接入 TAAPI 技术指标并生成交易提示信息

ai/pipelines/__init__.py

@@ -2,5 +2,6 @@
 
 from .comment_summarizer import generate_comment_summaries
 from .keyword_cluster import cluster_keywords
+from .trading_prompt import build_trading_prompt
 
-__all__ = ["generate_comment_summaries", "cluster_keywords"]
+__all__ = ["generate_comment_summaries", "cluster_keywords", "build_trading_prompt"]

ai/pipelines/trading_prompt.py

@@ -0,0 +1,158 @@
+"""Prompt builder for trading agent market state."""
+from __future__ import annotations
+
+from typing import Any, Iterable, Mapping, Sequence
+
+PROMPT_TEMPLATE_HEADER = "🧭 SYSTEM STATE"
+PROMPT_MARKET_STATE_TITLE = "⚙️ CURRENT MARKET STATE"
+PROMPT_ACCOUNT_TITLE = "💰 ACCOUNT INFORMATION"
+PROMPT_PERFORMANCE_TITLE = "📊 PERFORMANCE METRICS"
+
+
+def _format_value(value: Any) -> str:
+    if value is None:
+        return "N/A"
+    if isinstance(value, float):
+        formatted = f"{value:.8f}".rstrip("0").rstrip(".")
+        return formatted or "0"
+    return str(value)
+
+
+def _format_series(series: Iterable[Any]) -> str:
+    items = [item for item in series]
+    if not items:
+        return "[]"
+    return "[" + ", ".join(_format_value(item) for item in items) + "]"
+
+
+def build_trading_prompt(
+    system_state: Mapping[str, Any],
+    market_states: Sequence[Mapping[str, Any]],
+    account_info: Mapping[str, Any],
+    *,
+    performance_metrics: Mapping[str, Any] | None = None,
+) -> str:
+    """Render a textual prompt describing the trading environment."""
+
+    performance_metrics = performance_metrics or {}
+    lines: list[str] = []
+
+    lines.append(PROMPT_TEMPLATE_HEADER)
+    minutes = _format_value(system_state.get("minutes_since_start"))
+    current_time = _format_value(system_state.get("current_time"))
+    invocation_count = _format_value(system_state.get("invocation_count"))
+    lines.append(
+        f"It has been {minutes} minutes since you started trading."
+    )
+    lines.append(
+        f"The current time is {current_time} and you've been invoked {invocation_count} times."
+    )
+    lines.append("Below you are provided with price data, indicators, and account info for decision making.")
+    lines.append("")
+
+    lines.append(PROMPT_MARKET_STATE_TITLE)
+    lines.append("For each coin:")
+    for state in market_states:
+        symbol = state.get("symbol", "UNKNOWN")
+        lines.append(f"SYMBOL: {symbol}")
+        lines.append(
+            "current_price = {price}, current_ema20 = {ema}, current_macd = {macd}, current_rsi(7) = {rsi7}".format(
+                price=_format_value(state.get("current_price")),
+                ema=_format_value(state.get("current_ema20")),
+                macd=_format_value(state.get("current_macd")),
+                rsi7=_format_value(state.get("current_rsi_7")),
+            )
+        )
+        lines.append("")
+        lines.append(
+            "Open Interest: Latest={latest}, Average={avg}".format(
+                latest=_format_value(state.get("open_interest_latest")),
+                avg=_format_value(state.get("open_interest_avg")),
+            )
+        )
+        lines.append(f"Funding Rate: {_format_value(state.get('funding_rate'))}")
+        lines.append("")
+
+        short_term = state.get("short_term", {})
+        short_interval = short_term.get("interval", "-")
+        lines.append(f"Intraday Series ({short_interval} intervals, oldest → latest):")
+        lines.append(f"Mid Prices: {_format_series(short_term.get('mid_prices', []))}")
+        lines.append(f"EMA(20): {_format_series(short_term.get('ema_series_20', []))}")
+        lines.append(f"MACD: {_format_series(short_term.get('macd_series', []))}")
+        lines.append(f"RSI(7): {_format_series(short_term.get('rsi_series_7', []))}")
+        lines.append(f"RSI(14): {_format_series(short_term.get('rsi_series_14', []))}")
+        lines.append("")
+
+        long_term = state.get("long_term", {})
+        long_interval = long_term.get("interval", "-")
+        lines.append(f"Longer-term ({long_interval} timeframe):")
+        lines.append(
+            "EMA(20): {ema20}, EMA(50): {ema50}".format(
+                ema20=_format_value(long_term.get("ema_20_4h")),
+                ema50=_format_value(long_term.get("ema_50_4h")),
+            )
+        )
+        lines.append(
+            "ATR(3): {atr3}, ATR(14): {atr14}".format(
+                atr3=_format_value(long_term.get("atr_3_4h")),
+                atr14=_format_value(long_term.get("atr_14_4h")),
+            )
+        )
+        lines.append(
+            "Volume: Current={current}, Average={avg}".format(
+                current=_format_value(long_term.get("current_volume")),
+                avg=_format_value(long_term.get("avg_volume")),
+            )
+        )
+        lines.append(f"MACD(4h): {_format_series(long_term.get('macd_series_4h', []))}")
+        lines.append(f"RSI(14,4h): {_format_series(long_term.get('rsi_series_14_4h', []))}")
+        lines.append("")
+
+    lines.append(PROMPT_ACCOUNT_TITLE)
+    lines.append(
+        f"Total Return: {_format_value(account_info.get('total_return_percent'))}%"
+    )
+    lines.append(f"Available Cash: {_format_value(account_info.get('available_cash'))}")
+    lines.append(f"Account Value: {_format_value(account_info.get('account_value'))}")
+    lines.append("")
+
+    lines.append("Positions:")
+    positions = account_info.get("positions", [])
+    if positions:
+        for position in positions:
+            symbol = position.get("symbol", "UNKNOWN")
+            lines.append(
+                "- {symbol}: qty={qty}, entry={entry}, current={current}, PnL={pnl}, leverage={leverage}".format(
+                    symbol=symbol,
+                    qty=_format_value(position.get("quantity")),
+                    entry=_format_value(position.get("entry_price")),
+                    current=_format_value(position.get("current_price")),
+                    pnl=_format_value(position.get("unrealized_pnl")),
+                    leverage=_format_value(position.get("leverage")),
+                )
+            )
+            exit_plan = position.get("exit_plan", {})
+            lines.append(
+                "  TP={tp}, SL={sl}, invalidation={invalid}".format(
+                    tp=_format_value(exit_plan.get("profit_target")),
+                    sl=_format_value(exit_plan.get("stop_loss")),
+                    invalid=_format_value(exit_plan.get("invalidation_condition")),
+                )
+            )
+            lines.append(
+                "  confidence={confidence}, risk={risk}, notional={notional}".format(
+                    confidence=_format_value(position.get("confidence")),
+                    risk=_format_value(position.get("risk_usd")),
+                    notional=_format_value(position.get("notional_usd")),
+                )
+            )
+    else:
+        lines.append("- None")
+    lines.append("")
+
+    lines.append(PROMPT_PERFORMANCE_TITLE)
+    lines.append(
+        f"Sharpe Ratio: {_format_value(performance_metrics.get('sharpe_ratio'))}"
+    )
+
+    return "\n".join(lines)

config/secrets.example.env

@@ -6,6 +6,8 @@ UNIFIED_API_TOKEN=replace-with-token
 DB_PASSWORD=replace-with-password
 # Keepa 开发者密钥，订阅 https://keepa.com/#!api 后在仪表盘复制
 KEEPA_API_KEY=optional-keepa-key
+# TAAPI API 密钥，登录 https://taapi.io/ 控制台获取
+TAAPI_API_KEY=optional-taapi-key
 # Amazon Selling Partner API 刷新令牌，登录 https://developer.amazon.com/sp-api/ 获取
 SPAPI_REFRESH_TOKEN=optional-refresh-token
 # Qwen（阿里云百炼 DashScope）API Key，登录 https://dashscope.console.aliyun.com/management/app 获取

config/settings.yaml

@@ -30,6 +30,10 @@ rate_limits:
     qpm: 30
     burst: 30
     timeout_sec: 10
+  taapi:
+    qpm: 120
+    burst: 120
+    timeout_sec: 10
 retry_policy:
   max_attempts: 5
   base_delay_ms: 500

connectors/__init__.py

@@ -4,11 +4,13 @@
 from .paapi_client import PAAPIClient
 from .h10_client import Helium10Client
 from .js_client import JungleScoutClient
+from .taapi_client import TaapiClient
 
 __all__ = [
     "KeepaClient",
     "SPAPIClient",
     "PAAPIClient",
     "Helium10Client",
     "JungleScoutClient",
+    "TaapiClient",
 ]