308 lines
9.2 KiB
Go
308 lines
9.2 KiB
Go
package handlers
|
||
|
||
import (
|
||
"bufio"
|
||
"bytes"
|
||
"encoding/json"
|
||
"fmt"
|
||
"io"
|
||
"log"
|
||
"net/http"
|
||
"strings"
|
||
|
||
"trade/web/internal/store"
|
||
)
|
||
|
||
// AIConfig LLM 调用配置。
|
||
type AIConfig struct {
|
||
BaseURL string
|
||
APIKey string
|
||
Model string
|
||
}
|
||
|
||
// resolveLLMConfig 返回实际使用的 LLM 配置：DB 优先，环境变量作 fallback。
|
||
func (d *Deps) resolveLLMConfig() *AIConfig {
|
||
cfg := &AIConfig{
|
||
BaseURL: "https://api.deepseek.com/v1",
|
||
Model: "deepseek-chat",
|
||
}
|
||
|
||
// 尝试从 DB 读取
|
||
if dbCfg, err := d.Futures.GetLLMConfig(); err == nil && dbCfg != nil && dbCfg.APIKey != "" {
|
||
cfg.APIKey = dbCfg.APIKey
|
||
if dbCfg.BaseURL != "" {
|
||
cfg.BaseURL = dbCfg.BaseURL
|
||
}
|
||
if dbCfg.Model != "" {
|
||
cfg.Model = dbCfg.Model
|
||
}
|
||
return cfg
|
||
}
|
||
|
||
// fallback 到环境变量
|
||
if d.AIConfig != nil {
|
||
if d.AIConfig.APIKey != "" {
|
||
cfg.APIKey = d.AIConfig.APIKey
|
||
}
|
||
if d.AIConfig.BaseURL != "" {
|
||
cfg.BaseURL = d.AIConfig.BaseURL
|
||
}
|
||
if d.AIConfig.Model != "" {
|
||
cfg.Model = d.AIConfig.Model
|
||
}
|
||
}
|
||
return cfg
|
||
}
|
||
|
||
// Analyze 接收 ts_code + trade_date，查库拼 prompt，调 LLM 并以 SSE 流式返回。
|
||
func (d *Deps) Analyze(w http.ResponseWriter, r *http.Request) {
|
||
llmCfg := d.resolveLLMConfig()
|
||
if llmCfg.APIKey == "" {
|
||
writeErr(w, http.StatusServiceUnavailable, "LLM API Key 未配置，请在管理后台设置")
|
||
return
|
||
}
|
||
|
||
q := r.URL.Query()
|
||
tsCode := q.Get("ts_code")
|
||
tradeDate := q.Get("trade_date")
|
||
if tsCode == "" || tradeDate == "" {
|
||
writeErr(w, http.StatusBadRequest, "缺少 ts_code 或 trade_date")
|
||
return
|
||
}
|
||
|
||
ctx, err := d.Futures.GetAnalysisContext(tsCode, tradeDate)
|
||
if err != nil {
|
||
writeErr(w, http.StatusNotFound, err.Error())
|
||
return
|
||
}
|
||
|
||
prompt := buildPrompt(ctx)
|
||
|
||
// SSE
|
||
flusher, ok := w.(http.Flusher)
|
||
if !ok {
|
||
writeErr(w, http.StatusInternalServerError, "不支持 SSE")
|
||
return
|
||
}
|
||
w.Header().Set("Content-Type", "text/event-stream")
|
||
w.Header().Set("Cache-Control", "no-cache")
|
||
w.Header().Set("Connection", "keep-alive")
|
||
|
||
if err := streamLLM(llmCfg, prompt, w, flusher); err != nil {
|
||
log.Printf("[ai] stream error: %v", err)
|
||
sendSSE(w, flusher, "error", err.Error())
|
||
}
|
||
sendSSE(w, flusher, "done", "")
|
||
}
|
||
|
||
func sendSSE(w io.Writer, flusher http.Flusher, event, data string) {
|
||
if event != "" {
|
||
fmt.Fprintf(w, "event: %s\n", event)
|
||
}
|
||
for _, line := range strings.Split(data, "\n") {
|
||
fmt.Fprintf(w, "data: %s\n", line)
|
||
}
|
||
fmt.Fprint(w, "\n")
|
||
flusher.Flush()
|
||
}
|
||
|
||
// streamLLM 调用 LLM chat/completions，逐 token 推送 SSE。
|
||
func streamLLM(cfg *AIConfig, prompt []map[string]string, w io.Writer, flusher http.Flusher) error {
|
||
body := map[string]any{
|
||
"model": cfg.Model,
|
||
"messages": prompt,
|
||
"stream": true,
|
||
}
|
||
payload, _ := json.Marshal(body)
|
||
|
||
req, err := http.NewRequest("POST", strings.TrimRight(cfg.BaseURL, "/")+"/chat/completions", bytes.NewReader(payload))
|
||
if err != nil {
|
||
return err
|
||
}
|
||
req.Header.Set("Content-Type", "application/json")
|
||
req.Header.Set("Authorization", "Bearer "+cfg.APIKey)
|
||
|
||
resp, err := http.DefaultClient.Do(req)
|
||
if err != nil {
|
||
return fmt.Errorf("llm request: %w", err)
|
||
}
|
||
defer resp.Body.Close()
|
||
|
||
if resp.StatusCode != 200 {
|
||
b, _ := io.ReadAll(io.LimitReader(resp.Body, 1024))
|
||
return fmt.Errorf("llm status %d: %s", resp.StatusCode, string(b))
|
||
}
|
||
|
||
scanner := bufio.NewScanner(resp.Body)
|
||
for scanner.Scan() {
|
||
line := strings.TrimSpace(scanner.Text())
|
||
if line == "" || !strings.HasPrefix(line, "data: ") {
|
||
continue
|
||
}
|
||
data := strings.TrimPrefix(line, "data: ")
|
||
if data == "[DONE]" {
|
||
return nil
|
||
}
|
||
var chunk struct {
|
||
Choices []struct {
|
||
Delta struct {
|
||
Content string `json:"content"`
|
||
} `json:"delta"`
|
||
} `json:"choices"`
|
||
}
|
||
if err := json.Unmarshal([]byte(data), &chunk); err != nil {
|
||
continue // 忽略解析失败的行
|
||
}
|
||
for _, c := range chunk.Choices {
|
||
if c.Delta.Content != "" {
|
||
sendSSE(w, flusher, "token", c.Delta.Content)
|
||
}
|
||
}
|
||
}
|
||
return scanner.Err()
|
||
}
|
||
|
||
// buildPrompt 用 AnalysisContext 构建 system + user 消息。
|
||
func buildPrompt(ctx *store.AnalysisContext) []map[string]string {
|
||
s := ctx.Score
|
||
|
||
// 解析 detail_json 中的关键字段
|
||
var detail struct {
|
||
ShortDetails []map[string]any `json:"short_details"`
|
||
MediumDetail map[string]any `json:"medium_detail"`
|
||
LongDetail map[string]any `json:"long_detail"`
|
||
Volatility map[string]any `json:"volatility"`
|
||
AdaptiveW map[string]any `json:"adaptive_weights"`
|
||
VolPenalty float64 `json:"vol_penalty"`
|
||
Delta1D *float64 `json:"composite_delta"`
|
||
Delta5D *float64 `json:"composite_delta_5d"`
|
||
}
|
||
if s.Detail != nil {
|
||
_ = json.Unmarshal(s.Detail, &detail)
|
||
}
|
||
|
||
var sb strings.Builder
|
||
sb.WriteString("你是一位资深期货技术分析师，擅长从量化打分系统中解读市场信号。\n")
|
||
|
||
// 综合
|
||
sb.WriteString(fmt.Sprintf("\n## 合约 %s %s\n", s.TsCode, s.TradeDate))
|
||
sb.WriteString(fmt.Sprintf("- 收盘 %.2f 持仓 %.0f (日变动 %+.0f)\n", s.Close, s.OI, s.OIChg))
|
||
sb.WriteString(fmt.Sprintf("- 综合分 **%.1f** / 100\n", s.Composite))
|
||
sb.WriteString(fmt.Sprintf("- 分层: 短期 %.1f 中期 %.1f 长期 %.1f\n", s.ShortTerm, s.MediumTerm, s.LongTerm))
|
||
sb.WriteString(fmt.Sprintf("- 信号: %s\n", s.Signal))
|
||
|
||
// 波动率
|
||
if v, ok := detail.Volatility["vol_penalty"]; ok {
|
||
dp := 0.0
|
||
if vv, ok := v.(float64); ok {
|
||
dp = vv
|
||
}
|
||
risk := 0.0
|
||
if vr, ok := detail.Volatility["vol_risk"]; ok {
|
||
if vv, ok := vr.(float64); ok {
|
||
risk = vv
|
||
}
|
||
}
|
||
sb.WriteString(fmt.Sprintf("- 波动率惩罚系数: %.3f (综合风险 %.2f%%)\n", dp, risk*100))
|
||
}
|
||
|
||
// 自适应权重
|
||
if aw, ok := detail.AdaptiveW["trend_strength"]; ok {
|
||
sb.WriteString(fmt.Sprintf("- 趋势强度: %.2f → 权重 短期%.0f%%/中期%.0f%%/长期%.0f%%\n",
|
||
aw, valPct(detail.AdaptiveW, "w_short"), valPct(detail.AdaptiveW, "w_medium"), valPct(detail.AdaptiveW, "w_long")))
|
||
}
|
||
|
||
// 分数动量
|
||
if detail.Delta1D != nil {
|
||
sb.WriteString(fmt.Sprintf("- 分数动量: Δ1d %+.1f", *detail.Delta1D))
|
||
}
|
||
if detail.Delta5D != nil {
|
||
sb.WriteString(fmt.Sprintf(" Δ5d %+.1f", *detail.Delta5D))
|
||
}
|
||
if detail.Delta1D != nil || detail.Delta5D != nil {
|
||
sb.WriteString("\n")
|
||
}
|
||
|
||
// 短期细节
|
||
sb.WriteString("\n## 短期动力 (近7日逐日)\n")
|
||
sb.WriteString("| 日期 | 象限 | 涨跌% | OI变化% | 得分 |\n")
|
||
sb.WriteString("|------|------|-------|---------|------|\n")
|
||
for _, d := range detail.ShortDetails {
|
||
q := fmt.Sprint(d["quadrant"])
|
||
qcn := map[string]string{
|
||
"accumulation": "增仓涨", "distribution": "增仓跌",
|
||
"covering": "减仓涨", "liquidation": "减仓跌", "flat": "持平",
|
||
}[q]
|
||
if qcn == "" {
|
||
qcn = q
|
||
}
|
||
sb.WriteString(fmt.Sprintf("| %s | %s | %+.2f%% | %+.2f%% | %.1f |\n",
|
||
d["trade_date"], qcn, floatVal(d, "price_chg_pct")*100, floatVal(d, "oi_chg_pct")*100, floatVal(d, "score")))
|
||
}
|
||
|
||
// 中期细节
|
||
md := detail.MediumDetail
|
||
sb.WriteString("\n## 中期趋势 (15日)\n")
|
||
sb.WriteString(fmt.Sprintf("- 价格信号: %.1f (收益率 %+.2f%%)\n", floatVal(md, "price_signal"), floatVal(md, "price_return_pct")))
|
||
sb.WriteString(fmt.Sprintf("- 资金意愿: %.1f\n", floatVal(md, "fund_signal")))
|
||
a, d_, c, l := intVal(md, "accumulation_days"), intVal(md, "distribution_days"), intVal(md, "covering_days"), intVal(md, "liquidation_days")
|
||
sb.WriteString(fmt.Sprintf("- 象限分布: 增仓涨 %d天 / 增仓跌 %d天 / 减仓涨 %d天 / 减仓跌 %d天\n", a, d_, c, l))
|
||
|
||
// 长期细节
|
||
ld := detail.LongDetail
|
||
sb.WriteString("\n## 长期结构 (30日)\n")
|
||
sb.WriteString(fmt.Sprintf("- OI 趋势分: %.1f (端点变化 %+.2f%%)\n", floatVal(ld, "oi_score"), floatVal(ld, "oi_change_pct")))
|
||
sb.WriteString(fmt.Sprintf("- 价格趋势分: %.1f (30日收益 %+.2f%%)\n", floatVal(ld, "price_score"), floatVal(ld, "price_return_30d_pct")))
|
||
|
||
// 近 5 日分数趋势
|
||
if len(ctx.RecentScores) > 0 {
|
||
sb.WriteString("\n## 近5日分数趋势\n")
|
||
for i, rs := range ctx.RecentScores {
|
||
if i >= 5 {
|
||
break
|
||
}
|
||
sb.WriteString(fmt.Sprintf("- %s 综合 %.1f\n", rs.TradeDate, rs.Composite))
|
||
}
|
||
}
|
||
|
||
// 近30日K线数据（供支撑阻力分析）
|
||
if len(ctx.Candles) > 0 {
|
||
start := 0
|
||
if len(ctx.Candles) > 30 {
|
||
start = len(ctx.Candles) - 30
|
||
}
|
||
sb.WriteString("\n## 近30日K线（开/高/低/收）\n")
|
||
sb.WriteString("| 日期 | 开盘 | 最高 | 最低 | 收盘 |\n")
|
||
sb.WriteString("|------|------|------|------|------|\n")
|
||
for _, c := range ctx.Candles[start:] {
|
||
sb.WriteString(fmt.Sprintf("| %s | %.1f | %.1f | %.1f | %.1f |\n",
|
||
c.TradeDate, c.Open, c.High, c.Low, c.Close))
|
||
}
|
||
}
|
||
|
||
sb.WriteString("\n请从以下4个角度简要分析（使用中文）：\n")
|
||
sb.WriteString("1. 当前多空格局（2-3句话）\n")
|
||
sb.WriteString("2. 资金行为特征（2-3句话）\n")
|
||
sb.WriteString("3. 关键风险点（2-3句话）\n")
|
||
sb.WriteString("4. 支撑与阻力（明确指出最近的关键支撑位和阻力位，基于近30日高低点和均线位置，给出具体价位和依据）\n")
|
||
|
||
return []map[string]string{
|
||
{"role": "user", "content": sb.String()},
|
||
}
|
||
}
|
||
|
||
func floatVal(m map[string]any, key string) float64 {
|
||
v, _ := m[key].(float64)
|
||
return v
|
||
}
|
||
|
||
func intVal(m map[string]any, key string) int {
|
||
v, _ := m[key].(float64)
|
||
return int(v)
|
||
}
|
||
|
||
func valPct(m map[string]any, key string) float64 {
|
||
v, _ := m[key].(float64)
|
||
return v * 100
|
||
}
|