60 lines
2.8 KiB
Python
60 lines
2.8 KiB
Python
from langchain_core.prompts import ChatPromptTemplate, MessagesPlaceholder
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from tradingagents.agents.utils.quant_tools import get_quant_analysis
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from tradingagents.agents.utils.agent_utils import build_instrument_context, get_language_instruction
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def create_quant_analyst(llm):
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def quant_analyst_node(state):
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current_date = state["trade_date"]
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instrument_context = build_instrument_context(state["company_of_interest"])
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tools = [get_quant_analysis]
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system_message = (
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"You are a quantitative analyst. Use the get_quant_analysis tool to retrieve "
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"statistical metrics for the stock. Interpret the results thoroughly: "
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"assess risk (annualised volatility, semideviation, tail risk via skewness and kurtosis), "
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"evaluate the return distribution (Jarque-Bera normality test), "
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"analyse the market relationship (beta, alpha, R², rolling correlation with SPY), "
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"and identify any structural concerns (fat tails, high downside deviation). "
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"Provide a structured Markdown report with a clear summary table and actionable insights."
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+ get_language_instruction()
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)
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prompt = ChatPromptTemplate.from_messages(
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[
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(
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"system",
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"You are a helpful AI assistant, collaborating with other assistants."
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" Use the provided tools to progress towards answering the question."
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" If you are unable to fully answer, that's OK; another assistant with different tools"
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" will help where you left off. Execute what you can to make progress."
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" If you or any other assistant has the FINAL TRANSACTION PROPOSAL: **BUY/HOLD/SELL** or deliverable,"
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" prefix your response with FINAL TRANSACTION PROPOSAL: **BUY/HOLD/SELL** so the team knows to stop."
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" You have access to the following tools: {tool_names}.\n{system_message}"
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" For your reference, the current date is {current_date}. {instrument_context}",
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),
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MessagesPlaceholder(variable_name="messages"),
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]
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)
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prompt = prompt.partial(system_message=system_message)
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prompt = prompt.partial(tool_names=", ".join([tool.name for tool in tools]))
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prompt = prompt.partial(current_date=current_date)
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prompt = prompt.partial(instrument_context=instrument_context)
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chain = prompt | llm.bind_tools(tools)
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result = chain.invoke(state["messages"])
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report = ""
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if len(result.tool_calls) == 0:
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report = result.content
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return {
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"messages": [result],
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"quant_report": report,
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}
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return quant_analyst_node
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