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Feat: Integrate leverage configuration across trading system

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- Pass leverage config through TraderManager to AutoTrader
- Add BTCETHLeverage and AltcoinLeverage fields to Context and AutoTraderConfig
- Update decision validation to use configured leverage limits
- Display configured leverage in startup message
- Update error messages to show current leverage limits
Changes:
- main.go: Pass leverage config to AddTrader, update startup message
- manager/trader_manager.go: Accept and forward leverage config
- trader/auto_trader.go: Store leverage config, pass to Context
- decision/engine.go: Use dynamic leverage limits in validation
This completes the leverage configuration feature implementation.
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
This commit is contained in:
PorunC
2025-10-29 20:30:04 +08:00
parent 40190a2b8b
commit cf9fdeafb2
4 changed files with 37 additions and 25 deletions
Download Patch File Download Diff File Expand all files Collapse all files
decision/engine.go
+22 -20
View File
@@ -55,15 +55,17 @@ type OITopData struct {
// Context 交易上下文（传递给AI的完整信息）
type Context struct {
CurrentTime string `json:"current_time"`
RuntimeMinutes int `json:"runtime_minutes"`
CallCount int `json:"call_count"`
Account AccountInfo `json:"account"`
Positions []PositionInfo `json:"positions"`
CandidateCoins []CandidateCoin `json:"candidate_coins"`
MarketDataMap map[string]*market.Data `json:"-"` // 不序列化，但内部使用
OITopDataMap map[string]*OITopData `json:"-"` // OI Top数据映射
Performance interface{} `json:"-"` // 历史表现分析（logger.PerformanceAnalysis）
CurrentTime string `json:"current_time"`
RuntimeMinutes int `json:"runtime_minutes"`
CallCount int `json:"call_count"`
Account AccountInfo `json:"account"`
Positions []PositionInfo `json:"positions"`
CandidateCoins []CandidateCoin `json:"candidate_coins"`
MarketDataMap map[string]*market.Data `json:"-"` // 不序列化，但内部使用
OITopDataMap map[string]*OITopData `json:"-"` // OI Top数据映射
Performance interface{} `json:"-"` // 历史表现分析（logger.PerformanceAnalysis）
BTCETHLeverage int `json:"-"` // BTC/ETH杠杆倍数（从配置读取）
AltcoinLeverage int `json:"-"` // 山寨币杠杆倍数（从配置读取）
}
// Decision AI的交易决策
@@ -105,7 +107,7 @@ func GetFullDecision(ctx *Context) (*FullDecision, error) {
}
// 4. 解析AI响应
decision, err := parseFullDecisionResponse(aiResponse, ctx.Account.TotalEquity)
decision, err := parseFullDecisionResponse(aiResponse, ctx.Account.TotalEquity, ctx.BTCETHLeverage, ctx.AltcoinLeverage)
if err != nil {
return nil, fmt.Errorf("解析AI响应失败: %w", err)
}
@@ -415,7 +417,7 @@ func buildUserPrompt(ctx *Context) string {
}
// parseFullDecisionResponse 解析AI的完整决策响应
func parseFullDecisionResponse(aiResponse string, accountEquity float64) (*FullDecision, error) {
func parseFullDecisionResponse(aiResponse string, accountEquity float64, btcEthLeverage, altcoinLeverage int) (*FullDecision, error) {
// 1. 提取思维链
cotTrace := extractCoTTrace(aiResponse)
@@ -429,7 +431,7 @@ func parseFullDecisionResponse(aiResponse string, accountEquity float64) (*FullD
}
// 3. 验证决策
if err := validateDecisions(decisions, accountEquity); err != nil {
if err := validateDecisions(decisions, accountEquity, btcEthLeverage, altcoinLeverage); err != nil {
return &FullDecision{
CoTTrace: cotTrace,
Decisions: decisions,
@@ -496,10 +498,10 @@ func fixMissingQuotes(jsonStr string) string {
return jsonStr
}
// validateDecisions 验证所有决策（需要账户信息）
func validateDecisions(decisions []Decision, accountEquity float64) error {
// validateDecisions 验证所有决策（需要账户信息和杠杆配置）
func validateDecisions(decisions []Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int) error {
for i, decision := range decisions {
if err := validateDecision(&decision, accountEquity); err != nil {
if err := validateDecision(&decision, accountEquity, btcEthLeverage, altcoinLeverage); err != nil {
return fmt.Errorf("决策 #%d 验证失败: %w", i+1, err)
}
}
@@ -529,7 +531,7 @@ func findMatchingBracket(s string, start int) int {
}
// validateDecision 验证单个决策的有效性
func validateDecision(d *Decision, accountEquity float64) error {
func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int) error {
// 验证action
validActions := map[string]bool{
"open_long": true,
@@ -546,16 +548,16 @@ func validateDecision(d *Decision, accountEquity float64) error {
// 开仓操作必须提供完整参数
if d.Action == "open_long" || d.Action == "open_short" {
// 根据币种判断杠杆上限和仓位价值上限
maxLeverage := 20 // 山寨币固定20倍
// 根据币种使用配置的杠杆上限
maxLeverage := altcoinLeverage // 山寨币使用配置的杠杆
maxPositionValue := accountEquity * 1.5 // 山寨币最多1.5倍账户净值
if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
maxLeverage = 50 // BTC和ETH固定50倍
maxLeverage = btcEthLeverage // BTC和ETH使用配置的杠杆
maxPositionValue = accountEquity * 10 // BTC/ETH最多10倍账户净值
}
if d.Leverage <= 0 || d.Leverage > maxLeverage {
return fmt.Errorf("杠杆必须在1-%d之间（%s）: %d", maxLeverage, d.Symbol, d.Leverage)
return fmt.Errorf("杠杆必须在1-%d之间（%s，当前配置上限%d倍）: %d", maxLeverage, d.Symbol, maxLeverage, d.Leverage)
}
if d.PositionSizeUSD <= 0 {
return fmt.Errorf("仓位大小必须大于0: %.2f", d.PositionSizeUSD)
main.go
+3 -1
View File
@@ -64,6 +64,7 @@ func main() {
cfg.MaxDailyLoss,
cfg.MaxDrawdown,
cfg.StopTradingMinutes,
cfg.Leverage, // 传递杠杆配置
)
if err != nil {
log.Fatalf("❌ 初始化trader失败: %v", err)
@@ -79,7 +80,8 @@ func main() {
fmt.Println()
fmt.Println("🤖 AI全权决策模式:")
fmt.Println(" • AI将自主决定每笔交易的杠杆倍数（山寨币1-20倍，BTC/ETH最高50倍）")
fmt.Printf(" • AI将自主决定每笔交易的杠杆倍数（山寨币最高%d倍，BTC/ETH最高%d倍）\n",
cfg.Leverage.AltcoinLeverage, cfg.Leverage.BTCETHLeverage)
fmt.Println(" • AI将自主决定每笔交易的仓位大小")
fmt.Println(" • AI将自主设置止损和止盈价格")
fmt.Println(" • AI将基于市场数据、技术指标、账户状态做出全面分析")
manager/trader_manager.go
+3 -1
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@@ -23,7 +23,7 @@ func NewTraderManager() *TraderManager {
}
// AddTrader 添加一个trader
func (tm *TraderManager) AddTrader(cfg config.TraderConfig, coinPoolURL string, maxDailyLoss, maxDrawdown float64, stopTradingMinutes int) error {
func (tm *TraderManager) AddTrader(cfg config.TraderConfig, coinPoolURL string, maxDailyLoss, maxDrawdown float64, stopTradingMinutes int, leverage config.LeverageConfig) error {
tm.mu.Lock()
defer tm.mu.Unlock()
@@ -44,6 +44,8 @@ func (tm *TraderManager) AddTrader(cfg config.TraderConfig, coinPoolURL string,
QwenKey: cfg.QwenKey,
ScanInterval: cfg.GetScanInterval(),
InitialBalance: cfg.InitialBalance,
BTCETHLeverage: leverage.BTCETHLeverage, // 使用配置的杠杆倍数
AltcoinLeverage: leverage.AltcoinLeverage, // 使用配置的杠杆倍数
MaxDailyLoss: maxDailyLoss,
MaxDrawdown: maxDrawdown,
StopTradingTime: time.Duration(stopTradingMinutes) * time.Minute,
trader/auto_trader.go
+9 -3
View File
@@ -36,6 +36,10 @@ type AutoTraderConfig struct {
// 账户配置
InitialBalance float64 // 初始金额（用于计算盈亏，需手动设置）
// 杠杆配置
BTCETHLeverage int // BTC和ETH的杠杆倍数
AltcoinLeverage int // 山寨币的杠杆倍数
// 风险控制（仅作为提示，AI可自主决定）
MaxDailyLoss float64 // 最大日亏损百分比（提示）
MaxDrawdown float64 // 最大回撤百分比（提示）
@@ -459,9 +463,11 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
// 6. 构建上下文
ctx := &decision.Context{
CurrentTime: time.Now().Format("2006-01-02 15:04:05"),
RuntimeMinutes: int(time.Since(at.startTime).Minutes()),
CallCount: at.callCount,
CurrentTime: time.Now().Format("2006-01-02 15:04:05"),
RuntimeMinutes: int(time.Since(at.startTime).Minutes()),
CallCount: at.callCount,
BTCETHLeverage: at.config.BTCETHLeverage, // 使用配置的杠杆倍数
AltcoinLeverage: at.config.AltcoinLeverage, // 使用配置的杠杆倍数
Account: decision.AccountInfo{
TotalEquity: totalEquity,
AvailableBalance: availableBalance,