410 lines
13 KiB
Go
410 lines
13 KiB
Go
package handlers
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import (
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"bytes"
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"encoding/json"
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"fmt"
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"io"
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"log"
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"net/http"
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"strconv"
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"strings"
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"time"
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"trade/web/internal/store"
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)
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// 所有已配置品种（与 tushare/src/contracts.py 保持一致）。
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var allSymbols = []string{"FG", "SA", "RB", "MA", "CF", "M"}
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type ddRunRequest struct {
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TradeDate string `json:"trade_date,omitempty"` // YYYYMMDD, 默认今天
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Symbols []string `json:"symbols,omitempty"` // 默认全部
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}
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type ddRunResponse struct {
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TradeDate string `json:"trade_date"`
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Results []ddSymbolResult `json:"results"`
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Errors []ddSymbolResult `json:"errors,omitempty"`
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}
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type ddSymbolResult struct {
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Symbol string `json:"symbol"`
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Direction string `json:"direction"`
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Confidence float64 `json:"confidence"`
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Error string `json:"error,omitempty"`
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}
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// DailyDirectionRun 对多个品种批量执行 AI 方向分析。
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func (d *Deps) DailyDirectionRun(w http.ResponseWriter, r *http.Request) {
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var req ddRunRequest
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if r.Body != nil {
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_ = json.NewDecoder(r.Body).Decode(&req)
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}
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if req.TradeDate == "" {
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req.TradeDate = time.Now().Format("20060102")
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}
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if len(req.Symbols) == 0 {
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req.Symbols = allSymbols
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}
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llmCfg := d.resolveLLMConfig()
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if llmCfg.APIKey == "" {
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writeErr(w, http.StatusServiceUnavailable, "LLM API Key 未配置，请在管理后台设置")
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return
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}
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resp := ddRunResponse{TradeDate: req.TradeDate}
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for _, sym := range req.Symbols {
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result, err := d.analyzeOneDirection(llmCfg, sym, req.TradeDate)
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if err != nil {
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resp.Errors = append(resp.Errors, ddSymbolResult{Symbol: sym, Error: err.Error()})
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continue
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}
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resp.Results = append(resp.Results, *result)
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}
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writeJSON(w, http.StatusOK, resp)
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}
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// analyzeOneDirection 对单个品种做方向分析并持久化。
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func (d *Deps) analyzeOneDirection(llmCfg *AIConfig, symbol, tradeDate string) (*ddSymbolResult, error) {
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// 1. 找到活跃合约
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tsCode, err := d.Futures.GetActiveTsCode(symbol, tradeDate)
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if err != nil {
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return nil, fmt.Errorf("查找活跃合约: %w", err)
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}
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// 2. 拉取分析上下文
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ctx, err := d.Futures.GetAnalysisContext(tsCode, tradeDate)
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if err != nil {
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return nil, fmt.Errorf("获取分析数据: %w", err)
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}
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// 3. 构建方向分析 prompt
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prompt := buildDirectionPrompt(ctx, symbol)
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promptSnapshot := prompt[len(prompt)-1]["content"]
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// 4. 调 LLM（非流式）
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rawJSON, err := callLLM(llmCfg, prompt)
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if err != nil {
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return nil, fmt.Errorf("LLM 调用失败: %w", err)
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}
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// 5. 解析 JSON
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parsed, err := parseDirectionJSON(rawJSON)
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if err != nil {
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log.Printf("[daily-direction] %s JSON parse failed, raw: %s", symbol, rawJSON)
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return nil, fmt.Errorf("AI 返回格式异常: %w", err)
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}
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// 6. 计算 target_date（简化：+1天，周五 +3天）
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targetDate := nextTradeDate(tradeDate)
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// 7. 持久化
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supportJSON, _ := json.Marshal(parsed.Support)
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resistJSON, _ := json.Marshal(parsed.Resistance)
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dd := &store.DailyDirection{
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Symbol: symbol,
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TradeDate: tradeDate,
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TargetDate: targetDate,
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Direction: parsed.Direction,
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Confidence: parsed.Confidence,
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Support: string(supportJSON),
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Resistance: string(resistJSON),
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Reasoning: parsed.Reasoning,
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RiskNote: parsed.RiskNote,
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PromptSnapshot: promptSnapshot,
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}
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if err := d.Futures.SaveDailyDirection(dd); err != nil {
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return nil, fmt.Errorf("保存失败: %w", err)
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}
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return &ddSymbolResult{
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Symbol: symbol,
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Direction: parsed.Direction,
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Confidence: parsed.Confidence,
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}, nil
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}
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// directionJSON LLM 返回的期望结构。
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type directionJSON struct {
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Direction string `json:"direction"`
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Confidence float64 `json:"confidence"`
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Support []float64 `json:"support"`
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Resistance []float64 `json:"resistance"`
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Reasoning string `json:"reasoning"`
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RiskNote string `json:"risk_note"`
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}
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// parseDirectionJSON 从 LLM 原始响应中提取结构化结果。
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func parseDirectionJSON(raw string) (*directionJSON, error) {
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raw = strings.TrimSpace(raw)
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// 尝试直接解析
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var d directionJSON
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if err := json.Unmarshal([]byte(raw), &d); err == nil {
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return &d, d.validate()
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}
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// 尝试提取 markdown code block 中的 JSON
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if idx := strings.Index(raw, "```json"); idx >= 0 {
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rest := raw[idx+7:]
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if end := strings.Index(rest, "```"); end > 0 {
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raw = strings.TrimSpace(rest[:end])
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if err := json.Unmarshal([]byte(raw), &d); err == nil {
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return &d, d.validate()
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}
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}
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}
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if idx := strings.Index(raw, "```"); idx >= 0 {
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rest := raw[idx+3:]
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if end := strings.Index(rest, "```"); end > 0 {
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raw = strings.TrimSpace(rest[:end])
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if err := json.Unmarshal([]byte(raw), &d); err == nil {
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return &d, d.validate()
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}
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}
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}
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return nil, fmt.Errorf("无法解析 AI 返回的 JSON")
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}
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func (d *directionJSON) validate() error {
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d.Direction = strings.TrimSpace(strings.ToLower(d.Direction))
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switch d.Direction {
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case "bullish", "bearish", "neutral":
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default:
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return fmt.Errorf("无效的 direction 值: %s", d.Direction)
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}
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if d.Confidence < 0 || d.Confidence > 100 {
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d.Confidence = max(0, min(100, d.Confidence))
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}
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return nil
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}
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// callLLM 非流式调用 LLM，返回 content 文本。
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func callLLM(cfg *AIConfig, prompt []map[string]string) (string, error) {
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body := map[string]any{
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"model": cfg.Model,
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"messages": prompt,
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"stream": false,
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}
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payload, err := json.Marshal(body)
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if err != nil {
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return "", err
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}
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client := &http.Client{Timeout: 120 * time.Second}
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req, err := http.NewRequest("POST", strings.TrimRight(cfg.BaseURL, "/")+"/chat/completions", bytes.NewReader(payload))
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if err != nil {
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return "", err
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}
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req.Header.Set("Content-Type", "application/json")
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req.Header.Set("Authorization", "Bearer "+cfg.APIKey)
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resp, err := client.Do(req)
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if err != nil {
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return "", fmt.Errorf("llm request: %w", err)
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}
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defer resp.Body.Close()
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if resp.StatusCode != 200 {
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b, _ := io.ReadAll(io.LimitReader(resp.Body, 2048))
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return "", fmt.Errorf("llm status %d: %s", resp.StatusCode, string(b))
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}
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var result struct {
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Choices []struct {
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Message struct {
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Content string `json:"content"`
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} `json:"message"`
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} `json:"choices"`
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}
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if err := json.NewDecoder(resp.Body).Decode(&result); err != nil {
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return "", fmt.Errorf("decode llm response: %w", err)
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}
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if len(result.Choices) == 0 {
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return "", fmt.Errorf("llm returned empty choices")
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}
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return result.Choices[0].Message.Content, nil
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}
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// buildDirectionPrompt 构建方向分析专用 prompt。
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func buildDirectionPrompt(ctx *store.AnalysisContext, symbol string) []map[string]string {
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s := ctx.Score
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var detail struct {
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ShortDetails []map[string]any `json:"short_details"`
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MediumDetail map[string]any `json:"medium_detail"`
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LongDetail map[string]any `json:"long_detail"`
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Volatility map[string]any `json:"volatility"`
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AdaptiveW map[string]any `json:"adaptive_weights"`
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VolPenalty float64 `json:"vol_penalty"`
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Delta1D *float64 `json:"composite_delta"`
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Delta5D *float64 `json:"composite_delta_5d"`
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}
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if s.Detail != nil {
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_ = json.Unmarshal(s.Detail, &detail)
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}
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symbolNames := map[string]string{
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"FG": "玻璃", "SA": "纯碱", "RB": "螺纹钢", "MA": "甲醇", "CF": "棉花", "M": "豆粕",
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}
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symbolName := symbolNames[symbol]
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if symbolName == "" {
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symbolName = symbol
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}
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var sb strings.Builder
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// ── 综合概况 ──
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sb.WriteString(fmt.Sprintf("品种：%s(%s)\n", symbolName, symbol))
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sb.WriteString(fmt.Sprintf("合约：%s 日期：%s\n", s.TsCode, s.TradeDate))
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sb.WriteString(fmt.Sprintf("收盘：%.2f 持仓：%.0f (日变动 %+.0f)\n", s.Close, s.OI, s.OIChg))
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sb.WriteString(fmt.Sprintf("综合分：%.1f/100 信号：%s\n", s.Composite, s.Signal))
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sb.WriteString(fmt.Sprintf("分层：短期 %.1f 中期 %.1f 长期 %.1f\n", s.ShortTerm, s.MediumTerm, s.LongTerm))
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// 波动率
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if v, ok := detail.Volatility["vol_penalty"]; ok {
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risk := 0.0
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if vr, ok := detail.Volatility["vol_risk"]; ok {
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if vv, ok := vr.(float64); ok {
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risk = vv
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}
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}
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sb.WriteString(fmt.Sprintf("波动率惩罚：%.3f (风险 %.2f%%)\n", v, risk*100))
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}
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// 自适应权重
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if ts, ok := detail.AdaptiveW["trend_strength"]; ok {
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sb.WriteString(fmt.Sprintf("趋势强度：%.2f → 权重 短期%.0f%%/中期%.0f%%/长期%.0f%%\n",
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ts, valPct(detail.AdaptiveW, "w_short"), valPct(detail.AdaptiveW, "w_medium"), valPct(detail.AdaptiveW, "w_long")))
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}
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// 分数动量
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if detail.Delta1D != nil {
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sb.WriteString(fmt.Sprintf("分数日变化：%+.1f", *detail.Delta1D))
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}
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if detail.Delta5D != nil {
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sb.WriteString(fmt.Sprintf(" 周变化：%+.1f", *detail.Delta5D))
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}
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if detail.Delta1D != nil || detail.Delta5D != nil {
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sb.WriteString("\n")
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}
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// ── 短期动力 7 日 ──
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sb.WriteString("\n近7日逐日打分：\n")
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for _, d := range detail.ShortDetails {
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q := fmt.Sprint(d["quadrant"])
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qcn := map[string]string{
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"accumulation": "增仓涨", "distribution": "增仓跌",
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"covering": "减仓涨", "liquidation": "减仓跌", "flat": "持平",
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}[q]
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if qcn == "" {
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qcn = q
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}
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sb.WriteString(fmt.Sprintf(" %s %s 涨跌%+.2f%% OI%+.2f%% 量比%.2f 得分%.1f\n",
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d["trade_date"], qcn, floatVal(d, "price_chg_pct")*100, floatVal(d, "oi_chg_pct")*100, floatVal(d, "vol_ratio"), floatVal(d, "score")))
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}
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// ── 中期趋势 15 日 ──
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md := detail.MediumDetail
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sb.WriteString(fmt.Sprintf("\n中期趋势(15日)：价格信号 %.1f (收益率 %+.2f%%) 资金意愿 %.1f\n",
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floatVal(md, "price_signal"), floatVal(md, "price_return_pct"), floatVal(md, "fund_signal")))
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a, d_, c, l := intVal(md, "accumulation_days"), intVal(md, "distribution_days"), intVal(md, "covering_days"), intVal(md, "liquidation_days")
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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))
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// ── 长期结构 30 日 ──
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ld := detail.LongDetail
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sb.WriteString(fmt.Sprintf("\n长期结构(30日)：OI趋势分 %.1f (变化 %+.2f%%) 价格趋势分 %.1f (收益 %+.2f%%)\n",
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floatVal(ld, "oi_score"), floatVal(ld, "oi_change_pct"), floatVal(ld, "price_score"), floatVal(ld, "price_return_30d_pct")))
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// ── 近 5 日分数趋势 ──
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if len(ctx.RecentScores) > 0 {
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sb.WriteString("\n近5日综合分趋势：")
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for i, rs := range ctx.RecentScores {
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if i >= 5 {
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break
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}
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sb.WriteString(fmt.Sprintf("%s=%.1f ", rs.TradeDate, rs.Composite))
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}
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sb.WriteString("\n")
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}
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// ── 近 30 日 K 线（支撑阻力依据）──
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if len(ctx.Candles) > 0 {
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start := 0
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if len(ctx.Candles) > 30 {
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start = len(ctx.Candles) - 30
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}
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sb.WriteString("\n近30日K线（开/高/低/收）：\n")
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for _, c := range ctx.Candles[start:] {
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sb.WriteString(fmt.Sprintf(" %s O%.1f H%.1f L%.1f C%.1f\n", c.TradeDate, c.Open, c.High, c.Low, c.Close))
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}
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}
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systemPrompt := strings.Join([]string{
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"你是一位期货日内交易分析师。基于量化打分数据，给出下一个交易日的方向判断。",
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"",
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"你必须输出严格 JSON，不要有任何额外文字：",
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"{",
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` "direction": "bullish" | "bearish" | "neutral",`,
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` "confidence": <0-100 的整数，表示对方向的确定程度>`,
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` "support": [<关键支撑位1>, <关键支撑位2>]`,
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` "resistance": [<关键阻力位1>, <关键阻力位2>]`,
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` "reasoning": "<3-5句话，说明核心逻辑：三层信号是共振还是背离？资金在干什么？>",`,
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` "risk_note": "<1-2句话，最可能打破当前判断的风险>"`,
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"}",
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"",
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"分析要点：",
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"1. 短期(7日)+中期(15日)+长期(30日) ≥2 层指向同一方向 = 有效方向信号",
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"2. 关注持仓变化：增仓方向才是真方向，减仓方向可能是离场",
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"3. 分数动量：Δ1d 和 Δ5d 连续同向 = 趋势加速，反向 = 可能转折",
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"4. 支撑阻力从 K 线数据中找：近期高低点、密集成交区",
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"5. 波动率惩罚系数 < 0.95 表示行情不稳定，降低 confidence",
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}, "\n")
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return []map[string]string{
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{"role": "system", "content": systemPrompt},
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{"role": "user", "content": sb.String()},
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}
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}
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// nextTradeDate 计算下一个交易日（简化规则：周六→周一，周日→周一，周五→周一，其余+1天）。
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func nextTradeDate(dateStr string) string {
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t, err := time.Parse("20060102", dateStr)
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if err != nil {
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return dateStr
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}
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next := t.AddDate(0, 0, 1)
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switch next.Weekday() {
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case time.Saturday:
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next = next.AddDate(0, 0, 2)
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case time.Sunday:
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next = next.AddDate(0, 0, 1)
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}
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return next.Format("20060102")
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}
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// ListDailyDirections 查询方向分析列表。
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func (d *Deps) ListDailyDirections(w http.ResponseWriter, r *http.Request) {
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q := r.URL.Query()
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symbol := q.Get("symbol")
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start := q.Get("start")
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end := q.Get("end")
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limit := 50
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if l, err := strconv.Atoi(q.Get("limit")); err == nil {
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limit = l
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}
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items, err := d.Futures.ListDailyDirections(symbol, start, end, limit)
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if err != nil {
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writeErr(w, http.StatusInternalServerError, err.Error())
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return
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}
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writeJSON(w, http.StatusOK, items)
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}
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