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xiaobaifupan/llm_strategy.py
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from __future__ import annotations
import json
import time
import urllib.error
import urllib.request
from typing import Any
from screener import FACTOR_FIELDS, REGIMES
class LLMCompilerError(RuntimeError):
pass
def test_llm_connection(
api_key: str,
base_url: str,
model: str,
timeout: int = 30,
) -> dict[str, Any]:
if not api_key or not model:
raise LLMCompilerError("API Key 或模型未配置。")
endpoint = f"{base_url.rstrip('/')}/chat/completions"
payload = json.dumps(
{
"model": model,
"messages": [{"role": "user", "content": "只回复 OK"}],
"stream": False,
},
ensure_ascii=False,
).encode("utf-8")
request = urllib.request.Request(
endpoint,
data=payload,
headers={
"Content-Type": "application/json",
"Authorization": f"Bearer {api_key}",
"User-Agent": "XiaobaiReviewWeb/0.5",
},
method="POST",
)
started = time.perf_counter()
try:
with urllib.request.urlopen(request, timeout=timeout) as response:
result = json.loads(response.read().decode("utf-8"))
reply = str(result["choices"][0]["message"]["content"]).strip()
except urllib.error.HTTPError as exc:
raise LLMCompilerError(_http_error_message(exc)) from exc
except (urllib.error.URLError, TimeoutError, json.JSONDecodeError, KeyError, IndexError) as exc:
raise LLMCompilerError(f"模型连接测试失败:{exc}") from exc
return {
"ok": True,
"model": model,
"reply": reply[:100],
"latency_ms": round((time.perf_counter() - started) * 1000),
}
def compile_strategy_with_llm(
prompt: str,
regime: str,
api_key: str,
base_url: str,
model: str,
timeout: int = 45,
) -> dict[str, Any]:
if not api_key or not model:
raise LLMCompilerError("尚未配置 LLM API Key 或模型。")
endpoint = f"{base_url.rstrip('/')}/chat/completions"
schema = {
"name": "策略名称",
"description": "策略说明",
"regimes": [regime],
"formula": {
"universe": {"exclude_st": True, "listed_days_min": 120},
"filters": [{"field": "return_5d", "op": ">=", "value": 0}],
"score": [{"field": "sector_strength", "weight": 0.3, "direction": "desc"}],
"limit": 15,
"min_score": 0.55,
},
}
system_prompt = (
"你是A股量化策略编译器。只输出JSON对象,不输出Markdown。"
"不得生成Python、SQL、网络请求或未提供的因子。"
f"当前市场阶段为{REGIMES.get(regime, regime)}。"
f"可用因子为:{json.dumps(FACTOR_FIELDS, ensure_ascii=False)}。"
"运算符只能使用 >, >=, <, <=, ==, !=, between, in。"
"score权重均大于0且不超过1direction只能是asc或desc。"
"退潮和冰点策略必须提高门槛并允许结果为空。"
f"严格遵循以下结构:{json.dumps(schema, ensure_ascii=False)}"
)
payload = json.dumps(
{
"model": model,
"messages": [
{"role": "system", "content": system_prompt},
{"role": "user", "content": prompt[:3000]},
],
"stream": False,
},
ensure_ascii=False,
).encode("utf-8")
request = urllib.request.Request(
endpoint,
data=payload,
headers={
"Content-Type": "application/json",
"Authorization": f"Bearer {api_key}",
"User-Agent": "XiaobaiReviewWeb/0.4",
},
method="POST",
)
try:
with urllib.request.urlopen(request, timeout=timeout) as response:
result = json.loads(response.read().decode("utf-8"))
content = result["choices"][0]["message"]["content"].strip()
if content.startswith("```"):
content = content.strip("`")
if content.startswith("json"):
content = content[4:].strip()
compiled = json.loads(content)
except urllib.error.HTTPError as exc:
raise LLMCompilerError(_http_error_message(exc).replace("模型连接测试", "LLM 策略编译")) from exc
except (urllib.error.URLError, TimeoutError, json.JSONDecodeError, KeyError, IndexError) as exc:
raise LLMCompilerError(f"LLM 策略编译失败:{exc}") from exc
compiled["compiler"] = "llm"
compiled["model"] = model
return compiled
def _http_error_message(exc: urllib.error.HTTPError) -> str:
detail = ""
try:
payload = json.loads(exc.read().decode("utf-8", errors="replace"))
error = payload.get("error")
if isinstance(error, dict):
detail = str(error.get("message") or error.get("code") or "")
elif error:
detail = str(error)
elif payload.get("message"):
detail = str(payload["message"])
except (json.JSONDecodeError, OSError):
detail = ""
suffix = f"{detail[:300]}" if detail else ""
return f"模型连接测试失败(HTTP {exc.code}{suffix}"