智能荐股系统 v1.0.0：股票池/行情/新闻RAG/机构持仓/多因子评分/AI深度研报
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# -*- coding: utf-8 -*-
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"""
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AI 分析引擎：DeepSeek 深度研报 + RAG 增强
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- 检索：股票相关新闻（向量语义）+ 公司概况 + 机构动向/基金持仓（结构化）
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- 生成：结构化工研报（公司概况/基本面/技术面/消息面/机构动向/风险提示/操作建议）
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"""
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import logging
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import threading
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import time
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import requests
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from config import (LLM_API_KEY, LLM_BASE_URL, LLM_MAX_TOKENS, LLM_MODEL,
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LLM_TEMPERATURE, LLM_TIMEOUT, CHROMA_NEWS_COLLECTION,
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CHROMA_PROFILE_COLLECTION)
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from database import query, query_one, execute
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from rag.vector_store import query_vectors
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log = logging.getLogger("analyst")
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_jobs = {} # code -> {status, report, error, ts}
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_jobs_lock = threading.Lock()
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# ------------------------------------------------------------------ LLM
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def llm_chat(messages, max_tokens=None, temperature=None, timeout=None):
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"""调用 DeepSeek（OpenAI 兼容）。返回最终 content（忽略推理过程）"""
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resp = requests.post(
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f"{LLM_BASE_URL}/chat/completions",
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headers={"Authorization": f"Bearer {LLM_API_KEY}"},
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json={
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"model": LLM_MODEL,
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"messages": messages,
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"max_tokens": max_tokens or LLM_MAX_TOKENS,
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"temperature": LLM_TEMPERATURE if temperature is None else temperature,
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"stream": False,
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},
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timeout=timeout or LLM_TIMEOUT,
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)
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resp.raise_for_status()
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data = resp.json()
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try:
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return data["choices"][0]["message"].get("content") or ""
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except (KeyError, IndexError):
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return ""
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# ------------------------------------------------------------------ RAG 检索
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def _rag_news(code, stock_name, query_text, top_k=6):
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"""检索个股相关新闻（向量语义，按 code 过滤）"""
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try:
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where = {"code": code}
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hits = query_vectors(query_text, n_results=top_k, where=where,
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name=CHROMA_NEWS_COLLECTION)
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out = []
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for h in hits:
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m = h.get("metadata", {})
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out.append({
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"title": m.get("title", ""),
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"date": m.get("date", ""),
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"sentiment": m.get("sentiment", 0),
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"text": h.get("document", "")[:400],
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})
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return out
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except Exception as e:
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log.warning("RAG news fail: %s", e)
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return []
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def _rag_profile(code):
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try:
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hits = query_vectors("公司主营业务与基本面", n_results=1,
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where={"code": code}, name=CHROMA_PROFILE_COLLECTION)
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if hits:
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return hits[0].get("document", "")
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except Exception:
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pass
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return ""
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def _inst_summary(code):
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"""机构评级 + 基金持仓摘要（结构化）"""
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ratings = query(
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"SELECT inst_name, rating, target_price, rating_date, prev_rating "
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"FROM inst_ratings WHERE stock_code=? ORDER BY rating_date DESC LIMIT 6", (code,))
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holdings = query(
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"SELECT inst_name, quarter, hold_value, change_pct FROM fund_holdings "
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"WHERE stock_code=? ORDER BY quarter DESC, hold_value DESC LIMIT 6", (code,))
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return ratings, holdings
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# ------------------------------------------------------------------ 报告生成
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def _fmt_indicators(ind):
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if not ind:
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return "（暂无技术数据）"
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lines = [
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f"- 最新价 {ind.get('close')}，当日 {ind.get('change_pct', 0):+.2f}%",
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f"- MA5={ind.get('ma5')} / MA10={ind.get('ma10')} / MA20={ind.get('ma20')} / MA60={ind.get('ma60')}",
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f"- RSI(14)={ind.get('rsi')}，KDJ K/D/J={ind.get('kdj_k')}/{ind.get('kdj_d')}/{ind.get('kdj_j')}",
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f"- MACD DIF={ind.get('dif')} / DEA={ind.get('dea')} / 柱={ind.get('macd')}",
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f"- 量比 {ind.get('vol_ratio')}，5日涨幅 {ind.get('chg_5d', 0):+.2f}%，20日涨幅 {ind.get('chg_20d', 0):+.2f}%",
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f"- 近120日区间 {ind.get('low_52w')} ~ {ind.get('high_52w')}，20日波动率 {ind.get('volatility')}%",
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]
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return "\n".join(lines)
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def _build_prompt(stock, ind, news_hits, profile, ratings, holdings, score, focus):
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rated = "、".join(f"{r['inst_name']}({r['rating']},目标{r['target_price']})" for r in ratings) or "暂无"
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held = "；".join(f"{h['inst_name']} {h['quarter']}持仓{h['hold_value']:.0f}万 环比{h['change_pct']:+.1f}%" for h in holdings) or "暂无"
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news_text = "\n\n".join(
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f"【{n['date']}｜{n['title']}】(情感{n['sentiment']:+.2f})\n{n['text']}" for n in news_hits
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) or "（检索到相关资讯较少）"
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return f"""你是资深A股投顾，请基于下方【资料】对股票 {stock['name']}({stock['code']}) 输出一份结构化工研报。
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【资料】
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公司概况：
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{profile or stock.get('description', '暂无')}
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技术面：
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{_fmt_indicators(ind)}
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综合评分：{score.get('total')} 分（评级：{score.get('rating')}），分项：趋势{score.get('trend')}/动量{score.get('momentum')}/技术{score.get('technical')}/量能{score.get('volume')}/消息{score.get('news')}/机构{score.get('institutional')}
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机构评级：{rated}
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基金持仓：{held}
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相关资讯（RAG 语义检索）：
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{news_text}
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用户关注点：{focus or '整体投资价值'}
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【输出要求】用 Markdown 输出，结构如下：
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## 一、公司概况与基本面
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## 二、技术面解读
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## 三、消息面与市场情绪
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## 四、机构动向
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## 五、风险提示
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## 六、操作建议（给出 目标区间 / 支撑位 / 压力位，说明短线与中线思路）
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注意：内容需严格基于上述资料，数据为模拟数据，结尾加一句「以上内容基于模拟数据生成，仅供系统演示，不构成投资建议」。"""
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def generate_report_sync(code, focus=""):
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"""同步生成报告（后台线程调用）"""
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stock = query_one("SELECT * FROM stocks WHERE code=?", (code,))
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if not stock:
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return {"error": "股票不存在"}
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ind = _indicators_for(code)
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score = _score_for(code, ind)
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hits = _rag_news(code, stock["name"], f"{stock['name']} {focus or '投资价值 业绩 利好利空'} {ind.get('close','')}")
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profile = _rag_profile(code)
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ratings, holdings = _inst_summary(code)
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prompt = _build_prompt(stock, ind, hits, profile, ratings, holdings, score, focus)
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try:
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report = llm_chat([
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{"role": "system", "content": "你是一名严谨专业的A股投资顾问，输出结构化、简洁、可执行的研报。"},
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{"role": "user", "content": prompt},
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])
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report = report.strip()
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if not report:
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raise RuntimeError("LLM 返回为空")
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execute("INSERT OR REPLACE INTO analysis_cache(code, report, created_at) VALUES(?,?,datetime('now','localtime'))",
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(code, report))
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return {"report": report, "ts": time.time()}
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except Exception as e:
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log.exception("gen report fail")
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return {"error": str(e)}
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def _indicators_for(code):
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"""从 DB 读取日线并算指标（避免循环依赖 app）"""
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from engine.indicators import compute_indicators
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rows = query("SELECT date,open,high,low,close,volume FROM stock_daily WHERE code=? ORDER BY date ASC", (code,))
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return compute_indicators(rows)
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def _score_for(code, ind):
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from engine.scoring import score_stock
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# 新闻情感（与 app 端口径一致：精确/前缀/后缀三种匹配）
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n = query_one(
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"SELECT AVG(sentiment) AS s FROM news WHERE (related_stocks=? OR related_stocks LIKE ? OR related_stocks LIKE ?) "
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"AND publish_date >= date('now','-7 day')",
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(code, f"%,{code}", f"{code},%"))
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news_score = n["s"] if n and n["s"] is not None else 0.0
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# 机构热度
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st = query_one(
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"SELECT COUNT(*) AS c FROM inst_ratings WHERE stock_code=? AND rating IN ('买入','增持') "
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"AND rating_date >= date('now','-30 day')", (code,))
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inst_count = st["c"] if st else 0
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inst_score = min(1.0, inst_count / 4.0)
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return score_stock(ind, news_score, inst_score)
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# ------------------------------------------------------------------ 异步任务
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def submit_report(code, focus=""):
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"""提交后台生成任务，立即返回"""
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with _jobs_lock:
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if _jobs.get(code, {}).get("status") == "running":
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return {"status": "running"}
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_jobs[code] = {"status": "running", "report": None, "error": None, "ts": time.time()}
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threading.Thread(target=_run_job, args=(code, focus), daemon=True).start()
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return {"status": "running"}
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def _run_job(code, focus):
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try:
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res = generate_report_sync(code, focus)
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with _jobs_lock:
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if res.get("error"):
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_jobs[code] = {"status": "error", "error": res["error"], "ts": time.time()}
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else:
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_jobs[code] = {"status": "done", "report": res["report"], "ts": time.time()}
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except Exception as e:
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with _jobs_lock:
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_jobs[code] = {"status": "error", "error": str(e), "ts": time.time()}
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def report_status(code):
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with _jobs_lock:
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return dict(_jobs.get(code, {}))
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def get_cached_report(code):
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return query_one("SELECT report, created_at FROM analysis_cache WHERE code=?", (code,))
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