"""AI 策略生成器 — 读取策略开发文档 + 调用 LLM 生成策略代码。 职责: 接收用户自然语言描述 → 读取 docs/strategy-guide.md → 调用 LLM → 返回策略代码。 不知道: 引擎内部、API、前端、配置持久化、回测。 """ from __future__ import annotations import ast import logging import re import tempfile from pathlib import Path logger = logging.getLogger(__name__) # 策略开发文档路径 GUIDE_PATH = Path(__file__).resolve().parent.parent.parent.parent / "docs" / "strategy-guide.md" _SYSTEM_PREFIX = """你是A股量化策略设计专家。根据用户描述的需求,参考下方的《策略开发指南》生成一个完整的策略Python文件。 核心约束: - 只创建这一个 .py 文件,不要修改任何现有文件,不要跨文件引用 - 只 import polars as pl,不 import 其他模块 要求: 1. 用户可能调整的策略阈值通过 META["params"] 暴露;公式常数、固定窗口边界、布尔开关不必强行参数化 2. 遵循指南中的文件结构,但优先贴合用户规则,不要为了套模板歪曲策略含义 3. ENTRY_SIGNALS/EXIT_SIGNALS 根据策略逻辑自行选择匹配的信号列,不要照搬示例 4. scoring 权重根据策略核心逻辑定制,总和 = 1.0 5. 优先使用 Polars 表达式、窗口函数、聚合和 with_columns/filter 实现,避免逐行/逐股 Python 循环;只有表达式难以描述的复杂状态机才使用 partition_by/to_dicts 6. 直接输出Python代码,不要输出其他内容 --- 策略开发指南 --- """ class AIStrategyGenerator: """AI 策略生成器""" def __init__(self) -> None: self._guide_cache: str | None = None def _get_guide(self) -> str: if self._guide_cache is None: if GUIDE_PATH.exists(): self._guide_cache = GUIDE_PATH.read_text(encoding="utf-8") else: logger.warning("strategy-guide.md not found at %s", GUIDE_PATH) self._guide_cache = "" return self._guide_cache async def generate(self, user_prompt: str) -> dict: """根据用户描述生成策略代码 Returns: {"code": str, "meta": dict, "valid": bool, "error": str | None} """ guide = self._get_guide() # 调用 LLM code = await self._call_llm(user_prompt, guide) # 验证 try: self._validate_safety(code) except ValueError as e: return {"code": code, "meta": {}, "valid": False, "error": str(e)} # 试加载获取 META try: meta = self._extract_meta(code) except Exception as e: return {"code": code, "meta": {}, "valid": False, "error": f"解析META失败: {e}"} return {"code": code, "meta": meta, "valid": True, "error": None} async def _call_llm(self, user_prompt: str, guide: str) -> str: """调用 OpenAI 兼容 API(流式,避免 CDN 长连接超时)""" from openai import AsyncOpenAI from app import secrets_store ai_key = secrets_store.get_ai_key() if not ai_key: raise RuntimeError("AI API Key 未配置,请在设置页面配置") client = AsyncOpenAI( api_key=ai_key, base_url=secrets_store.get_ai_config("ai_base_url", "https://api.alysc.top"), timeout=180.0, max_retries=2, ) # 使用流式请求:CDN 收到首个 token 后会持续转发,不会因等待超时 stream = await client.chat.completions.create( model=secrets_store.get_ai_config("ai_model", "gpt-5.5"), messages=[ {"role": "system", "content": _SYSTEM_PREFIX + guide}, {"role": "user", "content": user_prompt}, ], temperature=0.3, max_tokens=3000, stream=True, ) chunks: list[str] = [] async for chunk in stream: delta = chunk.choices[0].delta if chunk.choices else None if delta and delta.content: chunks.append(delta.content) content = "".join(chunks).strip() # 提取代码块 if "```python" in content: content = content.split("```python", 1)[1].split("```", 1)[0].strip() elif "```" in content: content = content.split("```", 1)[1].split("```", 1)[0].strip() return content @staticmethod def _validate_safety(code: str) -> None: """AST 级安全检查""" tree = ast.parse(code) forbidden_modules = {"os", "sys", "subprocess", "socket", "shutil", "pathlib", "http", "urllib", "requests", "httpx"} forbidden_calls = {"open", "exec", "eval", "compile", "__import__", "globals", "locals", "vars", "dir", "getattr", "setattr", "delattr", "type", "input"} for node in ast.walk(tree): if isinstance(node, ast.Import): for alias in node.names: if alias.name.split(".")[0] not in ("polars",): if alias.name.split(".")[0] in forbidden_modules: raise ValueError(f"禁止 import {alias.name}") if isinstance(node, ast.ImportFrom): if node.module and node.module.split(".")[0] not in ("polars",): if node.module.split(".")[0] in forbidden_modules: raise ValueError(f"禁止 from {node.module} import") if isinstance(node, ast.Call): if isinstance(node.func, ast.Name) and node.func.id in forbidden_calls: raise ValueError(f"禁止调用 {node.func.id}()") @staticmethod def _extract_meta(code: str) -> dict: """从代码字符串中提取 META 字典(不执行代码)""" tree = ast.parse(code) for node in ast.walk(tree): if isinstance(node, ast.Assign): for target in node.targets: if isinstance(target, ast.Name) and target.id == "META": # 找到 META 赋值,用 compile+eval 安全提取 # 只允许字面量 meta_node = node.value code_obj = compile(ast.Expression(meta_node), "", "eval") return eval(code_obj, {"__builtins__": {}}) # noqa: S307 return {}