"""受控工具集实现(AGENT.md §28):Agent 只能调用这里的白名单工具。 全部工具经 Job/Experiment 链路或只读查询执行: - 不提供 shell / 任意代码执行 / 修改配置与凭证 / 删除数据 - 任何研究都会产出 Experiment 归档(可复现) """ from __future__ import annotations import json from datetime import date from app.agent.tools import Tool from app.application.services.job_executor import default_factories, submit_and_run from app.application.services.selection_service import SelectionService from app.application.services.signal_service import SignalService from app.domain.entities.research import ( BacktestResult, FactorTestReport, ResearchSpec, UniverseSpec, ) from app.domain.entities.selection import SelectionQuery from app.domain.entities.signal import SignalRules from app.domain.entities.strategy import StrategyDefinition from app.infrastructure.persistence.sqlalchemy.repositories.selection_impl import ( SqlAlchemySelectionRepository, ) from app.infrastructure.persistence.sqlalchemy.repositories.strategy_impl import ( SqlAlchemyStrategyRepository, ) def _day(text: str) -> date: return date.fromisoformat(text) def _pick(mapping: dict, key: str, default=None): val = mapping.get(key, default) if isinstance(val, str): val = val.strip() if val == "": return default return val def build_tools(factories: dict | None = None) -> list[Tool]: facts = factories or default_factories() session_factory = facts["session_factory"] stock_repo_f = facts["stock_repo_factory"] daily_repo_f = facts["daily_repo_factory"] exp_repo_f = facts["experiment_repo_factory"] def search_stocks(args: dict) -> str: q = str(_pick(args, "q", "") or "").upper() with session_factory() as session: stocks = stock_repo_f(session).list() rows = [ s for s in stocks if (not q) or q in s.symbol.upper() or q in (s.name or "").upper() ][:15] if not rows: return "未找到匹配股票" return "\n".join( f"{s.symbol} {s.name} 行业={s.industry or '-'} 上市={s.list_date}" for s in rows ) def get_market_data(args: dict) -> str: symbol = str(_pick(args, "symbol", "")).upper() start = _day(str(_pick(args, "start", "2024-01-01"))) end = _day(str(_pick(args, "end", date.today().isoformat()))) with session_factory() as session: bars = daily_repo_f(session).get_range(symbol, start, end) if not bars: return f"{symbol} 在 {start}~{end} 无日线数据(可能未同步)" head, tail = bars[0], bars[-1] last = "\n".join(f"{b.trade_date} close={b.close}" for b in bars[-8:]) change = float(tail.close) / float(head.close) - 1 if head.close and tail.close else None return ( f"{symbol} {start}~{end} 共 {len(bars)} 根日线;" f"区间 {head.trade_date}→{tail.trade_date} 收盘 {head.close}→{tail.close}" f"(涨跌 {change * 100:.2f}% 若数据完整);最近 8 根:\n{last}" ) def _run_spec(spec: ResearchSpec, desc: str) -> str: job = submit_and_run(spec, factories=facts) if job.status != "success": return f"{desc} 执行失败:{job.error}" if spec.type == "backtest": result = BacktestResult.model_validate_json(job.result_json or "{}") s = result.summary return ( f"回测完成(Experiment {job.experiment_id},代码版本 {_code_version(job, exp_repo_f)})。" f"总收益 {s.total_return_pct:.2f}%,年化 {s.annual_return_pct:.2f}%," f"Sharpe {s.sharpe:.2f},最大回撤 {s.max_drawdown_pct:.2f}%," f"交易 {s.total_trades} 笔,平均换手 {s.avg_turnover_pct:.1f}%。" f"未建模约束 {len(result.unimplemented)} 项(成本/涨跌停近似见实验详情)。" ) report = FactorTestReport.model_validate_json(job.result_json or "{}") qs = ", ".join(f"Q{q.quantile + 1}: {q.return_pct:.2f}%" for q in report.quantile_returns) return ( f"因子测试完成(Experiment {job.experiment_id})。IC {report.ic_mean:.4f}," f"RankIC {report.rank_ic_mean:.4f},ICIR {report.icir:.2f},正收益占比 " f"{report.positive_ratio_pct:.1f}%,样本 {report.sample_days} 日;分层未来收益 {qs}。" f"注意:单因子测试不代表策略有效,需结合稳健性分析。" ) def test_factor(args: dict) -> str: name = str(_pick(args, "name", "")) start = _day(str(_pick(args, "start", "2024-01-01"))) end = _day(str(_pick(args, "end", "2024-12-31"))) spec = ResearchSpec( type="factor_test", universe={"exclude_st": True, "min_listing_days": 0}, factors=[{"name": name, "weight": 1.0}], selection={"top_n": 10}, rebalance="monthly", period=(start, end), ) return _run_spec(spec, f"因子 {name} 测试") def run_backtest(args: dict) -> str: factor_names = [f.strip() for f in str(_pick(args, "factors", "momentum_60")).split(",")] top_n = int(_pick(args, "top_n", 5) or 5) rebalance = str(_pick(args, "rebalance", "monthly")) exclude_st = bool(_pick(args, "exclude_st", True)) start = _day(str(_pick(args, "start", "2024-01-01"))) end = _day(str(_pick(args, "end", "2024-12-31"))) spec = ResearchSpec( type="backtest", universe={"exclude_st": exclude_st, "min_listing_days": 0}, factors=[{"name": n, "weight": 1.0} for n in factor_names], selection={"top_n": top_n}, rebalance=rebalance, period=(start, end), ) return _run_spec(spec, "回测") def get_experiment(args: dict) -> str: exp_id = str(_pick(args, "experiment_id", "")).upper() with session_factory() as session: exp = exp_repo_f(session).get(exp_id) if exp is None: return f"Experiment {exp_id} 不存在(可用列表:GET /api/experiments)" spec = json.loads(exp.spec_json) return ( f"Experiment {exp.id} [{exp.kind}] 因子={[f['name'] for f in spec.get('factors', [])]} " f"区间={spec.get('period')} 调仓={spec.get('rebalance')};摘要:{exp.summary_text or '-'} " f"代码版本={exp.code_version or '-'} 创建={exp.created_at}" ) def compare_experiments(args: dict) -> str: ids = [ x.strip().upper() for x in str(_pick(args, "experiment_ids", "")).split(",") if x.strip() ] if not ids: return "请提供 experiment_ids(逗号分隔)" with session_factory() as session: repo = exp_repo_f(session) rows = [(i, repo.get(i)) for i in ids] out = [] for exp_id, exp in rows: if exp is None: out.append(f"{exp_id}: 不存在") else: spec = json.loads(exp.spec_json) out.append( f"{exp.id}: 因子={[f['name'] for f in spec.get('factors', [])]} " f"区间={spec.get('period')} → {exp.summary_text or '-'}" ) return "\n".join(out) def _scope_symbols(raw: str | None) -> list[str]: """白名单(可选):避免全市场长任务拖垮同步对话(全市场可用 Web 页异步)。""" if not raw: return [] return [x.strip().upper() for x in raw.split(",") if x.strip()][:60] def screen_stocks(args: dict) -> str: factors = [x.strip() for x in str(_pick(args, "factors", "momentum_60")).split(",") if x.strip()] top_n = int(_pick(args, "top_n", 10) or 10) as_of = _day(str(_pick(args, "as_of", date.today().isoformat()))) symbols = _scope_symbols(str(_pick(args, "symbols", "") or "")) if not symbols: return ( "为避免全市场长任务(>1 分钟),请传 symbols 白名单(≤60,逗号分隔)" "或使用 Web 选股页执行全市场选股。" ) query = SelectionQuery( universe=UniverseSpec( exclude_st=bool(_pick(args, "exclude_st", True)), min_listing_days=0, symbols=symbols, ), factors=[{"name": f, "weight": 1.0} for f in factors], top_n=top_n, as_of=as_of, ) with session_factory() as session: service = SelectionService( stock_repo_f(session), daily_repo_f(session) ) result = service.select(query) if not result.candidates: return ( f"{as_of} 无候选(范围 {result.statistics.universe_size} 只," f"可评分 {result.statistics.evaluated})。如需白名单可传 symbols(≤60)。" ) lines = [f"as_of={result.as_of_date} 选出 Top{len(result.candidates)}:"] for c in result.candidates: vals = ", ".join(f"{k}={v:.4f}" for k, v in c.factor_values.items()) lines.append(f" #{c.rank} {c.symbol} score={c.score:.4f}({vals})") lines.append("入选理由见 explain_selection(selection_id)。") return "\n".join(lines) def explain_selection(args: dict) -> str: sel_id = str(_pick(args, "selection_id", "")).upper() with session_factory() as session: repo = SqlAlchemySelectionRepository(session) result = repo.get(sel_id) if result is None: return f"选股记录 {sel_id} 不存在(先通过 Web 选股页或 screen_stocks 生成)" out = [f"选股 {sel_id} as_of={result.as_of_date}({result.method},选出 {len(result.candidates)} 只)"] for c in result.candidates[:10]: reasons = "; ".join(c.selection_reason[:3]) out.append(f" #{c.rank} {c.symbol} score={c.score:.4f} — {reasons}") return "\n".join(out) def generate_signals(args: dict) -> str: factors = [x.strip() for x in str(_pick(args, "factors", "momentum_60")).split(",") if x.strip()] as_of = _day(str(_pick(args, "as_of", date.today().isoformat()))) symbols = _scope_symbols(str(_pick(args, "symbols", "") or "")) query = SelectionQuery( universe=UniverseSpec( exclude_st=bool(_pick(args, "exclude_st", True)), min_listing_days=0, symbols=symbols, ), factors=[{"name": f, "weight": 1.0} for f in factors], top_n=int(_pick(args, "top_n", 50) or 50), as_of=as_of, ) rules = SignalRules( buy_rank_threshold=int(_pick(args, "buy_rank", 20) or 20), sell_rank_threshold=int(_pick(args, "sell_rank", 50) or 50), ) with session_factory() as session: res = SignalService(stock_repo_f(session), daily_repo_f(session)).signal(query, rules) out = [ f"信号 as_of={res.as_of_date}: BUY {res.statistics.buy} / WATCH {res.statistics.watch} / " f"SELL {res.statistics.sell}(前 8 条)" ] for e in res.events[:8]: out.append(f" {e.signal_type} {e.symbol} score={e.score:.4f} — {e.trigger_reason[0] if e.trigger_reason else ''}") return "\n".join(out) def create_strategy(args: dict) -> str: name = str(_pick(args, "name", "")) if not name: return "请提供 name" factors = [ {"name": x.strip(), "weight": 1.0} for x in str(_pick(args, "factors", "momentum_60")).split(",") if x.strip() ] if not factors: return "请提供至少一个 factors(逗号分隔)" description = str(_pick(args, "description", "") or "") st = StrategyDefinition( name=name, description=description, universe=UniverseSpec( exclude_st=bool(_pick(args, "exclude_st", True)), min_listing_days=0 ), factors=factors, selection={"top_n": int(_pick(args, "top_n", 10) or 10)}, rebalance=str(_pick(args, "rebalance", "monthly")), ) from app.application.services.job_executor import new_id with session_factory() as session: saved = SqlAlchemyStrategyRepository(session).save( st.model_copy(update={"id": new_id("STG")}) ) session.commit() return f"策略已保存:{saved.id} {saved.name}(factors={[f.name for f in saved.factors]})" return [ Tool( "search_stocks", "按代码或名称搜索股票,返回基础信息(只读)", { "type": "object", "properties": {"q": {"type": "string", "description": "代码或名称关键字"}}, }, search_stocks, ), Tool( "get_market_data", "读取一只股票一段区间的日线行情摘要(只读,不复权)", { "type": "object", "properties": { "symbol": {"type": "string", "description": "如 600519.SH"}, "start": {"type": "string", "description": "YYYY-MM-DD"}, "end": {"type": "string", "description": "YYYY-MM-DD"}, }, "required": ["symbol"], }, get_market_data, ), Tool( "test_factor", "对单个因子做 IC/RankIC/分层测试并归档 Experiment", { "type": "object", "properties": { "name": { "type": "string", "description": "因子名(momentum_60 / volatility_20 等)", }, "start": {"type": "string"}, "end": {"type": "string"}, }, "required": ["name"], }, test_factor, ), Tool( "run_backtest", "运行 TopK 低频回测并归档 Experiment(成本/涨跌停近似建模)", { "type": "object", "properties": { "factors": {"type": "string", "description": "逗号分隔的因子名"}, "top_n": {"type": "integer"}, "rebalance": {"type": "string", "enum": ["monthly", "weekly"]}, "exclude_st": {"type": "boolean"}, "start": {"type": "string"}, "end": {"type": "string"}, }, }, run_backtest, ), Tool( "get_experiment", "读取已归档实验的摘要", { "type": "object", "properties": {"experiment_id": {"type": "string"}}, "required": ["experiment_id"], }, get_experiment, ), Tool( "compare_experiments", "对比多个实验(因子/区间/收益摘要)", { "type": "object", "properties": {"experiment_ids": {"type": "string"}}, "required": ["experiment_ids"], }, compare_experiments, ), Tool( "screen_stocks", "按因子评分筛选股票(TopN;传 symbols 白名单避免全市场长任务)", { "type": "object", "properties": { "factors": {"type": "string", "description": "逗号分隔因子名"}, "top_n": {"type": "integer"}, "as_of": {"type": "string", "description": "YYYY-MM-DD"}, "symbols": {"type": "string", "description": "逗号分隔白名单(可选,≤60)"}, }, }, screen_stocks, ), Tool( "explain_selection", "解释一次选股结果:为什么选这些股票(含因子值与理由)", { "type": "object", "properties": {"selection_id": {"type": "string"}}, "required": ["selection_id"], }, explain_selection, ), Tool( "generate_signals", "基于选股评分+趋势生成 BUY/WATCH/SELL 信号", { "type": "object", "properties": { "factors": {"type": "string"}, "as_of": {"type": "string"}, "symbols": {"type": "string", "description": "白名单(可选)"}, "buy_rank": {"type": "integer"}, "sell_rank": {"type": "integer"}, }, }, generate_signals, ), Tool( "create_strategy", "创建/保存一个命名策略(可随后展开为回测)", { "type": "object", "properties": { "name": {"type": "string"}, "description": {"type": "string"}, "factors": {"type": "string"}, "top_n": {"type": "integer"}, "rebalance": {"type": "string", "enum": ["monthly", "weekly"]}, }, "required": ["name", "factors"], }, create_strategy, ), ] def _code_version(job, exp_repo_f) -> str: try: with default_factories()["session_factory"]() as session: exp = exp_repo_f(session).get(job.experiment_id or "") return exp.code_version or "-" if exp else "-" except Exception: # noqa: BLE001 return "-"