feat:新增投顾agent和nl2sqlagent

2026-09-13 16:19:24 +08:00
parent c80c6acac0
commit 163192bf55
122 changed files with 7488 additions and 362 deletions
@@ -0,0 +1,107 @@
+"""组合偏离度与调仓建议计算。"""
+from __future__ import annotations
+
+from collections import defaultdict
+from decimal import Decimal, ROUND_HALF_UP
+from typing import Iterable
+
+from common.common_const import (
+    CUSTOMER_REL_STATUS_SIGNED,
+    ERR_CODE_NOT_SIGNED_REBALANCE,
+)
+from common.suitability import check_suitability
+from utils.exceptions import ApiError
+
+
+_MONEY = Decimal("0.01")
+_PERCENT = Decimal("100")
+
+
+def _money(value: Decimal) -> Decimal:
+    return value.quantize(_MONEY, rounding=ROUND_HALF_UP)
+
+
+def build_rebalance_plan(
+    *,
+    relation_status: str,
+    customer_risk: str,
+    holdings: Iterable[dict],
+    target_allocation: dict[str, int | float | Decimal],
+    threshold: Decimal,
+    candidates: Iterable[dict],
+) -> dict | None:
+    if relation_status != CUSTOMER_REL_STATUS_SIGNED:
+        raise ApiError(ERR_CODE_NOT_SIGNED_REBALANCE, "客户尚未签约，禁止生成调仓草稿")
+
+    values: dict[str, Decimal] = defaultdict(Decimal)
+    holdings_by_class: dict[str, list[dict]] = defaultdict(list)
+    for holding in holdings:
+        asset_class = str(holding.get("asset_class", ""))
+        value = Decimal(str(holding.get("market_value", 0) or 0))
+        values[asset_class] += value
+        holdings_by_class[asset_class].append(holding)
+
+    total = sum(values.values(), Decimal("0"))
+    if total <= 0:
+        return None
+
+    target = {
+        asset_class: Decimal(str(weight)) for asset_class, weight in target_allocation.items()
+    }
+    deviation: dict[str, Decimal] = {}
+    for asset_class in target:
+        actual = values.get(asset_class, Decimal("0")) / total * _PERCENT
+        deviation[asset_class] = (actual - target[asset_class]).quantize(
+            Decimal("0.01"), rounding=ROUND_HALF_UP
+        )
+
+    if not any(abs(value) > threshold for value in deviation.values()):
+        return None
+
+    sell: list[dict] = []
+    buy: list[dict] = []
+    for asset_class, drift in deviation.items():
+        if drift > threshold:
+            target_value = total * target[asset_class] / _PERCENT
+            excess = _money(values.get(asset_class, Decimal("0")) - target_value)
+            remaining = excess
+            for holding in holdings_by_class.get(asset_class, []):
+                amount = min(
+                    remaining,
+                    _money(Decimal(str(holding.get("market_value", 0) or 0))),
+                )
+                if amount > 0:
+                    sell.append(
+                        {
+                            "product_code": holding.get("product_code"),
+                            "asset_class": asset_class,
+                            "amount": amount,
+                        }
+                    )
+                    remaining -= amount
+                if remaining <= 0:
+                    break
+        elif drift < -threshold:
+            target_value = total * target[asset_class] / _PERCENT
+            amount = _money(target_value - values.get(asset_class, Decimal("0")))
+            for candidate in candidates:
+                if candidate.get("asset_class") != asset_class:
+                    continue
+                if not check_suitability(
+                    customer_risk, candidate.get("risk_level", "")
+                ).ok:
+                    continue
+                buy.append(
+                    {
+                        "product_code": candidate.get("product_code"),
+                        "asset_class": asset_class,
+                        "amount": amount,
+                    }
+                )
+                break
+
+    return {
+        "deviation": deviation,
+        "sell": sell,
+        "buy": buy,
+    }