mirror of
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This commit sets up a minimal, KISS-principle testing infrastructure for both backend and frontend, and includes the fix for Issue #227. Backend Changes: - Add Makefile with test commands (test, test-backend, test-frontend, test-coverage) - Add example test: config/database_test.go - Fix Go 1.25 printf format string warnings in trader/auto_trader.go (Changed log.Printf to log.Print for non-format strings) - All backend tests pass ✓ Frontend Changes: - Add Vitest configuration: web/vitest.config.ts (minimal setup) - Add test utilities: web/src/test/test-utils.tsx - Add example test: web/src/App.test.tsx - Add dependencies: vitest, jsdom, @testing-library/react - All frontend tests pass ✓ Issue #227 Fix: - Fix AITradersPage to allow editing traders with disabled models/exchanges - Change validation to use allModels/allExchanges instead of enabledModels/enabledExchanges - Add comprehensive tests in web/src/components/AITradersPage.test.tsx - Fixes: https://github.com/tinkle-community/nofx/issues/227 CI/CD: - Add GitHub Actions workflow: .github/workflows/test.yml - Non-blocking tests (continue-on-error: true) - Runs on push/PR to main and dev branches Test Results: - Backend: 1 test passing - Frontend: 5 tests passing (including 4 for Issue #227) 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: tinkle-community <tinklefund@gmail.com>
1084 lines
34 KiB
Go
1084 lines
34 KiB
Go
package trader
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import (
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"encoding/json"
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"fmt"
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"log"
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"nofx/decision"
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"nofx/logger"
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"nofx/market"
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"nofx/mcp"
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"nofx/pool"
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"strings"
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"time"
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)
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// AutoTraderConfig 自动交易配置(简化版 - AI全权决策)
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type AutoTraderConfig struct {
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// Trader标识
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ID string // Trader唯一标识(用于日志目录等)
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Name string // Trader显示名称
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AIModel string // AI模型: "qwen" 或 "deepseek"
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// 交易平台选择
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Exchange string // "binance", "hyperliquid" 或 "aster"
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// 币安API配置
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BinanceAPIKey string
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BinanceSecretKey string
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// Hyperliquid配置
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HyperliquidPrivateKey string
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HyperliquidWalletAddr string
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HyperliquidTestnet bool
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// Aster配置
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AsterUser string // Aster主钱包地址
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AsterSigner string // Aster API钱包地址
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AsterPrivateKey string // Aster API钱包私钥
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CoinPoolAPIURL string
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// AI配置
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UseQwen bool
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DeepSeekKey string
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QwenKey string
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// 自定义AI API配置
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CustomAPIURL string
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CustomAPIKey string
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CustomModelName string
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// 扫描配置
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ScanInterval time.Duration // 扫描间隔(建议3分钟)
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// 账户配置
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InitialBalance float64 // 初始金额(用于计算盈亏,需手动设置)
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// 杠杆配置
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BTCETHLeverage int // BTC和ETH的杠杆倍数
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AltcoinLeverage int // 山寨币的杠杆倍数
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// 风险控制(仅作为提示,AI可自主决定)
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MaxDailyLoss float64 // 最大日亏损百分比(提示)
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MaxDrawdown float64 // 最大回撤百分比(提示)
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StopTradingTime time.Duration // 触发风控后暂停时长
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// 仓位模式
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IsCrossMargin bool // true=全仓模式, false=逐仓模式
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// 币种配置
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DefaultCoins []string // 默认币种列表(从数据库获取)
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TradingCoins []string // 实际交易币种列表
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// 系统提示词模板
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SystemPromptTemplate string // 系统提示词模板名称(如 "default", "aggressive")
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}
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// AutoTrader 自动交易器
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type AutoTrader struct {
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id string // Trader唯一标识
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name string // Trader显示名称
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aiModel string // AI模型名称
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exchange string // 交易平台名称
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config AutoTraderConfig
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trader Trader // 使用Trader接口(支持多平台)
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mcpClient *mcp.Client
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decisionLogger *logger.DecisionLogger // 决策日志记录器
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initialBalance float64
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dailyPnL float64
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customPrompt string // 自定义交易策略prompt
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overrideBasePrompt bool // 是否覆盖基础prompt
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systemPromptTemplate string // 系统提示词模板名称
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defaultCoins []string // 默认币种列表(从数据库获取)
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tradingCoins []string // 实际交易币种列表
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lastResetTime time.Time
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stopUntil time.Time
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isRunning bool
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startTime time.Time // 系统启动时间
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callCount int // AI调用次数
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positionFirstSeenTime map[string]int64 // 持仓首次出现时间 (symbol_side -> timestamp毫秒)
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}
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// NewAutoTrader 创建自动交易器
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func NewAutoTrader(config AutoTraderConfig) (*AutoTrader, error) {
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// 设置默认值
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if config.ID == "" {
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config.ID = "default_trader"
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}
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if config.Name == "" {
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config.Name = "Default Trader"
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}
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if config.AIModel == "" {
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if config.UseQwen {
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config.AIModel = "qwen"
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} else {
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config.AIModel = "deepseek"
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}
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}
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mcpClient := mcp.New()
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// 初始化AI
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if config.AIModel == "custom" {
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// 使用自定义API
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mcpClient.SetCustomAPI(config.CustomAPIURL, config.CustomAPIKey, config.CustomModelName)
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log.Printf("🤖 [%s] 使用自定义AI API: %s (模型: %s)", config.Name, config.CustomAPIURL, config.CustomModelName)
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} else if config.UseQwen || config.AIModel == "qwen" {
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// 使用Qwen (支持自定义URL和Model)
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mcpClient.SetQwenAPIKey(config.QwenKey, config.CustomAPIURL, config.CustomModelName)
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if config.CustomAPIURL != "" || config.CustomModelName != "" {
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log.Printf("🤖 [%s] 使用阿里云Qwen AI (自定义URL: %s, 模型: %s)", config.Name, config.CustomAPIURL, config.CustomModelName)
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} else {
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log.Printf("🤖 [%s] 使用阿里云Qwen AI", config.Name)
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}
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} else {
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// 默认使用DeepSeek (支持自定义URL和Model)
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mcpClient.SetDeepSeekAPIKey(config.DeepSeekKey, config.CustomAPIURL, config.CustomModelName)
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if config.CustomAPIURL != "" || config.CustomModelName != "" {
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log.Printf("🤖 [%s] 使用DeepSeek AI (自定义URL: %s, 模型: %s)", config.Name, config.CustomAPIURL, config.CustomModelName)
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} else {
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log.Printf("🤖 [%s] 使用DeepSeek AI", config.Name)
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}
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}
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// 初始化币种池API
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if config.CoinPoolAPIURL != "" {
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pool.SetCoinPoolAPI(config.CoinPoolAPIURL)
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}
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// 设置默认交易平台
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if config.Exchange == "" {
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config.Exchange = "binance"
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}
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// 根据配置创建对应的交易器
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var trader Trader
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var err error
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// 记录仓位模式(通用)
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marginModeStr := "全仓"
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if !config.IsCrossMargin {
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marginModeStr = "逐仓"
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}
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log.Printf("📊 [%s] 仓位模式: %s", config.Name, marginModeStr)
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switch config.Exchange {
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case "binance":
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log.Printf("🏦 [%s] 使用币安合约交易", config.Name)
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trader = NewFuturesTrader(config.BinanceAPIKey, config.BinanceSecretKey)
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case "hyperliquid":
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log.Printf("🏦 [%s] 使用Hyperliquid交易", config.Name)
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trader, err = NewHyperliquidTrader(config.HyperliquidPrivateKey, config.HyperliquidWalletAddr, config.HyperliquidTestnet)
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if err != nil {
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return nil, fmt.Errorf("初始化Hyperliquid交易器失败: %w", err)
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}
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case "aster":
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log.Printf("🏦 [%s] 使用Aster交易", config.Name)
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trader, err = NewAsterTrader(config.AsterUser, config.AsterSigner, config.AsterPrivateKey)
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if err != nil {
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return nil, fmt.Errorf("初始化Aster交易器失败: %w", err)
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}
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default:
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return nil, fmt.Errorf("不支持的交易平台: %s", config.Exchange)
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}
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// 验证初始金额配置
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if config.InitialBalance <= 0 {
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return nil, fmt.Errorf("初始金额必须大于0,请在配置中设置InitialBalance")
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}
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// 初始化决策日志记录器(使用trader ID创建独立目录)
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logDir := fmt.Sprintf("decision_logs/%s", config.ID)
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decisionLogger := logger.NewDecisionLogger(logDir)
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// 设置默认系统提示词模板
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systemPromptTemplate := config.SystemPromptTemplate
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if systemPromptTemplate == "" {
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systemPromptTemplate = "default" // 默认使用 default 模板
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}
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return &AutoTrader{
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id: config.ID,
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name: config.Name,
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aiModel: config.AIModel,
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exchange: config.Exchange,
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config: config,
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trader: trader,
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mcpClient: mcpClient,
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decisionLogger: decisionLogger,
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initialBalance: config.InitialBalance,
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systemPromptTemplate: systemPromptTemplate,
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defaultCoins: config.DefaultCoins,
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tradingCoins: config.TradingCoins,
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lastResetTime: time.Now(),
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startTime: time.Now(),
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callCount: 0,
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isRunning: false,
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positionFirstSeenTime: make(map[string]int64),
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}, nil
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}
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// Run 运行自动交易主循环
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func (at *AutoTrader) Run() error {
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at.isRunning = true
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log.Println("🚀 AI驱动自动交易系统启动")
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log.Printf("💰 初始余额: %.2f USDT", at.initialBalance)
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log.Printf("⚙️ 扫描间隔: %v", at.config.ScanInterval)
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log.Println("🤖 AI将全权决定杠杆、仓位大小、止损止盈等参数")
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ticker := time.NewTicker(at.config.ScanInterval)
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defer ticker.Stop()
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// 首次立即执行
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if err := at.runCycle(); err != nil {
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log.Printf("❌ 执行失败: %v", err)
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}
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for at.isRunning {
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select {
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case <-ticker.C:
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if err := at.runCycle(); err != nil {
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log.Printf("❌ 执行失败: %v", err)
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}
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}
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}
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return nil
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}
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// Stop 停止自动交易
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func (at *AutoTrader) Stop() {
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at.isRunning = false
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log.Println("⏹ 自动交易系统停止")
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}
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// runCycle 运行一个交易周期(使用AI全权决策)
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func (at *AutoTrader) runCycle() error {
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at.callCount++
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log.Print("\n" + strings.Repeat("=", 70))
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log.Printf("⏰ %s - AI决策周期 #%d", time.Now().Format("2006-01-02 15:04:05"), at.callCount)
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log.Print(strings.Repeat("=", 70))
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// 创建决策记录
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record := &logger.DecisionRecord{
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ExecutionLog: []string{},
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Success: true,
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}
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// 1. 检查是否需要停止交易
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if time.Now().Before(at.stopUntil) {
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remaining := at.stopUntil.Sub(time.Now())
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log.Printf("⏸ 风险控制:暂停交易中,剩余 %.0f 分钟", remaining.Minutes())
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record.Success = false
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record.ErrorMessage = fmt.Sprintf("风险控制暂停中,剩余 %.0f 分钟", remaining.Minutes())
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at.decisionLogger.LogDecision(record)
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return nil
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}
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// 2. 重置日盈亏(每天重置)
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if time.Since(at.lastResetTime) > 24*time.Hour {
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at.dailyPnL = 0
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at.lastResetTime = time.Now()
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log.Println("📅 日盈亏已重置")
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}
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// 3. 收集交易上下文
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ctx, err := at.buildTradingContext()
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if err != nil {
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record.Success = false
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record.ErrorMessage = fmt.Sprintf("构建交易上下文失败: %v", err)
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at.decisionLogger.LogDecision(record)
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return fmt.Errorf("构建交易上下文失败: %w", err)
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}
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// 保存账户状态快照
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record.AccountState = logger.AccountSnapshot{
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TotalBalance: ctx.Account.TotalEquity,
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AvailableBalance: ctx.Account.AvailableBalance,
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TotalUnrealizedProfit: ctx.Account.TotalPnL,
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PositionCount: ctx.Account.PositionCount,
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MarginUsedPct: ctx.Account.MarginUsedPct,
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}
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// 保存持仓快照
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for _, pos := range ctx.Positions {
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record.Positions = append(record.Positions, logger.PositionSnapshot{
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Symbol: pos.Symbol,
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Side: pos.Side,
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PositionAmt: pos.Quantity,
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EntryPrice: pos.EntryPrice,
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MarkPrice: pos.MarkPrice,
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UnrealizedProfit: pos.UnrealizedPnL,
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Leverage: float64(pos.Leverage),
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LiquidationPrice: pos.LiquidationPrice,
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})
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}
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// 保存候选币种列表
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for _, coin := range ctx.CandidateCoins {
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record.CandidateCoins = append(record.CandidateCoins, coin.Symbol)
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}
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log.Printf("📊 账户净值: %.2f USDT | 可用: %.2f USDT | 持仓: %d",
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ctx.Account.TotalEquity, ctx.Account.AvailableBalance, ctx.Account.PositionCount)
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// 4. 调用AI获取完整决策
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log.Printf("🤖 正在请求AI分析并决策... [模板: %s]", at.systemPromptTemplate)
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decision, err := decision.GetFullDecisionWithCustomPrompt(ctx, at.mcpClient, at.customPrompt, at.overrideBasePrompt, at.systemPromptTemplate)
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// 即使有错误,也保存思维链、决策和输入prompt(用于debug)
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if decision != nil {
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record.SystemPrompt = decision.SystemPrompt // 保存系统提示词
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record.InputPrompt = decision.UserPrompt
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record.CoTTrace = decision.CoTTrace
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if len(decision.Decisions) > 0 {
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decisionJSON, _ := json.MarshalIndent(decision.Decisions, "", " ")
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record.DecisionJSON = string(decisionJSON)
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}
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}
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if err != nil {
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record.Success = false
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record.ErrorMessage = fmt.Sprintf("获取AI决策失败: %v", err)
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// 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)
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if decision != nil {
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if decision.SystemPrompt != "" {
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log.Print("\n" + strings.Repeat("=", 70))
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log.Printf("📋 系统提示词 [模板: %s] (错误情况)", at.systemPromptTemplate)
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log.Println(strings.Repeat("=", 70))
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log.Println(decision.SystemPrompt)
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log.Print(strings.Repeat("=", 70) + "\n")
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}
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if decision.CoTTrace != "" {
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log.Print("\n" + strings.Repeat("-", 70))
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log.Println("💭 AI思维链分析(错误情况):")
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log.Println(strings.Repeat("-", 70))
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log.Println(decision.CoTTrace)
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log.Print(strings.Repeat("-", 70) + "\n")
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}
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}
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at.decisionLogger.LogDecision(record)
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return fmt.Errorf("获取AI决策失败: %w", err)
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}
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// // 5. 打印系统提示词
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// log.Printf("\n" + strings.Repeat("=", 70))
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// log.Printf("📋 系统提示词 [模板: %s]", at.systemPromptTemplate)
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// log.Println(strings.Repeat("=", 70))
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// log.Println(decision.SystemPrompt)
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// log.Printf(strings.Repeat("=", 70) + "\n")
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// 6. 打印AI思维链
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// log.Printf("\n" + strings.Repeat("-", 70))
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// log.Println("💭 AI思维链分析:")
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// log.Println(strings.Repeat("-", 70))
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// log.Println(decision.CoTTrace)
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// log.Printf(strings.Repeat("-", 70) + "\n")
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// 7. 打印AI决策
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// log.Printf("📋 AI决策列表 (%d 个):\n", len(decision.Decisions))
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// for i, d := range decision.Decisions {
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// log.Printf(" [%d] %s: %s - %s", i+1, d.Symbol, d.Action, d.Reasoning)
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// if d.Action == "open_long" || d.Action == "open_short" {
|
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// log.Printf(" 杠杆: %dx | 仓位: %.2f USDT | 止损: %.4f | 止盈: %.4f",
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// d.Leverage, d.PositionSizeUSD, d.StopLoss, d.TakeProfit)
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// }
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// }
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log.Println()
|
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// 8. 对决策排序:确保先平仓后开仓(防止仓位叠加超限)
|
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sortedDecisions := sortDecisionsByPriority(decision.Decisions)
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log.Println("🔄 执行顺序(已优化): 先平仓→后开仓")
|
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for i, d := range sortedDecisions {
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log.Printf(" [%d] %s %s", i+1, d.Symbol, d.Action)
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}
|
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log.Println()
|
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|
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// 执行决策并记录结果
|
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for _, d := range sortedDecisions {
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actionRecord := logger.DecisionAction{
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Action: d.Action,
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Symbol: d.Symbol,
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Quantity: 0,
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Leverage: d.Leverage,
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Price: 0,
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Timestamp: time.Now(),
|
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Success: false,
|
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}
|
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|
||
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
|
||
}
|
||
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 "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
|
||
|
||
// 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
|
||
|
||
// 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
|
||
}
|
||
|
||
// 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":
|
||
return 1 // 最高优先级:先平仓
|
||
case "open_long", "open_short":
|
||
return 2 // 次优先级:后开仓
|
||
case "hold", "wait":
|
||
return 3 // 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
|
||
}
|