mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 09:58:22 +08:00
feat: use OHLCV table format for kline data in AI prompts
- Add KlineBar struct with full OHLCV data and timestamp - Store complete kline data in TimeframeSeriesData.Klines - Format klines as readable table with Time, Open, High, Low, Close, Volume - Mark current (latest) bar for clarity - Use kline count from strategy config instead of hardcoded 10 - Keep MidPrices/Volume for backward compatibility - Update both market/data.go and decision/strategy_engine.go formatters
This commit is contained in:
tinkle-community
+58
-23
@@ -162,8 +162,8 @@ func GetWithTimeframes(symbol string, timeframes []string, primaryTimeframe stri
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primaryKlines = klines
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}
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// Calculate series data for this timeframe
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seriesData := calculateTimeframeSeries(klines, tf)
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// Calculate series data for this timeframe (use count from config)
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seriesData := calculateTimeframeSeries(klines, tf, count)
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timeframeData[tf] = seriesData
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}
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@@ -212,25 +212,41 @@ func GetWithTimeframes(symbol string, timeframes []string, primaryTimeframe stri
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}
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// calculateTimeframeSeries calculates series data for a single timeframe
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func calculateTimeframeSeries(klines []Kline, timeframe string) *TimeframeSeriesData {
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data := &TimeframeSeriesData{
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Timeframe: timeframe,
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MidPrices: make([]float64, 0, 10),
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EMA20Values: make([]float64, 0, 10),
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EMA50Values: make([]float64, 0, 10),
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MACDValues: make([]float64, 0, 10),
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RSI7Values: make([]float64, 0, 10),
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RSI14Values: make([]float64, 0, 10),
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Volume: make([]float64, 0, 10),
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func calculateTimeframeSeries(klines []Kline, timeframe string, count int) *TimeframeSeriesData {
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if count <= 0 {
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count = 10 // default
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}
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// Get latest 10 data points
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start := len(klines) - 10
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data := &TimeframeSeriesData{
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Timeframe: timeframe,
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Klines: make([]KlineBar, 0, count),
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MidPrices: make([]float64, 0, count),
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EMA20Values: make([]float64, 0, count),
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EMA50Values: make([]float64, 0, count),
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MACDValues: make([]float64, 0, count),
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RSI7Values: make([]float64, 0, count),
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RSI14Values: make([]float64, 0, count),
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Volume: make([]float64, 0, count),
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}
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// Get latest N data points based on count from config
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start := len(klines) - count
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if start < 0 {
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start = 0
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}
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for i := start; i < len(klines); i++ {
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// Store full OHLCV kline data
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data.Klines = append(data.Klines, KlineBar{
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Time: klines[i].OpenTime,
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Open: klines[i].Open,
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High: klines[i].High,
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Low: klines[i].Low,
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Close: klines[i].Close,
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Volume: klines[i].Volume,
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})
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// Keep MidPrices and Volume for backward compatibility
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data.MidPrices = append(data.MidPrices, klines[i].Close)
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data.Volume = append(data.Volume, klines[i].Volume)
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@@ -722,35 +738,54 @@ func Format(data *Data) string {
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// formatTimeframeData formats data for a single timeframe
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func formatTimeframeData(sb *strings.Builder, data *TimeframeSeriesData) {
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if len(data.MidPrices) > 0 {
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// Use OHLCV table format if kline data is available
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if len(data.Klines) > 0 {
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sb.WriteString("Time(UTC) Open High Low Close Volume\n")
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for i, k := range data.Klines {
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t := time.Unix(k.Time/1000, 0).UTC()
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timeStr := t.Format("01-02 15:04")
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marker := ""
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if i == len(data.Klines)-1 {
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marker = " <- current"
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}
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sb.WriteString(fmt.Sprintf("%-14s %-9.4f %-9.4f %-9.4f %-9.4f %-12.2f%s\n",
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timeStr, k.Open, k.High, k.Low, k.Close, k.Volume, marker))
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}
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sb.WriteString("\n")
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} else if len(data.MidPrices) > 0 {
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// Fallback to old format for backward compatibility
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sb.WriteString(fmt.Sprintf("Mid prices: %s\n\n", formatFloatSlice(data.MidPrices)))
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if len(data.Volume) > 0 {
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sb.WriteString(fmt.Sprintf("Volume: %s\n\n", formatFloatSlice(data.Volume)))
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}
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}
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// Technical indicators
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if len(data.EMA20Values) > 0 {
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sb.WriteString(fmt.Sprintf("EMA indicators (20‑period): %s\n\n", formatFloatSlice(data.EMA20Values)))
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sb.WriteString(fmt.Sprintf("EMA20: %s\n", formatFloatSlice(data.EMA20Values)))
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}
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if len(data.EMA50Values) > 0 {
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sb.WriteString(fmt.Sprintf("EMA indicators (50‑period): %s\n\n", formatFloatSlice(data.EMA50Values)))
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sb.WriteString(fmt.Sprintf("EMA50: %s\n", formatFloatSlice(data.EMA50Values)))
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}
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if len(data.MACDValues) > 0 {
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sb.WriteString(fmt.Sprintf("MACD indicators: %s\n\n", formatFloatSlice(data.MACDValues)))
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sb.WriteString(fmt.Sprintf("MACD: %s\n", formatFloatSlice(data.MACDValues)))
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}
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if len(data.RSI7Values) > 0 {
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sb.WriteString(fmt.Sprintf("RSI indicators (7‑Period): %s\n\n", formatFloatSlice(data.RSI7Values)))
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sb.WriteString(fmt.Sprintf("RSI7: %s\n", formatFloatSlice(data.RSI7Values)))
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}
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if len(data.RSI14Values) > 0 {
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sb.WriteString(fmt.Sprintf("RSI indicators (14‑Period): %s\n\n", formatFloatSlice(data.RSI14Values)))
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sb.WriteString(fmt.Sprintf("RSI14: %s\n", formatFloatSlice(data.RSI14Values)))
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}
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if len(data.Volume) > 0 {
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sb.WriteString(fmt.Sprintf("Volume: %s\n\n", formatFloatSlice(data.Volume)))
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if data.ATR14 > 0 {
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sb.WriteString(fmt.Sprintf("ATR14: %.4f\n", data.ATR14))
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}
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sb.WriteString(fmt.Sprintf("ATR (14‑period): %.3f\n\n", data.ATR14))
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sb.WriteString("\n")
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}
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// formatPriceWithDynamicPrecision dynamically selects precision based on price range
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+20
-9
@@ -19,17 +19,28 @@ type Data struct {
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TimeframeData map[string]*TimeframeSeriesData `json:"timeframe_data,omitempty"`
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}
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// KlineBar single kline bar with OHLCV data
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type KlineBar struct {
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Time int64 `json:"time"` // Unix timestamp in milliseconds
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Open float64 `json:"open"` // Open price
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High float64 `json:"high"` // High price
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Low float64 `json:"low"` // Low price
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Close float64 `json:"close"` // Close price
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Volume float64 `json:"volume"` // Volume
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}
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// TimeframeSeriesData series data for a single timeframe
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type TimeframeSeriesData struct {
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Timeframe string `json:"timeframe"` // Timeframe identifier, e.g. "5m", "15m", "1h"
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MidPrices []float64 `json:"mid_prices"` // Price series
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EMA20Values []float64 `json:"ema20_values"` // EMA20 series
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EMA50Values []float64 `json:"ema50_values"` // EMA50 series
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MACDValues []float64 `json:"macd_values"` // MACD series
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RSI7Values []float64 `json:"rsi7_values"` // RSI7 series
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RSI14Values []float64 `json:"rsi14_values"` // RSI14 series
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Volume []float64 `json:"volume"` // Volume series
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ATR14 float64 `json:"atr14"` // ATR14
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Timeframe string `json:"timeframe"` // Timeframe identifier, e.g. "5m", "15m", "1h"
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Klines []KlineBar `json:"klines"` // Full OHLCV kline data
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MidPrices []float64 `json:"mid_prices"` // Price series (deprecated, kept for compatibility)
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EMA20Values []float64 `json:"ema20_values"` // EMA20 series
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EMA50Values []float64 `json:"ema50_values"` // EMA50 series
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MACDValues []float64 `json:"macd_values"` // MACD series
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RSI7Values []float64 `json:"rsi7_values"` // RSI7 series
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RSI14Values []float64 `json:"rsi14_values"` // RSI14 series
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Volume []float64 `json:"volume"` // Volume series (deprecated, use Klines)
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ATR14 float64 `json:"atr14"` // ATR14
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}
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// OIData Open Interest data
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