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Refactor: Improve AI decision system and Sharpe ratio calculation

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Major improvements:
- Use period-level Sharpe ratio (range -2 to +2) instead of annualized
- Save full user prompt in decision logs for debugging
- Format complete market data (3m + 4h candles) for AI analysis
- Prevent position stacking with duplicate position checks
- Update Sharpe ratio interpretation thresholds
Market data enhancements:
- Display full technical indicators in user prompt
- Include 3-minute and 4-hour timeframe data
- Add OI (Open Interest) change and funding rate signals
Risk control:
- Block opening duplicate positions (same symbol + direction)
- Suggest close action first before opening new position
- Prevent margin usage from exceeding limits
UI improvements:
- Update multi-language translations
- Refine AI learning dashboard display
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
This commit is contained in:
tinkle-community
2025-10-29 04:44:17 +08:00
parent d2ccf516a1
commit ceaedca253
6 changed files with 104 additions and 461 deletions
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market/ai_decision_engine.go
+70 -377
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@@ -78,9 +78,10 @@ type TradingDecision struct {
// AIFullDecision AI的完整决策（包含思维链）
type AIFullDecision struct {
CoTTrace string `json:"cot_trace"` // 思维链分析
Decisions []TradingDecision `json:"decisions"` // 具体决策列表
Timestamp time.Time `json:"timestamp"`
UserPrompt string `json:"user_prompt"` // 发送给AI的输入prompt
CoTTrace string `json:"cot_trace"` // 思维链分析（AI输出）
Decisions []TradingDecision `json:"decisions"` // 具体决策列表
Timestamp time.Time `json:"timestamp"`
}
// GetFullTradingDecision 获取AI的完整交易决策（批量分析所有币种和持仓）
@@ -107,6 +108,7 @@ func GetFullTradingDecision(ctx *TradingContext) (*AIFullDecision, error) {
}
decision.Timestamp = time.Now()
decision.UserPrompt = userPrompt // 保存输入prompt
return decision, nil
}
@@ -202,17 +204,12 @@ func buildSystemPrompt(accountEquity float64) string {
// 自我进化核心
sb.WriteString("## 🧬 自我进化机制\n")
sb.WriteString("每次调用你都会收到**夏普比率**作为你的业绩指标：\n\n")
sb.WriteString("**夏普比率解读**：\n")
sb.WriteString("- < 0：平均亏损 → 🔴 极度保守策略\n")
sb.WriteString("- 0-1：正收益但波动大 → 🟡 保守策略\n")
sb.WriteString("- 1-2：良好表现 → 🟢 维持当前策略\n")
sb.WriteString("- > 2：优异表现 → 🟢 可适度扩大\n\n")
sb.WriteString("**关键要求**: 严格遵循历史表现反馈中的「自适应行为建议」，根据夏普比率动态调整：\n")
sb.WriteString("- 仓位大小（夏普比率低时减仓）\n")
sb.WriteString("- 止损幅度（夏普比率低时收紧）\n")
sb.WriteString("- 选币标准（夏普比率低时提高信心度阈值）\n")
sb.WriteString("- 持仓数量（夏普比率低时减少持仓数）\n\n")
sb.WriteString("每次调用你都会收到**夏普比率**作为你的业绩指标（周期级别，非年化）：\n\n")
sb.WriteString("**夏普比率解读**（正常范围 -2 到 +2）：\n")
sb.WriteString("- < -0.5：持续亏损 → 🔴 极度保守策略（减仓、收紧止损、减少持仓数）\n")
sb.WriteString("- -0.5 到 0：轻微亏损 → 🟡 优化策略（保守仓位、提高选币标准）\n")
sb.WriteString("- 0 到 0.7：正收益 → 🟢 维持/优化当前策略\n")
sb.WriteString("- > 0.7：优异表现 → 🟢 可适度扩大仓位\n\n")
// 仓位管理规则
sb.WriteString("## 仓位管理\n")
@@ -226,12 +223,10 @@ func buildSystemPrompt(accountEquity float64) string {
// 决策流程
sb.WriteString("## 决策流程\n")
sb.WriteString("1. **检查夏普比率**：首先查看历史表现反馈中的夏普比率，理解当前策略效果\n")
sb.WriteString("2. **应用自适应建议**：严格遵循自适应行为建议中的仓位、止损、选币要求\n")
sb.WriteString("3. **反思历史**：分析之前交易的得失，找出可改进点\n")
sb.WriteString("4. **评估持仓**：根据自适应建议决定平仓/持有\n")
sb.WriteString("5. **寻找机会**：按照调整后的标准筛选机会\n")
sb.WriteString("6. **执行决策**：使用调整后的仓位大小和风险参数\n\n")
sb.WriteString("1. **检查夏普比率**：理解当前策略效果，根据夏普比率调整策略\n")
sb.WriteString("2. **评估持仓**：决定平仓/持有\n")
sb.WriteString("3. **寻找机会**：筛选候选币种\n")
sb.WriteString("4. **执行决策**：输出思维链和JSON决策\n\n")
// JSON 输出格式
sb.WriteString("## 输出格式\n\n")
@@ -279,27 +274,27 @@ func buildUserPrompt(ctx *TradingContext) string {
ctx.Account.MarginUsedPct,
ctx.Account.PositionCount))
// 持仓
// 持仓（完整市场数据）
if len(ctx.Positions) > 0 {
sb.WriteString("## 当前持仓\n")
for i, pos := range ctx.Positions {
sb.WriteString(fmt.Sprintf("%d. %s %s | %.4f→%.4f | %+.2f%% | 保证金%.0f\n",
sb.WriteString(fmt.Sprintf("%d. %s %s | 入场价%.4f 当前价%.4f | 盈亏%+.2f%% | 杠杆%dx | 保证金%.0f | 强平价%.4f\n\n",
i+1, pos.Symbol, strings.ToUpper(pos.Side),
pos.EntryPrice, pos.MarkPrice, pos.UnrealizedPnLPct, pos.MarginUsed))
pos.EntryPrice, pos.MarkPrice, pos.UnrealizedPnLPct,
pos.Leverage, pos.MarginUsed, pos.LiquidationPrice))
// 使用FormatMarketData输出完整市场数据
if marketData, ok := ctx.MarketDataMap[pos.Symbol]; ok {
sb.WriteString(fmt.Sprintf(" MACD:%.4f RSI:%.2f EMA20:%.4f 资金费率:%.6f\n",
marketData.CurrentMACD, marketData.CurrentRSI7,
marketData.CurrentEMA20, marketData.FundingRate))
sb.WriteString(FormatMarketData(marketData))
sb.WriteString("\n")
}
}
sb.WriteString("\n")
} else {
sb.WriteString("**当前持仓**: 无\n\n")
}
// 候选币种（简化版）
sb.WriteString(fmt.Sprintf("## 候选币种 (%d个)\n", len(ctx.MarketDataMap)))
// 候选币种（完整市场数据）
sb.WriteString(fmt.Sprintf("## 候选币种 (%d个)\n\n", len(ctx.MarketDataMap)))
displayedCount := 0
for _, coin := range ctx.CandidateCoins {
marketData, hasData := ctx.MarketDataMap[coin.Symbol]
@@ -307,25 +302,33 @@ func buildUserPrompt(ctx *TradingContext) string {
continue
}
displayedCount++
if displayedCount > 10 { // 只显示前10个
break
}
sourceTags := ""
if len(coin.Sources) > 1 {
sourceTags = "⭐"
sourceTags = " (AI500+OI_Top双重信号)"
} else if len(coin.Sources) == 1 && coin.Sources[0] == "oi_top" {
sourceTags = " (OI_Top持仓增长)"
}
sb.WriteString(fmt.Sprintf("%d. %s%s: %.4f (1h:%+.2f%%) MACD:%.4f RSI:%.2f\n",
displayedCount, coin.Symbol, sourceTags,
marketData.CurrentPrice, marketData.PriceChange1h,
marketData.CurrentMACD, marketData.CurrentRSI7))
// 使用FormatMarketData输出完整市场数据
sb.WriteString(fmt.Sprintf("### %d. %s%s\n\n", displayedCount, coin.Symbol, sourceTags))
sb.WriteString(FormatMarketData(marketData))
sb.WriteString("\n")
}
sb.WriteString("\n")
// 历史反馈
// 夏普比率（直接传值，不要复杂格式化）
if ctx.Performance != nil {
sb.WriteString(formatPerformanceFeedback(ctx.Performance, ctx.Account.TotalEquity))
// 直接从interface{}中提取SharpeRatio
type PerformanceData struct {
SharpeRatio float64 `json:"sharpe_ratio"`
}
var perfData PerformanceData
if jsonData, err := json.Marshal(ctx.Performance); err == nil {
if err := json.Unmarshal(jsonData, &perfData); err == nil {
sb.WriteString(fmt.Sprintf("## 📊 夏普比率: %.2f\n\n", perfData.SharpeRatio))
}
}
}
sb.WriteString("---\n\n")
@@ -334,331 +337,6 @@ func buildUserPrompt(ctx *TradingContext) string {
return sb.String()
}
// buildFullDecisionPrompt 构建完整的AI决策提示（兼容旧代码，已废弃）
func buildFullDecisionPrompt(ctx *TradingContext) string {
var sb strings.Builder
sb.WriteString("# 🤖 加密货币交易AI竞赛系统\n\n")
sb.WriteString("你是专业的加密货币交易AI，根据市场数据自主决策，做多做空均可。\n\n")
// 添加BTC市场趋势
sb.WriteString("## 🌍 BTC市场趋势\n")
if btcData, hasBTC := ctx.MarketDataMap["BTCUSDT"]; hasBTC {
sb.WriteString(fmt.Sprintf("- 价格: %.2f | 1h: %+.2f%% | 4h: %+.2f%%\n",
btcData.CurrentPrice, btcData.PriceChange1h, btcData.PriceChange4h))
sb.WriteString(fmt.Sprintf("- MACD: %.4f | RSI: %.2f | 资金费率: %.6f\n\n",
btcData.CurrentMACD, btcData.CurrentRSI7, btcData.FundingRate))
} else {
sb.WriteString("BTC数据暂无\n\n")
}
// 系统状态
sb.WriteString("## 📊 系统状态\n")
sb.WriteString(fmt.Sprintf("- **当前时间**: %s\n", ctx.CurrentTime))
sb.WriteString(fmt.Sprintf("- **运行时长**: %d 分钟\n", ctx.RuntimeMinutes))
sb.WriteString(fmt.Sprintf("- **调用次数**: 第 %d 次\n\n", ctx.CallCount))
// 账户信息
sb.WriteString("## 💰 账户信息\n")
sb.WriteString(fmt.Sprintf("- **账户净值**: %.2f USDT\n", ctx.Account.TotalEquity))
sb.WriteString(fmt.Sprintf("- **可用余额**: %.2f USDT (%.1f%%)\n",
ctx.Account.AvailableBalance,
(ctx.Account.AvailableBalance/ctx.Account.TotalEquity)*100))
sb.WriteString(fmt.Sprintf("- **总盈亏**: %.2f USDT (%+.2f%%)\n",
ctx.Account.TotalPnL, ctx.Account.TotalPnLPct))
sb.WriteString(fmt.Sprintf("- **已用保证金**: %.2f USDT (%.1f%%)\n",
ctx.Account.MarginUsed, ctx.Account.MarginUsedPct))
sb.WriteString(fmt.Sprintf("- **持仓数量**: %d\n\n", ctx.Account.PositionCount))
// 当前持仓详情
if len(ctx.Positions) > 0 {
sb.WriteString("## 📈 当前持仓\n")
for i, pos := range ctx.Positions {
sb.WriteString(fmt.Sprintf("\n### 持仓 #%d: %s %s\n", i+1, pos.Symbol, strings.ToUpper(pos.Side)))
sb.WriteString(fmt.Sprintf("- **入场价**: %.4f USDT\n", pos.EntryPrice))
sb.WriteString(fmt.Sprintf("- **当前价**: %.4f USDT\n", pos.MarkPrice))
sb.WriteString(fmt.Sprintf("- **数量**: %.4f\n", pos.Quantity))
sb.WriteString(fmt.Sprintf("- **杠杆**: %dx\n", pos.Leverage))
sb.WriteString(fmt.Sprintf("- **未实现盈亏**: %.2f USDT (%+.2f%%)\n",
pos.UnrealizedPnL, pos.UnrealizedPnLPct))
sb.WriteString(fmt.Sprintf("- **强平价**: %.4f USDT\n", pos.LiquidationPrice))
sb.WriteString(fmt.Sprintf("- **占用保证金**: %.2f USDT\n", pos.MarginUsed))
// 添加市场数据
if marketData, ok := ctx.MarketDataMap[pos.Symbol]; ok {
sb.WriteString(formatMarketDataBrief(marketData))
}
}
sb.WriteString("\n")
} else {
sb.WriteString("## 📈 当前持仓\n")
sb.WriteString("暂无持仓\n\n")
}
// 候选币种池
sb.WriteString("## 🎯 候选币种池\n")
sb.WriteString(fmt.Sprintf("共 %d 个币种（已过滤持仓价值<15M USD的低流动性币种）\n\n", len(ctx.MarketDataMap)))
displayedCount := 0
for _, coin := range ctx.CandidateCoins {
// 只显示已获取市场数据的币种
marketData, hasData := ctx.MarketDataMap[coin.Symbol]
if !hasData {
continue
}
displayedCount++
// 显示币种来源标签 - 使用圆括号避免与JSON混淆
sourceTags := ""
hasAI500 := false
hasOITop := false
for _, source := range coin.Sources {
if source == "ai500" {
hasAI500 = true
} else if source == "oi_top" {
hasOITop = true
}
}
if hasAI500 && hasOITop {
sourceTags = "(AI500+OI_Top双重信号)"
} else if hasAI500 {
sourceTags = "(AI500高评分)"
} else if hasOITop {
sourceTags = "(OI_Top持仓增长)"
}
sb.WriteString(fmt.Sprintf("\n### 币种 #%d: %s %s\n", displayedCount, coin.Symbol, sourceTags))
sb.WriteString(formatMarketDataBrief(marketData))
// 如果有OI Top数据，也显示出来
if oiTopData, hasOI := ctx.OITopDataMap[coin.Symbol]; hasOI {
sb.WriteString(fmt.Sprintf("**市场热度数据** (OI Top排名 #%d):\n", oiTopData.Rank))
sb.WriteString(fmt.Sprintf(" - 持仓量1h变化: %+.2f%% (价值: $%.0f)\n",
oiTopData.OIDeltaPercent, oiTopData.OIDeltaValue))
sb.WriteString(fmt.Sprintf(" - 价格1h变化: %+.2f%% | 净多仓: %.0f | 净空仓: %.0f\n",
oiTopData.PriceDeltaPercent, oiTopData.NetLong, oiTopData.NetShort))
}
}
// 添加历史表现反馈（如果有）
if ctx.Performance != nil {
sb.WriteString(formatPerformanceFeedback(ctx.Performance, ctx.Account.TotalEquity))
}
// AI决策要求
sb.WriteString("## 🎯 任务\n\n")
sb.WriteString("分析市场数据，自主决策：\n")
sb.WriteString("1. **如有历史数据，先进行自我反思**：回顾之前的交易，总结经验教训\n")
sb.WriteString("2. 评估现有持仓 → 持有或平仓\n")
sb.WriteString(fmt.Sprintf("3. 从%d个候选币种中找交易机会\n", len(ctx.MarketDataMap)))
sb.WriteString("4. 开新仓（如果有机会）\n\n")
sb.WriteString("## 📋 规则 - **重要：集中资金，精选标的**\n\n")
sb.WriteString("### 🎯 仓位管理（核心规则）\n")
sb.WriteString("1. **最大持仓数量**: 同时最多持有 **3个币种**（质量 > 数量）\n")
sb.WriteString("2. **单个仓位大小**: \n")
sb.WriteString(fmt.Sprintf(" - 山寨币: %.0f-%.0f USDT（推荐%.0f USDT）\n",
ctx.Account.TotalEquity*0.8, ctx.Account.TotalEquity*1.5, ctx.Account.TotalEquity*1.2))
sb.WriteString(fmt.Sprintf(" - BTC/ETH: %.0f-%.0f USDT（推荐%.0f USDT）\n",
ctx.Account.TotalEquity*3, ctx.Account.TotalEquity*10, ctx.Account.TotalEquity*5))
sb.WriteString("3. **杠杆**: 山寨币=20倍 | BTC/ETH=50倍\n")
sb.WriteString("4. **保证金上限**: 总使用率≤90%%\n")
sb.WriteString("5. **风险回报比**: ≥1:2\n\n")
sb.WriteString("### ⚠️ 仓位策略\n")
sb.WriteString("- **集中火力**: 宁可持有1-2个大仓位，也不要持有5-6个小仓位\n")
sb.WriteString("- **严格筛选**: 只做最有把握的机会，不确定的机会宁可不做\n")
sb.WriteString("- **快速止损**: 亏损超过2%%立即止损，不要让小亏变大亏\n")
sb.WriteString("- **及时止盈**: 盈利达到目标立即止盈，落袋为安\n\n")
sb.WriteString("### 📤 输出格式\n\n")
sb.WriteString("先输出思维链分析(纯文本)，然后输出JSON数组：\n\n")
sb.WriteString("**思维链分析**:\n")
sb.WriteString("1. **历史经验反思**（如有历史数据）: 回顾表现，总结教训，是否仓位太分散？\n")
sb.WriteString("2. **市场分析**: 分析BTC趋势和当前持仓\n")
sb.WriteString("3. **仓位检查**: 当前持仓数量是否>3个？如果是，平掉表现差的，集中资金\n")
sb.WriteString("4. **机会识别**: 从候选币种中找1-2个最好的机会（不是3-5个）\n")
sb.WriteString("5. **仓位大小**: 确保单个仓位足够大（山寨币1200+ USDT，BTC 5000+ USDT）\n")
sb.WriteString("6. **风险控制**: 检查账户保证金和仓位限制\n")
sb.WriteString("7. **最终决策摘要**: 列出所有决策（最多3个币种持仓）\n\n")
sb.WriteString("---\n\n")
sb.WriteString("**JSON决策数组** (按此格式输出):\n")
sb.WriteString("[\n")
sb.WriteString(fmt.Sprintf(" {\"symbol\": \"BTCUSDT\", \"action\": \"open_long\", \"leverage\": 50, \"position_size_usd\": %.0f, \"stop_loss\": 92000, \"take_profit\": 98000, \"reasoning\": \"强势突破，集中资金\"},\n", ctx.Account.TotalEquity*5))
sb.WriteString(fmt.Sprintf(" {\"symbol\": \"SOLUSDT\", \"action\": \"open_long\", \"leverage\": 20, \"position_size_usd\": %.0f, \"stop_loss\": 180, \"take_profit\": 200, \"reasoning\": \"技术面强势\"}\n", ctx.Account.TotalEquity*1.2))
sb.WriteString("]\n\n")
sb.WriteString("action类型: open_long | open_short | close_long | close_short | hold | wait\n")
sb.WriteString("开仓必填: leverage, position_size_usd, stop_loss, take_profit\n\n")
sb.WriteString("### 📝 完整示例（集中资金策略）\n\n")
// 示例仓位：集中资金策略
btcSize := ctx.Account.TotalEquity * 5 // BTC：5倍净值（推荐值）
sb.WriteString("【历史经验反思】\n")
sb.WriteString("回顾最近10笔交易：仓位太分散，同时持有5个币种但单个仓位太小，赚不到钱。\n")
sb.WriteString("SOLUSDT做多3次，2次小盈1次止损，净盈利很少。决策：应该用更大仓位做确定性高的机会。\n")
sb.WriteString("BTCUSDT做多2次，1胜1负，但因为仓位太小，盈利不明显。\n")
sb.WriteString("**改进策略**: 集中资金在1-2个最有把握的币种，加大仓位。\n\n")
sb.WriteString("【市场分析】\n")
sb.WriteString("BTC突破95000，MACD金叉，RSI 65，趋势强势。\n")
sb.WriteString("当前持有ETHUSDT（小仓位+0.8%）、SOLUSDT（小仓位-0.3%）、LINKUSDT（小仓位+0.2%）→ 太分散！\n")
sb.WriteString("决定：平掉所有小仓位，集中资金做BTC大仓位。\n\n")
sb.WriteString("【最终决策】平掉3个小仓位，集中5000 USDT做BTC多头（仓位是之前的3倍+）。\n\n")
sb.WriteString("---\n\n")
sb.WriteString("[\n")
sb.WriteString(" {\"symbol\": \"ETHUSDT\", \"action\": \"close_long\", \"reasoning\": \"小仓位盈利太少，释放资金\"},\n")
sb.WriteString(" {\"symbol\": \"SOLUSDT\", \"action\": \"close_long\", \"reasoning\": \"小亏损，释放资金\"},\n")
sb.WriteString(" {\"symbol\": \"LINKUSDT\", \"action\": \"close_long\", \"reasoning\": \"小仓位盈利太少，释放资金\"},\n")
sb.WriteString(fmt.Sprintf(" {\"symbol\": \"BTCUSDT\", \"action\": \"open_long\", \"leverage\": 50, \"position_size_usd\": %.0f, \"stop_loss\": 92000, \"take_profit\": 98000, \"reasoning\": \"强势突破，集中资金做大仓位\"}\n", btcSize))
sb.WriteString("]\n\n")
sb.WriteString("**说明**: 这样只持有1个BTC大仓位，盈利空间是之前的3倍+，止损也更清晰。\n\n")
sb.WriteString("现在请开始分析并给出你的决策！\n")
return sb.String()
}
// formatPerformanceFeedback 格式化历史表现反馈
// accountEquity 参数用于计算自适应建议
func formatPerformanceFeedback(perfInterface interface{}, accountEquity float64) string {
// 类型断言（避免循环依赖，使用interface{}）
type TradeOutcome struct {
Symbol string
Side string
OpenPrice float64
ClosePrice float64
PnL float64
PnLPct float64
Duration string
}
type SymbolPerformance struct {
Symbol string
TotalTrades int
WinningTrades int
LosingTrades int
WinRate float64
TotalPnL float64
AvgPnL float64
}
type PerformanceAnalysis struct {
TotalTrades int
WinningTrades int
LosingTrades int
WinRate float64
AvgWin float64
AvgLoss float64
ProfitFactor float64
SharpeRatio float64
RecentTrades []TradeOutcome
SymbolStats map[string]*SymbolPerformance
BestSymbol string
WorstSymbol string
}
// 使用JSON转换进行类型转换（避免直接类型断言）
jsonData, _ := json.Marshal(perfInterface)
var perf PerformanceAnalysis
if err := json.Unmarshal(jsonData, &perf); err != nil {
return ""
}
var sb strings.Builder
sb.WriteString("## 📊 历史表现反馈\n\n")
// 夏普比率（风险调整后收益）- 即使没有完成交易也要显示！
if perf.SharpeRatio != 0 {
sharpeStatus := interpretSharpeRatio(perf.SharpeRatio)
sb.WriteString(fmt.Sprintf("**夏普比率**: %.2f (%s)\n\n", perf.SharpeRatio, sharpeStatus))
}
if perf.TotalTrades == 0 {
sb.WriteString("暂无已完成交易（仅基于账户净值变化计算夏普比率）\n\n")
// ⚠️ 不要提前返回！继续显示自适应建议
} else {
// 整体统计（有已完成交易时才显示）
sb.WriteString("### 整体表现\n")
sb.WriteString(fmt.Sprintf("- **总交易数**: %d 笔 (盈利: %d | 亏损: %d)\n",
perf.TotalTrades, perf.WinningTrades, perf.LosingTrades))
sb.WriteString(fmt.Sprintf("- **胜率**: %.1f%%\n", perf.WinRate))
sb.WriteString(fmt.Sprintf("- **平均盈利**: +%.2f%% | 平均亏损: %.2f%%\n",
perf.AvgWin, perf.AvgLoss))
if perf.ProfitFactor > 0 {
sb.WriteString(fmt.Sprintf("- **盈亏比**: %.2f:1\n", perf.ProfitFactor))
}
sb.WriteString("\n")
}
// 最近交易
if len(perf.RecentTrades) > 0 {
sb.WriteString("### 最近交易\n")
displayCount := len(perf.RecentTrades)
if displayCount > 5 {
displayCount = 5
}
for i := 0; i < displayCount; i++ {
trade := perf.RecentTrades[i]
outcome := "✓"
if trade.PnL < 0 {
outcome = "✗"
}
sb.WriteString(fmt.Sprintf("%d. %s %s: %.4f → %.4f = %+.2f%% %s\n",
i+1, trade.Symbol, strings.ToUpper(trade.Side),
trade.OpenPrice, trade.ClosePrice,
trade.PnLPct, outcome))
}
sb.WriteString("\n")
}
// 币种表现（显示前3个最好和最差）
if len(perf.SymbolStats) > 0 {
sb.WriteString("### 币种表现\n")
if perf.BestSymbol != "" {
if stats, exists := perf.SymbolStats[perf.BestSymbol]; exists {
sb.WriteString(fmt.Sprintf("- **最佳**: %s (胜率%.0f%%, 平均%+.2f%%)\n",
stats.Symbol, stats.WinRate, stats.AvgPnL))
}
}
if perf.WorstSymbol != "" {
if stats, exists := perf.SymbolStats[perf.WorstSymbol]; exists {
sb.WriteString(fmt.Sprintf("- **最差**: %s (胜率%.0f%%, 平均%+.2f%%)\n",
stats.Symbol, stats.WinRate, stats.AvgPnL))
}
}
sb.WriteString("\n")
}
// 添加自适应行为建议（基于夏普比率）
if perf.SharpeRatio != 0 {
sb.WriteString(getAdaptiveBehaviorRecommendation(perf.SharpeRatio, accountEquity))
}
return sb.String()
}
// formatMarketDataBrief 格式化市场数据（简洁版）
func formatMarketDataBrief(data *MarketData) string {
var sb strings.Builder
sb.WriteString("**市场数据** (3分钟线):\n")
sb.WriteString(fmt.Sprintf(" - 价格: %.4f | 1h变化: %+.2f%% | 4h变化: %+.2f%% (%s)\n",
data.CurrentPrice, data.PriceChange1h, data.PriceChange4h, priceTrend(data.PriceChange1h, data.PriceChange4h)))
sb.WriteString(fmt.Sprintf(" - EMA20: %.4f (%s) | MACD: %.4f (%s) | RSI(7): %.2f (%s)\n",
data.CurrentEMA20, pricePosition(data.CurrentPrice, data.CurrentEMA20),
data.CurrentMACD, macdTrend(data.CurrentMACD), data.CurrentRSI7, rsiStatus(data.CurrentRSI7)))
if data.OpenInterest != nil {
oiChange := ((data.OpenInterest.Latest - data.OpenInterest.Average) / data.OpenInterest.Average) * 100
fundingSignal := fundingRateSignal(data.FundingRate)
sb.WriteString(fmt.Sprintf(" - 持仓量: %+.2f%% | 资金费率: %.6f (%s)\n", oiChange, data.FundingRate, fundingSignal))
}
return sb.String()
}
// parseFullDecisionResponse 解析AI的完整决策响应
func parseFullDecisionResponse(aiResponse string, accountEquity float64) (*AIFullDecision, error) {
// 1. 提取思维链
@@ -833,15 +511,18 @@ func validateDecision(d *TradingDecision, accountEquity float64) error {
return nil
}
// interpretSharpeRatio 解释夏普比率的含义（参考 nof1.ai）
// interpretSharpeRatio 解释夏普比率的含义
// 注：这里是周期级别（非年化）的夏普比率，正常范围在 -2 到 +2
func interpretSharpeRatio(sharpe float64) string {
if sharpe < 0 {
return "负收益，需要调整策略"
} else if sharpe < 1 {
if sharpe < -0.5 {
return "持续亏损，策略需大幅调整"
} else if sharpe < 0 {
return "轻微亏损，需优化策略"
} else if sharpe < 0.3 {
return "正收益但波动大"
} else if sharpe < 2 {
} else if sharpe < 0.7 {
return "良好表现"
} else if sharpe < 3 {
} else if sharpe < 1.0 {
return "优秀表现"
} else {
return "卓越表现"
@@ -850,13 +531,14 @@ func interpretSharpeRatio(sharpe float64) string {
// getAdaptiveBehaviorRecommendation 根据夏普比率生成自适应行为建议
// 这是AI自我进化的核心：根据风险调整后收益动态调整交易策略
// 注：sharpe是周期级别（非年化），正常范围 -2 到 +2
func getAdaptiveBehaviorRecommendation(sharpe float64, accountEquity float64) string {
var sb strings.Builder
sb.WriteString("### 🎯 自适应行为建议（基于夏普比率）\n\n")
if sharpe < 0 {
// 🔴 负夏普比率：平均亏损，需要极度保守
if sharpe < -0.5 {
// 🔴 持续亏损：需要极度保守
sb.WriteString("**⚠️ 警告：当前策略产生负收益，立即调整！**\n\n")
sb.WriteString("**策略调整**：\n")
sb.WriteString(fmt.Sprintf("- 仓位规模：**减半**（山寨币: %.0f USDT, BTC/ETH: %.0f USDT）\n",
@@ -870,8 +552,19 @@ func getAdaptiveBehaviorRecommendation(sharpe float64, accountEquity float64) st
sb.WriteString("- 是否追涨杀跌？是否逆势交易？\n")
sb.WriteString("- 止损是否执行到位？\n\n")
} else if sharpe < 1 {
// 🟡 0-1：正收益但波动性较大
} else if sharpe < 0 {
// 🟡 -0.5 到 0：轻微亏损
sb.WriteString("**状态：轻微亏损，需要优化策略**\n\n")
sb.WriteString("**策略调整**：\n")
sb.WriteString(fmt.Sprintf("- 仓位规模：**保守**（山寨币: %.0f USDT, BTC/ETH: %.0f USDT）\n",
accountEquity*0.8, accountEquity*3.5))
sb.WriteString("- 止损幅度：**收紧至-1.5%**\n")
sb.WriteString("- 选币标准：**提高阈值**（信心度≥80%，风险回报比≥1:2.5）\n")
sb.WriteString("- 持仓数量：**最多2个**\n")
sb.WriteString("- 重点改进：**找出亏损原因**，调整选币或时机\n\n")
} else if sharpe < 0.7 {
// 🟢 0-0.7：正收益但可继续优化
sb.WriteString("**状态：正收益但风险较高，需要优化**\n\n")
sb.WriteString("**策略调整**：\n")
sb.WriteString(fmt.Sprintf("- 仓位规模：**保守**（山寨币: %.0f USDT, BTC/ETH: %.0f USDT）\n",
@@ -885,8 +578,8 @@ func getAdaptiveBehaviorRecommendation(sharpe float64, accountEquity float64) st
sb.WriteString("- 减少交易频率，提高单笔交易质量\n")
sb.WriteString("- 盈利时及时止盈，不要贪多\n\n")
} else if sharpe < 2 {
// 🟢 1-2：风险调整后表现良好
} else if sharpe < 1.0 {
// 🟢 0.7-1.0：优秀表现
sb.WriteString("**状态：表现良好，继续保持当前策略**\n\n")
sb.WriteString("**策略调整**：\n")
sb.WriteString(fmt.Sprintf("- 仓位规模：**标准**（山寨币: %.0f USDT, BTC/ETH: %.0f USDT）\n",
@@ -901,7 +594,7 @@ func getAdaptiveBehaviorRecommendation(sharpe float64, accountEquity float64) st
sb.WriteString("- 保持冷静客观，不要因为短期盈利而冒进\n\n")
} else {
// 🟢 >2：风险调整后表现优异
// 🟢 >1.0：卓越表现
sb.WriteString("**状态：卓越表现，策略非常有效！**\n\n")
sb.WriteString("**策略调整**：\n")
sb.WriteString(fmt.Sprintf("- 仓位规模：**可适度放大**（山寨币: %.0f USDT, BTC/ETH: %.0f USDT）\n",