36 lines
1.3 KiB
Python
36 lines
1.3 KiB
Python
"""Value and quality filtering agent."""
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from __future__ import annotations
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from typing import Mapping
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from .base import Agent, AgentAction, AgentContext
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class ValueAgent(Agent):
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def __init__(self) -> None:
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super().__init__(name="A_val")
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def score(self, context: AgentContext, action: AgentAction) -> float:
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pe_score = context.features.get("valuation_pe_score", 0.0)
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pb_score = context.features.get("valuation_pb_score", 0.0)
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# 多因子组合尚未落地，这里兼容扩展因子（若存在则优先使用）
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scope_values = {}
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if isinstance(context.raw, Mapping):
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scope_values = context.raw.get("scope_values", {}) or {}
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multi_score = context.features.get("val_multiscore")
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if multi_score is None:
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multi_score = scope_values.get("factors.val_multiscore")
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if multi_score is not None:
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raw = float(max(0.0, min(1.0, multi_score)))
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else:
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raw = max(0.0, min(1.0, 0.6 * pe_score + 0.4 * pb_score))
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if action is AgentAction.SELL:
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return 1 - raw
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if action is AgentAction.HOLD:
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return 0.5
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if action is AgentAction.BUY_S:
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return raw * 0.7
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if action is AgentAction.BUY_M:
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return raw * 0.85
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return raw
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