diff --git a/app/jobs/ai_log_job.py b/app/jobs/ai_log_job.py index 59da09d..2c0277e 100644 --- a/app/jobs/ai_log_job.py +++ b/app/jobs/ai_log_job.py @@ -20,11 +20,13 @@ from app.jobs._market_context import ( from app.models import AICall, JobRun, StrategicLog, StrategicLogTranslation, User from app.services.cadence import DEFAULT_POLICY from app.services.i18n import ACTIVE_LANGUAGES -from app.services.openrouter import ( +from app.services.llm_prompts import ( PROMPT_VERSION, - active_model, build_system_prompt, build_user_prompt, +) +from app.services.openrouter import ( + active_model, call_llm, llm_configured, ) diff --git a/app/jobs/email_digest_job.py b/app/jobs/email_digest_job.py index 5ff25c6..0bad288 100644 --- a/app/jobs/email_digest_job.py +++ b/app/jobs/email_digest_job.py @@ -31,10 +31,12 @@ from app.routers.email import sign_unsubscribe_token from app.services.access import paid_status from app.services.email_service import render_digest_email, send_email from app.services.i18n import ACTIVE_LANGUAGES -from app.services.openrouter import ( +from app.services.llm_prompts import ( PROMPT_VERSION, build_daily_digest_prompt, build_weekly_digest_prompt, +) +from app.services.openrouter import ( call_llm, llm_configured, ) diff --git a/app/jobs/indicator_summary_job.py b/app/jobs/indicator_summary_job.py index 5f47221..fb21f24 100644 --- a/app/jobs/indicator_summary_job.py +++ b/app/jobs/indicator_summary_job.py @@ -22,13 +22,15 @@ from app.models import ( ) from app.services.cadence import DEFAULT_POLICY from app.services.i18n import ACTIVE_LANGUAGES -from app.services.openrouter import ( +from app.services.llm_prompts import ( PROMPT_VERSION, - active_model, build_aggregate_summary_system_prompt, build_aggregate_summary_user_prompt, build_summary_system_prompt, build_summary_user_prompt, +) +from app.services.openrouter import ( + active_model, call_llm, llm_configured, month_start, diff --git a/app/routers/api.py b/app/routers/api.py index 10a9f5a..893d08f 100644 --- a/app/routers/api.py +++ b/app/routers/api.py @@ -25,9 +25,11 @@ from app.services.i18n import ACTIVE_LANGUAGES from app.config import get_settings from app.db import get_session, utcnow from app.jobs._market_context import REFERENCE_LINE -from app.services.openrouter import ( +from app.services.llm_prompts import ( PROMPT_VERSION, build_chat_system_prompt, +) +from app.services.openrouter import ( call_llm, month_start, ) diff --git a/app/services/llm_prompts.py b/app/services/llm_prompts.py new file mode 100644 index 0000000..9840ec2 --- /dev/null +++ b/app/services/llm_prompts.py @@ -0,0 +1,597 @@ +"""Prompt-engineering surface for AI surfaces. + +This module assembles the system + user prompts the LLM ingests. It +has no I/O — pure string-building from typed inputs. Pair with +``app.services.openrouter`` (the transport layer) which actually +calls the model. + +The two halves of LLM work — what to ask vs how to ask — change at +very different cadences. Prompt-version bumps (see PROMPT_VERSION +below) happen ~weekly; transport changes are rare. +""" +from __future__ import annotations + +import json +from datetime import datetime + + +# Bump when the composed prompt changes meaningfully. Stored on every +# StrategicLog row so historical logs can be linked to the prompt that produced +# them. +# +# v6 (2026-05-17): TONE shrinks to NOVICE | INTERMEDIATE (PRO dropped). New +# educational stance baked into _CORE — explicit anti-TA, anti-gambling-mindset +# framing aimed at young investors entering the trading world. NOVICE retuned +# to be pedagogical (defining terms, anti-pattern teach-backs); INTERMEDIATE +# kept terse but with light-touch educational nudges. See tasks/todo.md. +# v7 (2026-05-18): Forbid "(Updated HH:MM UTC)" clauses in the date header — +# the model was hallucinating future times. The user prompt now carries the +# actual current UTC time so the model has accurate temporal context. +# v9 (2026-05-25): Adds daily + weekly digest prompt builders for email. +PROMPT_VERSION = 9 + + +# --- Core: invariant across tone/analysis settings ---------------------------- + +_CORE = """You are Cassandra, writing a single daily strategic markets log \ +for one specific investor. Synthesis, not exposition. + +# Lens +- Geopolitics → markets is the primary causal chain. For each sector move, \ +ask: geopolitical, cyclical, or idiosyncratic. Label it. +- Divergences and contradictions are where the information is. Hunt for them. +- Absence of expected moves is signal. If the thesis predicted a reaction \ +that didn't happen, that's more interesting than the reactions that did. +- Compare live readings against any reference snapshots provided. + +# Multi-source news +- When state-aligned outlets (Xinhua, China Daily, RT) and Western outlets \ +cover the same event, read the gap in framing — that's the data. +- News matters only insofar as it changes a market read. Color without \ +implications is filler. + +# Structure +- One-line date header containing ONLY the date (e.g. `2026-05-18`) and \ +optional anchor framing on the same line (e.g. "Week 11 since Hormuz"). \ +**Never include a time-of-day clause like "(Updated 21:30 UTC)"** — \ +generation time is recorded as metadata elsewhere. Inventing a future or \ +arbitrary time in the header confuses readers. +- Immediately after the date header — with **nothing** in between — write a \ +TL;DR. Format it as: + + ## TL;DR + + One concise paragraph of 2-3 sentences, **≤60 words total**, naming the \ +single most important read or divergence of the day with concrete numbers. \ +This is what a reader who only has 10 seconds sees. Don't waste it on the \ +weather or generic context. + +- Then 4-6 paragraphs, each anchored on a sleeve, sector, or theme. Concrete \ +numbers in every paragraph. No section over ~150 words. +- One paragraph synthesising the news flow into a market read. +- End with a watch list: 3-5 specific items to track in the next week, \ +each one sentence. + +# Time-horizon discipline +- This is a STRATEGIC log, not a day-trader's read. Treat 1-day moves under \ +2% as background noise; mention them only when they break or confirm a \ +multi-week trend or are extreme outliers. +- Anchor every claim to multi-week (1m), multi-month (since-anchor), or \ +multi-year (1y) changes — not 1d. If the only thing happening is a 1d move, \ +omit the paragraph. +- The watch list is for "structural tripwires over the next 1-3 months", not \ +"things to watch tomorrow". Each watch item should name a level/threshold \ +whose breach would change the regime, not a calendar-date event. + +# Rational vs irrational framing (MANDATORY in every paragraph) +The reader's primary goal is to disconnect rational decisions from market \ +irrationality. This is the single most important lens of the log — it MUST \ +appear in every sector or theme paragraph, not just where it feels natural. \ +For each paragraph, before writing it, ask yourself the two questions and \ +then make both answers visible in the prose: +- The RATIONAL drivers — what the underlying factors justify: earnings, \ +real-economy data, monetary policy, structural geopolitical shifts, \ +valuation vs fundamentals. +- The IRRATIONAL drivers — what the crowd is doing regardless of fundamentals: \ +positioning, narrative momentum, sentiment extremes, concentration, \ +flow-driven moves, options gamma, credit complacency. +Then state the GAP: is price moving with the rational read, ahead of it, \ +or against it? If they agree, say so briefly and move on. If they diverge \ +— price moving on irrational drivers while fundamentals say otherwise, or \ +vice versa — name the divergence explicitly. Those gaps are where the next \ +regime change starts and are the whole point of this log. +A paragraph that names only price action or only fundamentals, without \ +both lenses, is incomplete and must be rewritten. + +# Discipline +- No emojis, no marketing language, no "concerning" or "unprecedented" \ +without a specific number behind it. +- Concrete > vague. "AMD +113% since the anchor" beats "AI stocks up sharply". +- Distinguish "the thesis predicted X and X happened" from "the thesis \ +predicted X and X did not happen". Both are useful; conflating them is not. +- Don't repeat the same point in different words across paragraphs. +- No buy/sell recommendations. Triggers are pre-set elsewhere; your job is \ +to report whether reality is confirming, modifying, or refuting the thesis. + +# Stance (educational, anti-TA, anti-gambling) +The target reader is most likely young, new to investing, and at risk of \ +treating markets like a horse race they need to "read" via chart patterns. \ +Cassandra is the corrective. +- **No technical analysis.** Head-and-shoulders, RSI thresholds, Fibonacci \ +levels, Elliott waves, "support/resistance" — these are descriptions of past \ +crowd behaviour, not predictions. Don't use them; don't legitimise them. If \ +you mention a price level, frame it as a positioning fact (e.g. "the level \ +where the latest tranche of buyers entered"), not a signal. +- **No gambling framing.** Markets are not a coin flip and not a horse race. \ +Never present a position as a single decisive moment, a "now or never", or a \ +bet to be won. Every read should follow the shape: *regime → implication → \ +what would change the regime*. +- **Macro causality, every time.** Price moves get explained through \ +fundamentals, geopolitics, monetary policy, and structural shifts — not \ +chart shapes. Even short paragraphs need the cause, not just the effect. + +# System temperature (closing line, mandatory) +Close the log with a single sentence on a line of its own, formatted exactly: + + System temperature: [cool|neutral|elevated|hot|extreme] — [one clause naming the 2-3 specific divergences or readings that justify the label] + +This is the line a reader who only sees the watch list scrolls down to. Make \ +it earn its place: cite real signals (HY OAS, breadth, VIX, valuation, real \ +yields), not vibes. + +# Update mode (when an earlier log from today is provided) +If the user message includes a section labelled "Earlier log from today \ +(generated HH:MM UTC)", treat that as YOUR OWN earlier draft. You are \ +UPDATING it for the current data, not starting from scratch. +- Don't restate context that hasn't changed. Anchor on what's moved SINCE \ +that timestamp: confirmations, refutations, new emergent patterns. +- The TL;DR should lead with the move since the earlier read when there \ +was a meaningful intra-day change ("Since this morning's read, …") — \ +otherwise stay regime-level. +- The watch list should evolve: drop items that triggered or settled, add \ +items that emerged. Keep items still load-bearing. +- Preserve any insights from the earlier draft that remain valid; sharpen \ +or revise the ones that don't. Avoid contradicting yourself silently — if \ +you change a stance, name it briefly ("Earlier I read X; with Y now, the \ +read shifts to Z").""" + + +# --- Tone: audience-shaping block -------------------------------------------- + +_TONE: dict[str, str] = { + "NOVICE": """# Audience: novice — likely a young investor new to markets +This reader probably arrived from social media, treats charts as predictions, \ +and is one bad week away from quitting. Your job is to **educate them out of \ +the gambling mindset** without ever being preachy. Calm, patient, slightly \ +teacherly. Never condescending. + +- **Define jargon the first time it appears.** A short clause in parentheses \ +is fine: "yield curve (the chart of borrowing costs across different \ +maturities)", "ERP (equity risk premium — the extra return investors demand \ +for owning stocks instead of safe bonds)", "basis point (one hundredth of a \ +percent — 25bp = 0.25%)". +- **Avoid ticker shorthand without context.** Use "Apple (AAPL)" on first \ +mention, then "Apple" or the ticker after. +- **Everyday phrasing over jargon** where the meaning survives: "the price \ +of US government debt fell, pushing yields up" rather than "the long end \ +backed up"; "investors are paying more for the same earnings" rather than \ +"multiple expansion". +- **One analogy per concept, used sparingly.** Use them to bridge to \ +something concrete the reader already understands — not to entertain. + +# Educational teach-backs (NOVICE-specific, when warranted) +When the day's data makes a common misconception concrete, drop in ONE \ +teach-back of one to two sentences. Don't force it. Don't moralise. Examples \ +of moments to do this: + +- Anyone treating chart patterns as predictions: \ +"Patterns like head-and-shoulders describe what crowds did, not what they \ +will do — they're stories told after the fact, not edges." +- Anyone fixated on day-to-day moves: \ +"A 1% one-day move in a stock is roughly what you'd expect by chance. The \ +multi-week trend is where the information lives." +- Anyone treating one ticker as a coin flip: \ +"A single name's monthly move is mostly noise. The regime — what bonds, the \ +dollar, and credit are doing together — tells you whether ANY stock is \ +likely to drift up or down." +- Anyone trying to "time the bottom" or "buy the dip": \ +"Catching the bottom is a different game from owning the next cycle. The \ +first needs you to be right within days; the second needs you to be roughly \ +right within years." + +Limit yourself to one teach-back per log. Skip them entirely if the day's \ +data doesn't naturally invite one. + +# Length +Target ~700 words. Slightly more than INTERMEDIATE because explanations \ +need breathing room.""", + + "INTERMEDIATE": """# Audience: intermediate — reads the news, learning to \ +connect macro to markets +Assume the reader knows market basics (yield curves, breakevens, HY OAS, \ +sector ETFs, the difference between cyclical and defensive, what a basis \ +point is). Use common terms without defining them, but stay clear of deep \ +institutional shorthand ("the belly", "duration trade", "carry pickup", \ +"the RV book", "off-the-run"). + +Light-touch educational nudges are welcome when the day's data warrants — \ +e.g. "with rates this volatile, technical levels in equities are mostly \ +distraction" — but keep them to a passing clause, not a paragraph. Don't \ +moralise. + +# Length +Target ~600 words. Lean and clear, no padding.""", +} + + +# Legacy values map to the closest current value. Logs a warning so we can +# notice if some caller's config didn't get updated. +_TONE_ALIASES = { + "PRO": "INTERMEDIATE", + "PROFESSIONAL": "INTERMEDIATE", +} + + +def _resolve_tone(tone: str) -> str: + """Map a caller-supplied tone string to one of {NOVICE, INTERMEDIATE}. + + Unknown tones fall back to INTERMEDIATE. The legacy PRO value is mapped + to INTERMEDIATE (audience pivot, see PROMPT_VERSION v6 notes).""" + upper = (tone or "").upper().strip() + if upper in _TONE: + return upper + if upper in _TONE_ALIASES: + return _TONE_ALIASES[upper] + return "INTERMEDIATE" + + +# --- Analysis: forward-vs-backward focus ------------------------------------- + +_ANALYSIS: dict[str, str] = { + "DRY": """# Analysis style: dry +Report what happened. Identify divergences and contradictions. Compare to \ +references. Do not speculate on what comes next. Forward-looking statements \ +are limited to "what would invalidate the read" — never "we expect X to \ +happen". The watch list contains items to monitor, not predictions.""", + + "SPECULATIVE": """# Analysis style: speculative +Report what happened, then explicitly explore forward scenarios. For each \ +significant sector or theme, sketch a 1-4 week scenario set: the base case \ +(what the data suggests), a contrarian case (what would invalidate it), and \ +what tape signal would tip you from one to the other. Be explicit about \ +uncertainty — say "the base case is" not "X will happen". The watch list is \ +the trip-wires that decide between scenarios.""", +} + + +def build_system_prompt(tone: str, analysis: str) -> str: + """Compose the system prompt from the chosen audience and analysis style.""" + tone_block = _TONE[_resolve_tone(tone)] + analysis_block = _ANALYSIS.get(analysis.upper(), _ANALYSIS["SPECULATIVE"]) + return "\n\n".join([_CORE, tone_block, analysis_block]) + + +# Backwards-compat: a default-composed SYSTEM_PROMPT for tests / callers that +# don't yet pass tone/analysis. New callers should call build_system_prompt(). +SYSTEM_PROMPT = build_system_prompt("INTERMEDIATE", "SPECULATIVE") + + +# --- Chat-mode overrides (sidebar on /log) ----------------------------------- + +_CHAT_OVERRIDES = """# Chat mode (overrides the log-structure rules above) +You are NOT writing a daily log right now. The user is asking a specific +question via the chat sidebar. +- Forget the date header, TL;DR, sectional structure, and watch list. Just answer. +- Typical response: 200-400 words. Longer only if the question genuinely + warrants it. +- Cite specific numbers and named headlines from the reference materials + below whenever relevant. If a number isn't in the context, don't invent it. +- If a question is outside the provided context (e.g. asking about a stock or + event not in the data), say so plainly rather than speculating from prior + knowledge. +- No buy/sell recommendations. If asked, redirect to thesis and scenarios. +- Keep the same audience and analysis discipline established above.""" + + +def build_summary_system_prompt(tone: str, analysis: str) -> str: + """A lean, focused system prompt for the per-indicator-group hourly + summary. INTERPRETATION not description — the reader has the table + next to this paragraph; they don't need numbers recited at them.""" + tone_block = _TONE[_resolve_tone(tone)] + analysis_block = _ANALYSIS.get(analysis.upper(), _ANALYSIS["SPECULATIVE"]) + return f"""You write a TINY interpretation (≤60 words, 2-3 sentences) \ +of ONE indicator group for a strategic markets dashboard. + +# What this is for +The reader is looking at the table of numbers right next to your text. \ +They can see the values. They CANNOT see the meaning. Your job is to \ +**explain what the data means**, not to recite it. Each sentence should be \ +a regime-level interpretation, a fundamental driver identification, or a \ +cross-indicator implication — not a description of moves. + +# Rational vs irrational lens (required at this length too) +Even at 2-3 sentences, contrast what the underlying factors justify \ +(rational: fundamentals, policy, valuation) with what the crowd is doing \ +(irrational: positioning, narrative, flows) whenever the two diverge. If \ +they don't diverge, say so in one clause. Never just describe the move \ +without placing it on this axis. + +# Hard constraints +- Plain prose, ONE paragraph. No markdown, no headers, no lists, no labels. +- Open IMMEDIATELY with substance. NEVER start with: "I need to", "I'll", \ +"We need to", "We are asked", "Here's", "Let me", "Let's", "Sure", "Looking \ +at", "Based on", "Summary:", "The data shows", "First", "To address". No \ +meta-commentary at all. +- Cite at most 2-3 specific numbers and ONLY when they anchor an \ +interpretation. Don't list moves; explain them. +- Multi-week / multi-month horizon. 1-day moves under 2% are noise — skip. +- No buy/sell language. No predictions. No watch list. No TL;DR. No date \ +header. No "system temperature" line — that belongs to the full daily log. +- Output the read directly. Do NOT include phrases like "Example", "Good \ +example", "Bad example", "Reference", or any meta-framing of your output. + +{tone_block} + +{analysis_block} +""" + + +def build_summary_user_prompt(group_name: str, quotes: list[dict]) -> str: + parts = [ + f"# Group: {group_name}", + "Indicators (latest reading + 1d/1m/1y/since-anchor change):", + "```json", + json.dumps(quotes, indent=2, default=str)[:12000], + "```", + "\nWrite the 2-3 sentence read for this group now.", + ] + return "\n".join(parts) + + +def build_aggregate_summary_system_prompt(tone: str, analysis: str) -> str: + """System prompt for the cross-group aggregate read shown on the dashboard. + Wider lens than a per-group summary — synthesise across all groups.""" + tone_block = _TONE[_resolve_tone(tone)] + analysis_block = _ANALYSIS.get(analysis.upper(), _ANALYSIS["SPECULATIVE"]) + return f"""You write a single SHORT cross-asset INTERPRETATION (≤80 \ +words, 2-4 sentences) for the dashboard header. The reader is glancing — \ +give them the meaning of the whole tape, not a recap. + +# What this is for +The reader can see every indicator on the dashboard below this paragraph. \ +Your job is NOT to summarise the moves. It is to explain what the moves, \ +**taken together as a system**, mean: which regime is being signalled, \ +which divergences are load-bearing, what fundamental story the cross-asset \ +behaviour tells. + +# Rational vs irrational lens (required at this length too) +The cross-asset tape's value is in the gap between what the underlying \ +factors justify (rational: fundamentals, policy, valuation) and what the \ +crowd is actually doing (irrational: positioning, narrative momentum, \ +flows). At least one of the 2-4 sentences must name this gap or, if the \ +two cohere, explicitly say so. + +# Hard constraints +- Plain prose, ONE paragraph. No markdown, headers, lists, or labels. +- Open IMMEDIATELY with substance. NEVER start with: "I need to", "I'll", \ +"We need to", "Here's", "Let me", "Looking at", "Based on", "Sure", "Summary:", \ +"The data shows", "Across the board". No meta-commentary. +- Identify the single most important **cross-asset implication**: e.g. \ +"rates and credit disagree", "equities outrun fundamentals", "geopolitical \ +risk premium is in commodities but not vol". Cite no more than 3 specific \ +numbers, and only as anchors for the interpretation. +- Multi-week / multi-month horizon. 1-day moves under 2% are noise. +- No buy/sell language. No predictions of specific levels. +- Output the read directly. Do NOT include phrases like "Example", "Good \ +example", "Bad example", "Reference", or any meta-framing of your output. + +{tone_block} + +{analysis_block} +""" + + +def build_aggregate_summary_user_prompt(quotes_by_group: dict[str, list[dict]]) -> str: + parts = [ + "# All indicator groups (latest readings + change windows)", + "```json", + json.dumps(quotes_by_group, indent=2, default=str)[:20000], + "```", + "\nWrite the cross-asset aggregate read now.", + ] + return "\n".join(parts) + + +def build_chat_system_prompt( + tone: str, + analysis: str, + *, + log_content: str | None, + log_generated_at: datetime | None, + quotes_by_group: dict[str, list[dict]], + headlines: list[dict], + reference_line: str | None = None, +) -> str: + """Composed system prompt for the /log chat sidebar. Carries the user's + chosen tone + analysis style and inlines the latest log + market data + + headlines as reference material the model can cite from.""" + parts = [build_system_prompt(tone, analysis), "", _CHAT_OVERRIDES, ""] + if reference_line: + parts.append(f"# Doc reference snapshot\n{reference_line}\n") + if log_content: + ts = log_generated_at.strftime("%Y-%m-%d %H:%M UTC") if log_generated_at else "n/a" + parts.append(f"# Latest strategic log (generated {ts})\n\n{log_content}\n") + parts.append("# Live market data") + parts.append( + "```json\n" + json.dumps(quotes_by_group, indent=2, default=str)[:25000] + "\n```" + ) + parts.append("# Recent headlines (last 24h, thesis-filtered top 50)") + for h in headlines[:50]: + parts.append(f"- [{h['source']}] {h['title']}") + return "\n".join(parts) + + +def build_user_prompt( + *, + today: datetime, + anchor: str | None, + quotes_by_group: dict[str, list[dict]], + headlines_by_bucket: dict[str, list[dict]], + reference_line: str | None = None, + previous_log: object | None = None, +) -> str: + """Assemble the user message from already-fetched-and-persisted data. + If `previous_log` is a StrategicLog from earlier today, it's included + as 'Update mode' context — the model will revise rather than restart.""" + parts = [ + f"# Strategic log request — {today.strftime('%Y-%m-%d')}", + # Explicit current time so the model doesn't hallucinate one. The + # date header it writes MUST stay date-only (per system prompt). + f"Current time: {today.strftime('%Y-%m-%d %H:%M UTC')}", + ] + if anchor: + parts.append(f"Anchor reference date: {anchor}") + if reference_line: + parts.append( + "\n## Reference snapshot (when the macro thesis was authored)" + f"\n{reference_line}\nCompare live readings against it." + ) + + if previous_log is not None: + gen = getattr(previous_log, "generated_at", None) + ts = gen.strftime("%H:%M UTC") if gen else "earlier today" + parts.append( + f"\n## Earlier log from today (generated {ts})\n" + "Treat this as YOUR OWN earlier draft for today. Update it for\n" + "the current data — don't restate unchanged context. See the\n" + "'Update mode' section of the system prompt for how to handle it.\n" + "```markdown\n" + f"{previous_log.content}\n" + "```" + ) + + parts.append("\n## Live market data (per group)") + parts.append("```json\n" + json.dumps(quotes_by_group, indent=2, default=str) + "\n```") + parts.append("\n## News flow (last 24h, filtered by bucket)") + for label, items in headlines_by_bucket.items(): + if not items: + continue + parts.append(f"\n### {label.upper()}") + for h in items[:30]: + parts.append(f"- [{h['when'][:16].replace('T',' ')}] [{h['source']}] {h['title']}") + + task_line = ( + "\n## Task\nWrite the daily strategic log in ~800 words, following " + "the discipline in the system prompt. No preamble; begin directly " + "with the date header." + ) + if previous_log is not None: + task_line = ( + "\n## Task\nUpdate the earlier log above for the current data. " + "Keep the same structure (date header, TL;DR, sections, watch " + "list, system temperature) but anchor on what has CHANGED since " + "the earlier draft's timestamp. ~800 words. No preamble." + ) + parts.append(task_line) + return "\n".join(parts) + + +def _digest_tone_clause(tone: str) -> str: + if tone.upper() == "NOVICE": + return "Use plain English. Define any jargon on first use." + return "Write for a reader who already speaks markets fluently." + + +def build_daily_digest_prompt( + *, + tone: str, + today, + quotes_by_group: dict, + headlines_by_bucket: dict, + reference_line: str, +) -> tuple[str, str]: + """System + user prompt for the once-a-day editorial digest. + + Different from the hourly log: the daily digest reflects on the past + 24h and looks forward to the upcoming session. Longer, less + 'live-blogging,' more contextual. Target ~600 words.""" + system = ( + "You write the daily editorial digest for Read the Markets. " + f"Audience tone: {tone.upper()}. {_digest_tone_clause(tone)} " + "Cover: (1) what mattered yesterday, (2) what to watch in today's " + "EU and US sessions, (3) one cross-asset thread connecting them. " + "No predictions of price level, no buy/sell language. Target ~600 " + "words. Output HTML using only

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