293 lines
11 KiB
Python
293 lines
11 KiB
Python
# -*- coding: utf-8 -*-
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# TradingAgents/graph/trading_graph.py
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import os
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from pathlib import Path
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import json
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from datetime import date
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from typing import Dict, Any, Tuple, List, Optional
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# 匯入各種 LLM 的聊天模型
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from langchain_openai import ChatOpenAI
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from langchain_anthropic import ChatAnthropic
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from langchain_google_genai import ChatGoogleGenerativeAI
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# 從 langgraph 匯入 ToolNode，用於將工具轉換為圖中的節點
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from langgraph.prebuilt import ToolNode
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# 匯入專案內部的代理、設定和狀態管理模組
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from tradingagents.agents import *
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from tradingagents.default_config import DEFAULT_CONFIG
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from tradingagents.agents.utils.memory import FinancialSituationMemory
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from tradingagents.agents.utils.agent_states import (
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AgentState,
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InvestDebateState,
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RiskDebateState,
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)
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from tradingagents.dataflows.config import set_config
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# 從 agent_utils 匯入新的抽象工具方法
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from tradingagents.agents.utils.agent_utils import (
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get_stock_data,
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get_indicators,
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get_fundamentals,
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get_balance_sheet,
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get_cashflow,
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get_income_statement,
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get_news,
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get_insider_sentiment,
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get_insider_transactions,
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get_global_news
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)
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# 匯入圖的其他組件
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from .conditional_logic import ConditionalLogic
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from .setup import GraphSetup
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from .propagation import Propagator
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from .reflection import Reflector
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from .signal_processing import SignalProcessor
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class TradingAgentsGraph:
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"""
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協調交易代理框架的主要類別。
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這個類別整合了所有組件，包括 LLM、記憶體、工具和圖的邏輯，
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以執行一個完整的金融分析和交易決策流程。
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"""
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def __init__(
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self,
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selected_analysts=["market", "social", "news", "fundamentals"],
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debug=False,
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config: Dict[str, Any] = None,
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):
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"""
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初始化交易代理圖和組件。
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Args:
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selected_analysts (list): 要包含的分析師類型列表。
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debug (bool): 是否以除錯模式執行。
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config (Dict[str, Any]): 設定字典。如果為 None，則使用預設設定。
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"""
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self.debug = debug
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self.config = config or DEFAULT_CONFIG
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# 更新介面的設定
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set_config(self.config)
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# 建立必要的目錄
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os.makedirs(
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os.path.join(self.config["project_dir"], "dataflows/data_cache"),
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exist_ok=True,
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)
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# 初始化 LLM
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provider = self.config["llm_provider"].lower()
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if provider in ["openai", "ollama", "openrouter"]:
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# Get the OpenAI API key from environment variable
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openai_api_key = os.getenv("OPENAI_API_KEY")
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self.deep_thinking_llm = ChatOpenAI(
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model=self.config["deep_think_llm"],
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base_url=self.config["backend_url"],
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openai_api_key=openai_api_key
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)
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self.quick_thinking_llm = ChatOpenAI(
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model=self.config["quick_think_llm"],
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base_url=self.config["backend_url"],
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openai_api_key=openai_api_key
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)
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elif provider == "anthropic":
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self.deep_thinking_llm = ChatAnthropic(model=self.config["deep_think_llm"], base_url=self.config["backend_url"])
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self.quick_thinking_llm = ChatAnthropic(model=self.config["quick_think_llm"], base_url=self.config["backend_url"])
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elif provider == "google":
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self.deep_thinking_llm = ChatGoogleGenerativeAI(model=self.config["deep_think_llm"])
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self.quick_thinking_llm = ChatGoogleGenerativeAI(model=self.config["quick_think_llm"])
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else:
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raise ValueError(f"不支援的 LLM 供應商: {self.config['llm_provider']}")
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# 初始化記憶體
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self.bull_memory = FinancialSituationMemory("bull_memory", self.config)
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self.bear_memory = FinancialSituationMemory("bear_memory", self.config)
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self.trader_memory = FinancialSituationMemory("trader_memory", self.config)
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self.invest_judge_memory = FinancialSituationMemory("invest_judge_memory", self.config)
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self.risk_manager_memory = FinancialSituationMemory("risk_manager_memory", self.config)
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# 建立工具節點
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self.tool_nodes = self._create_tool_nodes()
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# 初始化組件
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self.conditional_logic = ConditionalLogic()
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self.graph_setup = GraphSetup(
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self.quick_thinking_llm,
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self.deep_thinking_llm,
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self.tool_nodes,
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self.bull_memory,
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self.bear_memory,
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self.trader_memory,
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self.invest_judge_memory,
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self.risk_manager_memory,
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self.conditional_logic,
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)
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self.propagator = Propagator()
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self.reflector = Reflector(self.quick_thinking_llm)
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self.signal_processor = SignalProcessor(self.quick_thinking_llm)
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# 狀態追蹤
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self.curr_state = None
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self.ticker = None
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self.log_states_dict = {} # 日期到完整狀態字典的映射
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# 設定圖
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self.graph = self.graph_setup.setup_graph(selected_analysts)
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def _create_tool_nodes(self) -> Dict[str, ToolNode]:
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"""使用抽象方法為不同的資料來源建立工具節點。"""
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return {
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"market": ToolNode(
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[
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# 核心股票數據工具
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get_stock_data,
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# 技術指標
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get_indicators,
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]
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),
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"social": ToolNode(
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[
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# 用於社群媒體分析的新聞工具
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get_news,
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]
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),
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"news": ToolNode(
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[
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# 新聞和內部資訊
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get_news,
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get_global_news,
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get_insider_sentiment,
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get_insider_transactions,
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]
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),
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"fundamentals": ToolNode(
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[
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# 基本面分析工具
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get_fundamentals,
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get_balance_sheet,
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get_cashflow,
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get_income_statement,
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]
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),
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}
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def propagate(self, company_name, trade_date):
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"""
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在特定日期為某家公司執行交易代理圖。
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Args:
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company_name (str): 公司名稱或股票代碼。
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trade_date (str): 交易日期。
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Returns:
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tuple: 包含最終狀態和處理後信號的元組。
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"""
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self.ticker = company_name
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# 初始化狀態
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init_agent_state = self.propagator.create_initial_state(
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company_name, trade_date
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)
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args = self.propagator.get_graph_args()
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if self.debug:
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# 帶有追蹤的除錯模式
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trace = []
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for chunk in self.graph.stream(init_agent_state, **args):
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if len(chunk["messages"]) == 0:
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pass
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else:
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chunk["messages"][-1].pretty_print()
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trace.append(chunk)
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final_state = trace[-1]
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else:
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# 不帶追蹤的標準模式
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final_state = self.graph.invoke(init_agent_state, **args)
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# 儲存當前狀態以供反思
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self.curr_state = final_state
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# 記錄狀態
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self._log_state(trade_date, final_state)
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# 返回決策和處理後的信號
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return final_state, self.process_signal(final_state["final_trade_decision"])
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def _log_state(self, trade_date, final_state):
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"""將最終狀態記錄到 JSON 檔案中。"""
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self.log_states_dict[str(trade_date)] = {
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"company_of_interest": final_state["company_of_interest"],
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"trade_date": final_state["trade_date"],
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"market_report": final_state["market_report"],
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"sentiment_report": final_state["sentiment_report"],
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"news_report": final_state["news_report"],
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"fundamentals_report": final_state["fundamentals_report"],
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"investment_debate_state": {
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"bull_history": final_state["investment_debate_state"]["bull_history"],
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"bear_history": final_state["investment_debate_state"]["bear_history"],
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"history": final_state["investment_debate_state"]["history"],
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"current_response": final_state["investment_debate_state"][
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"current_response"
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],
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"judge_decision": final_state["investment_debate_state"][
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"judge_decision"
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],
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},
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"trader_investment_decision": final_state["trader_investment_plan"],
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"risk_debate_state": {
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"risky_history": final_state["risk_debate_state"]["risky_history"],
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"safe_history": final_state["risk_debate_state"]["safe_history"],
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"neutral_history": final_state["risk_debate_state"]["neutral_history"],
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"history": final_state["risk_debate_state"]["history"],
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"judge_decision": final_state["risk_debate_state"]["judge_decision"],
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},
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"investment_plan": final_state["investment_plan"],
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"final_trade_decision": final_state["final_trade_decision"],
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}
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# 儲存到檔案
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directory = Path(f"eval_results/{self.ticker}/TradingAgentsStrategy_logs/")
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directory.mkdir(parents=True, exist_ok=True)
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with open(
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f"eval_results/{self.ticker}/TradingAgentsStrategy_logs/full_states_log_{trade_date}.json",
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"w",
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) as f:
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json.dump(self.log_states_dict, f, indent=4)
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def reflect_and_remember(self, returns_losses):
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"""
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根據回報反思決策並更新記憶。
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這個方法會觸發對每個相關代理的決策進行反思的過程。
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"""
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self.reflector.reflect_bull_researcher(
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self.curr_state, returns_losses, self.bull_memory
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)
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self.reflector.reflect_bear_researcher(
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self.curr_state, returns_losses, self.bear_memory
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)
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self.reflector.reflect_trader(
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self.curr_state, returns_losses, self.trader_memory
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)
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self.reflector.reflect_invest_judge(
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self.curr_state, returns_losses, self.invest_judge_memory
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)
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self.reflector.reflect_risk_manager(
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self.curr_state, returns_losses, self.risk_manager_memory
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)
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def process_signal(self, full_signal):
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"""
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處理信號以提取核心決策。
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將原始的 LLM 輸出轉換為標準化的交易信號（例如，BUY, SELL, HOLD）。
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"""
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return self.signal_processor.process_signal(full_signal) |