# -*- coding: utf-8 -*- """ Core Pipeline - Orchestrates multi-agent analysis and decision-making """ # flake8: noqa: E501 # pylint: disable=W0613,C0301 import json import logging import os import re from typing import Any, Awaitable, Callable, Dict, List, Optional from agentscope.message import Msg from agentscope.pipeline import MsgHub from backend.utils.settlement import SettlementCoordinator from backend.utils.terminal_dashboard import get_dashboard from backend.core.state_sync import StateSync from backend.utils.trade_executor import PortfolioTradeExecutor logger = logging.getLogger(__name__) def _log(msg: str): """Log to dashboard if available, otherwise to logger""" dashboard = get_dashboard() if dashboard.live: dashboard.log(msg) else: logger.info(msg) class TradingPipeline: """ Trading Pipeline - Orchestrates the complete trading cycle Flow: 1. Clear agent short-term memory (avoid cross-day context pollution) 2. Analysts analyze stocks 3. Risk Manager provides risk assessment 4. PM makes decisions (direction + quantity) 5. Execute trades with provided prices 6. Reflection phase: broadcast closing P&L, agents record to long-term memory Real-time updates via StateSync after each agent completes. """ def __init__( self, analysts: List[Any], risk_manager: Any, portfolio_manager: Any, state_sync: Optional["StateSync"] = None, settlement_coordinator: Optional[SettlementCoordinator] = None, max_comm_cycles: Optional[int] = None, ): self.analysts = analysts self.risk_manager = risk_manager self.pm = portfolio_manager self.state_sync = state_sync self.settlement_coordinator = settlement_coordinator self.max_comm_cycles = max_comm_cycles or int( os.getenv("MAX_COMM_CYCLES", "2"), ) self.conference_summary = None # Store latest conference summary async def run_cycle( self, tickers: List[str], date: str, prices: Optional[Dict[str, float]] = None, close_prices: Optional[Dict[str, float]] = None, market_caps: Optional[Dict[str, float]] = None, get_open_prices_fn: Optional[ Callable[[], Awaitable[Dict[str, float]]] ] = None, get_close_prices_fn: Optional[ Callable[[], Awaitable[Dict[str, float]]] ] = None, ) -> Dict[str, Any]: """ Run one complete trading cycle Args: tickers: List of stock tickers date: Trading date (YYYY-MM-DD) prices: Open prices {ticker: price} (for backtest) close_prices: Close prices for settlement (for backtest) market_caps: Optional market caps for baseline calculation get_open_prices_fn: Async callback to wait for open prices (live mode) get_close_prices_fn: Async callback to wait for close prices (live mode) For live mode: - Analysis runs immediately - Execution waits for market open via get_open_prices_fn - Settlement waits for market close via get_close_prices_fn Each agent's result is broadcast immediately via StateSync. """ _log(f"Starting cycle {date} - {len(tickers)} tickers") # Phase 0: Clear short-term memory to avoid cross-day context pollution _log("Phase 0: Clearing memory") await self._clear_all_agent_memory() participants = self.analysts + [self.risk_manager, self.pm] # Single MsgHub for entire cycle - no nesting async with MsgHub( participants=participants, announcement=Msg( "system", f"Starting analysis cycle for {date}. Tickers: {', '.join(tickers)}", "system", ), ): # Phase 1.1: Analysts _log("Phase 1.1: Analyst analysis") analyst_results = await self._run_analysts_with_sync(tickers, date) # Phase 1.2: Risk Manager _log("Phase 1.2: Risk assessment") risk_assessment = await self._run_risk_manager_with_sync( tickers, date, prices, ) # Phase 2.1: Conference discussion (within same MsgHub) _log("Phase 2.1: Conference discussion") conference_summary = await self._run_conference_cycles( tickers=tickers, date=date, prices=prices, analyst_results=analyst_results, risk_assessment=risk_assessment, ) self.conference_summary = conference_summary # Phase 2.2: Analysts generate final structured predictions _log("Phase 2.2: Analysts generate final structured predictions") final_predictions = await self._collect_final_predictions( tickers, date, ) # Record final predictions for leaderboard ranking if self.settlement_coordinator: self.settlement_coordinator.record_analyst_predictions( final_predictions, ) # Live mode: wait for market open before execution if get_open_prices_fn: _log("Waiting for market open...") prices = await get_open_prices_fn() _log(f"Got open prices: {prices}") # Phase 3: PM makes decisions _log("Phase 3.1: PM makes decisions") pm_result = await self._run_pm_with_sync( tickers, date, prices, analyst_results, risk_assessment, ) # Phase 4: Execute decisions _log("Phase 4: Executing trades") decisions = pm_result.get("decisions", {}) execution_result = self._execute_decisions(decisions, prices, date) # Live mode: wait for market close before settlement if get_close_prices_fn: _log("Waiting for market close") close_prices = await get_close_prices_fn() _log(f"Got close prices: {close_prices}") # Phase 5: Settlement - run after close prices available settlement_result = None if close_prices and self.settlement_coordinator: _log("Phase 5: Daily review and generate memories") agent_trajectories = await self._capture_agent_trajectories() if market_caps is None: market_caps = {ticker: 1e9 for ticker in tickers} settlement_result = ( self.settlement_coordinator.run_daily_settlement( date=date, tickers=tickers, open_prices=prices, close_prices=close_prices, market_caps=market_caps, agent_portfolio=execution_result.get("portfolio", {}), analyst_results=analyst_results, pm_decisions=decisions, ) ) await self._run_reflection( date=date, agent_trajectories=agent_trajectories, analyst_results=analyst_results, decisions=decisions, executed_trades=execution_result.get("executed_trades", []), open_prices=prices, close_prices=close_prices, settlement_result=settlement_result, conference_summary=self.conference_summary, ) _log(f"Cycle complete: {date}") return { "analyst_results": analyst_results, "risk_assessment": risk_assessment, "pm_decisions": decisions, "executed_trades": execution_result.get("executed_trades", []), "portfolio": execution_result.get("portfolio", {}), "settlement_result": settlement_result, } def reload_runtime_assets(self) -> Dict[str, Any]: """Reload prompt assets, bootstrap config, and active skills for all agents.""" from backend.agents.skills_manager import SkillsManager from backend.agents.toolkit_factory import load_agent_profiles config_name = getattr(self.pm, "config", {}).get("config_name", "default") skills_manager = SkillsManager() profiles = load_agent_profiles() active_skill_map = skills_manager.prepare_active_skills( config_name=config_name, agent_defaults={ agent_id: profile.get("skills", []) for agent_id, profile in profiles.items() }, ) for analyst in self.analysts: analyst.reload_runtime_assets( active_skill_dirs=active_skill_map.get(analyst.name, []), ) self.risk_manager.reload_runtime_assets( active_skill_dirs=active_skill_map.get("risk_manager", []), ) self.pm.reload_runtime_assets( active_skill_dirs=active_skill_map.get("portfolio_manager", []), ) return { "config_name": config_name, "reloaded_agents": [agent.name for agent in self.analysts] + ["risk_manager", "portfolio_manager"], "active_skills": { agent_id: [path.name for path in paths] for agent_id, paths in active_skill_map.items() }, } async def _clear_all_agent_memory(self): """Clear short-term memory for all agents""" for analyst in self.analysts: await analyst.memory.clear() await self.risk_manager.memory.clear() await self.pm.memory.clear() async def _sync_memory_if_retrieved(self, agent: Any) -> None: """ Check agent's short-term memory for retrieved long-term memory and sync to frontend. AgentScope's ReActAgent adds a Msg with name="long_term_memory" when memory is retrieved in static_control mode. """ if not self.state_sync: return try: msgs = await agent.memory.get_memory() for msg in msgs: if getattr(msg, "name", None) == "long_term_memory": content = self._extract_text_content(msg.content) if content: parsed = self._parse_memory_content(content) await self.state_sync.on_memory_retrieved( agent_id=agent.name, content=parsed, ) break # Only sync the first (most recent) memory retrieval except Exception as e: logger.warning(f"Failed to sync memory for {agent.name}: {e}") def _parse_memory_content(self, content: str) -> str: """ Parse memory content to extract rewritten_context from JSON format. AgentScope ReMe memory wraps content in tags with JSON. """ # Try to extract JSON from the content print("memory content:\n", content) json_match = re.search( r".*?```json\s*(\{[\s\S]*?\})\s*```\s*", content, re.DOTALL, ) if not json_match: json_match = re.search( r'\{[^{}]*"rewritten_context"[^{}]*\}', content, re.DOTALL, ) if json_match: try: json_str = json_match.group(1) data = json.loads(json_str) return data.get("rewritten_context", "") except json.JSONDecodeError: pass # Fallback: strip XML tags and return cleaned content content = re.sub(r"", "", content) content = re.sub( r"The content below are retrieved from long-term memory.*?:\s*", "", content, ) return content.strip() async def _capture_agent_trajectories(self) -> Dict[str, List[Msg]]: """ Capture execution trajectories from all agents' short-term memory This should be called BEFORE clearing memory to preserve the complete execution trajectory for long-term memory recording. Returns: Dict mapping agent name to list of Msg objects (the trajectory) """ trajectories = {} # Capture analyst trajectories for analyst in self.analysts: try: msgs = await analyst.memory.get_memory() if msgs: trajectories[analyst.name] = list(msgs) except Exception as e: logger.warning( f"Failed to capture trajectory for {analyst.name}: {e}", ) # Capture risk manager trajectory try: msgs = await self.risk_manager.memory.get_memory() if msgs: trajectories["risk_manager"] = list(msgs) except Exception as e: logger.warning( f"Failed to capture trajectory for risk_manager: {e}", ) # Capture PM trajectory try: msgs = await self.pm.memory.get_memory() if msgs: trajectories["portfolio_manager"] = list(msgs) except Exception as e: logger.warning( f"Failed to capture trajectory for portfolio_manager: {e}", ) return trajectories async def _run_reflection( self, date: str, agent_trajectories: Dict[str, List[Msg]], analyst_results: List[Dict[str, Any]], decisions: Dict[str, Dict], executed_trades: List[Dict], open_prices: Optional[Dict[str, float]], close_prices: Optional[Dict[str, float]], settlement_result: Optional[Dict[str, Any]] = None, conference_summary: Optional[str] = None, ): """ Run reflection phase after market close Calculates actual P&L and records execution trajectory to long-term memory Args: date: Trading date agent_trajectories: Dict mapping agent name to their execution trajectory analyst_results: Results from analyst agents decisions: PM decisions executed_trades: List of executed trades open_prices: Opening prices close_prices: Closing prices settlement_result: Optional settlement results with baseline performance conference_summary: Optional summary from conference discussion """ # Calculate P&L for each trade trade_pnl = [] for trade in executed_trades: ticker = trade["ticker"] action = trade["action"] quantity = trade["quantity"] entry_price = trade["price"] exit_price = close_prices.get(ticker, entry_price) if action == "long": pnl = (exit_price - entry_price) * quantity elif action == "short": pnl = (entry_price - exit_price) * quantity else: pnl = 0 pnl_pct = ( (pnl / (entry_price * quantity) * 100) if quantity > 0 else 0 ) trade_pnl.append( { "ticker": ticker, "action": action, "quantity": quantity, "entry_price": entry_price, "exit_price": exit_price, "pnl": pnl, "pnl_pct": pnl_pct, }, ) total_pnl = sum(t["pnl"] for t in trade_pnl) # Build reflection summary with settlement info reflection_content = self._build_reflection_content( date=date, analyst_results=analyst_results, decisions=decisions, trade_pnl=trade_pnl, total_pnl=total_pnl, settlement_result=settlement_result, conference_summary=conference_summary, ) # Record execution trajectories to long-term memory for agents that support it # Score based on profitability: higher score for profitable days score = 1.0 if total_pnl > 0 else 0.0 await self._record_to_long_term_memory( date=date, agent_trajectories=agent_trajectories, trade_pnl=trade_pnl, total_pnl=total_pnl, score=score, ) # Broadcast reflection to StateSync if self.state_sync: await self.state_sync.on_agent_complete( agent_id="Daily Log", content=reflection_content, ) def _build_reflection_content( self, date: str, analyst_results: List[Dict[str, Any]], decisions: Dict[str, Dict], trade_pnl: List[Dict], total_pnl: float, settlement_result: Optional[Dict[str, Any]] = None, conference_summary: Optional[str] = None, ) -> str: """Build human-readable reflection content""" lines = [f"Daily log for {date}:"] lines.append(f"Total P&L: ${total_pnl:,.2f}") lines.append("") if conference_summary: lines.append("Conference Discussion Summary:") lines.append(conference_summary) lines.append("") if settlement_result: baseline_values = settlement_result.get("baseline_values", {}) initial = 100000.0 lines.append("Baseline Comparison:") lines.append( f" Equal Weight: ${baseline_values.get('equal_weight', 0):,.2f} " f"({(baseline_values.get('equal_weight', initial) - initial) / initial * 100:.2f}%)", ) lines.append( f" Market Cap Weighted: ${baseline_values.get('market_cap_weighted', 0):,.2f} " f"({(baseline_values.get('market_cap_weighted', initial) - initial) / initial * 100:.2f}%)", ) lines.append( f" Momentum: ${baseline_values.get('momentum', 0):,.2f} " f"({(baseline_values.get('momentum', initial) - initial) / initial * 100:.2f}%)", ) lines.append("") if trade_pnl: lines.append("Trade Results:") for t in trade_pnl: pnl_sign = "+" if t["pnl"] >= 0 else "" lines.append( f" {t['ticker']}: {t['action'].upper()} {t['quantity']} @ " f"${t['entry_price']:.2f} -> ${t['exit_price']:.2f}, " f"P&L: {pnl_sign}${t['pnl']:.2f} ({pnl_sign}{t['pnl_pct']:.1f}%)", ) else: lines.append("No trades executed today.") return "\n".join(lines) async def _record_to_long_term_memory( self, date: str, agent_trajectories: Dict[str, List[Msg]], trade_pnl: List[Dict], total_pnl: float, score: float, ): """ Record execution trajectories to long-term memory for all agents This method records the actual execution trajectory (conversation history) from each agent's short-term memory. This allows the ReMe memory system to learn from the complete task execution flow, not just summaries. Args: date: Trading date agent_trajectories: Dict mapping agent name to their execution trajectory trade_pnl: P&L details for each trade total_pnl: Total P&L for the day score: Score for this trajectory (1.0 for profitable, 0.5 for loss) """ # Build outcome message to append to trajectories outcome_msg = Msg( role="user", content=f"You are an analyst/financial manager, The Key point is to predict correctly and" f"have good P&L. The Definition of loss is when P&L < 0. " f"Focus on how to do good prediction but not only execution correctly." f"[Outcome] Trading day {date} - Total P&L: ${total_pnl:,.2f}. " f"{'Profitable day.' if total_pnl > 0 else 'Loss day.'}", name="system", ) # Record for analysts for analyst in self.analysts: if ( hasattr(analyst, "long_term_memory") and analyst.long_term_memory is not None ): trajectory = agent_trajectories.get(analyst.name, []) if trajectory: # Append outcome to trajectory trajectory_with_outcome = trajectory + [outcome_msg] try: await analyst.long_term_memory.record( msgs=trajectory_with_outcome, score=score, ) logger.debug( f"Recorded {len(trajectory_with_outcome)} messages " f"to long-term memory for {analyst.name}", ) except Exception as e: logger.warning( f"Failed to record to long-term memory for {analyst.name}: {e}", ) # Record for risk manager if ( hasattr(self.risk_manager, "long_term_memory") and self.risk_manager.long_term_memory is not None ): trajectory = agent_trajectories.get("risk_manager", []) if trajectory: trajectory_with_outcome = trajectory + [outcome_msg] try: await self.risk_manager.long_term_memory.record( msgs=trajectory_with_outcome, score=score, ) logger.debug( f"Recorded {len(trajectory_with_outcome)} messages " f"to long-term memory for risk_manager", ) except Exception as e: logger.warning( f"Failed to record to long-term memory for risk_manager: {e}", ) # Record for PM with trade outcome details if ( hasattr(self.pm, "long_term_memory") and self.pm.long_term_memory is not None ): trajectory = agent_trajectories.get("portfolio_manager", []) if trajectory: # Build detailed outcome message for PM pnl_details = [] for t in trade_pnl: pnl_sign = "+" if t["pnl"] >= 0 else "" pnl_details.append( f"{t['ticker']}: {t['action']} {t['quantity']} @ " f"${t['entry_price']:.2f} -> ${t['exit_price']:.2f}, " f"P&L: {pnl_sign}${t['pnl']:.2f}", ) pm_outcome_msg = Msg( role="user", content=f"[Outcome] Trading day {date}\n" f"Total P&L: ${total_pnl:,.2f} " f"({'Profitable' if total_pnl >= 0 else 'Loss'})\n" f"Trade details:\n" + "\n".join(pnl_details) if pnl_details else f"[Outcome] Trading day {date}\n" f"Total P&L: ${total_pnl:,.2f}\nNo trades executed.", name="system", ) trajectory_with_outcome = trajectory + [pm_outcome_msg] try: await self.pm.long_term_memory.record( msgs=trajectory_with_outcome, score=score, ) logger.debug( f"Recorded {len(trajectory_with_outcome)} messages " f"to long-term memory for portfolio_manager", ) except Exception as e: logger.warning( f"Failed to record to long-term memory for portfolio_manager: {e}", ) async def _run_conference_cycles( self, tickers: List[str], date: str, prices: Optional[Dict[str, float]], analyst_results: List[Dict[str, Any]], risk_assessment: Dict[str, Any], ) -> Optional[str]: """ Run conference discussion cycles (within existing MsgHub context) No nested MsgHub - this runs inside the main cycle's MsgHub. Returns: Conference summary string generated by PM """ if self.max_comm_cycles <= 0: _log( "Phase 2.1: Conference discussion - " "Conference skipped (disabled)", ) return None conference_title = f"Investment Discussion - {date}" if self.state_sync: await self.state_sync.on_conference_start( title=conference_title, date=date, ) # Run discussion cycles (no new MsgHub - use parent's) for cycle in range(self.max_comm_cycles): _log( "Phase 2.1: Conference discussion - " f"Conference {cycle + 1}/{self.max_comm_cycles}", ) if self.state_sync: await self.state_sync.on_conference_cycle_start( cycle=cycle + 1, total_cycles=self.max_comm_cycles, ) # PM sets agenda or asks questions pm_prompt = self._build_pm_discussion_prompt( cycle=cycle, tickers=tickers, date=date, prices=prices, analyst_results=analyst_results, risk_assessment=risk_assessment, ) pm_msg = Msg(name="system", content=pm_prompt, role="user") pm_response = await self.pm.reply(pm_msg) if self.state_sync: pm_content = self._extract_text_content(pm_response.content) await self.state_sync.on_conference_message( agent_id="portfolio_manager", content=pm_content, ) # Analysts share perspectives for analyst in self.analysts: analyst_prompt = self._build_analyst_discussion_prompt( cycle=cycle, tickers=tickers, date=date, ) analyst_msg = Msg( name="system", content=analyst_prompt, role="user", ) analyst_response = await analyst.reply(analyst_msg) if self.state_sync: analyst_content = self._extract_text_content( analyst_response.content, ) await self.state_sync.on_conference_message( agent_id=analyst.name, content=analyst_content, ) if self.state_sync: await self.state_sync.on_conference_cycle_end( cycle=cycle + 1, ) # Generate conference summary by PM _log( "Phase 2.1: Conference discussion - Generating conference summary", ) summary_prompt = ( f"The conference discussion for {date} has concluded. " f"As Portfolio Manager, provide a concise summary of the key insights, " f"concerns, and consensus points discussed about {', '.join(tickers)}. " f"Highlight any critical factors that should be considered in the final decision-making." ) summary_msg = Msg(name="system", content=summary_prompt, role="user") summary_response = await self.pm.reply(summary_msg) conference_summary = self._extract_text_content( summary_response.content, ) _log( "Phase 2.1: Conference discussion - Conference summary generated", ) if self.state_sync: await self.state_sync.on_conference_message( agent_id="conference summary", content=conference_summary, ) await self.state_sync.on_conference_end() return conference_summary def _build_pm_discussion_prompt( self, cycle: int, tickers: List[str], date: str, prices: Optional[Dict[str, float]], analyst_results: List[Dict[str, Any]], risk_assessment: Dict[str, Any], ) -> str: """Build PM discussion prompt with full context""" # Get current portfolio state portfolio = self.pm.get_portfolio_state() if cycle == 0: # First cycle: provide full context context_lines = [ f"As Portfolio Manager, review the following information for {date}:", "", "=== Current Portfolio ===", f"Cash: ${portfolio.get('cash', 0):,.2f}", f"Positions: {json.dumps(portfolio.get('positions', {}), indent=2)}", "", "=== Current Prices ===", json.dumps(prices, indent=2), "", "=== Analyst Signals ===", ] # Add analyst results summary for result in analyst_results: agent_name = result.get("agent", "Unknown") content = result.get("content", "") context_lines.append(f"{agent_name}: {content}") context_lines.extend( [ "", "=== Risk Assessment ===", str(risk_assessment.get("content", "")), "", "Based on the above context, share your key concerns or questions about the opportunities in " f"{', '.join(tickers)}. Do not make final decisions yet - this is a discussion phase.", ], ) return "\n".join(context_lines) else: return ( f"Continue the discussion. Share your thoughts on the perspectives raised " f"and any remaining concerns about {', '.join(tickers)}." ) def _build_analyst_discussion_prompt( self, cycle: int, tickers: List[str], date: str, ) -> str: """Build analyst discussion prompt""" return ( f"Share your perspective on the discussion so far. " f"Provide insights or address concerns raised by others about {', '.join(tickers)}. " f"Do not use tools - focus on sharing your professional opinion." ) async def _collect_final_predictions( self, tickers: List[str], date: str, ) -> List[Dict[str, Any]]: """ Collect final predictions from all analysts as simple text responses. Analysts provide their predictions in plain text without tool calls. """ _log( "Phase 2.2: Analysts generate final structured predictions\n" f" Starting _collect_final_predictions for {len(self.analysts)} analysts", ) final_predictions = [] for i, analyst in enumerate(self.analysts): _log( "Phase 2.2: Analysts generate final structured predictions\n" f" Collecting prediction from analyst {i+1}/{len(self.analysts)}: {analyst.name}", ) prompt = ( f"Based on your analysis, provide your final prediction for {date}. " f"For each ticker ({', '.join(tickers)}), state: " f"TICKER: UP/DOWN/NEUTRAL (confidence: X%). " f"Do not use any tools, just respond with your predictions." ) msg = Msg(name="system", content=prompt, role="user") _log( "Phase 2.2: Analysts generate final structured predictions\n" f" Sending prediction request to {analyst.name}", ) response = await analyst.reply(msg) _log( "Phase 2.2: Analysts generate final structured predictions\n" f" Received response from {analyst.name}", ) # Parse predictions from text response content = self._extract_text_content(response.content) predictions_data = self._parse_predictions_from_text( content, tickers, ) _log( "Phase 2.2: Analysts generate final structured predictions\n" f" {analyst.name} final predictions: {predictions_data}", ) final_predictions.append( { "agent": analyst.name, "predictions": predictions_data, "raw_content": content, }, ) # if self.state_sync: # await self.state_sync.on_agent_complete( # agent_id=f"{analyst.name}_final_prediction", # content=content, # ) return final_predictions def _parse_predictions_from_text( self, content: str, tickers: List[str], ) -> List[Dict[str, Any]]: """Parse predictions from analyst text response""" predictions = [] content_upper = content.upper() for ticker in tickers: direction = "neutral" confidence = 0.5 # Simple pattern matching for direction ticker_idx = content_upper.find(ticker) if ticker_idx >= 0: # Look at text near ticker mention context = content_upper[ticker_idx : ticker_idx + 100] if ( "UP" in context or "BULLISH" in context or "LONG" in context ): direction = "up" confidence = 0.7 elif ( "DOWN" in context or "BEARISH" in context or "SHORT" in context ): direction = "down" confidence = 0.7 predictions.append( { "ticker": ticker, "direction": direction, "confidence": confidence, }, ) return predictions async def _run_analysts_with_sync( self, tickers: List[str], date: str, ) -> List[Dict[str, Any]]: """Run all analysts with real-time sync after each completion""" results = [] for analyst in self.analysts: content = ( f"Analyze the following stocks for date {date}: {', '.join(tickers)}. " f"Provide investment signals with confidence scores and reasoning." ) msg = Msg( name="system", content=content, role="user", metadata={"tickers": tickers, "date": date}, ) result = await analyst.reply(msg) extracted = self._extract_result_from_msg(result) results.append(extracted) # Sync retrieved memory first await self._sync_memory_if_retrieved(analyst) # Broadcast agent result via StateSync if self.state_sync: text_content = self._extract_text_content(result.content) await self.state_sync.on_agent_complete( agent_id=analyst.name, content=text_content, ) return results async def _run_analysts( self, tickers: List[str], date: str, ) -> List[Dict[str, Any]]: """Run all analysts (without sync, for backward compatibility)""" results = [] for analyst in self.analysts: content = ( f"Analyze the following stocks for date {date}: {', '.join(tickers)}. " f"Provide investment signals with confidence scores and reasoning." ) msg = Msg( name="system", content=content, role="user", metadata={"tickers": tickers, "date": date}, ) result = await analyst.reply(msg) results.append(self._extract_result_from_msg(result)) return results async def _run_risk_manager_with_sync( self, tickers: List[str], date: str, prices: Optional[Dict[str, float]], ) -> Dict[str, Any]: """Run risk manager assessment with real-time sync""" portfolio = self.pm.get_portfolio_state() context = { "portfolio": portfolio, "tickers": tickers, "date": date, "current_prices": prices, } content = ( f"Assess risk for the following portfolio and market conditions:\n" f"{json.dumps(context, indent=2)}\n" f"Provide risk warnings and recommendations." ) msg = Msg(name="system", content=content, role="user") result = await self.risk_manager.reply(msg) extracted = self._extract_result_from_msg(result) # Sync retrieved memory first await self._sync_memory_if_retrieved(self.risk_manager) # Broadcast agent result via StateSync if self.state_sync: text_content = self._extract_text_content(result.content) await self.state_sync.on_agent_complete( agent_id="risk_manager", content=text_content, ) return extracted async def _run_risk_manager( self, tickers: List[str], date: str, prices: Dict[str, float], ) -> Dict[str, Any]: """Run risk manager assessment (without sync, for backward compatibility)""" portfolio = self.pm.get_portfolio_state() context = { "portfolio": portfolio, "tickers": tickers, "date": date, "current_prices": prices, } content = ( f"Assess risk for the following portfolio and market conditions:\n" f"{json.dumps(context, indent=2)}\n" f"Provide risk warnings and recommendations." ) msg = Msg(name="system", content=content, role="user") result = await self.risk_manager.reply(msg) return self._extract_result_from_msg(result) async def _run_pm_with_sync( self, tickers: List[str], date: str, prices: Optional[Dict[str, float]], analyst_results: List[Dict[str, Any]], risk_assessment: Dict[str, Any], ) -> Dict[str, Any]: """Run PM decision-making with real-time sync""" portfolio = self.pm.get_portfolio_state() context = { "analyst_signals": { r["agent"]: r.get("content", "") for r in analyst_results }, "risk_warnings": risk_assessment.get("content", ""), "current_prices": prices, "tickers": tickers, "portfolio_cash": portfolio.get("cash", 0), "portfolio_positions": portfolio.get("positions", {}), } # Add conference summary if available if self.conference_summary: context["conference_summary"] = self.conference_summary content_parts = [ f"Based on the analyst signals, risk assessment, and conference discussion, " f"make investment decisions for date {date}.\n", f"Context:\n{json.dumps(context, indent=2)}\n", ] if self.conference_summary: content_parts.append( f"\n=== Conference Summary ===\n{self.conference_summary}\n", ) content_parts.append( "\nUse the make_decision tool for each ticker to record your decisions. " "After recording all decisions, provide a summary of your investment rationale.", ) content = "".join(content_parts) msg = Msg(name="system", content=content, role="user") result = await self.pm.reply(msg) extracted = self._extract_result_from_msg(result) # Sync retrieved memory first await self._sync_memory_if_retrieved(self.pm) # Broadcast PM decision via StateSync if self.state_sync: text_content = self._extract_text_content(result.content) await self.state_sync.on_agent_complete( agent_id="portfolio_manager", content=text_content, ) return extracted async def _run_pm( self, tickers: List[str], date: str, prices: Dict[str, float], analyst_results: List[Dict[str, Any]], risk_assessment: Dict[str, Any], ) -> Dict[str, Any]: """Run PM decision-making (without sync, for backward compatibility)""" portfolio = self.pm.get_portfolio_state() context = { "analyst_signals": { r["agent"]: r.get("content", "") for r in analyst_results }, "risk_warnings": risk_assessment.get("content", ""), "current_prices": prices, "tickers": tickers, "portfolio_cash": portfolio.get("cash", 0), "portfolio_positions": portfolio.get("positions", {}), } content = ( f"Based on the analyst signals and risk assessment, make investment decisions " f"for date {date}.\n" f"Context:\n{json.dumps(context, indent=2)}\n\n" f"Use the make_decision tool for each ticker to record your decisions. " f"After recording all decisions, provide a summary of your investment rationale." ) msg = Msg(name="system", content=content, role="user") result = await self.pm.reply(msg) return self._extract_result_from_msg(result) def _execute_decisions( self, decisions: Dict[str, Dict], prices: Optional[Dict[str, float]], date: str, ) -> Dict[str, Any]: """Execute PM decisions with provided prices""" if not decisions: return { "executed_trades": [], "portfolio": self.pm.get_portfolio_state(), } executor = PortfolioTradeExecutor( initial_portfolio=self.pm.get_portfolio_state(), ) executed_trades = [] for ticker, decision in decisions.items(): action = decision.get("action", "hold") quantity = decision.get("quantity", 0) if action == "hold" or quantity == 0: continue price = prices.get(ticker) if not price or price <= 0: logger.warning(f"No price for {ticker}, skipping trade") continue result = executor.execute_trade( ticker=ticker, action=action, quantity=quantity, price=price, current_date=date, ) if result.get("status") == "success": executed_trades.append( { "ticker": ticker, "action": action, "quantity": quantity, "price": price, }, ) updated_portfolio = executor.portfolio.copy() self.pm.update_portfolio(updated_portfolio) return { "executed_trades": executed_trades, "portfolio": updated_portfolio, } def _extract_result_from_msg(self, msg: Msg) -> Dict[str, Any]: """Extract result dictionary from Msg object""" result = { "agent": msg.name, "content": msg.content, } if hasattr(msg, "metadata") and msg.metadata: result.update(msg.metadata) if isinstance(msg.content, str): try: result["content_parsed"] = json.loads(msg.content) except json.JSONDecodeError: pass return result def _extract_text_content(self, content: Any) -> str: """ Extract plain text from AgentScope Msg content AgentScope content can be: - str: plain text - list: list of TextBlocks like [{'type': 'text', 'text': '...'}] - dict: single TextBlock """ if content is None: return "" if isinstance(content, str): return content if isinstance(content, list): texts = [] for item in content: if isinstance(item, dict): # TextBlock format: {'type': 'text', 'text': '...'} if item.get("type") == "text" and "text" in item: texts.append(item["text"]) elif "content" in item: texts.append(str(item["content"])) else: texts.append(str(item)) elif isinstance(item, str): texts.append(item) else: texts.append(str(item)) return "\n".join(texts) if isinstance(content, dict): if content.get("type") == "text" and "text" in content: return content["text"] return str(content) return str(content) def _format_pm_decisions(self, decisions: Dict[str, Dict]) -> str: """Format PM decisions as a human-readable string""" if not decisions: return "Portfolio analysis completed. No trades recommended." decision_texts = [] for ticker, decision in decisions.items(): action = decision.get("action", "hold") quantity = decision.get("quantity", 0) reasoning = decision.get("reasoning", "") if action != "hold" and quantity > 0: decision_texts.append( f"{action.upper()} {quantity} {ticker}: {reasoning}", ) if decision_texts: return "Decisions: " + "; ".join(decision_texts) return "Portfolio analysis completed. No trades recommended."