89 lines
3.2 KiB
Python
89 lines
3.2 KiB
Python
import json
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import logging
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import os
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from datetime import datetime, timezone
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from orchestrator.config import OrchestratorConfig
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from orchestrator.signals import Signal
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logger = logging.getLogger(__name__)
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class LLMRunner:
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def __init__(self, config: OrchestratorConfig):
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from tradingagents.graph.trading_graph import TradingAgentsGraph
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trading_cfg = config.trading_agents_config if config.trading_agents_config else None
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self.graph = TradingAgentsGraph(config=trading_cfg)
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self.cache_dir = config.cache_dir
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os.makedirs(self.cache_dir, exist_ok=True)
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def get_signal(self, ticker: str, date: str) -> Signal:
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"""获取指定股票在指定日期的 LLM 信号，带缓存。"""
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cache_path = os.path.join(self.cache_dir, f"{ticker}_{date}.json")
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if os.path.exists(cache_path):
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logger.info("LLMRunner: cache hit for %s %s", ticker, date)
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with open(cache_path, "r", encoding="utf-8") as f:
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data = json.load(f)
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direction, confidence = self._map_rating(data["rating"])
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return Signal(
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ticker=ticker,
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direction=direction,
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confidence=confidence,
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source="llm",
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timestamp=datetime.fromisoformat(data["timestamp"]),
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metadata=data,
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)
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try:
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_final_state, processed_signal = self.graph.propagate(ticker, date)
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rating = processed_signal if isinstance(processed_signal, str) else str(processed_signal)
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direction, confidence = self._map_rating(rating)
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now = datetime.now(timezone.utc)
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cache_data = {
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"rating": rating,
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"direction": direction,
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"confidence": confidence,
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"timestamp": now.isoformat(),
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"ticker": ticker,
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"date": date,
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}
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with open(cache_path, "w", encoding="utf-8") as f:
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json.dump(cache_data, f, ensure_ascii=False, indent=2)
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return Signal(
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ticker=ticker,
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direction=direction,
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confidence=confidence,
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source="llm",
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timestamp=now,
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metadata=cache_data,
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)
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except Exception as e:
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logger.error("LLMRunner: propagate failed for %s %s: %s", ticker, date, e)
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return Signal(
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ticker=ticker,
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direction=0,
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confidence=0.0,
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source="llm",
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timestamp=datetime.now(timezone.utc),
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metadata={"error": str(e)},
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)
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def _map_rating(self, rating: str) -> tuple[int, float]:
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"""将 5 级评级映射为 (direction, confidence)。"""
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mapping = {
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"BUY": (1, 0.9),
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"OVERWEIGHT": (1, 0.6),
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"HOLD": (0, 0.5),
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"UNDERWEIGHT": (-1, 0.6),
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"SELL": (-1, 0.9),
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}
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result = mapping.get(rating.upper() if rating else "", None)
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if result is None:
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logger.warning("LLMRunner: unknown rating %r, falling back to HOLD", rating)
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return (0, 0.5)
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return result
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