* refactor: 简化交易动作，移除 update_stop_loss/update_take_profit/partial_close
- 移除 Decision 结构体中的 NewStopLoss, NewTakeProfit, ClosePercentage 字段
- 删除 executeUpdateStopLossWithRecord, executeUpdateTakeProfitWithRecord, executePartialCloseWithRecord 函数
- 简化 logger 中的 partial_close 聚合逻辑
- 更新 AI prompt 和验证逻辑，只保留 6 个核心动作
- 清理相关测试代码
保留的交易动作: open_long, open_short, close_long, close_short, hold, wait
* refactor: 移除 AI学习与反思 模块
- 删除前端 AILearning.tsx 组件和相关引用
- 删除后端 /performance API 接口
- 删除 logger 中 AnalyzePerformance、calculateSharpeRatio 等函数
- 删除 PerformanceAnalysis、TradeOutcome、SymbolPerformance 等结构体
- 删除 Context 中的 Performance 字段
- 移除 AI prompt 中夏普比率自我进化相关内容
- 清理 i18n 翻译文件中的相关条目
该模块基于磁盘存储计算，经常出错，做减法移除
* refactor: 将数据库操作统一迁移到 store 包
- 新增 store/ 包，统一管理所有数据库操作
- store.go: 主 Store 结构，懒加载各子模块
- user.go, ai_model.go, exchange.go, trader.go 等子模块
- 支持加密/解密函数注入 (SetCryptoFuncs)
- 更新 main.go 使用 store.New() 替代 config.NewDatabase()
- 更新 api/server.go 使用 *store.Store 替代 *config.Database
- 更新 manager/trader_manager.go:
- 新增 LoadTradersFromStore, LoadUserTradersFromStore 方法
- 删除旧版 LoadUserTraders, LoadTraderByID, loadSingleTrader 等方法
- 移除 nofx/config 依赖
- 删除 config/database.go 和 config/database_test.go
- 更新 api/server_test.go 使用 store.Trader 类型
- 清理 logger/ 包中未使用的 telegram 相关代码
* refactor: unify encryption key management via .env
- Remove redundant EncryptionManager and SecureStorage
- Simplify CryptoService to load keys from environment variables only
- RSA_PRIVATE_KEY: RSA private key for client-server encryption
- DATA_ENCRYPTION_KEY: AES-256 key for database encryption
- JWT_SECRET: JWT signing key for authentication
- Update start.sh to auto-generate missing keys on first run
- Remove secrets/ directory and file-based key storage
- Delete obsolete encryption setup scripts
- Update .env.example with all required keys
* refactor: unify logger usage across mcp package
- Add MCPLogger adapter in logger package to implement mcp.Logger interface
- Update mcp/config.go to use global logger by default
- Remove redundant defaultLogger from mcp/logger.go
- Keep noopLogger for testing purposes
* chore: remove leftover test RSA key file
* chore: remove unused bootstrap package
* refactor: unify logging to use logger package instead of fmt/log
- Replace all fmt.Print/log.Print calls with logger package
- Add auto-initialization in logger package init() for test compatibility
- Update main.go to initialize logger at startup
- Migrate all packages: api, backtest, config, decision, manager, market, store, trader
* refactor: rename database file from config.db to data.db
- Update main.go, start.sh, docker-compose.yml
- Update migration script and documentation
- Update .gitignore and translations
* fix: add RSA_PRIVATE_KEY to docker-compose environment
* fix: add registration_enabled to /api/config response
* fix: Fix navigation between login and register pages
Use window.location.href instead of react-router's navigate() to fix
the issue where URL changes but the page doesn't reload due to App.tsx
using custom route state management.
* fix: Switch SQLite from WAL to DELETE mode for Docker compatibility
WAL mode causes data sync issues with Docker bind mounts on macOS due
to incompatible file locking mechanisms between the container and host.
DELETE mode (traditional journaling) ensures data is written directly
to the main database file.
* refactor: Remove default user from database initialization
The default user was a legacy placeholder that is no longer needed now
that proper user registration is in place.
* feat: Add order tracking system with centralized status sync
- Add trader_orders table for tracking all order lifecycle
- Implement GetOrderStatus interface for all exchanges (Binance, Bybit, Hyperliquid, Aster, Lighter)
- Create OrderSyncManager for centralized order status polling
- Add trading statistics (Sharpe ratio, win rate, profit factor) to AI context
- Include recent completed orders in AI decision input
- Remove per-order goroutine polling in favor of global sync manager
* feat: Add TradingView K-line chart to dashboard
- Create TradingViewChart component with exchange/symbol selectors
- Support Binance, Bybit, OKX, Coinbase, Kraken, KuCoin exchanges
- Add popular symbols quick selection
- Support multiple timeframes (1m to 1W)
- Add fullscreen mode
- Integrate with Dashboard page below equity chart
- Add i18n translations for zh/en
* refactor: Replace separate charts with tabbed ChartTabs component
- Create ChartTabs component with tab switching between equity curve and K-line
- Add embedded mode support for EquityChart and TradingViewChart
- User can now switch between account equity and market chart in same area
* fix: Use ChartTabs in App.tsx and fix embedded mode in EquityChart
- Replace EquityChart with ChartTabs in App.tsx (the actual dashboard renderer)
- Fix EquityChart embedded mode for error and empty data states
- Rename interval state to timeInterval to avoid shadowing window.setInterval
- Add debug logging to ChartTabs component
* feat: Add position tracking system for accurate trade history
- Add trader_positions table to track complete open/close trades
- Add PositionSyncManager to detect manual closes via polling
- Record position on open, update on close with PnL calculation
- Use positions table for trading stats and recent trades (replacing orders table)
- Fix TradingView chart symbol format (add .P suffix for futures)
- Fix DecisionCard wait/hold action color (gray instead of red)
- Auto-append USDT suffix for custom symbol input
* update
---------
* fix(trader): get peakPnlPct using posKey
* fix(docs): keep readme at the same page
* improve(interface): replace with interface
* refactor mcp
---------
Co-authored-by: zbhan <zbhan@freewheel.tv>
## Problem
Multiple partial_close actions on the same position were being counted as separate trades, inflating TotalTrades count and distorting win rate/profit factor statistics.
**Example of bug:**
- Open 1 BTC @ $100,000
- Partial close 30% @ $101,000 → Counted as trade #1❌
- Partial close 50% @ $102,000 → Counted as trade #2❌
- Close remaining 20% @ $103,000 → Counted as trade #3❌
- **Result:** 3 trades instead of 1 ❌
## Solution
### 1. Added tracking fields to openPositions map
- `remainingQuantity`: Tracks remaining position size
- `accumulatedPnL`: Accumulates PnL from all partial closes
- `partialCloseCount`: Counts number of partial close operations
- `partialCloseVolume`: Total volume closed partially
### 2. Modified partial_close handling logic
- Each partial_close:
- Accumulates PnL into `accumulatedPnL`
- Reduces `remainingQuantity`
- **Does NOT increment TotalTrades++**
- Keeps position in openPositions map
- Only when `remainingQuantity <= 0.0001`:
- Records ONE TradeOutcome with aggregated PnL
- Increments TotalTrades++ once
- Removes from openPositions map
### 3. Updated full close handling
- If position had prior partial closes:
- Adds `accumulatedPnL` to final close PnL
- Reports total PnL in TradeOutcome
### 4. Fixed GetStatistics()
- Removed `partial_close` from TotalClosePositions count
- Only `close_long/close_short/auto_close` count as close operations
## Impact
- ✅ Statistics now accurate: multiple partial closes = 1 trade
- ✅ Win rate calculated correctly
- ✅ Profit factor reflects true performance
- ✅ Backward compatible: handles positions without tracking fields
## Testing
- ✅ Compiles successfully
- ⚠️ Requires validation with live partial_close scenarios
## Code Changes
```
logger/decision_logger.go:
- Lines 420-430: Add tracking fields to openPositions
- Lines 441-534: Implement partial_close aggregation logic
- Lines 536-593: Update full close to include accumulated PnL
- Lines 246-250: Fix GetStatistics() to exclude partial_close
```
Add missing fields to TradeOutcome:
- Quantity: Position size
- Leverage: Leverage multiplier
- PositionValue: Total position value (quantity × openPrice)
- MarginUsed: Margin required (positionValue / leverage)
This provides complete trade information for analysis and display.
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
Major fixes:
1. Trade History data loss issue
- Root cause: Open records outside analysis window caused close matching failures
- Solution: Pre-populate position state by reading 3x window of historical records
- Ensures long-term positions (>5 hours) generate correct trade records
2. P&L calculation errors
- Remove incorrect leverage multiplication from absolute P&L
- Correct calculation: Futures P&L = quantity × price difference
- Leverage only affects P&L percentage (relative to margin)
3. Other fixes
- Break-even trades (pnl=0) no longer misclassified as losses
- Perfect strategy shows Profit Factor as 999.0 instead of 0.0
- Expand analysis window from 20 to 100 cycles (5 hours)
Files changed:
- logger/decision_logger.go: Core matching and calculation logic
- api/server.go: API analysis window
- trader/auto_trader.go: AI decision analysis window
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
Critical bug fix in Sharpe Ratio calculation logic:
Problem:
- Previously calculated equity as TotalBalance + TotalUnrealizedProfit
- This was incorrect because TotalBalance already stores TotalEquity
- TotalUnrealizedProfit actually stores TotalPnL (not unrealized profit)
- This caused: equity = 2 * TotalEquity - InitialBalance (wrong!)
Root cause:
- Field naming mismatch between AccountSnapshot and actual stored values
- TotalBalance field actually contains TotalEquity (wallet + unrealized)
- TotalUnrealizedProfit field actually contains TotalPnL (equity - initial)
Solution:
- Use TotalBalance directly as it already represents complete account equity
- Added clear comments explaining the field name vs content mismatch
- Sharpe Ratio now correctly calculates risk-adjusted returns
Impact:
- Sharpe Ratio values are now mathematically accurate
- AI performance assessment is now reliable
- No changes needed to data storage or API layer
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
Backend changes (logger/decision_logger.go):
- Fixed Profit Factor to use standard formula (total profit / total loss)
- Previously used average values which was incorrect when win/loss counts differ
- Now saves total amounts before calculating averages for accurate ratio
Frontend changes (web/src/components/AILearning.tsx):
- Fixed display units: changed USDT amounts from "%" to "USDT"
- Updated avg_win and avg_loss to show "USDT Average" instead of "%"
- Updated best/worst performer displays to show "USDT" instead of "%"
- Added "(USDT)" labels to table headers for clarity
- Removed "%" from all table data cells showing monetary amounts
This ensures accurate performance metrics and eliminates user confusion
between percentage values and absolute USDT amounts.
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
Fixed critical issues in historical trade record and performance analysis:
1. PnL Calculation: Changed from percentage-only to actual USDT amount
- Now correctly calculates: positionValue × priceChange% × leverage
- Previously: 100U@5% and 1000U@5% both showed 5.0
- Now: Properly reflects different position sizes and leverage
2. Position Tracking: Added quantity and leverage to open position records
- Store complete trade data for accurate PnL calculation
- Previously only stored: side, openPrice, openTime
- Now includes: quantity, leverage for proper accounting
3. Position Key: Fixed to distinguish long/short positions
- Changed from symbol to symbol_side (e.g., BTCUSDT_long)
- Prevents conflicts when holding both long and short positions
4. Sharpe Ratio: Replaced custom Newton's method with math.Sqrt
- Simplified standard deviation calculation
- More reliable and maintainable
Impact: Win rate, profit factor, and Sharpe ratio now based on accurate USDT amounts
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
Major improvements:
- Use period-level Sharpe ratio (range -2 to +2) instead of annualized
- Save full user prompt in decision logs for debugging
- Format complete market data (3m + 4h candles) for AI analysis
- Prevent position stacking with duplicate position checks
- Update Sharpe ratio interpretation thresholds
Market data enhancements:
- Display full technical indicators in user prompt
- Include 3-minute and 4-hour timeframe data
- Add OI (Open Interest) change and funding rate signals
Risk control:
- Block opening duplicate positions (same symbol + direction)
- Suggest close action first before opening new position
- Prevent margin usage from exceeding limits
UI improvements:
- Update multi-language translations
- Refine AI learning dashboard display
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
- Implement Sharpe ratio calculation in decision logger
- Add adaptive behavior recommendations based on Sharpe ratio
- Display Sharpe ratio in AI learning dashboard with visual indicators
- Enable AI to adjust trading strategy based on risk-adjusted returns
- Color-coded performance levels (red/yellow/green) for easy monitoring
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
- Frontend trading records and UI enhancements
- Optimized AI prompts and decision engine
- Performance analysis and comparison features
- Binance-style UI improvements
- Multi-AI competition mode (Qwen vs DeepSeek)
- Binance Futures integration
- AI self-learning mechanism
- Professional web dashboard
- Complete risk management system
