package trader import ( "encoding/json" "fmt" "log" "math" "nofx/decision" "nofx/logger" "nofx/market" "nofx/mcp" "nofx/pool" "strings" "sync" "time" ) // AutoTraderConfig 自动交易配置(简化版 - AI全权决策) type AutoTraderConfig struct { // Trader标识 ID string // Trader唯一标识(用于日志目录等) Name string // Trader显示名称 AIModel string // AI模型: "qwen" 或 "deepseek" // 交易平台选择 Exchange string // "binance", "hyperliquid" 或 "aster" // 币安API配置 BinanceAPIKey string BinanceSecretKey string // Hyperliquid配置 HyperliquidPrivateKey string HyperliquidWalletAddr string HyperliquidTestnet bool // Aster配置 AsterUser string // Aster主钱包地址 AsterSigner string // Aster API钱包地址 AsterPrivateKey string // Aster API钱包私钥 CoinPoolAPIURL string // AI配置 UseQwen bool DeepSeekKey string QwenKey string // 自定义AI API配置 CustomAPIURL string CustomAPIKey string CustomModelName string // 扫描配置 ScanInterval time.Duration // 扫描间隔(建议3分钟) // 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) StopTradingTime time.Duration // 触发风控后暂停时长 // 仓位模式 IsCrossMargin bool // true=全仓模式, false=逐仓模式 // 币种配置 DefaultCoins []string // 默认币种列表(从数据库获取) TradingCoins []string // 实际交易币种列表 // 系统提示词模板 SystemPromptTemplate string // 系统提示词模板名称(如 "default", "aggressive") } // AutoTrader 自动交易器 type AutoTrader struct { id string // Trader唯一标识 name string // Trader显示名称 aiModel string // AI模型名称 exchange string // 交易平台名称 config AutoTraderConfig trader Trader // 使用Trader接口(支持多平台) mcpClient *mcp.Client decisionLogger *logger.DecisionLogger // 决策日志记录器 initialBalance float64 dailyPnL float64 customPrompt string // 自定义交易策略prompt overrideBasePrompt bool // 是否覆盖基础prompt systemPromptTemplate string // 系统提示词模板名称 defaultCoins []string // 默认币种列表(从数据库获取) tradingCoins []string // 实际交易币种列表 lastResetTime time.Time stopUntil time.Time isRunning bool startTime time.Time // 系统启动时间 callCount int // AI调用次数 positionFirstSeenTime map[string]int64 // 持仓首次出现时间 (symbol_side -> timestamp毫秒) stopMonitorCh chan struct{} // 用于停止监控goroutine monitorWg sync.WaitGroup // 用于等待监控goroutine结束 peakPnLCache map[string]float64 // 最高收益缓存 (symbol -> 峰值盈亏百分比) peakPnLCacheMutex sync.RWMutex // 缓存读写锁 lastBalanceSyncTime time.Time // 上次余额同步时间 database interface{} // 数据库引用(用于自动更新余额) userID string // 用户ID } // NewAutoTrader 创建自动交易器 func NewAutoTrader(config AutoTraderConfig, database interface{}, userID string) (*AutoTrader, error) { // 设置默认值 if config.ID == "" { config.ID = "default_trader" } if config.Name == "" { config.Name = "Default Trader" } if config.AIModel == "" { if config.UseQwen { config.AIModel = "qwen" } else { config.AIModel = "deepseek" } } mcpClient := mcp.New() // 初始化AI if config.AIModel == "custom" { // 使用自定义API mcpClient.SetCustomAPI(config.CustomAPIURL, config.CustomAPIKey, config.CustomModelName) log.Printf("🤖 [%s] 使用自定义AI API: %s (模型: %s)", config.Name, config.CustomAPIURL, config.CustomModelName) } else if config.UseQwen || config.AIModel == "qwen" { // 使用Qwen (支持自定义URL和Model) mcpClient.SetQwenAPIKey(config.QwenKey, config.CustomAPIURL, config.CustomModelName) if config.CustomAPIURL != "" || config.CustomModelName != "" { log.Printf("🤖 [%s] 使用阿里云Qwen AI (自定义URL: %s, 模型: %s)", config.Name, config.CustomAPIURL, config.CustomModelName) } else { log.Printf("🤖 [%s] 使用阿里云Qwen AI", config.Name) } } else { // 默认使用DeepSeek (支持自定义URL和Model) mcpClient.SetDeepSeekAPIKey(config.DeepSeekKey, config.CustomAPIURL, config.CustomModelName) if config.CustomAPIURL != "" || config.CustomModelName != "" { log.Printf("🤖 [%s] 使用DeepSeek AI (自定义URL: %s, 模型: %s)", config.Name, config.CustomAPIURL, config.CustomModelName) } else { log.Printf("🤖 [%s] 使用DeepSeek AI", config.Name) } } // 初始化币种池API if config.CoinPoolAPIURL != "" { pool.SetCoinPoolAPI(config.CoinPoolAPIURL) } // 设置默认交易平台 if config.Exchange == "" { config.Exchange = "binance" } // 根据配置创建对应的交易器 var trader Trader var err error // 记录仓位模式(通用) marginModeStr := "全仓" if !config.IsCrossMargin { marginModeStr = "逐仓" } log.Printf("📊 [%s] 仓位模式: %s", config.Name, marginModeStr) switch config.Exchange { case "binance": log.Printf("🏦 [%s] 使用币安合约交易", config.Name) trader = NewFuturesTrader(config.BinanceAPIKey, config.BinanceSecretKey) case "hyperliquid": log.Printf("🏦 [%s] 使用Hyperliquid交易", config.Name) trader, err = NewHyperliquidTrader(config.HyperliquidPrivateKey, config.HyperliquidWalletAddr, config.HyperliquidTestnet) if err != nil { return nil, fmt.Errorf("初始化Hyperliquid交易器失败: %w", err) } case "aster": log.Printf("🏦 [%s] 使用Aster交易", config.Name) trader, err = NewAsterTrader(config.AsterUser, config.AsterSigner, config.AsterPrivateKey) if err != nil { return nil, fmt.Errorf("初始化Aster交易器失败: %w", err) } default: return nil, fmt.Errorf("不支持的交易平台: %s", config.Exchange) } // 验证初始金额配置 if config.InitialBalance <= 0 { return nil, fmt.Errorf("初始金额必须大于0,请在配置中设置InitialBalance") } // 初始化决策日志记录器(使用trader ID创建独立目录) logDir := fmt.Sprintf("decision_logs/%s", config.ID) decisionLogger := logger.NewDecisionLogger(logDir) // 设置默认系统提示词模板 systemPromptTemplate := config.SystemPromptTemplate if systemPromptTemplate == "" { // feature/partial-close-dynamic-tpsl 分支默认使用 adaptive(支持动态止盈止损) systemPromptTemplate = "adaptive" } return &AutoTrader{ id: config.ID, name: config.Name, aiModel: config.AIModel, exchange: config.Exchange, config: config, trader: trader, mcpClient: mcpClient, decisionLogger: decisionLogger, initialBalance: config.InitialBalance, systemPromptTemplate: systemPromptTemplate, defaultCoins: config.DefaultCoins, tradingCoins: config.TradingCoins, lastResetTime: time.Now(), startTime: time.Now(), callCount: 0, isRunning: false, positionFirstSeenTime: make(map[string]int64), stopMonitorCh: make(chan struct{}), monitorWg: sync.WaitGroup{}, peakPnLCache: make(map[string]float64), peakPnLCacheMutex: sync.RWMutex{}, lastBalanceSyncTime: time.Now(), // 初始化为当前时间 database: database, userID: userID, }, nil } // Run 运行自动交易主循环 func (at *AutoTrader) Run() error { at.isRunning = true log.Println("🚀 AI驱动自动交易系统启动") log.Printf("💰 初始余额: %.2f USDT", at.initialBalance) log.Printf("⚙️ 扫描间隔: %v", at.config.ScanInterval) log.Println("🤖 AI将全权决定杠杆、仓位大小、止损止盈等参数") // 启动回撤监控 at.startDrawdownMonitor() ticker := time.NewTicker(at.config.ScanInterval) defer ticker.Stop() // 首次立即执行 if err := at.runCycle(); err != nil { log.Printf("❌ 执行失败: %v", err) } for at.isRunning { select { case <-ticker.C: if err := at.runCycle(); err != nil { log.Printf("❌ 执行失败: %v", err) } } } return nil } // Stop 停止自动交易 func (at *AutoTrader) Stop() { at.isRunning = false close(at.stopMonitorCh) // 通知监控goroutine停止 at.monitorWg.Wait() // 等待监控goroutine结束 log.Println("⏹ 自动交易系统停止") } // autoSyncBalanceIfNeeded 自动同步余额(每10分钟检查一次,变化>5%才更新) func (at *AutoTrader) autoSyncBalanceIfNeeded() { // 距离上次同步不足10分钟,跳过 if time.Since(at.lastBalanceSyncTime) < 10*time.Minute { return } log.Printf("🔄 [%s] 开始自动检查余额变化...", at.name) // 查询实际余额 balanceInfo, err := at.trader.GetBalance() if err != nil { log.Printf("⚠️ [%s] 查询余额失败: %v", at.name, err) at.lastBalanceSyncTime = time.Now() // 即使失败也更新时间,避免频繁重试 return } // 提取可用余额 var actualBalance float64 if availableBalance, ok := balanceInfo["available_balance"].(float64); ok && availableBalance > 0 { actualBalance = availableBalance } else if availableBalance, ok := balanceInfo["availableBalance"].(float64); ok && availableBalance > 0 { actualBalance = availableBalance } else if totalBalance, ok := balanceInfo["balance"].(float64); ok && totalBalance > 0 { actualBalance = totalBalance } else { log.Printf("⚠️ [%s] 无法提取可用余额", at.name) at.lastBalanceSyncTime = time.Now() return } oldBalance := at.initialBalance // 防止除以零:如果初始余额无效,直接更新为实际余额 if oldBalance <= 0 { log.Printf("⚠️ [%s] 初始余额无效 (%.2f),直接更新为实际余额 %.2f USDT", at.name, oldBalance, actualBalance) at.initialBalance = actualBalance if at.database != nil { type DatabaseUpdater interface { UpdateTraderInitialBalance(userID, id string, newBalance float64) error } if db, ok := at.database.(DatabaseUpdater); ok { if err := db.UpdateTraderInitialBalance(at.userID, at.id, actualBalance); err != nil { log.Printf("❌ [%s] 更新数据库失败: %v", at.name, err) } else { log.Printf("✅ [%s] 已自动同步余额到数据库", at.name) } } else { log.Printf("⚠️ [%s] 数据库类型不支持UpdateTraderInitialBalance接口", at.name) } } else { log.Printf("⚠️ [%s] 数据库引用为空,余额仅在内存中更新", at.name) } at.lastBalanceSyncTime = time.Now() return } changePercent := ((actualBalance - oldBalance) / oldBalance) * 100 // 变化超过5%才更新 if math.Abs(changePercent) > 5.0 { log.Printf("🔔 [%s] 检测到余额大幅变化: %.2f → %.2f USDT (%.2f%%)", at.name, oldBalance, actualBalance, changePercent) // 更新内存中的 initialBalance at.initialBalance = actualBalance // 更新数据库(需要类型断言) if at.database != nil { // 这里需要根据实际的数据库类型进行类型断言 // 由于使用了 interface{},我们需要在 TraderManager 层面处理更新 // 或者在这里进行类型检查 type DatabaseUpdater interface { UpdateTraderInitialBalance(userID, id string, newBalance float64) error } if db, ok := at.database.(DatabaseUpdater); ok { err := db.UpdateTraderInitialBalance(at.userID, at.id, actualBalance) if err != nil { log.Printf("❌ [%s] 更新数据库失败: %v", at.name, err) } else { log.Printf("✅ [%s] 已自动同步余额到数据库", at.name) } } else { log.Printf("⚠️ [%s] 数据库类型不支持UpdateTraderInitialBalance接口", at.name) } } else { log.Printf("⚠️ [%s] 数据库引用为空,余额仅在内存中更新", at.name) } } else { log.Printf("✓ [%s] 余额变化不大 (%.2f%%),无需更新", at.name, changePercent) } at.lastBalanceSyncTime = time.Now() } // runCycle 运行一个交易周期(使用AI全权决策) func (at *AutoTrader) runCycle() error { at.callCount++ log.Print("\n" + strings.Repeat("=", 70) + "\n") log.Printf("⏰ %s - AI决策周期 #%d", time.Now().Format("2006-01-02 15:04:05"), at.callCount) log.Println(strings.Repeat("=", 70)) // 创建决策记录 record := &logger.DecisionRecord{ ExecutionLog: []string{}, Success: true, } // 1. 检查是否需要停止交易 if time.Now().Before(at.stopUntil) { remaining := at.stopUntil.Sub(time.Now()) log.Printf("⏸ 风险控制:暂停交易中,剩余 %.0f 分钟", remaining.Minutes()) record.Success = false record.ErrorMessage = fmt.Sprintf("风险控制暂停中,剩余 %.0f 分钟", remaining.Minutes()) at.decisionLogger.LogDecision(record) return nil } // 2. 重置日盈亏(每天重置) if time.Since(at.lastResetTime) > 24*time.Hour { at.dailyPnL = 0 at.lastResetTime = time.Now() log.Println("📅 日盈亏已重置") } // 3. 自动同步余额(每10分钟检查一次,充值/提现后自动更新) at.autoSyncBalanceIfNeeded() // 4. 收集交易上下文 ctx, err := at.buildTradingContext() if err != nil { record.Success = false record.ErrorMessage = fmt.Sprintf("构建交易上下文失败: %v", err) at.decisionLogger.LogDecision(record) return fmt.Errorf("构建交易上下文失败: %w", err) } // 保存账户状态快照 record.AccountState = logger.AccountSnapshot{ TotalBalance: ctx.Account.TotalEquity, AvailableBalance: ctx.Account.AvailableBalance, TotalUnrealizedProfit: ctx.Account.TotalPnL, PositionCount: ctx.Account.PositionCount, MarginUsedPct: ctx.Account.MarginUsedPct, } // 保存持仓快照 for _, pos := range ctx.Positions { record.Positions = append(record.Positions, logger.PositionSnapshot{ Symbol: pos.Symbol, Side: pos.Side, PositionAmt: pos.Quantity, EntryPrice: pos.EntryPrice, MarkPrice: pos.MarkPrice, UnrealizedProfit: pos.UnrealizedPnL, Leverage: float64(pos.Leverage), LiquidationPrice: pos.LiquidationPrice, }) } log.Print(strings.Repeat("=", 70)) for _, coin := range ctx.CandidateCoins { record.CandidateCoins = append(record.CandidateCoins, coin.Symbol) } log.Printf("📊 账户净值: %.2f USDT | 可用: %.2f USDT | 持仓: %d", ctx.Account.TotalEquity, ctx.Account.AvailableBalance, ctx.Account.PositionCount) // 5. 调用AI获取完整决策 log.Printf("🤖 正在请求AI分析并决策... [模板: %s]", at.systemPromptTemplate) decision, err := decision.GetFullDecisionWithCustomPrompt(ctx, at.mcpClient, at.customPrompt, at.overrideBasePrompt, at.systemPromptTemplate) // 即使有错误,也保存思维链、决策和输入prompt(用于debug) if decision != nil { record.SystemPrompt = decision.SystemPrompt // 保存系统提示词 record.InputPrompt = decision.UserPrompt record.CoTTrace = decision.CoTTrace if len(decision.Decisions) > 0 { decisionJSON, _ := json.MarshalIndent(decision.Decisions, "", " ") record.DecisionJSON = string(decisionJSON) } } if err != nil { record.Success = false record.ErrorMessage = fmt.Sprintf("获取AI决策失败: %v", err) // 打印系统提示词和AI思维链(即使有错误,也要输出以便调试) if decision != nil { log.Print("\n" + strings.Repeat("=", 70) + "\n") log.Printf("📋 系统提示词 [模板: %s] (错误情况)", at.systemPromptTemplate) log.Println(strings.Repeat("=", 70)) log.Println(decision.SystemPrompt) log.Println(strings.Repeat("=", 70)) if decision.CoTTrace != "" { log.Print("\n" + strings.Repeat("-", 70) + "\n") log.Println("💭 AI思维链分析(错误情况):") log.Println(strings.Repeat("-", 70)) log.Println(decision.CoTTrace) log.Println(strings.Repeat("-", 70)) } } at.decisionLogger.LogDecision(record) return fmt.Errorf("获取AI决策失败: %w", err) } // // 5. 打印系统提示词 // log.Printf("\n" + strings.Repeat("=", 70)) // log.Printf("📋 系统提示词 [模板: %s]", at.systemPromptTemplate) // log.Println(strings.Repeat("=", 70)) // log.Println(decision.SystemPrompt) // log.Printf(strings.Repeat("=", 70) + "\n") // 6. 打印AI思维链 // log.Printf("\n" + strings.Repeat("-", 70)) // log.Println("💭 AI思维链分析:") // log.Println(strings.Repeat("-", 70)) // log.Println(decision.CoTTrace) // log.Printf(strings.Repeat("-", 70) + "\n") // 7. 打印AI决策 // log.Printf("📋 AI决策列表 (%d 个):\n", len(decision.Decisions)) // for i, d := range decision.Decisions { // log.Printf(" [%d] %s: %s - %s", i+1, d.Symbol, d.Action, d.Reasoning) // if d.Action == "open_long" || d.Action == "open_short" { // log.Printf(" 杠杆: %dx | 仓位: %.2f USDT | 止损: %.4f | 止盈: %.4f", // d.Leverage, d.PositionSizeUSD, d.StopLoss, d.TakeProfit) // } // } log.Println() log.Print(strings.Repeat("-", 70)) // 8. 对决策排序:确保先平仓后开仓(防止仓位叠加超限) log.Print(strings.Repeat("-", 70)) // 8. 对决策排序:确保先平仓后开仓(防止仓位叠加超限) sortedDecisions := sortDecisionsByPriority(decision.Decisions) log.Println("🔄 执行顺序(已优化): 先平仓→后开仓") for i, d := range sortedDecisions { log.Printf(" [%d] %s %s", i+1, d.Symbol, d.Action) } log.Println() // 执行决策并记录结果 for _, d := range sortedDecisions { actionRecord := logger.DecisionAction{ Action: d.Action, Symbol: d.Symbol, Quantity: 0, Leverage: d.Leverage, Price: 0, Timestamp: time.Now(), Success: false, } if err := at.executeDecisionWithRecord(&d, &actionRecord); err != nil { log.Printf("❌ 执行决策失败 (%s %s): %v", d.Symbol, d.Action, err) actionRecord.Error = err.Error() record.ExecutionLog = append(record.ExecutionLog, fmt.Sprintf("❌ %s %s 失败: %v", d.Symbol, d.Action, err)) } else { actionRecord.Success = true record.ExecutionLog = append(record.ExecutionLog, fmt.Sprintf("✓ %s %s 成功", d.Symbol, d.Action)) // 成功执行后短暂延迟 time.Sleep(1 * time.Second) } record.Decisions = append(record.Decisions, actionRecord) } // 9. 保存决策记录 if err := at.decisionLogger.LogDecision(record); err != nil { log.Printf("⚠ 保存决策记录失败: %v", err) } return nil } // buildTradingContext 构建交易上下文 func (at *AutoTrader) buildTradingContext() (*decision.Context, error) { // 1. 获取账户信息 balance, err := at.trader.GetBalance() if err != nil { return nil, fmt.Errorf("获取账户余额失败: %w", err) } // 获取账户字段 totalWalletBalance := 0.0 totalUnrealizedProfit := 0.0 availableBalance := 0.0 if wallet, ok := balance["totalWalletBalance"].(float64); ok { totalWalletBalance = wallet } if unrealized, ok := balance["totalUnrealizedProfit"].(float64); ok { totalUnrealizedProfit = unrealized } if avail, ok := balance["availableBalance"].(float64); ok { availableBalance = avail } // Total Equity = 钱包余额 + 未实现盈亏 totalEquity := totalWalletBalance + totalUnrealizedProfit // 2. 获取持仓信息 positions, err := at.trader.GetPositions() if err != nil { return nil, fmt.Errorf("获取持仓失败: %w", err) } var positionInfos []decision.PositionInfo totalMarginUsed := 0.0 // 当前持仓的key集合(用于清理已平仓的记录) currentPositionKeys := make(map[string]bool) for _, pos := range positions { symbol := pos["symbol"].(string) side := pos["side"].(string) entryPrice := pos["entryPrice"].(float64) markPrice := pos["markPrice"].(float64) quantity := pos["positionAmt"].(float64) if quantity < 0 { quantity = -quantity // 空仓数量为负,转为正数 } // 跳过已平仓的持仓(quantity = 0),防止"幽灵持仓"传递给AI if quantity == 0 { continue } unrealizedPnl := pos["unRealizedProfit"].(float64) liquidationPrice := pos["liquidationPrice"].(float64) // 计算盈亏百分比 pnlPct := 0.0 if side == "long" { pnlPct = ((markPrice - entryPrice) / entryPrice) * 100 } else { pnlPct = ((entryPrice - markPrice) / entryPrice) * 100 } // 计算占用保证金(估算) leverage := 10 // 默认值,实际应该从持仓信息获取 if lev, ok := pos["leverage"].(float64); ok { leverage = int(lev) } marginUsed := (quantity * markPrice) / float64(leverage) totalMarginUsed += marginUsed // 跟踪持仓首次出现时间 posKey := symbol + "_" + side currentPositionKeys[posKey] = true if _, exists := at.positionFirstSeenTime[posKey]; !exists { // 新持仓,记录当前时间 at.positionFirstSeenTime[posKey] = time.Now().UnixMilli() } updateTime := at.positionFirstSeenTime[posKey] positionInfos = append(positionInfos, decision.PositionInfo{ Symbol: symbol, Side: side, EntryPrice: entryPrice, MarkPrice: markPrice, Quantity: quantity, Leverage: leverage, UnrealizedPnL: unrealizedPnl, UnrealizedPnLPct: pnlPct, LiquidationPrice: liquidationPrice, MarginUsed: marginUsed, UpdateTime: updateTime, }) } // 清理已平仓的持仓记录 for key := range at.positionFirstSeenTime { if !currentPositionKeys[key] { delete(at.positionFirstSeenTime, key) } } // 3. 获取交易员的候选币种池 candidateCoins, err := at.getCandidateCoins() if err != nil { return nil, fmt.Errorf("获取候选币种失败: %w", err) } // 4. 计算总盈亏 totalPnL := totalEquity - at.initialBalance totalPnLPct := 0.0 if at.initialBalance > 0 { totalPnLPct = (totalPnL / at.initialBalance) * 100 } marginUsedPct := 0.0 if totalEquity > 0 { marginUsedPct = (totalMarginUsed / totalEquity) * 100 } // 5. 分析历史表现(最近100个周期,避免长期持仓的交易记录丢失) // 假设每3分钟一个周期,100个周期 = 5小时,足够覆盖大部分交易 performance, err := at.decisionLogger.AnalyzePerformance(100) if err != nil { log.Printf("⚠️ 分析历史表现失败: %v", err) // 不影响主流程,继续执行(但设置performance为nil以避免传递错误数据) performance = nil } // 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, 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, TotalPnL: totalPnL, TotalPnLPct: totalPnLPct, MarginUsed: totalMarginUsed, MarginUsedPct: marginUsedPct, PositionCount: len(positionInfos), }, Positions: positionInfos, CandidateCoins: candidateCoins, Performance: performance, // 添加历史表现分析 } return ctx, nil } // executeDecisionWithRecord 执行AI决策并记录详细信息 func (at *AutoTrader) executeDecisionWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error { switch decision.Action { case "open_long": return at.executeOpenLongWithRecord(decision, actionRecord) case "open_short": return at.executeOpenShortWithRecord(decision, actionRecord) case "close_long": return at.executeCloseLongWithRecord(decision, actionRecord) case "close_short": return at.executeCloseShortWithRecord(decision, actionRecord) case "update_stop_loss": return at.executeUpdateStopLossWithRecord(decision, actionRecord) case "update_take_profit": return at.executeUpdateTakeProfitWithRecord(decision, actionRecord) case "partial_close": return at.executePartialCloseWithRecord(decision, actionRecord) case "hold", "wait": // 无需执行,仅记录 return nil default: return fmt.Errorf("未知的action: %s", decision.Action) } } // executeOpenLongWithRecord 执行开多仓并记录详细信息 func (at *AutoTrader) executeOpenLongWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error { log.Printf(" 📈 开多仓: %s", decision.Symbol) // ⚠️ 关键:检查是否已有同币种同方向持仓,如果有则拒绝开仓(防止仓位叠加超限) positions, err := at.trader.GetPositions() if err == nil { for _, pos := range positions { if pos["symbol"] == decision.Symbol && pos["side"] == "long" { return fmt.Errorf("❌ %s 已有多仓,拒绝开仓以防止仓位叠加超限。如需换仓,请先给出 close_long 决策", decision.Symbol) } } } // 获取当前价格 marketData, err := market.Get(decision.Symbol) if err != nil { return err } // 计算数量 quantity := decision.PositionSizeUSD / marketData.CurrentPrice actionRecord.Quantity = quantity actionRecord.Price = marketData.CurrentPrice // ⚠️ 保证金验证:防止保证金不足错误(code=-2019) requiredMargin := decision.PositionSizeUSD / float64(decision.Leverage) balance, err := at.trader.GetBalance() if err != nil { return fmt.Errorf("获取账户余额失败: %w", err) } availableBalance := 0.0 if avail, ok := balance["availableBalance"].(float64); ok { availableBalance = avail } // 手续费估算(Taker费率 0.04%) estimatedFee := decision.PositionSizeUSD * 0.0004 totalRequired := requiredMargin + estimatedFee if totalRequired > availableBalance { return fmt.Errorf("❌ 保证金不足: 需要 %.2f USDT(保证金 %.2f + 手续费 %.2f),可用 %.2f USDT", totalRequired, requiredMargin, estimatedFee, availableBalance) } // 设置仓位模式 if err := at.trader.SetMarginMode(decision.Symbol, at.config.IsCrossMargin); err != nil { log.Printf(" ⚠️ 设置仓位模式失败: %v", err) // 继续执行,不影响交易 } // 开仓 order, err := at.trader.OpenLong(decision.Symbol, quantity, decision.Leverage) if err != nil { return err } // 记录订单ID if orderID, ok := order["orderId"].(int64); ok { actionRecord.OrderID = orderID } log.Printf(" ✓ 开仓成功,订单ID: %v, 数量: %.4f", order["orderId"], quantity) // 记录开仓时间 posKey := decision.Symbol + "_long" at.positionFirstSeenTime[posKey] = time.Now().UnixMilli() // 设置止损止盈 if err := at.trader.SetStopLoss(decision.Symbol, "LONG", quantity, decision.StopLoss); err != nil { log.Printf(" ⚠ 设置止损失败: %v", err) } if err := at.trader.SetTakeProfit(decision.Symbol, "LONG", quantity, decision.TakeProfit); err != nil { log.Printf(" ⚠ 设置止盈失败: %v", err) } return nil } // executeOpenShortWithRecord 执行开空仓并记录详细信息 func (at *AutoTrader) executeOpenShortWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error { log.Printf(" 📉 开空仓: %s", decision.Symbol) // ⚠️ 关键:检查是否已有同币种同方向持仓,如果有则拒绝开仓(防止仓位叠加超限) positions, err := at.trader.GetPositions() if err == nil { for _, pos := range positions { if pos["symbol"] == decision.Symbol && pos["side"] == "short" { return fmt.Errorf("❌ %s 已有空仓,拒绝开仓以防止仓位叠加超限。如需换仓,请先给出 close_short 决策", decision.Symbol) } } } // 获取当前价格 marketData, err := market.Get(decision.Symbol) if err != nil { return err } // 计算数量 quantity := decision.PositionSizeUSD / marketData.CurrentPrice actionRecord.Quantity = quantity actionRecord.Price = marketData.CurrentPrice // ⚠️ 保证金验证:防止保证金不足错误(code=-2019) requiredMargin := decision.PositionSizeUSD / float64(decision.Leverage) balance, err := at.trader.GetBalance() if err != nil { return fmt.Errorf("获取账户余额失败: %w", err) } availableBalance := 0.0 if avail, ok := balance["availableBalance"].(float64); ok { availableBalance = avail } // 手续费估算(Taker费率 0.04%) estimatedFee := decision.PositionSizeUSD * 0.0004 totalRequired := requiredMargin + estimatedFee if totalRequired > availableBalance { return fmt.Errorf("❌ 保证金不足: 需要 %.2f USDT(保证金 %.2f + 手续费 %.2f),可用 %.2f USDT", totalRequired, requiredMargin, estimatedFee, availableBalance) } // 设置仓位模式 if err := at.trader.SetMarginMode(decision.Symbol, at.config.IsCrossMargin); err != nil { log.Printf(" ⚠️ 设置仓位模式失败: %v", err) // 继续执行,不影响交易 } // 开仓 order, err := at.trader.OpenShort(decision.Symbol, quantity, decision.Leverage) if err != nil { return err } // 记录订单ID if orderID, ok := order["orderId"].(int64); ok { actionRecord.OrderID = orderID } log.Printf(" ✓ 开仓成功,订单ID: %v, 数量: %.4f", order["orderId"], quantity) // 记录开仓时间 posKey := decision.Symbol + "_short" at.positionFirstSeenTime[posKey] = time.Now().UnixMilli() // 设置止损止盈 if err := at.trader.SetStopLoss(decision.Symbol, "SHORT", quantity, decision.StopLoss); err != nil { log.Printf(" ⚠ 设置止损失败: %v", err) } if err := at.trader.SetTakeProfit(decision.Symbol, "SHORT", quantity, decision.TakeProfit); err != nil { log.Printf(" ⚠ 设置止盈失败: %v", err) } return nil } // executeCloseLongWithRecord 执行平多仓并记录详细信息 func (at *AutoTrader) executeCloseLongWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error { log.Printf(" 🔄 平多仓: %s", decision.Symbol) // 获取当前价格 marketData, err := market.Get(decision.Symbol) if err != nil { return err } actionRecord.Price = marketData.CurrentPrice // 平仓 order, err := at.trader.CloseLong(decision.Symbol, 0) // 0 = 全部平仓 if err != nil { return err } // 记录订单ID if orderID, ok := order["orderId"].(int64); ok { actionRecord.OrderID = orderID } log.Printf(" ✓ 平仓成功") return nil } // executeCloseShortWithRecord 执行平空仓并记录详细信息 func (at *AutoTrader) executeCloseShortWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error { log.Printf(" 🔄 平空仓: %s", decision.Symbol) // 获取当前价格 marketData, err := market.Get(decision.Symbol) if err != nil { return err } actionRecord.Price = marketData.CurrentPrice // 平仓 order, err := at.trader.CloseShort(decision.Symbol, 0) // 0 = 全部平仓 if err != nil { return err } // 记录订单ID if orderID, ok := order["orderId"].(int64); ok { actionRecord.OrderID = orderID } log.Printf(" ✓ 平仓成功") return nil } // executeUpdateStopLossWithRecord 执行调整止损并记录详细信息 func (at *AutoTrader) executeUpdateStopLossWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error { log.Printf(" 🎯 调整止损: %s → %.2f", decision.Symbol, decision.NewStopLoss) // 获取当前价格 marketData, err := market.Get(decision.Symbol) if err != nil { return err } actionRecord.Price = marketData.CurrentPrice // 获取当前持仓 positions, err := at.trader.GetPositions() if err != nil { return fmt.Errorf("获取持仓失败: %w", err) } // 查找目标持仓 var targetPosition map[string]interface{} for _, pos := range positions { symbol, _ := pos["symbol"].(string) posAmt, _ := pos["positionAmt"].(float64) if symbol == decision.Symbol && posAmt != 0 { targetPosition = pos break } } if targetPosition == nil { return fmt.Errorf("持仓不存在: %s", decision.Symbol) } // 获取持仓方向和数量 side, _ := targetPosition["side"].(string) positionSide := strings.ToUpper(side) positionAmt, _ := targetPosition["positionAmt"].(float64) // 验证新止损价格合理性 if positionSide == "LONG" && decision.NewStopLoss >= marketData.CurrentPrice { return fmt.Errorf("多单止损必须低于当前价格 (当前: %.2f, 新止损: %.2f)", marketData.CurrentPrice, decision.NewStopLoss) } if positionSide == "SHORT" && decision.NewStopLoss <= marketData.CurrentPrice { return fmt.Errorf("空单止损必须高于当前价格 (当前: %.2f, 新止损: %.2f)", marketData.CurrentPrice, decision.NewStopLoss) } // 取消旧的止损单(避免多个止损单共存) if err := at.trader.CancelStopOrders(decision.Symbol); err != nil { log.Printf(" ⚠ 取消旧止损单失败: %v", err) // 不中断执行,继续设置新止损 } // 调用交易所 API 修改止损 quantity := math.Abs(positionAmt) err = at.trader.SetStopLoss(decision.Symbol, positionSide, quantity, decision.NewStopLoss) if err != nil { return fmt.Errorf("修改止损失败: %w", err) } log.Printf(" ✓ 止损已调整: %.2f (当前价格: %.2f)", decision.NewStopLoss, marketData.CurrentPrice) return nil } // executeUpdateTakeProfitWithRecord 执行调整止盈并记录详细信息 func (at *AutoTrader) executeUpdateTakeProfitWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error { log.Printf(" 🎯 调整止盈: %s → %.2f", decision.Symbol, decision.NewTakeProfit) // 获取当前价格 marketData, err := market.Get(decision.Symbol) if err != nil { return err } actionRecord.Price = marketData.CurrentPrice // 获取当前持仓 positions, err := at.trader.GetPositions() if err != nil { return fmt.Errorf("获取持仓失败: %w", err) } // 查找目标持仓 var targetPosition map[string]interface{} for _, pos := range positions { symbol, _ := pos["symbol"].(string) posAmt, _ := pos["positionAmt"].(float64) if symbol == decision.Symbol && posAmt != 0 { targetPosition = pos break } } if targetPosition == nil { return fmt.Errorf("持仓不存在: %s", decision.Symbol) } // 获取持仓方向和数量 side, _ := targetPosition["side"].(string) positionSide := strings.ToUpper(side) positionAmt, _ := targetPosition["positionAmt"].(float64) // 验证新止盈价格合理性 if positionSide == "LONG" && decision.NewTakeProfit <= marketData.CurrentPrice { return fmt.Errorf("多单止盈必须高于当前价格 (当前: %.2f, 新止盈: %.2f)", marketData.CurrentPrice, decision.NewTakeProfit) } if positionSide == "SHORT" && decision.NewTakeProfit >= marketData.CurrentPrice { return fmt.Errorf("空单止盈必须低于当前价格 (当前: %.2f, 新止盈: %.2f)", marketData.CurrentPrice, decision.NewTakeProfit) } // 取消旧的止盈单(避免多个止盈单共存) if err := at.trader.CancelStopOrders(decision.Symbol); err != nil { log.Printf(" ⚠ 取消旧止盈单失败: %v", err) // 不中断执行,继续设置新止盈 } // 调用交易所 API 修改止盈 quantity := math.Abs(positionAmt) err = at.trader.SetTakeProfit(decision.Symbol, positionSide, quantity, decision.NewTakeProfit) if err != nil { return fmt.Errorf("修改止盈失败: %w", err) } log.Printf(" ✓ 止盈已调整: %.2f (当前价格: %.2f)", decision.NewTakeProfit, marketData.CurrentPrice) return nil } // executePartialCloseWithRecord 执行部分平仓并记录详细信息 func (at *AutoTrader) executePartialCloseWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error { log.Printf(" 📊 部分平仓: %s %.1f%%", decision.Symbol, decision.ClosePercentage) // 验证百分比范围 if decision.ClosePercentage <= 0 || decision.ClosePercentage > 100 { return fmt.Errorf("平仓百分比必须在 0-100 之间,当前: %.1f", decision.ClosePercentage) } // 获取当前价格 marketData, err := market.Get(decision.Symbol) if err != nil { return err } actionRecord.Price = marketData.CurrentPrice // 获取当前持仓 positions, err := at.trader.GetPositions() if err != nil { return fmt.Errorf("获取持仓失败: %w", err) } // 查找目标持仓 var targetPosition map[string]interface{} for _, pos := range positions { symbol, _ := pos["symbol"].(string) posAmt, _ := pos["positionAmt"].(float64) if symbol == decision.Symbol && posAmt != 0 { targetPosition = pos break } } if targetPosition == nil { return fmt.Errorf("持仓不存在: %s", decision.Symbol) } // 获取持仓方向和数量 side, _ := targetPosition["side"].(string) positionSide := strings.ToUpper(side) positionAmt, _ := targetPosition["positionAmt"].(float64) // 计算平仓数量 totalQuantity := math.Abs(positionAmt) closeQuantity := totalQuantity * (decision.ClosePercentage / 100.0) actionRecord.Quantity = closeQuantity // 执行平仓 var order map[string]interface{} if positionSide == "LONG" { order, err = at.trader.CloseLong(decision.Symbol, closeQuantity) } else { order, err = at.trader.CloseShort(decision.Symbol, closeQuantity) } if err != nil { return fmt.Errorf("部分平仓失败: %w", err) } // 记录订单ID if orderID, ok := order["orderId"].(int64); ok { actionRecord.OrderID = orderID } remainingQuantity := totalQuantity - closeQuantity log.Printf(" ✓ 部分平仓成功: 平仓 %.4f (%.1f%%), 剩余 %.4f", closeQuantity, decision.ClosePercentage, remainingQuantity) return nil } // GetID 获取trader ID func (at *AutoTrader) GetID() string { return at.id } // GetName 获取trader名称 func (at *AutoTrader) GetName() string { return at.name } // GetAIModel 获取AI模型 func (at *AutoTrader) GetAIModel() string { return at.aiModel } // GetExchange 获取交易所 func (at *AutoTrader) GetExchange() string { return at.exchange } // SetCustomPrompt 设置自定义交易策略prompt func (at *AutoTrader) SetCustomPrompt(prompt string) { at.customPrompt = prompt } // SetOverrideBasePrompt 设置是否覆盖基础prompt func (at *AutoTrader) SetOverrideBasePrompt(override bool) { at.overrideBasePrompt = override } // SetSystemPromptTemplate 设置系统提示词模板 func (at *AutoTrader) SetSystemPromptTemplate(templateName string) { at.systemPromptTemplate = templateName } // GetSystemPromptTemplate 获取当前系统提示词模板名称 func (at *AutoTrader) GetSystemPromptTemplate() string { return at.systemPromptTemplate } // GetDecisionLogger 获取决策日志记录器 func (at *AutoTrader) GetDecisionLogger() *logger.DecisionLogger { return at.decisionLogger } // GetStatus 获取系统状态(用于API) func (at *AutoTrader) GetStatus() map[string]interface{} { aiProvider := "DeepSeek" if at.config.UseQwen { aiProvider = "Qwen" } return map[string]interface{}{ "trader_id": at.id, "trader_name": at.name, "ai_model": at.aiModel, "exchange": at.exchange, "is_running": at.isRunning, "start_time": at.startTime.Format(time.RFC3339), "runtime_minutes": int(time.Since(at.startTime).Minutes()), "call_count": at.callCount, "initial_balance": at.initialBalance, "scan_interval": at.config.ScanInterval.String(), "stop_until": at.stopUntil.Format(time.RFC3339), "last_reset_time": at.lastResetTime.Format(time.RFC3339), "ai_provider": aiProvider, } } // GetAccountInfo 获取账户信息(用于API) func (at *AutoTrader) GetAccountInfo() (map[string]interface{}, error) { balance, err := at.trader.GetBalance() if err != nil { return nil, fmt.Errorf("获取余额失败: %w", err) } // 获取账户字段 totalWalletBalance := 0.0 totalUnrealizedProfit := 0.0 availableBalance := 0.0 if wallet, ok := balance["totalWalletBalance"].(float64); ok { totalWalletBalance = wallet } if unrealized, ok := balance["totalUnrealizedProfit"].(float64); ok { totalUnrealizedProfit = unrealized } if avail, ok := balance["availableBalance"].(float64); ok { availableBalance = avail } // Total Equity = 钱包余额 + 未实现盈亏 totalEquity := totalWalletBalance + totalUnrealizedProfit // 获取持仓计算总保证金 positions, err := at.trader.GetPositions() if err != nil { return nil, fmt.Errorf("获取持仓失败: %w", err) } totalMarginUsed := 0.0 totalUnrealizedPnL := 0.0 for _, pos := range positions { markPrice := pos["markPrice"].(float64) quantity := pos["positionAmt"].(float64) if quantity < 0 { quantity = -quantity } unrealizedPnl := pos["unRealizedProfit"].(float64) totalUnrealizedPnL += unrealizedPnl leverage := 10 if lev, ok := pos["leverage"].(float64); ok { leverage = int(lev) } marginUsed := (quantity * markPrice) / float64(leverage) totalMarginUsed += marginUsed } totalPnL := totalEquity - at.initialBalance totalPnLPct := 0.0 if at.initialBalance > 0 { totalPnLPct = (totalPnL / at.initialBalance) * 100 } marginUsedPct := 0.0 if totalEquity > 0 { marginUsedPct = (totalMarginUsed / totalEquity) * 100 } return map[string]interface{}{ // 核心字段 "total_equity": totalEquity, // 账户净值 = wallet + unrealized "wallet_balance": totalWalletBalance, // 钱包余额(不含未实现盈亏) "unrealized_profit": totalUnrealizedProfit, // 未实现盈亏(从API) "available_balance": availableBalance, // 可用余额 // 盈亏统计 "total_pnl": totalPnL, // 总盈亏 = equity - initial "total_pnl_pct": totalPnLPct, // 总盈亏百分比 "total_unrealized_pnl": totalUnrealizedPnL, // 未实现盈亏(从持仓计算) "initial_balance": at.initialBalance, // 初始余额 "daily_pnl": at.dailyPnL, // 日盈亏 // 持仓信息 "position_count": len(positions), // 持仓数量 "margin_used": totalMarginUsed, // 保证金占用 "margin_used_pct": marginUsedPct, // 保证金使用率 }, nil } // GetPositions 获取持仓列表(用于API) func (at *AutoTrader) GetPositions() ([]map[string]interface{}, error) { positions, err := at.trader.GetPositions() if err != nil { return nil, fmt.Errorf("获取持仓失败: %w", err) } var result []map[string]interface{} for _, pos := range positions { symbol := pos["symbol"].(string) side := pos["side"].(string) entryPrice := pos["entryPrice"].(float64) markPrice := pos["markPrice"].(float64) quantity := pos["positionAmt"].(float64) if quantity < 0 { quantity = -quantity } unrealizedPnl := pos["unRealizedProfit"].(float64) liquidationPrice := pos["liquidationPrice"].(float64) leverage := 10 if lev, ok := pos["leverage"].(float64); ok { leverage = int(lev) } // 计算占用保证金 marginUsed := (quantity * markPrice) / float64(leverage) // 计算盈亏百分比(基于保证金) // 收益率 = 未实现盈亏 / 保证金 × 100% pnlPct := 0.0 if marginUsed > 0 { pnlPct = (unrealizedPnl / marginUsed) * 100 } result = append(result, map[string]interface{}{ "symbol": symbol, "side": side, "entry_price": entryPrice, "mark_price": markPrice, "quantity": quantity, "leverage": leverage, "unrealized_pnl": unrealizedPnl, "unrealized_pnl_pct": pnlPct, "liquidation_price": liquidationPrice, "margin_used": marginUsed, }) } return result, nil } // sortDecisionsByPriority 对决策排序:先平仓,再开仓,最后hold/wait // 这样可以避免换仓时仓位叠加超限 func sortDecisionsByPriority(decisions []decision.Decision) []decision.Decision { if len(decisions) <= 1 { return decisions } // 定义优先级 getActionPriority := func(action string) int { switch action { case "close_long", "close_short", "partial_close": return 1 // 最高优先级:先平仓(包括部分平仓) case "update_stop_loss", "update_take_profit": return 2 // 调整持仓止盈止损 case "open_long", "open_short": return 3 // 次优先级:后开仓 case "hold", "wait": return 4 // 最低优先级:观望 default: return 999 // 未知动作放最后 } } // 复制决策列表 sorted := make([]decision.Decision, len(decisions)) copy(sorted, decisions) // 按优先级排序 for i := 0; i < len(sorted)-1; i++ { for j := i + 1; j < len(sorted); j++ { if getActionPriority(sorted[i].Action) > getActionPriority(sorted[j].Action) { sorted[i], sorted[j] = sorted[j], sorted[i] } } } return sorted } // getCandidateCoins 获取交易员的候选币种列表 func (at *AutoTrader) getCandidateCoins() ([]decision.CandidateCoin, error) { if len(at.tradingCoins) == 0 { // 使用数据库配置的默认币种列表 var candidateCoins []decision.CandidateCoin if len(at.defaultCoins) > 0 { // 使用数据库中配置的默认币种 for _, coin := range at.defaultCoins { symbol := normalizeSymbol(coin) candidateCoins = append(candidateCoins, decision.CandidateCoin{ Symbol: symbol, Sources: []string{"default"}, // 标记为数据库默认币种 }) } log.Printf("📋 [%s] 使用数据库默认币种: %d个币种 %v", at.name, len(candidateCoins), at.defaultCoins) return candidateCoins, nil } else { // 如果数据库中没有配置默认币种,则使用AI500+OI Top作为fallback const ai500Limit = 20 // AI500取前20个评分最高的币种 mergedPool, err := pool.GetMergedCoinPool(ai500Limit) if err != nil { return nil, fmt.Errorf("获取合并币种池失败: %w", err) } // 构建候选币种列表(包含来源信息) for _, symbol := range mergedPool.AllSymbols { sources := mergedPool.SymbolSources[symbol] candidateCoins = append(candidateCoins, decision.CandidateCoin{ Symbol: symbol, Sources: sources, // "ai500" 和/或 "oi_top" }) } log.Printf("📋 [%s] 数据库无默认币种配置,使用AI500+OI Top: AI500前%d + OI_Top20 = 总计%d个候选币种", at.name, ai500Limit, len(candidateCoins)) return candidateCoins, nil } } else { // 使用自定义币种列表 var candidateCoins []decision.CandidateCoin for _, coin := range at.tradingCoins { // 确保币种格式正确(转为大写USDT交易对) symbol := normalizeSymbol(coin) candidateCoins = append(candidateCoins, decision.CandidateCoin{ Symbol: symbol, Sources: []string{"custom"}, // 标记为自定义来源 }) } log.Printf("📋 [%s] 使用自定义币种: %d个币种 %v", at.name, len(candidateCoins), at.tradingCoins) return candidateCoins, nil } } // normalizeSymbol 标准化币种符号(确保以USDT结尾) func normalizeSymbol(symbol string) string { // 转为大写 symbol = strings.ToUpper(strings.TrimSpace(symbol)) // 确保以USDT结尾 if !strings.HasSuffix(symbol, "USDT") { symbol = symbol + "USDT" } return symbol } // 启动回撤监控 func (at *AutoTrader) startDrawdownMonitor() { at.monitorWg.Add(1) go func() { defer at.monitorWg.Done() ticker := time.NewTicker(1 * time.Minute) // 每分钟检查一次 defer ticker.Stop() log.Println("📊 启动持仓回撤监控(每分钟检查一次)") for { select { case <-ticker.C: at.checkPositionDrawdown() case <-at.stopMonitorCh: log.Println("⏹ 停止持仓回撤监控") return } } }() } // 检查持仓回撤情况 func (at *AutoTrader) checkPositionDrawdown() { // 获取当前持仓 positions, err := at.trader.GetPositions() if err != nil { log.Printf("❌ 回撤监控:获取持仓失败: %v", err) return } for _, pos := range positions { symbol := pos["symbol"].(string) side := pos["side"].(string) entryPrice := pos["entryPrice"].(float64) markPrice := pos["markPrice"].(float64) quantity := pos["positionAmt"].(float64) if quantity < 0 { quantity = -quantity // 空仓数量为负,转为正数 } // 计算当前盈亏百分比 leverage := 10 // 默认值 if lev, ok := pos["leverage"].(float64); ok { leverage = int(lev) } var currentPnLPct float64 if side == "long" { currentPnLPct = ((markPrice - entryPrice) / entryPrice) * float64(leverage) * 100 } else { currentPnLPct = ((entryPrice - markPrice) / entryPrice) * float64(leverage) * 100 } // 获取该持仓的历史最高收益 at.peakPnLCacheMutex.RLock() peakPnLPct, exists := at.peakPnLCache[symbol] at.peakPnLCacheMutex.RUnlock() if !exists { // 如果没有历史最高记录,使用当前盈亏作为初始值 peakPnLPct = currentPnLPct at.UpdatePeakPnL(symbol, currentPnLPct) } else { // 更新峰值缓存 at.UpdatePeakPnL(symbol, currentPnLPct) } // 计算回撤(从最高点下跌的幅度) var drawdownPct float64 if peakPnLPct > 0 && currentPnLPct < peakPnLPct { drawdownPct = ((peakPnLPct - currentPnLPct) / peakPnLPct) * 100 } // 检查平仓条件:收益大于5%且回撤超过40% if currentPnLPct > 5.0 && drawdownPct >= 40.0 { log.Printf("🚨 触发回撤平仓条件: %s %s | 当前收益: %.2f%% | 最高收益: %.2f%% | 回撤: %.2f%%", symbol, side, currentPnLPct, peakPnLPct, drawdownPct) // 执行平仓 if err := at.emergencyClosePosition(symbol, side); err != nil { log.Printf("❌ 回撤平仓失败 (%s %s): %v", symbol, side, err) } else { log.Printf("✅ 回撤平仓成功: %s %s", symbol, side) // 平仓后清理该symbol的缓存 at.ClearPeakPnLCache(symbol) } } else if currentPnLPct > 5.0 { // 记录接近平仓条件的情况(用于调试) log.Printf("📊 回撤监控: %s %s | 收益: %.2f%% | 最高: %.2f%% | 回撤: %.2f%%", symbol, side, currentPnLPct, peakPnLPct, drawdownPct) } } } // 紧急平仓函数 func (at *AutoTrader) emergencyClosePosition(symbol, side string) error { switch side { case "long": order, err := at.trader.CloseLong(symbol, 0) // 0 = 全部平仓 if err != nil { return err } log.Printf("✅ 紧急平多仓成功,订单ID: %v", order["orderId"]) case "short": order, err := at.trader.CloseShort(symbol, 0) // 0 = 全部平仓 if err != nil { return err } log.Printf("✅ 紧急平空仓成功,订单ID: %v", order["orderId"]) default: return fmt.Errorf("未知的持仓方向: %s", side) } return nil } // GetPeakPnLCache 获取最高收益缓存 func (at *AutoTrader) GetPeakPnLCache() map[string]float64 { at.peakPnLCacheMutex.RLock() defer at.peakPnLCacheMutex.RUnlock() // 返回缓存的副本 cache := make(map[string]float64) for k, v := range at.peakPnLCache { cache[k] = v } return cache } // UpdatePeakPnL 更新最高收益缓存 func (at *AutoTrader) UpdatePeakPnL(symbol string, currentPnLPct float64) { at.peakPnLCacheMutex.Lock() defer at.peakPnLCacheMutex.Unlock() if peak, exists := at.peakPnLCache[symbol]; exists { // 更新峰值(如果是多头,取较大值;如果是空头,currentPnLPct为负,也要比较) if currentPnLPct > peak { at.peakPnLCache[symbol] = currentPnLPct } } else { // 首次记录 at.peakPnLCache[symbol] = currentPnLPct } } // ClearPeakPnLCache 清除指定symbol的峰值缓存 func (at *AutoTrader) ClearPeakPnLCache(symbol string) { at.peakPnLCacheMutex.Lock() defer at.peakPnLCacheMutex.Unlock() delete(at.peakPnLCache, symbol) }