mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 01:48:22 +08:00
feat: add trading stats to AI context and one-click deployment data clearing
- Add historical trading statistics to AI decision context with language detection - Remove win rate from metrics, focus on profit factor, sharpe ratio, win/loss ratio - Add option to clear trading data tables during one-click deployment - Add sqlite to Docker runtime for container-based data clearing
This commit is contained in:
tinkle-community
@@ -973,6 +973,67 @@ func (e *StrategyEngine) BuildUserPrompt(ctx *Context) string {
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sb.WriteString("\n")
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}
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// Historical trading statistics (helps AI understand past performance)
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if ctx.TradingStats != nil && ctx.TradingStats.TotalTrades > 0 {
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// Detect language from strategy config
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lang := detectLanguage(e.config.PromptSections.RoleDefinition)
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// Win/Loss ratio
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var winLossRatio float64
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if ctx.TradingStats.AvgLoss > 0 {
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winLossRatio = ctx.TradingStats.AvgWin / ctx.TradingStats.AvgLoss
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}
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if lang == LangChinese {
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sb.WriteString("## 历史交易统计\n")
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sb.WriteString(fmt.Sprintf("总交易: %d 笔 | 盈利因子: %.2f | 夏普比率: %.2f | 盈亏比: %.2f\n",
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ctx.TradingStats.TotalTrades,
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ctx.TradingStats.ProfitFactor,
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ctx.TradingStats.SharpeRatio,
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winLossRatio))
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sb.WriteString(fmt.Sprintf("总盈亏: %+.2f USDT | 平均盈利: +%.2f | 平均亏损: -%.2f | 最大回撤: %.1f%%\n",
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ctx.TradingStats.TotalPnL,
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ctx.TradingStats.AvgWin,
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ctx.TradingStats.AvgLoss,
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ctx.TradingStats.MaxDrawdownPct))
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// Performance hints based on profit factor, sharpe, and drawdown
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if ctx.TradingStats.ProfitFactor >= 1.5 && ctx.TradingStats.SharpeRatio >= 1 {
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sb.WriteString("表现: 良好 - 保持当前策略\n")
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} else if ctx.TradingStats.ProfitFactor < 1 {
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sb.WriteString("表现: 需改进 - 提高盈亏比，优化止盈止损\n")
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} else if ctx.TradingStats.MaxDrawdownPct > 30 {
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sb.WriteString("表现: 风险偏高 - 减少仓位，控制回撤\n")
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} else {
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sb.WriteString("表现: 正常 - 有优化空间\n")
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}
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} else {
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sb.WriteString("## Historical Trading Statistics\n")
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sb.WriteString(fmt.Sprintf("Total Trades: %d | Profit Factor: %.2f | Sharpe: %.2f | Win/Loss Ratio: %.2f\n",
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ctx.TradingStats.TotalTrades,
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ctx.TradingStats.ProfitFactor,
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ctx.TradingStats.SharpeRatio,
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winLossRatio))
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sb.WriteString(fmt.Sprintf("Total PnL: %+.2f USDT | Avg Win: +%.2f | Avg Loss: -%.2f | Max Drawdown: %.1f%%\n",
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ctx.TradingStats.TotalPnL,
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ctx.TradingStats.AvgWin,
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ctx.TradingStats.AvgLoss,
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ctx.TradingStats.MaxDrawdownPct))
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// Performance hints based on profit factor, sharpe, and drawdown
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if ctx.TradingStats.ProfitFactor >= 1.5 && ctx.TradingStats.SharpeRatio >= 1 {
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sb.WriteString("Performance: GOOD - maintain current strategy\n")
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} else if ctx.TradingStats.ProfitFactor < 1 {
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sb.WriteString("Performance: NEEDS IMPROVEMENT - improve win/loss ratio, optimize TP/SL\n")
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} else if ctx.TradingStats.MaxDrawdownPct > 30 {
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sb.WriteString("Performance: HIGH RISK - reduce position size, control drawdown\n")
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} else {
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sb.WriteString("Performance: NORMAL - room for optimization\n")
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}
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}
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sb.WriteString("\n")
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}
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// Position information
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if len(ctx.Positions) > 0 {
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sb.WriteString("## Current Positions\n")
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+132
-1
@@ -51,7 +51,16 @@ func formatContextData(ctx *Context, lang Language) string {
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sb.WriteString(formatAccountEN(ctx))
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}
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// 4. 最近交易记录
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// 4. 历史交易统计
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if ctx.TradingStats != nil && ctx.TradingStats.TotalTrades > 0 {
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if lang == LangChinese {
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sb.WriteString(formatTradingStatsZH(ctx.TradingStats))
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} else {
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sb.WriteString(formatTradingStatsEN(ctx.TradingStats))
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}
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}
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// 5. 最近交易记录
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if len(ctx.RecentOrders) > 0 {
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if lang == LangChinese {
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sb.WriteString(formatRecentTradesZH(ctx.RecentOrders))
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@@ -120,6 +129,67 @@ func formatAccountZH(ctx *Context) string {
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return sb.String()
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}
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// formatTradingStatsZH 格式化历史交易统计（中文）
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func formatTradingStatsZH(stats *TradingStats) string {
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var sb strings.Builder
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sb.WriteString("## 历史交易统计\n\n")
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// 盈亏比计算
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var winLossRatio float64
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if stats.AvgLoss > 0 {
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winLossRatio = stats.AvgWin / stats.AvgLoss
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}
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// 指标定义说明（去掉胜率，聚焦核心指标）
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sb.WriteString("**指标说明**:\n")
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sb.WriteString("- 盈利因子: 总盈利 ÷ 总亏损（>1表示盈利，>1.5为良好，>2为优秀）\n")
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sb.WriteString("- 夏普比率: (平均收益 - 无风险收益) ÷ 收益标准差（>1良好，>2优秀）\n")
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sb.WriteString("- 盈亏比: 平均盈利 ÷ 平均亏损（>1.5为良好，>2为优秀）\n")
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sb.WriteString("- 最大回撤: 资金曲线从峰值到谷底的最大跌幅（<20%为低风险）\n\n")
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// 数据值
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sb.WriteString("**当前数据**:\n")
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sb.WriteString(fmt.Sprintf("- 总交易: %d 笔\n", stats.TotalTrades))
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sb.WriteString(fmt.Sprintf("- 盈利因子: %.2f\n", stats.ProfitFactor))
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sb.WriteString(fmt.Sprintf("- 夏普比率: %.2f\n", stats.SharpeRatio))
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sb.WriteString(fmt.Sprintf("- 盈亏比: %.2f\n", winLossRatio))
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sb.WriteString(fmt.Sprintf("- 总盈亏: %+.2f USDT\n", stats.TotalPnL))
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sb.WriteString(fmt.Sprintf("- 平均盈利: +%.2f USDT\n", stats.AvgWin))
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sb.WriteString(fmt.Sprintf("- 平均亏损: -%.2f USDT\n", stats.AvgLoss))
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sb.WriteString(fmt.Sprintf("- 最大回撤: %.1f%%\n\n", stats.MaxDrawdownPct))
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// 综合分析和决策建议
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sb.WriteString("**决策参考**:\n")
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// 根据统计数据给出具体建议
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if stats.TotalTrades < 10 {
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sb.WriteString("- 样本量较小（<10笔），统计结果参考意义有限\n")
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}
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if stats.ProfitFactor >= 1.5 && stats.SharpeRatio >= 1 {
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sb.WriteString("- 📈 表现良好: 可以维持当前策略风格\n")
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} else if stats.ProfitFactor >= 1.0 {
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sb.WriteString("- 📊 表现正常: 策略可行但有优化空间\n")
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}
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if stats.ProfitFactor < 1.0 {
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sb.WriteString("- ⚠️ 盈利因子<1: 亏损大于盈利，需要提高盈亏比，优化止盈止损\n")
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}
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if winLossRatio > 0 && winLossRatio < 1.5 {
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sb.WriteString("- ⚠️ 盈亏比偏低: 建议让利润奔跑，提高止盈目标\n")
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}
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if stats.MaxDrawdownPct > 30 {
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sb.WriteString("- ⚠️ 最大回撤过高: 建议降低仓位大小控制风险\n")
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} else if stats.MaxDrawdownPct < 10 {
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sb.WriteString("- ✅ 回撤控制良好: 风险管理有效\n")
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}
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sb.WriteString("\n")
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return sb.String()
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}
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// formatRecentTradesZH 格式化最近交易（中文）
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func formatRecentTradesZH(orders []RecentOrder) string {
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var sb strings.Builder
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@@ -333,6 +403,67 @@ func formatAccountEN(ctx *Context) string {
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return sb.String()
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}
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// formatTradingStatsEN 格式化历史交易统计（英文）
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func formatTradingStatsEN(stats *TradingStats) string {
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var sb strings.Builder
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sb.WriteString("## Historical Trading Statistics\n\n")
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// Win/Loss ratio calculation
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var winLossRatio float64
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if stats.AvgLoss > 0 {
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winLossRatio = stats.AvgWin / stats.AvgLoss
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}
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// Metric definitions (focus on core metrics, remove win rate)
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sb.WriteString("**Metric Definitions**:\n")
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sb.WriteString("- Profit Factor: Total profits ÷ Total losses (>1 = profitable, >1.5 = good, >2 = excellent)\n")
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sb.WriteString("- Sharpe Ratio: (Avg return - Risk-free rate) ÷ Std dev of returns (>1 = good, >2 = excellent)\n")
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sb.WriteString("- Win/Loss Ratio: Avg win ÷ Avg loss (>1.5 = good, >2 = excellent)\n")
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sb.WriteString("- Max Drawdown: Largest peak-to-trough decline in equity curve (<20% = low risk)\n\n")
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// Data values
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sb.WriteString("**Current Data**:\n")
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sb.WriteString(fmt.Sprintf("- Total Trades: %d\n", stats.TotalTrades))
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sb.WriteString(fmt.Sprintf("- Profit Factor: %.2f\n", stats.ProfitFactor))
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sb.WriteString(fmt.Sprintf("- Sharpe Ratio: %.2f\n", stats.SharpeRatio))
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sb.WriteString(fmt.Sprintf("- Win/Loss Ratio: %.2f\n", winLossRatio))
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sb.WriteString(fmt.Sprintf("- Total PnL: %+.2f USDT\n", stats.TotalPnL))
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sb.WriteString(fmt.Sprintf("- Avg Win: +%.2f USDT\n", stats.AvgWin))
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sb.WriteString(fmt.Sprintf("- Avg Loss: -%.2f USDT\n", stats.AvgLoss))
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sb.WriteString(fmt.Sprintf("- Max Drawdown: %.1f%%\n\n", stats.MaxDrawdownPct))
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// Analysis and decision guidance
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sb.WriteString("**Decision Guidance**:\n")
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// Specific recommendations based on stats
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if stats.TotalTrades < 10 {
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sb.WriteString("- Small sample size (<10 trades), statistics have limited significance\n")
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}
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if stats.ProfitFactor >= 1.5 && stats.SharpeRatio >= 1 {
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sb.WriteString("- 📈 Good performance: Maintain current strategy approach\n")
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} else if stats.ProfitFactor >= 1.0 {
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sb.WriteString("- 📊 Normal performance: Strategy viable but has room for optimization\n")
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}
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if stats.ProfitFactor < 1.0 {
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sb.WriteString("- ⚠️ Profit factor <1: Losses exceed profits, improve win/loss ratio, optimize TP/SL\n")
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}
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if winLossRatio > 0 && winLossRatio < 1.5 {
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sb.WriteString("- ⚠️ Low win/loss ratio: Let profits run, increase take-profit targets\n")
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}
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if stats.MaxDrawdownPct > 30 {
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sb.WriteString("- ⚠️ High max drawdown: Consider reducing position sizes to control risk\n")
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} else if stats.MaxDrawdownPct < 10 {
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sb.WriteString("- ✅ Good drawdown control: Risk management is effective\n")
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}
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sb.WriteString("\n")
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return sb.String()
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}
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// formatRecentTradesEN 格式化最近交易（英文）
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func formatRecentTradesEN(orders []RecentOrder) string {
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var sb strings.Builder
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@@ -56,7 +56,7 @@ RUN CGO_ENABLED=1 GOOS=linux \
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# ──────────────────────────────────────────────────────────────
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FROM alpine:${ALPINE_VERSION}
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RUN apk update && apk add --no-cache ca-certificates tzdata
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RUN apk update && apk add --no-cache ca-certificates tzdata sqlite
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COPY --from=ta-lib-builder /usr/local /usr/local
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WORKDIR /app
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+56
@@ -128,6 +128,38 @@ pull_images() {
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echo -e "${GREEN}✓ Images pulled${NC}"
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}
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# Ask user if they want to clear trading data
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ask_clear_trading_data() {
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local db_file="data/data.db"
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# Only ask if database file exists
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if [ ! -f "$db_file" ]; then
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CLEAR_TRADING_DATA="no"
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return 0
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fi
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echo ""
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echo -e "${YELLOW}═══════════════════════════════════════════════════════════════${NC}"
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echo -e "${YELLOW}Do you want to clear trading data? (orders, fills, positions)${NC}"
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echo -e "${BLUE} • trader_orders (Order records)${NC}"
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echo -e "${BLUE} • trader_fills (Fill/execution records)${NC}"
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echo -e "${BLUE} • trader_positions (Position records)${NC}"
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echo -e "${YELLOW}═══════════════════════════════════════════════════════════════${NC}"
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echo ""
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echo -e "${BLUE}Type 'yes' to clear tables, press Enter or any other input to skip${NC}"
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echo -n "Input: "
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read -r confirm
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if [ "$confirm" == "yes" ]; then
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CLEAR_TRADING_DATA="yes"
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echo -e "${YELLOW}Trading data will be cleared after services start...${NC}"
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else
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CLEAR_TRADING_DATA="no"
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echo -e "${BLUE}Skipping data clear${NC}"
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fi
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echo ""
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}
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# Start services
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start_services() {
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echo -e "${YELLOW}Starting NOFX services...${NC}"
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@@ -135,6 +167,28 @@ start_services() {
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echo -e "${GREEN}✓ Services started${NC}"
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}
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# Clear trading data via container (called after services are ready)
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clear_trading_data() {
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if [ "$CLEAR_TRADING_DATA" != "yes" ]; then
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return 0
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fi
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echo -e "${YELLOW}Clearing trading data tables via container...${NC}"
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# Wait a moment for database to be ready
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sleep 2
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# Execute SQL to clear tables via docker exec
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$COMPOSE_CMD exec -T backend sh -c "sqlite3 /app/data/data.db 'DELETE FROM trader_fills; DELETE FROM trader_orders; DELETE FROM trader_positions;'" 2>/dev/null
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if [ $? -eq 0 ]; then
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echo -e "${GREEN}✓ Trading data tables cleared${NC}"
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else
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echo -e "${RED}Failed to clear trading data. You can manually run:${NC}"
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echo -e "${BLUE} $COMPOSE_CMD exec backend sqlite3 /app/data/data.db 'DELETE FROM trader_fills; DELETE FROM trader_orders; DELETE FROM trader_positions;'${NC}"
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fi
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}
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# Wait for services
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wait_for_services() {
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echo -e "${YELLOW}Waiting for services to be ready...${NC}"
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@@ -224,8 +278,10 @@ main() {
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download_files
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generate_env
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pull_images
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ask_clear_trading_data
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start_services
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wait_for_services
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clear_trading_data
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print_success
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}
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@@ -469,6 +469,15 @@ func (s *PositionStore) GetPositionStats(traderID string) (map[string]interface{
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func (s *PositionStore) GetFullStats(traderID string) (*TraderStats, error) {
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stats := &TraderStats{}
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// First check how many rows exist
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var count int
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if err := s.db.QueryRow(`SELECT COUNT(*) FROM trader_positions WHERE trader_id = ? AND status = 'CLOSED'`, traderID).Scan(&count); err == nil {
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if count == 0 {
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// No closed positions, return empty stats
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return stats, nil
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}
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}
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// Query all closed positions
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rows, err := s.db.Query(`
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SELECT realized_pnl, fee, exit_time
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@@ -866,6 +866,28 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
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})
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}
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}
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// Get trading statistics for AI context
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stats, err := at.store.Position().GetFullStats(at.id)
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if err != nil {
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logger.Infof("⚠️ [%s] Failed to get trading stats: %v", at.name, err)
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} else if stats == nil {
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logger.Infof("⚠️ [%s] GetFullStats returned nil", at.name)
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} else if stats.TotalTrades == 0 {
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logger.Infof("⚠️ [%s] GetFullStats returned 0 trades (traderID=%s)", at.name, at.id)
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} else {
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ctx.TradingStats = &decision.TradingStats{
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TotalTrades: stats.TotalTrades,
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WinRate: stats.WinRate,
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ProfitFactor: stats.ProfitFactor,
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SharpeRatio: stats.SharpeRatio,
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TotalPnL: stats.TotalPnL,
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AvgWin: stats.AvgWin,
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AvgLoss: stats.AvgLoss,
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MaxDrawdownPct: stats.MaxDrawdownPct,
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}
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logger.Infof("📈 [%s] Trading stats: %d trades, %.1f%% win rate, PF=%.2f, Sharpe=%.2f, DD=%.1f%%",
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at.name, stats.TotalTrades, stats.WinRate, stats.ProfitFactor, stats.SharpeRatio, stats.MaxDrawdownPct)
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}
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} else {
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logger.Infof("⚠️ [%s] Store is nil, cannot get recent trades", at.name)
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}
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