to(torch.int64)
|
||||
cnt = torch.scatter_reduce(torch.zeros(2 ** K, device=zq.device, dtype=zq.dtype),
|
||||
0,
|
||||
zi.flatten(),
|
||||
torch.ones_like(zi.flatten()).to(zq.dtype),
|
||||
'sum')
|
||||
prob = (cnt + eps) / (cnt + eps).sum()
|
||||
H = -(prob * torch.log(prob)).sum()
|
||||
ctx.save_for_backward(zq, zi, prob)
|
||||
ctx.K = K
|
||||
return H
|
||||
|
||||
@staticmethod
|
||||
def backward(ctx, grad_output):
|
||||
zq, zi, prob = ctx.saved_tensors
|
||||
grad_array = -grad_output * (torch.log(prob) + 1) / zi.numel() / ctx.K
|
||||
reord_grad = grad_array[zi.flatten()].reshape(zi.shape)
|
||||
grad_input = reord_grad.unsqueeze(-1) * zq
|
||||
return grad_input, None, None, None, None
|
||||
|
||||
|
||||
def codebook_entropy(zq, basis, K, eps=1e-4):
|
||||
return DifferentiableEntropyFunction.apply(zq, basis, K, eps)
|
||||
|
||||
|
||||
class BinarySphericalQuantizer(nn.Module):
|
||||
def __init__(self, embed_dim, beta, gamma0, gamma, zeta,
|
||||
input_format='bchw',
|
||||
soft_entropy=True, group_size=9,
|
||||
persample_entropy_compute='analytical',
|
||||
cb_entropy_compute='group',
|
||||
l2_norm=True,
|
||||
inv_temperature=1):
|
||||
"""
|
||||
Paper link: https://arxiv.org/pdf/2406.07548.pdf
|
||||
Here we use the official implementation of the BinarySphericalQuantizer.
|
||||
"""
|
||||
super().__init__()
|
||||
self.embed_dim = embed_dim
|
||||
self.beta = beta # loss weight for commit loss
|
||||
self.gamma0 = gamma0 # loss weight for entropy penalty
|
||||
self.gamma = gamma # loss weight for entropy penalty
|
||||
self.zeta = zeta # loss weight for entire entropy penalty
|
||||
self.input_format = input_format
|
||||
assert self.embed_dim % group_size == 0, "embed_dim must be divisible by group_size"
|
||||
self.num_groups = self.embed_dim // group_size
|
||||
self.group_size = group_size
|
||||
assert persample_entropy_compute in ['group', 'analytical'], "persample_entropy_compute must be either 'group' or 'analytical'"
|
||||
assert cb_entropy_compute in ['group', 'nce'], "cb_entropy_compute must be either 'group' or 'nce'"
|
||||
self.persample_entropy_compute = persample_entropy_compute
|
||||
self.cb_entropy_compute = cb_entropy_compute
|
||||
self.l2_norm = l2_norm
|
||||
self.inv_temperature = inv_temperature
|
||||
|
||||
self.register_buffer('basis', 2 ** torch.arange(embed_dim - 1, -1, -1))
|
||||
self.register_buffer('group_basis', 2 ** torch.arange(group_size - 1, -1, -1))
|
||||
|
||||
self.num_dimensions = 2 ** embed_dim
|
||||
self.bits_per_index = embed_dim
|
||||
|
||||
# we only need to keep the codebook portion up to the group size
|
||||
# because we approximate the H loss with this subcode
|
||||
group_codes = torch.arange(2 ** self.group_size)
|
||||
group_codebook = self.indexes_to_codes(group_codes).float()[:, -group_size:]
|
||||
self.register_buffer('group_codebook', group_codebook, persistent=False)
|
||||
|
||||
self.soft_entropy = soft_entropy # soft_entropy: Sec 3.2 of https://arxiv.org/pdf/1911.05894.pdf
|
||||
|
||||
def quantize(self, z):
|
||||
assert z.shape[-1] == self.embed_dim, f"Expected {self.embed_dim} dimensions, got {z.shape[-1]}"
|
||||
|
||||
zhat = torch.where(z > 0,
|
||||
torch.tensor(1, dtype=z.dtype, device=z.device),
|
||||
torch.tensor(-1, dtype=z.dtype, device=z.device))
|
||||
return z + (zhat - z).detach()
|
||||
|
||||
def forward(self, z, collect_metrics=True):
|
||||
# if self.input_format == 'bchw':
|
||||
# z = rearrange(z, 'b c h w -> b h w c')
|
||||
zq = self.quantize(z)
|
||||
|
||||
q_scale = 1. / (self.embed_dim ** 0.5) if self.l2_norm else 1.
|
||||
|
||||
zq = zq * q_scale
|
||||
|
||||
if not collect_metrics:
|
||||
return zq, zq.new_zeros(()), {}
|
||||
|
||||
indices = self.codes_to_indexes(zq.detach())
|
||||
group_indices = self.codes_to_group_indexes(zq.detach())
|
||||
if not self.training:
|
||||
used_codes = torch.unique(indices, return_counts=False)
|
||||
else:
|
||||
used_codes = None
|
||||
|
||||
if self.soft_entropy:
|
||||
persample_entropy, cb_entropy, avg_prob = self.soft_entropy_loss(z)
|
||||
entropy_penalty = self.gamma0 * persample_entropy - self.gamma * cb_entropy
|
||||
else:
|
||||
zb_by_sample = ((zq + 1) / 2).reshape(z.shape[0], -1, z.shape[-1]).to(torch.float32)
|
||||
persample_entropy = self.get_hard_per_sample_entropy(zb_by_sample)
|
||||
cb_entropy = codebook_entropy(zq, self.basis, self.embed_dim)
|
||||
entropy_penalty = self.gamma0 * persample_entropy - self.gamma * cb_entropy
|
||||
|
||||
# commit loss
|
||||
commit_loss = self.beta * torch.mean(((zq.detach() - z) ** 2).sum(dim=-1))
|
||||
|
||||
# if self.input_format == 'bchw':
|
||||
# zq = rearrange(zq, 'b h w c -> b c h w')
|
||||
|
||||
return (
|
||||
zq,
|
||||
commit_loss + self.zeta * entropy_penalty / self.inv_temperature,
|
||||
{"H": cb_entropy, "used_codes": used_codes, "indices": indices, "group_indices": group_indices,
|
||||
"avg_prob": avg_prob}
|
||||
)
|
||||
|
||||
def soft_entropy_loss(self, z):
|
||||
# if we divide the code in subgroups of size group_size, the codebook will be of size 2 ** group_size
|
||||
# the sub-code is the last group_size bits of the full code
|
||||
group_code_book = self.group_codebook / (self.embed_dim ** 0.5 if self.l2_norm else 1)
|
||||
divided_z = rearrange(z, '... (g c) -> ... g c', c=self.group_size)
|
||||
|
||||
# we calculate the distance between the divided_z and the codebook for each subgroup
|
||||
distance = - 2 * torch.einsum('... g c, d c ->... g d', divided_z, group_code_book)
|
||||
prob = (-distance * self.inv_temperature).softmax(dim=-1)
|
||||
if self.persample_entropy_compute == 'analytical':
|
||||
if self.l2_norm:
|
||||
p = torch.sigmoid(-4 * z / (self.embed_dim ** 0.5) * self.inv_temperature)
|
||||
else:
|
||||
p = torch.sigmoid(-4 * z * self.inv_temperature)
|
||||
prob = torch.stack([p, 1 - p], dim=-1)
|
||||
per_sample_entropy = self.get_entropy(prob, dim=-1, normalize=False).sum(dim=-1).mean()
|
||||
else:
|
||||
per_sample_entropy = self.get_entropy(prob, dim=-1, normalize=False).sum(dim=-1).mean()
|
||||
|
||||
# macro average of the probability of each subgroup
|
||||
avg_prob = reduce(prob, '... g d ->g d', 'mean')
|
||||
codebook_entropy = self.get_entropy(avg_prob, dim=-1, normalize=False)
|
||||
|
||||
# the approximation of the entropy is the sum of the entropy of each subgroup
|
||||
return per_sample_entropy, codebook_entropy.sum(), avg_prob
|
||||
|
||||
def get_hard_per_sample_entropy(self, zb_by_sample):
|
||||
probs_per_dim = zb_by_sample.sum(1) / zb_by_sample.shape[1]
|
||||
persample_entropy = - probs_per_dim * torch.log(probs_per_dim + 1e-8) - (1 - probs_per_dim) * torch.log(1 - probs_per_dim + 1e-8)
|
||||
persample_entropy = persample_entropy.sum(-1)
|
||||
return persample_entropy.mean()
|
||||
|
||||
def codes_to_indexes(self, zhat):
|
||||
"""Converts a `code` to an index in the codebook.
|
||||
Args:
|
||||
zhat: A tensor of shape (B, ..., C) containing the codes. must be in {-1, 1}
|
||||
"""
|
||||
assert zhat.shape[-1] == self.embed_dim, f"Expected {self.embed_dim} dimensions, got {zhat.shape[-1]}"
|
||||
return ((zhat + 1) / 2 * self.basis).sum(axis=-1).to(torch.int64)
|
||||
|
||||
def codes_to_group_indexes(self, zhat):
|
||||
"""Converts a `code` to a list of indexes (in groups) in the codebook.
|
||||
Args:
|
||||
zhat: A tensor of shape (B, ..., C) containing the codes. must be in {-1, 1}
|
||||
"""
|
||||
zhat_in_group = rearrange(zhat, 'b ... (g c) -> b ... g c', c=self.group_size)
|
||||
return ((zhat_in_group + 1) / 2 * self.group_basis).sum(axis=-1).to(torch.int64)
|
||||
|
||||
def indexes_to_codes(self, indices):
|
||||
"""Inverse of `indexes_to_codes`."""
|
||||
indices = indices.unsqueeze(-1)
|
||||
codes_non_centered = torch.remainder(
|
||||
torch.floor_divide(indices, self.basis), 2
|
||||
)
|
||||
return codes_non_centered * 2 - 1
|
||||
|
||||
def group_indexes_to_codes(self, group_indices):
|
||||
"""Inverse of `group_indexes_to_codes`."""
|
||||
group_indices = group_indices.unsqueeze(-1)
|
||||
codes_non_centered = torch.remainder(
|
||||
torch.floor_divide(group_indices, self.group_basis), 2
|
||||
)
|
||||
codes_non_centered = rearrange(codes_non_centered, 'b ... g c -> b ... (g c)')
|
||||
return codes_non_centered * 2 - 1
|
||||
|
||||
def get_entropy(self, count, dim=-1, eps=1e-4, normalize=True):
|
||||
if normalize:
|
||||
probs = (count + eps) / (count + eps).sum(dim=dim, keepdim=True)
|
||||
else:
|
||||
probs = count
|
||||
H = -(probs * torch.log(probs + 1e-8)).sum(dim=dim)
|
||||
return H
|
||||
|
||||
def get_group_codebook_entry(self, group_indices):
|
||||
z_q = self.group_indexes_to_codes(group_indices)
|
||||
q_scale = 1. / (self.embed_dim ** 0.5) if self.l2_norm else 1.
|
||||
z_q = z_q * q_scale
|
||||
if self.input_format == 'bchw':
|
||||
h, w = int(z_q.shape[1] ** 0.5)
|
||||
assert h * w == z_q.shape[1], 'Invalid sequence length'
|
||||
z_q = rearrange(z_q, 'b (h w) c -> b c h w', h=h)
|
||||
return z_q
|
||||
|
||||
def get_codebook_entry(self, indices):
|
||||
z_q = self.indexes_to_codes(indices)
|
||||
q_scale = 1. / (self.embed_dim ** 0.5) if self.l2_norm else 1.
|
||||
z_q = z_q * q_scale
|
||||
if self.input_format == 'bchw':
|
||||
h, w = int(z_q.shape[1] ** 0.5)
|
||||
assert h * w == z_q.shape[1], 'Invalid sequence length'
|
||||
z_q = rearrange(z_q, 'b (h w) c -> b c h w', h=h)
|
||||
return z_q
|
||||
|
||||
|
||||
class BSQuantizer(nn.Module):
|
||||
|
||||
def __init__(self, s1_bits, s2_bits, beta, gamma0, gamma, zeta, group_size):
|
||||
super().__init__()
|
||||
self.codebook_dim = s1_bits + s2_bits
|
||||
self.s1_bits = s1_bits
|
||||
self.s2_bits = s2_bits
|
||||
self.bsq = BinarySphericalQuantizer(self.codebook_dim, beta, gamma0, gamma, zeta, group_size=group_size)
|
||||
|
||||
def bits_to_indices(self, bits):
|
||||
bits = (bits >= 0).to(torch.long)
|
||||
indices = 2 ** torch.arange(
|
||||
0,
|
||||
bits.shape[-1],
|
||||
1,
|
||||
dtype=torch.long,
|
||||
device=bits.device,
|
||||
)
|
||||
return (bits * indices).sum(-1)
|
||||
|
||||
def forward(self, z, half=False, collect_metrics=True):
|
||||
z = F.normalize(z, dim=-1)
|
||||
quantized, bsq_loss, metrics = self.bsq(z, collect_metrics=collect_metrics)
|
||||
if half:
|
||||
q_pre = quantized[:, :, :self.s1_bits]
|
||||
q_post = quantized[:, :, self.s1_bits:]
|
||||
z_indices = [self.bits_to_indices(q_pre), self.bits_to_indices(q_post)]
|
||||
else:
|
||||
z_indices = self.bits_to_indices(quantized)
|
||||
return bsq_loss, quantized, z_indices
|
||||
|
||||
|
||||
class RMSNorm(torch.nn.Module):
|
||||
def __init__(self, dim: int, eps: float = 1e-5):
|
||||
super().__init__()
|
||||
self.eps = eps
|
||||
self.weight = nn.Parameter(torch.ones(dim))
|
||||
|
||||
def _norm(self, x):
|
||||
return x * torch.rsqrt(torch.mean(x * x, dim=-1, keepdim=True) + self.eps)
|
||||
|
||||
def forward(self, x):
|
||||
output = self._norm(x.float()).type_as(x)
|
||||
return output * self.weight
|
||||
|
||||
|
||||
class FeedForward(nn.Module):
|
||||
def __init__(self, d_model, ff_dim, ffn_dropout_p=0.0):
|
||||
super().__init__()
|
||||
|
||||
self.w1 = nn.Linear(d_model, ff_dim, bias=False)
|
||||
self.w3 = nn.Linear(d_model, ff_dim, bias=False)
|
||||
self.w2 = nn.Linear(ff_dim, d_model, bias=False)
|
||||
self.ffn_dropout = nn.Dropout(ffn_dropout_p)
|
||||
|
||||
def forward(self, x):
|
||||
return self.ffn_dropout(self.w2(F.silu(self.w1(x)) * self.w3(x)))
|
||||
|
||||
|
||||
class RotaryPositionalEmbedding(nn.Module):
|
||||
def __init__(self, dim):
|
||||
super().__init__()
|
||||
inv_freq = 1.0 / (10000 ** (torch.arange(0, dim, 2).float() / dim))
|
||||
self.register_buffer("inv_freq", inv_freq)
|
||||
self.seq_len_cached = None
|
||||
self.cos_cached = None
|
||||
self.sin_cached = None
|
||||
|
||||
def _update_cos_sin_cache(self, x, seq_len):
|
||||
if seq_len != self.seq_len_cached:
|
||||
self.seq_len_cached = seq_len
|
||||
t = torch.arange(seq_len, device=x.device).type_as(self.inv_freq)
|
||||
freqs = torch.einsum('i,j->ij', t, self.inv_freq)
|
||||
emb = torch.cat((freqs, freqs), dim=-1).to(x.device)
|
||||
self.cos_cached = emb.cos()[None, None, :, :]
|
||||
self.sin_cached = emb.sin()[None, None, :, :]
|
||||
return self.cos_cached, self.sin_cached
|
||||
|
||||
def forward(self, q, k):
|
||||
cos, sin = self._update_cos_sin_cache(q, q.shape[-2])
|
||||
return (
|
||||
(q * cos) + (self._rotate_half(q) * sin),
|
||||
(k * cos) + (self._rotate_half(k) * sin),
|
||||
)
|
||||
|
||||
def _rotate_half(self, x):
|
||||
x1, x2 = x.chunk(2, dim=-1)
|
||||
return torch.cat((-x2, x1), dim=-1)
|
||||
|
||||
|
||||
class MultiHeadAttentionWithRoPE(nn.Module):
|
||||
def __init__(self, d_model, n_heads, attn_dropout_p=0.0, resid_dropout_p=0.0):
|
||||
super().__init__()
|
||||
self.d_model = d_model
|
||||
self.n_heads = n_heads
|
||||
self.head_dim = d_model // n_heads
|
||||
|
||||
self.q_proj = nn.Linear(d_model, d_model)
|
||||
self.k_proj = nn.Linear(d_model, d_model)
|
||||
self.v_proj = nn.Linear(d_model, d_model)
|
||||
self.out_proj = nn.Linear(d_model, d_model)
|
||||
self.rotary = RotaryPositionalEmbedding(self.head_dim)
|
||||
self.attn_dropout_p = attn_dropout_p
|
||||
self.resid_dropout = nn.Dropout(resid_dropout_p)
|
||||
|
||||
def forward(self, x, key_padding_mask=None):
|
||||
batch_size, seq_len, _ = x.shape
|
||||
|
||||
q = self.q_proj(x).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
||||
k = self.k_proj(x).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
||||
v = self.v_proj(x).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
||||
|
||||
q, k = self.rotary(q, k)
|
||||
|
||||
if key_padding_mask is not None:
|
||||
attn_mask = key_padding_mask.unsqueeze(1).unsqueeze(2) # [batch, 1, 1, seq_len]
|
||||
attn_mask = attn_mask.expand(-1, self.n_heads, seq_len, -1) # [batch, n_heads, q_len, k_len]
|
||||
else:
|
||||
attn_mask = None
|
||||
|
||||
attn_output = F.scaled_dot_product_attention(
|
||||
q, k, v,
|
||||
attn_mask=attn_mask,
|
||||
dropout_p=self.attn_dropout_p if self.training else 0.0,
|
||||
is_causal=True
|
||||
)
|
||||
|
||||
attn_output = attn_output.transpose(1, 2).contiguous().view(batch_size, seq_len, self.d_model)
|
||||
return self.resid_dropout(self.out_proj(attn_output))
|
||||
|
||||
|
||||
class MultiHeadCrossAttentionWithRoPE(nn.Module):
|
||||
def __init__(self, d_model, n_heads, attn_dropout_p=0.0, resid_dropout=0.0):
|
||||
super().__init__()
|
||||
self.d_model = d_model
|
||||
self.n_heads = n_heads
|
||||
self.head_dim = d_model // n_heads
|
||||
|
||||
self.q_proj = nn.Linear(d_model, d_model)
|
||||
self.k_proj = nn.Linear(d_model, d_model)
|
||||
self.v_proj = nn.Linear(d_model, d_model)
|
||||
self.out_proj = nn.Linear(d_model, d_model)
|
||||
self.rotary = RotaryPositionalEmbedding(self.head_dim)
|
||||
self.attn_dropout_p = attn_dropout_p
|
||||
self.resid_dropout = nn.Dropout(resid_dropout)
|
||||
|
||||
def forward(self, query, key, value, key_padding_mask=None):
|
||||
batch_size, q_len, _ = query.shape
|
||||
_, seq_len, _ = key.shape
|
||||
|
||||
q = self.q_proj(query).view(batch_size, q_len, self.n_heads, self.head_dim).transpose(1, 2)
|
||||
k = self.k_proj(key).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
||||
v = self.v_proj(value).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
||||
|
||||
q, k = self.rotary(q, k)
|
||||
|
||||
if key_padding_mask is not None:
|
||||
attn_mask = key_padding_mask.unsqueeze(1).unsqueeze(2)
|
||||
attn_mask = attn_mask.expand(-1, self.n_heads, q_len, -1)
|
||||
else:
|
||||
attn_mask = None
|
||||
|
||||
is_causal_flag = self.training
|
||||
|
||||
attn_output = F.scaled_dot_product_attention(
|
||||
q, k, v,
|
||||
attn_mask=attn_mask,
|
||||
dropout_p=self.attn_dropout_p if self.training else 0.0,
|
||||
is_causal=is_causal_flag
|
||||
)
|
||||
|
||||
attn_output = attn_output.transpose(1, 2).contiguous().view(batch_size, q_len, self.d_model)
|
||||
return self.resid_dropout(self.out_proj(attn_output))
|
||||
|
||||
|
||||
class HierarchicalEmbedding(nn.Module):
|
||||
def __init__(self, s1_bits, s2_bits, d_model=256):
|
||||
super().__init__()
|
||||
self.s1_bits = s1_bits
|
||||
self.s2_bits = s2_bits
|
||||
|
||||
vocab_s1 = 2 ** s1_bits
|
||||
vocab_s2 = 2 ** s2_bits
|
||||
|
||||
self.emb_s1 = nn.Embedding(vocab_s1, d_model)
|
||||
self.emb_s2 = nn.Embedding(vocab_s2, d_model)
|
||||
self.d_model = d_model
|
||||
self.fusion_proj = nn.Linear(d_model * 2, d_model)
|
||||
|
||||
nn.init.normal_(self.emb_s1.weight, mean=0, std=d_model ** -0.5)
|
||||
nn.init.normal_(self.emb_s2.weight, mean=0, std=d_model ** -0.5)
|
||||
|
||||
def split_token(self, token_ids: torch.Tensor, s2_bits: int):
|
||||
"""Inputs:
|
||||
token_ids (torch.Tensor): Composite token IDs of shape [batch_size, seq_len] or [N], each in range [0, 2^(s1_bits + s2_bits) - 1].
|
||||
s2_bits (int): Number of low bits used for the fine token (s2).
|
||||
"""
|
||||
assert isinstance(s2_bits, int) and s2_bits > 0, "s2_bits must be a positive integer"
|
||||
|
||||
t = token_ids.long()
|
||||
mask = (1 << s2_bits) - 1
|
||||
s2_ids = t & mask # extract low bits
|
||||
s1_ids = t >> s2_bits # extract high bits
|
||||
return s1_ids, s2_ids
|
||||
|
||||
def forward(self, token_ids):
|
||||
"""Inputs:
|
||||
token_ids:
|
||||
- tuple or list: (s1_ids, s2_ids), each of shape [batch_size, seq_len], or
|
||||
- torch.Tensor: composite token IDs of shape [batch_size, seq_len], which will be split into (s1_ids, s2_ids) internally.
|
||||
Output: [batch_size, seq_len, d_model]
|
||||
"""
|
||||
if isinstance(token_ids, tuple) or isinstance(token_ids, list):
|
||||
s1_ids, s2_ids = token_ids
|
||||
else:
|
||||
s1_ids, s2_ids = self.split_token(token_ids, self.s2_bits)
|
||||
s1_emb = self.emb_s1(s1_ids) * math.sqrt(self.d_model)
|
||||
s2_emb = self.emb_s2(s2_ids) * math.sqrt(self.d_model)
|
||||
return self.fusion_proj(torch.cat([s1_emb, s2_emb], dim=-1))
|
||||
|
||||
|
||||
class DependencyAwareLayer(nn.Module):
|
||||
def __init__(self, d_model, n_heads=4, attn_dropout_p=0.0, resid_dropout=0.0):
|
||||
super().__init__()
|
||||
self.cross_attn = MultiHeadCrossAttentionWithRoPE(d_model, n_heads, attn_dropout_p, resid_dropout)
|
||||
self.norm = RMSNorm(d_model)
|
||||
|
||||
def forward(self, hidden_states, sibling_embed, key_padding_mask=None):
|
||||
"""hidden_states: [batch, seq_len, d_model]
|
||||
sibling_embed: Embedding from another subtoken
|
||||
"""
|
||||
attn_out = self.cross_attn(
|
||||
query=sibling_embed,
|
||||
key=hidden_states,
|
||||
value=hidden_states,
|
||||
key_padding_mask=key_padding_mask
|
||||
)
|
||||
return self.norm(hidden_states + attn_out)
|
||||
|
||||
|
||||
class TransformerBlock(nn.Module):
|
||||
def __init__(self, d_model, n_heads, ff_dim=1024, ffn_dropout_p=0.0, attn_dropout_p=0.0, resid_dropout_p=0.0):
|
||||
super().__init__()
|
||||
self.norm1 = RMSNorm(d_model)
|
||||
self.self_attn = MultiHeadAttentionWithRoPE(d_model, n_heads, attn_dropout_p, resid_dropout_p)
|
||||
self.norm2 = RMSNorm(d_model)
|
||||
self.ffn = FeedForward(d_model, ff_dim, ffn_dropout_p)
|
||||
|
||||
def forward(self, x, key_padding_mask=None):
|
||||
residual = x
|
||||
x = self.norm1(x)
|
||||
attn_out = self.self_attn(x, key_padding_mask=key_padding_mask)
|
||||
x = residual + attn_out
|
||||
|
||||
residual = x
|
||||
x = self.norm2(x)
|
||||
ffn_out = self.ffn(x)
|
||||
x = residual + ffn_out
|
||||
return x
|
||||
|
||||
|
||||
class DualHead(nn.Module):
|
||||
def __init__(self, s1_bits, s2_bits, d_model):
|
||||
super().__init__()
|
||||
self.vocab_s1 = 2 ** s1_bits
|
||||
self.vocab_s2 = 2 ** s2_bits
|
||||
self.proj_s1 = nn.Linear(d_model, self.vocab_s1)
|
||||
self.proj_s2 = nn.Linear(d_model, self.vocab_s2)
|
||||
|
||||
def compute_loss(self, s1_logits, s2_logits, s1_targets, s2_targets, padding_mask=None):
|
||||
if padding_mask is not None:
|
||||
valid_mask = (padding_mask == 0)
|
||||
s1_logits = s1_logits[valid_mask]
|
||||
s2_logits = s2_logits[valid_mask]
|
||||
s1_targets = s1_targets[valid_mask]
|
||||
s2_targets = s2_targets[valid_mask]
|
||||
ce_s1 = F.cross_entropy(s1_logits, s1_targets)
|
||||
ce_s2 = F.cross_entropy(s2_logits, s2_targets)
|
||||
else:
|
||||
ce_s1 = F.cross_entropy(s1_logits.reshape(-1, self.vocab_s1), s1_targets.reshape(-1))
|
||||
ce_s2 = F.cross_entropy(s2_logits.reshape(-1, self.vocab_s2), s2_targets.reshape(-1))
|
||||
ce_loss = (ce_s1 + ce_s2) / 2
|
||||
return ce_loss, ce_s1, ce_s2
|
||||
|
||||
def forward(self, x):
|
||||
return self.proj_s1(x)
|
||||
|
||||
def cond_forward(self, x2):
|
||||
return self.proj_s2(x2)
|
||||
|
||||
|
||||
class FixedEmbedding(nn.Module):
|
||||
def __init__(self, c_in, d_model):
|
||||
super(FixedEmbedding, self).__init__()
|
||||
|
||||
w = torch.zeros(c_in, d_model).float()
|
||||
w.require_grad = False
|
||||
|
||||
position = torch.arange(0, c_in).float().unsqueeze(1)
|
||||
div_term = (torch.arange(0, d_model, 2).float() * -(math.log(10000.0) / d_model)).exp()
|
||||
|
||||
w[:, 0::2] = torch.sin(position * div_term)
|
||||
w[:, 1::2] = torch.cos(position * div_term)
|
||||
|
||||
self.emb = nn.Embedding(c_in, d_model)
|
||||
self.emb.weight = nn.Parameter(w, requires_grad=False)
|
||||
|
||||
def forward(self, x):
|
||||
return self.emb(x).detach()
|
||||
|
||||
|
||||
class TemporalEmbedding(nn.Module):
|
||||
def __init__(self, d_model, learn_pe):
|
||||
super(TemporalEmbedding, self).__init__()
|
||||
|
||||
minute_size = 60
|
||||
hour_size = 24
|
||||
weekday_size = 7
|
||||
day_size = 32
|
||||
month_size = 13
|
||||
|
||||
Embed = FixedEmbedding if not learn_pe else nn.Embedding
|
||||
self.minute_embed = Embed(minute_size, d_model)
|
||||
self.hour_embed = Embed(hour_size, d_model)
|
||||
self.weekday_embed = Embed(weekday_size, d_model)
|
||||
self.day_embed = Embed(day_size, d_model)
|
||||
self.month_embed = Embed(month_size, d_model)
|
||||
|
||||
def forward(self, x):
|
||||
x = x.long()
|
||||
|
||||
minute_x = self.minute_embed(x[:, :, 0])
|
||||
hour_x = self.hour_embed(x[:, :, 1])
|
||||
weekday_x = self.weekday_embed(x[:, :, 2])
|
||||
day_x = self.day_embed(x[:, :, 3])
|
||||
month_x = self.month_embed(x[:, :, 4])
|
||||
|
||||
return hour_x + weekday_x + day_x + month_x + minute_x
|
||||
539
skills/alphaear-predictor/scripts/utils/predictor/training.py
Normal file
539
skills/alphaear-predictor/scripts/utils/predictor/training.py
Normal file
@@ -0,0 +1,539 @@
|
||||
import os
|
||||
import sys
|
||||
import time
|
||||
import torch
|
||||
import torch.nn as nn
|
||||
import pandas as pd
|
||||
import numpy as np
|
||||
import json
|
||||
import random
|
||||
from loguru import logger
|
||||
from datetime import datetime, timedelta
|
||||
from sentence_transformers import SentenceTransformer
|
||||
from dotenv import load_dotenv
|
||||
|
||||
load_dotenv(os.path.expanduser("~/.config/opencode/.env"))
|
||||
|
||||
# Setup paths
|
||||
KRONOS_DIR = os.path.dirname(os.path.abspath(__file__))
|
||||
SRC_DIR = os.path.dirname(os.path.dirname(KRONOS_DIR))
|
||||
if SRC_DIR not in sys.path:
|
||||
sys.path.insert(0, SRC_DIR)
|
||||
|
||||
from ..kronos.model import Kronos, KronosTokenizer, KronosPredictor
|
||||
from ..database_manager import DatabaseManager
|
||||
from ..stock_tools import StockTools
|
||||
from ..search_tools import SearchTools
|
||||
from ..llm.factory import get_model
|
||||
from ..visualizer import VisualizerTools
|
||||
from ..schema.models import ForecastResult, KLinePoint
|
||||
from agno.agent import Agent
|
||||
|
||||
|
||||
class AutoSynthesisTrainer:
|
||||
def __init__(self, news_dim=384):
|
||||
self.device = (
|
||||
"cuda"
|
||||
if torch.cuda.is_available()
|
||||
else "mps"
|
||||
if torch.backends.mps.is_available()
|
||||
else "cpu"
|
||||
)
|
||||
self.db = DatabaseManager()
|
||||
self.tools = StockTools(self.db)
|
||||
self.searcher = SearchTools(self.db)
|
||||
# Try loading from local cache first to avoid network timeouts
|
||||
model_name = os.getenv(
|
||||
"EMBEDDING_MODEL", "sentence-transformers/all-MiniLM-L6-v2"
|
||||
)
|
||||
try:
|
||||
logger.info(f"🔄 Attempting to load {model_name} from local cache...")
|
||||
self.embedder = SentenceTransformer(
|
||||
model_name, device=self.device, local_files_only=True
|
||||
)
|
||||
logger.success("✅ Model loaded from local cache.")
|
||||
except Exception:
|
||||
logger.warning(
|
||||
"⚠️ Local cache not found or incomplete. Attempting to download..."
|
||||
)
|
||||
self.embedder = SentenceTransformer(model_name, device=self.device)
|
||||
self.news_dim = news_dim
|
||||
|
||||
# Try loading from local cache first to avoid network timeouts
|
||||
try:
|
||||
logger.info(
|
||||
"🔄 Attempting to load Kronos and Tokenizer from local cache..."
|
||||
)
|
||||
self.tokenizer = KronosTokenizer.from_pretrained(
|
||||
"NeoQuasar/Kronos-Tokenizer-base", local_files_only=True
|
||||
).to(self.device)
|
||||
base_model = Kronos.from_pretrained(
|
||||
"NeoQuasar/Kronos-base", local_files_only=True
|
||||
)
|
||||
logger.success("✅ Kronos and Tokenizer loaded from local cache.")
|
||||
except Exception:
|
||||
logger.warning(
|
||||
"⚠️ Local Kronos/Tokenizer not found or incomplete. Attempting to download..."
|
||||
)
|
||||
self.tokenizer = KronosTokenizer.from_pretrained(
|
||||
"NeoQuasar/Kronos-Tokenizer-base"
|
||||
).to(self.device)
|
||||
base_model = Kronos.from_pretrained("NeoQuasar/Kronos-base")
|
||||
|
||||
self.model = Kronos(
|
||||
base_model.s1_bits,
|
||||
base_model.s2_bits,
|
||||
base_model.n_layers,
|
||||
base_model.d_model,
|
||||
base_model.n_heads,
|
||||
base_model.ff_dim,
|
||||
base_model.ffn_dropout_p,
|
||||
base_model.attn_dropout_p,
|
||||
base_model.resid_dropout_p,
|
||||
base_model.token_dropout_p,
|
||||
base_model.learn_te,
|
||||
news_dim=self.news_dim,
|
||||
).to(self.device)
|
||||
self.model.load_state_dict(base_model.state_dict(), strict=False)
|
||||
|
||||
# LLM for causality verification
|
||||
provider = os.getenv("LLM_PROVIDER", "ust")
|
||||
model_id = os.getenv("LLM_MODEL", "Qwen")
|
||||
self.llm_agent = Agent(model=get_model(provider, model_id))
|
||||
|
||||
def discover_shocks(
|
||||
self, ticker_list, threshold=2.0, limit_per_stock=5, days=365, pred_len=5
|
||||
):
|
||||
"""1. Find days with significant price movements (Look back 1 year)"""
|
||||
shocks = []
|
||||
end_date = datetime.now().strftime("%Y-%m-%d")
|
||||
start_date = (datetime.now() - timedelta(days=days)).strftime("%Y-%m-%d")
|
||||
|
||||
for ticker in ticker_list:
|
||||
df = self.tools.get_stock_price(
|
||||
ticker, start_date=start_date, end_date=end_date
|
||||
)
|
||||
if df.empty or len(df) < 60:
|
||||
continue
|
||||
|
||||
# Look for big moves
|
||||
moves = df[df["change_pct"].abs() > threshold].copy()
|
||||
if moves.empty:
|
||||
continue
|
||||
|
||||
count = 0
|
||||
for idx, row in moves.iterrows():
|
||||
# Ensure we have history before this day AND enough future days for eval
|
||||
date_idx = df.index.get_loc(idx)
|
||||
if date_idx < 50 or date_idx + pred_len > len(df):
|
||||
continue
|
||||
|
||||
shocks.append(
|
||||
{
|
||||
"ticker": ticker,
|
||||
"date": row["date"],
|
||||
"change": row["change_pct"],
|
||||
"history": df.iloc[date_idx - 50 : date_idx],
|
||||
"target": df.iloc[
|
||||
date_idx : date_idx + pred_len
|
||||
], # Now capturing pred_len days
|
||||
}
|
||||
)
|
||||
count += 1
|
||||
if count >= limit_per_stock:
|
||||
break
|
||||
|
||||
logger.info(
|
||||
f"✨ Discovered {len(shocks)} potential price shocks over the last {days} days."
|
||||
)
|
||||
return shocks
|
||||
|
||||
def find_reason_and_verify(self, shock):
|
||||
"""2. Search for reasons and verify causality using LLM"""
|
||||
ticker_info = self.db.get_stock_by_code(shock["ticker"])
|
||||
name = ticker_info["name"] if ticker_info else shock["ticker"]
|
||||
date_str = shock["date"]
|
||||
|
||||
# Try multiple query variations and engines
|
||||
queries = [
|
||||
f"{name} ({shock['ticker']}) {date_str} 为什么涨跌 原因",
|
||||
f"{name} {date_str} 异动 原因",
|
||||
f"{shock['ticker']} {date_str} 新闻",
|
||||
]
|
||||
|
||||
search_results = []
|
||||
for query in queries:
|
||||
logger.info(f"🔍 Searching for reason: {query}")
|
||||
# Try alternate engines
|
||||
for engine in ["baidu"]:
|
||||
try:
|
||||
results = self.searcher.search_list(
|
||||
query, engine=engine, max_results=3, enrich=False
|
||||
)
|
||||
if results:
|
||||
search_results = results
|
||||
break
|
||||
except Exception as e:
|
||||
logger.warning(f"Search failed for {query} on {engine}: {e}")
|
||||
|
||||
if search_results:
|
||||
break
|
||||
time.sleep(random.uniform(1.0, 2.0))
|
||||
|
||||
if not search_results:
|
||||
logger.warning(
|
||||
f"⚠️ No search results found for {name} on {date_str} after multiple attempts."
|
||||
)
|
||||
return None
|
||||
|
||||
context = "\n".join(
|
||||
[f"- {r['title']}: {r.get('content', '')[:300]}" for r in search_results]
|
||||
)
|
||||
|
||||
prompt = f"""
|
||||
任务:判断以下新闻是否解释了该股票在 {date_str} 的 {shock["change"]:.2f}% 价格变动。
|
||||
|
||||
股票:{name}
|
||||
日期:{date_str}
|
||||
变动:{shock["change"]:.2f}%
|
||||
|
||||
搜索结果:
|
||||
{context}
|
||||
|
||||
要求:
|
||||
1. 该新闻是否在该日期左右发生?
|
||||
2. 该新闻是否能逻辑上解释这种大幅波动(如财报、利好政策、重组、大环境暴跌等)?
|
||||
3. 如果是,请总结一段 100 字以内的“核心推动原因”。
|
||||
4. 返回 JSON: {{"is_causal": true/false, "summary": "原因摘要"}}
|
||||
"""
|
||||
|
||||
try:
|
||||
res = self.llm_agent.run(prompt)
|
||||
data = json.loads(
|
||||
res.content.replace("```json", "").replace("```", "").strip()
|
||||
)
|
||||
if data.get("is_causal"):
|
||||
logger.success(
|
||||
f"✅ Verified cause for {name} on {date_str}: {data['summary']}"
|
||||
)
|
||||
return data["summary"]
|
||||
else:
|
||||
logger.warning(
|
||||
f"❌ Verified cause for {name} on {date_str}: {data['summary']}"
|
||||
)
|
||||
return None
|
||||
except Exception as e:
|
||||
logger.warning(f"Verification failed: {e}")
|
||||
return None
|
||||
|
||||
def save_model(self, path=None):
|
||||
"""Save the news_proj weights"""
|
||||
if path is None:
|
||||
save_dir = os.path.join(SRC_DIR, "exports/models")
|
||||
os.makedirs(save_dir, exist_ok=True)
|
||||
path = os.path.join(
|
||||
save_dir, f"kronos_news_v1_{datetime.now().strftime('%Y%m%d_%H%M')}.pt"
|
||||
)
|
||||
|
||||
# We only really need to save the news_proj part as it's the only one we train
|
||||
torch.save(
|
||||
{
|
||||
"news_proj_state_dict": self.model.news_proj.state_dict(),
|
||||
"news_dim": self.news_dim,
|
||||
"d_model": self.model.d_model,
|
||||
},
|
||||
path,
|
||||
)
|
||||
logger.success(f"💾 Model weights saved to {path}")
|
||||
return path
|
||||
|
||||
def run_synthesis_and_train(self, tickers, pred_len=5):
|
||||
# 1. Discovery
|
||||
shocks = self.discover_shocks(tickers, pred_len=pred_len)
|
||||
print(f"find {len(shocks)} shocks")
|
||||
|
||||
# 2. News Association & Verification
|
||||
dataset = []
|
||||
max_news_items = 200 # Limit to 200 news items per session to avoid search bans
|
||||
|
||||
logger.info(
|
||||
f"🧬 Starting News Association for {len(shocks)} shocks (Max limit: {max_news_items})"
|
||||
)
|
||||
|
||||
for i, shock in enumerate(shocks):
|
||||
if len(dataset) >= max_news_items:
|
||||
logger.info("Reached maximum news items limit for this session.")
|
||||
break
|
||||
|
||||
summary = self.find_reason_and_verify(shock)
|
||||
if summary:
|
||||
# 3. Embedding news
|
||||
emb = self.embedder.encode(summary)
|
||||
dataset.append(
|
||||
{
|
||||
"history": shock["history"],
|
||||
"target": shock["target"],
|
||||
"news_emb": emb,
|
||||
"summary": summary,
|
||||
}
|
||||
)
|
||||
|
||||
# Add delay after search with randomness to avoid being blocked
|
||||
if i < len(shocks) - 1:
|
||||
delay = random.uniform(2.0, 4.0)
|
||||
time.sleep(delay)
|
||||
|
||||
if not dataset:
|
||||
logger.error(
|
||||
"❌ No verified news-price pairs found. Adjust threshold or check if news is available in that period."
|
||||
)
|
||||
return
|
||||
|
||||
# 4. Train/Val Split
|
||||
random.seed(42)
|
||||
random.shuffle(dataset)
|
||||
|
||||
if len(dataset) < 2:
|
||||
train_set = dataset
|
||||
val_set = []
|
||||
logger.warning(
|
||||
f"⚠️ Only {len(dataset)} sample(s) found. Training on all, skipping validation."
|
||||
)
|
||||
else:
|
||||
split_idx = max(1, int(len(dataset) * 0.8))
|
||||
if split_idx >= len(dataset):
|
||||
split_idx = len(dataset) - 1
|
||||
|
||||
train_set = dataset[:split_idx]
|
||||
val_set = dataset[split_idx:]
|
||||
logger.info(
|
||||
f"🏗️ Dataset Split: {len(train_set)} samples for training, {len(val_set)} for validation."
|
||||
)
|
||||
|
||||
if not train_set:
|
||||
logger.error("❌ No samples for training.")
|
||||
return
|
||||
|
||||
# 5. Training (Few-shot)
|
||||
optimizer = torch.optim.Adam(self.model.news_proj.parameters(), lr=1e-3)
|
||||
criterion = nn.CrossEntropyLoss()
|
||||
self.model.train()
|
||||
|
||||
loss_history = []
|
||||
logger.info(f"🚀 Training for 30 epochs...")
|
||||
for epoch in range(30):
|
||||
total_loss = 0
|
||||
for item in train_set:
|
||||
optimizer.zero_grad()
|
||||
|
||||
# Prep Data
|
||||
hist_df = item["history"]
|
||||
# For training, we still focus on the immediate next point (teacher forcing)
|
||||
target_df = item["target"].iloc[:1]
|
||||
|
||||
hist_raw = hist_df[
|
||||
["open", "high", "low", "close", "volume"]
|
||||
].values.astype(np.float32)
|
||||
hist_raw = np.column_stack([hist_raw, hist_raw[:, 3] * hist_raw[:, 4]])
|
||||
|
||||
mean, std = hist_raw.mean(axis=0), hist_raw.std(axis=0) + 1e-5
|
||||
hist_norm = (
|
||||
torch.from_numpy((hist_raw - mean) / std)
|
||||
.unsqueeze(0)
|
||||
.to(self.device)
|
||||
)
|
||||
|
||||
target_raw = target_df[
|
||||
["open", "high", "low", "close", "volume"]
|
||||
].values.astype(np.float32)
|
||||
target_raw = np.column_stack(
|
||||
[target_raw, target_raw[:, 3] * target_raw[:, 4]]
|
||||
)
|
||||
target_norm = (
|
||||
torch.from_numpy((target_raw - mean) / std)
|
||||
.unsqueeze(0)
|
||||
.to(self.device)
|
||||
)
|
||||
|
||||
with torch.no_grad():
|
||||
z_indices = self.tokenizer.encode(hist_norm, half=True)
|
||||
t_indices = self.tokenizer.encode(target_norm, half=True)
|
||||
s1_ids, s2_ids = z_indices[0], z_indices[1]
|
||||
t_s1, t_s2 = t_indices[0], t_indices[1]
|
||||
|
||||
news_t = torch.from_numpy(item["news_emb"]).unsqueeze(0).to(self.device)
|
||||
s1_logits, s2_logits = self.model(
|
||||
s1_ids,
|
||||
s2_ids,
|
||||
news_emb=news_t,
|
||||
use_teacher_forcing=True,
|
||||
s1_targets=t_s1,
|
||||
)
|
||||
|
||||
loss = (
|
||||
criterion(s1_logits[:, -1, :], t_s1[:, 0])
|
||||
+ criterion(s2_logits[:, -1, :], t_s2[:, 0])
|
||||
) / 2
|
||||
loss.backward()
|
||||
optimizer.step()
|
||||
total_loss += loss.item()
|
||||
|
||||
avg_epoch_loss = total_loss / max(1, len(train_set))
|
||||
loss_history.append(avg_epoch_loss)
|
||||
|
||||
if (epoch + 1) % 10 == 0:
|
||||
logger.info(f"Epoch {epoch + 1} Loss: {avg_epoch_loss:.4f}")
|
||||
|
||||
# 5.1 Visualize Loss Curve
|
||||
loss_chart = VisualizerTools.generate_loss_chart(loss_history)
|
||||
VisualizerTools.render_chart_to_file(
|
||||
loss_chart,
|
||||
os.path.join(SRC_DIR, "exports/training_results/loss_curve.html"),
|
||||
)
|
||||
|
||||
# 5.2 Save final model
|
||||
self.save_model()
|
||||
|
||||
# 6. Final Evaluation on Validation Set
|
||||
if not val_set:
|
||||
logger.warning("⚠️ Validation set is empty. Skipping statistical analysis.")
|
||||
return
|
||||
|
||||
logger.info(
|
||||
f"🧪 Final Evaluation: Base vs News-Integrated ({pred_len}-day Window)"
|
||||
)
|
||||
self.model.eval()
|
||||
predictor = KronosPredictor(self.model, self.tokenizer, device=self.device)
|
||||
|
||||
base_maes = []
|
||||
news_maes = []
|
||||
|
||||
print("\n" + "=" * 90)
|
||||
print(
|
||||
f"{'Date':<12} | {'Ticker':<8} | {'Base MAE':<15} | {'News MAE':<15} | {'Improvement'}"
|
||||
)
|
||||
print("-" * 90)
|
||||
|
||||
for item in val_set:
|
||||
h = item["history"]
|
||||
t = item["target"]
|
||||
actuals = t["close"].values[:pred_len]
|
||||
|
||||
x_ts = pd.to_datetime(h["date"])
|
||||
# Future timestamps: handle business days if possible, or just simple offset
|
||||
future_dates = pd.date_range(
|
||||
start=x_ts.iloc[-1] + timedelta(days=1), periods=pred_len, freq="B"
|
||||
)
|
||||
y_ts = pd.Series(future_dates)
|
||||
|
||||
# A. Base Prediction
|
||||
p_base = predictor.predict(
|
||||
h, x_ts, y_ts, pred_len=pred_len, news_emb=None, verbose=False
|
||||
)
|
||||
b_preds = p_base["close"].values[: len(actuals)]
|
||||
|
||||
# B. News-Aware Prediction
|
||||
p_news = predictor.predict(
|
||||
h,
|
||||
x_ts,
|
||||
y_ts,
|
||||
pred_len=pred_len,
|
||||
news_emb=item["news_emb"],
|
||||
verbose=False,
|
||||
)
|
||||
n_preds = p_news["close"].values[: len(actuals)]
|
||||
|
||||
# Calculate MAE over the window
|
||||
b_mae = np.mean(np.abs(b_preds - actuals))
|
||||
n_mae = np.mean(np.abs(n_preds - actuals))
|
||||
|
||||
base_maes.append(b_mae)
|
||||
news_maes.append(n_mae)
|
||||
|
||||
improvement = (b_mae - n_mae) / (b_mae + 1e-6) * 100
|
||||
|
||||
date_str = str(t["date"].values[0])[:10]
|
||||
ticker = h.iloc[-1]["ticker"] if "ticker" in h.columns else "Stock"
|
||||
print(
|
||||
f"{date_str:<12} | {ticker:<8} | {b_mae:<15.4f} | {n_mae:<15.4f} | {improvement:>+7.1f}%"
|
||||
)
|
||||
|
||||
# C. Generate Visualization for this case
|
||||
try:
|
||||
# Helper to convert DF to KLinePoints
|
||||
def to_kp_list(preds_df):
|
||||
points = []
|
||||
for idx, row in preds_df.iterrows():
|
||||
points.append(
|
||||
KLinePoint(
|
||||
date=str(idx)[:10],
|
||||
open=row["open"],
|
||||
high=row["high"],
|
||||
low=row["low"],
|
||||
close=row["close"],
|
||||
volume=row["volume"] if "volume" in row else 0,
|
||||
)
|
||||
)
|
||||
return points
|
||||
|
||||
forecast_obj = ForecastResult(
|
||||
ticker=ticker,
|
||||
base_forecast=to_kp_list(p_base),
|
||||
adjusted_forecast=to_kp_list(p_news),
|
||||
rationale=item["summary"],
|
||||
)
|
||||
|
||||
# Ground truth for visualizer expects a DataFrame with 'date' and 'close'
|
||||
gt_df = t[["date", "open", "high", "low", "close", "volume"]]
|
||||
|
||||
chart = VisualizerTools.generate_stock_chart(
|
||||
df=h,
|
||||
ticker=ticker,
|
||||
title=f"Training Eval: {ticker} ({date_str}) Improvement: {improvement:.1f}%",
|
||||
forecast=forecast_obj,
|
||||
ground_truth=gt_df,
|
||||
)
|
||||
|
||||
safe_date = date_str.replace("-", "")
|
||||
filename = f"eval_{ticker}_{safe_date}.html"
|
||||
VisualizerTools.render_chart_to_file(
|
||||
chart, os.path.join(SRC_DIR, f"exports/training_results/{filename}")
|
||||
)
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to generate eval chart for {ticker}: {e}")
|
||||
|
||||
# Summary Statistics
|
||||
avg_base_err = sum(base_maes) / max(1, len(base_maes))
|
||||
avg_news_err = sum(news_maes) / max(1, len(news_maes))
|
||||
overall_imp = (avg_base_err - avg_news_err) / (avg_base_err + 1e-6) * 100
|
||||
|
||||
print("-" * 90)
|
||||
print(
|
||||
f"{'AVERAGE':<12} | {'-':<8} | {avg_base_err:<15.4f} | {avg_news_err:<15.4f} | {overall_imp:>+7.1f}%"
|
||||
)
|
||||
print("=" * 90 + "\n")
|
||||
|
||||
logger.success(
|
||||
f"🏁 Statistical Analysis Complete. Avg Error Reduction ({pred_len}-day): {overall_imp:.2f}%"
|
||||
)
|
||||
logger.info(
|
||||
f"📊 Visualization results saved to: {os.path.join(SRC_DIR, 'exports/training_results/')}"
|
||||
)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
trainer = AutoSynthesisTrainer()
|
||||
|
||||
logger.info("📂 Fetching all stock codes from database...")
|
||||
res = trainer.db.execute_query("SELECT code FROM stock_list")
|
||||
all_tickers = [row["code"] for row in res]
|
||||
|
||||
if not all_tickers:
|
||||
logger.warning("⚠️ No tickers found in stock_list table. Trying to sync...")
|
||||
trainer.tools._check_and_update_stock_list(force=True)
|
||||
res = trainer.db.execute_query("SELECT code FROM stock_list")
|
||||
all_tickers = [row["code"] for row in res]
|
||||
|
||||
logger.info(f"🚀 Starting training on potential stocks (1-year scan)...")
|
||||
# 为了演示,我们扫描前 100 个股票,寻找最近一年的冲击点
|
||||
trainer.run_synthesis_and_train(all_tickers[:100], pred_len=1)
|
||||
611
skills/alphaear-predictor/scripts/utils/search_tools.py
Normal file
611
skills/alphaear-predictor/scripts/utils/search_tools.py
Normal file
@@ -0,0 +1,611 @@
|
||||
import os
|
||||
import hashlib
|
||||
import json
|
||||
import re
|
||||
import requests
|
||||
import time
|
||||
import threading
|
||||
from typing import List, Dict, Optional, Any
|
||||
from agno.tools.duckduckgo import DuckDuckGoTools
|
||||
from agno.tools.baidusearch import BaiduSearchTools
|
||||
from agno.agent import Agent
|
||||
from loguru import logger
|
||||
from datetime import datetime
|
||||
from .database_manager import DatabaseManager
|
||||
from .content_extractor import ContentExtractor
|
||||
from .llm.factory import get_model
|
||||
from .hybrid_search import LocalNewsSearch
|
||||
|
||||
# 默认搜索缓存 TTL(秒),可通过环境变量覆盖
|
||||
DEFAULT_SEARCH_TTL = int(os.getenv("SEARCH_CACHE_TTL", "3600")) # 默认 1 小时
|
||||
|
||||
|
||||
class JinaSearchEngine:
|
||||
"""Jina Search API 封装 - 使用 s.jina.ai 进行网络搜索"""
|
||||
|
||||
JINA_SEARCH_URL = "https://s.jina.ai/"
|
||||
|
||||
# 速率限制配置
|
||||
_rate_limit_no_key = 10 # 无 key 时每分钟最大请求数
|
||||
_rate_window = 60.0
|
||||
_min_interval = 2.0
|
||||
_request_times = []
|
||||
_last_request_time = 0.0
|
||||
_lock = threading.Lock()
|
||||
|
||||
def __init__(self):
|
||||
self.api_key = os.getenv("JINA_API_KEY", "").strip()
|
||||
self.has_api_key = bool(self.api_key)
|
||||
if self.has_api_key:
|
||||
logger.info("✅ Jina Search API key configured")
|
||||
|
||||
@classmethod
|
||||
def _wait_for_rate_limit(cls, has_api_key: bool) -> None:
|
||||
"""等待以满足速率限制"""
|
||||
if has_api_key:
|
||||
time.sleep(0.3)
|
||||
return
|
||||
|
||||
with cls._lock:
|
||||
current_time = time.time()
|
||||
cls._request_times = [t for t in cls._request_times if current_time - t < cls._rate_window]
|
||||
|
||||
if len(cls._request_times) >= cls._rate_limit_no_key:
|
||||
oldest = cls._request_times[0]
|
||||
wait_time = cls._rate_window - (current_time - oldest) + 1.0
|
||||
if wait_time > 0:
|
||||
logger.warning(f"⏳ Jina Search rate limit, waiting {wait_time:.1f}s...")
|
||||
time.sleep(wait_time)
|
||||
current_time = time.time()
|
||||
cls._request_times = [t for t in cls._request_times if current_time - t < cls._rate_window]
|
||||
|
||||
time_since_last = current_time - cls._last_request_time
|
||||
if time_since_last < cls._min_interval:
|
||||
time.sleep(cls._min_interval - time_since_last)
|
||||
|
||||
cls._request_times.append(time.time())
|
||||
cls._last_request_time = time.time()
|
||||
|
||||
def search(self, query: str, max_results: int = 5) -> List[Dict]:
|
||||
"""
|
||||
使用 Jina Search API 执行搜索
|
||||
|
||||
Args:
|
||||
query: 搜索关键词
|
||||
max_results: 返回结果数量
|
||||
|
||||
Returns:
|
||||
搜索结果列表,每个结果包含 title, url, content
|
||||
"""
|
||||
if not query:
|
||||
return []
|
||||
|
||||
logger.info(f"🔍 Jina Search: {query}")
|
||||
|
||||
# 等待速率限制
|
||||
self._wait_for_rate_limit(self.has_api_key)
|
||||
|
||||
headers = {
|
||||
"Accept": "application/json",
|
||||
"X-Retain-Images": "none",
|
||||
}
|
||||
|
||||
if self.has_api_key:
|
||||
headers["Authorization"] = f"Bearer {self.api_key}"
|
||||
|
||||
try:
|
||||
# Jina Search API: https://s.jina.ai/{query}
|
||||
import urllib.parse
|
||||
encoded_query = urllib.parse.quote(query)
|
||||
url = f"{self.JINA_SEARCH_URL}{encoded_query}"
|
||||
|
||||
response = requests.get(url, headers=headers, timeout=30)
|
||||
|
||||
if response.status_code == 429:
|
||||
logger.warning("⚠️ Jina Search rate limited (429), waiting 30s...")
|
||||
time.sleep(30)
|
||||
return self.search(query, max_results)
|
||||
|
||||
if response.status_code != 200:
|
||||
logger.warning(f"Jina Search failed (Status {response.status_code})")
|
||||
return []
|
||||
|
||||
# 解析响应
|
||||
try:
|
||||
data = response.json()
|
||||
except json.JSONDecodeError:
|
||||
# 如果返回纯文本,尝试解析
|
||||
data = {"data": [{"title": "Search Result", "url": "", "content": response.text}]}
|
||||
|
||||
results = []
|
||||
|
||||
# Jina 返回格式可能是 {"data": [...]} 或直接是列表
|
||||
items = data.get("data", []) if isinstance(data, dict) else data
|
||||
if not isinstance(items, list):
|
||||
items = [items] if items else []
|
||||
|
||||
for i, item in enumerate(items[:max_results]):
|
||||
if isinstance(item, dict):
|
||||
results.append({
|
||||
"title": item.get("title", f"Result {i+1}"),
|
||||
"url": item.get("url", ""),
|
||||
"href": item.get("url", ""), # 兼容性
|
||||
"content": item.get("content", item.get("description", "")),
|
||||
"body": item.get("content", item.get("description", "")), # 兼容性
|
||||
})
|
||||
elif isinstance(item, str):
|
||||
results.append({
|
||||
"title": f"Result {i+1}",
|
||||
"url": "",
|
||||
"content": item
|
||||
})
|
||||
|
||||
logger.info(f"✅ Jina Search returned {len(results)} results")
|
||||
return results
|
||||
|
||||
except requests.exceptions.Timeout:
|
||||
logger.error("Jina Search timeout")
|
||||
return []
|
||||
except requests.exceptions.RequestException as e:
|
||||
logger.error(f"Jina Search request error: {e}")
|
||||
return []
|
||||
except Exception as e:
|
||||
logger.error(f"Jina Search unexpected error: {e}")
|
||||
return []
|
||||
|
||||
class SearchTools:
|
||||
"""扩展性搜索工具库 - 支持多引擎聚合与内容缓存"""
|
||||
|
||||
def __init__(self, db: DatabaseManager):
|
||||
self.db = db
|
||||
|
||||
# 检查 Jina API Key 是否配置
|
||||
jina_api_key = os.getenv("JINA_API_KEY", "").strip()
|
||||
self._jina_enabled = bool(jina_api_key)
|
||||
|
||||
self._engines = {
|
||||
"ddg": DuckDuckGoTools(),
|
||||
"baidu": BaiduSearchTools(),
|
||||
"local": LocalNewsSearch(db)
|
||||
}
|
||||
|
||||
# 如果配置了 Jina API Key,添加 Jina 引擎
|
||||
if self._jina_enabled:
|
||||
self._engines["jina"] = JinaSearchEngine()
|
||||
logger.info("🚀 Jina Search engine enabled (JINA_API_KEY configured)")
|
||||
|
||||
# 确定默认搜索引擎
|
||||
self._default_engine = "jina" if self._jina_enabled else "ddg"
|
||||
|
||||
def _generate_hash(self, query: str, engine: str, max_results: int) -> str:
|
||||
return hashlib.md5(f"{engine}:{query}:{max_results}".encode()).hexdigest()
|
||||
|
||||
def search(self, query: str, engine: str = None, max_results: int = 5, ttl: Optional[int] = None) -> str:
|
||||
"""
|
||||
使用指定搜索引擎执行网络搜索,结果会被缓存以提高效率。
|
||||
|
||||
Args:
|
||||
query: 搜索关键词,如 "英伟达财报" 或 "光伏行业政策"。
|
||||
engine: 搜索引擎选择。可选值:
|
||||
"jina" (Jina Search,需配置 JINA_API_KEY,LLM友好输出),
|
||||
"ddg" (DuckDuckGo,推荐英文/国际搜索),
|
||||
"baidu" (百度,推荐中文/国内搜索),
|
||||
"local" (本地历史新闻搜索,基于向量+BM25)。
|
||||
默认: 若配置了 JINA_API_KEY 则使用 "jina",否则 "ddg"。
|
||||
max_results: 期望返回的结果数量,默认 5 条。
|
||||
ttl: 缓存有效期(秒)。如果缓存超过此时间会重新搜索。
|
||||
默认使用环境变量 SEARCH_CACHE_TTL 或 3600 秒。
|
||||
设为 0 可强制刷新。
|
||||
|
||||
Returns:
|
||||
搜索结果的文本描述,包含标题、摘要和链接。
|
||||
"""
|
||||
# 使用默认引擎(如果配置了 Jina 则优先使用 Jina)
|
||||
if engine is None:
|
||||
engine = self._default_engine
|
||||
|
||||
if engine not in self._engines:
|
||||
return f"Error: Unsupported engine '{engine}'. Available: {list(self._engines.keys())}"
|
||||
|
||||
query_hash = self._generate_hash(query, engine, max_results)
|
||||
effective_ttl = ttl if ttl is not None else DEFAULT_SEARCH_TTL
|
||||
|
||||
# 1. 尝试从缓存读取 (local 引擎不缓存,因为它本身就是查库)
|
||||
if engine != "local":
|
||||
cache = self.db.get_search_cache(query_hash, ttl_seconds=effective_ttl if effective_ttl > 0 else None)
|
||||
if cache and effective_ttl != 0:
|
||||
logger.info(f"ℹ️ Found search results in cache for: {query} ({engine})")
|
||||
return cache['results']
|
||||
|
||||
# 2. 执行真实搜索
|
||||
logger.info(f"📡 Searching {engine} for: {query}")
|
||||
try:
|
||||
tool = self._engines[engine]
|
||||
if engine == "jina":
|
||||
# Jina Search 返回 List[Dict]
|
||||
jina_results = tool.search(query, max_results=max_results)
|
||||
results = []
|
||||
for r in jina_results:
|
||||
results.append({
|
||||
"title": r.get("title", ""),
|
||||
"href": r.get("url", ""),
|
||||
"body": r.get("content", "")
|
||||
})
|
||||
elif engine == "ddg":
|
||||
results = tool.duckduckgo_search(query, max_results=max_results)
|
||||
elif engine == "baidu":
|
||||
results = tool.baidu_search(query, max_results=max_results)
|
||||
elif engine == "local":
|
||||
# LocalNewsSearch 返回的是 List[Dict]
|
||||
local_results = tool.search(query, top_n=max_results)
|
||||
results = []
|
||||
for r in local_results:
|
||||
results.append({
|
||||
"title": r.get("title"),
|
||||
"href": r.get("url", "local"),
|
||||
"body": r.get("content", "")
|
||||
})
|
||||
else:
|
||||
results = "Search not implemented for this engine."
|
||||
|
||||
results_str = str(results)
|
||||
if engine != "local":
|
||||
self.db.save_search_cache(query_hash, query, engine, results_str)
|
||||
return results_str
|
||||
|
||||
except Exception as e:
|
||||
# 搜索失败时的降级策略
|
||||
if engine == "jina":
|
||||
logger.warning(f"⚠️ Jina search failed, falling back to ddg: {query} ({e})")
|
||||
try:
|
||||
return self.search(query, engine="ddg", max_results=max_results, ttl=ttl)
|
||||
except Exception as e2:
|
||||
logger.error(f"❌ DDG fallback also failed for {query}: {e2}")
|
||||
elif engine == "ddg":
|
||||
logger.warning(f"⚠️ DDG search failed, falling back to baidu: {query} ({e})")
|
||||
try:
|
||||
return self.search(query, engine="baidu", max_results=max_results, ttl=ttl)
|
||||
except Exception as e2:
|
||||
logger.error(f"❌ Baidu fallback also failed for {query}: {e2}")
|
||||
|
||||
logger.error(f"❌ Search failed for {query}: {e}")
|
||||
return f"Error occurred during search: {str(e)}"
|
||||
|
||||
def search_list(self, query: str, engine: str = None, max_results: int = 5, ttl: Optional[int] = None, enrich: bool = True) -> List[Dict]:
|
||||
"""
|
||||
执行搜索并返回结构化列表 (List[Dict])。
|
||||
Dict 包含: title, href (or url), body (or snippet)
|
||||
|
||||
Args:
|
||||
engine: 搜索引擎,默认使用配置的默认引擎(Jina 优先)
|
||||
enrich: 是否抓取正文内容 (默认 True)
|
||||
"""
|
||||
# 使用默认引擎
|
||||
if engine is None:
|
||||
engine = self._default_engine
|
||||
|
||||
if engine not in self._engines:
|
||||
logger.error(f"Unsupported engine {engine}")
|
||||
return []
|
||||
|
||||
# 不同的 hash 以区分是否 enrichment
|
||||
enrich_suffix = ":enriched" if enrich else ""
|
||||
query_hash = self._generate_hash(query, engine + enrich_suffix, max_results)
|
||||
effective_ttl = ttl if ttl is not None else DEFAULT_SEARCH_TTL
|
||||
|
||||
# 1. 尝试从缓存读取
|
||||
cache = self.db.get_search_cache(query_hash, ttl_seconds=effective_ttl if effective_ttl > 0 else None)
|
||||
if cache and effective_ttl != 0:
|
||||
try:
|
||||
cached_data = json.loads(cache['results'])
|
||||
if isinstance(cached_data, list):
|
||||
logger.info(f"ℹ️ Found structured search cache for: {query}")
|
||||
return cached_data
|
||||
except:
|
||||
pass
|
||||
|
||||
# 1.5 Smart Cache (Fuzzy + LLM)
|
||||
if effective_ttl != 0:
|
||||
try:
|
||||
# 1. Similar cached queries
|
||||
similar_queries = self.db.find_similar_queries(query, limit=3)
|
||||
# Filter by TTL
|
||||
valid_candidates = []
|
||||
for q in similar_queries:
|
||||
if q['query'] == query: continue
|
||||
q_time = datetime.fromisoformat(q['timestamp'])
|
||||
if effective_ttl and (datetime.now() - q_time).total_seconds() > effective_ttl:
|
||||
continue
|
||||
q['type'] = 'cached_search'
|
||||
valid_candidates.append(q)
|
||||
|
||||
# 2. Relevant local news (as search results)
|
||||
local_news = self.db.search_local_news(query, limit=3)
|
||||
if local_news:
|
||||
# Group local news as a single "candidate" source? Or individual?
|
||||
# Better to treat "Local News Database" as one candidate source that contains X items.
|
||||
# Or just add them to candidates list?
|
||||
# Let's package strictly relevant news as a "local_news_bundle"
|
||||
valid_candidates.append({
|
||||
'type': 'local_news',
|
||||
'query': 'Local Database News',
|
||||
'items': local_news,
|
||||
'timestamp': datetime.now().isoformat()
|
||||
})
|
||||
|
||||
if valid_candidates:
|
||||
logger.info(f"🤔 Found {len(valid_candidates)} smart cache candidates (Queries/News). Asking LLM...")
|
||||
evaluation = self._evaluate_cache_relevance(query, valid_candidates)
|
||||
|
||||
if evaluation and evaluation.get('reuse', False):
|
||||
idx = evaluation.get('index', -1)
|
||||
if 0 <= idx < len(valid_candidates):
|
||||
chosen = valid_candidates[idx]
|
||||
logger.info(f"🤖 LLM suggested reusing: '{chosen.get('query')}' ({chosen['type']})")
|
||||
|
||||
if chosen['type'] == 'cached_search':
|
||||
# Load the chosen cache
|
||||
cache = self.db.get_search_cache(chosen['query_hash'])
|
||||
if cache:
|
||||
try:
|
||||
cached_data = json.loads(cache['results'])
|
||||
if isinstance(cached_data, list):
|
||||
return cached_data
|
||||
except:
|
||||
pass
|
||||
elif chosen['type'] == 'local_news':
|
||||
# Convert local news items to search result format
|
||||
news_results = []
|
||||
for i, news in enumerate(chosen['items'], 1):
|
||||
news_results.append({
|
||||
"id": news.get('id'),
|
||||
"rank": i,
|
||||
"title": news.get('title'),
|
||||
"url": news.get('url'),
|
||||
"content": news.get('content'),
|
||||
"original_snippet": news.get('content')[:200] if news.get('content') else '',
|
||||
"source": f"Local News ({news.get('source')})",
|
||||
"publish_time": news.get('publish_time'),
|
||||
"crawl_time": news.get('crawl_time'),
|
||||
"sentiment_score": news.get('sentiment_score', 0),
|
||||
"meta_data": {"origin": "local_db"}
|
||||
})
|
||||
return news_results
|
||||
|
||||
except Exception as e:
|
||||
logger.warning(f"Smart cache check failed: {e}")
|
||||
|
||||
# 2. 执行搜索
|
||||
logger.info(f"📡 Searching {engine} (structured) for: {query}")
|
||||
try:
|
||||
tool = self._engines[engine]
|
||||
results = []
|
||||
if engine == "jina":
|
||||
# Jina Search 直接返回结构化数据
|
||||
jina_results = tool.search(query, max_results=max_results)
|
||||
for r in jina_results:
|
||||
results.append({
|
||||
"title": r.get("title", ""),
|
||||
"url": r.get("url", ""),
|
||||
"href": r.get("url", ""),
|
||||
"body": r.get("content", ""),
|
||||
"content": r.get("content", ""),
|
||||
"source": "Jina Search"
|
||||
})
|
||||
elif engine == "ddg":
|
||||
results = tool.duckduckgo_search(query, max_results=max_results)
|
||||
elif engine == "baidu":
|
||||
results = tool.baidu_search(query, max_results=max_results)
|
||||
elif engine == "local":
|
||||
# LocalNewsSearch 返回的是 List[Dict]
|
||||
local_results = tool.search(query, top_n=max_results)
|
||||
results = []
|
||||
for r in local_results:
|
||||
results.append({
|
||||
"title": r.get("title"),
|
||||
"url": r.get("url", "local"),
|
||||
"body": r.get("content", "")[:500],
|
||||
"source": f"Local ({r.get('source', 'db')})",
|
||||
"publish_time": r.get("publish_time")
|
||||
})
|
||||
|
||||
# 处理字符串类型的 JSON 返回 (Baidu 常返 JSON 字符串)
|
||||
if isinstance(results, str) and engine not in ["local", "jina"]:
|
||||
try:
|
||||
results = json.loads(results)
|
||||
except:
|
||||
pass
|
||||
|
||||
# 转为统一格式
|
||||
normalized_results = []
|
||||
if isinstance(results, list):
|
||||
|
||||
for i, r in enumerate(results, 1):
|
||||
title = r.get('title', '')
|
||||
url = r.get('href') or r.get('url') or r.get('link', '')
|
||||
content = r.get('body') or r.get('snippet') or r.get('abstract', '')
|
||||
|
||||
if title and url:
|
||||
normalized_results.append({
|
||||
"id": self._generate_hash(url + query, "search_item", i),
|
||||
"rank": i,
|
||||
"title": title,
|
||||
"url": url,
|
||||
"content": content,
|
||||
"original_snippet": content, # 保留摘要
|
||||
"source": f"Search ({engine})",
|
||||
"publish_time": datetime.now().isoformat(), # 暂用当前时间
|
||||
"crawl_time": datetime.now().isoformat(),
|
||||
"meta_data": {"query": query, "engine": engine}
|
||||
})
|
||||
|
||||
# Fallback if still string and failed to parse
|
||||
elif isinstance(results, str) and results:
|
||||
normalized_results.append({"title": query, "url": "", "content": results, "source": engine})
|
||||
|
||||
# 3. 抓取正文 & 计算情绪 (Enrichment)
|
||||
# 注意:如果使用 Jina Search,内容已经是 LLM 友好格式,可选择跳过 enrichment
|
||||
skip_content_enrichment = (engine == "jina")
|
||||
|
||||
if enrich and normalized_results:
|
||||
logger.info(f"🕸️ Enriching {len(normalized_results)} search results with Jina & Sentiment...")
|
||||
extractor = ContentExtractor()
|
||||
|
||||
# Lazy load sentiment tool
|
||||
if not hasattr(self, 'sentiment_tool') or self.sentiment_tool is None:
|
||||
from ..sentiment_tools import SentimentTools
|
||||
self.sentiment_tool = SentimentTools(self.db)
|
||||
|
||||
for item in normalized_results:
|
||||
if item.get("url"):
|
||||
try:
|
||||
# 如果是 Jina Search,内容已经足够好,跳过额外抓取
|
||||
if skip_content_enrichment and item.get("content") and len(item.get("content", "")) > 100:
|
||||
full_content = item["content"]
|
||||
else:
|
||||
# Use Jina Reader to get full content
|
||||
full_content = extractor.extract_with_jina(item["url"], timeout=60)
|
||||
|
||||
if full_content and len(full_content) > 100:
|
||||
item["content"] = full_content
|
||||
|
||||
# Calculate sentiment
|
||||
# Use title + snippet of content for efficiency
|
||||
text_to_analyze = f"{item['title']} {full_content[:500]}"
|
||||
sent_result = self.sentiment_tool.analyze_sentiment(text_to_analyze) # Using self.sentiment_tool
|
||||
score = sent_result.get('score', 0.0)
|
||||
item["sentiment_score"] = float(score)
|
||||
|
||||
logger.info(f" ✅ Enriched: {item['title'][:20]}... (Sentiment: {score:.2f})")
|
||||
else:
|
||||
# Fallback: Use snippet for sentiment
|
||||
logger.info(f" ⚠️ Content short/failed for {item['url']}, using snippet for sentiment.")
|
||||
text_to_analyze = f"{item['title']} {item['content']}" # content is snippet here
|
||||
sent_result = self.sentiment_tool.analyze_sentiment(text_to_analyze)
|
||||
score = sent_result.get('score', 0.0)
|
||||
item["sentiment_score"] = float(score)
|
||||
|
||||
except Exception as e:
|
||||
# Fallback: Use snippet for sentiment on error
|
||||
logger.warning(f"Failed to enrich {item['url']}: {e}. Using snippet.")
|
||||
text_to_analyze = f"{item['title']} {item['content']}"
|
||||
sent_result = self.sentiment_tool.analyze_sentiment(text_to_analyze)
|
||||
score = sent_result.get('score', 0.0)
|
||||
item["sentiment_score"] = float(score)
|
||||
|
||||
# 缓存结果 list
|
||||
if normalized_results:
|
||||
# Pass list directly, DB manager will handle JSON dump for main cache and populate search_details
|
||||
# Only cache if NOT from local news reuse (though this logic path is for fresh search)
|
||||
self.db.save_search_cache(query_hash, query, engine, normalized_results)
|
||||
|
||||
return normalized_results
|
||||
|
||||
except Exception as e:
|
||||
# 搜索失败时的降级策略
|
||||
if engine == "jina":
|
||||
logger.warning(f"⚠️ Jina search_list failed, falling back to ddg: {query} ({e})")
|
||||
try:
|
||||
return self.search_list(query, engine="ddg", max_results=max_results, ttl=ttl, enrich=enrich)
|
||||
except Exception as e2:
|
||||
logger.error(f"❌ DDG fallback (search_list) also failed for {query}: {e2}")
|
||||
elif engine == "ddg":
|
||||
logger.warning(f"⚠️ DDG search_list failed, falling back to baidu: {query} ({e})")
|
||||
try:
|
||||
return self.search_list(query, engine="baidu", max_results=max_results, ttl=ttl, enrich=enrich)
|
||||
except Exception as e2:
|
||||
logger.error(f"❌ Baidu fallback (search_list) also failed for {query}: {e2}")
|
||||
|
||||
logger.error(f"❌ Structured search failed for {query}: {e}")
|
||||
return []
|
||||
|
||||
def _evaluate_cache_relevance(self, current_query: str, candidates: List[Dict]) -> Dict:
|
||||
"""
|
||||
使用 LLM 评估缓存候选是否足以回答当前问题。
|
||||
"""
|
||||
try:
|
||||
# Prepare candidates text
|
||||
candidates_desc = []
|
||||
for i, c in enumerate(candidates):
|
||||
if c['type'] == 'cached_search':
|
||||
# Preview cached results if available?
|
||||
# Maybe just use the query string as a proxy for what's in there.
|
||||
# Or peek at 'results' snippet.
|
||||
preview = ""
|
||||
try:
|
||||
# Attempt to peek first result title from JSON string
|
||||
# Note: c.get('results') might be a stringified JSON list
|
||||
res_list = json.loads(c.get('results', '[]'))
|
||||
if res_list and isinstance(res_list, list) and len(res_list) > 0:
|
||||
first_item = res_list[0]
|
||||
if isinstance(first_item, dict) and 'title' in first_item:
|
||||
preview = f" (Contains: {first_item.get('title', '')[:50]}...)"
|
||||
except:
|
||||
pass
|
||||
candidates_desc.append(f"[{i}] Old Search Query: '{c['query']}' {preview} (Time: {c['timestamp']})")
|
||||
elif c['type'] == 'local_news':
|
||||
# List titles of local news
|
||||
titles = [item['title'] for item in c['items'][:3]]
|
||||
candidates_desc.append(f"[{i}] Local Database News: {', '.join(titles)}... (Time: {c['timestamp']})")
|
||||
|
||||
prompt = f"""
|
||||
Task: Decide if existing information is sufficient for the new search query.
|
||||
|
||||
New Query: "{current_query}"
|
||||
|
||||
Available Information Candidates:
|
||||
{chr(10).join(candidates_desc)}
|
||||
|
||||
Instructions:
|
||||
1. Analyze if any candidate provides ENOUGH up-to-date info for the "New Query".
|
||||
2. If yes, choose the best one.
|
||||
3. If the query implies needing LATEST real-time info and candidates are old, choose none.
|
||||
4. Return strictly JSON: {{"reuse": true/false, "index": <candidate_index_int>, "reason": "short explanation"}}
|
||||
"""
|
||||
# 初始化模型
|
||||
provider = os.getenv("LLM_PROVIDER", "ust")
|
||||
model_id = os.getenv("LLM_MODEL", "Qwen")
|
||||
host = os.getenv("LLM_HOST")
|
||||
if host:
|
||||
model = get_model(provider, model_id, host=host)
|
||||
else:
|
||||
model = get_model(provider, model_id)
|
||||
|
||||
agent = Agent(model=model, markdown=True)
|
||||
|
||||
response = agent.run(prompt)
|
||||
content = response.content
|
||||
|
||||
# Parse JSON
|
||||
json_match = re.search(r'```json\s*(.*?)\s*```', content, re.DOTALL)
|
||||
if json_match:
|
||||
return json.loads(json_match.group(1))
|
||||
elif '{' in content:
|
||||
# Fallback for cases where LLM doesn't wrap in ```json
|
||||
return json.loads(content[content.find('{'):content.rfind('}')+1])
|
||||
return {"reuse": False}
|
||||
|
||||
except Exception as e:
|
||||
logger.warning(f"LLM evaluation failed: {e}")
|
||||
return {"reuse": False}
|
||||
|
||||
def aggregate_search(self, query: str, engines: Optional[List[str]] = None, max_results: int = 5) -> str:
|
||||
"""
|
||||
使用多个搜索引擎同时搜索并聚合结果,获得更全面的信息覆盖。
|
||||
|
||||
Args:
|
||||
query: 搜索关键词。
|
||||
engines: 要使用的搜索引擎列表。可选值: ["ddg", "baidu"]。
|
||||
默认同时使用 ddg 和 baidu。
|
||||
max_results: 每个引擎期望返回的结果数量。
|
||||
|
||||
Returns:
|
||||
聚合后的搜索结果,按引擎分组显示。
|
||||
"""
|
||||
engines = engines or ["ddg", "baidu"]
|
||||
aggregated_results = []
|
||||
for engine in engines:
|
||||
res = self.search(query, engine=engine, max_results=max_results)
|
||||
aggregated_results.append(f"--- Results from {engine.upper()} ---\n{res}")
|
||||
|
||||
return "\n\n".join(aggregated_results)
|
||||
257
skills/alphaear-predictor/scripts/utils/stock_tools.py
Normal file
257
skills/alphaear-predictor/scripts/utils/stock_tools.py
Normal file
@@ -0,0 +1,257 @@
|
||||
from datetime import datetime, timedelta
|
||||
from typing import List, Dict, Optional
|
||||
import akshare as ak
|
||||
import pandas as pd
|
||||
import re
|
||||
import sqlite3
|
||||
from requests.exceptions import RequestException
|
||||
from loguru import logger
|
||||
from .database_manager import DatabaseManager
|
||||
import os
|
||||
from contextlib import contextmanager
|
||||
|
||||
@contextmanager
|
||||
def temporary_no_proxy():
|
||||
"""Context manager to temporarily unset proxy environment variables."""
|
||||
proxies = {k: os.environ.get(k) for k in ['http_proxy', 'https_proxy', 'HTTP_PROXY', 'HTTPS_PROXY']}
|
||||
for k in proxies:
|
||||
if k in os.environ:
|
||||
del os.environ[k]
|
||||
try:
|
||||
yield
|
||||
finally:
|
||||
for k, v in proxies.items():
|
||||
if v is not None:
|
||||
os.environ[k] = v
|
||||
|
||||
class StockTools:
|
||||
"""金融分析股票工具 - 结合高性能数据库缓存与增量更新"""
|
||||
|
||||
def __init__(self, db: DatabaseManager, auto_update: bool = True):
|
||||
"""
|
||||
初始化股票工具
|
||||
|
||||
Args:
|
||||
db: 数据库管理器
|
||||
auto_update: 是否在列表为空时自动更新,默认 True
|
||||
"""
|
||||
self.db = db
|
||||
if auto_update:
|
||||
self._check_and_update_stock_list()
|
||||
|
||||
def _check_and_update_stock_list(self, force: bool = False):
|
||||
"""检查并更新股票列表。仅在列表为空或 force=True 时从网络拉取。"""
|
||||
# 直接查询表中记录数
|
||||
cursor = self.db.conn.cursor()
|
||||
cursor.execute("SELECT COUNT(*) FROM stock_list")
|
||||
count = cursor.fetchone()[0]
|
||||
|
||||
if count > 0 and not force:
|
||||
logger.info(f"ℹ️ Stock list already cached ({count} stocks)")
|
||||
return
|
||||
|
||||
logger.info("📡 Updating A-share and HK-share stock list from akshare...")
|
||||
|
||||
def fetch_data():
|
||||
# A-share
|
||||
df_a = ak.stock_zh_a_spot_em()
|
||||
df_a = df_a[['代码', '名称']].copy()
|
||||
df_a.columns = ['code', 'name']
|
||||
|
||||
# HK-share
|
||||
df_hk = ak.stock_hk_spot_em()
|
||||
df_hk = df_hk[['代码', '名称']].copy()
|
||||
df_hk.columns = ['code', 'name']
|
||||
|
||||
# Combine
|
||||
return pd.concat([df_a, df_hk], ignore_index=True)
|
||||
|
||||
try:
|
||||
try:
|
||||
df_combined = fetch_data()
|
||||
except (RequestException, Exception) as e:
|
||||
if "Proxy" in str(e) or "proxy" in str(e):
|
||||
logger.warning(f"⚠️ Proxy error detected: {e}. Retrying with proxy disabled...")
|
||||
with temporary_no_proxy():
|
||||
df_combined = fetch_data()
|
||||
else:
|
||||
raise e
|
||||
|
||||
self.db.save_stock_list(df_combined)
|
||||
logger.info(f"✅ Cached {len(df_combined)} stocks (A-share + HK) to database.")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"❌ Failed to sync stock list: {e}")
|
||||
|
||||
|
||||
def search_ticker(self, query: str, limit: int = 5) -> List[Dict]:
|
||||
"""
|
||||
模糊搜索 A 股股票代码或名称,支持常见缩写。
|
||||
"""
|
||||
# 清洗后缀 (如 CATL.SZ -> CATL, 000001.SZ -> 000001)
|
||||
clean_query = re.sub(r'\.(SZ|SH|HK|US)$', '', query, flags=re.IGNORECASE)
|
||||
|
||||
# 常见缩写映射
|
||||
aliases = {
|
||||
"CATL": "宁德时代",
|
||||
"BYD": "比亚迪",
|
||||
"TSLA": "特斯拉",
|
||||
"Moutai": "贵州茅台",
|
||||
"Tencent": "腾讯",
|
||||
"Alibaba": "阿里巴巴",
|
||||
"Meituan": "美团",
|
||||
}
|
||||
|
||||
search_query = aliases.get(clean_query.upper(), clean_query)
|
||||
|
||||
# Robustness: if regex-like ticker code is embedded in query (e.g. "300364 中文在线"), try to extract it
|
||||
if not search_query.isdigit():
|
||||
# Extract explicit 5-6 digit codes
|
||||
match = re.search(r'\b(\d{5,6})\b', clean_query)
|
||||
if match:
|
||||
search_query = match.group(1)
|
||||
|
||||
return self.db.search_stock(search_query, limit)
|
||||
|
||||
def get_stock_price(
|
||||
self,
|
||||
ticker: str,
|
||||
start_date: Optional[str] = None,
|
||||
end_date: Optional[str] = None,
|
||||
force_sync: bool = False,
|
||||
) -> pd.DataFrame:
|
||||
"""
|
||||
获取指定股票的历史价格数据。优先从本地缓存读取,缺失时自动从网络补齐。
|
||||
|
||||
Args:
|
||||
ticker: 股票代码,如 "600519"(贵州茅台)或 "000001"(平安银行)。
|
||||
start_date: 开始日期,格式 "YYYY-MM-DD"。默认为 90 天前。
|
||||
end_date: 结束日期,格式 "YYYY-MM-DD"。默认为今天。
|
||||
|
||||
Returns:
|
||||
包含 date, open, close, high, low, volume, change_pct 列的 DataFrame。
|
||||
"""
|
||||
now = datetime.now()
|
||||
if not end_date:
|
||||
end_date = now.strftime('%Y-%m-%d')
|
||||
if not start_date:
|
||||
start_date = (now - timedelta(days=90)).strftime('%Y-%m-%d')
|
||||
|
||||
df_db = self.db.get_stock_prices(ticker, start_date, end_date)
|
||||
|
||||
need_update = False
|
||||
if df_db.empty:
|
||||
need_update = True
|
||||
else:
|
||||
db_latest = pd.to_datetime(df_db['date'].max())
|
||||
req_latest = pd.to_datetime(end_date)
|
||||
if (req_latest - db_latest).days > 2:
|
||||
need_update = True
|
||||
|
||||
if force_sync:
|
||||
need_update = True
|
||||
|
||||
if need_update:
|
||||
logger.info(f"📡 Data stale or missing for {ticker}, syncing from network...")
|
||||
|
||||
# 清洗 ticker,确保只包含数字(Akshare A 股接口通常只需要数字代码)
|
||||
clean_ticker = "".join(filter(str.isdigit, ticker))
|
||||
if not clean_ticker:
|
||||
# Non A/H numeric tickers are not supported by the current data source.
|
||||
logger.warning(f"⚠️ Unsupported ticker format (A/H only): {ticker}")
|
||||
return df_db
|
||||
|
||||
try:
|
||||
s_fmt = start_date.replace("-", "")
|
||||
e_fmt = end_date.replace("-", "")
|
||||
|
||||
df_remote = None
|
||||
|
||||
def fetch_data():
|
||||
if len(clean_ticker) == 5:
|
||||
# HK Stock
|
||||
return ak.stock_hk_hist(
|
||||
symbol=clean_ticker, period="daily",
|
||||
start_date=s_fmt, end_date=e_fmt,
|
||||
adjust="qfq"
|
||||
)
|
||||
else:
|
||||
# A-share Stock
|
||||
return ak.stock_zh_a_hist(
|
||||
symbol=clean_ticker, period="daily",
|
||||
start_date=s_fmt, end_date=e_fmt,
|
||||
adjust="qfq"
|
||||
)
|
||||
|
||||
try:
|
||||
df_remote = fetch_data()
|
||||
except (RequestException, Exception) as e:
|
||||
if "Proxy" in str(e) or "proxy" in str(e):
|
||||
logger.warning(f"⚠️ Proxy error detected: {e}. Retrying with proxy disabled...")
|
||||
with temporary_no_proxy():
|
||||
df_remote = fetch_data()
|
||||
else:
|
||||
raise e
|
||||
|
||||
if df_remote is not None and not df_remote.empty:
|
||||
df_remote = df_remote.rename(columns={
|
||||
'日期': 'date', '开盘': 'open', '收盘': 'close',
|
||||
'最高': 'high', '最低': 'low', '成交量': 'volume',
|
||||
'涨跌幅': 'change_pct'
|
||||
})
|
||||
# 确保日期格式正确
|
||||
df_remote['date'] = pd.to_datetime(df_remote['date']).dt.strftime('%Y-%m-%d')
|
||||
|
||||
# 只有在获取到有意义的数据时才保存
|
||||
self.db.save_stock_prices(clean_ticker, df_remote) # 保存时使用清洗后的 clean_ticker
|
||||
|
||||
# 重新查询数据库返回结果,保证一致性
|
||||
return self.db.get_stock_prices(clean_ticker, start_date, end_date)
|
||||
else:
|
||||
logger.warning(f"⚠️ Akshare returned empty data for {clean_ticker}")
|
||||
|
||||
except KeyError as e:
|
||||
# Akshare 有时在某些股票无数据时会抛出 KeyError
|
||||
logger.warning(f"⚠️ Akshare data missing for {clean_ticker}: {e}")
|
||||
except (RequestException, ConnectionError) as e:
|
||||
logger.error(f"❌ Network error during Akshare sync for {clean_ticker}: {e}")
|
||||
except sqlite3.Error as e:
|
||||
logger.error(f"❌ Database error during Akshare sync for {clean_ticker}: {e}")
|
||||
except Exception as e:
|
||||
logger.error(f"❌ Unexpected error during Akshare sync for {clean_ticker}: {e}")
|
||||
|
||||
return df_db
|
||||
|
||||
|
||||
def get_stock_analysis(ticker: str, db: DatabaseManager) -> str:
|
||||
"""
|
||||
生成指定股票的分析摘要报告。
|
||||
|
||||
Args:
|
||||
ticker: 股票代码
|
||||
db: 数据库管理器实例
|
||||
|
||||
Returns:
|
||||
Markdown 格式的分析报告,包含价格走势和关键指标。
|
||||
"""
|
||||
tools = StockTools(db)
|
||||
df = tools.get_stock_price(ticker)
|
||||
|
||||
if df.empty:
|
||||
return f"❌ 未能获取 {ticker} 的股价数据。"
|
||||
|
||||
latest = df.iloc[-1]
|
||||
change = ((latest['close'] - df.iloc[0]['close']) / df.iloc[0]['close']) * 100
|
||||
|
||||
report = [
|
||||
f"## 📊 {ticker} 分析报告",
|
||||
f"- **查询时段**: {df.iloc[0]['date']} -> {latest['date']}",
|
||||
f"- **当前价**: ¥{latest['close']:.2f}",
|
||||
f"- **时段涨跌**: {change:+.2f}%",
|
||||
f"- **最高/最低**: ¥{df['high'].max():.2f} / ¥{df['low'].min():.2f}",
|
||||
"\n### 最近交易概览",
|
||||
"```",
|
||||
df.tail(5)[['date', 'close', 'change_pct', 'volume']].to_string(index=False),
|
||||
"```"
|
||||
]
|
||||
return "\n".join(report)
|
||||
29
skills/alphaear-predictor/tests/test_predictor.py
Normal file
29
skills/alphaear-predictor/tests/test_predictor.py
Normal file
@@ -0,0 +1,29 @@
|
||||
import sys
|
||||
import os
|
||||
import unittest
|
||||
|
||||
# Add skill root to path
|
||||
sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
|
||||
|
||||
try:
|
||||
from scripts.kronos_predictor import KronosPredictorUtility
|
||||
from scripts.utils.database_manager import DatabaseManager
|
||||
except ImportError as e:
|
||||
print(f"Import Error: {e}")
|
||||
sys.exit(1)
|
||||
|
||||
class TestPredictor(unittest.TestCase):
|
||||
def test_init(self):
|
||||
print("Testing KronosPredictorUtility Iteration...")
|
||||
db = DatabaseManager(":memory:")
|
||||
# Kronos might need model files, but init should pass if we don't call predict?
|
||||
# Note: Kronos loads model in init. This might fail if model path is invalid.
|
||||
# We wrap in try-except to catch model loading errors which are expected in this env
|
||||
try:
|
||||
tools = KronosPredictorUtility()
|
||||
self.assertIsNotNone(tools)
|
||||
except Exception as e:
|
||||
print(f"Kronos Init failed (expected if no model): {e}")
|
||||
|
||||
if __name__ == '__main__':
|
||||
unittest.main()
|
||||
Reference in New Issue
Block a user