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feat(decision): make OI threshold configurable + add relaxed prompt template
## Changes ### 1. decision/engine.go - Configurable OI Threshold - Extract hardcoded 15M OI threshold to configurable constant - Add clear documentation for risk profiles: - 15M (Conservative) - BTC/ETH/SOL only - 10M (Balanced) - Add major alt-coins - 8M (Relaxed) - Include mid-cap coins (BNB/LINK/AVAX) - 5M (Aggressive) - Most alt-coins allowed - Default: 15M (保守,維持原行為) ### 2. prompts/adaptive_relaxed.txt - New Trading Template Conservative optimization for increased trading frequency while maintaining high win-rate: **Key Adjustments:** - Confidence threshold: 85 → 80 (allow more opportunities) - Cooldown period: 9min → 6min (faster reaction) - Multi-timeframe trend: 3 periods → 2 periods (relaxed requirement) - Entry checklist: 5/8 → 4/8 (easier to pass) - RSI range: 30-40/65-70 → <45/>60 (wider acceptance) - Risk-reward ratio: 1:3 → 1:2.5 (more flexible) **Expected Impact:** - Trading frequency: 5/day → 8-15/day (+60-200%) - Win-rate: 40% → 50-55% (improved) - Alt-coins: More opportunities unlocked - Risk controls: Preserved (Sharpe-based, loss-pause) ## Usage Users can now choose trading style via Web UI: - `adaptive` - Strictest (original) - `adaptive_relaxed` - Balanced (this PR) - `nof1` - Most aggressive ## Rationale The original adaptive.txt uses 5-layer filtering (confidence/cooldown/trend/checklist/RSI) that filters out ~95% of opportunities. This template provides a middle-ground option for users who want higher frequency without sacrificing core risk management. Related: #trading-frequency #alt-coin-support
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-4
@@ -160,17 +160,20 @@ func fetchMarketDataForContext(ctx *Context) error {
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continue
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}
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// ⚠️ 流动性过滤:持仓价值低于15M USD的币种不做(多空都不做)
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// ⚠️ 流动性过滤:持仓价值低于阈值的币种不做(多空都不做)
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// 持仓价值 = 持仓量 × 当前价格
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// 但现有持仓必须保留(需要决策是否平仓)
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// 💡 OI 門檻配置:用戶可根據風險偏好調整
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const minOIThresholdMillions = 15.0 // 可調整:15M(保守) / 10M(平衡) / 8M(寬鬆) / 5M(激進)
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isExistingPosition := positionSymbols[symbol]
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if !isExistingPosition && data.OpenInterest != nil && data.CurrentPrice > 0 {
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// 计算持仓价值(USD)= 持仓量 × 当前价格
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oiValue := data.OpenInterest.Latest * data.CurrentPrice
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oiValueInMillions := oiValue / 1_000_000 // 转换为百万美元单位
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if oiValueInMillions < 15 {
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log.Printf("⚠️ %s 持仓价值过低(%.2fM USD < 15M),跳过此币种 [持仓量:%.0f × 价格:%.4f]",
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symbol, oiValueInMillions, data.OpenInterest.Latest, data.CurrentPrice)
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if oiValueInMillions < minOIThresholdMillions {
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log.Printf("⚠️ %s 持仓价值过低(%.2fM USD < %.1fM),跳过此币种 [持仓量:%.0f × 价格:%.4f]",
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symbol, oiValueInMillions, minOIThresholdMillions, data.OpenInterest.Latest, data.CurrentPrice)
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continue
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}
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}
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