Files
nofx/kernel/engine.go
T
2026-03-12 16:14:56 +08:00

853 lines
26 KiB
Go

package kernel
import (
"context"
"encoding/json"
"fmt"
"io"
"net/http"
"nofx/logger"
"nofx/market"
"nofx/provider/hyperliquid"
"nofx/provider/nofxos"
"nofx/security"
"nofx/store"
"strings"
"time"
)
// ============================================================================
// Type Definitions
// ============================================================================
// PositionInfo position information
type PositionInfo struct {
Symbol string `json:"symbol"`
Side string `json:"side"` // "long" or "short"
EntryPrice float64 `json:"entry_price"`
MarkPrice float64 `json:"mark_price"`
Quantity float64 `json:"quantity"`
Leverage int `json:"leverage"`
UnrealizedPnL float64 `json:"unrealized_pnl"`
UnrealizedPnLPct float64 `json:"unrealized_pnl_pct"`
PeakPnLPct float64 `json:"peak_pnl_pct"` // Historical peak profit percentage
LiquidationPrice float64 `json:"liquidation_price"`
MarginUsed float64 `json:"margin_used"`
UpdateTime int64 `json:"update_time"` // Position update timestamp (milliseconds)
}
// AccountInfo account information
type AccountInfo struct {
TotalEquity float64 `json:"total_equity"` // Account equity
AvailableBalance float64 `json:"available_balance"` // Available balance
UnrealizedPnL float64 `json:"unrealized_pnl"` // Unrealized profit/loss
TotalPnL float64 `json:"total_pnl"` // Total profit/loss
TotalPnLPct float64 `json:"total_pnl_pct"` // Total profit/loss percentage
MarginUsed float64 `json:"margin_used"` // Used margin
MarginUsedPct float64 `json:"margin_used_pct"` // Margin usage rate
PositionCount int `json:"position_count"` // Number of positions
}
// CandidateCoin candidate coin (from coin pool)
type CandidateCoin struct {
Symbol string `json:"symbol"`
Sources []string `json:"sources"` // Sources: "ai500" and/or "oi_top"
}
// OITopData open interest growth top data (for AI decision reference)
type OITopData struct {
Rank int // OI Top ranking
OIDeltaPercent float64 // Open interest change percentage (1 hour)
OIDeltaValue float64 // Open interest change value
PriceDeltaPercent float64 // Price change percentage
}
// TradingStats trading statistics (for AI input)
type TradingStats struct {
TotalTrades int `json:"total_trades"` // Total number of trades (closed)
WinRate float64 `json:"win_rate"` // Win rate (%)
ProfitFactor float64 `json:"profit_factor"` // Profit factor
SharpeRatio float64 `json:"sharpe_ratio"` // Sharpe ratio
TotalPnL float64 `json:"total_pnl"` // Total profit/loss
AvgWin float64 `json:"avg_win"` // Average win
AvgLoss float64 `json:"avg_loss"` // Average loss
MaxDrawdownPct float64 `json:"max_drawdown_pct"` // Maximum drawdown (%)
}
// RecentOrder recently completed order (for AI input)
type RecentOrder struct {
Symbol string `json:"symbol"` // Trading pair
Side string `json:"side"` // long/short
EntryPrice float64 `json:"entry_price"` // Entry price
ExitPrice float64 `json:"exit_price"` // Exit price
RealizedPnL float64 `json:"realized_pnl"` // Realized profit/loss
PnLPct float64 `json:"pnl_pct"` // Profit/loss percentage
EntryTime string `json:"entry_time"` // Entry time
ExitTime string `json:"exit_time"` // Exit time
HoldDuration string `json:"hold_duration"` // Hold duration, e.g. "2h30m"
}
// Context trading context (complete information passed to AI)
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"`
PromptVariant string `json:"prompt_variant,omitempty"`
TradingStats *TradingStats `json:"trading_stats,omitempty"`
RecentOrders []RecentOrder `json:"recent_orders,omitempty"`
MarketDataMap map[string]*market.Data `json:"-"`
MultiTFMarket map[string]map[string]*market.Data `json:"-"`
OITopDataMap map[string]*OITopData `json:"-"`
QuantDataMap map[string]*QuantData `json:"-"`
OIRankingData *nofxos.OIRankingData `json:"-"` // Market-wide OI ranking data
NetFlowRankingData *nofxos.NetFlowRankingData `json:"-"` // Market-wide fund flow ranking data
PriceRankingData *nofxos.PriceRankingData `json:"-"` // Market-wide price gainers/losers
BTCETHLeverage int `json:"-"`
AltcoinLeverage int `json:"-"`
Timeframes []string `json:"-"`
}
// Decision AI trading decision
type Decision struct {
Symbol string `json:"symbol"`
Action string `json:"action"` // Standard: "open_long", "open_short", "close_long", "close_short", "hold", "wait"
// Grid actions: "place_buy_limit", "place_sell_limit", "cancel_order", "cancel_all_orders", "pause_grid", "resume_grid", "adjust_grid"
// Opening position parameters
Leverage int `json:"leverage,omitempty"`
PositionSizeUSD float64 `json:"position_size_usd,omitempty"`
StopLoss float64 `json:"stop_loss,omitempty"`
TakeProfit float64 `json:"take_profit,omitempty"`
// Grid trading parameters
Price float64 `json:"price,omitempty"` // Limit order price (for grid)
Quantity float64 `json:"quantity,omitempty"` // Order quantity (for grid)
LevelIndex int `json:"level_index,omitempty"` // Grid level index
OrderID string `json:"order_id,omitempty"` // Order ID (for cancel)
// Common parameters
Confidence int `json:"confidence,omitempty"` // Confidence level (0-100)
RiskUSD float64 `json:"risk_usd,omitempty"` // Maximum USD risk
Reasoning string `json:"reasoning"`
}
// FullDecision AI's complete decision (including chain of thought)
type FullDecision struct {
SystemPrompt string `json:"system_prompt"`
UserPrompt string `json:"user_prompt"`
CoTTrace string `json:"cot_trace"`
Decisions []Decision `json:"decisions"`
RawResponse string `json:"raw_response"`
Timestamp time.Time `json:"timestamp"`
AIRequestDurationMs int64 `json:"ai_request_duration_ms,omitempty"`
}
// QuantData quantitative data structure (fund flow, position changes, price changes)
type QuantData struct {
Symbol string `json:"symbol"`
Price float64 `json:"price"`
Netflow *NetflowData `json:"netflow,omitempty"`
OI map[string]*OIData `json:"oi,omitempty"`
PriceChange map[string]float64 `json:"price_change,omitempty"`
}
type NetflowData struct {
Institution *FlowTypeData `json:"institution,omitempty"`
Personal *FlowTypeData `json:"personal,omitempty"`
}
type FlowTypeData struct {
Future map[string]float64 `json:"future,omitempty"`
Spot map[string]float64 `json:"spot,omitempty"`
}
type OIData struct {
CurrentOI float64 `json:"current_oi"`
Delta map[string]*OIDeltaData `json:"delta,omitempty"`
}
type OIDeltaData struct {
OIDelta float64 `json:"oi_delta"`
OIDeltaValue float64 `json:"oi_delta_value"`
OIDeltaPercent float64 `json:"oi_delta_percent"`
}
// ============================================================================
// StrategyEngine - Core Strategy Execution Engine
// ============================================================================
// StrategyEngine strategy execution engine
type StrategyEngine struct {
config *store.StrategyConfig
nofxosClient *nofxos.Client
}
// NewStrategyEngine creates strategy execution engine
func NewStrategyEngine(config *store.StrategyConfig) *StrategyEngine {
// Create NofxOS client with API key from config
apiKey := config.Indicators.NofxOSAPIKey
if apiKey == "" {
apiKey = nofxos.DefaultAuthKey
}
client := nofxos.NewClient(nofxos.DefaultBaseURL, apiKey)
return &StrategyEngine{
config: config,
nofxosClient: client,
}
}
// GetRiskControlConfig gets risk control configuration
func (e *StrategyEngine) GetRiskControlConfig() store.RiskControlConfig {
return e.config.RiskControl
}
// GetLanguage returns the language from config or falls back to auto-detection
func (e *StrategyEngine) GetLanguage() Language {
switch e.config.Language {
case "zh":
return LangChinese
case "en":
return LangEnglish
default:
// Fall back to auto-detection from prompt content for backward compatibility
return detectLanguage(e.config.PromptSections.RoleDefinition)
}
}
// GetConfig gets complete strategy configuration
func (e *StrategyEngine) GetConfig() *store.StrategyConfig {
return e.config
}
// ============================================================================
// Candidate Coins
// ============================================================================
// GetCandidateCoins gets candidate coins based on strategy configuration
func (e *StrategyEngine) GetCandidateCoins() ([]CandidateCoin, error) {
var candidates []CandidateCoin
symbolSources := make(map[string][]string)
coinSource := e.config.CoinSource
switch coinSource.SourceType {
case "static":
for _, symbol := range coinSource.StaticCoins {
symbol = market.Normalize(symbol)
candidates = append(candidates, CandidateCoin{
Symbol: symbol,
Sources: []string{"static"},
})
}
return e.filterExcludedCoins(candidates), nil
case "ai500":
// Check use_ai500 flag; if false, fall back to static coins
if !coinSource.UseAI500 {
logger.Infof("⚠️ source_type is 'ai500' but use_ai500 is false, falling back to static coins")
for _, symbol := range coinSource.StaticCoins {
symbol = market.Normalize(symbol)
candidates = append(candidates, CandidateCoin{
Symbol: symbol,
Sources: []string{"static"},
})
}
return e.filterExcludedCoins(candidates), nil
}
coins, err := e.getAI500Coins(coinSource.AI500Limit)
if err != nil {
return nil, err
}
// Empty list is a normal condition, return directly
return e.filterExcludedCoins(coins), nil
case "oi_top":
// Check use_oi_top flag; if false, fall back to static coins
if !coinSource.UseOITop {
logger.Infof("⚠️ source_type is 'oi_top' but use_oi_top is false, falling back to static coins")
for _, symbol := range coinSource.StaticCoins {
symbol = market.Normalize(symbol)
candidates = append(candidates, CandidateCoin{
Symbol: symbol,
Sources: []string{"static"},
})
}
return e.filterExcludedCoins(candidates), nil
}
coins, err := e.getOITopCoins(coinSource.OITopLimit)
if err != nil {
return nil, err
}
// Empty list is a normal condition, return directly
return e.filterExcludedCoins(coins), nil
case "oi_low":
// OI decrease ranking, suitable for short positions
if !coinSource.UseOILow {
logger.Infof("⚠️ source_type is 'oi_low' but use_oi_low is false, falling back to static coins")
for _, symbol := range coinSource.StaticCoins {
symbol = market.Normalize(symbol)
candidates = append(candidates, CandidateCoin{
Symbol: symbol,
Sources: []string{"static"},
})
}
return e.filterExcludedCoins(candidates), nil
}
coins, err := e.getOILowCoins(coinSource.OILowLimit)
if err != nil {
return nil, err
}
// Empty list is a normal condition, return directly
return e.filterExcludedCoins(coins), nil
case "hyper_all":
// All Hyperliquid perp coins
if !coinSource.UseHyperAll {
logger.Infof("⚠️ source_type is 'hyper_all' but use_hyper_all is false, falling back to static coins")
for _, symbol := range coinSource.StaticCoins {
symbol = market.Normalize(symbol)
candidates = append(candidates, CandidateCoin{
Symbol: symbol,
Sources: []string{"static"},
})
}
return e.filterExcludedCoins(candidates), nil
}
coins, err := e.getHyperAllCoins()
if err != nil {
return nil, err
}
return e.filterExcludedCoins(coins), nil
case "hyper_main":
// Top N Hyperliquid coins by 24h volume
if !coinSource.UseHyperMain {
logger.Infof("⚠️ source_type is 'hyper_main' but use_hyper_main is false, falling back to static coins")
for _, symbol := range coinSource.StaticCoins {
symbol = market.Normalize(symbol)
candidates = append(candidates, CandidateCoin{
Symbol: symbol,
Sources: []string{"static"},
})
}
return e.filterExcludedCoins(candidates), nil
}
coins, err := e.getHyperMainCoins(coinSource.HyperMainLimit)
if err != nil {
return nil, err
}
return e.filterExcludedCoins(coins), nil
case "mixed":
if coinSource.UseAI500 {
poolCoins, err := e.getAI500Coins(coinSource.AI500Limit)
if err != nil {
logger.Infof("⚠️ Failed to get AI500 coins: %v", err)
} else {
for _, coin := range poolCoins {
symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "ai500")
}
}
}
if coinSource.UseOITop {
oiCoins, err := e.getOITopCoins(coinSource.OITopLimit)
if err != nil {
logger.Infof("⚠️ Failed to get OI Top: %v", err)
} else {
for _, coin := range oiCoins {
symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "oi_top")
}
}
}
if coinSource.UseOILow {
oiLowCoins, err := e.getOILowCoins(coinSource.OILowLimit)
if err != nil {
logger.Infof("⚠️ Failed to get OI Low: %v", err)
} else {
for _, coin := range oiLowCoins {
symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "oi_low")
}
}
}
if coinSource.UseHyperAll {
hyperCoins, err := e.getHyperAllCoins()
if err != nil {
logger.Infof("⚠️ Failed to get Hyperliquid All coins: %v", err)
} else {
for _, coin := range hyperCoins {
symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "hyper_all")
}
}
}
if coinSource.UseHyperMain {
hyperMainCoins, err := e.getHyperMainCoins(coinSource.HyperMainLimit)
if err != nil {
logger.Infof("⚠️ Failed to get Hyperliquid Main coins: %v", err)
} else {
for _, coin := range hyperMainCoins {
symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "hyper_main")
}
}
}
for _, symbol := range coinSource.StaticCoins {
symbol = market.Normalize(symbol)
if _, exists := symbolSources[symbol]; !exists {
symbolSources[symbol] = []string{"static"}
} else {
symbolSources[symbol] = append(symbolSources[symbol], "static")
}
}
for symbol, sources := range symbolSources {
candidates = append(candidates, CandidateCoin{
Symbol: symbol,
Sources: sources,
})
}
return e.filterExcludedCoins(candidates), nil
default:
return nil, fmt.Errorf("unknown coin source type: %s", coinSource.SourceType)
}
}
// filterExcludedCoins removes excluded coins from the candidates list
func (e *StrategyEngine) filterExcludedCoins(candidates []CandidateCoin) []CandidateCoin {
if len(e.config.CoinSource.ExcludedCoins) == 0 {
return candidates
}
// Build excluded set for O(1) lookup
excluded := make(map[string]bool)
for _, coin := range e.config.CoinSource.ExcludedCoins {
normalized := market.Normalize(coin)
excluded[normalized] = true
}
// Filter out excluded coins
filtered := make([]CandidateCoin, 0, len(candidates))
for _, c := range candidates {
if !excluded[c.Symbol] {
filtered = append(filtered, c)
} else {
logger.Infof("🚫 Excluded coin: %s", c.Symbol)
}
}
return filtered
}
func (e *StrategyEngine) getAI500Coins(limit int) ([]CandidateCoin, error) {
if limit <= 0 {
limit = 30
}
symbols, err := e.nofxosClient.GetTopRatedCoins(limit)
if err != nil {
return nil, err
}
var candidates []CandidateCoin
for _, symbol := range symbols {
candidates = append(candidates, CandidateCoin{
Symbol: symbol,
Sources: []string{"ai500"},
})
}
return candidates, nil
}
func (e *StrategyEngine) getOITopCoins(limit int) ([]CandidateCoin, error) {
if limit <= 0 {
limit = 10
}
positions, err := e.nofxosClient.GetOITopPositions()
if err != nil {
return nil, err
}
var candidates []CandidateCoin
for i, pos := range positions {
if i >= limit {
break
}
symbol := market.Normalize(pos.Symbol)
candidates = append(candidates, CandidateCoin{
Symbol: symbol,
Sources: []string{"oi_top"},
})
}
return candidates, nil
}
func (e *StrategyEngine) getOILowCoins(limit int) ([]CandidateCoin, error) {
if limit <= 0 {
limit = 10
}
positions, err := e.nofxosClient.GetOILowPositions()
if err != nil {
return nil, err
}
var candidates []CandidateCoin
for i, pos := range positions {
if i >= limit {
break
}
symbol := market.Normalize(pos.Symbol)
candidates = append(candidates, CandidateCoin{
Symbol: symbol,
Sources: []string{"oi_low"},
})
}
return candidates, nil
}
// getHyperAllCoins returns all available Hyperliquid perpetual coins
func (e *StrategyEngine) getHyperAllCoins() ([]CandidateCoin, error) {
ctx := context.Background()
symbols, err := hyperliquid.GetAllCoinSymbols(ctx)
if err != nil {
return nil, fmt.Errorf("failed to get Hyperliquid coins: %w", err)
}
var candidates []CandidateCoin
for _, symbol := range symbols {
// Add USDT suffix for compatibility
normalizedSymbol := market.Normalize(symbol + "USDT")
candidates = append(candidates, CandidateCoin{
Symbol: normalizedSymbol,
Sources: []string{"hyper_all"},
})
}
logger.Infof("✅ Loaded %d Hyperliquid coins (hyper_all)", len(candidates))
return candidates, nil
}
// getHyperMainCoins returns top N Hyperliquid coins by 24h volume
func (e *StrategyEngine) getHyperMainCoins(limit int) ([]CandidateCoin, error) {
if limit <= 0 {
limit = 20
}
ctx := context.Background()
symbols, err := hyperliquid.GetMainCoinSymbols(ctx, limit)
if err != nil {
return nil, fmt.Errorf("failed to get Hyperliquid main coins: %w", err)
}
var candidates []CandidateCoin
for _, symbol := range symbols {
// Add USDT suffix for compatibility
normalizedSymbol := market.Normalize(symbol + "USDT")
candidates = append(candidates, CandidateCoin{
Symbol: normalizedSymbol,
Sources: []string{"hyper_main"},
})
}
logger.Infof("✅ Loaded %d Hyperliquid main coins (hyper_main) by 24h volume", len(candidates))
return candidates, nil
}
// ============================================================================
// External & Quant Data
// ============================================================================
// FetchMarketData fetches market data based on strategy configuration
func (e *StrategyEngine) FetchMarketData(symbol string) (*market.Data, error) {
return market.Get(symbol)
}
// FetchExternalData fetches external data sources
func (e *StrategyEngine) FetchExternalData() (map[string]interface{}, error) {
externalData := make(map[string]interface{})
for _, source := range e.config.Indicators.ExternalDataSources {
data, err := e.fetchSingleExternalSource(source)
if err != nil {
logger.Infof("⚠️ Failed to fetch external data source [%s]: %v", source.Name, err)
continue
}
externalData[source.Name] = data
}
return externalData, nil
}
func (e *StrategyEngine) fetchSingleExternalSource(source store.ExternalDataSource) (interface{}, error) {
// SSRF Protection: Validate URL before making request
if err := security.ValidateURL(source.URL); err != nil {
return nil, fmt.Errorf("external source URL validation failed: %w", err)
}
timeout := time.Duration(source.RefreshSecs) * time.Second
if timeout == 0 {
timeout = 30 * time.Second
}
// Use SSRF-safe HTTP client
client := security.SafeHTTPClient(timeout)
req, err := http.NewRequest(source.Method, source.URL, nil)
if err != nil {
return nil, err
}
for k, v := range source.Headers {
req.Header.Set(k, v)
}
resp, err := client.Do(req)
if err != nil {
return nil, err
}
defer resp.Body.Close()
body, err := io.ReadAll(resp.Body)
if err != nil {
return nil, err
}
var result interface{}
if err := json.Unmarshal(body, &result); err != nil {
return nil, err
}
if source.DataPath != "" {
result = extractJSONPath(result, source.DataPath)
}
return result, nil
}
func extractJSONPath(data interface{}, path string) interface{} {
parts := strings.Split(path, ".")
current := data
for _, part := range parts {
if m, ok := current.(map[string]interface{}); ok {
current = m[part]
} else {
return nil
}
}
return current
}
// FetchQuantData fetches quantitative data for a single coin
func (e *StrategyEngine) FetchQuantData(symbol string) (*QuantData, error) {
if !e.config.Indicators.EnableQuantData {
return nil, nil
}
// Use nofxos client with unified API key
include := "oi,price"
if e.config.Indicators.EnableQuantNetflow {
include = "netflow,oi,price"
}
nofxosData, err := e.nofxosClient.GetCoinData(symbol, include)
if err != nil {
return nil, fmt.Errorf("failed to fetch quant data: %w", err)
}
if nofxosData == nil {
return nil, nil
}
// Convert nofxos.QuantData to kernel.QuantData
quantData := &QuantData{
Symbol: nofxosData.Symbol,
Price: nofxosData.Price,
PriceChange: nofxosData.PriceChange,
}
// Convert OI data
if nofxosData.OI != nil {
quantData.OI = make(map[string]*OIData)
for exchange, oiData := range nofxosData.OI {
if oiData != nil {
kData := &OIData{
CurrentOI: oiData.CurrentOI,
}
if oiData.Delta != nil {
kData.Delta = make(map[string]*OIDeltaData)
for dur, delta := range oiData.Delta {
if delta != nil {
kData.Delta[dur] = &OIDeltaData{
OIDelta: delta.OIDelta,
OIDeltaValue: delta.OIDeltaValue,
OIDeltaPercent: delta.OIDeltaPercent,
}
}
}
}
quantData.OI[exchange] = kData
}
}
}
// Convert Netflow data
if nofxosData.Netflow != nil {
quantData.Netflow = &NetflowData{}
if nofxosData.Netflow.Institution != nil {
quantData.Netflow.Institution = &FlowTypeData{
Future: nofxosData.Netflow.Institution.Future,
Spot: nofxosData.Netflow.Institution.Spot,
}
}
if nofxosData.Netflow.Personal != nil {
quantData.Netflow.Personal = &FlowTypeData{
Future: nofxosData.Netflow.Personal.Future,
Spot: nofxosData.Netflow.Personal.Spot,
}
}
}
return quantData, nil
}
// FetchQuantDataBatch batch fetches quantitative data
func (e *StrategyEngine) FetchQuantDataBatch(symbols []string) map[string]*QuantData {
result := make(map[string]*QuantData)
if !e.config.Indicators.EnableQuantData {
return result
}
for _, symbol := range symbols {
data, err := e.FetchQuantData(symbol)
if err != nil {
logger.Infof("⚠️ Failed to fetch quantitative data for %s: %v", symbol, err)
continue
}
if data != nil {
result[symbol] = data
}
}
return result
}
// FetchOIRankingData fetches market-wide OI ranking data
func (e *StrategyEngine) FetchOIRankingData() *nofxos.OIRankingData {
indicators := e.config.Indicators
if !indicators.EnableOIRanking {
return nil
}
duration := indicators.OIRankingDuration
if duration == "" {
duration = "1h"
}
limit := indicators.OIRankingLimit
if limit <= 0 {
limit = 10
}
logger.Infof("📊 Fetching OI ranking data (duration: %s, limit: %d)", duration, limit)
data, err := e.nofxosClient.GetOIRanking(duration, limit)
if err != nil {
logger.Warnf("⚠️ Failed to fetch OI ranking data: %v", err)
return nil
}
logger.Infof("✓ OI ranking data ready: %d top, %d low positions",
len(data.TopPositions), len(data.LowPositions))
return data
}
// FetchNetFlowRankingData fetches market-wide NetFlow ranking data
func (e *StrategyEngine) FetchNetFlowRankingData() *nofxos.NetFlowRankingData {
indicators := e.config.Indicators
if !indicators.EnableNetFlowRanking {
return nil
}
duration := indicators.NetFlowRankingDuration
if duration == "" {
duration = "1h"
}
limit := indicators.NetFlowRankingLimit
if limit <= 0 {
limit = 10
}
logger.Infof("💰 Fetching NetFlow ranking data (duration: %s, limit: %d)", duration, limit)
data, err := e.nofxosClient.GetNetFlowRanking(duration, limit)
if err != nil {
logger.Warnf("⚠️ Failed to fetch NetFlow ranking data: %v", err)
return nil
}
logger.Infof("✓ NetFlow ranking data ready: inst_in=%d, inst_out=%d, retail_in=%d, retail_out=%d",
len(data.InstitutionFutureTop), len(data.InstitutionFutureLow),
len(data.PersonalFutureTop), len(data.PersonalFutureLow))
return data
}
// FetchPriceRankingData fetches market-wide price ranking data (gainers/losers)
func (e *StrategyEngine) FetchPriceRankingData() *nofxos.PriceRankingData {
indicators := e.config.Indicators
if !indicators.EnablePriceRanking {
return nil
}
durations := indicators.PriceRankingDuration
if durations == "" {
durations = "1h"
}
limit := indicators.PriceRankingLimit
if limit <= 0 {
limit = 10
}
logger.Infof("📈 Fetching Price ranking data (durations: %s, limit: %d)", durations, limit)
data, err := e.nofxosClient.GetPriceRanking(durations, limit)
if err != nil {
logger.Warnf("⚠️ Failed to fetch Price ranking data: %v", err)
return nil
}
logger.Infof("✓ Price ranking data ready for %d durations", len(data.Durations))
return data
}
// ============================================================================
// Helper Functions
// ============================================================================
// detectLanguage detects language from text content
// Returns LangChinese if text contains Chinese characters, otherwise LangEnglish
func detectLanguage(text string) Language {
for _, r := range text {
if r >= 0x4E00 && r <= 0x9FFF {
return LangChinese
}
}
return LangEnglish
}