import gradio as gr
from transformers import AutoModel, AutoTokenizer, AutoModelForCausalLM, TextStreamer
from peft import PeftModel
import re
import os
import akshare as ak
import pandas as pd
import random
import json
import requests
import math
from datetime import date
from datetime import date, datetime, timedelta
access_token = os.environ["TOKEN"]
# load model
model = "meta-llama/Llama-2-7b-chat-hf"
peft_model = "FinGPT/fingpt-forecaster_sz50_llama2-7B_lora"
tokenizer = AutoTokenizer.from_pretrained(model, token = access_token, trust_remote_code=True)
tokenizer.pad_token = tokenizer.eos_token
tokenizer.padding_side = "right"
streamer = TextStreamer(tokenizer)
model = AutoModelForCausalLM.from_pretrained(model, trust_remote_code=True, token = access_token, device_map="cuda", load_in_8bit=True, offload_folder="offload/")
model = PeftModel.from_pretrained(model, peft_model, offload_folder="offload/")
model = model.eval()
# Inference Data
# get company news online
B_INST, E_INST = "[INST]", "[/INST]"
B_SYS, E_SYS = "<>\n", "\n<>\n\n"
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。" \
"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"
# ------------------------------------------------------------------------------
# Utils
# ------------------------------------------------------------------------------
def get_curday():
return date.today().strftime("%Y%m%d")
def n_weeks_before(date_string, n, format = "%Y%m%d"):
date = datetime.strptime(date_string, "%Y%m%d") - timedelta(days=7*n)
return date.strftime(format=format)
def check_news_quality(n, last_n, week_end_date, repeat_rate = 0.6):
try:
# check content avalability
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('-', '')):
return False
# check highly duplicated news
# (assume the duplicated contents happened adjacent)
elif str(last_n['新闻内容'])=='nan':
return True
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:
return False
else:
return True
except TypeError:
print(n)
print(last_n)
raise Exception("Check Error")
def sample_news(news, k=5):
return [news[i] for i in sorted(random.sample(range(len(news)), k))]
def return_transform(ret):
up_down = '涨' if ret >= 0 else '跌'
integer = math.ceil(abs(100 * ret))
if integer == 0:
return "平"
return up_down + (str(integer) if integer <= 5 else '5+')
def map_return_label(return_lb):
lb = return_lb.replace('涨', '上涨')
lb = lb.replace('跌', '下跌')
lb = lb.replace('平', '股价持平')
lb = lb.replace('1', '0-1%')
lb = lb.replace('2', '1-2%')
lb = lb.replace('3', '2-3%')
lb = lb.replace('4', '3-4%')
if lb.endswith('+'):
lb = lb.replace('5+', '超过5%')
else:
lb = lb.replace('5', '4-5%')
return lb
# ------------------------------------------------------------------------------
# Get data from website
# ------------------------------------------------------------------------------
def stock_news_em(symbol: str = "300059", page = 1) -> pd.DataFrame:
url = "https://search-api-web.eastmoney.com/search/jsonp"
params = {
"cb": "jQuery3510875346244069884_1668256937995",
"param": '{"uid":"",'
+ f'"keyword":"{symbol}"'
+ ',"type":["cmsArticleWebOld"],"client":"web","clientType":"web","clientVersion":"curr","param":{"cmsArticleWebOld":{"searchScope":"default","sort":"default",' + f'"pageIndex":{page}'+ ',"pageSize":100,"preTag":"","postTag":""}}}',
"_": "1668256937996",
}
r = requests.get(url, params=params)
data_text = r.text
data_json = json.loads(
data_text.strip("jQuery3510875346244069884_1668256937995(")[:-1]
)
temp_df = pd.DataFrame(data_json["result"]["cmsArticleWebOld"])
temp_df.rename(
columns={
"date": "发布时间",
"mediaName": "文章来源",
"code": "-",
"title": "新闻标题",
"content": "新闻内容",
"url": "新闻链接",
"image": "-",
},
inplace=True,
)
temp_df["关键词"] = symbol
temp_df = temp_df[
[
"关键词",
"新闻标题",
"新闻内容",
"发布时间",
"文章来源",
"新闻链接",
]
]
temp_df["新闻标题"] = (
temp_df["新闻标题"]
.str.replace(r"\(", "", regex=True)
.str.replace(r"\)", "", regex=True)
)
temp_df["新闻标题"] = (
temp_df["新闻标题"]
.str.replace(r"", "", regex=True)
.str.replace(r"", "", regex=True)
)
temp_df["新闻内容"] = (
temp_df["新闻内容"]
.str.replace(r"\(", "", regex=True)
.str.replace(r"\)", "", regex=True)
)
temp_df["新闻内容"] = (
temp_df["新闻内容"]
.str.replace(r"", "", regex=True)
.str.replace(r"", "", regex=True)
)
temp_df["新闻内容"] = temp_df["新闻内容"].str.replace(r"\u3000", "", regex=True)
temp_df["新闻内容"] = temp_df["新闻内容"].str.replace(r"\r\n", " ", regex=True)
return temp_df
def get_news(symbol, max_page = 3):
df_list = []
for page in range(1, max_page):
try:
df_list.append(stock_news_em(symbol, page))
except KeyError:
print(str(symbol) + "pages obtained for symbol: " + page)
break
news_df = pd.concat(df_list, ignore_index=True)
return news_df
def get_cur_return(symbol, start_date, end_date, adjust="qfq"):
# load data
return_data = ak.stock_zh_a_hist(symbol=symbol, period="daily", start_date=start_date, end_date=end_date, adjust=adjust)
# process timestamp
return_data["日期"] = pd.to_datetime(return_data["日期"])
return_data.set_index("日期", inplace=True)
# resample and filled with forward data
weekly_data = return_data["收盘"].resample("W").ffill()
weekly_returns = weekly_data.pct_change()[1:]
weekly_start_prices = weekly_data[:-1]
weekly_end_prices = weekly_data[1:]
weekly_data = pd.DataFrame({
'起始日期': weekly_start_prices.index,
'起始价': weekly_start_prices.values,
'结算日期': weekly_end_prices.index,
'结算价': weekly_end_prices.values,
'周收益': weekly_returns.values
})
weekly_data["简化周收益"] = weekly_data["周收益"].map(return_transform)
# check enddate
if weekly_data.iloc[-1, 2] > pd.to_datetime(end_date):
weekly_data.iloc[-1, 2] = pd.to_datetime(end_date)
return weekly_data
def get_basic(symbol, data):
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']
# load quarterly basic data
basic_quarter_financials = ak.stock_financial_abstract_ths(symbol = symbol, indicator="按单季度")
basic_fin_dict = basic_quarter_financials.to_dict("index")
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))]
# match basic financial data to news dataframe
matched_basic_fin = []
for i, row in data.iterrows():
newsweek_enddate = row['结算日期'].strftime("%Y-%m-%d")
matched_basic = {}
for basic in basic_fin_list:
# match the most current financial report
if basic["报告期"] < newsweek_enddate:
matched_basic = basic
break
matched_basic_fin.append(json.dumps(matched_basic, ensure_ascii=False))
data['基本面'] = matched_basic_fin
return data
# ------------------------------------------------------------------------------
# Structure Data
# ------------------------------------------------------------------------------
def cur_financial_data(symbol, start_date, end_date, with_basics = True):
# get data
data = get_cur_return(symbol=symbol, start_date=start_date, end_date=end_date)
news_df = get_news(symbol=symbol)
news_df["发布时间"] = pd.to_datetime(news_df["发布时间"], exact=False, format="%Y-%m-%d")
news_df.sort_values(by=["发布时间"], inplace=True)
# match weekly news for return data
news_list = []
for a, row in data.iterrows():
week_start_date = row['起始日期'].strftime('%Y-%m-%d')
week_end_date = row['结算日期'].strftime('%Y-%m-%d')
print(symbol, ': ', week_start_date, ' - ', week_end_date)
weekly_news = news_df.loc[(news_df["发布时间"]>week_start_date) & (news_df["发布时间"] row['起始价'] else '下跌'
chg = map_return_label(row['简化周收益'])
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(
week_start_date, week_end_date, stock, row['起始价'], term, row['结算价'], chg)
news = json.loads(row["新闻"])
left, right = 0, 0
filtered_news = []
while left < len(news):
n = news[left]
if left == 0:
# check first news quality
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('-', '')):
filtered_news.append("[新闻标题]:{}\n[新闻内容]:{}\n".format(n['新闻标题'], n['新闻内容']))
left += 1
else:
news_check = check_news_quality(n, last_n = news[right], week_end_date= week_end_date, repeat_rate=0.5)
if news_check:
filtered_news.append("[新闻标题]:{}\n[新闻内容]:{}\n".format(n['新闻标题'], n['新闻内容']))
left += 1
right += 1
basics = json.loads(row['基本面'])
if basics:
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(
stock, basics['报告期']) + "\n".join(f"{k}: {v}" for k, v in basics.items() if k != 'period')
else:
basics = "[金融基本面]:\n\n 无金融基本面记录"
return head, filtered_news, basics
def get_all_prompts_online(symbol, with_basics=True, max_news_perweek = 3, weeks_before = 2):
end_date = get_curday()
start_date = n_weeks_before(end_date, weeks_before)
company_prompt, stock = get_company_prompt_new(symbol)
data = cur_financial_data(symbol=symbol, start_date=start_date, end_date=end_date, with_basics=with_basics)
prev_rows = []
for row_idx, row in data.iterrows():
head, news, basics = get_prompt_by_row_new(symbol, row)
prev_rows.append((head, news, basics))
prompt = ""
for i in range(-len(prev_rows), 0):
prompt += "\n" + prev_rows[i][0]
sampled_news = sample_news(
prev_rows[i][1],
min(max_news_perweek, len(prev_rows[i][1]))
)
if sampled_news:
prompt += "\n".join(sampled_news)
else:
prompt += "No relative news reported."
next_date = n_weeks_before(end_date, -1, format="%Y-%m-%d")
end_date = pd.to_datetime(end_date).strftime("%Y-%m-%d")
period = "{}至{}".format(end_date, next_date)
if with_basics:
basics = prev_rows[-1][2]
else:
basics = "[金融基本面]:\n\n 无金融基本面记录"
info = company_prompt + '\n' + prompt + '\n' + basics
new_system_prompt = SYSTEM_PROMPT.replace(':\n...', ':\n预测涨跌幅:...\n总结分析:...')
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。" \
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
del prev_rows
del data
return info, prompt
def ask(symbol, weeks_before):
# load inference data
info, pt = get_all_prompts_online(symbol=symbol, weeks_before=weeks_before)
# print(info)
inputs = tokenizer(pt, return_tensors='pt')
inputs = {key: value.to(model.device) for key, value in inputs.items()}
print("Inputs loaded onto devices.")
res = model.generate(
**inputs,
use_cache=True,
streamer=streamer
)
output = tokenizer.decode(res[0], skip_special_tokens=True)
output_cur = re.sub(r'.*\[/INST\]\s*', '', output, flags=re.DOTALL)
return info, output_cur
server = gr.Interface(
ask,
inputs=[
gr.Textbox(
label="Symbol",
value="600519",
info="Companys from SZ50 are recommended"
),
gr.Slider(
minimum=1,
maximum=3,
value=2,
step=1,
label="weeks_before",
info="Due to the token length constraint, you are recommended to input with 2"
),
],
outputs=[
gr.Textbox(
label="Information"
),
gr.Textbox(
label="Response"
)
],
live = True
title="FinGPT-Forecaster-Chinese",
description="""This version allows the prediction based on the most current date. We will upgrade it to allow customized date soon."""
)
server.launch()