aria-code 0.52.0__py3-none-any.whl

aria_code/apps/cli/tools/market_tools.py

@@ -0,0 +1,620 @@
+"""Market data and broker tools extracted from aria_cli.py.
+
+Lazy-imports ``market_data_client`` and ``brokers`` so the module loads
+even when those optional packages are absent.  The import guards mirror
+aria_cli.py lines 134-189 so the same failure modes apply.
+"""
+from __future__ import annotations
+
+import json
+import logging
+import os
+import sys
+from datetime import datetime, timezone
+from pathlib import Path
+
+_ROOT = Path(__file__).parent.parent.parent.parent  # aria-code/
+if str(_ROOT) not in sys.path:
+    sys.path.insert(0, str(_ROOT))
+
+from aria_code.apps.cli.market_metadata import enrich_market_quote
+from aria_code.packages.aria_core.paths import aria_home
+
+logger = logging.getLogger(__name__)
+
+
+def _quote_time_metadata(quote: dict) -> dict[str, str]:
+    """Return provenance without calling an undated quote 'latest'."""
+    retrieved_at = datetime.now(timezone.utc).replace(microsecond=0).isoformat()
+    for key in ("as_of", "timestamp", "quote_time", "last_trade_time", "date"):
+        value = quote.get(key)
+        if value not in (None, ""):
+            return {"as_of": str(value), "retrieved_at": retrieved_at,
+                    "time_quality": "provider_timestamp"}
+    return {"retrieved_at": retrieved_at, "time_quality": "retrieval_time_only"}
+
+# ── Optional: market data client ────────────────────────────────────────────
+try:
+    from market_data_client import get_mdc as _get_mdc   # noqa: E402
+    _HAS_MDC = True
+except ImportError:
+    _HAS_MDC = False
+    _get_mdc = None  # type: ignore[assignment]
+
+# ── Unified data service (MDC primary + DataRouter fallback) ──────────────────
+# DataService bridges MarketDataClient with the configured DataRouter, which
+# honours ~/.aria/datasources.yaml (tushare / akshare / finnhub / fred / …).
+# Lazily constructed so importing this module stays cheap.
+_DATA_SERVICE = None
+
+
+def _get_data_service():
+    global _DATA_SERVICE
+    if _DATA_SERVICE is None:
+        from data_service import DataService
+        _DATA_SERVICE = DataService()
+    return _DATA_SERVICE
+
+# ── Optional: broker integration ────────────────────────────────────────────
+try:
+    from brokers import (                                  # noqa: E402
+        get_registry as _get_broker_registry,
+        list_broker_configs as _list_broker_configs,
+        BROKERS_CONFIG_PATH as _BROKERS_CONFIG_PATH,
+    )
+    _HAS_BROKERS = True
+except ImportError:
+    _HAS_BROKERS = False
+    def _get_broker_registry(): return None   # type: ignore[return-value]
+    def _list_broker_configs(): return []
+    _BROKERS_CONFIG_PATH = None
+
+
+def _get_finnhub_key() -> str:
+    """Read Finnhub API key from env or ~/.arthera/providers.json."""
+    val = os.getenv("FINNHUB_API_KEY", "")
+    if val:
+        return val
+    providers_file = aria_home() / "providers.json"
+    try:
+        if providers_file.exists():
+            raw = json.loads(providers_file.read_text(encoding="utf-8"))
+            for section in ("llm", "data"):
+                entry = raw.get(section, {}).get("finnhub", {})
+                if entry.get("api_key"):
+                    return entry["api_key"]
+    except Exception:
+        pass
+    return ""
+
+
+def _extract_symbol(params: dict) -> str:
+    """Robustly extract and clean a stock/crypto symbol from tool params."""
+    if not isinstance(params, dict):
+        return ""
+    val = params.get("symbol") or params.get("symbols") or params.get("ticker") or params.get("code") or params.get("stock")
+    if isinstance(val, (list, tuple)):
+        val = val[0] if val else ""
+    elif isinstance(val, dict):
+        val = val.get("symbol") or val.get("ticker") or val.get("code") or ""
+    s = str(val or "").strip()
+    if (s.startswith("[") and s.endswith("]")) or (s.startswith("(") and s.endswith(")")):
+        s = s[1:-1].strip()
+    return s.strip("'\"` ").upper()
+
+
+def tool_get_market_data(params: dict) -> dict:
+    """Fetch real-time quote + technical indicators for any stock/ETF/crypto.
+
+    Supports A-shares (6-digit code), HK (.HK), US tickers, crypto.
+    Primary source: MarketDataClient.  Fallback: Finnhub (US/global only).
+    """
+    symbol = _extract_symbol(params)
+    if not symbol:
+        return {"success": False, "error": "symbol is required"}
+    symbol_base = symbol.rsplit(".", 1)[0] if symbol.endswith((".SZ", ".SS", ".SH")) else symbol
+    is_ashare_symbol = (
+        symbol_base.isdigit() and len(symbol_base) == 6
+    ) or (
+        symbol_base.startswith(("SH", "SZ"))
+        and symbol_base[2:].isdigit()
+        and len(symbol_base[2:]) == 6
+    )
+
+    # ── 1. Quote ─────────────────────────────────────────────────────────────
+    quote: dict = {"success": False, "error": "market data client unavailable"}
+    if _HAS_MDC and _get_mdc is not None:
+        import time as _t
+        mdc = _get_mdc()
+        for _att in range(3):
+            try:
+                quote = mdc.quote(symbol)
+                if quote.get("success"):
+                    break
+                _e = str(quote.get("error", "")).lower()
+                if ("rate" in _e or "429" in _e) and _att < 2:
+                    _t.sleep(2 ** _att)
+                    continue
+                break
+            except Exception as exc:
+                _es = str(exc).lower()
+                if ("rate" in _es or "429" in _es) and _att < 2:
+                    _t.sleep(2 ** _att)
+                    continue
+                _raw = str(exc)
+                if "Connection aborted" in _raw or "RemoteDisconnected" in _raw:
+                    quote = {"success": False, "error": "网络连接中断，请稍后重试"}
+                elif "Connection refused" in _raw:
+                    quote = {"success": False, "error": "连接被拒绝，数据服务暂时不可用"}
+                elif "timeout" in _raw.lower():
+                    quote = {"success": False, "error": "连接超时，请稍后重试"}
+                else:
+                    quote = {"success": False, "error": _raw}
+                break
+
+    # Finnhub fallback for US/global symbols
+    if not quote.get("success"):
+        _fh_key = _get_finnhub_key()
+        if _fh_key:
+            try:
+                import requests as _rq
+                _r = _rq.get(
+                    f"https://finnhub.io/api/v1/quote?symbol={symbol}&token={_fh_key}",
+                    timeout=6,
+                )
+                if _r.status_code == 200:
+                    _fh = _r.json()
+                    if _fh.get("c"):
+                        quote = {
+                            "success": True, "symbol": symbol,
+                            "price": round(_fh["c"], 4),
+                            "change_pct": round(float(_fh.get("dp") or 0), 4),
+                            "high": round(_fh.get("h", 0), 4),
+                            "low": round(_fh.get("l", 0), 4),
+                            "currency": "USD", "provider": "finnhub",
+                        }
+            except Exception:
+                pass
+
+    # Unified DataService fallback — reaches the user's configured DataRouter
+    # sources (tushare / akshare / finnhub / alpha_vantage / …) when both the
+    # native MDC chain and Finnhub failed. Additive: only runs on failure.
+    if not quote.get("success"):
+        try:
+            _res = _get_data_service().quote(symbol)
+            if _res.success and _res.data:
+                quote = dict(_res.data)
+                quote.setdefault("success", True)
+        except Exception:
+            pass
+
+    if not quote.get("success"):
+        return {
+            "success": False,
+            "symbol": symbol,
+            "market": "CN" if is_ashare_symbol else "GLOBAL",
+            "provider_chain": quote.get("provider_chain") or (
+                ["eastmoney", "akshare", "yfinance"] if is_ashare_symbol
+                else ["yfinance", "finnhub"]
+            ),
+            "error": quote.get("error") or "行情数据源暂时不可用，请稍后重试。",
+        }
+
+    quote = enrich_market_quote(symbol, quote)
+    result = {
+        "success":    True,
+        "symbol":     symbol,
+        "name":       quote.get("name") or symbol,
+        "price":      quote.get("price"),
+        "change_pct": quote.get("change_pct"),
+        "high":       quote.get("high"),
+        "low":        quote.get("low"),
+        "volume":     quote.get("volume"),
+        "market_cap": quote.get("market_cap"),
+        "currency":   quote.get("currency") or "USD",
+        "provider":   quote.get("provider") or "market_data_client",
+        "provider_chain": quote.get("provider_chain") or [
+            quote.get("provider") or "market_data_client"
+        ],
+    }
+    result.update(_quote_time_metadata(quote))
+
+    # ── 2. Technical indicators ───────────────────────────────────────────────
+    ti: dict = {}
+    if _HAS_MDC and _get_mdc is not None:
+        try:
+            ti = mdc.technical_indicators(symbol, days=120) or {}  # type: ignore[name-defined]
+        except Exception:
+            ti = {}
+
+    if (not ti.get("success") or ti.get("rsi") is None) and not is_ashare_symbol:
+        import yfinance as _yf
+        import numpy as _np
+        from datetime import date as _date, timedelta as _td
+        _yf_sym = symbol
+        if symbol.isdigit() and len(symbol) == 6:
+            _yf_sym = symbol + (".SS" if symbol.startswith("6") else ".SZ")
+
+        def _compute_ta(df) -> dict:
+            _c = df["Close"] if "Close" in df.columns else df.iloc[:, 0]
+            _v = df["Volume"] if "Volume" in df.columns else None
+            _d = _c.diff()
+            _g = _d.clip(lower=0).rolling(14).mean()
+            _l = (-_d.clip(upper=0)).rolling(14).mean()
+            _rsi_val = float((100 - 100 / (1 + _g / _l.replace(0, _np.nan))).iloc[-1])
+            _ema12 = _c.ewm(span=12).mean()
+            _ema26 = _c.ewm(span=26).mean()
+            _macd  = _ema12 - _ema26
+            _mhist = float((_macd - _macd.ewm(span=9).mean()).iloc[-1])
+            _ma20  = _c.rolling(20).mean()
+            _std20 = _c.rolling(20).std()
+            _ma60  = _c.rolling(60).mean() if len(_c) >= 60 else _ma20
+            r = {
+                "success":   True,
+                "rsi":       round(_rsi_val, 2) if not _np.isnan(_rsi_val) else None,
+                "macd_hist": round(_mhist, 4),
+                "ma20":      round(float(_ma20.iloc[-1]), 2),
+                "ma60":      round(float(_ma60.iloc[-1]), 2),
+                "bb_upper":  round(float((_ma20 + 2 * _std20).iloc[-1]), 2),
+                "bb_lower":  round(float((_ma20 - 2 * _std20).iloc[-1]), 2),
+            }
+            if _v is not None and result.get("volume") is None:
+                _rv = _v.iloc[-1]
+                if not _np.isnan(_rv):
+                    result["volume"] = int(_rv)
+            return r
+
+        _df_ta = None
+        try:
+            _df_ta = _yf.Ticker(_yf_sym).history(period="6mo", auto_adjust=True)
+            if _df_ta.empty:
+                _df_ta = None
+        except Exception:
+            _df_ta = None
+
+        if _df_ta is None or len(_df_ta) < 20:
+            try:
+                _start = (_date.today() - _td(days=185)).isoformat()
+                _df_ta = _yf.download(
+                    _yf_sym, start=_start, auto_adjust=True, progress=False, timeout=15
+                )
+                if hasattr(_df_ta.columns, "levels") and len(_df_ta.columns.levels) > 1:
+                    _df_ta.columns = _df_ta.columns.droplevel(1)
+                if _df_ta.empty:
+                    _df_ta = None
+            except Exception:
+                _df_ta = None
+
+        if _df_ta is not None and len(_df_ta) >= 20:
+            try:
+                ti = _compute_ta(_df_ta)
+            except Exception:
+                pass
+
+    if ti.get("success"):
+        for _k in ("rsi", "macd_hist", "ma20", "ma60", "bb_upper", "bb_lower"):
+            if ti.get(_k) is not None:
+                result[_k] = ti[_k]
+
+    return result
+
+
+def tool_get_market_history(params: dict) -> dict:
+    """Fetch OHLC price history for any stock/ETF/index/crypto.
+
+    Returns a *compact* summary (period stats + the most recent candles), NOT
+    the full series, so the model can reason about trends without flooding the
+    context window. Routes through the unified DataService: MarketDataClient
+    first (Tushare for A-shares when configured, then Eastmoney/Sina/AKShare,
+    yfinance for HK/US/global), then the configured DataRouter as fallback.
+
+    Use this instead of writing ad-hoc akshare/tushare scripts: it handles
+    symbol normalisation, source fallback, and is environment-independent.
+    """
+    symbol = _extract_symbol(params)
+    if not symbol:
+        return {"success": False, "error": "symbol is required"}
+    try:
+        days = int(params.get("days", 120) or 120)
+    except (TypeError, ValueError):
+        days = 120
+    days = max(5, min(days, 1000))
+    interval = str(params.get("interval", "1d") or "1d").lower()
+
+    # Prefer the unified DataService (MDC + DataRouter fallback, honours the
+    # user's datasources.yaml). Fall back to MDC directly if it can't load.
+    hist = None
+    chain = None
+    err = None
+    try:
+        res = _get_data_service().history(symbol, days=days, interval=interval)
+        chain = res.provider_chain
+        if res.errors:
+            err = res.errors[0]
+        if (res.data or {}).get("data"):
+            hist = res.data
+    except Exception as exc:
+        err = str(exc)
+        if _HAS_MDC and _get_mdc is not None:
+            try:
+                _h = _get_mdc().history(symbol, days=days, interval=interval)
+                if _h.get("data"):
+                    hist = _h
+                    chain = _h.get("provider_chain")
+                else:
+                    err = _h.get("error") or err
+            except Exception as exc2:
+                err = str(exc2)
+
+    if not hist or not hist.get("data"):
+        return {
+            "success": False,
+            "symbol": symbol,
+            "provider_chain": chain or ["eastmoney", "sina", "akshare", "yfinance"],
+            "error": err or "历史行情数据源暂时不可用，请稍后重试。",
+        }
+
+    rows = hist["data"]  # ascending by date: [{date,open,high,low,close,volume},...]
+    closes = [r["close"] for r in rows if r.get("close")]
+    if not closes:
+        return {"success": False, "symbol": symbol, "error": "history contained no usable closes"}
+
+    def _ma(n: int):
+        return round(sum(closes[-n:]) / n, 4) if len(closes) >= n else None
+
+    start_close = closes[0]
+    end_close = closes[-1]
+    period_high = max(r["high"] for r in rows if r.get("high"))
+    period_low = min(r["low"] for r in rows if r.get("low"))
+    vols = [r["volume"] for r in rows if r.get("volume")]
+
+    # Only the most recent candles travel back to the model — the rest is
+    # summarised. Keeps the payload small regardless of `days`.
+    recent_n = min(30, len(rows))
+    return {
+        "success":     True,
+        "symbol":      hist.get("symbol") or symbol,
+        "name":        hist.get("name") or symbol,
+        "provider":    hist.get("provider"),
+        "interval":    interval,
+        "total_points": len(rows),
+        "summary": {
+            "start_date":   rows[0].get("date"),
+            "end_date":     rows[-1].get("date"),
+            "start_close":  round(start_close, 4),
+            "end_close":    round(end_close, 4),
+            "change_pct":   round((end_close - start_close) / start_close * 100, 2) if start_close else None,
+            "period_high":  round(period_high, 4),
+            "period_low":   round(period_low, 4),
+            "avg_volume":   int(sum(vols) / len(vols)) if vols else None,
+            "ma5":          _ma(5),
+            "ma20":         _ma(20),
+            "ma60":         _ma(60),
+        },
+        "recent_candles": rows[-recent_n:],
+    }
+
+
+def tool_broker_query(params: dict) -> dict:
+    """Query a connected broker account (read-only): balance, positions, orders."""
+    if not _HAS_BROKERS:
+        return {"success": False, "error": "brokers 模块未加载，请确认 brokers/ 目录存在"}
+
+    query = str(params.get("query", "positions")).lower()
+    bid   = params.get("broker_id", "")
+
+    try:
+        reg = _get_broker_registry()
+        if bid:
+            broker = reg.get(bid)
+            if not broker:
+                broker = reg.connect(bid)
+        else:
+            broker = reg.active()
+            if not broker:
+                broker = reg.connect_default()
+            if not broker:
+                cfgs = _list_broker_configs()
+                if not cfgs:
+                    return {
+                        "success": False,
+                        "error": (
+                            "尚未配置任何券商。\n"
+                            f"请编辑 {_BROKERS_CONFIG_PATH} 或使用 /broker add <type> 命令。"
+                        ),
+                    }
+                return {
+                    "success": False,
+                    "error": "没有已连接的券商。请先运行 /broker connect <id>。",
+                }
+
+        if "account" in query or "balance" in query or "资金" in query or "余额" in query:
+            acct = broker.account_info()
+            return {
+                "success": True, "query": "account",
+                "broker": broker.label, "broker_type": broker.broker_type,
+                "account_id": acct.masked_account, "currency": acct.currency,
+                "total_assets": acct.total_assets, "cash": acct.cash,
+                "market_value": acct.market_value, "frozen": acct.frozen,
+                "pnl_today": acct.pnl_today, "pnl_total": acct.pnl_total,
+            }
+
+        if "position" in query or "持仓" in query or "portfolio" in query:
+            positions = broker.positions()
+            return {
+                "success": True, "query": "positions",
+                "broker": broker.label, "count": len(positions),
+                "positions": [
+                    {
+                        "symbol": p.symbol, "name": p.name,
+                        "quantity": p.quantity, "available": p.available_qty,
+                        "cost": p.cost_price, "price": p.current_price,
+                        "market_value": p.market_value,
+                        "pnl": p.pnl, "pnl_pct": round(p.pnl_pct, 2),
+                        "currency": p.currency,
+                    }
+                    for p in positions
+                ],
+            }
+
+        if "order" in query or "订单" in query or "委托" in query:
+            status = params.get("status", "all")
+            orders = broker.orders(status=status, limit=int(params.get("limit", 20)))
+            return {
+                "success": True, "query": "orders",
+                "broker": broker.label, "status_filter": status,
+                "count": len(orders),
+                "orders": [
+                    {
+                        "order_id": o.order_id, "symbol": o.symbol, "name": o.name,
+                        "side": o.side, "type": o.order_type,
+                        "quantity": o.quantity, "filled": o.filled_qty,
+                        "price": o.price, "avg_price": o.avg_price,
+                        "status": o.status, "time": o.created_at,
+                        "currency": o.currency,
+                    }
+                    for o in orders
+                ],
+            }
+
+        # Default: positions
+        positions = broker.positions()
+        return {
+            "success": True, "query": "positions",
+            "broker": broker.label, "count": len(positions),
+            "positions": [
+                {
+                    "symbol": p.symbol, "name": p.name,
+                    "quantity": p.quantity, "market_value": p.market_value,
+                    "pnl": p.pnl, "pnl_pct": round(p.pnl_pct, 2),
+                }
+                for p in positions
+            ],
+        }
+
+    except Exception as e:
+        return {"success": False, "error": str(e)}
+
+
+def tool_broker_order(params: dict) -> dict:
+    """Propose or execute a previewed order through the trading service layer."""
+    if not _HAS_BROKERS:
+        return {"success": False, "error": "brokers 模块未加载"}
+
+    symbol     = str(params.get("symbol", "")).strip().upper()
+    side       = str(params.get("side", "")).lower()
+    qty        = params.get("quantity") or params.get("qty")
+    price      = params.get("price")
+    order_type = str(params.get("order_type", "limit")).lower()
+    confirmed  = bool(params.get("confirmed", False))
+    preview_id = str(params.get("preview_id", "") or params.get("order_preview_id", "")).strip()
+    target_weight = params.get("target_weight")
+
+    try:
+        reg    = _get_broker_registry()
+        broker = reg.active()
+        if not broker:
+            broker = reg.connect_default()
+    except Exception as _e:
+        logger.debug("broker lookup failed: %s", _e)
+        broker = None
+
+    if not broker:
+        return {"success": False, "error": "无已连接账户，请先 /broker connect"}
+
+    if confirmed:
+        if not preview_id:
+            return {
+                "success": False,
+                "confirmation_required": True,
+                "error": "confirmed=true 需要 preview_id；请先生成订单预览。",
+            }
+        try:
+            from brokers import execute_order_preview
+            return execute_order_preview(broker, preview_id, confirmed=True)
+        except Exception as e:
+            return {"success": False, "error": str(e)}
+
+    if not symbol:
+        return {"success": False, "error": "symbol 是必填项"}
+    if side not in ("buy", "sell"):
+        return {"success": False, "error": "side 必须是 'buy' 或 'sell'"}
+    if not qty:
+        return {"success": False, "error": "quantity 是必填项"}
+    try:
+        qty = float(qty)
+        if qty <= 0:
+            raise ValueError
+    except (ValueError, TypeError):
+        return {"success": False, "error": "quantity 必须是正数"}
+
+    try:
+        from brokers import OrderIntent, build_order_preview
+        preview = build_order_preview(
+            broker,
+            OrderIntent(
+                symbol=symbol,
+                side=side,
+                quantity=qty,
+                price=float(price) if price is not None else None,
+                order_type=order_type,
+                target_weight=float(target_weight) if target_weight is not None else None,
+                source=str(params.get("source", "order_preview") or "order_preview"),
+                user_message=str(params.get("user_message", "") or ""),
+                metadata={"tool": "broker_order"},
+            ),
+        )
+    except Exception as e:
+        return {"success": False, "error": str(e)}
+
+    plan_data = preview.get("order_plan")
+    plan_message = ""
+    risk = (plan_data or {}).get("risk", {})
+    if risk.get("violations"):
+        plan_message = "\n".join(f"  - {v}" for v in risk.get("violations", []))
+    elif risk.get("warnings"):
+        plan_message = "\n".join(f"  - {w}" for w in risk.get("warnings", []))
+    blockers = preview.get("execution_blockers") or []
+    if blockers:
+        plan_message = "\n".join(f"  - {v}" for v in blockers)
+
+    if plan_data and plan_data.get("risk", {}).get("violations"):
+        return {
+            "success": False, "risk_rejected": True,
+            "order_plan": plan_data,
+            "preview_id": preview.get("preview_id"),
+            "trade_preview": preview,
+            "message": "订单计划未通过风控：\n" + plan_message,
+        }
+
+    _price_str = f"{float(price):.2f}" if price is not None else "市价"
+    _side_cn   = "买入" if side == "buy" else "卖出"
+    _risk_note = ""
+    if plan_data:
+        if risk.get("warnings"):
+            _risk_note = "\n\n风控提示：\n" + plan_message
+        elif blockers:
+            _risk_note = "\n\n执行限制：\n" + plan_message
+    return {
+        "success": False,
+        "confirmation_required": True,
+        "preview_id": preview.get("preview_id"),
+        "trade_preview": preview,
+        "order_plan": plan_data,
+        "order_preview": {
+            "preview_id": preview.get("preview_id"),
+            "mode": preview.get("mode"),
+            "broker": preview.get("broker_label"),
+            "symbol": symbol, "side": side, "side_cn": _side_cn,
+            "qty": qty, "price": price, "price_display": _price_str,
+            "order_type": order_type,
+            "can_execute": preview.get("can_execute"),
+        },
+        "message": (
+            f"⚠️ 请确认以下订单预览 `{preview.get('preview_id')}`：\n"
+            f"  模式: {preview.get('mode')}  券商: {preview.get('broker_label')}\n"
+            f"  {_side_cn} **{symbol}**  数量: {qty:,.4g}  价格: {_price_str}\n\n"
+            "确认时必须携带 preview_id；其他任何回复取消。"
+            f"{_risk_note}"
+        ),
+    }