Files
nofx/kernel/formatter.go
T
tinkle-community 0275e23b7e feat: unify NofxOS data provider and fix language consistency
- Add unified NofxOS API key configuration in IndicatorEditor
- Add language field to StrategyConfig for consistent prompt generation
- Auto-update prompt sections when interface language changes
- Remove scattered URL inputs from CoinSourceEditor and IndicatorEditor
- Create nofxos provider package with formatted data output
- Update kernel engine to use config-based language setting
2026-01-04 00:59:07 +08:00

636 lines
20 KiB
Go

package kernel
import (
"fmt"
"nofx/market"
"nofx/provider/nofxos"
"sort"
"strings"
"time"
)
// ============================================================================
// AI Data Formatter - AI数据格式化器
// ============================================================================
// 将交易上下文转换为AI友好的格式,确保AI能够100%理解数据
// ============================================================================
// FormatContextForAI 将交易上下文格式化为AI可理解的文本(包含Schema)
func FormatContextForAI(ctx *Context, lang Language) string {
var sb strings.Builder
// 1. 添加Schema说明(让AI理解数据格式)
sb.WriteString(GetSchemaPrompt(lang))
sb.WriteString("\n---\n\n")
// 2. 当前状态概览
sb.WriteString(formatContextData(ctx, lang))
return sb.String()
}
// FormatContextDataOnly 仅格式化上下文数据,不包含Schema(用于已有Schema的场景)
func FormatContextDataOnly(ctx *Context, lang Language) string {
return formatContextData(ctx, lang)
}
// formatContextData 格式化核心数据部分
func formatContextData(ctx *Context, lang Language) string {
var sb strings.Builder
// 1. 当前状态概览
if lang == LangChinese {
sb.WriteString(formatHeaderZH(ctx))
} else {
sb.WriteString(formatHeaderEN(ctx))
}
// 3. 账户信息
if lang == LangChinese {
sb.WriteString(formatAccountZH(ctx))
} else {
sb.WriteString(formatAccountEN(ctx))
}
// 4. 历史交易统计
if ctx.TradingStats != nil && ctx.TradingStats.TotalTrades > 0 {
if lang == LangChinese {
sb.WriteString(formatTradingStatsZH(ctx.TradingStats))
} else {
sb.WriteString(formatTradingStatsEN(ctx.TradingStats))
}
}
// 5. 最近交易记录
if len(ctx.RecentOrders) > 0 {
if lang == LangChinese {
sb.WriteString(formatRecentTradesZH(ctx.RecentOrders))
} else {
sb.WriteString(formatRecentTradesEN(ctx.RecentOrders))
}
}
// 5. 当前持仓
if len(ctx.Positions) > 0 {
if lang == LangChinese {
sb.WriteString(formatCurrentPositionsZH(ctx))
} else {
sb.WriteString(formatCurrentPositionsEN(ctx))
}
}
// 6. 候选币种(带市场数据)
if len(ctx.CandidateCoins) > 0 {
if lang == LangChinese {
sb.WriteString(formatCandidateCoinsZH(ctx))
} else {
sb.WriteString(formatCandidateCoinsEN(ctx))
}
}
// 7. OI排名数据(如果有)
if ctx.OIRankingData != nil {
nofxosLang := nofxos.LangEnglish
if lang == LangChinese {
nofxosLang = nofxos.LangChinese
}
sb.WriteString(nofxos.FormatOIRankingForAI(ctx.OIRankingData, nofxosLang))
}
return sb.String()
}
// ========== 中文格式化函数 ==========
// formatHeaderZH 格式化头部信息(中文)
func formatHeaderZH(ctx *Context) string {
return fmt.Sprintf("# 📊 交易决策请求\n\n时间: %s | 周期: #%d | 运行时长: %d 分钟\n\n",
ctx.CurrentTime, ctx.CallCount, ctx.RuntimeMinutes)
}
// formatAccountZH 格式化账户信息(中文)
func formatAccountZH(ctx *Context) string {
acc := ctx.Account
var sb strings.Builder
sb.WriteString("## 账户状态\n\n")
sb.WriteString(fmt.Sprintf("总权益: %.2f USDT | ", acc.TotalEquity))
sb.WriteString(fmt.Sprintf("可用余额: %.2f USDT (%.1f%%) | ", acc.AvailableBalance, (acc.AvailableBalance/acc.TotalEquity)*100))
sb.WriteString(fmt.Sprintf("总盈亏: %+.2f%% | ", acc.TotalPnLPct))
sb.WriteString(fmt.Sprintf("保证金使用率: %.1f%% | ", acc.MarginUsedPct))
sb.WriteString(fmt.Sprintf("持仓数: %d\n\n", acc.PositionCount))
// 添加风险提示
if acc.MarginUsedPct > 70 {
sb.WriteString("⚠️ **风险警告**: 保证金使用率 > 70%,处于高风险状态!\n\n")
} else if acc.MarginUsedPct > 50 {
sb.WriteString("⚠️ **风险提示**: 保证金使用率 > 50%,建议谨慎开仓\n\n")
}
return sb.String()
}
// formatTradingStatsZH 格式化历史交易统计(中文)
func formatTradingStatsZH(stats *TradingStats) string {
var sb strings.Builder
sb.WriteString("## 历史交易统计\n\n")
// 盈亏比计算
var winLossRatio float64
if stats.AvgLoss > 0 {
winLossRatio = stats.AvgWin / stats.AvgLoss
}
// 指标定义说明(去掉胜率,聚焦核心指标)
sb.WriteString("**指标说明**:\n")
sb.WriteString("- 盈利因子: 总盈利 ÷ 总亏损(>1表示盈利,>1.5为良好,>2为优秀)\n")
sb.WriteString("- 夏普比率: (平均收益 - 无风险收益) ÷ 收益标准差(>1良好,>2优秀)\n")
sb.WriteString("- 盈亏比: 平均盈利 ÷ 平均亏损(>1.5为良好,>2为优秀)\n")
sb.WriteString("- 最大回撤: 资金曲线从峰值到谷底的最大跌幅(<20%为低风险)\n\n")
// 数据值
sb.WriteString("**当前数据**:\n")
sb.WriteString(fmt.Sprintf("- 总交易: %d 笔\n", stats.TotalTrades))
sb.WriteString(fmt.Sprintf("- 盈利因子: %.2f\n", stats.ProfitFactor))
sb.WriteString(fmt.Sprintf("- 夏普比率: %.2f\n", stats.SharpeRatio))
sb.WriteString(fmt.Sprintf("- 盈亏比: %.2f\n", winLossRatio))
sb.WriteString(fmt.Sprintf("- 总盈亏: %+.2f USDT\n", stats.TotalPnL))
sb.WriteString(fmt.Sprintf("- 平均盈利: +%.2f USDT\n", stats.AvgWin))
sb.WriteString(fmt.Sprintf("- 平均亏损: -%.2f USDT\n", stats.AvgLoss))
sb.WriteString(fmt.Sprintf("- 最大回撤: %.1f%%\n\n", stats.MaxDrawdownPct))
// 综合分析和决策建议
sb.WriteString("**决策参考**:\n")
// 根据统计数据给出具体建议
if stats.TotalTrades < 10 {
sb.WriteString("- 样本量较小(<10笔),统计结果参考意义有限\n")
}
if stats.ProfitFactor >= 1.5 && stats.SharpeRatio >= 1 {
sb.WriteString("- 📈 表现良好: 可以维持当前策略风格\n")
} else if stats.ProfitFactor >= 1.0 {
sb.WriteString("- 📊 表现正常: 策略可行但有优化空间\n")
}
if stats.ProfitFactor < 1.0 {
sb.WriteString("- ⚠️ 盈利因子<1: 亏损大于盈利,需要提高盈亏比,优化止盈止损\n")
}
if winLossRatio > 0 && winLossRatio < 1.5 {
sb.WriteString("- ⚠️ 盈亏比偏低: 建议让利润奔跑,提高止盈目标\n")
}
if stats.MaxDrawdownPct > 30 {
sb.WriteString("- ⚠️ 最大回撤过高: 建议降低仓位大小控制风险\n")
} else if stats.MaxDrawdownPct < 10 {
sb.WriteString("- ✅ 回撤控制良好: 风险管理有效\n")
}
sb.WriteString("\n")
return sb.String()
}
// formatRecentTradesZH 格式化最近交易(中文)
func formatRecentTradesZH(orders []RecentOrder) string {
var sb strings.Builder
sb.WriteString("## 最近完成的交易\n\n")
for i, order := range orders {
// 判断盈亏
profitOrLoss := "盈利"
if order.RealizedPnL < 0 {
profitOrLoss = "亏损"
}
sb.WriteString(fmt.Sprintf("%d. %s %s | 进场 %.4f 出场 %.4f | %s: %+.2f USDT (%+.2f%%) | %s → %s (%s)\n",
i+1,
order.Symbol,
order.Side,
order.EntryPrice,
order.ExitPrice,
profitOrLoss,
order.RealizedPnL,
order.PnLPct,
order.EntryTime,
order.ExitTime,
order.HoldDuration,
))
}
sb.WriteString("\n")
return sb.String()
}
// formatCurrentPositionsZH 格式化当前持仓(中文)
func formatCurrentPositionsZH(ctx *Context) string {
var sb strings.Builder
sb.WriteString("## 当前持仓\n\n")
for i, pos := range ctx.Positions {
// 计算回撤
drawdown := pos.UnrealizedPnLPct - pos.PeakPnLPct
sb.WriteString(fmt.Sprintf("%d. %s %s | ", i+1, pos.Symbol, strings.ToUpper(pos.Side)))
sb.WriteString(fmt.Sprintf("进场 %.4f 当前 %.4f | ", pos.EntryPrice, pos.MarkPrice))
sb.WriteString(fmt.Sprintf("数量 %.4f | ", pos.Quantity))
sb.WriteString(fmt.Sprintf("仓位价值 %.2f USDT | ", pos.Quantity*pos.MarkPrice))
sb.WriteString(fmt.Sprintf("盈亏 %+.2f%% | ", pos.UnrealizedPnLPct))
sb.WriteString(fmt.Sprintf("盈亏金额 %+.2f USDT | ", pos.UnrealizedPnL))
sb.WriteString(fmt.Sprintf("峰值盈亏 %.2f%% | ", pos.PeakPnLPct))
sb.WriteString(fmt.Sprintf("杠杆 %dx | ", pos.Leverage))
sb.WriteString(fmt.Sprintf("保证金 %.0f USDT | ", pos.MarginUsed))
sb.WriteString(fmt.Sprintf("强平价 %.4f\n", pos.LiquidationPrice))
// 添加分析提示
if drawdown < -0.30*pos.PeakPnLPct && pos.PeakPnLPct > 0.02 {
sb.WriteString(fmt.Sprintf(" ⚠️ **止盈提示**: 当前盈亏从峰值 %.2f%% 回撤到 %.2f%%,回撤幅度 %.2f%%,建议考虑止盈\n",
pos.PeakPnLPct, pos.UnrealizedPnLPct, (drawdown/pos.PeakPnLPct)*100))
}
if pos.UnrealizedPnLPct < -4.0 {
sb.WriteString(" ⚠️ **止损提示**: 亏损接近-5%止损线,建议考虑止损\n")
}
// 显示当前价格(如果有市场数据)
if ctx.MarketDataMap != nil {
if mdata, ok := ctx.MarketDataMap[pos.Symbol]; ok {
sb.WriteString(fmt.Sprintf(" 📈 当前价格: %.4f\n", mdata.CurrentPrice))
}
}
sb.WriteString("\n")
}
return sb.String()
}
// formatCandidateCoinsZH 格式化候选币种(中文)
func formatCandidateCoinsZH(ctx *Context) string {
var sb strings.Builder
sb.WriteString("## 候选币种\n\n")
for i, coin := range ctx.CandidateCoins {
sb.WriteString(fmt.Sprintf("### %d. %s\n\n", i+1, coin.Symbol))
// 当前价格
if ctx.MarketDataMap != nil {
if mdata, ok := ctx.MarketDataMap[coin.Symbol]; ok {
sb.WriteString(fmt.Sprintf("当前价格: %.4f\n\n", mdata.CurrentPrice))
// K线数据(多时间框架)
if mdata.TimeframeData != nil {
sb.WriteString(formatKlineDataZH(coin.Symbol, mdata.TimeframeData, ctx.Timeframes))
}
}
}
// OI数据(如果有)
if ctx.OITopDataMap != nil {
if oiData, ok := ctx.OITopDataMap[coin.Symbol]; ok {
sb.WriteString(fmt.Sprintf("**持仓量变化**: OI排名 #%d | 变化 %+.2f%% (%+.2fM USDT) | 价格变化 %+.2f%%\n\n",
oiData.Rank,
oiData.OIDeltaPercent,
oiData.OIDeltaValue/1_000_000,
oiData.PriceDeltaPercent,
))
// OI解读
oiChange := "增加"
if oiData.OIDeltaPercent < 0 {
oiChange = "减少"
}
priceChange := "上涨"
if oiData.PriceDeltaPercent < 0 {
priceChange = "下跌"
}
interpretation := getOIInterpretationZH(oiChange, priceChange)
sb.WriteString(fmt.Sprintf("**市场解读**: %s\n\n", interpretation))
}
}
}
return sb.String()
}
// formatKlineDataZH 格式化K线数据(中文)
func formatKlineDataZH(symbol string, tfData map[string]*market.TimeframeSeriesData, timeframes []string) string {
var sb strings.Builder
for _, tf := range timeframes {
if data, ok := tfData[tf]; ok && len(data.Klines) > 0 {
sb.WriteString(fmt.Sprintf("#### %s 时间框架 (从旧到新)\n\n", tf))
sb.WriteString("```\n")
sb.WriteString("时间(UTC) 开盘 最高 最低 收盘 成交量\n")
// 只显示最近30根K线
startIdx := 0
if len(data.Klines) > 30 {
startIdx = len(data.Klines) - 30
}
for i := startIdx; i < len(data.Klines); i++ {
k := data.Klines[i]
t := time.UnixMilli(k.Time).UTC()
sb.WriteString(fmt.Sprintf("%s %.4f %.4f %.4f %.4f %.2f\n",
t.Format("01-02 15:04"),
k.Open,
k.High,
k.Low,
k.Close,
k.Volume,
))
}
// 标记最后一根K线
if len(data.Klines) > 0 {
sb.WriteString(" <- 当前\n")
}
sb.WriteString("```\n\n")
}
}
return sb.String()
}
// getOIInterpretationZH 获取OI变化解读(中文)
func getOIInterpretationZH(oiChange, priceChange string) string {
if oiChange == "增加" && priceChange == "上涨" {
return OIInterpretation.OIUp_PriceUp.ZH
} else if oiChange == "增加" && priceChange == "下跌" {
return OIInterpretation.OIUp_PriceDown.ZH
} else if oiChange == "减少" && priceChange == "上涨" {
return OIInterpretation.OIDown_PriceUp.ZH
} else {
return OIInterpretation.OIDown_PriceDown.ZH
}
}
// ========== 英文格式化函数 ==========
// formatHeaderEN 格式化头部信息(英文)
func formatHeaderEN(ctx *Context) string {
return fmt.Sprintf("# 📊 Trading Decision Request\n\nTime: %s | Period: #%d | Runtime: %d minutes\n\n",
ctx.CurrentTime, ctx.CallCount, ctx.RuntimeMinutes)
}
// formatAccountEN 格式化账户信息(英文)
func formatAccountEN(ctx *Context) string {
acc := ctx.Account
var sb strings.Builder
sb.WriteString("## Account Status\n\n")
sb.WriteString(fmt.Sprintf("Total Equity: %.2f USDT | ", acc.TotalEquity))
sb.WriteString(fmt.Sprintf("Available Balance: %.2f USDT (%.1f%%) | ", acc.AvailableBalance, (acc.AvailableBalance/acc.TotalEquity)*100))
sb.WriteString(fmt.Sprintf("Total PnL: %+.2f%% | ", acc.TotalPnLPct))
sb.WriteString(fmt.Sprintf("Margin Usage: %.1f%% | ", acc.MarginUsedPct))
sb.WriteString(fmt.Sprintf("Positions: %d\n\n", acc.PositionCount))
// Risk warning
if acc.MarginUsedPct > 70 {
sb.WriteString("⚠️ **Risk Alert**: Margin usage > 70%, high risk!\n\n")
} else if acc.MarginUsedPct > 50 {
sb.WriteString("⚠️ **Risk Notice**: Margin usage > 50%, be cautious with new positions\n\n")
}
return sb.String()
}
// formatTradingStatsEN 格式化历史交易统计(英文)
func formatTradingStatsEN(stats *TradingStats) string {
var sb strings.Builder
sb.WriteString("## Historical Trading Statistics\n\n")
// Win/Loss ratio calculation
var winLossRatio float64
if stats.AvgLoss > 0 {
winLossRatio = stats.AvgWin / stats.AvgLoss
}
// Metric definitions (focus on core metrics, remove win rate)
sb.WriteString("**Metric Definitions**:\n")
sb.WriteString("- Profit Factor: Total profits ÷ Total losses (>1 = profitable, >1.5 = good, >2 = excellent)\n")
sb.WriteString("- Sharpe Ratio: (Avg return - Risk-free rate) ÷ Std dev of returns (>1 = good, >2 = excellent)\n")
sb.WriteString("- Win/Loss Ratio: Avg win ÷ Avg loss (>1.5 = good, >2 = excellent)\n")
sb.WriteString("- Max Drawdown: Largest peak-to-trough decline in equity curve (<20% = low risk)\n\n")
// Data values
sb.WriteString("**Current Data**:\n")
sb.WriteString(fmt.Sprintf("- Total Trades: %d\n", stats.TotalTrades))
sb.WriteString(fmt.Sprintf("- Profit Factor: %.2f\n", stats.ProfitFactor))
sb.WriteString(fmt.Sprintf("- Sharpe Ratio: %.2f\n", stats.SharpeRatio))
sb.WriteString(fmt.Sprintf("- Win/Loss Ratio: %.2f\n", winLossRatio))
sb.WriteString(fmt.Sprintf("- Total PnL: %+.2f USDT\n", stats.TotalPnL))
sb.WriteString(fmt.Sprintf("- Avg Win: +%.2f USDT\n", stats.AvgWin))
sb.WriteString(fmt.Sprintf("- Avg Loss: -%.2f USDT\n", stats.AvgLoss))
sb.WriteString(fmt.Sprintf("- Max Drawdown: %.1f%%\n\n", stats.MaxDrawdownPct))
// Analysis and decision guidance
sb.WriteString("**Decision Guidance**:\n")
// Specific recommendations based on stats
if stats.TotalTrades < 10 {
sb.WriteString("- Small sample size (<10 trades), statistics have limited significance\n")
}
if stats.ProfitFactor >= 1.5 && stats.SharpeRatio >= 1 {
sb.WriteString("- 📈 Good performance: Maintain current strategy approach\n")
} else if stats.ProfitFactor >= 1.0 {
sb.WriteString("- 📊 Normal performance: Strategy viable but has room for optimization\n")
}
if stats.ProfitFactor < 1.0 {
sb.WriteString("- ⚠️ Profit factor <1: Losses exceed profits, improve win/loss ratio, optimize TP/SL\n")
}
if winLossRatio > 0 && winLossRatio < 1.5 {
sb.WriteString("- ⚠️ Low win/loss ratio: Let profits run, increase take-profit targets\n")
}
if stats.MaxDrawdownPct > 30 {
sb.WriteString("- ⚠️ High max drawdown: Consider reducing position sizes to control risk\n")
} else if stats.MaxDrawdownPct < 10 {
sb.WriteString("- ✅ Good drawdown control: Risk management is effective\n")
}
sb.WriteString("\n")
return sb.String()
}
// formatRecentTradesEN 格式化最近交易(英文)
func formatRecentTradesEN(orders []RecentOrder) string {
var sb strings.Builder
sb.WriteString("## Recent Completed Trades\n\n")
for i, order := range orders {
profitOrLoss := "Profit"
if order.RealizedPnL < 0 {
profitOrLoss = "Loss"
}
sb.WriteString(fmt.Sprintf("%d. %s %s | Entry %.4f Exit %.4f | %s: %+.2f USDT (%+.2f%%) | %s → %s (%s)\n",
i+1,
order.Symbol,
order.Side,
order.EntryPrice,
order.ExitPrice,
profitOrLoss,
order.RealizedPnL,
order.PnLPct,
order.EntryTime,
order.ExitTime,
order.HoldDuration,
))
}
sb.WriteString("\n")
return sb.String()
}
// formatCurrentPositionsEN 格式化当前持仓(英文)
func formatCurrentPositionsEN(ctx *Context) string {
var sb strings.Builder
sb.WriteString("## Current Positions\n\n")
for i, pos := range ctx.Positions {
drawdown := pos.UnrealizedPnLPct - pos.PeakPnLPct
sb.WriteString(fmt.Sprintf("%d. %s %s | ", i+1, pos.Symbol, strings.ToUpper(pos.Side)))
sb.WriteString(fmt.Sprintf("Entry %.4f Current %.4f | ", pos.EntryPrice, pos.MarkPrice))
sb.WriteString(fmt.Sprintf("Qty %.4f | ", pos.Quantity))
sb.WriteString(fmt.Sprintf("Value %.2f USDT | ", pos.Quantity*pos.MarkPrice))
sb.WriteString(fmt.Sprintf("PnL %+.2f%% | ", pos.UnrealizedPnLPct))
sb.WriteString(fmt.Sprintf("PnL Amount %+.2f USDT | ", pos.UnrealizedPnL))
sb.WriteString(fmt.Sprintf("Peak PnL %.2f%% | ", pos.PeakPnLPct))
sb.WriteString(fmt.Sprintf("Leverage %dx | ", pos.Leverage))
sb.WriteString(fmt.Sprintf("Margin %.0f USDT | ", pos.MarginUsed))
sb.WriteString(fmt.Sprintf("Liq Price %.4f\n", pos.LiquidationPrice))
// Analysis hints
if drawdown < -0.30*pos.PeakPnLPct && pos.PeakPnLPct > 0.02 {
sb.WriteString(fmt.Sprintf(" ⚠️ **Take Profit Alert**: PnL dropped from peak %.2f%% to %.2f%%, drawdown %.2f%%, consider taking profit\n",
pos.PeakPnLPct, pos.UnrealizedPnLPct, (drawdown/pos.PeakPnLPct)*100))
}
if pos.UnrealizedPnLPct < -4.0 {
sb.WriteString(" ⚠️ **Stop Loss Alert**: Loss approaching -5% threshold, consider cutting loss\n")
}
if ctx.MarketDataMap != nil {
if mdata, ok := ctx.MarketDataMap[pos.Symbol]; ok {
sb.WriteString(fmt.Sprintf(" 📈 Current Price: %.4f\n", mdata.CurrentPrice))
}
}
sb.WriteString("\n")
}
return sb.String()
}
// formatCandidateCoinsEN 格式化候选币种(英文)
func formatCandidateCoinsEN(ctx *Context) string {
var sb strings.Builder
sb.WriteString("## Candidate Coins\n\n")
for i, coin := range ctx.CandidateCoins {
sb.WriteString(fmt.Sprintf("### %d. %s\n\n", i+1, coin.Symbol))
if ctx.MarketDataMap != nil {
if mdata, ok := ctx.MarketDataMap[coin.Symbol]; ok {
sb.WriteString(fmt.Sprintf("Current Price: %.4f\n\n", mdata.CurrentPrice))
if mdata.TimeframeData != nil {
sb.WriteString(formatKlineDataEN(coin.Symbol, mdata.TimeframeData, ctx.Timeframes))
}
}
}
if ctx.OITopDataMap != nil {
if oiData, ok := ctx.OITopDataMap[coin.Symbol]; ok {
sb.WriteString(fmt.Sprintf("**OI Change**: Rank #%d | Change %+.2f%% (%+.2fM USDT) | Price Change %+.2f%%\n\n",
oiData.Rank,
oiData.OIDeltaPercent,
oiData.OIDeltaValue/1_000_000,
oiData.PriceDeltaPercent,
))
oiChange := "increase"
if oiData.OIDeltaPercent < 0 {
oiChange = "decrease"
}
priceChange := "up"
if oiData.PriceDeltaPercent < 0 {
priceChange = "down"
}
interpretation := getOIInterpretationEN(oiChange, priceChange)
sb.WriteString(fmt.Sprintf("**Market Interpretation**: %s\n\n", interpretation))
}
}
}
return sb.String()
}
// formatKlineDataEN 格式化K线数据(英文)
func formatKlineDataEN(symbol string, tfData map[string]*market.TimeframeSeriesData, timeframes []string) string {
var sb strings.Builder
// Sort timeframes for consistent output
sortedTF := make([]string, len(timeframes))
copy(sortedTF, timeframes)
sort.Strings(sortedTF)
for _, tf := range sortedTF {
if data, ok := tfData[tf]; ok && len(data.Klines) > 0 {
sb.WriteString(fmt.Sprintf("#### %s Timeframe (oldest → latest)\n\n", tf))
sb.WriteString("```\n")
sb.WriteString("Time(UTC) Open High Low Close Volume\n")
startIdx := 0
if len(data.Klines) > 30 {
startIdx = len(data.Klines) - 30
}
for i := startIdx; i < len(data.Klines); i++ {
k := data.Klines[i]
t := time.UnixMilli(k.Time).UTC()
sb.WriteString(fmt.Sprintf("%s %.4f %.4f %.4f %.4f %.2f\n",
t.Format("01-02 15:04"),
k.Open,
k.High,
k.Low,
k.Close,
k.Volume,
))
}
if len(data.Klines) > 0 {
sb.WriteString(" <- current\n")
}
sb.WriteString("```\n\n")
}
}
return sb.String()
}
// getOIInterpretationEN 获取OI变化解读(英文)
func getOIInterpretationEN(oiChange, priceChange string) string {
if oiChange == "increase" && priceChange == "up" {
return OIInterpretation.OIUp_PriceUp.EN
} else if oiChange == "increase" && priceChange == "down" {
return OIInterpretation.OIUp_PriceDown.EN
} else if oiChange == "decrease" && priceChange == "up" {
return OIInterpretation.OIDown_PriceUp.EN
} else {
return OIInterpretation.OIDown_PriceDown.EN
}
}