aria-code 4.1.3__py3-none-any.whl

finance_formulas.py

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+"""
+finance_formulas.py — Canonical financial formula reference for Aria.
+
+Two representations per formula:
+  latex   : Standard LaTeX (rendered by KaTeX in web terminal)
+  plain   : Clean Unicode plain-text (used in CLI terminal)
+  note    : One-line explanation injected into system prompts
+
+Usage in system prompts:
+    from finance_formulas import FORMULA_PROMPT_BLOCK
+    system_prompt += FORMULA_PROMPT_BLOCK
+
+Usage for CLI rendering:
+    from finance_formulas import formula_to_plaintext
+    clean = formula_to_plaintext(raw_latex_string)
+"""
+
+from __future__ import annotations
+from typing import NamedTuple
+
+
+class Formula(NamedTuple):
+    name: str
+    latex: str        # $...$ or $$...$$
+    plain: str        # clean Unicode, no backslashes
+    note: str         # one-line description
+
+
+# ── Canonical formula registry ────────────────────────────────────────────────
+
+FORMULAS: dict[str, Formula] = {
+
+    # ── Valuation ─────────────────────────────────────────────────────────────
+    "pe": Formula(
+        name="P/E Ratio (市盈率)",
+        latex=r"$$P/E = \frac{\text{Stock Price}}{\text{EPS}}$$",
+        plain="P/E = 股价 ÷ 每股收益(EPS)",
+        note="市场愿意为每1元盈利支付的价格；越高代表市场期望越高",
+    ),
+    "pb": Formula(
+        name="P/B Ratio (市净率)",
+        latex=r"$$P/B = \frac{\text{Stock Price}}{\text{Book Value per Share}}$$",
+        plain="P/B = 股价 ÷ 每股净资产",
+        note="股价相对账面价值的溢价；<1 可能被低估",
+    ),
+    "ps": Formula(
+        name="P/S Ratio (市销率)",
+        latex=r"$$P/S = \frac{\text{Market Cap}}{\text{Annual Revenue}}$$",
+        plain="P/S = 市值 ÷ 年营收",
+        note="适合暂无盈利的成长型公司估值",
+    ),
+    "ev_ebitda": Formula(
+        name="EV/EBITDA",
+        latex=r"$$EV/EBITDA = \frac{\text{Enterprise Value}}{\text{EBITDA}}$$",
+        plain="EV/EBITDA = 企业价值 ÷ 息税折旧摊销前利润",
+        note="排除资本结构差异的估值指标；<10 通常被视为合理",
+    ),
+    "peg": Formula(
+        name="PEG Ratio",
+        latex=r"$$PEG = \frac{P/E}{\text{EPS Growth Rate (\%)}}$$",
+        plain="PEG = 市盈率 ÷ 盈利增长率(%)",
+        note="<1 通常被视为被低估；综合估值与成长性",
+    ),
+    "dcf": Formula(
+        name="DCF 内在价值",
+        latex=r"$$V = \sum_{t=1}^{n} \frac{FCF_t}{(1+r)^t} + \frac{TV}{(1+r)^n}$$",
+        plain="DCF = Σ [自由现金流t ÷ (1+折现率)^t] + 终值 ÷ (1+折现率)^n",
+        note="自由现金流折现；r 为 WACC，TV 为终值",
+    ),
+    "wacc": Formula(
+        name="WACC (加权平均资本成本)",
+        latex=r"$$WACC = \frac{E}{V} \cdot R_e + \frac{D}{V} \cdot R_d \cdot (1-T)$$",
+        plain="WACC = 权益比 × 权益成本 + 债务比 × 债务成本 × (1-税率)",
+        note="折现率的基础；E=权益，D=债务，V=E+D，T=税率",
+    ),
+
+    # ── Profitability ─────────────────────────────────────────────────────────
+    "roe": Formula(
+        name="ROE (净资产收益率)",
+        latex=r"$$ROE = \frac{\text{Net Income}}{\text{Shareholders' Equity}} \times 100\%$$",
+        plain="ROE = 净利润 ÷ 股东权益 × 100%",
+        note="巴菲特首选指标；>15% 为优秀",
+    ),
+    "roa": Formula(
+        name="ROA (总资产收益率)",
+        latex=r"$$ROA = \frac{\text{Net Income}}{\text{Total Assets}} \times 100\%$$",
+        plain="ROA = 净利润 ÷ 总资产 × 100%",
+        note="衡量资产使用效率；>5% 较好",
+    ),
+    "gross_margin": Formula(
+        name="毛利率",
+        latex=r"$$\text{Gross Margin} = \frac{\text{Revenue} - \text{COGS}}{\text{Revenue}} \times 100\%$$",
+        plain="毛利率 = (营收 - 营业成本) ÷ 营收 × 100%",
+        note="产品定价能力的直接体现",
+    ),
+    "net_margin": Formula(
+        name="净利率",
+        latex=r"$$\text{Net Margin} = \frac{\text{Net Income}}{\text{Revenue}} \times 100\%$$",
+        plain="净利率 = 净利润 ÷ 营收 × 100%",
+        note="最终盈利能力；科技公司优秀水平 >20%",
+    ),
+
+    # ── Risk / Return ─────────────────────────────────────────────────────────
+    "sharpe": Formula(
+        name="Sharpe Ratio (夏普比率)",
+        latex=r"$$Sharpe = \frac{R_p - R_f}{\sigma_p}$$",
+        plain="Sharpe = (组合年化收益 - 无风险利率) ÷ 年化波动率",
+        note="单位风险的超额收益；>1 良好，>2 优秀",
+    ),
+    "sortino": Formula(
+        name="Sortino Ratio",
+        latex=r"$$Sortino = \frac{R_p - R_f}{\sigma_d}$$",
+        plain="Sortino = (组合年化收益 - 无风险利率) ÷ 下行波动率",
+        note="只惩罚下行风险；比 Sharpe 更适合非对称收益",
+    ),
+    "max_drawdown": Formula(
+        name="最大回撤",
+        latex=r"$$MDD = \frac{\text{Trough} - \text{Peak}}{\text{Peak}} \times 100\%$$",
+        plain="最大回撤 = (波谷 - 波峰) ÷ 波峰 × 100%",
+        note="负值；衡量最坏情景下的损失幅度",
+    ),
+    "var": Formula(
+        name="VaR (Value at Risk)",
+        latex=r"$$VaR_{95\%} = \mu - 1.645\sigma$$",
+        plain="VaR(95%) = 均值收益 - 1.645 × 波动率",
+        note="95%置信度下单日最大可能亏损",
+    ),
+    "beta": Formula(
+        name="Beta (贝塔系数)",
+        latex=r"$$\beta = \frac{Cov(R_i, R_m)}{Var(R_m)}$$",
+        plain="β = 个股与市场收益的协方差 ÷ 市场收益方差",
+        note=">1 比市场波动大；<1 防御性；=1 跟随市场",
+    ),
+    "capm": Formula(
+        name="CAPM (资本资产定价模型)",
+        latex=r"$$E(R_i) = R_f + \beta_i \cdot (E(R_m) - R_f)$$",
+        plain="期望收益 = 无风险利率 + β × 市场风险溢价",
+        note="理论上的公允收益率；高于此值则α为正",
+    ),
+
+    # ── Technical indicators ──────────────────────────────────────────────────
+    "rsi": Formula(
+        name="RSI (相对强弱指数)",
+        latex=r"$$RSI = 100 - \frac{100}{1 + \frac{\bar{U}}{\bar{D}}}$$",
+        plain="RSI = 100 - 100 ÷ (1 + 平均涨幅 ÷ 平均跌幅)",
+        note=">70 超买，<30 超卖；14日为标准周期",
+    ),
+    "macd_line": Formula(
+        name="MACD 线",
+        latex=r"$$MACD = EMA_{12} - EMA_{26}$$",
+        plain="MACD = 12日EMA - 26日EMA",
+        note="快慢线差值；正值为多头区间",
+    ),
+    "bollinger_upper": Formula(
+        name="布林带上轨",
+        latex=r"$$Upper = MA_{20} + 2\sigma_{20}$$",
+        plain="上轨 = 20日均线 + 2 × 20日标准差",
+        note="价格突破上轨为超买信号",
+    ),
+    "eps": Formula(
+        name="EPS (每股收益)",
+        latex=r"$$EPS = \frac{\text{Net Income} - \text{Preferred Dividends}}{\text{Weighted Average Shares}}$$",
+        plain="EPS = (净利润 - 优先股股息) ÷ 加权平均流通股数",
+        note="P/E 的分母；反映每股创造的盈利",
+    ),
+    "cagr": Formula(
+        name="CAGR (复合年均增长率)",
+        latex=r"$$CAGR = \left(\frac{V_f}{V_i}\right)^{\frac{1}{n}} - 1$$",
+        plain="CAGR = (终值 ÷ 初值)^(1/年数) - 1",
+        note="衡量长期增长的标准方式",
+    ),
+}
+
+
+# ── Prompt injection block ────────────────────────────────────────────────────
+
+def build_formula_prompt_block(keys: list[str] | None = None) -> str:
+    """
+    Build a compact formula reference block for injection into system prompts.
+
+    keys: optional list of formula keys to include (default: all).
+    Returns a string ready to append to a system prompt.
+    """
+    items = [FORMULAS[k] for k in (keys or FORMULAS.keys()) if k in FORMULAS]
+    if not items:
+        return ""
+
+    lines = [
+        "\n## 标准金融公式（必须使用以下格式，禁止自创公式或缩写）\n",
+        "在 LaTeX 公式中使用 $$ ... $$ 语法（双美元符），终端自动转换为可读格式。\n",
+    ]
+    for f in items:
+        lines.append(f"- **{f.name}**: `{f.plain}`")
+        lines.append(f"  → LaTeX: `{f.latex}`")
+        lines.append(f"  → {f.note}")
+    lines.append("\n⚠️ 禁止使用不存在的术语（如 DSRR、DRRR）。如不确定，用中文描述代替。\n")
+    return "\n".join(lines)
+
+
+# Compact block for finance chat (most common formulas only)
+FORMULA_PROMPT_BLOCK_CORE = build_formula_prompt_block([
+    "pe", "pb", "roe", "sharpe", "max_drawdown", "eps", "cagr",
+])
+
+# Full block for analysis / research prompts
+FORMULA_PROMPT_BLOCK_FULL = build_formula_prompt_block()
+
+
+# ── CLI plain-text renderer ───────────────────────────────────────────────────
+
+import re as _re
+
+_PLAIN_LOOKUP: dict[str, str] = {f.latex: f.plain for f in FORMULAS.values()}
+
+# Symbol map: LaTeX → Unicode
+_LATEX_SYMBOLS = {
+    r'\times': '×', r'\div': '÷', r'\pm': '±', r'\approx': '≈',
+    r'\leq': '≤', r'\geq': '≥', r'\neq': '≠', r'\to': '→',
+    r'\alpha': 'α', r'\beta': 'β', r'\gamma': 'γ', r'\sigma': 'σ',
+    r'\mu': 'μ', r'\pi': 'π', r'\lambda': 'λ', r'\theta': 'θ',
+    r'\Sigma': 'Σ', r'\sum': 'Σ', r'\infty': '∞', r'\cdot': '·',
+    r'\sqrt': '√', r'\partial': '∂',
+    # LaTeX spacing commands (these are NOT caught by \\[A-Za-z]+ since ; is not a letter)
+    r'\;': ' ', r'\,': '', r'\:': ' ', r'\!': '',
+    r'\quad': '  ', r'\qquad': '   ',
+    r'\medspace': ' ', r'\thickspace': ' ', r'\thinspace': '',
+    r'\text{Net Income}': '净利润',
+    r'\text{Net Profit}': '净利润',
+    r"\text{Shareholders' Equity}": '股东权益',
+    r'\text{Shareholders Equity}': '股东权益',
+    r'\text{Stock Price}': '股价',
+    r'\text{EPS}': 'EPS',
+    r'\text{Revenue}': '营收',
+    r'\text{COGS}': '营业成本',
+    r'\text{Peak}': '波峰',
+    r'\text{Trough}': '波谷',
+    r'\text{Book Value per Share}': '每股净资产',
+    r'\text{Market Cap}': '市值',
+    r'\text{Annual Revenue}': '年营收',
+    r'\text{Total Assets}': '总资产',
+    r'\text{Enterprise Value}': '企业价值',
+    r'\text{Preferred Dividends}': '优先股股息',
+    r'\text{Weighted Average Shares}': '加权平均流通股数',
+    r'\bar': '',
+}
+
+
+def _replace_frac_once(text: str) -> str:
+    """Replace the first simple or nested LaTeX \frac block with readable text."""
+    start = text.find(r'\frac')
+    if start < 0:
+        return text
+
+    def _read_group(pos: int) -> tuple[str, int] | None:
+        if pos >= len(text) or text[pos] != "{":
+            return None
+        depth = 0
+        chars: list[str] = []
+        for idx in range(pos, len(text)):
+            ch = text[idx]
+            if ch == "{":
+                if depth > 0:
+                    chars.append(ch)
+                depth += 1
+            elif ch == "}":
+                depth -= 1
+                if depth == 0:
+                    return "".join(chars), idx + 1
+                chars.append(ch)
+            else:
+                chars.append(ch)
+        return None
+
+    num = _read_group(start + len(r'\frac'))
+    if not num:
+        return text
+    den = _read_group(num[1])
+    if not den:
+        return text
+
+    numerator = formula_to_plaintext(num[0])
+    denominator = formula_to_plaintext(den[0])
+    replacement = f"({numerator}) ÷ ({denominator})"
+    return text[:start] + replacement + text[den[1]:]
+
+
+def formula_to_plaintext(latex: str) -> str:
+    """
+    Convert a LaTeX formula string to clean Unicode plain-text for CLI display.
+
+    Handles $...$ inline and $$...$$ display math.
+    Produces readable output like "P/E = 股价 ÷ EPS" instead of garbled backslashes.
+    """
+    # Check canonical lookup first
+    stripped = latex.strip().replace("\\\\", "\\")
+    if stripped in _PLAIN_LOOKUP:
+        return _PLAIN_LOOKUP[stripped]
+
+    # Remove $$ and $ delimiters
+    text = _re.sub(r'\$\$|\$', '', stripped)
+    text = _re.sub(r'\\\[|\\\]', '', text)
+    text = _re.sub(r'\\\(|\\\)', '', text)
+
+    # Apply symbol substitutions (longest first to avoid partial matches)
+    for cmd, sym in sorted(_LATEX_SYMBOLS.items(), key=lambda x: -len(x[0])):
+        text = text.replace(cmd, sym)
+
+    # \frac{a}{b} → (a) ÷ (b), including common nested fractions.
+    for _ in range(12):
+        updated = _replace_frac_once(text)
+        if updated == text:
+            break
+        text = updated
+
+    # \text{...} and common styling commands → content
+    text = _re.sub(
+        r'\\(?:text|mathrm|mathbf|mathit|mathcal|operatorname|overline|underline|bar|hat|tilde|vec)\{([^{}]*)\}',
+        r'\1', text
+    )
+
+    # \left, \right → nothing
+    text = _re.sub(r'\\(?:left|right)[(\[|)\].]?', '', text)
+
+    # \sqrt{x} → √(x)
+    text = _re.sub(r'\\sqrt\{([^{}]*)\}', r'√(\1)', text)
+
+    # ^{n} → ^n,  _{n} → _n
+    text = _re.sub(r'\^\{([^{}]{1,12})\}', r'^\1', text)
+    text = _re.sub(r'_\{([^{}]{1,12})\}', r'_\1', text)
+    text = _re.sub(r'\^([A-Za-z0-9])', r'^\1', text)
+    text = _re.sub(r'_([A-Za-z0-9])', r'_\1', text)
+
+    # Non-alpha LaTeX spacing commands (\; \, \: \! are NOT caught by \\[A-Za-z]+)
+    text = _re.sub(r'\\[;,!:]', ' ', text)
+    # Clean remaining backslash commands
+    text = _re.sub(r'\\([A-Za-z]+)', r'\1', text)
+    text = text.replace(r'\%', '%')
+    text = _re.sub(r'\{([^{}]{1,24})\}', r'\1', text)
+
+    # Clean up whitespace
+    text = _re.sub(r'\s{2,}', ' ', text)
+    text = _re.sub(r'\s*([=+\-×÷·])\s*', r' \1 ', text)
+    text = _re.sub(r'\s{2,}', ' ', text).strip()
+    return text
+
+
+def strip_latex_for_cli(text: str) -> str:
+    """
+    Full-text LaTeX stripping for CLI output.
+    Converts $$...$$ and $...$ blocks to clean plaintext.
+    Replaces display math with a prefixed formula line.
+    """
+    if '\\' not in text and '$' not in text:
+        return text
+
+    # Display math $$...$$ → "  ▶ <plain formula>"
+    def _render_display(m: _re.Match) -> str:
+        inner = m.group(1).strip()
+        plain = formula_to_plaintext(f"$${inner}$$")
+        return f"\n  ▶ {plain}\n"
+
+    text = _re.sub(r'\$\$(.+?)\$\$', _render_display, text, flags=_re.DOTALL)
+
+    # Inline math $...$ → plain
+    def _render_inline(m: _re.Match) -> str:
+        inner = m.group(1).strip()
+        return formula_to_plaintext(f"${inner}$")
+
+    text = _re.sub(r'\$([^$\n]{1,120})\$', _render_inline, text)
+
+    # Gracefully handle a single dangling "$" before a formula-like expression.
+    text = _re.sub(
+        r'\$([A-Za-zΑ-ωβμσΣ][^$\n]{1,120})',
+        lambda m: formula_to_plaintext(m.group(1)),
+        text,
+    )
+
+    # Display blocks \[...\] → "  ▶ <plain formula>"
+    def _render_block(m: _re.Match) -> str:
+        inner = m.group(1).strip()
+        plain = formula_to_plaintext(inner)
+        return f"\n  ▶ {plain}\n"
+
+    text = _re.sub(r'\\\[(.+?)\\\]', _render_block, text, flags=_re.DOTALL)
+
+    # Inline \(...\)
+    text = _re.sub(r'\\\((.+?)\\\)', lambda m: formula_to_plaintext(m.group(1)), text)
+
+    return text