aria-code 0.97.0__tar.gz → 0.99.0__tar.gz

{aria_code-0.97.0/src/aria_code.egg-info → aria_code-0.99.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: aria-code
-Version: 0.97.0
+Version: 0.99.0
 Summary: Open-source AI agent for coding, financial analysis and logistics operations: numbers you can check, client data kept apart, actions a person approves
 License: Apache-2.0
 Project-URL: Homepage, https://github.com/artheras/aria-code

{aria_code-0.97.0 → aria_code-0.99.0}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "aria-code"
-version = "0.97.0"
+version = "0.99.0"
 description = "Open-source AI agent for coding, financial analysis and logistics operations: numbers you can check, client data kept apart, actions a person approves"
 readme = "README.md"
 license = { text = "Apache-2.0" }

{aria_code-0.97.0 → aria_code-0.99.0}/src/aria_code/_version.py

@@ -17,4 +17,4 @@ from __future__ import annotations
 
 __all__ = ["__version__"]
 
-__version__ = "0.97.0"
+__version__ = "0.99.0"

{aria_code-0.97.0 → aria_code-0.99.0}/src/aria_code/apps/cli/commands/backtest_cmds.py

@@ -8,6 +8,7 @@ from __future__ import annotations
 from typing import Any
 
 from ._ui import has_rich, print_error
+from aria_code.apps.cli.i18n import ui_text
 
 
 def format_backtest_data_error(
@@ -278,11 +279,19 @@ class BacktestCommandsMixin:
         else:
             _resolved_start = None
 
-        _known_strategies = {"momentum", "mom", "sma_cross", "ma_cross", "moving_average",
-                              "buy_hold", "buyhold", "hold", "ml", "ml_signal", "agent"}
-        if len(parts) == 1 and parts[0].lower() not in _known_strategies:
+        from backtest_report import STRATEGY_ALIASES as _STRATEGY_ALIASES
+        _known_strategies = set(_STRATEGY_ALIASES) | {"ml", "ml_signal", "agent"}
+
+        def _is_strategy(token: str) -> bool:
+            return token.lower().replace("-", "_") in _known_strategies
+
+        if len(parts) == 1 and not _is_strategy(parts[0]):
             strategy = "momentum"
             symbol = parts[0].upper()
+        elif len(parts) > 1 and not _is_strategy(parts[0]) and _is_strategy(parts[1]):
+            # "/backtest AAPL sma": symbol first. It ran strategy "AAPL" on the
+            # ticker SMA, an unknown name that then fell through to buy-and-hold.
+            strategy, symbol = parts[1], parts[0].upper()
         else:
             strategy = parts[0] if len(parts) > 0 else "momentum"
             symbol = parts[1].upper() if len(parts) > 1 else "SPY"
@@ -306,6 +315,12 @@ class BacktestCommandsMixin:
         end_date   = (_raw_end if _raw_end and _date_re.match(_raw_end) else None) \
                      or today.isoformat()
 
+        if not _is_strategy(strategy):
+            print_error(self.context,
+                        ui_text(self, f"未知策略：{strategy}", f"Unknown strategy: {strategy}"),
+                        "momentum · sma_cross (sma) · buy_hold · ml · agent — /backtest sma AAPL")
+            return
+
         # ── ML 信号组合回测 ──────────────────────────────────────────────────
         if strategy.lower() in ("ml", "ml_signal"):
             await self._cmd_ml_signal_backtest(parts[1:], start_date=start_date,
@@ -353,14 +368,21 @@ class BacktestCommandsMixin:
                 logger.debug("local backtest failed, falling back to yfinance direct: %s", _e)
 
             # ── Direct yfinance backtest — works offline, no backend needed ──
+            # Bars found, for a precise error message. Set before the import:
+            # inside the try, a missing yfinance left it unset and the error
+            # path below raised UnboundLocalError instead of reporting.
+            _yf_bars = [0]
             try:
                 import yfinance as _yf
-                import numpy as _np
-                import statistics as _stats
 
-                _yf_bars = [0]   # records bars found, for a precise error message
 
                 def _run_yf_backtest():
+                    # Prices straight from yfinance, run through the same engine
+                    # as the main path. This had its own engine, which ran
+                    # momentum whatever strategy was asked for, counted buys and
+                    # sells as separate trades and called the share of up days
+                    # the win rate.
+                    from backtest_report import run_backtest_from_history
                     _ticker = _yf.Ticker(symbol)
                     _df = _ticker.history(start=start_date, end=end_date, auto_adjust=True)
                     if _df is None or _df.empty:
@@ -370,95 +392,24 @@ class BacktestCommandsMixin:
                             end_date=end_date,
                             bars=0,
                         ), "bars": 0}
-                    _close = _df["Close"].dropna()
-                    _yf_bars[0] = len(_close)
-                    if len(_close) < 5:
+                    _rows = [{"date": str(idx.date()), "close": float(row["Close"]),
+                              "volume": float(row["Volume"]) if "Volume" in row and row["Volume"] == row["Volume"] else None}
+                             for idx, row in _df.iterrows() if row["Close"] == row["Close"]]
+                    _yf_bars[0] = len(_rows)
+                    _res = run_backtest_from_history(_rows, local_config)
+                    if not _res.get("success"):
+                        if "Unknown strategy" in str(_res.get("error", "")):
+                            return _res
                         return {"success": False, "error": format_backtest_data_error(
                             symbol,
                             start_date=start_date,
                             end_date=end_date,
                             bars=_yf_bars[0],
                         ), "bars": _yf_bars[0]}
-                    _prices = list(_close)
-                    n = len(_prices)
-                    # Momentum strategy: buy when N-day momentum > 0
-                    _mp = int(_momentum_period)
-                    _signals = [0] * n
-                    for i in range(_mp, n):
-                        _signals[i] = 1 if _prices[i] > _prices[i - _mp] else -1
-                    # Simulate portfolio
-                    _cap = float(_initial_capital)
-                    _position = 0.0  # shares
-                    _cash = _cap
-                    _trades = 0
-                    _portfolio = []
-                    for i in range(1, n):
-                        _p = _prices[i]
-                        _sig = _signals[i - 1]
-                        if _sig == 1 and _position == 0 and _cash > 0:
-                            _shares = _cash / _p
-                            _position = _shares
-                            _cash = 0
-                            _trades += 1
-                        elif _sig == -1 and _position > 0:
-                            _cash = _position * _p
-                            _position = 0
-                            _trades += 1
-                        _portfolio.append(_cash + _position * _p)
-                    if not _portfolio:
-                        return None
-                    _final = _portfolio[-1]
-                    _total_return = (_final - _cap) / _cap
-                    _bh_return = (_prices[-1] - _prices[0]) / _prices[0]
-                    # Daily returns for Sharpe
-                    _rets = [(_portfolio[i] - _portfolio[i-1]) / _portfolio[i-1] for i in range(1, len(_portfolio)) if _portfolio[i-1] > 0]
-                    _ann_return = sum(_rets) / len(_rets) * 252 if _rets else 0
-                    _ann_vol = _stats.stdev(_rets) * (252 ** 0.5) if len(_rets) > 1 else 0
-                    _sharpe = _ann_return / _ann_vol if _ann_vol > 0 else 0
-                    # Max drawdown
-                    _peak = _portfolio[0]
-                    _max_dd = 0.0
-                    for v in _portfolio:
-                        if v > _peak:
-                            _peak = v
-                        _dd = (_peak - v) / _peak if _peak > 0 else 0
-                        if _dd > _max_dd:
-                            _max_dd = _dd
-                    # Equity curve (sampled monthly)
-                    _step = max(1, n // 24)
-                    _equity_curve = [
-                        {"date": str(_close.index[min(i + 1, n - 1)].date()), "strategy": round(_portfolio[min(i, len(_portfolio)-1)], 2)}
-                        for i in range(0, len(_portfolio), _step)
-                    ]
-                    _win_trades = sum(1 for i in range(1, len(_portfolio)) if _portfolio[i] > _portfolio[i-1])
-                    _vol = _df["Volume"].dropna() if "Volume" in _df else []
-                    _vol_count = len(_vol) if hasattr(_vol, "__len__") else 0
-                    return {
-                        "success": True,
-                        "symbol": symbol,
-                        "strategy": strategy,
-                        "total_return": round(_total_return, 4),
-                        "buy_hold_return": round(_bh_return, 4),
-                        "annualized_return": round(_ann_return, 4),
-                        "sharpe_ratio": round(_sharpe, 3),
-                        "max_drawdown": round(-_max_dd, 4),
-                        "win_rate": round(_win_trades / max(len(_portfolio) - 1, 1), 3),
-                        "num_trades": _trades,
-                        "equity_curve": _equity_curve,
-                        "data_provider": "yfinance",
-                        "provider_chain": ["yfinance"],
-                        "start_date": start_date,
-                        "end_date": end_date,
-                        "initial_capital": float(_initial_capital),
-                        "bars": n,
-                        "volume_summary": {
-                            "last": round(float(_vol.iloc[-1]), 2) if _vol_count else None,
-                            "average": round(float(_vol.mean()), 2) if _vol_count else None,
-                            "min": round(float(_vol.min()), 2) if _vol_count else None,
-                            "max": round(float(_vol.max()), 2) if _vol_count else None,
-                            "coverage": round(_vol_count / max(len(_df), 1), 4),
-                        },
-                    }
+                    _res.update({"data_provider": "yfinance", "provider_chain": ["yfinance"],
+                                 "num_trades": _res.get("total_trades", 0),
+                                 "start_date": start_date, "end_date": end_date})
+                    return _res
 
                 yf_result = await asyncio.get_event_loop().run_in_executor(None, _run_yf_backtest)
                 if yf_result and yf_result.get("success"):
@@ -546,8 +497,11 @@ class BacktestCommandsMixin:
                 for r in rows:
                     tbl.add_row(*r)
                 self.context.console.print(tbl)
-                self.context.console.print(
-                    f"  [bold]{self._bt_result_summary(d, lang=self.terminal.config.get('ui_lang', 'en') or 'en')}[/bold]")
+                # Wrapped lines stay beside "  ", not at column 0.
+                from aria_code.ui.render.output import print_hanging
+                print_hanging(self.context.console, "  ",
+                              self._bt_result_summary(d, lang=self.terminal.config.get('ui_lang', 'en') or 'en'),
+                              "bold")
 
                 actual_start = self._bt_value(d, "start", "start_date", default=start_date)
                 actual_end = self._bt_value(d, "end", "end_date", default=end_date)
@@ -561,12 +515,17 @@ class BacktestCommandsMixin:
                 from rich.table import Table
                 from rich.text import Text
                 from aria_code.ui.render.output import file_uri
+                from backtest_report import normalize_strategy as _normalize_strategy
 
                 facts: list[tuple[str, object]] = [
                     ("source", src),
                     ("period", f"{actual_start} → {actual_end} · {bars} bars"),
                     ("capital", initial),
-                    ("params", f"momentum={_momentum_period} fast={_fast_period} slow={_slow_period}"),
+                    # The parameters the strategy used: SMA showed momentum=20.
+                    ("params", {
+                        "momentum": f"momentum={_momentum_period}",
+                        "sma_cross": f"fast={_fast_period} slow={_slow_period}",
+                    }.get(_normalize_strategy(strategy) or "", "—")),
                 ]
                 if d.get("provider_chain"):
                     chain = " → ".join(str(x) for x in d.get("provider_chain") or [])

{aria_code-0.97.0 → aria_code-0.99.0}/src/aria_code/apps/cli/commands/business_workflow_cmds.py

@@ -45,14 +45,34 @@ class BusinessWorkflowCommandsMixin:
         await self.cmd_team(f"{sym} --full")
 
     async def cmd_earnings_workflow(self, args: str):
+        """/earnings SYMBOL — the earnings themselves; --report writes the Markdown report."""
         parts = args.strip().split()
-        sym = parts[0].upper() if parts else "AAPL"
-        period = " ".join(parts[1:]) if len(parts) > 1 else "最近一个季度"
-        report_type = "deep" if any(k in period.lower() for k in ("deep", "深度", "全年", "年报", "10-k")) else "standard"
-        # Earnings review is a report workflow, not a code-generation prompt.
-        # The report command already fetches market data, records provenance,
-        # asks the model for the narrative, and saves the Markdown artifact.
-        await self.cmd_report(f"{sym} --format md --type {report_type}")
+        sym = next((t.upper() for t in parts if not t.startswith("--")), "AAPL")
+        if "--report" in parts:
+            period = " ".join(t for t in parts[1:] if not t.startswith("--")) or "最近一个季度"
+            report_type = "deep" if any(k in period.lower() for k in ("deep", "深度", "全年", "年报", "10-k")) else "standard"
+            await self.cmd_report(f"{sym} --format md --type {report_type}")
+            return
+        from aria_code.apps.cli.earnings_view import fetch_earnings, render_earnings
+
+        lang = "zh" if str(self.terminal.config.get("ui_lang", "en")).lower().startswith("zh") else "en"
+        status = ui_text(self, f"获取 {sym} 财报数据", f"Fetching {sym} earnings")
+        if self.context.has_rich:
+            with self.context.console.status(f"[dim]{status}…[/dim]", spinner="dots"):
+                data = await asyncio.get_event_loop().run_in_executor(None, fetch_earnings, sym)
+        else:
+            data = await asyncio.get_event_loop().run_in_executor(None, fetch_earnings, sym)
+        if not data.get("success"):
+            from ._ui import print_error
+            print_error(self.context, data.get("error", "No earnings data"),
+                        ui_text(self, f"可以试试 /report {sym}", f"Try /report {sym} instead"))
+            return
+        if self.context.has_rich:
+            render_earnings(data, self.context.console, lang)
+        else:
+            for row in data.get("history", []):
+                print(f"  {row['date']}  est {row.get('estimate')}  actual {row['reported']}  "
+                      f"surprise {row.get('surprise_pct')}")
 
     async def cmd_asset_diag(self, args: str):
         asset_id = args.strip()
@@ -84,18 +104,13 @@ class BusinessWorkflowCommandsMixin:
         except Exception:
             pass
         if not asset_info:
-            p(self.context, "[dim]提示: 未找到资产数据，以 ID 作为位置标识演示（结果仅供参考）[/dim]")
-            asset_info = {
-                "location": asset_id,
-                "area": 0, "vacancy_days": 0,
-                "expected_rent": 0, "allowed_business": [],
-                "property_state": "正常",
-            }
+            self._realty_needs(asset_id, "Usage: /asset-diag <asset_id>")
+            return
         await self._run_realty_agent("asset_diagnosis", asset_id, {"asset_info": asset_info})
 
     async def cmd_contract_draft(self, args: str):
         parts = args.split() if args else []
-        project_id = parts[0] if parts else "demo_project"
+        project_id = parts[0] if parts and not parts[0].startswith("--") else ""
         nego = {"guaranteed_amount": 0, "revenue_share_pct": 0}
         for i, p in enumerate(parts):
             if p == "--guaranteed" and i + 1 < len(parts):
@@ -108,6 +123,12 @@ class BusinessWorkflowCommandsMixin:
                     nego["revenue_share_pct"] = float(parts[i + 1])
                 except ValueError:
                     pass
+        if not project_id or not (nego["guaranteed_amount"] or nego["revenue_share_pct"]):
+            from ._ui import print_error
+            print_error(self.context,
+                        ui_text(self, "起草合同需要项目 ID 和至少一项条款。", "A draft needs a project ID and at least one term."),
+                        "Usage: /contract-draft <project_id> --guaranteed 30000 --share 10")
+            return
         await self._run_realty_agent("contract_rules", project_id, {
             "negotiation": nego,
             "asset_info": {"name": project_id},
@@ -139,19 +160,21 @@ class BusinessWorkflowCommandsMixin:
         except Exception:
             pass
         if not rules:
-            p(self.context, f"[dim]未找到 {project_id} 的合同规则，使用默认值演示[/dim]")
-            rules = {"guaranteed_monthly": 30000, "revenue_share_pct": 10,
-                     "revenue_share_base": 0, "platform_fee_pct": 5,
-                     "risk_reserve_pct": 3, "settlement_cycle": "monthly"}
+            self._realty_needs(project_id, "Usage: /revenue-calc <project_id> <gross> [refunds]")
+            return
         await self._run_realty_agent("revenue_share", project_id, {
             "contract_rules": rules,
             "transaction_data": {"gross_revenue": gross, "refunds": refunds},
         })
 
     async def cmd_realty_risk_scan(self, args: str):
-        project_id = args.strip() or "demo_project"
+        project_id = args.strip()
+        if not project_id:
+            self._realty_needs(None, "Usage: /risk-scan <project_id>")
+            return
         if self.context.has_rich:
-            self.context.console.print(f"\n  [bold]风险扫描[/bold]  项目: [cyan]{project_id}[/cyan]")
+            self.context.console.print(f"\n  [bold]{ui_text(self, '风险扫描', 'Risk scan')}[/bold]  "
+                                       f"{ui_text(self, '项目', 'project')}: [cyan]{project_id}[/cyan]")
         api_url = self.terminal.config.get("api_url", "http://localhost:8000")
         try:
             import aiohttp
@@ -166,10 +189,15 @@ class BusinessWorkflowCommandsMixin:
                         return
         except Exception:
             pass
-        await self._run_realty_team(["cashflow_verify", "energy_anomaly", "fulfillment_risk"], project_id, {})
+        # Running the team on {} produced findings about a project it knew
+        # nothing of.
+        self._realty_needs(project_id, "Usage: /risk-scan <project_id>")
 
     async def cmd_ops_report(self, args: str):
-        project_id = args.strip() or "demo_project"
+        project_id = args.strip()
+        if not project_id:
+            self._realty_needs(None, "Usage: /ops-report <project_id>")
+            return
         api_url = self.terminal.config.get("api_url", "http://localhost:8000")
         project_info = {"name": project_id, "area": 0, "business_type": "未知"}
         performance_data = {}
@@ -203,7 +231,8 @@ class BusinessWorkflowCommandsMixin:
         except Exception:
             pass
         if not performance_data:
-            p(self.context, "[dim]提示: 未找到运营数据，建议先录入分账记录后再运行此命令[/dim]")
+            self._realty_needs(project_id, "Usage: /ops-report <project_id>")
+            return
         await self._run_realty_agent("ops_optimize", project_id, {
             "project_info": project_info,
             "performance_data": performance_data,
@@ -213,7 +242,11 @@ class BusinessWorkflowCommandsMixin:
 
     async def cmd_exit_calc(self, args: str):
         parts = args.split() if args else []
-        project_id = parts[0] if parts else "demo_project"
+        project_id = parts[0] if parts and not parts[0].startswith("--") else ""
+        if not project_id:
+            self._realty_needs(None, "Usage: /exit-calc <project_id> [--reason …]")
+            return
+        contract_loaded = False
         reason = "到期终止"
         for i, p in enumerate(parts):
             if p == "--reason" and i + 1 < len(parts):
@@ -254,6 +287,7 @@ class BusinessWorkflowCommandsMixin:
                             "guaranteed_monthly": ctr.get("guaranteed_monthly", 0),
                             "exit_penalty_months": ctr.get("exit_penalty_months", 3),
                         })
+                        contract_loaded = True
                         p(self.context, f"已加载合同规则: 保底 {ctr.get('guaranteed_monthly',0):,}元/月", "ok")
                 async with sess.get(
                     f"{api_url}/api/realty/invoices?project_id={project_id}&status=unpaid",
@@ -268,6 +302,9 @@ class BusinessWorkflowCommandsMixin:
                             p(self.context, f"发现未结账单合计: {unpaid:,.2f}元", "ok")
         except Exception:
             pass
+        if not contract_loaded:
+            self._realty_needs(project_id, "Usage: /exit-calc <project_id> [--reason …]")
+            return
         await self._run_realty_agent("exit_settlement", project_id, {
             "project_info": project_info,
             "financials": financials,
@@ -275,6 +312,26 @@ class BusinessWorkflowCommandsMixin:
             "exit_reason": reason,
         })
 
+    def _realty_needs(self, project_id: str | None, usage: str) -> bool:
+        """Say what is missing and return True when a realty command has nothing to work on.
+
+        These commands ran their agents on "demo_project", zeros or a made-up
+        contract (30,000 a month, 10% share) when the Arthera realty backend
+        had nothing, and the agent then gave a verdict: /ops-report called a
+        project with no data "very high risk" with "member repurchase rate
+        is low".
+        """
+        if project_id:
+            msg = ui_text(self, f"没有找到 {project_id} 的数据：这项功能读取 Arthera 不动产后端里的项目数据，"
+                                f"没有数据就不做分析。",
+                          f"No data found for {project_id}: this reads project data from the Arthera realty "
+                          f"backend and does not analyse without it.")
+        else:
+            msg = ui_text(self, "需要项目 ID。", "A project ID is needed.")
+        from ._ui import print_error
+        print_error(self.context, msg, usage)
+        return True
+
     async def _run_realty_agent(self, agent_name: str, project_id: str, input_data: dict):
         if self.context.has_rich:
             with self.context.console.status(f"[dim]{ui_text(self, f'运行 {agent_name} Agent', f'Running the {agent_name} agent')}...[/dim]", spinner="dots"):

{aria_code-0.97.0 → aria_code-0.99.0}/src/aria_code/apps/cli/commands/core_cmds.py

@@ -1372,41 +1372,70 @@ class CoreCommandsMixin:
             }, "portfolio risk")
             return
 
-        # Try remote tool; fall back to local get_risk_metrics if backend unavailable
+        # Backend first, the local calculation if it is unavailable. The local
+        # tool returns its numbers at the top level, not under "data", so this
+        # printed the heading and nothing else; the backend's were printed as
+        # raw keys and fractions.
         result = await execute_aria_tool(self.terminal.api_url, "get_risk_metrics", {"symbol": target})
-        if result.get("success"):
-            data = result.get("data", {})
-            if self.context.has_rich:
-                self.context.console.print()
-                for k, v in (data.items() if isinstance(data, dict) else {}.items()):
-                    val_str = f"{v:.4f}" if isinstance(v, float) else str(v)
-                    color = "green" if isinstance(v, float) and v >= 0 else ("red" if isinstance(v, float) and v < 0 else "")
-                    self.context.console.print(f"  [dim]{k.replace('_',' ').title():<24s}[/dim] [{color}]{val_str}[/{color}]" if color
-                                  else f"  [dim]{k.replace('_',' ').title():<24s}[/dim] {val_str}")
-                self.context.console.print()
-        elif "get_risk_metrics" in LOCAL_TOOLS:
-            # Local fallback
+        source = "backend"
+        if not result.get("success") and "get_risk_metrics" in LOCAL_TOOLS:
             local_fn = LOCAL_TOOLS["get_risk_metrics"][0]
-            local_result = await asyncio.get_event_loop().run_in_executor(None, local_fn, {"symbol": target})
-            if local_result.get("success"):
-                data = local_result.get("data", {})
-                if self.context.has_rich:
-                    self.context.console.print()
-                    self.context.console.print(f"  [bold]{target} Risk Metrics[/bold]  [dim](local calculation)[/dim]")
-                    self.context.console.print()
-                    for k, v in (data.items() if isinstance(data, dict) else {}.items()):
-                        val_str = f"{v:.4f}" if isinstance(v, float) else str(v)
-                        self.context.console.print(f"  [dim]{k.replace('_',' ').title():<24s}[/dim] {val_str}")
-                    self.context.console.print()
-                else:
-                    print(f"  {target} Risk Metrics (local):")
-                    for k, v in (data.items() if isinstance(data, dict) else {}.items()):
-                        print(f"  {k}: {v}")
-            else:
-                self.context.console.print(f"[dim]Risk metrics unavailable for {target}: {local_result.get('error','')}[/dim]") if self.context.has_rich else print(f"Risk unavailable: {local_result.get('error','')}")
-        else:
-            msg = f"⚠ 风险指标服务暂不可用 ({result.get('error','')[:60]})"
-            self.context.console.print(f"[yellow]{msg}[/yellow]") if self.context.has_rich else print(msg)
+            result = await asyncio.get_event_loop().run_in_executor(None, local_fn, {"symbol": target})
+            source = "local"
+        if not result.get("success"):
+            print_error(self.context,
+                        ui_text(self, f"{target} 风险指标暂不可用", f"Risk metrics unavailable for {target}"),
+                        str(result.get("error") or "")[:200])
+            return
+        data = result.get("data") if isinstance(result.get("data"), dict) else result
+        self._print_risk_metrics(target, data, source)
+
+    def _print_risk_metrics(self, target: str, d: dict, source: str) -> None:
+        """One labelled line per metric, percentages as percentages."""
+        zh = str(self.terminal.config.get("ui_lang", "en")).lower().startswith("zh")
+        conf = d.get("confidence_level") or 0.95
+        signed = lambda v: f"{float(v) * 100:+.2f}%" if isinstance(v, (int, float)) else "—"  # noqa: E731
+        pct = lambda v: f"{abs(float(v)) * 100:.2f}%" if isinstance(v, (int, float)) else "—"  # noqa: E731
+        plain = lambda v: f"{float(v):.2f}" if isinstance(v, (int, float)) else "—"  # noqa: E731
+        rows = [
+            (f"VaR {conf:.0%} · 1 天" if zh else f"VaR {conf:.0%} · 1 day", d.get("var_daily"), pct,
+             f"最差的 {1 - conf:.0%} 交易日里的跌幅" if zh else f"loss on the worst {1 - conf:.0%} of days"),
+            (f"VaR {conf:.0%} · 1 个月" if zh else f"VaR {conf:.0%} · 1 month", d.get("var_monthly"), pct, ""),
+            ("CVaR · 1 天" if zh else "CVaR · 1 day", d.get("cvar_daily"), pct,
+             "超出 VaR 那些天的平均跌幅" if zh else "average loss on days beyond the VaR"),
+            ("最大回撤" if zh else "Max drawdown", d.get("max_drawdown"), signed, ""),
+            ("年化波动" if zh else "Annual volatility", d.get("annual_volatility"), pct, ""),
+            ("年化收益" if zh else "Annual return", d.get("annual_return"), signed, ""),
+            ("下行偏差" if zh else "Downside deviation", d.get("downside_deviation"), pct, ""),
+            ("Sharpe", d.get("sharpe_ratio"), plain, ""),
+            ("Calmar", d.get("calmar_ratio"), plain, ""),
+            ("偏度" if zh else "Skewness", d.get("skewness"), plain, ""),
+            ("峰度" if zh else "Kurtosis", d.get("kurtosis"), plain, ""),
+        ]
+        rows = [(label, fmt(value), note) for label, value, fmt, note in rows if value is not None]
+        title = f"{target} {'风险指标' if zh else 'risk metrics'}"
+        sub = ("本地计算 · 近一年日线" if zh else "local calculation · past year, daily") if source == "local" \
+            else ("后端计算" if zh else "from the backend")
+        if not self.context.has_rich:
+            print(f"  {title} ({sub})")
+            for label, value, note in rows:
+                print(f"  {label:<22} {value:>9}  {note}")
+            return
+        from rich.table import Table
+
+        table = Table.grid(padding=(0, 2))
+        table.add_column(style="dim")
+        table.add_column(justify="right")
+        table.add_column(style="dim")
+        for label, value, note in rows:
+            style = "red" if value.startswith("-") and value.endswith("%") else ""
+            table.add_row(label, f"[{style}]{value}[/{style}]" if style else value, note)
+        self.context.console.print()
+        self.context.console.print(f"  [bold]{title}[/bold]  [dim]{sub}[/dim]")
+        from rich.padding import Padding
+        self.context.console.print(Padding(table, (0, 0, 0, 2)))
+        self.context.console.print()
+
     async def cmd_market(self, args: str):
         """Market overview: /market [indices|sectors]"""
         from aria_code.apps.cli.tool_executor import execute_aria_tool