TradingAgents/tradingagents/graph/signal_processing.py

42 lines
1.4 KiB
Python

# TradingAgents/graph/signal_processing.py
import re
from langchain_openai import ChatOpenAI
class SignalProcessor:
"""Processes trading signals to extract actionable decisions."""
def __init__(self, quick_thinking_llm: ChatOpenAI):
"""Initialize with an LLM for processing."""
self.quick_thinking_llm = quick_thinking_llm
def process_signal(self, full_signal: str) -> str:
"""
Process a full trading signal to extract the core decision.
Args:
full_signal: Complete trading signal text
Returns:
Extracted decision (BUY or SELL)
"""
match = re.search(r"\bDECISION:\s*(BUY|SELL)\b", full_signal, flags=re.IGNORECASE)
if match:
return match.group(1).upper()
messages = [
(
"system",
"You are an efficient assistant designed to analyze paragraphs or financial reports provided by a group of analysts. Your task is to extract the investment decision: BUY or SELL. Provide only BUY or SELL as your output (never HOLD).",
),
("human", full_signal),
]
response = self.quick_thinking_llm.invoke(messages).content
match = re.search(r"\b(BUY|SELL)\b", str(response), flags=re.IGNORECASE)
if match:
return match.group(1).upper()
return "BUY"