"""持仓分析 prompt 生成器。 根据最近 5 个交易日的主力持仓排名生成结构化分析 prompt, 按席位属性(家人/大户/其他/噪音)分类汇总,聚焦资金风向变化。 """ from collections import defaultdict from datetime import date, timedelta from app.database import SessionLocal from app.models import PositionRanking, Contract # ── 席位分类 ── FAMILY_NAMES = [ "东方财富", "徽商期货", "方正中期", "中信建投", "平安期货", ] WHALE_NAMES = [ "永安期货", "中信期货", "国泰君安", "海通期货", "华泰期货", "高盛期货", "乾坤期货", "摩根大通", "中粮期货", ] NOISE_NAMES = ["东证期货"] TYPE_LABEL = {"volume": "成交量", "long": "多单持仓", "short": "空单持仓"} def _classify(inst: str) -> str: """匹配席位分类,返回 家人/大户/噪音/其他。""" for kw in FAMILY_NAMES: if kw in inst: return "家人" for kw in WHALE_NAMES: if kw in inst: return "大户" for kw in NOISE_NAMES: if kw in inst: return "噪音" return "其他" def _build_legend() -> str: """生成席位分类图例。""" lines = ["## 席位分类", ""] lines.append(f"- **家人席位(散户)**: {'、'.join(FAMILY_NAMES)}") lines.append(f"- **大户席位(产业/套保)**: {'、'.join(WHALE_NAMES)}") lines.append(f"- **噪音席位(忽略)**: {'、'.join(NOISE_NAMES)}") lines.append("- **其他席位**: 未归入以上三类的席位") lines.append("") return "\n".join(lines) def _format_number(n: int) -> str: """数字格式化为万手。""" v = n / 10000 sign = "+" if n > 0 else "" return f"{sign}{v:.2f}万" def build_prompt(contract_code: str | None = None) -> str: """生成单个或全部活跃合约的持仓分析 prompt。 Args: contract_code: 合约代码(如 FG2609),为 None 时分析所有活跃合约。 Returns: 可直接发送给 AI 进行分析的 prompt 文本。 """ db = SessionLocal() try: if contract_code: codes = [contract_code.upper()] else: codes = [ r[0] for r in db.query(Contract.code) .filter(Contract.is_active == True) .order_by(Contract.code) .all() ] # 取最近 5 个有持仓数据的交易日 all_dates = sorted({ r[0] for r in db.query(PositionRanking.date) .filter(PositionRanking.contract_code.in_(codes)) .distinct() .all() }, reverse=True)[:5] all_dates.reverse() # 从旧到新 if not all_dates: return "无持仓数据" # 拉取全部数据 rankings = ( db.query(PositionRanking) .filter( PositionRanking.contract_code.in_(codes), PositionRanking.date.in_(all_dates), ) .order_by(PositionRanking.contract_code, PositionRanking.date, PositionRanking.data_type, PositionRanking.rank) .all() ) # 按 contract → date → data_type 组织 data: dict[str, dict] = defaultdict(lambda: defaultdict(lambda: defaultdict(list))) for r in rankings: data[r.contract_code][r.date][r.data_type].append(r) parts = [_build_legend()] for code in codes: if code not in data: continue cd = data[code] parts.append(f"## {code}") parts.append("") parts.append(f"分析区间: {min(all_dates)} → {max(all_dates)}(共 {len(all_dates)} 个交易日)") parts.append("") # ── 每日明细 ── for d in all_dates: if d not in cd: continue parts.append(f"### {d} {_weekday_zh(d)}") parts.append("") for dtype in ["volume", "long", "short"]: rows = cd[d].get(dtype, []) if not rows: continue parts.append(f"**{TYPE_LABEL[dtype]} Top 20**") parts.append("") parts.append("| 排名 | 席位 | 分类 | 持仓量 | 增减 |") parts.append("|------|------|------|--------|------|") for r in rows[:20]: tag = _classify(r.institution) if tag == "噪音": continue # 跳过东证 parts.append( f"| {r.rank} | {r.institution} | {tag} | " f"{_format_number(r.value)} | {_format_number(r.change)} |" ) parts.append("") # ── 每日家人 vs 大户汇总 ── parts.append(f"### {code} 分类资金变化汇总") parts.append("") parts.append("| 日期 | 家人多单增减 | 家人空单增减 | 大户多单增减 | 大户空单增减 | 其他多单增减 | 其他空单增减 |") parts.append("|------|-------------|-------------|-------------|-------------|-------------|-------------|") for d in all_dates: if d not in cd: continue cat_changes = defaultdict(lambda: defaultdict(int)) for dtype in ["long", "short"]: for r in cd[d].get(dtype, []): tag = _classify(r.institution) if tag == "噪音": continue cat_changes[tag][dtype] += r.change parts.append( f"| {d} " f"| {_format_number(cat_changes['家人']['long'])} " f"| {_format_number(cat_changes['家人']['short'])} " f"| {_format_number(cat_changes['大户']['long'])} " f"| {_format_number(cat_changes['大户']['short'])} " f"| {_format_number(cat_changes['其他']['long'])} " f"| {_format_number(cat_changes['其他']['short'])} |" ) parts.append("") # ── 5日累计 ── parts.append(f"### {code} 5日累计资金变化") parts.append("") total_cat = defaultdict(lambda: defaultdict(int)) for d in all_dates: if d not in cd: continue for dtype in ["long", "short"]: for r in cd[d].get(dtype, []): tag = _classify(r.institution) if tag == "噪音": continue total_cat[tag][dtype] += r.change parts.append("| 分类 | 5日多单累计 | 5日空单累计 | 净多(多-空) |") parts.append("|------|------------|------------|--------------|") for tag in ["家人", "大户", "其他"]: net = total_cat[tag]["long"] - total_cat[tag]["short"] net_str = _format_number(net) parts.append( f"| {tag} | {_format_number(total_cat[tag]['long'])} " f"| {_format_number(total_cat[tag]['short'])} | {net_str} |" ) parts.append("") # ── 分析引导 ── parts.append("---") parts.append("") parts.append("请基于以上数据进行分析,重点关注:") parts.append("") parts.append("1. **家人席位动向**: 5日内多空增减趋势,散户情绪偏多还是偏空," "是否有明显的追涨杀跌行为。") parts.append("2. **大户席位动向**: 产业资金和套保资金的布局方向," "多空增减是否与家人席位形成对手盘。") parts.append("3. **多空力量对比**: 各分类的净多/净空方向," "整体市场情绪偏向。") parts.append("4. **异常信号**: 单日大幅增减的席位," "分类资金出现明显分歧的交易日。") parts.append("5. **行情预判**: 结合席位资金流向," "对下一交易日走势给出偏多/偏空/震荡的判断及理由。") return "\n".join(parts) finally: db.close() def _weekday_zh(d: date) -> str: return ["周一", "周二", "周三", "周四", "周五", "周六", "周日"][d.weekday()] if __name__ == "__main__": import sys sys.path.insert(0, "/app") from app.prompt_builder import build_prompt prompt = build_prompt() print(prompt)