mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 09:58:22 +08:00
Merge branch 'dev' into fix/bug-fixes-collection-v2
This commit is contained in:
Icyoung
GitHub
+214
-10
@@ -4,6 +4,7 @@ import (
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"encoding/json"
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"fmt"
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"log"
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"math"
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"nofx/decision"
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"nofx/logger"
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"nofx/market"
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@@ -258,9 +259,9 @@ func (at *AutoTrader) Stop() {
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func (at *AutoTrader) runCycle() error {
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at.callCount++
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log.Printf("\n" + strings.Repeat("=", 70))
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log.Print("\n" + strings.Repeat("=", 70) + "\n")
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log.Printf("⏰ %s - AI决策周期 #%d", time.Now().Format("2006-01-02 15:04:05"), at.callCount)
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log.Printf(strings.Repeat("=", 70))
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log.Println(strings.Repeat("=", 70))
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// 创建决策记录
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record := &logger.DecisionRecord{
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@@ -347,19 +348,19 @@ func (at *AutoTrader) runCycle() error {
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// 打印系统提示词和AI思维链（即使有错误，也要输出以便调试）
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if decision != nil {
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if decision.SystemPrompt != "" {
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log.Printf("\n" + strings.Repeat("=", 70))
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log.Print("\n" + strings.Repeat("=", 70) + "\n")
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log.Printf("📋 系统提示词 [模板: %s] (错误情况)", at.systemPromptTemplate)
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log.Println(strings.Repeat("=", 70))
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log.Println(decision.SystemPrompt)
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log.Printf(strings.Repeat("=", 70) + "\n")
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log.Println(strings.Repeat("=", 70))
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}
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if decision.CoTTrace != "" {
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log.Printf("\n" + strings.Repeat("-", 70))
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log.Print("\n" + strings.Repeat("-", 70) + "\n")
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log.Println("💭 AI思维链分析（错误情况）:")
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log.Println(strings.Repeat("-", 70))
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log.Println(decision.CoTTrace)
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log.Printf(strings.Repeat("-", 70) + "\n")
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log.Println(strings.Repeat("-", 70))
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}
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}
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@@ -600,6 +601,12 @@ func (at *AutoTrader) executeDecisionWithRecord(decision *decision.Decision, act
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return at.executeCloseLongWithRecord(decision, actionRecord)
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case "close_short":
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return at.executeCloseShortWithRecord(decision, actionRecord)
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case "update_stop_loss":
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return at.executeUpdateStopLossWithRecord(decision, actionRecord)
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case "update_take_profit":
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return at.executeUpdateTakeProfitWithRecord(decision, actionRecord)
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case "partial_close":
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return at.executePartialCloseWithRecord(decision, actionRecord)
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case "hold", "wait":
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// 无需执行，仅记录
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return nil
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@@ -778,6 +785,201 @@ func (at *AutoTrader) executeCloseShortWithRecord(decision *decision.Decision, a
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return nil
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}
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// executeUpdateStopLossWithRecord 执行调整止损并记录详细信息
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func (at *AutoTrader) executeUpdateStopLossWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
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log.Printf(" 🎯 调整止损: %s → %.2f", decision.Symbol, decision.NewStopLoss)
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// 获取当前价格
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marketData, err := market.Get(decision.Symbol)
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if err != nil {
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return err
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}
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actionRecord.Price = marketData.CurrentPrice
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// 获取当前持仓
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positions, err := at.trader.GetPositions()
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if err != nil {
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return fmt.Errorf("获取持仓失败: %w", err)
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}
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// 查找目标持仓
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var targetPosition map[string]interface{}
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for _, pos := range positions {
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symbol, _ := pos["symbol"].(string)
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posAmt, _ := pos["positionAmt"].(float64)
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if symbol == decision.Symbol && posAmt != 0 {
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targetPosition = pos
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break
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}
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}
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if targetPosition == nil {
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return fmt.Errorf("持仓不存在: %s", decision.Symbol)
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}
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// 获取持仓方向和数量
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side, _ := targetPosition["side"].(string)
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positionSide := strings.ToUpper(side)
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positionAmt, _ := targetPosition["positionAmt"].(float64)
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// 验证新止损价格合理性
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if positionSide == "LONG" && decision.NewStopLoss >= marketData.CurrentPrice {
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return fmt.Errorf("多单止损必须低于当前价格 (当前: %.2f, 新止损: %.2f)", marketData.CurrentPrice, decision.NewStopLoss)
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}
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if positionSide == "SHORT" && decision.NewStopLoss <= marketData.CurrentPrice {
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return fmt.Errorf("空单止损必须高于当前价格 (当前: %.2f, 新止损: %.2f)", marketData.CurrentPrice, decision.NewStopLoss)
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}
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// 取消旧的止损单（避免多个止损单共存）
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if err := at.trader.CancelStopOrders(decision.Symbol); err != nil {
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log.Printf(" ⚠ 取消旧止损单失败: %v", err)
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// 不中断执行，继续设置新止损
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}
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// 调用交易所 API 修改止损
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quantity := math.Abs(positionAmt)
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err = at.trader.SetStopLoss(decision.Symbol, positionSide, quantity, decision.NewStopLoss)
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if err != nil {
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return fmt.Errorf("修改止损失败: %w", err)
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}
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log.Printf(" ✓ 止损已调整: %.2f (当前价格: %.2f)", decision.NewStopLoss, marketData.CurrentPrice)
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return nil
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}
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// executeUpdateTakeProfitWithRecord 执行调整止盈并记录详细信息
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func (at *AutoTrader) executeUpdateTakeProfitWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
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log.Printf(" 🎯 调整止盈: %s → %.2f", decision.Symbol, decision.NewTakeProfit)
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// 获取当前价格
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marketData, err := market.Get(decision.Symbol)
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if err != nil {
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return err
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}
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actionRecord.Price = marketData.CurrentPrice
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// 获取当前持仓
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positions, err := at.trader.GetPositions()
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if err != nil {
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return fmt.Errorf("获取持仓失败: %w", err)
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}
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// 查找目标持仓
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var targetPosition map[string]interface{}
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for _, pos := range positions {
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symbol, _ := pos["symbol"].(string)
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posAmt, _ := pos["positionAmt"].(float64)
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if symbol == decision.Symbol && posAmt != 0 {
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targetPosition = pos
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break
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}
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}
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if targetPosition == nil {
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return fmt.Errorf("持仓不存在: %s", decision.Symbol)
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}
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// 获取持仓方向和数量
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side, _ := targetPosition["side"].(string)
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positionSide := strings.ToUpper(side)
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positionAmt, _ := targetPosition["positionAmt"].(float64)
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// 验证新止盈价格合理性
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if positionSide == "LONG" && decision.NewTakeProfit <= marketData.CurrentPrice {
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return fmt.Errorf("多单止盈必须高于当前价格 (当前: %.2f, 新止盈: %.2f)", marketData.CurrentPrice, decision.NewTakeProfit)
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}
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if positionSide == "SHORT" && decision.NewTakeProfit >= marketData.CurrentPrice {
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return fmt.Errorf("空单止盈必须低于当前价格 (当前: %.2f, 新止盈: %.2f)", marketData.CurrentPrice, decision.NewTakeProfit)
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}
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// 取消旧的止盈单（避免多个止盈单共存）
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if err := at.trader.CancelStopOrders(decision.Symbol); err != nil {
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log.Printf(" ⚠ 取消旧止盈单失败: %v", err)
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// 不中断执行，继续设置新止盈
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}
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// 调用交易所 API 修改止盈
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quantity := math.Abs(positionAmt)
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err = at.trader.SetTakeProfit(decision.Symbol, positionSide, quantity, decision.NewTakeProfit)
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if err != nil {
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return fmt.Errorf("修改止盈失败: %w", err)
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}
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log.Printf(" ✓ 止盈已调整: %.2f (当前价格: %.2f)", decision.NewTakeProfit, marketData.CurrentPrice)
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return nil
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}
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// executePartialCloseWithRecord 执行部分平仓并记录详细信息
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func (at *AutoTrader) executePartialCloseWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
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log.Printf(" 📊 部分平仓: %s %.1f%%", decision.Symbol, decision.ClosePercentage)
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// 验证百分比范围
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if decision.ClosePercentage <= 0 || decision.ClosePercentage > 100 {
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return fmt.Errorf("平仓百分比必须在 0-100 之间，当前: %.1f", decision.ClosePercentage)
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}
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// 获取当前价格
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marketData, err := market.Get(decision.Symbol)
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if err != nil {
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return err
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}
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actionRecord.Price = marketData.CurrentPrice
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// 获取当前持仓
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positions, err := at.trader.GetPositions()
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if err != nil {
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return fmt.Errorf("获取持仓失败: %w", err)
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}
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// 查找目标持仓
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var targetPosition map[string]interface{}
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for _, pos := range positions {
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symbol, _ := pos["symbol"].(string)
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posAmt, _ := pos["positionAmt"].(float64)
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if symbol == decision.Symbol && posAmt != 0 {
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targetPosition = pos
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break
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}
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}
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if targetPosition == nil {
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return fmt.Errorf("持仓不存在: %s", decision.Symbol)
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}
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// 获取持仓方向和数量
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side, _ := targetPosition["side"].(string)
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positionSide := strings.ToUpper(side)
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positionAmt, _ := targetPosition["positionAmt"].(float64)
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// 计算平仓数量
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totalQuantity := math.Abs(positionAmt)
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closeQuantity := totalQuantity * (decision.ClosePercentage / 100.0)
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actionRecord.Quantity = closeQuantity
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// 执行平仓
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var order map[string]interface{}
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if positionSide == "LONG" {
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order, err = at.trader.CloseLong(decision.Symbol, closeQuantity)
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} else {
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order, err = at.trader.CloseShort(decision.Symbol, closeQuantity)
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}
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if err != nil {
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return fmt.Errorf("部分平仓失败: %w", err)
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}
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// 记录订单ID
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if orderID, ok := order["orderId"].(int64); ok {
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actionRecord.OrderID = orderID
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}
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remainingQuantity := totalQuantity - closeQuantity
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log.Printf(" ✓ 部分平仓成功: 平仓 %.4f (%.1f%%), 剩余 %.4f",
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closeQuantity, decision.ClosePercentage, remainingQuantity)
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return nil
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}
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// GetID 获取trader ID
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func (at *AutoTrader) GetID() string {
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return at.id
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@@ -991,12 +1193,14 @@ func sortDecisionsByPriority(decisions []decision.Decision) []decision.Decision
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// 定义优先级
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getActionPriority := func(action string) int {
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switch action {
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case "close_long", "close_short":
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return 1 // 最高优先级：先平仓
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case "close_long", "close_short", "partial_close":
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return 1 // 最高优先级：先平仓（包括部分平仓）
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case "update_stop_loss", "update_take_profit":
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return 2 // 调整持仓止盈止损
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case "open_long", "open_short":
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return 2 // 次优先级：后开仓
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return 3 // 次优先级：后开仓
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case "hold", "wait":
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return 3 // 最低优先级：观望
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return 4 // 最低优先级：观望
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default:
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return 999 // 未知动作放最后
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}
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