aria-code 0.167.0__py3-none-win_amd64.whl

aria_code/apps/cli/commands/data_cmds.py

@@ -0,0 +1,521 @@
+"""DataCommandsMixin — data, alert, correlation, and comparison commands."""
+
+from __future__ import annotations
+
+from aria_code.apps.cli.i18n import ui_text
+
+from ._ui import print_error
+
+
+import json
+import asyncio
+import datetime
+import time
+import shlex
+from typing import Dict, Any, Optional
+
+def _render_portfolio_bt(*args, **kwargs):
+    from aria_cli import _render_portfolio_bt as fn
+    return fn(*args, **kwargs)
+def _render_alerts(*args, **kwargs):
+    from aria_cli import _render_alerts as fn
+    return fn(*args, **kwargs)
+def _get__HAS_LOCAL_FINANCE():
+    from aria_cli import _HAS_LOCAL_FINANCE as val
+    return val
+def _get_LOCAL_TOOLS():
+    # Owned by apps/cli/tool_registry.py; aria_cli fills it in place.
+    from ..tool_registry import LOCAL_TOOLS as val
+    return val
+def _render_corr_matrix(*args, **kwargs):
+    from aria_cli import _render_corr_matrix as fn
+    return fn(*args, **kwargs)
+def _render_peer_comparison(*args, **kwargs):
+    from aria_cli import _render_peer_comparison as fn
+    return fn(*args, **kwargs)
+def _render_sql_result(*args, **kwargs):
+    from aria_cli import _render_sql_result as fn
+    return fn(*args, **kwargs)
+
+import json
+import asyncio
+import datetime
+import time
+import shlex
+import sys
+import os
+from typing import Dict, Any, Optional
+
+
+import json
+import asyncio
+import datetime
+import time
+import shlex
+import sys
+import os
+from typing import Dict, Any, Optional
+
+
+class DataCommandsMixin:
+    """Mixin: data analysis and comparison commands."""
+
+    async def cmd_data(self, args: str):
+        """
+        /data sql "SELECT ..."     — DuckDB SQL 查询
+        /data export [filename]    — 导出上次结果到 Excel
+        /data load <csv_path>      — 加载 CSV 到 DuckDB
+        /data tables               — 列出已加载的表
+        """
+        import asyncio as _asyncio
+        loop = _asyncio.get_event_loop()
+        parts = args.strip().split(None, 1) if args.strip() else []
+        sub = parts[0].lower() if parts else "help"
+        rest = parts[1] if len(parts) > 1 else ""
+
+        try:
+            from data_analysis_tools import (sql_query, sql_list_tables,
+                                              export_to_excel, load_csv_data)
+        except ImportError as e:
+            if self.context.has_rich:
+                self.context.console.print(f"[red]data_analysis_tools 未加载: {e}[/red]")
+            return
+
+        if sub == "sql":
+            query = rest.strip().strip('"').strip("'")
+            if not query:
+                if self.context.has_rich:
+                    self.context.console.print("[dim]用法: /data sql \"SELECT ...\"|/dim]")
+                return
+            if self.context.has_rich:
+                with self.context.console.status(f"[dim]{ui_text(self, '执行 SQL', 'Running SQL')}...[/dim]", spinner="dots"):
+                    r = await loop.run_in_executor(None, sql_query, {"query": query})
+            else:
+                r = sql_query({"query": query})
+            _render_sql_result(r)
+
+        elif sub == "export":
+            fname = rest.strip() or None
+            watchlist = self.terminal.config.get("watchlist", ["AAPL", "MSFT", "SPY"])
+            try:
+                import yfinance as _yf
+                raw = _yf.download(watchlist[:5], period="1mo", progress=False, auto_adjust=True)
+                closes = raw["Close"] if hasattr(raw.columns, "levels") else raw
+                export_data = {"价格历史": closes.reset_index().to_dict("records")}
+            except Exception:
+                export_data = {"示例数据": [{"symbol": s, "note": "需 yfinance"} for s in watchlist]}
+            p = {"data": export_data, "filename": fname}
+            if self.context.has_rich:
+                with self.context.console.status(f"[dim]{ui_text(self, '生成 Excel', 'Building Excel')}...[/dim]", spinner="dots"):
+                    r = await loop.run_in_executor(None, export_to_excel, p)
+            else:
+                r = export_to_excel(p)
+            if r.get("success"):
+                msg = f"✓ 已导出: {r['path']}  ({r['total_rows']} 行)"
+                if self.context.has_rich:
+                    self.context.console.print(f"[green]{msg}[/green]")
+                else:
+                    print(msg)
+            else:
+                if self.context.has_rich:
+                    self.context.console.print(f"[red]{r.get('error')}[/red]")
+
+        elif sub == "load":
+            csv_path = rest.strip()
+            if not csv_path:
+                if self.context.has_rich:
+                    self.context.console.print("[dim]用法: /data load <csv文件路径>[/dim]")
+                return
+            if self.context.has_rich:
+                with self.context.console.status(f"[dim]{ui_text(self, '加载 CSV', 'Loading CSV')}...[/dim]", spinner="dots"):
+                    r = await loop.run_in_executor(None, load_csv_data, {"path": csv_path})
+            else:
+                r = load_csv_data({"path": csv_path})
+            if r.get("success"):
+                if self.context.has_rich:
+                    self.context.console.print(f"[green]✓ 已加载 {r['rows']} 行 → 表 {r['table_name']}[/green]")
+                    self.context.console.print(f"[dim]列: {', '.join(r['columns'][:10])}[/dim]")
+                    self.context.console.print(f"[dim]现在可以: /data sql \"SELECT * FROM {r['table_name']} LIMIT 10\"[/dim]")
+            else:
+                if self.context.has_rich:
+                    self.context.console.print(f"[red]{r.get('error')}[/red]")
+
+        elif sub == "tables":
+            r = sql_list_tables()
+            if r.get("success"):
+                tables = r.get("tables", [])
+                if self.context.has_rich:
+                    if tables:
+                        self.context.console.print(f"[bold]已加载表:[/bold] {', '.join(tables)}")
+                    else:
+                        self.context.console.print("[dim]暂无已加载的表。使用 /data load <csv> 加载数据[/dim]")
+
+        else:
+            if self.context.has_rich:
+                self.context.console.print("[dim]用法: /data [sql|export|load|tables][/dim]")
+                self.context.console.print("[dim]  /data sql \"SELECT * FROM my_table LIMIT 10\"[/dim]")
+                self.context.console.print("[dim]  /data load ~/Desktop/data.csv[/dim]")
+                self.context.console.print("[dim]  /data export my_report.xlsx[/dim]")
+                self.context.console.print("[dim]  /data tables[/dim]")
+
+    async def cmd_alert(self, args: str):
+        """
+        /alert add AAPL gt 200     — 设置预警（gt/lt/cross_up/cross_down）
+        /alert list                 — 列出所有预警
+        /alert delete <id>          — 删除预警
+        /alert check                — 检查所有预警状态
+        """
+        import asyncio as _asyncio
+        loop = _asyncio.get_event_loop()
+        parts = args.strip().split() if args.strip() else []
+        sub = parts[0].lower() if parts else "list"
+
+        try:
+            from data_analysis_tools import (add_price_alert, list_price_alerts,
+                                              delete_price_alert, check_alerts)
+        except ImportError as e:
+            if self.context.has_rich:
+                self.context.console.print(f"[red]data_analysis_tools 未加载: {e}[/red]")
+            return
+
+        if sub == "add":
+            if len(parts) < 4:
+                if self.context.has_rich:
+                    self.context.console.print("[dim]用法: /alert add <symbol> <gt|lt|cross_up|cross_down> <price> [备注][/dim]")
+                return
+            sym = parts[1].upper()
+            cond = parts[2].lower()
+            try:
+                price = float(parts[3])
+            except ValueError:
+                if self.context.has_rich:
+                    self.context.console.print("[red]价格必须是数字[/red]")
+                return
+            note = " ".join(parts[4:]) if len(parts) > 4 else ""
+            r = add_price_alert({"symbol": sym, "condition": cond, "price": price, "note": note})
+            if r.get("success"):
+                msg = r.get("message", "预警已设置")
+                if self.context.has_rich:
+                    self.context.console.print(f"[green]✓ {msg}[/green]")
+                else:
+                    print(f"✓ {msg}")
+            else:
+                if self.context.has_rich:
+                    self.context.console.print(f"[red]{r.get('error')}[/red]")
+
+        elif sub == "list":
+            r = list_price_alerts()
+            _render_alerts(r)
+
+        elif sub in ("delete", "del", "remove"):
+            alert_id = parts[1] if len(parts) > 1 else ""
+            if not alert_id:
+                if self.context.has_rich:
+                    self.context.console.print("[dim]用法: /alert delete <预警ID>[/dim]")
+                return
+            r = delete_price_alert({"alert_id": alert_id})
+            if r.get("success"):
+                if self.context.has_rich:
+                    self.context.console.print(f"[green]✓ 已删除预警 {r['deleted_id']}[/green]")
+            else:
+                if self.context.has_rich:
+                    self.context.console.print(f"[red]{r.get('error')}[/red]")
+
+        elif sub == "check":
+            if self.context.has_rich:
+                with self.context.console.status(f"[dim]{ui_text(self, '检查价格预警', 'Checking price alerts')}...[/dim]", spinner="dots"):
+                    r = await loop.run_in_executor(None, check_alerts)
+            else:
+                r = check_alerts()
+            triggered = r.get("triggered", [])
+            if triggered:
+                if self.context.has_rich:
+                    self.context.console.print(f"[bold yellow]🔔 {len(triggered)} 个预警已触发![/bold yellow]")
+                    for a in triggered:
+                        self.context.console.print(f"  [yellow]{a['symbol']}[/yellow] {a.get('condition','')} "
+                                      f"{a['price']} → 当前 [bold]{a.get('triggered_price','')}[/bold]")
+            else:
+                msg = r.get("message", "暂无触发的预警")
+                if self.context.has_rich:
+                    self.context.console.print(f"[dim]{msg}[/dim]")
+
+        else:
+            if self.context.has_rich:
+                self.context.console.print("[dim]用法: /alert [add|list|delete|check][/dim]")
+
+    async def cmd_corr(self, args: str):
+        """/corr AAPL MSFT TSLA SPY [1y|2y|6mo]  — 计算相关性矩阵"""
+        import asyncio as _asyncio
+        loop = _asyncio.get_event_loop()
+        parts = args.strip().upper().split() if args.strip() else []
+
+        period = "1y"
+        if parts and parts[-1].lower() in ("1y", "2y", "3y", "6mo", "ytd", "5y"):
+            period = parts[-1].lower()
+            parts = parts[:-1]
+
+        symbols = parts if parts else ["AAPL", "MSFT", "TSLA", "SPY", "QQQ"]
+
+        try:
+            from data_analysis_tools import calc_correlation_matrix
+        except ImportError as e:
+            if self.context.has_rich:
+                self.context.console.print(f"[red]data_analysis_tools 未加载: {e}[/red]")
+            return
+
+        if self.context.has_rich:
+            _names = ', '.join(symbols)
+            with self.context.console.status(f"[dim]{ui_text(self, f'计算 {_names} 相关性矩阵', f'Computing the {_names} correlation matrix')}...[/dim]", spinner="dots"):
+                r = await loop.run_in_executor(None, calc_correlation_matrix,
+                                               {"symbols": symbols, "period": period})
+        else:
+            r = calc_correlation_matrix({"symbols": symbols, "period": period})
+        _render_corr_matrix(r)
+
+    async def cmd_portfolio_bt(self, args: str):
+        """/ptbt AAPL MSFT GOOG [0.4 0.3 0.3] [2y] [monthly]  — 多资产组合回测"""
+        import asyncio as _asyncio
+        loop = _asyncio.get_event_loop()
+        parts = args.strip().split() if args.strip() else []
+
+        try:
+            from data_analysis_tools import portfolio_backtest
+        except ImportError as e:
+            if self.context.has_rich:
+                self.context.console.print(f"[red]data_analysis_tools 未加载: {e}[/red]")
+            return
+
+        symbols, weights, period, rebalance = [], [], "2y", "monthly"
+        _PERIODS = {"1y", "2y", "3y", "5y", "6mo", "ytd", "max"}
+        _REBALANCE = {"monthly", "quarterly", "none"}
+        for p in parts:
+            pl = p.lower()
+            if pl in _PERIODS:
+                period = pl
+                continue
+            if pl in _REBALANCE:
+                rebalance = pl
+                continue
+            try:
+                f = float(p)
+                if f < 2:
+                    weights.append(f)
+                else:
+                    symbols.append(p.upper())
+            except ValueError:
+                symbols.append(p.upper())
+
+        if not symbols:
+            symbols = ["AAPL", "MSFT", "GOOGL", "SPY"]
+            if self.context.has_rich:
+                self.context.console.print(f"[dim]未指定标的，使用默认: {symbols}[/dim]")
+
+        p_params = {"symbols": symbols, "period": period, "rebalance": rebalance}
+        if weights:
+            p_params["weights"] = weights
+
+        if self.context.has_rich:
+            _names = ', '.join(symbols)
+            with self.context.console.status(f"[dim]{ui_text(self, f'回测 {_names} ({period})', f'Backtesting {_names} ({period})')}...[/dim]", spinner="dots"):
+                r = await loop.run_in_executor(None, portfolio_backtest, p_params)
+        else:
+            r = portfolio_backtest(p_params)
+        _render_portfolio_bt(r)
+
+    async def cmd_peer(self, args: str):
+        """/peer <symbol> [peer1 peer2 ...]  — 同行估值对比"""
+        parts = args.strip().upper().split() if args.strip() else []
+        symbol = parts[0] if parts else "AAPL"
+        peers = parts[1:] if len(parts) > 1 else []
+
+        if not _get__HAS_LOCAL_FINANCE():
+            if self.context.has_rich:
+                self.context.console.print("[red]local_finance_tools 未加载[/red]")
+            return
+
+        import asyncio as _asyncio
+        loop = _asyncio.get_event_loop()
+        if self.context.has_rich:
+            with self.context.console.status(f"[dim]{ui_text(self, f'获取 {symbol} 同行数据', f'Fetching {symbol} peer data')}...[/dim]", spinner="dots"):
+                from local_finance_tools import _peer_comparison
+                r = await loop.run_in_executor(None, _peer_comparison,
+                                               {"symbol": symbol, "peers": peers, "lang": ui_text(self, "zh", "en")})
+        else:
+            from local_finance_tools import _peer_comparison
+            r = _peer_comparison({"symbol": symbol, "peers": peers, "lang": ui_text(self, "zh", "en")})
+
+        _render_peer_comparison(r)
+
+    async def cmd_compare(self, args: str):
+        """/compare SYMBOL [start] [end] — several strategies on one symbol, against buy-and-hold.
+
+        /compare AAPL MSFT read MSFT as the start date, and the local fallback
+        ran four of its five strategies as buy-and-hold (the local engine had
+        no such names and fell through to it), so the table showed four
+        identical rows. Its "start → end" title was the dates asked for, not
+        the ones used, and the Buy & Hold row was a total return in the
+        annual-return column with a made-up trade count.
+        """
+        import re as _re
+
+        parts = args.split() if args and args.strip() else ["SPY"]
+        symbol = parts[0].upper()
+        rest = parts[1:]
+        def is_date(token: str) -> bool:
+            # A real date: 2024-13-01 has the shape and reached yfinance, whose
+            # failure was then explained as rate limiting.
+            try:
+                __import__("datetime").date.fromisoformat(token)
+                return len(token) == 10
+            except ValueError:
+                return False
+        if rest and not is_date(rest[0]):
+            # A symbol has a letter (AAPL, 0700.HK) or is a six-digit A-share code.
+            if all(_re.fullmatch(r"(?=.*[A-Za-z])[A-Za-z0-9.^=-]{1,12}|\d{6}", t) for t in rest):
+                # Two or more symbols: the user is comparing stocks, which is /peer.
+                peers = " ".join(t.upper() for t in rest)
+                note = f"→ /peer {symbol} {peers}"
+                self.context.console.print(f"  [dim]{note}[/dim]") if self.context.has_rich else print(f"  {note}")
+                await self.cmd_peer(f"{symbol} {peers}")
+                return
+            print_error(self.context, ui_text(self, f"无法识别的日期：{rest[0]}", f"Not a date: {rest[0]}"),
+                        "Usage: /compare SYMBOL [YYYY-MM-DD] [YYYY-MM-DD]")
+            return
+        if len(rest) > 1 and not is_date(rest[1]):
+            print_error(self.context, ui_text(self, f"无法识别的日期：{rest[1]}", f"Not a date: {rest[1]}"),
+                        "Usage: /compare SYMBOL [YYYY-MM-DD] [YYYY-MM-DD]")
+            return
+        start = rest[0] if rest else "2020-01-01"
+        end = rest[1] if len(rest) > 1 else __import__("datetime").date.today().isoformat()
+        api_url = self.terminal.config.get("api_url", "http://localhost:8000")
+        import aiohttp
+
+        _STRATS = ["momentum", "mean_reversion", "breakout", "turtle", "ma_crossover"]
+        # What the local engine can run, under the names /compare shows.
+        _LOCAL = {"momentum": "momentum", "mean_reversion": "rsi_mean_revert", "ma_crossover": "sma_cross"}
+
+        async def _do():
+            payload = {"symbol": symbol, "strategies": _STRATS,
+                       "start_date": start, "end_date": end, "initial_capital": 100000, "commission_rate": 0.0003}
+            async with aiohttp.ClientSession(trust_env=True) as sess:
+                async with sess.post(f"{api_url}/api/v1/backtest/compare-strategies", json=payload, timeout=aiohttp.ClientTimeout(total=90)) as resp:
+                    if resp.status != 200:
+                        raise RuntimeError(f"HTTP {resp.status}")
+                    body = await resp.json()
+                    return body.get("data", body)
+
+        def _row(name: str, d: dict) -> dict:
+            ann = float(d.get("annual_return", 0) or 0)
+            mdd = float(d.get("max_drawdown", 0) or 0)
+            return {
+                "name": name,
+                "annualized_return_pct": ann * 100,
+                "sharpe_ratio": float(d.get("sharpe_ratio", 0) or 0),
+                "max_drawdown_pct": mdd * 100,
+                "calmar_ratio": (ann / abs(mdd)) if mdd else 0.0,
+                "sortino_ratio": float(d.get("sortino_ratio", 0) or 0),
+                "win_rate_pct": float(d.get("win_rate", 0) or 0) * 100,
+                "n_trades": int(d.get("total_trades", 0) or 0),
+            }
+
+        def _do_local():
+            """The strategies the local engine has, over the same dates, and
+            buy-and-hold run through the same engine as the benchmark."""
+            run = _get_LOCAL_TOOLS()["backtest_strategy"][0]
+            rows, period, errors = [], None, []
+            for shown, local in _LOCAL.items():
+                try:
+                    res = run({"symbol": symbol, "strategy": local, "start": start, "end": end})
+                except Exception as exc:
+                    errors.append(f"{shown}: {exc}")
+                    continue
+                if not res.get("success"):
+                    errors.append(f"{shown}: {res.get('error', 'failed')}")
+                    continue
+                d = res.get("data", res)
+                period = period or (d.get("start"), d.get("end"))
+                rows.append(_row(shown, d))
+            rows.sort(key=lambda r: r["sharpe_ratio"], reverse=True)
+            for i, r in enumerate(rows, 1):
+                r["rank_by_sharpe"] = i
+            bench = {}
+            try:
+                b = run({"symbol": symbol, "strategy": "buy_hold", "start": start, "end": end})
+                if b.get("success"):
+                    bench = _row("buy_hold", b.get("data", b))
+            except Exception:
+                pass
+            return {"strategies": rows, "benchmark": bench, "provider": "local", "period": period,
+                    "skipped": [s for s in _STRATS if s not in _LOCAL], "errors": errors}
+
+        async def _do_with_fallback():
+            try:
+                return await _do()
+            except Exception:
+                # Backend unavailable / missing endpoint → local engine
+                note = ui_text(self, "后端不可用，使用本地回测引擎对比…",
+                               "Backend unavailable; comparing with the local backtest engine…")
+                if self.context.has_rich:
+                    self.context.console.print(f"  [dim]{note}[/dim]")
+                import asyncio as _aio
+                return await _aio.get_event_loop().run_in_executor(None, _do_local)
+
+        status = ui_text(self, f"正在对比 {symbol} 的策略", f"Comparing strategies on {symbol}")
+        if self.context.has_rich:
+            with self.context.console.status(f"[dim]{status}...[/dim]", spinner="dots"):
+                try:
+                    data = await _do_with_fallback()
+                except Exception as e:
+                    print_error(self.context, str(e), "tool")
+                    return
+        else:
+            print(f"{status}...")
+            try:
+                data = await _do_with_fallback()
+            except Exception as e:
+                print_error(self.context, str(e), "tool")
+                return
+        if not data.get("strategies"):
+            detail = "; ".join(data.get("errors") or []) or ui_text(
+                self, "检查标的代码和日期是否正确", "check the symbol and the dates")
+            print_error(self.context, ui_text(self, "策略对比无结果", "No strategy results"), detail)
+            return
+
+        strategies = data.get("strategies", [])
+        bh = data.get("benchmark", {}) or {}
+        period = data.get("period") or (start, end)
+        if self.context.has_rich:
+            from rich.table import Table
+            tbl = Table(title=f"[bold]{symbol} Strategy Comparison[/bold]  {period[0]} → {period[1]}",
+                        show_header=True, header_style="bold")
+            for col in ["Rank", "Strategy", "Ann.Ret%", "Sharpe", "MaxDD%", "Calmar", "Sortino", "Win%", "Trades"]:
+                tbl.add_column(col, justify="right")
+            for s in strategies:
+                tbl.add_row(
+                    str(s.get("rank_by_sharpe", "")),
+                    s["name"],
+                    f"{s.get('annualized_return_pct',0):+.1f}%",
+                    f"{s.get('sharpe_ratio',0):.3f}",
+                    f"{s.get('max_drawdown_pct',0):.1f}%",
+                    f"{s.get('calmar_ratio',0):.2f}",
+                    f"{s.get('sortino_ratio',0):.2f}",
+                    f"{s.get('win_rate_pct',0):.0f}%",
+                    str(s.get("n_trades",0)),
+                )
+            if bh:
+                tbl.add_row("—", "[dim]Buy & Hold[/dim]",
+                            f"{bh.get('annualized_return_pct',0):+.1f}%",
+                            f"{bh.get('sharpe_ratio',0):.3f}",
+                            f"{bh.get('max_drawdown_pct',0):.1f}%",
+                            f"{bh['calmar_ratio']:.2f}" if "calmar_ratio" in bh else "—",
+                            f"{bh['sortino_ratio']:.2f}" if "sortino_ratio" in bh else "—",
+                            "—", str(bh["n_trades"]) if "n_trades" in bh else "—")
+            self.context.console.print(tbl)
+            if data.get("skipped"):
+                self.context.console.print("  [dim]" + ui_text(
+                    self, f"本地引擎没有 {', '.join(data['skipped'])}，需后端才能对比。",
+                    f"{', '.join(data['skipped'])} need the backend; the local engine does not have them.")
+                    + "[/dim]")
+        else:
+            for s in strategies:
+                print(f"{s['name']}: Ann={s.get('annualized_return_pct',0):+.1f}% Sharpe={s.get('sharpe_ratio',0):.2f} DD={s.get('max_drawdown_pct',0):.1f}%")