package kernel import ( "encoding/json" "fmt" "nofx/logger" "nofx/market" "nofx/mcp" "nofx/store" "strings" "time" ) // ============================================================================ // Grid Trading Context and Types // ============================================================================ // GridLevelInfo represents a single grid level's current state type GridLevelInfo struct { Index int `json:"index"` // Level index (0 = lowest) Price float64 `json:"price"` // Target price for this level State string `json:"state"` // "empty", "pending", "filled" Side string `json:"side"` // "buy" or "sell" OrderID string `json:"order_id"` // Current order ID (if pending) OrderQuantity float64 `json:"order_quantity"` // Order quantity PositionSize float64 `json:"position_size"` // Position size (if filled) PositionEntry float64 `json:"position_entry"` // Entry price (if filled) AllocatedUSD float64 `json:"allocated_usd"` // USD allocated to this level UnrealizedPnL float64 `json:"unrealized_pnl"` // Unrealized P&L (if filled) } // GridContext contains all information needed for AI grid decision making type GridContext struct { // Basic info Symbol string `json:"symbol"` CurrentTime string `json:"current_time"` CurrentPrice float64 `json:"current_price"` // Grid configuration GridCount int `json:"grid_count"` TotalInvestment float64 `json:"total_investment"` Leverage int `json:"leverage"` UpperPrice float64 `json:"upper_price"` LowerPrice float64 `json:"lower_price"` GridSpacing float64 `json:"grid_spacing"` Distribution string `json:"distribution"` // Grid state Levels []GridLevelInfo `json:"levels"` ActiveOrderCount int `json:"active_order_count"` FilledLevelCount int `json:"filled_level_count"` IsPaused bool `json:"is_paused"` // Market data ATR14 float64 `json:"atr14"` BollingerUpper float64 `json:"bollinger_upper"` BollingerMiddle float64 `json:"bollinger_middle"` BollingerLower float64 `json:"bollinger_lower"` BollingerWidth float64 `json:"bollinger_width"` // Percentage EMA20 float64 `json:"ema20"` EMA50 float64 `json:"ema50"` EMADistance float64 `json:"ema_distance"` // Percentage RSI14 float64 `json:"rsi14"` MACD float64 `json:"macd"` MACDSignal float64 `json:"macd_signal"` MACDHistogram float64 `json:"macd_histogram"` FundingRate float64 `json:"funding_rate"` Volume24h float64 `json:"volume_24h"` PriceChange1h float64 `json:"price_change_1h"` PriceChange4h float64 `json:"price_change_4h"` // Account info TotalEquity float64 `json:"total_equity"` AvailableBalance float64 `json:"available_balance"` CurrentPosition float64 `json:"current_position"` // Net position size UnrealizedPnL float64 `json:"unrealized_pnl"` // Performance TotalProfit float64 `json:"total_profit"` TotalTrades int `json:"total_trades"` WinningTrades int `json:"winning_trades"` MaxDrawdown float64 `json:"max_drawdown"` DailyPnL float64 `json:"daily_pnl"` // Box indicators (Donchian Channels) BoxData *market.BoxData `json:"box_data,omitempty"` } // ============================================================================ // Grid Prompt Building // ============================================================================ // BuildGridSystemPrompt builds the system prompt for grid trading AI func BuildGridSystemPrompt(config *store.GridStrategyConfig, lang string) string { if lang == "zh" { return buildGridSystemPromptZh(config) } return buildGridSystemPromptEn(config) } func buildGridSystemPromptZh(config *store.GridStrategyConfig) string { return fmt.Sprintf(`# 你是一个专业的网格交易AI ## 角色定义 你是一个经验丰富的网格交易专家，负责管理 %s 的网格交易策略。你的任务是： 1. 判断当前市场状态（震荡/趋势/高波动） 2. 决定是否需要调整网格或暂停交易 3. 管理每个网格层级的订单 ## 网格配置 - 交易对: %s - 网格层数: %d - 总投资: %.2f USDT - 杠杆: %dx - 价格分布: %s ## 决策规则 ### 市场状态判断 - **震荡市场** (适合网格): 布林带宽度 < 3%%, EMA20/50 距离 < 1%%, 价格在布林带中轨附近 - **趋势市场** (暂停网格): 布林带宽度 > 4%%, EMA20/50 距离 > 2%%, 价格持续突破布林带 - **高波动市场** (谨慎): ATR异常放大, 价格剧烈波动 ### 可执行的操作 - place_buy_limit: 在指定价格下买入限价单 - place_sell_limit: 在指定价格下卖出限价单 - cancel_order: 取消指定订单 - cancel_all_orders: 取消所有订单 - pause_grid: 暂停网格交易（趋势市场时） - resume_grid: 恢复网格交易（震荡市场时） - adjust_grid: 调整网格边界 - hold: 保持当前状态不操作 ## 输出格式 输出JSON数组，每个决策包含: - symbol: 交易对 - action: 操作类型 - price: 价格（限价单用） - quantity: 数量 - level_index: 网格层级索引 - order_id: 订单ID（取消订单用） - confidence: 置信度 0-100 - reasoning: 决策理由 示例: [ {"symbol": "BTCUSDT", "action": "place_buy_limit", "price": 94000, "quantity": 0.01, "level_index": 2, "confidence": 85, "reasoning": "第2层价格接近，下买单"}, {"symbol": "BTCUSDT", "action": "hold", "confidence": 90, "reasoning": "市场震荡，保持当前网格"} ] `, config.Symbol, config.Symbol, config.GridCount, config.TotalInvestment, config.Leverage, config.Distribution) } func buildGridSystemPromptEn(config *store.GridStrategyConfig) string { return fmt.Sprintf(`# You are a Professional Grid Trading AI ## Role Definition You are an experienced grid trading expert managing a grid strategy for %s. Your tasks are: 1. Assess current market regime (ranging/trending/volatile) 2. Decide whether to adjust grid or pause trading 3. Manage orders at each grid level ## Grid Configuration - Symbol: %s - Grid Levels: %d - Total Investment: %.2f USDT - Leverage: %dx - Distribution: %s ## Decision Rules ### Market Regime Assessment - **Ranging Market** (ideal for grid): Bollinger width < 3%%, EMA20/50 distance < 1%%, price near middle band - **Trending Market** (pause grid): Bollinger width > 4%%, EMA20/50 distance > 2%%, price breaking bands - **High Volatility** (caution): ATR spike, erratic price movement ### Available Actions - place_buy_limit: Place buy limit order at specified price - place_sell_limit: Place sell limit order at specified price - cancel_order: Cancel specific order - cancel_all_orders: Cancel all orders - pause_grid: Pause grid trading (in trending market) - resume_grid: Resume grid trading (in ranging market) - adjust_grid: Adjust grid boundaries - hold: Maintain current state ## Output Format Output JSON array, each decision contains: - symbol: Trading pair - action: Action type - price: Price (for limit orders) - quantity: Quantity - level_index: Grid level index - order_id: Order ID (for cancel) - confidence: Confidence 0-100 - reasoning: Decision reason Example: [ {"symbol": "BTCUSDT", "action": "place_buy_limit", "price": 94000, "quantity": 0.01, "level_index": 2, "confidence": 85, "reasoning": "Level 2 price approaching, place buy order"}, {"symbol": "BTCUSDT", "action": "hold", "confidence": 90, "reasoning": "Market ranging, maintain current grid"} ] `, config.Symbol, config.Symbol, config.GridCount, config.TotalInvestment, config.Leverage, config.Distribution) } // BuildGridUserPrompt builds the user prompt with current grid context func BuildGridUserPrompt(ctx *GridContext, lang string) string { if lang == "zh" { return buildGridUserPromptZh(ctx) } return buildGridUserPromptEn(ctx) } func buildGridUserPromptZh(ctx *GridContext) string { var sb strings.Builder sb.WriteString(fmt.Sprintf("## 当前时间: %s\n\n", ctx.CurrentTime)) // Market data section sb.WriteString("## 市场数据\n") sb.WriteString(fmt.Sprintf("- 当前价格: $%.2f\n", ctx.CurrentPrice)) sb.WriteString(fmt.Sprintf("- 1小时涨跌: %.2f%%\n", ctx.PriceChange1h)) sb.WriteString(fmt.Sprintf("- 4小时涨跌: %.2f%%\n", ctx.PriceChange4h)) sb.WriteString(fmt.Sprintf("- ATR14: $%.2f (%.2f%%)\n", ctx.ATR14, ctx.ATR14/ctx.CurrentPrice*100)) sb.WriteString(fmt.Sprintf("- 布林带: 上轨 $%.2f, 中轨 $%.2f, 下轨 $%.2f\n", ctx.BollingerUpper, ctx.BollingerMiddle, ctx.BollingerLower)) sb.WriteString(fmt.Sprintf("- 布林带宽度: %.2f%%\n", ctx.BollingerWidth)) sb.WriteString(fmt.Sprintf("- EMA20: $%.2f, EMA50: $%.2f, 距离: %.2f%%\n", ctx.EMA20, ctx.EMA50, ctx.EMADistance)) sb.WriteString(fmt.Sprintf("- RSI14: %.1f\n", ctx.RSI14)) sb.WriteString(fmt.Sprintf("- MACD: %.4f, Signal: %.4f, Histogram: %.4f\n", ctx.MACD, ctx.MACDSignal, ctx.MACDHistogram)) sb.WriteString(fmt.Sprintf("- 资金费率: %.4f%%\n", ctx.FundingRate*100)) sb.WriteString("\n") // Box Indicator Section if ctx.BoxData != nil { sb.WriteString("## 箱体指标 (唐奇安通道)\n\n") sb.WriteString("| 箱体级别 | 上轨 | 下轨 | 宽度 |\n") sb.WriteString("|----------|------|------|------|\n") shortWidth := 0.0 midWidth := 0.0 longWidth := 0.0 if ctx.BoxData.CurrentPrice > 0 { shortWidth = (ctx.BoxData.ShortUpper - ctx.BoxData.ShortLower) / ctx.BoxData.CurrentPrice * 100 midWidth = (ctx.BoxData.MidUpper - ctx.BoxData.MidLower) / ctx.BoxData.CurrentPrice * 100 longWidth = (ctx.BoxData.LongUpper - ctx.BoxData.LongLower) / ctx.BoxData.CurrentPrice * 100 } sb.WriteString(fmt.Sprintf("| 短期 (3天) | %.2f | %.2f | %.2f%% |\n", ctx.BoxData.ShortUpper, ctx.BoxData.ShortLower, shortWidth)) sb.WriteString(fmt.Sprintf("| 中期 (10天) | %.2f | %.2f | %.2f%% |\n", ctx.BoxData.MidUpper, ctx.BoxData.MidLower, midWidth)) sb.WriteString(fmt.Sprintf("| 长期 (21天) | %.2f | %.2f | %.2f%% |\n", ctx.BoxData.LongUpper, ctx.BoxData.LongLower, longWidth)) sb.WriteString(fmt.Sprintf("\n当前价格: %.2f\n", ctx.BoxData.CurrentPrice)) // Check position relative to boxes price := ctx.BoxData.CurrentPrice if price > ctx.BoxData.LongUpper || price < ctx.BoxData.LongLower { sb.WriteString("⚠️ 突破: 价格突破长期箱体!\n") } else if price > ctx.BoxData.MidUpper || price < ctx.BoxData.MidLower { sb.WriteString("⚠️ 警告: 价格接近长期箱体边界\n") } sb.WriteString("\n") } // Account section sb.WriteString("## 账户状态\n") sb.WriteString(fmt.Sprintf("- 总权益: $%.2f\n", ctx.TotalEquity)) sb.WriteString(fmt.Sprintf("- 可用余额: $%.2f\n", ctx.AvailableBalance)) sb.WriteString(fmt.Sprintf("- 当前持仓: %.4f (净头寸)\n", ctx.CurrentPosition)) sb.WriteString(fmt.Sprintf("- 未实现盈亏: $%.2f\n", ctx.UnrealizedPnL)) sb.WriteString("\n") // Grid state section sb.WriteString("## 网格状态\n") sb.WriteString(fmt.Sprintf("- 网格范围: $%.2f - $%.2f\n", ctx.LowerPrice, ctx.UpperPrice)) sb.WriteString(fmt.Sprintf("- 网格间距: $%.2f\n", ctx.GridSpacing)) sb.WriteString(fmt.Sprintf("- 活跃订单数: %d\n", ctx.ActiveOrderCount)) sb.WriteString(fmt.Sprintf("- 已成交层数: %d\n", ctx.FilledLevelCount)) sb.WriteString(fmt.Sprintf("- 网格已暂停: %v\n", ctx.IsPaused)) sb.WriteString("\n") // Grid levels detail sb.WriteString("## 网格层级详情\n") sb.WriteString("| 层级 | 价格 | 状态 | 方向 | 订单数量 | 持仓数量 | 未实现盈亏 |\n") sb.WriteString("|------|------|------|------|----------|----------|------------|\n") for _, level := range ctx.Levels { sb.WriteString(fmt.Sprintf("| %d | $%.2f | %s | %s | %.4f | %.4f | $%.2f |\n", level.Index, level.Price, level.State, level.Side, level.OrderQuantity, level.PositionSize, level.UnrealizedPnL)) } sb.WriteString("\n") // Performance section sb.WriteString("## 绩效统计\n") sb.WriteString(fmt.Sprintf("- 总利润: $%.2f\n", ctx.TotalProfit)) sb.WriteString(fmt.Sprintf("- 总交易次数: %d\n", ctx.TotalTrades)) sb.WriteString(fmt.Sprintf("- 胜率: %.1f%%\n", float64(ctx.WinningTrades)/float64(max(ctx.TotalTrades, 1))*100)) sb.WriteString(fmt.Sprintf("- 最大回撤: %.2f%%\n", ctx.MaxDrawdown)) sb.WriteString(fmt.Sprintf("- 今日盈亏: $%.2f\n", ctx.DailyPnL)) sb.WriteString("\n") sb.WriteString("## 请分析以上数据，做出网格交易决策\n") sb.WriteString("输出JSON数组格式的决策列表。\n") return sb.String() } func buildGridUserPromptEn(ctx *GridContext) string { var sb strings.Builder sb.WriteString(fmt.Sprintf("## Current Time: %s\n\n", ctx.CurrentTime)) // Market data section sb.WriteString("## Market Data\n") sb.WriteString(fmt.Sprintf("- Current Price: $%.2f\n", ctx.CurrentPrice)) sb.WriteString(fmt.Sprintf("- 1h Change: %.2f%%\n", ctx.PriceChange1h)) sb.WriteString(fmt.Sprintf("- 4h Change: %.2f%%\n", ctx.PriceChange4h)) sb.WriteString(fmt.Sprintf("- ATR14: $%.2f (%.2f%%)\n", ctx.ATR14, ctx.ATR14/ctx.CurrentPrice*100)) sb.WriteString(fmt.Sprintf("- Bollinger Bands: Upper $%.2f, Middle $%.2f, Lower $%.2f\n", ctx.BollingerUpper, ctx.BollingerMiddle, ctx.BollingerLower)) sb.WriteString(fmt.Sprintf("- Bollinger Width: %.2f%%\n", ctx.BollingerWidth)) sb.WriteString(fmt.Sprintf("- EMA20: $%.2f, EMA50: $%.2f, Distance: %.2f%%\n", ctx.EMA20, ctx.EMA50, ctx.EMADistance)) sb.WriteString(fmt.Sprintf("- RSI14: %.1f\n", ctx.RSI14)) sb.WriteString(fmt.Sprintf("- MACD: %.4f, Signal: %.4f, Histogram: %.4f\n", ctx.MACD, ctx.MACDSignal, ctx.MACDHistogram)) sb.WriteString(fmt.Sprintf("- Funding Rate: %.4f%%\n", ctx.FundingRate*100)) sb.WriteString("\n") // Box Indicator Section if ctx.BoxData != nil { sb.WriteString("## Box Indicators (Donchian Channels)\n\n") sb.WriteString("| Box Level | Upper | Lower | Width |\n") sb.WriteString("|-----------|-------|-------|-------|\n") shortWidth := 0.0 midWidth := 0.0 longWidth := 0.0 if ctx.BoxData.CurrentPrice > 0 { shortWidth = (ctx.BoxData.ShortUpper - ctx.BoxData.ShortLower) / ctx.BoxData.CurrentPrice * 100 midWidth = (ctx.BoxData.MidUpper - ctx.BoxData.MidLower) / ctx.BoxData.CurrentPrice * 100 longWidth = (ctx.BoxData.LongUpper - ctx.BoxData.LongLower) / ctx.BoxData.CurrentPrice * 100 } sb.WriteString(fmt.Sprintf("| Short (3d) | %.2f | %.2f | %.2f%% |\n", ctx.BoxData.ShortUpper, ctx.BoxData.ShortLower, shortWidth)) sb.WriteString(fmt.Sprintf("| Mid (10d) | %.2f | %.2f | %.2f%% |\n", ctx.BoxData.MidUpper, ctx.BoxData.MidLower, midWidth)) sb.WriteString(fmt.Sprintf("| Long (21d) | %.2f | %.2f | %.2f%% |\n", ctx.BoxData.LongUpper, ctx.BoxData.LongLower, longWidth)) sb.WriteString(fmt.Sprintf("\nCurrent Price: %.2f\n", ctx.BoxData.CurrentPrice)) // Check position relative to boxes price := ctx.BoxData.CurrentPrice if price > ctx.BoxData.LongUpper || price < ctx.BoxData.LongLower { sb.WriteString("⚠️ BREAKOUT: Price outside long-term box!\n") } else if price > ctx.BoxData.MidUpper || price < ctx.BoxData.MidLower { sb.WriteString("⚠️ WARNING: Price approaching long-term box boundary\n") } sb.WriteString("\n") } // Account section sb.WriteString("## Account Status\n") sb.WriteString(fmt.Sprintf("- Total Equity: $%.2f\n", ctx.TotalEquity)) sb.WriteString(fmt.Sprintf("- Available Balance: $%.2f\n", ctx.AvailableBalance)) sb.WriteString(fmt.Sprintf("- Current Position: %.4f (net)\n", ctx.CurrentPosition)) sb.WriteString(fmt.Sprintf("- Unrealized PnL: $%.2f\n", ctx.UnrealizedPnL)) sb.WriteString("\n") // Grid state section sb.WriteString("## Grid Status\n") sb.WriteString(fmt.Sprintf("- Grid Range: $%.2f - $%.2f\n", ctx.LowerPrice, ctx.UpperPrice)) sb.WriteString(fmt.Sprintf("- Grid Spacing: $%.2f\n", ctx.GridSpacing)) sb.WriteString(fmt.Sprintf("- Active Orders: %d\n", ctx.ActiveOrderCount)) sb.WriteString(fmt.Sprintf("- Filled Levels: %d\n", ctx.FilledLevelCount)) sb.WriteString(fmt.Sprintf("- Grid Paused: %v\n", ctx.IsPaused)) sb.WriteString("\n") // Grid levels detail sb.WriteString("## Grid Levels Detail\n") sb.WriteString("| Level | Price | State | Side | Order Qty | Position | Unrealized PnL |\n") sb.WriteString("|-------|-------|-------|------|-----------|----------|----------------|\n") for _, level := range ctx.Levels { sb.WriteString(fmt.Sprintf("| %d | $%.2f | %s | %s | %.4f | %.4f | $%.2f |\n", level.Index, level.Price, level.State, level.Side, level.OrderQuantity, level.PositionSize, level.UnrealizedPnL)) } sb.WriteString("\n") // Performance section sb.WriteString("## Performance Stats\n") sb.WriteString(fmt.Sprintf("- Total Profit: $%.2f\n", ctx.TotalProfit)) sb.WriteString(fmt.Sprintf("- Total Trades: %d\n", ctx.TotalTrades)) sb.WriteString(fmt.Sprintf("- Win Rate: %.1f%%\n", float64(ctx.WinningTrades)/float64(max(ctx.TotalTrades, 1))*100)) sb.WriteString(fmt.Sprintf("- Max Drawdown: %.2f%%\n", ctx.MaxDrawdown)) sb.WriteString(fmt.Sprintf("- Daily PnL: $%.2f\n", ctx.DailyPnL)) sb.WriteString("\n") sb.WriteString("## Please analyze the data above and make grid trading decisions\n") sb.WriteString("Output a JSON array of decisions.\n") return sb.String() } // ============================================================================ // Grid Decision Functions // ============================================================================ // GetGridDecisions gets AI decisions for grid trading func GetGridDecisions(ctx *GridContext, mcpClient mcp.AIClient, config *store.GridStrategyConfig, lang string) (*FullDecision, error) { startTime := time.Now() // Build prompts systemPrompt := BuildGridSystemPrompt(config, lang) userPrompt := BuildGridUserPrompt(ctx, lang) logger.Infof("🤖 [Grid] Calling AI for grid decisions...") // Call AI response, err := mcpClient.CallWithMessages(systemPrompt, userPrompt) if err != nil { return nil, fmt.Errorf("AI call failed: %w", err) } // Parse decisions from response decisions, err := parseGridDecisions(response, ctx.Symbol) if err != nil { logger.Warnf("Failed to parse grid decisions: %v", err) // Return hold decision as fallback decisions = []Decision{{ Symbol: ctx.Symbol, Action: "hold", Confidence: 50, Reasoning: "Failed to parse AI response, holding current state", }} } duration := time.Since(startTime).Milliseconds() logger.Infof("⏱️ [Grid] AI call duration: %d ms, decisions: %d", duration, len(decisions)) // Extract chain of thought from response cotTrace := extractCoTTrace(response) return &FullDecision{ SystemPrompt: systemPrompt, UserPrompt: userPrompt, CoTTrace: cotTrace, Decisions: decisions, RawResponse: response, AIRequestDurationMs: duration, Timestamp: time.Now(), }, nil } // parseGridDecisions parses AI response into grid decisions func parseGridDecisions(response string, symbol string) ([]Decision, error) { // Try to find JSON array in response jsonStr := extractJSONArray(response) if jsonStr == "" { return nil, fmt.Errorf("no JSON array found in response") } var decisions []Decision if err := json.Unmarshal([]byte(jsonStr), &decisions); err != nil { return nil, fmt.Errorf("failed to parse JSON: %w", err) } // Validate and set default symbol for i := range decisions { if decisions[i].Symbol == "" { decisions[i].Symbol = symbol } // Validate action if !isValidGridAction(decisions[i].Action) { logger.Warnf("Invalid grid action: %s", decisions[i].Action) } } return decisions, nil } // extractJSONArray extracts JSON array from AI response func extractJSONArray(response string) string { // Try to find ```json code block first matches := reJSONFence.FindStringSubmatch(response) if len(matches) > 1 { return matches[1] } // Try to find raw JSON array matches = reJSONArray.FindStringSubmatch(response) if len(matches) > 0 { return matches[0] } return "" } // isValidGridAction checks if action is a valid grid action func isValidGridAction(action string) bool { validActions := map[string]bool{ "place_buy_limit": true, "place_sell_limit": true, "cancel_order": true, "cancel_all_orders": true, "pause_grid": true, "resume_grid": true, "adjust_grid": true, "hold": true, // Also support standard actions for compatibility "open_long": true, "open_short": true, "close_long": true, "close_short": true, } return validActions[action] } // ============================================================================ // Grid Context Builder Helpers // ============================================================================ // BuildGridContextFromMarketData builds grid context from market data func BuildGridContextFromMarketData(mktData *market.Data, config *store.GridStrategyConfig) *GridContext { ctx := &GridContext{ Symbol: config.Symbol, CurrentTime: time.Now().Format("2006-01-02 15:04:05"), CurrentPrice: mktData.CurrentPrice, // Grid config GridCount: config.GridCount, TotalInvestment: config.TotalInvestment, Leverage: config.Leverage, Distribution: config.Distribution, // Market data PriceChange1h: mktData.PriceChange1h, PriceChange4h: mktData.PriceChange4h, FundingRate: mktData.FundingRate, } // Extract indicators from timeframe data if mktData.TimeframeData != nil { if tf5m, ok := mktData.TimeframeData["5m"]; ok { if len(tf5m.BOLLUpper) > 0 { ctx.BollingerUpper = tf5m.BOLLUpper[len(tf5m.BOLLUpper)-1] ctx.BollingerMiddle = tf5m.BOLLMiddle[len(tf5m.BOLLMiddle)-1] ctx.BollingerLower = tf5m.BOLLLower[len(tf5m.BOLLLower)-1] if ctx.BollingerMiddle > 0 { ctx.BollingerWidth = (ctx.BollingerUpper - ctx.BollingerLower) / ctx.BollingerMiddle * 100 } } ctx.ATR14 = tf5m.ATR14 if len(tf5m.RSI14Values) > 0 { ctx.RSI14 = tf5m.RSI14Values[len(tf5m.RSI14Values)-1] } } } // Extract longer term context if mktData.LongerTermContext != nil { if ctx.ATR14 == 0 { ctx.ATR14 = mktData.LongerTermContext.ATR14 } ctx.EMA50 = mktData.LongerTermContext.EMA50 } ctx.EMA20 = mktData.CurrentEMA20 ctx.MACD = mktData.CurrentMACD // Calculate EMA distance if ctx.EMA50 > 0 { ctx.EMADistance = (ctx.EMA20 - ctx.EMA50) / ctx.EMA50 * 100 } return ctx } // Helper function for max func max(a, b int) int { if a > b { return a } return b }