nofx/kernel/engine_position.go

package kernel

import (
	"fmt"
	"nofx/logger"
)

// ============================================================================
// Decision Validation
// ============================================================================

func validateDecisions(decisions []Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int, btcEthPosRatio, altcoinPosRatio float64) error {
	for i := range decisions {
		if err := validateDecision(&decisions[i], accountEquity, btcEthLeverage, altcoinLeverage, btcEthPosRatio, altcoinPosRatio); err != nil {
			return fmt.Errorf("decision #%d validation failed: %w", i+1, err)
		}
	}
	return nil
}

func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int, btcEthPosRatio, altcoinPosRatio float64) error {
	validActions := map[string]bool{
		"open_long":         true,
		"open_short":        true,
		"close_long":        true,
		"close_short":       true,
		"place_buy_limit":   true,
		"place_sell_limit":  true,
		"cancel_order":      true,
		"cancel_all_orders": true,
		"hold":              true,
		"wait":              true,
	}

	if !validActions[d.Action] {
		return fmt.Errorf("invalid action: %s", d.Action)
	}

	if d.Action == "open_long" || d.Action == "open_short" {
		maxLeverage := altcoinLeverage
		posRatio := altcoinPosRatio
		maxPositionValue := accountEquity * posRatio
		if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
			maxLeverage = btcEthLeverage
			posRatio = btcEthPosRatio
			maxPositionValue = accountEquity * posRatio
		}

		if d.Leverage <= 0 {
			return fmt.Errorf("leverage must be greater than 0: %d", d.Leverage)
		}
		if d.Leverage > maxLeverage {
			logger.Infof("⚠️  [Leverage Fallback] %s leverage exceeded (%dx > %dx), auto-adjusting to limit %dx",
				d.Symbol, d.Leverage, maxLeverage, maxLeverage)
			d.Leverage = maxLeverage
		}
		if d.PositionSizeUSD <= 0 {
			return fmt.Errorf("position size must be greater than 0: %.2f", d.PositionSizeUSD)
		}

		const minPositionSizeGeneral = 12.0
		const minPositionSizeBTCETH = 60.0

		if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
			if d.PositionSizeUSD < minPositionSizeBTCETH {
				return fmt.Errorf("%s opening amount too small (%.2f USDT), must be ≥%.2f USDT", d.Symbol, d.PositionSizeUSD, minPositionSizeBTCETH)
			}
		} else {
			if d.PositionSizeUSD < minPositionSizeGeneral {
				return fmt.Errorf("opening amount too small (%.2f USDT), must be ≥%.2f USDT", d.PositionSizeUSD, minPositionSizeGeneral)
			}
		}

		tolerance := maxPositionValue * 0.01
		if d.PositionSizeUSD > maxPositionValue+tolerance {
			if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
				return fmt.Errorf("BTC/ETH single coin position value cannot exceed %.0f USDT (%.1fx account equity), actual: %.0f", maxPositionValue, posRatio, d.PositionSizeUSD)
			} else {
				return fmt.Errorf("altcoin single coin position value cannot exceed %.0f USDT (%.1fx account equity), actual: %.0f", maxPositionValue, posRatio, d.PositionSizeUSD)
			}
		}
		if d.StopLoss <= 0 || d.TakeProfit <= 0 {
			return fmt.Errorf("stop loss and take profit must be greater than 0")
		}

		if d.Action == "open_long" {
			if d.StopLoss >= d.TakeProfit {
				return fmt.Errorf("for long positions, stop loss price must be less than take profit price")
			}
		} else {
			if d.StopLoss <= d.TakeProfit {
				return fmt.Errorf("for short positions, stop loss price must be greater than take profit price")
			}
		}

		var entryPrice float64
		if d.Action == "open_long" {
			entryPrice = d.StopLoss + (d.TakeProfit-d.StopLoss)*0.2
		} else {
			entryPrice = d.StopLoss - (d.StopLoss-d.TakeProfit)*0.2
		}

		var riskPercent, rewardPercent, riskRewardRatio float64
		if d.Action == "open_long" {
			riskPercent = (entryPrice - d.StopLoss) / entryPrice * 100
			rewardPercent = (d.TakeProfit - entryPrice) / entryPrice * 100
			if riskPercent > 0 {
				riskRewardRatio = rewardPercent / riskPercent
			}
		} else {
			riskPercent = (d.StopLoss - entryPrice) / entryPrice * 100
			rewardPercent = (entryPrice - d.TakeProfit) / entryPrice * 100
			if riskPercent > 0 {
				riskRewardRatio = rewardPercent / riskPercent
			}
		}

		if riskRewardRatio < 3.0 {
			return fmt.Errorf("risk/reward ratio too low (%.2f:1), must be ≥3.0:1 [risk: %.2f%% reward: %.2f%%] [stop loss: %.2f take profit: %.2f]",
				riskRewardRatio, riskPercent, rewardPercent, d.StopLoss, d.TakeProfit)
		}
	}

	if d.Action == "place_buy_limit" || d.Action == "place_sell_limit" {
		if d.Symbol == "" {
			return fmt.Errorf("symbol is required for limit orders")
		}
		if d.Price <= 0 {
			return fmt.Errorf("limit order price must be greater than 0")
		}
		if d.Quantity <= 0 && d.PositionSizeUSD <= 0 {
			return fmt.Errorf("limit order requires quantity or position_size_usd")
		}
		if d.Leverage < 0 {
			return fmt.Errorf("leverage cannot be negative")
		}
	}

	if d.Action == "cancel_order" {
		if d.Symbol == "" {
			return fmt.Errorf("symbol is required for cancel_order")
		}
		if d.OrderID == "" {
			return fmt.Errorf("order_id is required for cancel_order")
		}
	}

	if d.Action == "cancel_all_orders" && d.Symbol == "" {
		return fmt.Errorf("symbol is required for cancel_all_orders")
	}

	return nil
}