erlangshen 0.1.0

package/src/core/cerebellum.py

@@ -0,0 +1,175 @@
+"""
+Cerebellum - 认知调度器
+协调大脑(Brain)和工具(Tools)，负责任务编排、上下文管理、多跳推理
+"""
+import json
+from typing import Any, Optional
+from loguru import logger
+from pydantic import BaseModel, Field
+
+from .brain import Brain, AnalysisResult
+from .memory import Memory
+from .knowledge import KnowledgeBase
+
+
+class TaskStep(BaseModel):
+    """任务步骤"""
+    step_id: int
+    description: str
+    tool: Optional[str] = None
+    input_data: dict = Field(default_factory=dict)
+    output: Any = None
+
+
+class TaskPlan(BaseModel):
+    """任务计划"""
+    task_id: str
+    query: str
+    steps: list[TaskStep] = Field(default_factory=list)
+    status: str = "pending"  # pending, running, completed, failed
+
+
+class Cerebellum:
+    """
+    认知调度器 - 协调大脑和工具
+    工作流程：
+    1. 理解意图
+    2. 规划任务
+    3. 调用工具获取数据
+    4. 大脑分析
+    5. 生成回复
+    6. 更新记忆
+    """
+
+    def __init__(
+        self,
+        brain: Optional[Brain] = None,
+        memory: Optional[Memory] = None,
+        knowledge: Optional[KnowledgeBase] = None,
+    ):
+        self.brain = brain or Brain()
+        self.memory = memory or Memory()
+        self.knowledge = knowledge or KnowledgeBase()
+        self._tool_registry: dict[str, Any] = {}
+
+    def register_tool(self, name: str, tool: Any) -> None:
+        """注册工具到调度器"""
+        self._tool_registry[name] = tool
+        logger.info(f"Registered tool: {name}")
+
+    async def _understand_intent(self, query: str) -> dict:
+        """理解用户意图，返回意图结构"""
+        prompt = f"""分析以下用户查询的意图：
+
+查询：「{query}」
+
+请返回JSON格式：
+{{
+  "intent": "main intent category",
+  "sub_intent": "specific sub-intent",
+  "entities": ["key entities mentioned"],
+  "required_tools": ["needed tools to fulfill query"],
+  "complexity": "low/medium/high"
+}}
+"""
+        try:
+            response = await self.brain.think(prompt)
+            # 尝试解析JSON
+            for line in response.split('\n'):
+                line = line.strip()
+                if line.startswith('{') and 'intent' in line:
+                    start = response.find('{')
+                    end = response.rfind('}') + 1
+                    json_str = response[start:end]
+                    return json.loads(json_str)
+            return {"intent": "general", "sub_intent": "query", "entities": [], "required_tools": [], "complexity": "low"}
+        except Exception as e:
+            logger.warning(f"Intent understanding failed: {e}")
+            return {"intent": "general", "sub_intent": "query", "entities": [], "required_tools": [], "complexity": "low"}
+
+    async def _plan_tasks(self, query: str, intent: dict) -> TaskPlan:
+        """规划任务步骤"""
+        task_id = f"task_{hash(query) % 100000}"
+        steps = []
+
+        # 根据意图生成步骤
+        if "analysis" in intent.get("intent", "").lower():
+            steps.append(TaskStep(step_id=1, description="获取相关数据", tool="search"))
+            steps.append(TaskStep(step_id=2, description="分析数据", tool=None))
+            steps.append(TaskStep(step_id=3, description="生成结论", tool=None))
+        elif "market" in intent.get("required_tools", []):
+            steps.append(TaskStep(step_id=1, description="查询行情数据", tool="market"))
+            steps.append(TaskStep(step_id=2, description="分析走势", tool=None))
+        elif "macro" in intent.get("required_tools", []):
+            steps.append(TaskStep(step_id=1, description="查询宏观数据", tool="macro"))
+            steps.append(TaskStep(step_id=2, description="分析经济形势", tool=None))
+        else:
+            steps.append(TaskStep(step_id=1, description="搜索相关信息", tool="search"))
+            steps.append(TaskStep(step_id=2, description="综合分析", tool=None))
+
+        return TaskPlan(task_id=task_id, query=query, steps=steps)
+
+    async def _execute_step(self, step: TaskStep) -> Any:
+        """执行单个任务步骤"""
+        if step.tool and step.tool in self._tool_registry:
+            tool = self._tool_registry[step.tool]
+            if hasattr(tool, "execute"):
+                return await tool.execute(**step.input_data)
+            elif callable(tool):
+                return await tool(**step.input_data)
+        return None
+
+    async def process(self, query: str) -> dict:
+        """
+        处理用户查询的完整流程
+
+        Args:
+            query: 用户查询
+
+        Returns:
+            dict 包含结果、推理过程、置信度等
+        """
+        logger.info(f"Cerebellum processing: {query[:100]}")
+
+        # 1. 理解意图
+        intent = await self._understand_intent(query)
+
+        # 2. 规划任务
+        plan = await self._plan_tasks(query, intent)
+        plan.status = "running"
+
+        # 3. 执行任务步骤
+        all_data = {}
+        for step in plan.steps:
+            logger.info(f"Executing step {step.step_id}: {step.description}")
+            if step.tool:
+                step.output = await self._execute_step(step)
+                if step.output:
+                    all_data[step.tool] = step.output
+            else:
+                # 分析步骤不需要工具
+                pass
+
+        # 4. 大脑分析
+        analysis = await self.brain.analyze(query, data=all_data)
+
+        # 5. 更新记忆
+        await self.memory.add_interaction(query, str(analysis.conclusion))
+
+        # 6. 返回结果
+        return {
+            "query": query,
+            "intent": intent,
+            "analysis": analysis.model_dump(),
+            "plan": {
+                "task_id": plan.task_id,
+                "steps": [
+                    {"step_id": s.step_id, "description": s.description, "tool": s.tool}
+                    for s in plan.steps
+                ],
+            },
+        }
+
+    async def query_knowledge(self, query: str, top_k: int = 5) -> list[dict]:
+        """查询知识库"""
+        return await self.knowledge.search(query, top_k)

package/src/core/investment_universe.py

@@ -0,0 +1,423 @@
+"""
+Investment Universe - 全资产多策略能力图谱
+定义和管理所有支持的资产类别和策略类型
+"""
+from typing import Dict, List, Optional, Any
+from enum import Enum
+from dataclasses import dataclass
+
+
+# ============================================================
+# 资产类别定义
+# ============================================================
+
+class AssetClass(str, Enum):
+    """资产类别枚举"""
+    # 权益类
+    A_STOCK = "a_stock"           # A股
+    H_STOCK = "h_stock"           # 港股
+    US_STOCK = "us_stock"          # 美股
+    EUROPE_STOCK = "europe_stock"  # 欧股
+    JAPAN_STOCK = "japan_stock"    # 日股
+    
+    # 债券类
+    GOV_BOND = "gov_bond"         # 国债
+    CORPORATE_BOND = "corporate_bond"  # 信用债
+    convertible_bond = "convertible_bond"  # 可转债
+    
+    # 商品类
+    GOLD = "gold"                 # 黄金
+    SILVER = "silver"             # 白银
+    CRUDE_OIL = "crude_oil"      # 原油
+    NATURAL_GAS = "natural_gas"   # 天然气
+    COPPER = "copper"            # 铜
+    AGRICULTURAL = "agricultural"  # 农产品
+    
+    # 外汇类
+    USD = "usd"                   # 美元
+    EUR = "eur"                   # 欧元
+    JPY = "jpy"                   # 日元
+    GBP = "gbp"                   # 英镑
+    CNY = "cny"                   # 人民币
+    
+    # 数字资产
+    BTC = "btc"                   # 比特币
+    ETH = "eth"                   # 以太坊
+    CRYPTO = "crypto"             # 加密货币
+    
+    # 基金类
+    PUBLIC_FUND = "public_fund"   # 公募基金
+    PRIVATE_FUND = "private_fund" # 私募基金
+    ETF = "etf"                   # ETF
+    INDEX_FUND = "index_fund"     # 指数基金
+    
+    # 期货类
+    STOCK_FUTURES = "stock_futures"     # 股指期货
+    COMMODITY_FUTURES = "commodity_futures"  # 商品期货
+    BOND_FUTURES = "bond_futures"       # 国债期货
+
+
+@dataclass
+class AssetInfo:
+    """资产信息"""
+    code: AssetClass
+    name_cn: str
+    name_en: str
+    category: str  # 权益/债券/商品/外汇/数字/基金/期货
+    data_source: str  # 数据来源
+    keywords: List[str]  # 识别关键词
+
+
+# 资产类别映射
+ASSET_REGISTRY: Dict[AssetClass, AssetInfo] = {
+    AssetClass.A_STOCK: AssetInfo(
+        code=AssetClass.A_STOCK,
+        name_cn="A股（沪深）",
+        name_en="China A-Shares",
+        category="权益",
+        data_source="remote_db",
+        keywords=["a股", "沪深", "上证", "深证", "沪市", "深市", "主板", "创业板", "科创板"],
+    ),
+    AssetClass.H_STOCK: AssetInfo(
+        code=AssetClass.H_STOCK,
+        name_cn="港股",
+        name_en="Hong Kong Stocks",
+        category="权益",
+        data_source="yahoo_finance",
+        keywords=["港股", "恒生", "hk", "h股", "香港上市"],
+    ),
+    AssetClass.US_STOCK: AssetInfo(
+        code=AssetClass.US_STOCK,
+        name_cn="美股",
+        name_en="US Stocks",
+        category="权益",
+        data_source="yahoo_finance",
+        keywords=["美股", "纳斯达克", "纽交所", "标普", "道琼斯", "nyse", "nasdaq", "sp500"],
+    ),
+    AssetClass.GOLD: AssetInfo(
+        code=AssetClass.GOLD,
+        name_cn="黄金",
+        name_en="Gold",
+        category="商品",
+        data_source="yahoo_finance",
+        keywords=["黄金", "gold", "xau", "金价", "贵金属"],
+    ),
+    AssetClass.CRUDE_OIL: AssetInfo(
+        code=AssetClass.CRUDE_OIL,
+        name_cn="原油",
+        name_en="Crude Oil",
+        category="商品",
+        data_source="yahoo_finance",
+        keywords=["原油", "石油", "oil", "wti", "brent", "布伦特"],
+    ),
+    AssetClass.GOV_BOND: AssetInfo(
+        code=AssetClass.GOV_BOND,
+        name_cn="国债",
+        name_en="Government Bond",
+        category="债券",
+        data_source="macro_tools",
+        keywords=["国债", "债券", "国开行", "国债期货", "treasury", "bond"],
+    ),
+    AssetClass.PUBLIC_FUND: AssetInfo(
+        code=AssetClass.PUBLIC_FUND,
+        name_cn="公募基金",
+        name_en="Public Fund",
+        category="基金",
+        data_source="remote_db",
+        keywords=["公募", "基金", "净值", "基金经理", "认购", "申购"],
+    ),
+    AssetClass.PRIVATE_FUND: AssetInfo(
+        code=AssetClass.PRIVATE_FUND,
+        name_cn="私募基金",
+        name_en="Private Fund",
+        category="基金",
+        data_source="remote_db",
+        keywords=["私募", "备案", "管理人", "托管", "阳光私募"],
+    ),
+    AssetClass.ETF: AssetInfo(
+        code=AssetClass.ETF,
+        name_cn="ETF",
+        name_en="ETF",
+        category="基金",
+        data_source="remote_db",
+        keywords=["etf", "交易型开放式指数基金", "指数etf", "行业etf"],
+    ),
+    AssetClass.BTC: AssetInfo(
+        code=AssetClass.BTC,
+        name_cn="比特币",
+        name_en="Bitcoin",
+        category="数字",
+        data_source="coingecko",
+        keywords=["比特币", "btc", "bitcoin", "数字货币", "加密货币"],
+    ),
+    AssetClass.ETH: AssetInfo(
+        code=AssetClass.ETH,
+        name_cn="以太坊",
+        name_en="Ethereum",
+        category="数字",
+        data_source="coingecko",
+        keywords=["以太坊", "eth", "ethereum"],
+    ),
+    AssetClass.STOCK_FUTURES: AssetInfo(
+        code=AssetClass.STOCK_FUTURES,
+        name_cn="股指期货",
+        name_en="Stock Index Futures",
+        category="期货",
+        data_source="yahoo_finance",
+        keywords=["股指期货", "if", "ih", "ic", "沪深300期货", "中证500期货"],
+    ),
+}
+
+
+# ============================================================
+# 策略类型定义
+# ============================================================
+
+class StrategyType(str, Enum):
+    """策略类型枚举"""
+    MACRO_STRATEGY = "macro_strategy"          # 宏观策略
+    CTA_QUANT = "cta_quant"                   # CTA量化
+    EQUITY_LONG_SHORT = "equity_long_short"    # 股票多空
+    SUBJECTIVE_EQUITY = "subjective_equity"    # 主观股票
+    PRIVATE_FOF = "private_fof"               # 私募FOF
+    PUBLIC_FOF = "public_fof"                 # 公募FOF
+    RISK_PARITY = "risk_parity"               # 风险平价
+    MOMENTUM = "momentum"                     # 趋势动量
+    REVERSAL = "reversal"                     # 均值回归
+    arbitrage = "arbitrage"                   # 套利
+    OPTIONS_HEDGE = "options_hedge"           # 期权对冲
+    FIXED_INCOME = "fixed_income"             # 固收
+
+
+@dataclass
+class StrategyInfo:
+    """策略信息"""
+    code: StrategyType
+    name_cn: str
+    name_en: str
+    category: str  # 权益/债券/宏观/量化/组合
+    team_agent: str  # 负责的Agent
+    keywords: List[str]
+
+
+# 策略类型映射
+STRATEGY_REGISTRY: Dict[StrategyType, StrategyInfo] = {
+    StrategyType.MACRO_STRATEGY: StrategyInfo(
+        code=StrategyType.MACRO_STRATEGY,
+        name_cn="宏观策略",
+        name_en="Macro Strategy",
+        category="宏观",
+        team_agent="agent-05",
+        keywords=["宏观", "大类资产配置", "经济周期", "货币政策", "财政政策", "利率", "通胀"],
+    ),
+    StrategyType.CTA_QUANT: StrategyInfo(
+        code=StrategyType.CTA_QUANT,
+        name_cn="CTA量化",
+        name_en="CTA Quant",
+        category="量化",
+        team_agent="agent-04",
+        keywords=["cta", "量化", "趋势跟踪", "商品期货", "动量", "趋势策略", "期货策略"],
+    ),
+    StrategyType.SUBJECTIVE_EQUITY: StrategyInfo(
+        code=StrategyType.SUBJECTIVE_EQUITY,
+        name_cn="主观股票",
+        name_en="Subjective Equity",
+        category="权益",
+        team_agent="agent-09",
+        keywords=["主观", "股票", "基本面", "价值投资", "成长投资", "个股研究"],
+    ),
+    StrategyType.PRIVATE_FOF: StrategyInfo(
+        code=StrategyType.PRIVATE_FOF,
+        name_cn="私募FOF",
+        name_en="Private Fund of Funds",
+        category="组合",
+        team_agent="agent-01",
+        keywords=["私募", "fof", "基金筛选", "尽调", "私募基金配置", "组合配置"],
+    ),
+    StrategyType.PUBLIC_FOF: StrategyInfo(
+        code=StrategyType.PUBLIC_FOF,
+        name_cn="公募FOF",
+        name_en="Public Fund of Funds",
+        category="组合",
+        team_agent="agent-02",
+        keywords=["公募", "fof", "基金配置", "养老基金", "稳健配置"],
+    ),
+    StrategyType.RISK_PARITY: StrategyInfo(
+        code=StrategyType.RISK_PARITY,
+        name_cn="风险平价",
+        name_en="Risk Parity",
+        category="组合",
+        team_agent="agent-05",
+        keywords=["风险平价", "风险预算", "波动率", "夏普比率", "资产配置"],
+    ),
+    StrategyType.MOMENTUM: StrategyInfo(
+        code=StrategyType.MOMENTUM,
+        name_cn="趋势动量",
+        name_en="Momentum",
+        category="量化",
+        team_agent="agent-04",
+        keywords=["动量", "趋势", "趋势跟踪", " momentum", "技术分析"],
+    ),
+    StrategyType.FIXED_INCOME: StrategyInfo(
+        code=StrategyType.FIXED_INCOME,
+        name_cn="固定收益",
+        name_en="Fixed Income",
+        category="债券",
+        team_agent="agent-05",
+        keywords=["固收", "债券", "信用债", "利率债", "中高收益", "债券基金"],
+    ),
+}
+
+
+# ============================================================
+# 能力图谱查询
+# ============================================================
+
+class InvestmentUniverse:
+    """
+    投资宇宙 - 全资产多策略能力图谱
+    
+    提供：
+    - 资产类别识别
+    - 策略类型识别
+    - 能力状态查询
+    - 数据源路由
+    """
+    
+    def __init__(self):
+        self.assets = ASSET_REGISTRY
+        self.strategies = STRATEGY_REGISTRY
+    
+    def identify_assets(self, query: str) -> List[AssetClass]:
+        """
+        从查询中识别涉及的资产类别
+        
+        Args:
+            query: 用户查询
+        
+        Returns:
+            List[AssetClass] 匹配的资产类别列表
+        """
+        query_lower = query.lower()
+        matched = []
+        
+        for asset_class, info in self.assets.items():
+            for keyword in info.keywords:
+                if keyword.lower() in query_lower:
+                    if asset_class not in matched:
+                        matched.append(asset_class)
+                    break
+        
+        return matched
+    
+    def identify_strategies(self, query: str) -> List[StrategyType]:
+        """
+        从查询中识别涉及的策略类型
+        
+        Args:
+            query: 用户查询
+        
+        Returns:
+            List[StrategyType] 匹配的策略类型列表
+        """
+        query_lower = query.lower()
+        matched = []
+        
+        for strategy_type, info in self.strategies.items():
+            for keyword in info.keywords:
+                if keyword.lower() in query_lower:
+                    if strategy_type not in matched:
+                        matched.append(strategy_type)
+                    break
+        
+        return matched
+    
+    def get_asset_info(self, asset: AssetClass) -> Optional[AssetInfo]:
+        """获取资产信息"""
+        return self.assets.get(asset)
+    
+    def get_strategy_info(self, strategy: StrategyType) -> Optional[StrategyInfo]:
+        """获取策略信息"""
+        return self.strategies.get(strategy)
+    
+    def get_data_source(self, asset: AssetClass) -> str:
+        """获取资产对应的数据源"""
+        info = self.assets.get(asset)
+        return info.data_source if info else "unknown"
+    
+    def get_team_agent(self, strategy: StrategyType) -> str:
+        """获取策略对应的团队Agent"""
+        info = self.strategies.get(strategy)
+        return info.team_agent if info else "unknown"
+    
+    def get_capability_state(self) -> dict:
+        """
+        获取当前能力状态
+        
+        Returns:
+            dict 包含已实现的资产类别和策略类型
+        """
+        return {
+            "assets": {
+                "total": len(self.assets),
+                "implemented": [
+                    {
+                        "code": a.value,
+                        "name": info.name_cn,
+                        "data_source": info.data_source,
+                    }
+                    for a, info in self.assets.items()
+                ],
+            },
+            "strategies": {
+                "total": len(self.strategies),
+                "implemented": [
+                    {
+                        "code": s.value,
+                        "name": info.name_cn,
+                        "team_agent": info.team_agent,
+                    }
+                    for s, info in self.strategies.items()
+                ],
+            },
+        }
+    
+    def list_all_assets(self) -> List[Dict[str, str]]:
+        """列出所有资产类别"""
+        return [
+            {
+                "code": a.value,
+                "name_cn": info.name_cn,
+                "name_en": info.name_en,
+                "category": info.category,
+            }
+            for a, info in self.assets.items()
+        ]
+    
+    def list_all_strategies(self) -> List[Dict[str, str]]:
+        """列出所有策略类型"""
+        return [
+            {
+                "code": s.value,
+                "name_cn": info.name_cn,
+                "name_en": info.name_en,
+                "category": info.category,
+                "team_agent": info.team_agent,
+            }
+            for s, info in self.strategies.items()
+        ]
+
+
+# ============================================================
+# 全局实例
+# ============================================================
+
+_universe: Optional[InvestmentUniverse] = None
+
+
+def get_universe() -> InvestmentUniverse:
+    """获取投资宇宙实例"""
+    global _universe
+    if _universe is None:
+        _universe = InvestmentUniverse()
+    return _universe