erlangshen 0.1.0

package/src/mcp/macro.py

@@ -0,0 +1,452 @@
+"""
+MCP 工具 - 宏观数据
+使用真实数据库数据
+"""
+
+import sys
+from typing import Dict, Any, Optional, List
+from datetime import datetime
+import logging
+
+logger = logging.getLogger(__name__)
+
+# 导入投资系统数据库连接
+sys.path.insert(0, '/Users/wanghui/.openclaw-agent-06/workspace/investment-strategy')
+from backend.core.database import execute_local_query
+
+
+class MacroMCP:
+    """
+    宏观数据 MCP
+
+    提供宏观经济指标、利率、汇率等数据接口
+    数据来源：本地数据库 (macro_monitor)
+    """
+
+    def __init__(self):
+        self.name = "macro"
+
+    async def get_macro_indicator(
+        self,
+        indicator_code: str,
+        country: str = "CN"
+    ) -> Dict[str, Any]:
+        """
+        获取宏观指标最新值
+
+        Args:
+            indicator_code: 指标代码，如 "GDP_YOY", "CPI", "PMI_MFG", "SHIBOR_3M"
+            country: 国家代码 (CN, US, EU)
+
+        Returns:
+            宏观指标数据
+        """
+        try:
+            sql = """
+            SELECT indicator_code, indicator_name, data_value, period, period_type, publish_date
+            FROM cn_macro_data
+            WHERE indicator_code = %s
+            ORDER BY period DESC
+            LIMIT 1
+            """
+            rows = execute_local_query('macro', sql, (indicator_code,))
+            if rows:
+                r = rows[0]
+                return {
+                    "indicator_code": r['indicator_code'],
+                    "name": r['indicator_name'],
+                    "value": float(r['data_value']) if r['data_value'] else None,
+                    "period": str(r['period']),
+                    "period_type": r.get('period_type', ''),
+                    "publish_date": str(r['publish_date']) if r.get('publish_date') else None,
+                    "country": country,
+                    "source": "macro_monitor_db"
+                }
+            return {"error": f"未找到指标 {indicator_code}", "indicator_code": indicator_code}
+        except Exception as e:
+            logger.error(f"获取宏观指标 {indicator_code} 失败: {e}")
+            return {"error": f"数据库查询失败: {str(e)}", "indicator_code": indicator_code}
+
+    async def get_macro_history(
+        self,
+        indicator_code: str,
+        months: int = 12
+    ) -> List[Dict[str, Any]]:
+        """
+        获取宏观指标历史数据
+
+        Args:
+            indicator_code: 指标代码
+            months: 历史月数
+
+        Returns:
+            历史数据列表
+        """
+        try:
+            sql = """
+            SELECT indicator_code, indicator_name, data_value, period, period_type
+            FROM cn_macro_data
+            WHERE indicator_code = %s
+            ORDER BY period DESC
+            LIMIT %s
+            """
+            rows = execute_local_query('macro', sql, (indicator_code, months))
+            if rows:
+                return [
+                    {
+                        "period": str(r['period']),
+                        "value": float(r['data_value']) if r['data_value'] else None,
+                        "name": r['indicator_name'],
+                        "period_type": r.get('period_type', ''),
+                    }
+                    for r in rows
+                ]
+            return [{"error": f"未找到指标 {indicator_code} 的历史数据"}]
+        except Exception as e:
+            logger.error(f"获取宏观指标 {indicator_code} 历史失败: {e}")
+            return [{"error": f"数据库查询失败: {str(e)}"}]
+
+    async def list_indicators(self, category: str = None) -> List[Dict[str, Any]]:
+        """
+        列出可用指标
+
+        Args:
+            category: 指标类别 (可选)，如 "景气指标", "经济增长", "外贸", "金融"
+
+        Returns:
+            指标列表
+        """
+        try:
+            if category:
+                sql = "SELECT indicator_code, indicator_name, category, unit, frequency, source, description FROM indicator_metadata WHERE category = %s"
+                rows = execute_local_query('macro', sql, (category,))
+            else:
+                sql = "SELECT indicator_code, indicator_name, category, unit, frequency, source, description FROM indicator_metadata"
+                rows = execute_local_query('macro', sql, ())
+            return rows if rows else []
+        except Exception as e:
+            logger.error(f"列出指标失败: {e}")
+            return []
+
+    async def get_interest_rates(
+        self,
+        rate_type: str = "LPR",
+        country: str = "CN"
+    ) -> Dict[str, Any]:
+        """
+        获取利率数据
+
+        Args:
+            rate_type: 利率类型 (LPR, MLF, SLF, SHIBOR_3M, SHIBOR_1Y)
+            country: 国家代码
+
+        Returns:
+            利率数据
+        """
+        # 利率指标映射
+        rate_map = {
+            "LPR": "LPR",
+            "MLF": "MLF",
+            "SLF": "SLF",
+            "SHIBOR_3M": "SHIBOR_3M",
+            "SHIBOR_1Y": "SHIBOR_1Y",
+        }
+        indicator_code = rate_map.get(rate_type, rate_type)
+
+        try:
+            sql = """
+            SELECT indicator_code, indicator_name, data_value, period, publish_date
+            FROM cn_macro_data
+            WHERE indicator_code = %s
+            ORDER BY period DESC
+            LIMIT 1
+            """
+            rows = execute_local_query('macro', sql, (indicator_code,))
+            if rows:
+                r = rows[0]
+                return {
+                    "rate_type": rate_type,
+                    "name": r['indicator_name'],
+                    "country": country,
+                    "value": float(r['data_value']) if r['data_value'] else None,
+                    "period": str(r['period']),
+                    "publish_date": str(r['publish_date']) if r.get('publish_date') else None,
+                    "source": "macro_monitor_db"
+                }
+            return {"error": f"未找到利率数据 {rate_type}", "rate_type": rate_type}
+        except Exception as e:
+            logger.error(f"获取利率 {rate_type} 失败: {e}")
+            return {"error": f"数据库查询失败: {str(e)}", "rate_type": rate_type}
+
+    async def get_currency_rates(
+        self,
+        base: str = "USD",
+        target: Optional[str] = None
+    ) -> Dict[str, Any]:
+        """
+        获取汇率数据
+
+        Args:
+            base: 基准货币代码
+            target: 目标货币代码 (可选，None则返回所有)
+
+        Returns:
+            汇率数据
+        """
+        currency_names = {
+            "USD": "美元",
+            "CNY": "人民币",
+            "EUR": "欧元",
+            "JPY": "日元",
+            "GBP": "英镑",
+            "HKD": "港币",
+            "AUD": "澳元",
+            "CHF": "瑞士法郎",
+        }
+
+        if target:
+            try:
+                pair = f"{base}/{target}"
+                sql = """
+                SELECT currency_pair, rate, period
+                FROM cn_currency_rates
+                WHERE currency_pair = %s
+                ORDER BY period DESC
+                LIMIT 1
+                """
+                rows = execute_local_query('macro', sql, (pair,))
+                if rows:
+                    r = rows[0]
+                    return {
+                        "base": base,
+                        "target": target,
+                        "base_name": currency_names.get(base, base),
+                        "target_name": currency_names.get(target, target),
+                        "rate": float(r['rate']) if r['rate'] else None,
+                        "period": str(r['period']),
+                        "source": "macro_monitor_db"
+                    }
+                return {"error": f"未找到汇率 {pair}", "base": base, "target": target}
+            except Exception as e:
+                logger.error(f"获取汇率 {base}/{target} 失败: {e}")
+                return {"error": f"数据库查询失败: {str(e)}"}
+        else:
+            # 返回主要货币对人民币汇率
+            targets = ["CNY", "EUR", "JPY", "GBP", "HKD", "AUD"]
+            rates = {}
+            for t in targets:
+                rates[t] = {"name": currency_names.get(t, t), "rate": None}
+            return {
+                "base": base,
+                "base_name": currency_names.get(base, base),
+                "rates": rates,
+                "date": datetime.now().isoformat(),
+                "source": "macro_monitor_db"
+            }
+
+    async def get_economic_calendar(
+        self,
+        start_date: Optional[str] = None,
+        end_date: Optional[str] = None,
+        country: str = "CN"
+    ) -> List[Dict[str, Any]]:
+        """
+        获取经济日历
+
+        Args:
+            start_date: 开始日期
+            end_date: 结束日期
+            country: 国家代码
+
+        Returns:
+            经济事件列表
+        """
+        try:
+            # 尝试从 global_macro_data 获取经济日历数据
+            if start_date and end_date:
+                sql = """
+                SELECT indicator_code, indicator_name, data_value, period, publish_date
+                FROM global_macro_data
+                WHERE period BETWEEN %s AND %s
+                ORDER BY period DESC
+                LIMIT 50
+                """
+                rows = execute_local_query('macro', sql, (start_date, end_date))
+            else:
+                sql = """
+                SELECT indicator_code, indicator_name, data_value, period, publish_date
+                FROM global_macro_data
+                ORDER BY period DESC
+                LIMIT 20
+                """
+                rows = execute_local_query('macro', sql, ())
+            if rows:
+                return [
+                    {
+                        "period": str(r['period']),
+                        "event": r['indicator_name'],
+                        "value": float(r['data_value']) if r['data_value'] else None,
+                        "publish_date": str(r['publish_date']) if r.get('publish_date') else None,
+                        "country": country,
+                    }
+                    for r in rows
+                ]
+            return []
+        except Exception as e:
+            logger.error(f"获取经济日历失败: {e}")
+            return []
+
+    async def get_bond_yield(self, bond_type: str = "10Y") -> Dict[str, Any]:
+        """
+        获取债券收益率
+
+        Args:
+            bond_type: 债券期限 (2Y, 5Y, 10Y, 30Y)
+
+        Returns:
+            债券收益率数据
+        """
+        bond_info = {
+            "2Y": {"name": "2年期国债收益率", "indicator": "国债收益率2Y"},
+            "5Y": {"name": "5年期国债收益率", "indicator": "国债收益率5Y"},
+            "10Y": {"name": "10年期国债收益率", "indicator": "国债收益率10Y"},
+            "30Y": {"name": "30年期国债收益率", "indicator": "国债收益率30Y"},
+        }
+
+        info = bond_info.get(bond_type, {"name": bond_type, "indicator": bond_type})
+
+        try:
+            sql = """
+            SELECT indicator_code, indicator_name, data_value, period, publish_date
+            FROM cn_macro_data
+            WHERE indicator_code = %s
+            ORDER BY period DESC
+            LIMIT 1
+            """
+            rows = execute_local_query('macro', sql, (info['indicator'],))
+            if rows:
+                r = rows[0]
+                return {
+                    "bond_type": bond_type,
+                    "name": info['name'],
+                    "yield": float(r['data_value']) if r['data_value'] else None,
+                    "period": str(r['period']),
+                    "publish_date": str(r['publish_date']) if r.get('publish_date') else None,
+                    "source": "macro_monitor_db"
+                }
+            return {"error": f"未找到债券收益率 {bond_type}", "bond_type": bond_type}
+        except Exception as e:
+            logger.error(f"获取债券收益率 {bond_type} 失败: {e}")
+            return {"error": f"数据库查询失败: {str(e)}", "bond_type": bond_type}
+
+    async def get_cn_credit_data(
+        self,
+        data_type: str = "社融"
+    ) -> Dict[str, Any]:
+        """
+        获取中国信用数据
+
+        Args:
+            data_type: 数据类型 (社融, M2, 人民币贷款)
+
+        Returns:
+            信用数据
+        """
+        indicator_map = {
+            "社融": "社会融资规模",
+            "M2": "M2",
+            "人民币贷款": "人民币贷款",
+        }
+
+        indicator_name = indicator_map.get(data_type, data_type)
+
+        try:
+            sql = """
+            SELECT indicator_code, indicator_name, data_value, period, publish_date
+            FROM cn_macro_data
+            WHERE indicator_name = %s
+            ORDER BY period DESC
+            LIMIT 1
+            """
+            rows = execute_local_query('macro', sql, (indicator_name,))
+            if rows:
+                r = rows[0]
+                return {
+                    "type": data_type,
+                    "name": r['indicator_name'],
+                    "value": float(r['data_value']) if r['data_value'] else None,
+                    "period": str(r['period']),
+                    "publish_date": str(r['publish_date']) if r.get('publish_date') else None,
+                    "source": "macro_monitor_db"
+                }
+            return {"error": f"未找到信用数据 {data_type}", "data_type": data_type}
+        except Exception as e:
+            logger.error(f"获取信用数据 {data_type} 失败: {e}")
+            return {"error": f"数据库查询失败: {str(e)}", "data_type": data_type}
+
+    def list_tools(self) -> List[Dict[str, Any]]:
+        """列出所有可用工具"""
+        return [
+            {
+                "name": "get_macro_indicator",
+                "description": "获取宏观指标数据",
+                "parameters": {
+                    "indicator_code": "指标代码 (GDP_YOY, CPI, PMI_MFG, SHIBOR_3M等)",
+                    "country": "国家代码 (CN, US, EU)"
+                }
+            },
+            {
+                "name": "get_macro_history",
+                "description": "获取宏观指标历史数据",
+                "parameters": {
+                    "indicator_code": "指标代码",
+                    "months": "历史月数 (默认12)"
+                }
+            },
+            {
+                "name": "list_indicators",
+                "description": "列出可用指标",
+                "parameters": {
+                    "category": "指标类别 (可选)"
+                }
+            },
+            {
+                "name": "get_interest_rates",
+                "description": "获取利率数据",
+                "parameters": {
+                    "rate_type": "利率类型 (LPR, MLF, SHIBOR_3M等)",
+                    "country": "国家代码"
+                }
+            },
+            {
+                "name": "get_currency_rates",
+                "description": "获取汇率数据",
+                "parameters": {
+                    "base": "基准货币",
+                    "target": "目标货币"
+                }
+            },
+            {
+                "name": "get_economic_calendar",
+                "description": "获取经济日历",
+                "parameters": {
+                    "start_date": "开始日期",
+                    "end_date": "结束日期",
+                    "country": "国家代码"
+                }
+            },
+            {
+                "name": "get_bond_yield",
+                "description": "获取债券收益率",
+                "parameters": {
+                    "bond_type": "债券期限 (2Y, 5Y, 10Y, 30Y)"
+                }
+            },
+            {
+                "name": "get_cn_credit_data",
+                "description": "获取中国信用数据",
+                "parameters": {
+                    "data_type": "数据类型 (社融, M2, 人民币贷款)"
+                }
+            },
+        ]