update app
Browse files- Ashare_data_.py +0 -347
- Inference_datapipe_.py +0 -155
- app.py +351 -1
- requirement → requirements.txt +0 -0
Ashare_data_.py
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import akshare as ak
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import pandas as pd
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import os
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import csv
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import re
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import time
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import math
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import json
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import random
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from datasets import Dataset
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import datasets
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# os.chdir("/Users/mac/Desktop/FinGPT_Forecasting_Project/")
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# print(os.getcwd())
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start_date = "20230201"
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end_date = "20240101"
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# ------------------------------------------------------------------------------
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# Data Aquisition
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# ------------------------------------------------------------------------------
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# get return
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def get_return(symbol, adjust="qfq"):
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"""
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Get stock return data.
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Args:
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symbol: str
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A-share market stock symbol
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adjust: str ("qfq", "hfq")
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price ajustment
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default = "qfq" 前复权
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Return:
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weekly forward filled return data
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"""
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# load data
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return_data = ak.stock_zh_a_hist(symbol=symbol, period="daily", start_date=start_date, end_date=end_date, adjust=adjust)
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# process timestamp
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return_data["日期"] = pd.to_datetime(return_data["日期"])
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return_data.set_index("日期", inplace=True)
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# resample and filled with forward data
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weekly_data = return_data["收盘"].resample("W").ffill()
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weekly_returns = weekly_data.pct_change()[1:]
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weekly_start_prices = weekly_data[:-1]
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weekly_end_prices = weekly_data[1:]
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weekly_data = pd.DataFrame({
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'起始日期': weekly_start_prices.index,
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'起始价': weekly_start_prices.values,
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'结算日期': weekly_end_prices.index,
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'结算价': weekly_end_prices.values,
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'周收益': weekly_returns.values
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})
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weekly_data["简化周收益"] = weekly_data["周收益"].map(return_transform)
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return weekly_data
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def return_transform(ret):
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up_down = '涨' if ret >= 0 else '跌'
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integer = math.ceil(abs(100 * ret))
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if integer == 0:
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return "平"
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return up_down + (str(integer) if integer <= 5 else '5+')
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# get basics
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def get_basic(symbol, data):
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"""
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Get and match basic data to news dataframe.
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Args:
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symbol: str
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A-share market stock symbol
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data: DataFrame
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dated news data
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Return:
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financial news dataframe with matched basic_financial info
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"""
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key_financials = ['报告期', '净利润同比增长率', '营业总收入同比增长率', '流动比率', '速动比率', '资产负债率']
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# load quarterly basic data
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basic_quarter_financials = ak.stock_financial_abstract_ths(symbol = symbol, indicator="按单季度")
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basic_fin_dict = basic_quarter_financials.to_dict("index")
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basic_fin_list = [dict([(key, val) for key, val in basic_fin_dict[i].items() if (key in key_financials) and val]) for i in range(len(basic_fin_dict))]
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# match basic financial data to news dataframe
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matched_basic_fin = []
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for i, row in data.iterrows():
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newsweek_enddate = row['结算日期'].strftime("%Y-%m-%d")
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matched_basic = {}
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for basic in basic_fin_list:
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# match the most current financial report
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if basic["报告期"] < newsweek_enddate:
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matched_basic = basic
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break
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matched_basic_fin.append(json.dumps(matched_basic, ensure_ascii=False))
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data['基本面'] = matched_basic_fin
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return data
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def raw_financial_data(symbol, with_basics = True):
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# get return data from API
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data = get_return(symbol=symbol)
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# get news data from local
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file_name = "news_data" + symbol + ".csv"
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news_df = pd.read_csv("HS300_news_data20240118/"+file_name, index_col=0)
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news_df["发布时间"] = pd.to_datetime(news_df["发布时间"], exact=False, format="%Y-%m-%d")
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news_df.sort_values(by=["发布时间"], inplace=True)
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# match weekly news for return data
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news_list = []
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for a, row in data.iterrows():
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week_start_date = row['起始日期'].strftime('%Y-%m-%d')
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week_end_date = row['结算日期'].strftime('%Y-%m-%d')
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print(symbol, ': ', week_start_date, ' - ', week_end_date)
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weekly_news = news_df.loc[(news_df["发布时间"]>week_start_date) & (news_df["发布时间"]<week_end_date)]
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weekly_news = [
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{
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"发布时间": n["发布时间"].strftime('%Y%m%d'),
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"新闻标题": n['新闻标题'],
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"新闻内容": n['新闻内容'],
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} for a, n in weekly_news.iterrows()
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]
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news_list.append(json.dumps(weekly_news,ensure_ascii=False))
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data["新闻"] = news_list
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if with_basics:
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data = get_basic(symbol=symbol, data=data)
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# data.to_csv(symbol+start_date+"_"+end_date+".csv")
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else:
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data['新闻'] = [json.dumps({})] * len(data)
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# data.to_csv(symbol+start_date+"_"+end_date+"_nobasics.csv")
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return data
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# ------------------------------------------------------------------------------
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# Prompt Generation
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# ------------------------------------------------------------------------------
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# SYSTEM_PROMPT = "你是一个经验丰富的股票市场分析师。你的任务是根据过去几周的相关新闻和基本财务状况,列出公司的积极发展和潜在担忧,然后对公司未来一周的股价变化提供分析和预测。" \
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# "你的回答语言应为中文。你的回答格式应该如下:\n\n[积极发展]:\n1. ...\n\n[潜在担忧]:\n1. ...\n\n[预测和分析]:\n...\n"
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SYSTEM_PROMPT = "你是一名经验丰富的股票市场分析师。你的任务是根据公司在过去几周内的相关新闻和季度财务状况,列出公司的积极发展和潜在担忧,然后结合你对整体金融经济市场的判断,对公司未来一周的股价变化提供预测和分析。" \
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"你的回答语言应为中文。你的回答格式应该如下:\n\n[积极发展]:\n1. ...\n\n[潜在担忧]:\n1. ...\n\n[预测和分析]:\n...\n"
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def get_company_prompt_new(symbol):
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try:
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company_profile = dict(ak.stock_individual_info_em(symbol).values)
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except:
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print("Company Info Request Time Out! Please wait and retry.")
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company_profile["上市时间"] = pd.to_datetime(str(company_profile["上市时间"])).strftime("%Y年%m月%d日")
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template = "[公司介绍]:\n\n{股票简称}是一家在{行业}行业的领先实体,自{上市时间}成立并公开交易。截止今天,{股票简称}的总市值为{总市值}人民币,总股本数为{总股本},流通市值为{流通市值}人民币,流通股数为{流通股}。" \
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"\n\n{股票简称}主要在中国运营,以股票代码{股票代码}在交易所进行交易。"
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formatted_profile = template.format(**company_profile)
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stockname = company_profile['股票简称']
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return formatted_profile, stockname
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def map_return_label(return_lb):
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"""
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Map abbrev in the raw data
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Example:
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涨1 -- 上涨1%
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跌2 -- 下跌2%
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平 -- 股价持平
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"""
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lb = return_lb.replace('涨', '上涨')
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lb = lb.replace('跌', '下跌')
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lb = lb.replace('平', '股价持平')
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lb = lb.replace('1', '0-1%')
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lb = lb.replace('2', '1-2%')
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lb = lb.replace('3', '2-3%')
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lb = lb.replace('4', '3-4%')
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if lb.endswith('+'):
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lb = lb.replace('5+', '超过5%')
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else:
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lb = lb.replace('5', '4-5%')
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return lb
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# check news quality
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def check_news_quality(n, last_n, week_end_date, repeat_rate = 0.6):
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try:
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# check content avalability
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if not (not(str(n['新闻内容'])[0].isdigit()) and not(str(n['新闻内容'])=='nan') and n['发布时间'][:8] <= week_end_date.replace('-', '')):
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return False
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# check highly duplicated news
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# (assume the duplicated contents happened adjacent)
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elif str(last_n['新闻内容'])=='nan':
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return True
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elif len(set(n['新闻内容'][:20]) & set(last_n['新闻内容'][:20])) >= 20*repeat_rate or len(set(n['新闻标题']) & set(last_n['新闻标题']))/len(last_n['新闻标题']) > repeat_rate:
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return False
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else:
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return True
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except TypeError:
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print(n)
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print(last_n)
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raise Exception("Check Error")
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def get_prompt_by_row_new(stock, row):
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"""
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Generate prompt for each row in the raw data
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Args:
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stock: str
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stock name
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row: pandas.Series
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Return:
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head: heading prompt
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news: news info
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basics: basic financial info
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"""
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week_start_date = row['起始日期'] if isinstance(row['起始日期'], str) else row['起始日期'].strftime('%Y-%m-%d')
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week_end_date = row['结算日期'] if isinstance(row['结算日期'], str) else row['结算日期'].strftime('%Y-%m-%d')
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term = '上涨' if row['结算价'] > row['起始价'] else '下跌'
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chg = map_return_label(row['简化周收益'])
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head = "自{}至{},{}的股票价格由{:.2f}{}至{:.2f},涨跌幅为:{}。在此期间的公司新闻如下:\n\n".format(
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week_start_date, week_end_date, stock, row['起始价'], term, row['结算价'], chg)
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news = json.loads(row["新闻"])
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left, right = 0, 0
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filtered_news = []
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while left < len(news):
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n = news[left]
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if left == 0:
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# check first news quality
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if (not(str(n['新闻内容'])[0].isdigit()) and not(str(n['新闻内容'])=='nan') and n['发布时间'][:8] <= week_end_date.replace('-', '')):
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filtered_news.append("[新闻标题]:{}\n[新闻内容]:{}\n".format(n['新闻标题'], n['新闻内容']))
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left += 1
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else:
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news_check = check_news_quality(n, last_n = news[right], week_end_date= week_end_date, repeat_rate=0.5)
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if news_check:
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filtered_news.append("[新闻标题]:{}\n[新闻内容]:{}\n".format(n['新闻标题'], n['新闻内容']))
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left += 1
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right += 1
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basics = json.loads(row['基本面'])
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if basics:
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basics = "如下所列为{}近期的一些金融基本面信息,记录时间为{}:\n\n[金融基本面]:\n\n".format(
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stock, basics['报告期']) + "\n".join(f"{k}: {v}" for k, v in basics.items() if k != 'period')
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else:
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basics = "[金融基本面]:\n\n 无金融基本面记录"
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return head, filtered_news, basics
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def sample_news(news, k=5):
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"""
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Ramdomly select past news.
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Args:
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news:
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newslist in the timerange
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k: int
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the number of selected news
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"""
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return [news[i] for i in sorted(random.sample(range(len(news)), k))]
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def get_all_prompts_new(symbol, min_past_week=1, max_past_weeks=2, with_basics=True):
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"""
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Generate prompt. The prompt consists of news from past weeks, basics financial information, and weekly return.
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History news in the prompt is chosen from past weeks range from min_past_week to max_past_week,
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and there is a number constraint on ramdomly selected data (default: up to 5).
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Args:
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symbol: str
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stock ticker
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min_past_week: int
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max_past_week: int
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with_basics: bool
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If true, add basic infomation to the prompt
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Return:
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Prompts for the daterange
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"""
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# Load Data
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df = raw_financial_data(symbol, with_basics=with_basics)
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company_prompt, stock = get_company_prompt_new(symbol)
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prev_rows = []
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all_prompts = []
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for row_idx, row in df.iterrows():
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prompt = ""
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# judge for available history news
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if len(prev_rows) >= min_past_week:
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# randomly set retrieve data of past weeks
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# idx = min(random.choice(range(min_past_week, max_past_weeks+1)), len(prev_rows))
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idx = min(max_past_weeks, len(prev_rows))
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for i in range(-idx, 0):
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# Add Head
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prompt += "\n" + prev_rows[i][0]
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# Add History News (with numbers constraint)
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sampled_news = sample_news(
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prev_rows[i][1],
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min(3, len(prev_rows[i][1]))
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)
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if sampled_news:
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prompt += "\n".join(sampled_news)
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else:
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prompt += "无有关新闻报告"
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head, news, basics = get_prompt_by_row_new(stock, row)
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prev_rows.append((head, news, basics))
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if len(prev_rows) > max_past_weeks:
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prev_rows.pop(0)
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# set this to make sure there is history news for each considered date
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if not prompt:
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continue
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prediction = map_return_label(row['简化周收益'])
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prompt = company_prompt + '\n' + prompt + '\n' + basics
|
| 341 |
-
|
| 342 |
-
prompt += f"\n\n基于在{row['起始日期'].strftime('%Y-%m-%d')}之前的所有信息,让我们首先分析{stock}的积极发展和潜在担忧。请简洁地陈述,分别提出2-4个最重要的因素。大部分所提及的因素应该从公司的相关新闻中推断出来。" \
|
| 343 |
-
f"那么让我们假设你对于下一周({row['起始日期'].strftime('%Y-%m-%d')}至{row['结算日期'].strftime('%Y-%m-%d')})的预测是{prediction}。提供一个总结分析来支持你的预测。预测结果需要从你最后的分析中推断出来,因此不作为你分析的基础因素。"
|
| 344 |
-
|
| 345 |
-
all_prompts.append(prompt.strip())
|
| 346 |
-
|
| 347 |
-
return all_prompts
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|
Inference_datapipe_.py
DELETED
|
@@ -1,155 +0,0 @@
|
|
| 1 |
-
# Inference Data
|
| 2 |
-
# get company news online
|
| 3 |
-
from datetime import date
|
| 4 |
-
import akshare as ak
|
| 5 |
-
import pandas as pd
|
| 6 |
-
from datetime import date, datetime, timedelta
|
| 7 |
-
from Ashare_data import *
|
| 8 |
-
|
| 9 |
-
#default symbol
|
| 10 |
-
symbol = "600519"
|
| 11 |
-
B_INST, E_INST = "[INST]", "[/INST]"
|
| 12 |
-
B_SYS, E_SYS = "<<SYS>>\n", "\n<</SYS>>\n\n"
|
| 13 |
-
|
| 14 |
-
def get_curday():
|
| 15 |
-
|
| 16 |
-
return date.today().strftime("%Y%m%d")
|
| 17 |
-
|
| 18 |
-
def n_weeks_before(date_string, n, format = "%Y%m%d"):
|
| 19 |
-
|
| 20 |
-
date = datetime.strptime(date_string, "%Y%m%d") - timedelta(days=7*n)
|
| 21 |
-
|
| 22 |
-
return date.strftime(format=format)
|
| 23 |
-
|
| 24 |
-
|
| 25 |
-
def get_news(symbol, max_page = 3):
|
| 26 |
-
|
| 27 |
-
df_list = []
|
| 28 |
-
for page in range(1, max_page):
|
| 29 |
-
|
| 30 |
-
try:
|
| 31 |
-
df_list.append(ak.stock_news_em(symbol, page))
|
| 32 |
-
except KeyError:
|
| 33 |
-
print(str(symbol) + "pages obtained for symbol: " + page)
|
| 34 |
-
break
|
| 35 |
-
|
| 36 |
-
news_df = pd.concat(df_list, ignore_index=True)
|
| 37 |
-
return news_df
|
| 38 |
-
|
| 39 |
-
# get return
|
| 40 |
-
def get_cur_return(symbol, start_date, end_date, adjust="qfq"):
|
| 41 |
-
"""
|
| 42 |
-
date = "yyyymmdd"
|
| 43 |
-
"""
|
| 44 |
-
|
| 45 |
-
# load data
|
| 46 |
-
return_data = ak.stock_zh_a_hist(symbol=symbol, period="daily", start_date=start_date, end_date=end_date, adjust=adjust)
|
| 47 |
-
|
| 48 |
-
# process timestamp
|
| 49 |
-
return_data["日期"] = pd.to_datetime(return_data["日期"])
|
| 50 |
-
return_data.set_index("日期", inplace=True)
|
| 51 |
-
|
| 52 |
-
# resample and filled with forward data
|
| 53 |
-
weekly_data = return_data["收盘"].resample("W").ffill()
|
| 54 |
-
weekly_returns = weekly_data.pct_change()[1:]
|
| 55 |
-
weekly_start_prices = weekly_data[:-1]
|
| 56 |
-
weekly_end_prices = weekly_data[1:]
|
| 57 |
-
weekly_data = pd.DataFrame({
|
| 58 |
-
'起始日期': weekly_start_prices.index,
|
| 59 |
-
'起始价': weekly_start_prices.values,
|
| 60 |
-
'结算日期': weekly_end_prices.index,
|
| 61 |
-
'结算价': weekly_end_prices.values,
|
| 62 |
-
'周收益': weekly_returns.values
|
| 63 |
-
})
|
| 64 |
-
weekly_data["简化周收益"] = weekly_data["周收益"].map(return_transform)
|
| 65 |
-
# check enddate
|
| 66 |
-
if weekly_data.iloc[-1, 2] > pd.to_datetime(end_date):
|
| 67 |
-
weekly_data.iloc[-1, 2] = pd.to_datetime(end_date)
|
| 68 |
-
|
| 69 |
-
return weekly_data
|
| 70 |
-
|
| 71 |
-
# get basics
|
| 72 |
-
def cur_financial_data(symbol, start_date, end_date, with_basics = True):
|
| 73 |
-
|
| 74 |
-
# get data
|
| 75 |
-
data = get_cur_return(symbol=symbol, start_date=start_date, end_date=end_date)
|
| 76 |
-
|
| 77 |
-
news_df = get_news(symbol=symbol)
|
| 78 |
-
news_df["发布时间"] = pd.to_datetime(news_df["发布时间"], exact=False, format="%Y-%m-%d")
|
| 79 |
-
news_df.sort_values(by=["发布时间"], inplace=True)
|
| 80 |
-
|
| 81 |
-
# match weekly news for return data
|
| 82 |
-
news_list = []
|
| 83 |
-
for a, row in data.iterrows():
|
| 84 |
-
week_start_date = row['起始日期'].strftime('%Y-%m-%d')
|
| 85 |
-
week_end_date = row['结算日期'].strftime('%Y-%m-%d')
|
| 86 |
-
print(symbol, ': ', week_start_date, ' - ', week_end_date)
|
| 87 |
-
|
| 88 |
-
weekly_news = news_df.loc[(news_df["发布时间"]>week_start_date) & (news_df["发布时间"]<week_end_date)]
|
| 89 |
-
|
| 90 |
-
weekly_news = [
|
| 91 |
-
{
|
| 92 |
-
"发布时间": n["发布时间"].strftime('%Y%m%d'),
|
| 93 |
-
"新闻标题": n['新闻标题'],
|
| 94 |
-
"新闻内容": n['新闻内容'],
|
| 95 |
-
} for a, n in weekly_news.iterrows()
|
| 96 |
-
]
|
| 97 |
-
news_list.append(json.dumps(weekly_news,ensure_ascii=False))
|
| 98 |
-
|
| 99 |
-
data["新闻"] = news_list
|
| 100 |
-
|
| 101 |
-
if with_basics:
|
| 102 |
-
data = get_basic(symbol=symbol, data=data)
|
| 103 |
-
# data.to_csv(symbol+start_date+"_"+end_date+".csv")
|
| 104 |
-
else:
|
| 105 |
-
data['新闻'] = [json.dumps({})] * len(data)
|
| 106 |
-
# data.to_csv(symbol+start_date+"_"+end_date+"_nobasics.csv")
|
| 107 |
-
|
| 108 |
-
return data
|
| 109 |
-
|
| 110 |
-
def get_all_prompts_online(symbol, with_basics=True, max_news_perweek = 3, weeks_before = 2):
|
| 111 |
-
|
| 112 |
-
end_date = get_curday()
|
| 113 |
-
start_date = n_weeks_before(end_date, weeks_before)
|
| 114 |
-
|
| 115 |
-
company_prompt, stock = get_company_prompt_new(symbol)
|
| 116 |
-
data = cur_financial_data(symbol=symbol, start_date=start_date, end_date=end_date, with_basics=with_basics)
|
| 117 |
-
|
| 118 |
-
prev_rows = []
|
| 119 |
-
|
| 120 |
-
for row_idx, row in data.iterrows():
|
| 121 |
-
head, news, basics = get_prompt_by_row_new(symbol, row)
|
| 122 |
-
prev_rows.append((head, news, basics))
|
| 123 |
-
|
| 124 |
-
prompt = ""
|
| 125 |
-
for i in range(-len(prev_rows), 0):
|
| 126 |
-
prompt += "\n" + prev_rows[i][0]
|
| 127 |
-
sampled_news = sample_news(
|
| 128 |
-
prev_rows[i][1],
|
| 129 |
-
min(max_news_perweek, len(prev_rows[i][1]))
|
| 130 |
-
)
|
| 131 |
-
if sampled_news:
|
| 132 |
-
prompt += "\n".join(sampled_news)
|
| 133 |
-
else:
|
| 134 |
-
prompt += "No relative news reported."
|
| 135 |
-
|
| 136 |
-
next_date = n_weeks_before(end_date, -1, format="%Y-%m-%d")
|
| 137 |
-
end_date = pd.to_datetime(end_date).strftime("%Y-%m-%d")
|
| 138 |
-
period = "{}至{}".format(end_date, next_date)
|
| 139 |
-
|
| 140 |
-
if with_basics:
|
| 141 |
-
basics = prev_rows[-1][2]
|
| 142 |
-
else:
|
| 143 |
-
basics = "[金融基本面]:\n\n 无金融基本面记录"
|
| 144 |
-
|
| 145 |
-
info = company_prompt + '\n' + prompt + '\n' + basics
|
| 146 |
-
|
| 147 |
-
new_system_prompt = SYSTEM_PROMPT.replace(':\n...', ':\n预测涨跌幅:...\n总结分析:...')
|
| 148 |
-
prompt = B_INST + B_SYS + new_system_prompt + E_SYS + info + f"\n\n基于在{end_date}之前的所有信息,让我们首先分析{stock}的积极发展和潜在担忧。请简洁地陈述,分别提出2-4个最重要的因素。大部分所提及的因素应该从公司的相关新闻中推断出来。" \
|
| 149 |
-
f"接下来请预测{symbol}下周({period})的股票涨跌幅,并提供一个总结分析来支持你的预测。" + E_INST
|
| 150 |
-
|
| 151 |
-
return info, prompt
|
| 152 |
-
|
| 153 |
-
if __name__ == "__main__":
|
| 154 |
-
info, pt = get_all_prompts_online(symbol=symbol)
|
| 155 |
-
print(pt)
|
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app.py
CHANGED
|
@@ -1,10 +1,18 @@
|
|
| 1 |
import gradio as gr
|
| 2 |
from transformers import AutoModel, AutoTokenizer, AutoModelForCausalLM
|
| 3 |
from peft import PeftModel
|
| 4 |
-
import torch
|
| 5 |
from Ashare_data import *
|
| 6 |
from Inference_datapipe import *
|
| 7 |
import re
|
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| 8 |
|
| 9 |
# load model
|
| 10 |
model = "meta-llama/Llama-2-7b-chat-hf"
|
|
@@ -19,6 +27,348 @@ model = PeftModel.from_pretrained(model, peft_model, offload_folder="offload/")
|
|
| 19 |
|
| 20 |
model = model.eval()
|
| 21 |
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|
| 22 |
|
| 23 |
def ask(symbol, weeks_before):
|
| 24 |
|
|
|
|
| 1 |
import gradio as gr
|
| 2 |
from transformers import AutoModel, AutoTokenizer, AutoModelForCausalLM
|
| 3 |
from peft import PeftModel
|
|
|
|
| 4 |
from Ashare_data import *
|
| 5 |
from Inference_datapipe import *
|
| 6 |
import re
|
| 7 |
+
import akshare as ak
|
| 8 |
+
import pandas as pd
|
| 9 |
+
import random
|
| 10 |
+
import json
|
| 11 |
+
import requests
|
| 12 |
+
import math
|
| 13 |
+
from datetime import date
|
| 14 |
+
from datetime import date, datetime, timedelta
|
| 15 |
+
|
| 16 |
|
| 17 |
# load model
|
| 18 |
model = "meta-llama/Llama-2-7b-chat-hf"
|
|
|
|
| 27 |
|
| 28 |
model = model.eval()
|
| 29 |
|
| 30 |
+
# Inference Data
|
| 31 |
+
# get company news online
|
| 32 |
+
|
| 33 |
+
B_INST, E_INST = "[INST]", "[/INST]"
|
| 34 |
+
B_SYS, E_SYS = "<<SYS>>\n", "\n<</SYS>>\n\n"
|
| 35 |
+
SYSTEM_PROMPT = "你是一名经验丰富的股票市场分析师。你的任务是根据公司在过去几周内的相关新闻和季度财务状况,列出公司的积极发展和潜在担忧,然后结合你对整体金融经济市场的判断,对公司未来一周的股价变化提供预测和分析。" \
|
| 36 |
+
"你的回答语言应为中文。你的回答格式应该如下:\n\n[积极发展]:\n1. ...\n\n[潜在担忧]:\n1. ...\n\n[预测和分析]:\n...\n"
|
| 37 |
+
|
| 38 |
+
# ------------------------------------------------------------------------------
|
| 39 |
+
# Utils
|
| 40 |
+
# ------------------------------------------------------------------------------
|
| 41 |
+
def get_curday():
|
| 42 |
+
|
| 43 |
+
return date.today().strftime("%Y%m%d")
|
| 44 |
+
|
| 45 |
+
def n_weeks_before(date_string, n, format = "%Y%m%d"):
|
| 46 |
+
|
| 47 |
+
date = datetime.strptime(date_string, "%Y%m%d") - timedelta(days=7*n)
|
| 48 |
+
|
| 49 |
+
return date.strftime(format=format)
|
| 50 |
+
|
| 51 |
+
def check_news_quality(n, last_n, week_end_date, repeat_rate = 0.6):
|
| 52 |
+
try:
|
| 53 |
+
# check content avalability
|
| 54 |
+
if not (not(str(n['新闻内容'])[0].isdigit()) and not(str(n['新闻内容'])=='nan') and n['发布时间'][:8] <= week_end_date.replace('-', '')):
|
| 55 |
+
return False
|
| 56 |
+
# check highly duplicated news
|
| 57 |
+
# (assume the duplicated contents happened adjacent)
|
| 58 |
+
|
| 59 |
+
elif str(last_n['新闻内容'])=='nan':
|
| 60 |
+
return True
|
| 61 |
+
elif len(set(n['新闻内容'][:20]) & set(last_n['新闻内容'][:20])) >= 20*repeat_rate or len(set(n['新闻标题']) & set(last_n['新闻标题']))/len(last_n['新闻标题']) > repeat_rate:
|
| 62 |
+
return False
|
| 63 |
+
|
| 64 |
+
else:
|
| 65 |
+
return True
|
| 66 |
+
except TypeError:
|
| 67 |
+
print(n)
|
| 68 |
+
print(last_n)
|
| 69 |
+
raise Exception("Check Error")
|
| 70 |
+
|
| 71 |
+
def sample_news(news, k=5):
|
| 72 |
+
|
| 73 |
+
return [news[i] for i in sorted(random.sample(range(len(news)), k))]
|
| 74 |
+
|
| 75 |
+
def return_transform(ret):
|
| 76 |
+
|
| 77 |
+
up_down = '涨' if ret >= 0 else '跌'
|
| 78 |
+
integer = math.ceil(abs(100 * ret))
|
| 79 |
+
if integer == 0:
|
| 80 |
+
return "平"
|
| 81 |
+
|
| 82 |
+
return up_down + (str(integer) if integer <= 5 else '5+')
|
| 83 |
+
|
| 84 |
+
def map_return_label(return_lb):
|
| 85 |
+
|
| 86 |
+
lb = return_lb.replace('涨', '上涨')
|
| 87 |
+
lb = lb.replace('跌', '下跌')
|
| 88 |
+
lb = lb.replace('平', '股价持平')
|
| 89 |
+
lb = lb.replace('1', '0-1%')
|
| 90 |
+
lb = lb.replace('2', '1-2%')
|
| 91 |
+
lb = lb.replace('3', '2-3%')
|
| 92 |
+
lb = lb.replace('4', '3-4%')
|
| 93 |
+
if lb.endswith('+'):
|
| 94 |
+
lb = lb.replace('5+', '超过5%')
|
| 95 |
+
else:
|
| 96 |
+
lb = lb.replace('5', '4-5%')
|
| 97 |
+
|
| 98 |
+
return lb
|
| 99 |
+
# ------------------------------------------------------------------------------
|
| 100 |
+
# Get data from website
|
| 101 |
+
# ------------------------------------------------------------------------------
|
| 102 |
+
def stock_news_em(symbol: str = "300059", page = 1) -> pd.DataFrame:
|
| 103 |
+
|
| 104 |
+
url = "https://search-api-web.eastmoney.com/search/jsonp"
|
| 105 |
+
params = {
|
| 106 |
+
"cb": "jQuery3510875346244069884_1668256937995",
|
| 107 |
+
"param": '{"uid":"",'
|
| 108 |
+
+ f'"keyword":"{symbol}"'
|
| 109 |
+
+ ',"type":["cmsArticleWebOld"],"client":"web","clientType":"web","clientVersion":"curr","param":{"cmsArticleWebOld":{"searchScope":"default","sort":"default",' + f'"pageIndex":{page}'+ ',"pageSize":100,"preTag":"<em>","postTag":"</em>"}}}',
|
| 110 |
+
"_": "1668256937996",
|
| 111 |
+
}
|
| 112 |
+
r = requests.get(url, params=params)
|
| 113 |
+
data_text = r.text
|
| 114 |
+
data_json = json.loads(
|
| 115 |
+
data_text.strip("jQuery3510875346244069884_1668256937995(")[:-1]
|
| 116 |
+
)
|
| 117 |
+
temp_df = pd.DataFrame(data_json["result"]["cmsArticleWebOld"])
|
| 118 |
+
temp_df.rename(
|
| 119 |
+
columns={
|
| 120 |
+
"date": "发布时间",
|
| 121 |
+
"mediaName": "文章来源",
|
| 122 |
+
"code": "-",
|
| 123 |
+
"title": "新闻标题",
|
| 124 |
+
"content": "新闻内容",
|
| 125 |
+
"url": "新闻链接",
|
| 126 |
+
"image": "-",
|
| 127 |
+
},
|
| 128 |
+
inplace=True,
|
| 129 |
+
)
|
| 130 |
+
temp_df["关键词"] = symbol
|
| 131 |
+
temp_df = temp_df[
|
| 132 |
+
[
|
| 133 |
+
"关键词",
|
| 134 |
+
"新闻标题",
|
| 135 |
+
"新闻内容",
|
| 136 |
+
"发布时间",
|
| 137 |
+
"文章来源",
|
| 138 |
+
"新闻链接",
|
| 139 |
+
]
|
| 140 |
+
]
|
| 141 |
+
temp_df["新闻标题"] = (
|
| 142 |
+
temp_df["新闻标题"]
|
| 143 |
+
.str.replace(r"\(<em>", "", regex=True)
|
| 144 |
+
.str.replace(r"</em>\)", "", regex=True)
|
| 145 |
+
)
|
| 146 |
+
temp_df["新闻标题"] = (
|
| 147 |
+
temp_df["新闻标题"]
|
| 148 |
+
.str.replace(r"<em>", "", regex=True)
|
| 149 |
+
.str.replace(r"</em>", "", regex=True)
|
| 150 |
+
)
|
| 151 |
+
temp_df["新闻内容"] = (
|
| 152 |
+
temp_df["新闻内容"]
|
| 153 |
+
.str.replace(r"\(<em>", "", regex=True)
|
| 154 |
+
.str.replace(r"</em>\)", "", regex=True)
|
| 155 |
+
)
|
| 156 |
+
temp_df["新闻内容"] = (
|
| 157 |
+
temp_df["新闻内容"]
|
| 158 |
+
.str.replace(r"<em>", "", regex=True)
|
| 159 |
+
.str.replace(r"</em>", "", regex=True)
|
| 160 |
+
)
|
| 161 |
+
temp_df["新闻内容"] = temp_df["新闻内容"].str.replace(r"\u3000", "", regex=True)
|
| 162 |
+
temp_df["新闻内容"] = temp_df["新闻内容"].str.replace(r"\r\n", " ", regex=True)
|
| 163 |
+
return temp_df
|
| 164 |
+
|
| 165 |
+
def get_news(symbol, max_page = 3):
|
| 166 |
+
|
| 167 |
+
df_list = []
|
| 168 |
+
for page in range(1, max_page):
|
| 169 |
+
|
| 170 |
+
try:
|
| 171 |
+
df_list.append(stock_news_em(symbol, page))
|
| 172 |
+
except KeyError:
|
| 173 |
+
print(str(symbol) + "pages obtained for symbol: " + page)
|
| 174 |
+
break
|
| 175 |
+
|
| 176 |
+
news_df = pd.concat(df_list, ignore_index=True)
|
| 177 |
+
return news_df
|
| 178 |
+
|
| 179 |
+
def get_cur_return(symbol, start_date, end_date, adjust="qfq"):
|
| 180 |
+
|
| 181 |
+
# load data
|
| 182 |
+
return_data = ak.stock_zh_a_hist(symbol=symbol, period="daily", start_date=start_date, end_date=end_date, adjust=adjust)
|
| 183 |
+
|
| 184 |
+
# process timestamp
|
| 185 |
+
return_data["日期"] = pd.to_datetime(return_data["日期"])
|
| 186 |
+
return_data.set_index("日期", inplace=True)
|
| 187 |
+
|
| 188 |
+
# resample and filled with forward data
|
| 189 |
+
weekly_data = return_data["收盘"].resample("W").ffill()
|
| 190 |
+
weekly_returns = weekly_data.pct_change()[1:]
|
| 191 |
+
weekly_start_prices = weekly_data[:-1]
|
| 192 |
+
weekly_end_prices = weekly_data[1:]
|
| 193 |
+
weekly_data = pd.DataFrame({
|
| 194 |
+
'起始日期': weekly_start_prices.index,
|
| 195 |
+
'起始价': weekly_start_prices.values,
|
| 196 |
+
'结算日期': weekly_end_prices.index,
|
| 197 |
+
'结算价': weekly_end_prices.values,
|
| 198 |
+
'周收益': weekly_returns.values
|
| 199 |
+
})
|
| 200 |
+
weekly_data["简化周收益"] = weekly_data["周收益"].map(return_transform)
|
| 201 |
+
# check enddate
|
| 202 |
+
if weekly_data.iloc[-1, 2] > pd.to_datetime(end_date):
|
| 203 |
+
weekly_data.iloc[-1, 2] = pd.to_datetime(end_date)
|
| 204 |
+
|
| 205 |
+
return weekly_data
|
| 206 |
+
|
| 207 |
+
def get_basic(symbol, data):
|
| 208 |
+
|
| 209 |
+
key_financials = ['报告期', '净利润同比增长率', '营业总收入同比增长率', '流动比率', '速动比率', '资产负债率']
|
| 210 |
+
|
| 211 |
+
# load quarterly basic data
|
| 212 |
+
basic_quarter_financials = ak.stock_financial_abstract_ths(symbol = symbol, indicator="按单季度")
|
| 213 |
+
basic_fin_dict = basic_quarter_financials.to_dict("index")
|
| 214 |
+
basic_fin_list = [dict([(key, val) for key, val in basic_fin_dict[i].items() if (key in key_financials) and val]) for i in range(len(basic_fin_dict))]
|
| 215 |
+
|
| 216 |
+
# match basic financial data to news dataframe
|
| 217 |
+
matched_basic_fin = []
|
| 218 |
+
for i, row in data.iterrows():
|
| 219 |
+
|
| 220 |
+
newsweek_enddate = row['结算日期'].strftime("%Y-%m-%d")
|
| 221 |
+
|
| 222 |
+
matched_basic = {}
|
| 223 |
+
for basic in basic_fin_list:
|
| 224 |
+
# match the most current financial report
|
| 225 |
+
if basic["报告期"] < newsweek_enddate:
|
| 226 |
+
matched_basic = basic
|
| 227 |
+
break
|
| 228 |
+
matched_basic_fin.append(json.dumps(matched_basic, ensure_ascii=False))
|
| 229 |
+
|
| 230 |
+
data['基本面'] = matched_basic_fin
|
| 231 |
+
|
| 232 |
+
return data
|
| 233 |
+
# ------------------------------------------------------------------------------
|
| 234 |
+
# Structure Data
|
| 235 |
+
# ------------------------------------------------------------------------------
|
| 236 |
+
def cur_financial_data(symbol, start_date, end_date, with_basics = True):
|
| 237 |
+
|
| 238 |
+
# get data
|
| 239 |
+
data = get_cur_return(symbol=symbol, start_date=start_date, end_date=end_date)
|
| 240 |
+
|
| 241 |
+
news_df = get_news(symbol=symbol)
|
| 242 |
+
news_df["发布时间"] = pd.to_datetime(news_df["发布时间"], exact=False, format="%Y-%m-%d")
|
| 243 |
+
news_df.sort_values(by=["发布时间"], inplace=True)
|
| 244 |
+
|
| 245 |
+
# match weekly news for return data
|
| 246 |
+
news_list = []
|
| 247 |
+
for a, row in data.iterrows():
|
| 248 |
+
week_start_date = row['起始日期'].strftime('%Y-%m-%d')
|
| 249 |
+
week_end_date = row['结算日期'].strftime('%Y-%m-%d')
|
| 250 |
+
print(symbol, ': ', week_start_date, ' - ', week_end_date)
|
| 251 |
+
|
| 252 |
+
weekly_news = news_df.loc[(news_df["发布时间"]>week_start_date) & (news_df["发布时间"]<week_end_date)]
|
| 253 |
+
|
| 254 |
+
weekly_news = [
|
| 255 |
+
{
|
| 256 |
+
"发布时间": n["发布时间"].strftime('%Y%m%d'),
|
| 257 |
+
"新闻标题": n['新闻标题'],
|
| 258 |
+
"新闻内容": n['新闻内容'],
|
| 259 |
+
} for a, n in weekly_news.iterrows()
|
| 260 |
+
]
|
| 261 |
+
news_list.append(json.dumps(weekly_news,ensure_ascii=False))
|
| 262 |
+
|
| 263 |
+
data["新闻"] = news_list
|
| 264 |
+
|
| 265 |
+
if with_basics:
|
| 266 |
+
data = get_basic(symbol=symbol, data=data)
|
| 267 |
+
# data.to_csv(symbol+start_date+"_"+end_date+".csv")
|
| 268 |
+
else:
|
| 269 |
+
data['新闻'] = [json.dumps({})] * len(data)
|
| 270 |
+
# data.to_csv(symbol+start_date+"_"+end_date+"_nobasics.csv")
|
| 271 |
+
|
| 272 |
+
return data
|
| 273 |
+
# ------------------------------------------------------------------------------
|
| 274 |
+
# Formate Instruction
|
| 275 |
+
# ------------------------------------------------------------------------------
|
| 276 |
+
def get_company_prompt_new(symbol):
|
| 277 |
+
try:
|
| 278 |
+
company_profile = dict(ak.stock_individual_info_em(symbol).values)
|
| 279 |
+
except:
|
| 280 |
+
print("Company Info Request Time Out! Please wait and retry.")
|
| 281 |
+
company_profile["上市时间"] = pd.to_datetime(str(company_profile["上市时间"])).strftime("%Y年%m月%d日")
|
| 282 |
+
|
| 283 |
+
template = "[公司介绍]:\n\n{股票简称}是一家在{行业}行业的领先实体,自{上市时间}成立并公开交易。截止今天,{股票简称}的总市值为{总市值}人民币,总股本数为{总股本},流通市值为{流通市值}人民币,流通股数为{流通股}。" \
|
| 284 |
+
"\n\n{股票简称}主要在中国运营,以股票代码{股票代码}在交易所进行交易。"
|
| 285 |
+
|
| 286 |
+
formatted_profile = template.format(**company_profile)
|
| 287 |
+
stockname = company_profile['股票简称']
|
| 288 |
+
return formatted_profile, stockname
|
| 289 |
+
|
| 290 |
+
def get_prompt_by_row_new(stock, row):
|
| 291 |
+
|
| 292 |
+
week_start_date = row['起始日期'] if isinstance(row['起始日期'], str) else row['起始日期'].strftime('%Y-%m-%d')
|
| 293 |
+
week_end_date = row['结算日期'] if isinstance(row['结算日期'], str) else row['结算日期'].strftime('%Y-%m-%d')
|
| 294 |
+
term = '上涨' if row['结算价'] > row['起始价'] else '下跌'
|
| 295 |
+
chg = map_return_label(row['简化周收益'])
|
| 296 |
+
head = "自{}至{},{}的股票价格由{:.2f}{}至{:.2f},涨跌幅为:{}。在此期间的公司新闻如下:\n\n".format(
|
| 297 |
+
week_start_date, week_end_date, stock, row['起始价'], term, row['结算价'], chg)
|
| 298 |
+
|
| 299 |
+
news = json.loads(row["新闻"])
|
| 300 |
+
|
| 301 |
+
left, right = 0, 0
|
| 302 |
+
filtered_news = []
|
| 303 |
+
while left < len(news):
|
| 304 |
+
n = news[left]
|
| 305 |
+
|
| 306 |
+
if left == 0:
|
| 307 |
+
# check first news quality
|
| 308 |
+
if (not(str(n['新闻内容'])[0].isdigit()) and not(str(n['新闻内容'])=='nan') and n['发布时间'][:8] <= week_end_date.replace('-', '')):
|
| 309 |
+
filtered_news.append("[新闻标题]:{}\n[新闻内容]:{}\n".format(n['新闻标题'], n['新闻内容']))
|
| 310 |
+
left += 1
|
| 311 |
+
|
| 312 |
+
else:
|
| 313 |
+
news_check = check_news_quality(n, last_n = news[right], week_end_date= week_end_date, repeat_rate=0.5)
|
| 314 |
+
if news_check:
|
| 315 |
+
filtered_news.append("[新闻标题]:{}\n[新闻内容]:{}\n".format(n['新闻标题'], n['新闻内容']))
|
| 316 |
+
left += 1
|
| 317 |
+
right += 1
|
| 318 |
+
|
| 319 |
+
|
| 320 |
+
basics = json.loads(row['基本面'])
|
| 321 |
+
if basics:
|
| 322 |
+
basics = "如下所列为{}近期的一些金融基本面信息,记录时间为{}:\n\n[金融基本面]:\n\n".format(
|
| 323 |
+
stock, basics['报告期']) + "\n".join(f"{k}: {v}" for k, v in basics.items() if k != 'period')
|
| 324 |
+
else:
|
| 325 |
+
basics = "[金融基本面]:\n\n 无金融基本面记录"
|
| 326 |
+
|
| 327 |
+
return head, filtered_news, basics
|
| 328 |
+
|
| 329 |
+
def get_all_prompts_online(symbol, with_basics=True, max_news_perweek = 3, weeks_before = 2):
|
| 330 |
+
|
| 331 |
+
end_date = get_curday()
|
| 332 |
+
start_date = n_weeks_before(end_date, weeks_before)
|
| 333 |
+
|
| 334 |
+
company_prompt, stock = get_company_prompt_new(symbol)
|
| 335 |
+
data = cur_financial_data(symbol=symbol, start_date=start_date, end_date=end_date, with_basics=with_basics)
|
| 336 |
+
|
| 337 |
+
prev_rows = []
|
| 338 |
+
|
| 339 |
+
for row_idx, row in data.iterrows():
|
| 340 |
+
head, news, basics = get_prompt_by_row_new(symbol, row)
|
| 341 |
+
prev_rows.append((head, news, basics))
|
| 342 |
+
|
| 343 |
+
prompt = ""
|
| 344 |
+
for i in range(-len(prev_rows), 0):
|
| 345 |
+
prompt += "\n" + prev_rows[i][0]
|
| 346 |
+
sampled_news = sample_news(
|
| 347 |
+
prev_rows[i][1],
|
| 348 |
+
min(max_news_perweek, len(prev_rows[i][1]))
|
| 349 |
+
)
|
| 350 |
+
if sampled_news:
|
| 351 |
+
prompt += "\n".join(sampled_news)
|
| 352 |
+
else:
|
| 353 |
+
prompt += "No relative news reported."
|
| 354 |
+
|
| 355 |
+
next_date = n_weeks_before(end_date, -1, format="%Y-%m-%d")
|
| 356 |
+
end_date = pd.to_datetime(end_date).strftime("%Y-%m-%d")
|
| 357 |
+
period = "{}至{}".format(end_date, next_date)
|
| 358 |
+
|
| 359 |
+
if with_basics:
|
| 360 |
+
basics = prev_rows[-1][2]
|
| 361 |
+
else:
|
| 362 |
+
basics = "[金融基本面]:\n\n 无金融基本面记录"
|
| 363 |
+
|
| 364 |
+
info = company_prompt + '\n' + prompt + '\n' + basics
|
| 365 |
+
|
| 366 |
+
new_system_prompt = SYSTEM_PROMPT.replace(':\n...', ':\n预测涨跌幅:...\n总结分析:...')
|
| 367 |
+
prompt = B_INST + B_SYS + new_system_prompt + E_SYS + info + f"\n\n基于在{end_date}之前的所有信息,让我们首先分析{stock}的积极发展和潜在担忧。请简洁地陈述,分别提出2-4个最重要的因素。大部分所提及的因素应该从公司的相关新闻中推断出来。" \
|
| 368 |
+
f"接下来请预测{symbol}下周({period})的股票涨跌幅,并提供一个总结分析来支持你的预测。" + E_INST
|
| 369 |
+
|
| 370 |
+
return info, prompt
|
| 371 |
+
|
| 372 |
|
| 373 |
def ask(symbol, weeks_before):
|
| 374 |
|
requirement → requirements.txt
RENAMED
|
File without changes
|