feat: cream terminal redesign, English-only UI, autopilot launch fixes

- Redesign dashboard into a cream-paper + vermilion IBM Plex Mono terminal
  (live L2 order book, cost/liq map, WS K-line, signal matrix, orchestration
  topology, risk radar, execution log, current positions, equity curve)
- Convert all user-facing UI and backend strings/prompts from Chinese to
  English (multi-language retained, default English)
- Add /api/statistics/full endpoint + full-stats frontend wiring
- Fix Autopilot launch: reuse the existing trader instead of creating
  duplicates (eliminates repeat ~35s create cost and stale-trader 404s);
  launch sends 5m scan interval
- Fix unreadable toasts: cream theme with high-contrast text + per-type accent
- Silence background dashboard polls (getTraderConfig) to stop error-toast spam

kernel/engine.go

@@ -799,14 +799,51 @@ func (e *StrategyEngine) getVergexSignalCoins(limit int, marketType, chain, liqB
 		return candidates, nil
 	}
 
-	items := make([]vergex.SignalRankItem, 0, limit)
+	// Direction-balanced selection: interleave the top bullish and top bearish
+	// signals so the candidate universe carries BOTH long and short ideas every
+	// cycle (instead of filling up with whichever bias ranks highest). This is
+	// what lets the AI actually judge — and trade — both directions.
+	var bullItems, bearItems, otherItems []vergex.SignalRankItem
 	for _, item := range rankedItems {
 		if category != "" && category != "all" && item.Category != category {
 			continue
 		}
-		items = append(items, item)
-		if len(items) >= limit {
-			break
+		switch strings.ToLower(strings.TrimSpace(item.Bias)) {
+		case "bearish", "short", "sell":
+			bearItems = append(bearItems, item)
+		case "bullish", "long", "buy":
+			bullItems = append(bullItems, item)
+		default:
+			otherItems = append(otherItems, item)
+		}
+	}
+	items := make([]vergex.SignalRankItem, 0, limit)
+	bi, ri, oi := 0, 0, 0
+	for len(items) < limit {
+		progressed := false
+		if bi < len(bullItems) {
+			items = append(items, bullItems[bi])
+			bi++
+			progressed = true
+			if len(items) >= limit {
+				break
+			}
+		}
+		if ri < len(bearItems) {
+			items = append(items, bearItems[ri])
+			ri++
+			progressed = true
+			if len(items) >= limit {
+				break
+			}
+		}
+		if !progressed {
+			if oi < len(otherItems) {
+				items = append(items, otherItems[oi])
+				oi++
+			} else {
+				break
+			}
 		}
 	}
 	if len(items) == 0 {
@@ -840,6 +877,47 @@ func minInt(a, b int) int {
 	return b
 }
 
+// DirectionalCandidates returns bullish (long) and bearish (short) candidate
+// symbols from the most recent Vergex signal ranking, each ordered by upstream
+// rank (strongest first). Only populated for vergex_signal coin sources, since
+// that is the only source carrying a per-symbol directional bias.
+func (e *StrategyEngine) DirectionalCandidates() (bullish []string, bearish []string) {
+	if e == nil || len(e.vergexRankingCache) == 0 {
+		return nil, nil
+	}
+	type ranked struct {
+		sym  string
+		rank int
+	}
+	rankKey := func(r int) int {
+		if r > 0 {
+			return r
+		}
+		return 1 << 30
+	}
+	var bl, br []ranked
+	for sym, item := range e.vergexRankingCache {
+		if item == nil {
+			continue
+		}
+		switch strings.ToLower(strings.TrimSpace(item.Bias)) {
+		case "bearish", "short", "sell":
+			br = append(br, ranked{sym, item.Rank})
+		case "bullish", "long", "buy":
+			bl = append(bl, ranked{sym, item.Rank})
+		}
+	}
+	sort.SliceStable(bl, func(i, j int) bool { return rankKey(bl[i].rank) < rankKey(bl[j].rank) })
+	sort.SliceStable(br, func(i, j int) bool { return rankKey(br[i].rank) < rankKey(br[j].rank) })
+	for _, r := range bl {
+		bullish = append(bullish, r.sym)
+	}
+	for _, r := range br {
+		bearish = append(bearish, r.sym)
+	}
+	return bullish, bearish
+}
+
 func withDefaultText(value, fallback string) string {
 	if strings.TrimSpace(value) == "" {
 		return fallback

kernel/engine_directional_test.go

@@ -0,0 +1,36 @@
+package kernel
+
+import (
+	"testing"
+
+	"nofx/provider/vergex"
+)
+
+func TestDirectionalCandidates(t *testing.T) {
+	e := &StrategyEngine{
+		vergexRankingCache: map[string]*vergex.SignalRankItem{
+			"xyz:NVDA": {Symbol: "xyz:NVDA", Bias: "bullish", Rank: 2},
+			"xyz:AAPL": {Symbol: "xyz:AAPL", Bias: "bullish", Rank: 1},
+			"BTC":      {Symbol: "BTC", Bias: "bearish", Rank: 3},
+			"ETH":      {Symbol: "ETH", Bias: "bearish", Rank: 1},
+			"SOL":      {Symbol: "SOL", Bias: "neutral", Rank: 1},
+		},
+	}
+
+	bull, bear := e.DirectionalCandidates()
+
+	if len(bull) != 2 || bull[0] != "xyz:AAPL" || bull[1] != "xyz:NVDA" {
+		t.Fatalf("bullish should be rank-ordered [xyz:AAPL xyz:NVDA], got %v", bull)
+	}
+	if len(bear) != 2 || bear[0] != "ETH" || bear[1] != "BTC" {
+		t.Fatalf("bearish should be rank-ordered [ETH BTC], got %v", bear)
+	}
+}
+
+func TestDirectionalCandidatesEmpty(t *testing.T) {
+	e := &StrategyEngine{}
+	bull, bear := e.DirectionalCandidates()
+	if len(bull) != 0 || len(bear) != 0 {
+		t.Fatalf("empty cache should yield no candidates, got %v %v", bull, bear)
+	}
+}

kernel/engine_prompt.go

@@ -42,8 +42,8 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
 		sb.WriteString(roleDefinition)
 		sb.WriteString("\n\n")
 	} else if zh {
-		sb.WriteString("# 你是一名专业的 Hyperliquid USDC 多资产交易 AI\n\n")
-		sb.WriteString("你的任务是基于提供的市场数据做出交易决策。\n\n")
+		sb.WriteString("# You are a professional Hyperliquid USDC multi-asset trading AI\n\n")
+		sb.WriteString("Your task is to make trading decisions based on the provided market data.\n\n")
 	} else {
 		sb.WriteString("# You are a professional Hyperliquid USDC multi-asset trading AI\n\n")
 		sb.WriteString("Your task is to make trading decisions based on the provided market data.\n\n")
@@ -75,11 +75,11 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
 		sb.WriteString(tradingFrequency)
 		sb.WriteString("\n\n")
 	} else if zh {
-		sb.WriteString("# ⏱️ 交易频率提醒\n\n")
-		sb.WriteString("- 优秀交易员: 每日 2-4 单 ≈ 每小时 0.1-0.2 单\n")
-		sb.WriteString("- 每小时 > 2 单 = 过度交易\n")
-		sb.WriteString("- 单笔持仓时长 ≥ 45-90 分钟\n")
-		sb.WriteString("如果你发现自己每个周期都在交易 → 入场标准过低; 如果不到 45 分钟就平仓 → 太冲动。\n\n")
+		sb.WriteString("# ⏱️ Trading Frequency Awareness\n\n")
+		sb.WriteString("- Excellent traders: 2-4 trades/day ≈ 0.1-0.2 trades/hour\n")
+		sb.WriteString("- >2 trades/hour = overtrading\n")
+		sb.WriteString("- Single position hold time ≥ 45-90 minutes\n")
+		sb.WriteString("If you find yourself trading every cycle → standards too low; if closing positions < 45 minutes → too impulsive.\n\n")
 	} else {
 		sb.WriteString("# ⏱️ Trading Frequency Awareness\n\n")
 		sb.WriteString("- Excellent traders: 2-4 trades/day ≈ 0.1-0.2 trades/hour\n")
@@ -93,21 +93,21 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
 	if entryStandards != "" {
 		sb.WriteString(entryStandards)
 		if zh {
-			sb.WriteString("\n\n你拥有以下指标数据:\n")
+			sb.WriteString("\n\nYou have the following indicator data:\n")
 		} else {
 			sb.WriteString("\n\nYou have the following indicator data:\n")
 		}
 		e.writeAvailableIndicators(&sb, zh)
 		if zh {
-			sb.WriteString(fmt.Sprintf("\n**置信度 ≥ %d** 才能开仓。\n\n", riskControl.MinConfidence))
+			sb.WriteString(fmt.Sprintf("\n**Confidence ≥ %d** required to open positions.\n\n", riskControl.MinConfidence))
 		} else {
 			sb.WriteString(fmt.Sprintf("\n**Confidence ≥ %d** required to open positions.\n\n", riskControl.MinConfidence))
 		}
 	} else if zh {
-		sb.WriteString("# 🎯 入场标准 (严格)\n\n")
-		sb.WriteString("只有当多重信号共振时才开仓。你拥有:\n")
+		sb.WriteString("# 🎯 Entry Standards (Strict)\n\n")
+		sb.WriteString("Only open positions when multiple signals resonate. You have:\n")
 		e.writeAvailableIndicators(&sb, zh)
-		sb.WriteString(fmt.Sprintf("\n请自由使用任何有效的分析方法, 但**置信度 ≥ %d** 才能开仓; 避免低质量行为, 如单一指标、信号矛盾、横盘震荡、平仓后立刻再开等。\n\n", riskControl.MinConfidence))
+		sb.WriteString(fmt.Sprintf("\nFeel free to use any effective analysis method, but **confidence ≥ %d** is required to open positions; avoid low-quality behaviors such as single-indicator entries, contradictory signals, sideways chop, or re-entering immediately after a close.\n\n", riskControl.MinConfidence))
 	} else {
 		sb.WriteString("# 🎯 Entry Standards (Strict)\n\n")
 		sb.WriteString("Only open positions when multiple signals resonate. You have:\n")
@@ -121,10 +121,10 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
 		sb.WriteString(decisionProcess)
 		sb.WriteString("\n\n")
 	} else if zh {
-		sb.WriteString("# 📋 决策流程\n\n")
-		sb.WriteString("1. 检查持仓 → 是否需要止盈止损\n")
-		sb.WriteString("2. 扫描候选标的 + 多周期 → 是否有强信号\n")
-		sb.WriteString("3. 先写思维链, 再输出结构化 JSON\n\n")
+		sb.WriteString("# 📋 Decision Process\n\n")
+		sb.WriteString("1. Check positions → take profit / stop loss?\n")
+		sb.WriteString("2. Scan candidates + multi-timeframe → are there strong signals?\n")
+		sb.WriteString("3. Write chain of thought first, then output structured JSON\n\n")
 	} else {
 		sb.WriteString("# 📋 Decision Process\n\n")
 		sb.WriteString("1. Check positions → take profit / stop loss?\n")
@@ -153,14 +153,14 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
 
 	if customPrompt != "" {
 		if zh {
-			sb.WriteString("# 📌 个性化交易策略\n\n")
+			sb.WriteString("# 📌 Personalized Trading Strategy\n\n")
 		} else {
 			sb.WriteString("# 📌 Personalized Trading Strategy\n\n")
 		}
 		sb.WriteString(customPrompt)
 		sb.WriteString("\n\n")
 		if zh {
-			sb.WriteString("说明: 上述个性化策略是基础规则的补充, 不能违反基础风控原则。\n")
+			sb.WriteString("Note: the above personalized strategy supplements the basic rules and may not violate the core risk controls.\n")
 		} else {
 			sb.WriteString("Note: the above personalized strategy supplements the basic rules and may not violate the core risk controls.\n")
 		}
@@ -191,21 +191,21 @@ func (e *StrategyEngine) buildVergexSystemPrompt(accountEquity float64, variant
 	sb.WriteString("\n\n---\n\n")
 
 	if zh {
-		sb.WriteString("# 你是 NOFX Claw402 自动交易员\n\n")
-		sb.WriteString("你的任务是交易 Claw402.ai/Vergex 本轮榜单返回的 Hyperliquid 可交易标的。只允许交易本轮候选标的和已有持仓，不要自行发明代码或切换到榜单外标的。\n\n")
-		sb.WriteString("# 决策数据优先级\n\n")
-		sb.WriteString("1. Claw402.ai Signal Ranking: 决定本轮候选池、排名、方向和类别。\n")
-		sb.WriteString("2. Claw402.ai Signal Lab: 用于确认趋势、动量、事件或模型信号；这是开仓前的核心确认数据。\n")
-		sb.WriteString("3. Claw402.ai Cost/Liquidation Heatmap: 用于识别清算密集区、成本区、止损位置和止盈目标。\n")
-		sb.WriteString("4. 原始 OHLCV K 线: 用于验证入场时机、趋势结构、波动和风险回报。\n\n")
-		sb.WriteString("# 交易原则\n\n")
-		sb.WriteString("- 先管理已有持仓，再考虑新开仓。\n")
-		sb.WriteString("- 开仓需要 Signal Lab、热力图和 K 线方向大体一致；任一关键数据缺失或互相冲突时，默认等待。\n")
-		sb.WriteString("- 不要把 Claw402 排名当作唯一买入理由；排名只是候选池，开仓必须经过详情数据和 K 线确认。\n")
-		sb.WriteString("- 本轮 Candidate Coins 中的标的都是允许交易的候选；如果某个标的详情缺失，只能降低置信度或等待，不能说它不属于可交易范围。\n")
-		sb.WriteString("- 如果 Signal Lab 或热力图没有出现在该标的的 Vergex Claw402 Signals 里，必须在 reasoning 中说明缺失；如果已经出现，则不能声称该标的缺少该数据。\n")
-		sb.WriteString("- 防止频繁开平仓：非止损或强止盈情况下，开仓后至少持有 45 分钟；小亏小赚的噪音区优先持有到 90 分钟；平仓后同一标的 90 分钟内不重新进场；每小时最多 1 次新开仓。\n")
-		sb.WriteString("- 止损必须放在无效点之外；止盈优先放在热力图阻力/清算区域或满足风险回报的位置。\n\n")
+		sb.WriteString("# You are the NOFX Claw402 auto-trader\n\n")
+		sb.WriteString("Trade only Hyperliquid instruments returned by this cycle's Claw402.ai/Vergex board. You may trade only the current candidate symbols and existing positions; never invent tickers or rotate outside the provided universe.\n\n")
+		sb.WriteString("# Decision Data Priority\n\n")
+		sb.WriteString("1. Claw402.ai Signal Ranking: candidate pool, rank, direction and category.\n")
+		sb.WriteString("2. Claw402.ai Signal Lab: trend, momentum, event/model confirmation; this is the core pre-entry confirmation source.\n")
+		sb.WriteString("3. Claw402.ai Cost/Liquidation Heatmap: crowded liquidation/cost zones, stop placement and target zones.\n")
+		sb.WriteString("4. Raw OHLCV candles: entry timing, trend structure, volatility and risk/reward validation.\n\n")
+		sb.WriteString("# Trading Rules\n\n")
+		sb.WriteString("- Manage existing positions before opening new ones.\n")
+		sb.WriteString("- Open only when Signal Lab, heatmap and raw candles broadly agree; wait when key data is missing or contradictory.\n")
+		sb.WriteString("- Ranking alone is not an entry reason; it only defines the candidate pool.\n")
+		sb.WriteString("- Every symbol in Candidate Coins is part of the allowed trading universe; missing detail can lower confidence or trigger waiting, but does not make the symbol non-tradable.\n")
+		sb.WriteString("- If Signal Lab or heatmap is absent from that symbol's Vergex Claw402 Signals, state it in reasoning; if it is present, never claim the symbol lacks that data.\n")
+		sb.WriteString("- Avoid churn: unless stopping out or taking a strong profit, hold new positions for at least 45 minutes; avoid flat/noise closes until roughly 90 minutes; after closing a symbol, wait 90 minutes before re-entry; open at most 1 new position per hour.\n")
+		sb.WriteString("- Stops must sit beyond invalidation; targets should prefer heatmap resistance/liquidation zones or valid risk/reward levels.\n\n")
 	} else {
 		sb.WriteString("# You are the NOFX Claw402 auto-trader\n\n")
 		sb.WriteString("Trade only Hyperliquid instruments returned by this cycle's Claw402.ai/Vergex board. You may trade only the current candidate symbols and existing positions; never invent tickers or rotate outside the provided universe.\n\n")
@@ -256,15 +256,15 @@ func englishOnlyPromptSection(section string) string {
 
 func writeVergexSchemaPrompt(sb *strings.Builder, zh bool) {
 	if zh {
-		sb.WriteString("# Claw402.ai TradeFi 数据说明\n\n")
-		sb.WriteString("- Equity: 账户总权益，包含浮动盈亏，单位 USDT。\n")
-		sb.WriteString("- Balance: 可用余额，用于判断还能否开新仓，单位 USDT。\n")
-		sb.WriteString("- Margin: 当前保证金使用率，越高风险越大。\n")
-		sb.WriteString("- Position: 当前持仓，包含方向、进场价、杠杆、未实现盈亏、强平价。\n")
-		sb.WriteString("- Claw402 Ranking: 本轮可交易候选池、排名、方向和类别。\n")
-		sb.WriteString("- Signal Lab: Claw402 对单个标的的深度信号，用于确认趋势和质量。\n")
-		sb.WriteString("- Cost/Liquidation Heatmap: 成本区与清算密集区，用于止损、止盈和拥挤风险判断。\n")
-		sb.WriteString("- Raw OHLCV Kline: 原始 K 线，用于确认趋势结构、入场位置和风险回报。\n")
+		sb.WriteString("# Claw402.ai TradeFi Data Guide\n\n")
+		sb.WriteString("- Equity: total account value including unrealized PnL, in USDT.\n")
+		sb.WriteString("- Balance: available balance for new positions, in USDT.\n")
+		sb.WriteString("- Margin: current margin usage; higher means more risk.\n")
+		sb.WriteString("- Position: current holdings with side, entry, leverage, unrealized PnL and liquidation price.\n")
+		sb.WriteString("- Claw402 Ranking: tradable candidate pool, rank, direction and category for this cycle.\n")
+		sb.WriteString("- Signal Lab: per-symbol Claw402 deep signal used to confirm trend and quality.\n")
+		sb.WriteString("- Cost/Liquidation Heatmap: cost and liquidation clusters used for stops, targets and crowding risk.\n")
+		sb.WriteString("- Raw OHLCV Kline: raw candles used for trend structure, entry timing and risk/reward.\n")
 	} else {
 		sb.WriteString("# Claw402.ai TradeFi Data Guide\n\n")
 		sb.WriteString("- Equity: total account value including unrealized PnL, in USDT.\n")
@@ -281,22 +281,22 @@ func writeVergexSchemaPrompt(sb *strings.Builder, zh bool) {
 func writeVergexHardConstraints(sb *strings.Builder, accountEquity float64, riskControl store.RiskControlConfig, tradeFiPositionValueRatio float64, zh bool) {
 	maxPositionValue := accountEquity * tradeFiPositionValueRatio
 	if zh {
-		sb.WriteString("# 风控硬约束\n\n")
-		sb.WriteString("## 后端强制\n")
-		sb.WriteString(fmt.Sprintf("- 最大持仓数: 同时 %d 个 Claw402 候选标的\n", riskControl.MaxPositions))
-		sb.WriteString(fmt.Sprintf("- 单仓最大名义价值: %.0f USDT (= 权益 %.0f × %.1fx)\n", maxPositionValue, accountEquity, tradeFiPositionValueRatio))
-		sb.WriteString(fmt.Sprintf("- 最大保证金占用: ≤%.0f%%\n", riskControl.MaxMarginUsage*100))
-		sb.WriteString(fmt.Sprintf("- 最小下单金额: ≥%.0f USDT\n\n", riskControl.MinPositionSize))
-		sb.WriteString("## AI 建议\n")
-		sb.WriteString(fmt.Sprintf("- 交易杠杆: Claw402 候选标的最高 %dx\n", riskControl.AltcoinMaxLeverage))
-		sb.WriteString(fmt.Sprintf("- 风险回报比: ≥1:%.1f\n", riskControl.MinRiskRewardRatio))
-		sb.WriteString(fmt.Sprintf("- 最小置信度: ≥%d 才能开仓\n\n", riskControl.MinConfidence))
-		sb.WriteString("# 仓位大小\n\n")
-		sb.WriteString("根据置信度和单仓最大名义价值填写 `position_size_usd`:\n")
-		sb.WriteString("- 高置信 (≥85): 使用上限的 80-100%\n")
-		sb.WriteString("- 中置信 (70-84): 使用上限的 50-80%\n")
-		sb.WriteString("- 低置信 (60-69): 使用上限的 30-50%\n")
-		sb.WriteString("- 不要直接把 available_balance 当作 position_size_usd。\n\n")
+		sb.WriteString("# Hard Risk Constraints\n\n")
+		sb.WriteString("## Backend enforced\n")
+		sb.WriteString(fmt.Sprintf("- Max positions: %d Claw402 candidate instruments at the same time\n", riskControl.MaxPositions))
+		sb.WriteString(fmt.Sprintf("- Max notional per position: %.0f USDT (= equity %.0f × %.1fx)\n", maxPositionValue, accountEquity, tradeFiPositionValueRatio))
+		sb.WriteString(fmt.Sprintf("- Max margin usage: ≤%.0f%%\n", riskControl.MaxMarginUsage*100))
+		sb.WriteString(fmt.Sprintf("- Min order size: ≥%.0f USDT\n\n", riskControl.MinPositionSize))
+		sb.WriteString("## AI guided\n")
+		sb.WriteString(fmt.Sprintf("- Leverage: every open position must use exactly %dx\n", riskControl.AltcoinMaxLeverage))
+		sb.WriteString(fmt.Sprintf("- Risk/reward: ≥1:%.1f\n", riskControl.MinRiskRewardRatio))
+		sb.WriteString(fmt.Sprintf("- Min confidence to open: ≥%d\n\n", riskControl.MinConfidence))
+		sb.WriteString("# Position Sizing\n\n")
+		sb.WriteString("For every `open_long` or `open_short`, use the full max notional per position.\n")
+		sb.WriteString("- Do not scale position_size_usd down by confidence.\n")
+		sb.WriteString("- Do not open small probe positions.\n")
+		sb.WriteString("- If the setup is not strong enough for full size, output `wait`.\n")
+		sb.WriteString("- Do not use available_balance directly as position_size_usd.\n\n")
 	} else {
 		sb.WriteString("# Hard Risk Constraints\n\n")
 		sb.WriteString("## Backend enforced\n")
@@ -332,15 +332,21 @@ func writeVergexOutputFormat(sb *strings.Builder, accountEquity float64, riskCon
 
 	sb.WriteString("# Output Format (Strictly Follow)\n\n")
 	if zh {
-		sb.WriteString("必须使用 XML 标签 <reasoning> 和 <decision> 分隔简明分析和决策 JSON。\n\n")
-		sb.WriteString("方向必须由数据决定：上涨结构确认时可以 `open_long`，下跌结构确认时可以 `open_short`；不要默认只做多或只做空。\n\n")
+		sb.WriteString("Use XML tags <reasoning> and <decision> to separate concise analysis from the decision JSON.\n\n")
+		sb.WriteString("Direction must be data-driven: use `open_long` for confirmed upside structures and `open_short` for confirmed downside structures; never default to long-only or short-only behavior.\n\n")
+		if !singleSymbol {
+			sb.WriteString("This cycle you MUST include at least one `open_long` (pick the strongest net-inflow / bullish name) AND at least one `open_short` (pick the strongest net-outflow / bearish name); omit a side only if no suitable name exists for it.\n\n")
+		}
 	} else {
 		sb.WriteString("Use XML tags <reasoning> and <decision> to separate concise analysis from the decision JSON.\n\n")
 		sb.WriteString("Direction must be data-driven: use `open_long` for confirmed upside structures and `open_short` for confirmed downside structures; never default to long-only or short-only behavior.\n\n")
+		if !singleSymbol {
+			sb.WriteString("This cycle you MUST include at least one `open_long` (pick the strongest net-inflow / bullish name) AND at least one `open_short` (pick the strongest net-outflow / bearish name); omit a side only if no suitable name exists for it.\n\n")
+		}
 	}
 	sb.WriteString("<reasoning>\n")
 	if zh {
-		sb.WriteString("简明说明: Claw402 排名、Signal Lab、热力图、K 线是否一致；如果缺数据或冲突，说明为什么等待。\n")
+		sb.WriteString("Briefly state whether Claw402 ranking, Signal Lab, heatmap and candles agree; if data is missing or conflicting, explain why you wait.\n")
 	} else {
 		sb.WriteString("Briefly state whether Claw402 ranking, Signal Lab, heatmap and candles agree; if data is missing or conflicting, explain why you wait.\n")
 	}
@@ -357,15 +363,15 @@ func writeVergexOutputFormat(sb *strings.Builder, accountEquity float64, riskCon
 	sb.WriteString("</decision>\n\n")
 
 	if zh {
-		sb.WriteString("## 字段要求\n\n")
+		sb.WriteString("## Field Requirements\n\n")
 		sb.WriteString("- `action`: open_long | open_short | close_long | close_short | hold | wait\n")
-		sb.WriteString(fmt.Sprintf("- `confidence`: 0-100，开仓建议 ≥ %d\n", riskControl.MinConfidence))
-		sb.WriteString("- 开仓时必填: leverage, position_size_usd, stop_loss, take_profit, confidence, risk_usd\n")
-		sb.WriteString("- 所有数值必须是算好的数字，不能写公式。\n")
+		sb.WriteString(fmt.Sprintf("- `confidence`: 0-100; recommended ≥ %d to open\n", riskControl.MinConfidence))
+		sb.WriteString("- Required when opening: leverage, position_size_usd, stop_loss, take_profit, confidence, risk_usd\n")
+		sb.WriteString("- All numeric values must be calculated numbers, not formulas.\n")
 		if singleSymbol {
-			sb.WriteString(fmt.Sprintf("- 本策略只交易 `%s`，JSON 的 symbol 必须完全等于它。\n", exampleSymbol))
+			sb.WriteString(fmt.Sprintf("- This strategy trades only `%s`; JSON symbol must match it exactly.\n", exampleSymbol))
 		} else {
-			sb.WriteString("- JSON 的 symbol 必须完全来自本轮候选标的或已有持仓；`xyz:` 标的保留前缀，core crypto 标的不要添加 `xyz:` 或 `USDT` 后缀。\n")
+			sb.WriteString("- JSON symbols must exactly match current candidates or existing positions; keep `xyz:` on XYZ instruments, and do not add `xyz:` or `USDT` to core crypto symbols.\n")
 		}
 		sb.WriteString("\n")
 	} else {
@@ -446,19 +452,19 @@ func writeModeVariant(sb *strings.Builder, variant string, zh bool) {
 	switch strings.ToLower(strings.TrimSpace(variant)) {
 	case "aggressive":
 		if zh {
-			sb.WriteString("## 模式: 激进\n- 优先捕捉趋势突破, 置信度 ≥ 70 时可分批建仓\n- 允许更高仓位, 但必须严格止损并说明风险回报比\n\n")
+			sb.WriteString("## Mode: Aggressive\n- Prioritize capturing trend breakouts; may scale in when confidence ≥ 70\n- Allow larger positions, but must strictly set stop-loss and explain the risk-reward ratio\n\n")
 		} else {
 			sb.WriteString("## Mode: Aggressive\n- Prioritize capturing trend breakouts; may scale in when confidence ≥ 70\n- Allow larger positions, but must strictly set stop-loss and explain the risk-reward ratio\n\n")
 		}
 	case "conservative":
 		if zh {
-			sb.WriteString("## 模式: 保守\n- 只有当多重信号共振时才开仓\n- 优先保本, 连亏后必须暂停多个周期\n\n")
+			sb.WriteString("## Mode: Conservative\n- Open positions only when multiple signals resonate\n- Prioritize capital preservation; pause for multiple periods after consecutive losses\n\n")
 		} else {
 			sb.WriteString("## Mode: Conservative\n- Open positions only when multiple signals resonate\n- Prioritize capital preservation; pause for multiple periods after consecutive losses\n\n")
 		}
 	case "scalping":
 		if zh {
-			sb.WriteString("## 模式: 短线\n- 关注短期动量, 利润目标较小但要求迅速行动\n- 价格两根 K 线内未按预期走 → 立即减仓或止损\n\n")
+			sb.WriteString("## Mode: Scalping\n- Focus on short-term momentum, smaller profit targets but require quick action\n- If price doesn't move as expected within two bars, immediately reduce position or stop-loss\n\n")
 		} else {
 			sb.WriteString("## Mode: Scalping\n- Focus on short-term momentum, smaller profit targets but require quick action\n- If price doesn't move as expected within two bars, immediately reduce position or stop-loss\n\n")
 		}
@@ -467,9 +473,9 @@ func writeModeVariant(sb *strings.Builder, variant string, zh bool) {
 
 func writeHardConstraints(sb *strings.Builder, accountEquity float64, riskControl store.RiskControlConfig, btcEthPosValueRatio, altcoinPosValueRatio float64, singleSymbol bool, primarySymbol string, zh bool) {
 	if zh {
-		sb.WriteString("# 风控硬约束\n\n")
-		sb.WriteString("## 代码强制 (后端校验, 无法绕过):\n")
-		sb.WriteString(fmt.Sprintf("- 最大持仓数: 同时 %d 个标的\n", riskControl.MaxPositions))
+		sb.WriteString("# Hard Constraints (Risk Control)\n\n")
+		sb.WriteString("## CODE ENFORCED (backend validation, cannot be bypassed):\n")
+		sb.WriteString(fmt.Sprintf("- Max Positions: %d instruments simultaneously\n", riskControl.MaxPositions))
 	} else {
 		sb.WriteString("# Hard Constraints (Risk Control)\n\n")
 		sb.WriteString("## CODE ENFORCED (backend validation, cannot be bypassed):\n")
@@ -486,14 +492,14 @@ func writeHardConstraints(sb *strings.Builder, accountEquity float64, riskContro
 		maxVal := accountEquity * ratio
 		symLabel := primarySymbol
 		if zh {
-			sb.WriteString(fmt.Sprintf("- 单仓最大价值 (%s): %.0f USDT (= 权益 %.0f × %.1fx)\n", symLabel, maxVal, accountEquity, ratio))
+			sb.WriteString(fmt.Sprintf("- Position Value Limit (%s): max %.0f USDT (= equity %.0f × %.1fx)\n", symLabel, maxVal, accountEquity, ratio))
 		} else {
 			sb.WriteString(fmt.Sprintf("- Position Value Limit (%s): max %.0f USDT (= equity %.0f × %.1fx)\n", symLabel, maxVal, accountEquity, ratio))
 		}
 	} else {
 		if zh {
-			sb.WriteString(fmt.Sprintf("- 单仓最大价值 (山寨币/股票): %.0f USDT (= 权益 %.0f × %.1fx)\n", accountEquity*altcoinPosValueRatio, accountEquity, altcoinPosValueRatio))
-			sb.WriteString(fmt.Sprintf("- 单仓最大价值 (BTC/ETH): %.0f USDT (= 权益 %.0f × %.1fx)\n", accountEquity*btcEthPosValueRatio, accountEquity, btcEthPosValueRatio))
+			sb.WriteString(fmt.Sprintf("- Position Value Limit (Altcoin/Stock): max %.0f USDT (= equity %.0f × %.1fx)\n", accountEquity*altcoinPosValueRatio, accountEquity, altcoinPosValueRatio))
+			sb.WriteString(fmt.Sprintf("- Position Value Limit (BTC/ETH): max %.0f USDT (= equity %.0f × %.1fx)\n", accountEquity*btcEthPosValueRatio, accountEquity, btcEthPosValueRatio))
 		} else {
 			sb.WriteString(fmt.Sprintf("- Position Value Limit (Altcoin/Stock): max %.0f USDT (= equity %.0f × %.1fx)\n", accountEquity*altcoinPosValueRatio, accountEquity, altcoinPosValueRatio))
 			sb.WriteString(fmt.Sprintf("- Position Value Limit (BTC/ETH): max %.0f USDT (= equity %.0f × %.1fx)\n", accountEquity*btcEthPosValueRatio, accountEquity, btcEthPosValueRatio))
@@ -501,9 +507,9 @@ func writeHardConstraints(sb *strings.Builder, accountEquity float64, riskContro
 	}
 
 	if zh {
-		sb.WriteString(fmt.Sprintf("- 最大保证金占用: ≤%.0f%%\n", riskControl.MaxMarginUsage*100))
-		sb.WriteString(fmt.Sprintf("- 最小下单金额: ≥%.0f USDT\n\n", riskControl.MinPositionSize))
-		sb.WriteString("## AI 建议 (推荐遵循):\n")
+		sb.WriteString(fmt.Sprintf("- Max Margin Usage: ≤%.0f%%\n", riskControl.MaxMarginUsage*100))
+		sb.WriteString(fmt.Sprintf("- Min Position Size: ≥%.0f USDT\n\n", riskControl.MinPositionSize))
+		sb.WriteString("## AI GUIDED (recommended):\n")
 	} else {
 		sb.WriteString(fmt.Sprintf("- Max Margin Usage: ≤%.0f%%\n", riskControl.MaxMarginUsage*100))
 		sb.WriteString(fmt.Sprintf("- Min Position Size: ≥%.0f USDT\n\n", riskControl.MinPositionSize))
@@ -516,20 +522,20 @@ func writeHardConstraints(sb *strings.Builder, accountEquity float64, riskContro
 			lev = riskControl.BTCETHMaxLeverage
 		}
 		if zh {
-			sb.WriteString(fmt.Sprintf("- 交易杠杆 (%s): 最高 %dx\n", primarySymbol, lev))
+			sb.WriteString(fmt.Sprintf("- Trading Leverage (%s): max %dx\n", primarySymbol, lev))
 		} else {
 			sb.WriteString(fmt.Sprintf("- Trading Leverage (%s): max %dx\n", primarySymbol, lev))
 		}
 	} else {
 		if zh {
-			sb.WriteString(fmt.Sprintf("- 交易杠杆: 山寨币/股票 最高 %dx | BTC/ETH 最高 %dx\n", riskControl.AltcoinMaxLeverage, riskControl.BTCETHMaxLeverage))
+			sb.WriteString(fmt.Sprintf("- Trading Leverage: Altcoin/Stock max %dx | BTC/ETH max %dx\n", riskControl.AltcoinMaxLeverage, riskControl.BTCETHMaxLeverage))
 		} else {
 			sb.WriteString(fmt.Sprintf("- Trading Leverage: Altcoin/Stock max %dx | BTC/ETH max %dx\n", riskControl.AltcoinMaxLeverage, riskControl.BTCETHMaxLeverage))
 		}
 	}
 	if zh {
-		sb.WriteString(fmt.Sprintf("- 风险回报比: ≥1:%.1f (take_profit / stop_loss)\n", riskControl.MinRiskRewardRatio))
-		sb.WriteString(fmt.Sprintf("- 最小置信度: ≥%d 才开仓\n\n", riskControl.MinConfidence))
+		sb.WriteString(fmt.Sprintf("- Risk-Reward Ratio: ≥1:%.1f (take_profit / stop_loss)\n", riskControl.MinRiskRewardRatio))
+		sb.WriteString(fmt.Sprintf("- Min Confidence: ≥%d to open position\n\n", riskControl.MinConfidence))
 	} else {
 		sb.WriteString(fmt.Sprintf("- Risk-Reward Ratio: ≥1:%.1f (take_profit / stop_loss)\n", riskControl.MinRiskRewardRatio))
 		sb.WriteString(fmt.Sprintf("- Min Confidence: ≥%d to open position\n\n", riskControl.MinConfidence))
@@ -544,13 +550,13 @@ func writeHardConstraints(sb *strings.Builder, accountEquity float64, riskContro
 		}
 	}
 	if zh {
-		sb.WriteString("## 仓位大小指引\n")
-		sb.WriteString("根据置信度和上面的单仓最大价值算出 `position_size_usd`:\n")
-		sb.WriteString("- 高置信 (≥85): 用最大价值的 80-100%%\n")
-		sb.WriteString("- 中置信 (70-84): 用最大价值的 50-80%%\n")
-		sb.WriteString("- 低置信 (60-69): 用最大价值的 30-50%%\n")
-		sb.WriteString(fmt.Sprintf("- 示例: 权益 %.0f × %.1fx = 最大 %.0f USDT\n", accountEquity, exampleRatio, accountEquity*exampleRatio))
-		sb.WriteString("- **不要**直接拿 available_balance 当 position_size_usd, 用上面的单仓最大价值!\n\n")
+		sb.WriteString("## Position Sizing Guidance\n")
+		sb.WriteString("Calculate `position_size_usd` from your confidence and the Position Value Limits above:\n")
+		sb.WriteString("- High confidence (≥85): use 80-100%% of the position value limit\n")
+		sb.WriteString("- Medium confidence (70-84): use 50-80%% of the position value limit\n")
+		sb.WriteString("- Low confidence (60-69): use 30-50%% of the position value limit\n")
+		sb.WriteString(fmt.Sprintf("- Example: equity %.0f × %.1fx = max %.0f USDT\n", accountEquity, exampleRatio, accountEquity*exampleRatio))
+		sb.WriteString("- **DO NOT** just use available_balance as position_size_usd. Use the Position Value Limit!\n\n")
 	} else {
 		sb.WriteString("## Position Sizing Guidance\n")
 		sb.WriteString("Calculate `position_size_usd` from your confidence and the Position Value Limits above:\n")
@@ -566,21 +572,21 @@ func writeOutputFormat(sb *strings.Builder, accountEquity, btcEthPosValueRatio f
 	// Output format schema MUST stay English/structural; parser depends on it.
 	sb.WriteString("# Output Format (Strictly Follow)\n\n")
 	if zh {
-		sb.WriteString("**必须使用 XML 标签 <reasoning> 和 <decision> 分隔思维链和决策 JSON, 避免解析错误**\n\n")
+		sb.WriteString("**Must use XML tags <reasoning> and <decision> to separate chain of thought and decision JSON, avoiding parsing errors**\n\n")
 	} else {
 		sb.WriteString("**Must use XML tags <reasoning> and <decision> to separate chain of thought and decision JSON, avoiding parsing errors**\n\n")
 	}
 	sb.WriteString("## Format Requirements\n\n")
 	sb.WriteString("<reasoning>\n")
 	if zh {
-		sb.WriteString("你的思维链分析...\n- 简明分析你的思考过程\n")
+		sb.WriteString("Your chain of thought analysis...\n- Briefly analyze your thinking process\n")
 	} else {
 		sb.WriteString("Your chain of thought analysis...\n- Briefly analyze your thinking process\n")
 	}
 	sb.WriteString("</reasoning>\n\n")
 	sb.WriteString("<decision>\n")
 	if zh {
-		sb.WriteString("步骤 2: JSON 决策数组\n\n")
+		sb.WriteString("Step 2: JSON decision array\n\n")
 	} else {
 		sb.WriteString("Step 2: JSON decision array\n\n")
 	}
@@ -608,13 +614,13 @@ func writeOutputFormat(sb *strings.Builder, accountEquity, btcEthPosValueRatio f
 	sb.WriteString("</decision>\n\n")
 
 	if zh {
-		sb.WriteString("## 字段说明\n\n")
+		sb.WriteString("## Field Description\n\n")
 		sb.WriteString("- `action`: open_long | open_short | close_long | close_short | hold | wait\n")
-		sb.WriteString(fmt.Sprintf("- `confidence`: 0-100 (开仓建议 ≥ %d)\n", riskControl.MinConfidence))
-		sb.WriteString("- 开仓时必填: leverage, position_size_usd, stop_loss, take_profit, confidence, risk_usd\n")
-		sb.WriteString("- **重要**: 所有数值必须是算好的数字, 不能是公式/表达式 (例如写 `27.76`, 不要写 `3000 * 0.01`)\n")
+		sb.WriteString(fmt.Sprintf("- `confidence`: 0-100 (opening recommended ≥ %d)\n", riskControl.MinConfidence))
+		sb.WriteString("- Required when opening: leverage, position_size_usd, stop_loss, take_profit, confidence, risk_usd\n")
+		sb.WriteString("- **IMPORTANT**: all numeric values must be calculated numbers, NOT formulas/expressions (e.g. use `27.76`, not `3000 * 0.01`)\n")
 		if singleSymbol {
-			sb.WriteString(fmt.Sprintf("- **本策略只交易 %s**, JSON 中的 `symbol` 必须**完全等于** `%s`, 不要写成 `%s` 去掉后缀或加 USDT 的变体。\n", primarySymbol, primarySymbol, primarySymbol))
+			sb.WriteString(fmt.Sprintf("- **This strategy trades only %s.** The JSON `symbol` MUST match `%s` exactly — do not write `%s` variants that drop the suffix or add USDT.\n", primarySymbol, primarySymbol, primarySymbol))
 		}
 		sb.WriteString("\n")
 	} else {
@@ -642,9 +648,9 @@ func (e *StrategyEngine) writeAvailableIndicators(sb *strings.Builder, zh bool)
 	}
 
 	if zh {
-		sb.WriteString(fmt.Sprintf("- %s 价格序列", kline.PrimaryTimeframe))
+		sb.WriteString(fmt.Sprintf("- %s price series", kline.PrimaryTimeframe))
 		if kline.EnableMultiTimeframe {
-			sb.WriteString(fmt.Sprintf(" + %s K 线序列\n", kline.LongerTimeframe))
+			sb.WriteString(fmt.Sprintf(" + %s K-line series\n", kline.LongerTimeframe))
 		} else {
 			sb.WriteString("\n")
 		}
@@ -658,50 +664,50 @@ func (e *StrategyEngine) writeAvailableIndicators(sb *strings.Builder, zh bool)
 	}
 
 	if indicators.EnableEMA {
-		sb.WriteString("- " + label("EMA indicators", "EMA 指标"))
+		sb.WriteString("- " + label("EMA indicators", "EMA indicators"))
 		if len(indicators.EMAPeriods) > 0 {
-			sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "周期"), indicators.EMAPeriods))
+			sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "periods"), indicators.EMAPeriods))
 		}
 		sb.WriteString("\n")
 	}
 	if indicators.EnableMACD {
-		sb.WriteString("- " + label("MACD indicators", "MACD 指标") + "\n")
+		sb.WriteString("- " + label("MACD indicators", "MACD indicators") + "\n")
 	}
 	if indicators.EnableRSI {
-		sb.WriteString("- " + label("RSI indicators", "RSI 指标"))
+		sb.WriteString("- " + label("RSI indicators", "RSI indicators"))
 		if len(indicators.RSIPeriods) > 0 {
-			sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "周期"), indicators.RSIPeriods))
+			sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "periods"), indicators.RSIPeriods))
 		}
 		sb.WriteString("\n")
 	}
 	if indicators.EnableATR {
-		sb.WriteString("- " + label("ATR indicators", "ATR 指标"))
+		sb.WriteString("- " + label("ATR indicators", "ATR indicators"))
 		if len(indicators.ATRPeriods) > 0 {
-			sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "周期"), indicators.ATRPeriods))
+			sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "periods"), indicators.ATRPeriods))
 		}
 		sb.WriteString("\n")
 	}
 	if indicators.EnableBOLL {
-		sb.WriteString("- " + label("Bollinger Bands (BOLL) - Upper/Middle/Lower bands", "布林带 (BOLL) - 上/中/下轨"))
+		sb.WriteString("- " + label("Bollinger Bands (BOLL) - Upper/Middle/Lower bands", "Bollinger Bands (BOLL) - Upper/Middle/Lower bands"))
 		if len(indicators.BOLLPeriods) > 0 {
-			sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "周期"), indicators.BOLLPeriods))
+			sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "periods"), indicators.BOLLPeriods))
 		}
 		sb.WriteString("\n")
 	}
 	if indicators.EnableVolume {
-		sb.WriteString("- " + label("Volume data", "成交量数据") + "\n")
+		sb.WriteString("- " + label("Volume data", "Volume data") + "\n")
 	}
 	if indicators.EnableOI {
-		sb.WriteString("- " + label("Open Interest (OI) data", "持仓量 (OI) 数据") + "\n")
+		sb.WriteString("- " + label("Open Interest (OI) data", "Open Interest (OI) data") + "\n")
 	}
 	if indicators.EnableFundingRate {
-		sb.WriteString("- " + label("Funding rate", "资金费率") + "\n")
+		sb.WriteString("- " + label("Funding rate", "Funding rate") + "\n")
 	}
 	if len(e.config.CoinSource.StaticCoins) > 0 || e.config.CoinSource.UseAI500 || e.config.CoinSource.UseOITop {
-		sb.WriteString("- " + label("AI500 / OI_Top filter tags (if available)", "AI500 / OI_Top 过滤标记 (如有)") + "\n")
+		sb.WriteString("- " + label("AI500 / OI_Top filter tags (if available)", "AI500 / OI_Top filter tags (if available)") + "\n")
 	}
 	if indicators.EnableQuantData {
-		sb.WriteString("- " + label("Quantitative data (institutional/retail fund flow, position changes, multi-period price changes)", "量化数据 (机构/散户资金流, 持仓变化, 多周期价格变动)") + "\n")
+		sb.WriteString("- " + label("Quantitative data (institutional/retail fund flow, position changes, multi-period price changes)", "Quantitative data (institutional/retail fund flow, position changes, multi-period price changes)") + "\n")
 	}
 }
 
@@ -762,13 +768,13 @@ func (e *StrategyEngine) BuildUserPrompt(ctx *Context) string {
 		}
 
 		if lang == LangChinese {
-			sb.WriteString("## 历史交易统计\n")
-			sb.WriteString(fmt.Sprintf("总交易: %d 笔 | 盈利因子: %.2f | 夏普比率: %.2f | 盈亏比: %.2f\n",
+			sb.WriteString("## Historical Trading Statistics\n")
+			sb.WriteString(fmt.Sprintf("Total Trades: %d | Profit Factor: %.2f | Sharpe: %.2f | Win/Loss Ratio: %.2f\n",
 				ctx.TradingStats.TotalTrades,
 				ctx.TradingStats.ProfitFactor,
 				ctx.TradingStats.SharpeRatio,
 				winLossRatio))
-			sb.WriteString(fmt.Sprintf("总盈亏: %+.2f USDT | 平均盈利: +%.2f | 平均亏损: -%.2f | 最大回撤: %.1f%%\n",
+			sb.WriteString(fmt.Sprintf("Total PnL: %+.2f USDT | Avg Win: +%.2f | Avg Loss: -%.2f | Max Drawdown: %.1f%%\n",
 				ctx.TradingStats.TotalPnL,
 				ctx.TradingStats.AvgWin,
 				ctx.TradingStats.AvgLoss,
@@ -776,13 +782,13 @@ func (e *StrategyEngine) BuildUserPrompt(ctx *Context) string {
 
 			// Performance hints based on profit factor, sharpe, and drawdown
 			if ctx.TradingStats.ProfitFactor >= 1.5 && ctx.TradingStats.SharpeRatio >= 1 {
-				sb.WriteString("表现: 良好 - 保持当前策略\n")
+				sb.WriteString("Performance: GOOD - maintain current strategy\n")
 			} else if ctx.TradingStats.ProfitFactor < 1 {
-				sb.WriteString("表现: 需改进 - 提高盈亏比，优化止盈止损\n")
+				sb.WriteString("Performance: NEEDS IMPROVEMENT - improve win/loss ratio, optimize TP/SL\n")
 			} else if ctx.TradingStats.MaxDrawdownPct > 30 {
-				sb.WriteString("表现: 风险偏高 - 减少仓位，控制回撤\n")
+				sb.WriteString("Performance: HIGH RISK - reduce position size, control drawdown\n")
 			} else {
-				sb.WriteString("表现: 正常 - 有优化空间\n")
+				sb.WriteString("Performance: NORMAL - room for optimization\n")
 			}
 		} else {
 			sb.WriteString("## Historical Trading Statistics\n")

kernel/engine_prompt_test.go

@@ -11,8 +11,8 @@ func TestBuildSystemPromptUsesVergexClaw402Prompt(t *testing.T) {
 	cfg := store.GetDefaultStrategyConfig("zh")
 	cfg.CoinSource.SourceType = "vergex_signal"
 	cfg.CoinSource.VergexLimit = 5
-	cfg.PromptSections.RoleDefinition = "# 你是一个专业的 Hyperliquid USDC 多资产交易AI"
-	cfg.CustomPrompt = "只做多，不做空。"
+	cfg.PromptSections.RoleDefinition = "# You are a professional Hyperliquid USDC multi-asset trading AI"
+	cfg.CustomPrompt = "Long only, no shorts."
 
 	engine := NewStrategyEngine(&cfg)
 	prompt := engine.BuildSystemPrompt(30, "balanced")
@@ -39,9 +39,9 @@ func TestBuildSystemPromptUsesVergexClaw402Prompt(t *testing.T) {
 		t.Fatalf("system prompt must be English-only, got CJK text:\n%s", prompt)
 	}
 	legacyPhrases := []string{
-		"Hyperliquid USDC 多资产交易AI",
-		"只做多",
-		"山寨币",
+		"Hyperliquid USDC multi-asset trading AI",
+		"Long only",
+		"Altcoin",
 		"BTC/ETH",
 		"LONG-ONLY",
 		"Do not short",
@@ -61,11 +61,11 @@ func TestBuildSystemPromptFallsBackToEnglishWhenConfiguredLanguageIsChinese(t *t
 	cfg.CoinSource.VergexLimit = 0
 	cfg.CoinSource.VergexMarketType = ""
 	cfg.CoinSource.VergexChain = ""
-	cfg.PromptSections.RoleDefinition = "# 你是中文系统提示词"
-	cfg.PromptSections.TradingFrequency = "# 高频交易\n每分钟交易。"
-	cfg.PromptSections.EntryStandards = "# 入场\n随便开仓。"
-	cfg.PromptSections.DecisionProcess = "# 决策\n直接输出。"
-	cfg.CustomPrompt = "中文偏好不应进入系统提示词。"
+	cfg.PromptSections.RoleDefinition = "# You are a Chinese system prompt"
+	cfg.PromptSections.TradingFrequency = "# High-frequency trading\nTrade every minute."
+	cfg.PromptSections.EntryStandards = "# Entry\nOpen positions freely."
+	cfg.PromptSections.DecisionProcess = "# Decision\nOutput directly."
+	cfg.CustomPrompt = "Chinese preference should not enter the system prompt."
 
 	engine := NewStrategyEngine(&cfg)
 	prompt := engine.BuildSystemPrompt(30, "balanced")

kernel/formatter.go

@@ -105,7 +105,7 @@ func formatContextData(ctx *Context, lang Language) string {
 
 // formatHeaderZH formats header information (Chinese)
 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",
+	return fmt.Sprintf("# 📊 Trading Decision Request\n\nTime: %s | Cycle: #%d | Runtime: %d minutes\n\n",
 		ctx.CurrentTime, ctx.CallCount, ctx.RuntimeMinutes)
 }
 
@@ -114,18 +114,18 @@ 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))
+	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("Position Count: %d\n\n", acc.PositionCount))
 
 	// Add risk warnings
 	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")
+		sb.WriteString("⚠️ **Risk Warning**: Margin usage > 70%, in a high-risk state!\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")
+		sb.WriteString("⚠️ **Risk Notice**: Margin usage > 50%, open positions with caution\n\n")
 	}
 
 	return sb.String()
@@ -134,7 +134,7 @@ func formatAccountZH(ctx *Context) string {
 // formatTradingStatsZH formats historical trading statistics (Chinese)
 func formatTradingStatsZH(stats *TradingStats) string {
 	var sb strings.Builder
-	sb.WriteString("## 历史交易统计\n\n")
+	sb.WriteString("## Historical Trading Statistics\n\n")
 
 	// Win/loss ratio calculation
 	var winLossRatio float64
@@ -143,49 +143,49 @@ func formatTradingStatsZH(stats *TradingStats) string {
 	}
 
 	// Metric definitions (focusing on core metrics, excluding win rate)
-	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")
+	sb.WriteString("**Metric Definitions**:\n")
+	sb.WriteString("- Profit Factor: Total Profit ÷ Total Loss (>1 means profitable, >1.5 good, >2 excellent)\n")
+	sb.WriteString("- Sharpe Ratio: (Avg Return - Risk-free Return) ÷ 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 decline of the equity curve from peak to trough (<20% is low risk)\n\n")
 
 	// Data values
-	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))
+	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))
 
 	// Comprehensive analysis and decision guidance
-	sb.WriteString("**决策参考**:\n")
+	sb.WriteString("**Decision Reference**:\n")
 
 	// Provide specific recommendations based on statistics
 	if stats.TotalTrades < 10 {
-		sb.WriteString("- 样本量较小（<10笔），统计结果参考意义有限\n")
+		sb.WriteString("- Small sample size (<10 trades), statistics have limited reference value\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")
+		sb.WriteString("- 📈 Good performance: you can keep the current strategy style\n")
 	} else if stats.ProfitFactor >= 1.0 {
-		sb.WriteString("- 📊 表现正常: 策略可行但有优化空间\n")
+		sb.WriteString("- 📊 Normal performance: strategy is viable but has room for optimization\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")
+		sb.WriteString("- ⚠️ Profit Factor <1: losses exceed profits, improve win/loss ratio and optimize stops/targets\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")
+		sb.WriteString("- ⚠️ Low win/loss ratio: let profits run and raise take-profit targets\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")
+		sb.WriteString("- ⚠️ Max drawdown too high: reduce position size to control risk\n")
 	} else if stats.MaxDrawdownPct < 10 {
-		sb.WriteString("- ✅ 回撤控制良好: 风险管理有效\n")
+		sb.WriteString("- ✅ Drawdown well controlled: risk management is effective\n")
 	}
 
 	sb.WriteString("\n")
@@ -195,16 +195,16 @@ func formatTradingStatsZH(stats *TradingStats) string {
 // formatRecentTradesZH formats recent trades (Chinese)
 func formatRecentTradesZH(orders []RecentOrder) string {
 	var sb strings.Builder
-	sb.WriteString("## 最近完成的交易\n\n")
+	sb.WriteString("## Recently Closed Trades\n\n")
 
 	for i, order := range orders {
 		// Determine profit or loss
-		profitOrLoss := "盈利"
+		profitOrLoss := "Profit"
 		if order.RealizedPnL < 0 {
-			profitOrLoss = "亏损"
+			profitOrLoss = "Loss"
 		}
 
-		sb.WriteString(fmt.Sprintf("%d. %s %s | 进场 %.4f 出场 %.4f | %s: %+.2f USDT (%+.2f%%) | %s → %s (%s)\n",
+		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,
@@ -226,37 +226,37 @@ func formatRecentTradesZH(orders []RecentOrder) string {
 // formatCurrentPositionsZH formats current positions (Chinese)
 func formatCurrentPositionsZH(ctx *Context) string {
 	var sb strings.Builder
-	sb.WriteString("## 当前持仓\n\n")
+	sb.WriteString("## Current Positions\n\n")
 
 	for i, pos := range ctx.Positions {
 		// Calculate drawdown
 		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))
+		sb.WriteString(fmt.Sprintf("Entry %.4f Current %.4f | ", pos.EntryPrice, pos.MarkPrice))
+		sb.WriteString(fmt.Sprintf("Quantity %.4f | ", pos.Quantity))
+		sb.WriteString(fmt.Sprintf("Position 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))
 
 		// Add analysis hints
 		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",
+			sb.WriteString(fmt.Sprintf("   ⚠️ **Take-Profit Hint**: Current PnL retraced 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("   ⚠️ **止损提示**: 亏损接近-5%止损线，建议考虑止损\n")
+			sb.WriteString("   ⚠️ **Stop-Loss Hint**: Loss approaching the -5% stop-loss line, consider stopping out\n")
 		}
 
 		// Show current price (if market data available)
 		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(fmt.Sprintf("   📈 Current Price: %.4f\n", mdata.CurrentPrice))
 			}
 		}
 
@@ -269,7 +269,7 @@ func formatCurrentPositionsZH(ctx *Context) string {
 // formatCandidateCoinsZH formats candidate coins (Chinese)
 func formatCandidateCoinsZH(ctx *Context) string {
 	var sb strings.Builder
-	sb.WriteString("## 候选币种\n\n")
+	sb.WriteString("## Candidate Coins\n\n")
 
 	for i, coin := range ctx.CandidateCoins {
 		sb.WriteString(fmt.Sprintf("### %d. %s\n\n", i+1, coin.Symbol))
@@ -277,7 +277,7 @@ func formatCandidateCoinsZH(ctx *Context) string {
 		// Current price
 		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))
+				sb.WriteString(fmt.Sprintf("Current Price: %.4f\n\n", mdata.CurrentPrice))
 
 				// Kline data (multi-timeframe)
 				if mdata.TimeframeData != nil {
@@ -289,7 +289,7 @@ func formatCandidateCoinsZH(ctx *Context) string {
 		// OI data (if available)
 		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",
+				sb.WriteString(fmt.Sprintf("**OI Change**: OI Rank #%d | Change %+.2f%% (%+.2fM USDT) | Price Change %+.2f%%\n\n",
 					oiData.Rank,
 					oiData.OIDeltaPercent,
 					oiData.OIDeltaValue/1_000_000,
@@ -297,17 +297,17 @@ func formatCandidateCoinsZH(ctx *Context) string {
 				))
 
 				// OI interpretation
-				oiChange := "增加"
+				oiChange := "increase"
 				if oiData.OIDeltaPercent < 0 {
-					oiChange = "减少"
+					oiChange = "decrease"
 				}
-				priceChange := "上涨"
+				priceChange := "up"
 				if oiData.PriceDeltaPercent < 0 {
-					priceChange = "下跌"
+					priceChange = "down"
 				}
 
 				interpretation := getOIInterpretationZH(oiChange, priceChange)
-				sb.WriteString(fmt.Sprintf("**市场解读**: %s\n\n", interpretation))
+				sb.WriteString(fmt.Sprintf("**Market Interpretation**: %s\n\n", interpretation))
 			}
 		}
 	}
@@ -321,9 +321,9 @@ func formatKlineDataZH(symbol string, tfData map[string]*market.TimeframeSeriesD
 
 	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(fmt.Sprintf("#### %s Timeframe (oldest to newest)\n\n", tf))
 			sb.WriteString("```\n")
-			sb.WriteString("时间(UTC)      开盘      最高      最低      收盘      成交量\n")
+			sb.WriteString("Time(UTC)      Open      High      Low       Close     Volume\n")
 
 			// Only show the latest 30 klines
 			startIdx := 0
@@ -346,7 +346,7 @@ func formatKlineDataZH(symbol string, tfData map[string]*market.TimeframeSeriesD
 
 			// Mark the last kline
 			if len(data.Klines) > 0 {
-				sb.WriteString("    <- 当前\n")
+				sb.WriteString("    <- current\n")
 			}
 
 			sb.WriteString("```\n\n")
@@ -356,14 +356,13 @@ func formatKlineDataZH(symbol string, tfData map[string]*market.TimeframeSeriesD
 	return sb.String()
 }
 
-
 // getOIInterpretationZH returns OI change interpretation (Chinese)
 func getOIInterpretationZH(oiChange, priceChange string) string {
-	if oiChange == "增加" && priceChange == "上涨" {
+	if oiChange == "increase" && priceChange == "up" {
 		return OIInterpretation.OIUp_PriceUp.ZH
-	} else if oiChange == "增加" && priceChange == "下跌" {
+	} else if oiChange == "increase" && priceChange == "down" {
 		return OIInterpretation.OIUp_PriceDown.ZH
-	} else if oiChange == "减少" && priceChange == "上涨" {
+	} else if oiChange == "decrease" && priceChange == "up" {
 		return OIInterpretation.OIDown_PriceUp.ZH
 	} else {
 		return OIInterpretation.OIDown_PriceDown.ZH
@@ -621,7 +620,6 @@ func formatKlineDataEN(symbol string, tfData map[string]*market.TimeframeSeriesD
 	return sb.String()
 }
 
-
 // getOIInterpretationEN returns OI change interpretation (English)
 func getOIInterpretationEN(oiChange, priceChange string) string {
 	if oiChange == "increase" && priceChange == "up" {

kernel/grid_engine.go

@@ -17,24 +17,24 @@ import (
 
 // GridLevelInfo represents a single grid level's current state
 type GridLevelInfo struct {
-	Index          int     `json:"index"`            // Level index (0 = lowest)
-	Price          float64 `json:"price"`            // Target price for this level
-	State          string  `json:"state"`            // "empty", "pending", "filled"
-	Side           string  `json:"side"`             // "buy" or "sell"
-	OrderID        string  `json:"order_id"`         // Current order ID (if pending)
-	OrderQuantity  float64 `json:"order_quantity"`   // Order quantity
-	PositionSize   float64 `json:"position_size"`    // Position size (if filled)
-	PositionEntry  float64 `json:"position_entry"`   // Entry price (if filled)
-	AllocatedUSD   float64 `json:"allocated_usd"`    // USD allocated to this level
-	UnrealizedPnL  float64 `json:"unrealized_pnl"`   // Unrealized P&L (if filled)
+	Index         int     `json:"index"`          // Level index (0 = lowest)
+	Price         float64 `json:"price"`          // Target price for this level
+	State         string  `json:"state"`          // "empty", "pending", "filled"
+	Side          string  `json:"side"`           // "buy" or "sell"
+	OrderID       string  `json:"order_id"`       // Current order ID (if pending)
+	OrderQuantity float64 `json:"order_quantity"` // Order quantity
+	PositionSize  float64 `json:"position_size"`  // Position size (if filled)
+	PositionEntry float64 `json:"position_entry"` // Entry price (if filled)
+	AllocatedUSD  float64 `json:"allocated_usd"`  // USD allocated to this level
+	UnrealizedPnL float64 `json:"unrealized_pnl"` // Unrealized P&L (if filled)
 }
 
 // GridContext contains all information needed for AI grid decision making
 type GridContext struct {
 	// Basic info
-	Symbol       string    `json:"symbol"`
-	CurrentTime  string    `json:"current_time"`
-	CurrentPrice float64   `json:"current_price"`
+	Symbol       string  `json:"symbol"`
+	CurrentTime  string  `json:"current_time"`
+	CurrentPrice float64 `json:"current_price"`
 
 	// Grid configuration
 	GridCount       int     `json:"grid_count"`
@@ -52,22 +52,22 @@ type GridContext struct {
 	IsPaused         bool            `json:"is_paused"`
 
 	// Market data
-	ATR14          float64 `json:"atr14"`
-	BollingerUpper float64 `json:"bollinger_upper"`
+	ATR14           float64 `json:"atr14"`
+	BollingerUpper  float64 `json:"bollinger_upper"`
 	BollingerMiddle float64 `json:"bollinger_middle"`
-	BollingerLower float64 `json:"bollinger_lower"`
-	BollingerWidth float64 `json:"bollinger_width"` // Percentage
-	EMA20          float64 `json:"ema20"`
-	EMA50          float64 `json:"ema50"`
-	EMADistance    float64 `json:"ema_distance"` // Percentage
-	RSI14          float64 `json:"rsi14"`
-	MACD           float64 `json:"macd"`
-	MACDSignal     float64 `json:"macd_signal"`
-	MACDHistogram  float64 `json:"macd_histogram"`
-	FundingRate    float64 `json:"funding_rate"`
-	Volume24h      float64 `json:"volume_24h"`
-	PriceChange1h  float64 `json:"price_change_1h"`
-	PriceChange4h  float64 `json:"price_change_4h"`
+	BollingerLower  float64 `json:"bollinger_lower"`
+	BollingerWidth  float64 `json:"bollinger_width"` // Percentage
+	EMA20           float64 `json:"ema20"`
+	EMA50           float64 `json:"ema50"`
+	EMADistance     float64 `json:"ema_distance"` // Percentage
+	RSI14           float64 `json:"rsi14"`
+	MACD            float64 `json:"macd"`
+	MACDSignal      float64 `json:"macd_signal"`
+	MACDHistogram   float64 `json:"macd_histogram"`
+	FundingRate     float64 `json:"funding_rate"`
+	Volume24h       float64 `json:"volume_24h"`
+	PriceChange1h   float64 `json:"price_change_1h"`
+	PriceChange4h   float64 `json:"price_change_4h"`
 
 	// Account info
 	TotalEquity      float64 `json:"total_equity"`
@@ -102,53 +102,53 @@ func BuildGridSystemPrompt(config *store.GridStrategyConfig, lang string) string
 }
 
 func buildGridSystemPromptZh(config *store.GridStrategyConfig) string {
-	return fmt.Sprintf(`# 你是一个专业的网格交易AI
+	return fmt.Sprintf(`# You are a Professional Grid Trading AI
 
-## 角色定义
-你是一个经验丰富的网格交易专家，负责管理 %s 的网格交易策略。你的任务是：
-1. 判断当前市场状态（震荡/趋势/高波动）
-2. 决定是否需要调整网格或暂停交易
-3. 管理每个网格层级的订单
+## Role Definition
+You are an experienced grid trading expert responsible for managing the grid trading strategy for %s. Your tasks are:
+1. Determine the current market state (ranging/trending/high volatility)
+2. Decide whether to adjust the grid or pause trading
+3. Manage orders at each grid level
 
-## 网格配置
-- 交易对: %s
-- 网格层数: %d
-- 总投资: %.2f USDT
-- 杠杆: %dx
-- 价格分布: %s
+## Grid Configuration
+- Trading Pair: %s
+- Grid Levels: %d
+- Total Investment: %.2f USDT
+- Leverage: %dx
+- Price Distribution: %s
 
-## 决策规则
+## Decision Rules
 
-### 市场状态判断
-- **震荡市场** (适合网格): 布林带宽度 < 3%%, EMA20/50 距离 < 1%%, 价格在布林带中轨附近
-- **趋势市场** (暂停网格): 布林带宽度 > 4%%, EMA20/50 距离 > 2%%, 价格持续突破布林带
-- **高波动市场** (谨慎): ATR异常放大, 价格剧烈波动
+### Market State Judgment
+- **Ranging Market** (suitable for grid): Bollinger band width < 3%%, EMA20/50 distance < 1%%, price near the Bollinger middle band
+- **Trending Market** (pause grid): Bollinger band width > 4%%, EMA20/50 distance > 2%%, price continuously breaking out of the Bollinger bands
+- **High Volatility Market** (caution): abnormally expanding ATR, sharp price swings
 
-### 可执行的操作
-- place_buy_limit: 在指定价格下买入限价单
-- place_sell_limit: 在指定价格下卖出限价单
-- cancel_order: 取消指定订单
-- cancel_all_orders: 取消所有订单
-- pause_grid: 暂停网格交易（趋势市场时）
-- resume_grid: 恢复网格交易（震荡市场时）
-- adjust_grid: 调整网格边界
-- hold: 保持当前状态不操作
+### Available Actions
+- place_buy_limit: place a buy limit order at the specified price
+- place_sell_limit: place a sell limit order at the specified price
+- cancel_order: cancel a specified order
+- cancel_all_orders: cancel all orders
+- pause_grid: pause grid trading (in a trending market)
+- resume_grid: resume grid trading (in a ranging market)
+- adjust_grid: adjust the grid boundaries
+- hold: keep the current state, take no action
 
-## 输出格式
-输出JSON数组，每个决策包含:
-- symbol: 交易对
-- action: 操作类型
-- price: 价格（限价单用）
-- quantity: 数量
-- level_index: 网格层级索引
-- order_id: 订单ID（取消订单用）
-- confidence: 置信度 0-100
-- reasoning: 决策理由
+## Output Format
+Output a JSON array; each decision contains:
+- symbol: trading pair
+- action: action type
+- price: price (for limit orders)
+- quantity: quantity
+- level_index: grid level index
+- order_id: order ID (for canceling orders)
+- confidence: confidence 0-100
+- reasoning: decision reasoning
 
-示例:
+Example:
 [
-  {"symbol": "BTCUSDT", "action": "place_buy_limit", "price": 94000, "quantity": 0.01, "level_index": 2, "confidence": 85, "reasoning": "第2层价格接近，下买单"},
-  {"symbol": "BTCUSDT", "action": "hold", "confidence": 90, "reasoning": "市场震荡，保持当前网格"}
+  {"symbol": "BTCUSDT", "action": "place_buy_limit", "price": 94000, "quantity": 0.01, "level_index": 2, "confidence": 85, "reasoning": "Level 2 price is near, place a buy order"},
+  {"symbol": "BTCUSDT", "action": "hold", "confidence": 90, "reasoning": "Market is ranging, keep the current grid"}
 ]
 `, config.Symbol, config.Symbol, config.GridCount, config.TotalInvestment, config.Leverage, config.Distribution)
 }
@@ -216,26 +216,26 @@ func BuildGridUserPrompt(ctx *GridContext, lang string) string {
 func buildGridUserPromptZh(ctx *GridContext) string {
 	var sb strings.Builder
 
-	sb.WriteString(fmt.Sprintf("## 当前时间: %s\n\n", ctx.CurrentTime))
+	sb.WriteString(fmt.Sprintf("## Current Time: %s\n\n", ctx.CurrentTime))
 
 	// Market data section
-	sb.WriteString("## 市场数据\n")
-	sb.WriteString(fmt.Sprintf("- 当前价格: $%.2f\n", ctx.CurrentPrice))
-	sb.WriteString(fmt.Sprintf("- 1小时涨跌: %.2f%%\n", ctx.PriceChange1h))
-	sb.WriteString(fmt.Sprintf("- 4小时涨跌: %.2f%%\n", ctx.PriceChange4h))
+	sb.WriteString("## Market Data\n")
+	sb.WriteString(fmt.Sprintf("- Current Price: $%.2f\n", ctx.CurrentPrice))
+	sb.WriteString(fmt.Sprintf("- 1h Change: %.2f%%\n", ctx.PriceChange1h))
+	sb.WriteString(fmt.Sprintf("- 4h Change: %.2f%%\n", ctx.PriceChange4h))
 	sb.WriteString(fmt.Sprintf("- ATR14: $%.2f (%.2f%%)\n", ctx.ATR14, ctx.ATR14/ctx.CurrentPrice*100))
-	sb.WriteString(fmt.Sprintf("- 布林带: 上轨 $%.2f, 中轨 $%.2f, 下轨 $%.2f\n", ctx.BollingerUpper, ctx.BollingerMiddle, ctx.BollingerLower))
-	sb.WriteString(fmt.Sprintf("- 布林带宽度: %.2f%%\n", ctx.BollingerWidth))
-	sb.WriteString(fmt.Sprintf("- EMA20: $%.2f, EMA50: $%.2f, 距离: %.2f%%\n", ctx.EMA20, ctx.EMA50, ctx.EMADistance))
+	sb.WriteString(fmt.Sprintf("- Bollinger Bands: Upper $%.2f, Middle $%.2f, Lower $%.2f\n", ctx.BollingerUpper, ctx.BollingerMiddle, ctx.BollingerLower))
+	sb.WriteString(fmt.Sprintf("- Bollinger Width: %.2f%%\n", ctx.BollingerWidth))
+	sb.WriteString(fmt.Sprintf("- EMA20: $%.2f, EMA50: $%.2f, Distance: %.2f%%\n", ctx.EMA20, ctx.EMA50, ctx.EMADistance))
 	sb.WriteString(fmt.Sprintf("- RSI14: %.1f\n", ctx.RSI14))
 	sb.WriteString(fmt.Sprintf("- MACD: %.4f, Signal: %.4f, Histogram: %.4f\n", ctx.MACD, ctx.MACDSignal, ctx.MACDHistogram))
-	sb.WriteString(fmt.Sprintf("- 资金费率: %.4f%%\n", ctx.FundingRate*100))
+	sb.WriteString(fmt.Sprintf("- Funding Rate: %.4f%%\n", ctx.FundingRate*100))
 	sb.WriteString("\n")
 
 	// Box Indicator Section
 	if ctx.BoxData != nil {
-		sb.WriteString("## 箱体指标 (唐奇安通道)\n\n")
-		sb.WriteString("| 箱体级别 | 上轨 | 下轨 | 宽度 |\n")
+		sb.WriteString("## Box Indicator (Donchian Channel)\n\n")
+		sb.WriteString("| Box Level | Upper | Lower | Width |\n")
 		sb.WriteString("|----------|------|------|------|\n")
 
 		shortWidth := 0.0
@@ -248,59 +248,59 @@ func buildGridUserPromptZh(ctx *GridContext) string {
 			longWidth = (ctx.BoxData.LongUpper - ctx.BoxData.LongLower) / ctx.BoxData.CurrentPrice * 100
 		}
 
-		sb.WriteString(fmt.Sprintf("| 短期 (3天) | %.2f | %.2f | %.2f%% |\n",
+		sb.WriteString(fmt.Sprintf("| Short (3d) | %.2f | %.2f | %.2f%% |\n",
 			ctx.BoxData.ShortUpper, ctx.BoxData.ShortLower, shortWidth))
-		sb.WriteString(fmt.Sprintf("| 中期 (10天) | %.2f | %.2f | %.2f%% |\n",
+		sb.WriteString(fmt.Sprintf("| Mid (10d) | %.2f | %.2f | %.2f%% |\n",
 			ctx.BoxData.MidUpper, ctx.BoxData.MidLower, midWidth))
-		sb.WriteString(fmt.Sprintf("| 长期 (21天) | %.2f | %.2f | %.2f%% |\n",
+		sb.WriteString(fmt.Sprintf("| Long (21d) | %.2f | %.2f | %.2f%% |\n",
 			ctx.BoxData.LongUpper, ctx.BoxData.LongLower, longWidth))
 
-		sb.WriteString(fmt.Sprintf("\n当前价格: %.2f\n", ctx.BoxData.CurrentPrice))
+		sb.WriteString(fmt.Sprintf("\nCurrent Price: %.2f\n", ctx.BoxData.CurrentPrice))
 
 		// Check position relative to boxes
 		price := ctx.BoxData.CurrentPrice
 		if price > ctx.BoxData.LongUpper || price < ctx.BoxData.LongLower {
-			sb.WriteString("⚠️ 突破: 价格突破长期箱体!\n")
+			sb.WriteString("⚠️ Breakout: price broke out of the long-term box!\n")
 		} else if price > ctx.BoxData.MidUpper || price < ctx.BoxData.MidLower {
-			sb.WriteString("⚠️ 警告: 价格接近长期箱体边界\n")
+			sb.WriteString("⚠️ Warning: price is approaching the long-term box boundary\n")
 		}
 		sb.WriteString("\n")
 	}
 
 	// Account section
-	sb.WriteString("## 账户状态\n")
-	sb.WriteString(fmt.Sprintf("- 总权益: $%.2f\n", ctx.TotalEquity))
-	sb.WriteString(fmt.Sprintf("- 可用余额: $%.2f\n", ctx.AvailableBalance))
-	sb.WriteString(fmt.Sprintf("- 当前持仓: %.4f (净头寸)\n", ctx.CurrentPosition))
-	sb.WriteString(fmt.Sprintf("- 未实现盈亏: $%.2f\n", ctx.UnrealizedPnL))
+	sb.WriteString("## Account Status\n")
+	sb.WriteString(fmt.Sprintf("- Total Equity: $%.2f\n", ctx.TotalEquity))
+	sb.WriteString(fmt.Sprintf("- Available Balance: $%.2f\n", ctx.AvailableBalance))
+	sb.WriteString(fmt.Sprintf("- Current Position: %.4f (net position)\n", ctx.CurrentPosition))
+	sb.WriteString(fmt.Sprintf("- Unrealized PnL: $%.2f\n", ctx.UnrealizedPnL))
 	sb.WriteString("\n")
 
 	// Grid state section
-	sb.WriteString("## 网格状态\n")
-	sb.WriteString(fmt.Sprintf("- 网格范围: $%.2f - $%.2f\n", ctx.LowerPrice, ctx.UpperPrice))
-	sb.WriteString(fmt.Sprintf("- 网格间距: $%.2f\n", ctx.GridSpacing))
-	sb.WriteString(fmt.Sprintf("- 活跃订单数: %d\n", ctx.ActiveOrderCount))
-	sb.WriteString(fmt.Sprintf("- 已成交层数: %d\n", ctx.FilledLevelCount))
-	sb.WriteString(fmt.Sprintf("- 网格已暂停: %v\n", ctx.IsPaused))
+	sb.WriteString("## Grid State\n")
+	sb.WriteString(fmt.Sprintf("- Grid Range: $%.2f - $%.2f\n", ctx.LowerPrice, ctx.UpperPrice))
+	sb.WriteString(fmt.Sprintf("- Grid Spacing: $%.2f\n", ctx.GridSpacing))
+	sb.WriteString(fmt.Sprintf("- Active Orders: %d\n", ctx.ActiveOrderCount))
+	sb.WriteString(fmt.Sprintf("- Filled Levels: %d\n", ctx.FilledLevelCount))
+	sb.WriteString(fmt.Sprintf("- Grid Paused: %v\n", ctx.IsPaused))
 	if ctx.CurrentDirection != "" {
 		directionDescZh := map[string]string{
-			"neutral":    "中性 (50%买+50%卖)",
-			"long":       "做多 (100%买)",
-			"short":      "做空 (100%卖)",
-			"long_bias":  "偏多 (70%买+30%卖)",
-			"short_bias": "偏空 (30%买+70%卖)",
+			"neutral":    "Neutral (50% buy + 50% sell)",
+			"long":       "Long (100% buy)",
+			"short":      "Short (100% sell)",
+			"long_bias":  "Long bias (70% buy + 30% sell)",
+			"short_bias": "Short bias (30% buy + 70% sell)",
 		}
 		desc := directionDescZh[ctx.CurrentDirection]
 		if desc == "" {
 			desc = ctx.CurrentDirection
 		}
-		sb.WriteString(fmt.Sprintf("- 网格方向: %s\n", desc))
+		sb.WriteString(fmt.Sprintf("- Grid Direction: %s\n", desc))
 	}
 	sb.WriteString("\n")
 
 	// Grid levels detail
-	sb.WriteString("## 网格层级详情\n")
-	sb.WriteString("| 层级 | 价格 | 状态 | 方向 | 订单数量 | 持仓数量 | 未实现盈亏 |\n")
+	sb.WriteString("## Grid Level Details\n")
+	sb.WriteString("| Level | Price | State | Side | Order Qty | Position Qty | Unrealized PnL |\n")
 	sb.WriteString("|------|------|------|------|----------|----------|------------|\n")
 	for _, level := range ctx.Levels {
 		sb.WriteString(fmt.Sprintf("| %d | $%.2f | %s | %s | %.4f | %.4f | $%.2f |\n",
@@ -310,16 +310,16 @@ func buildGridUserPromptZh(ctx *GridContext) string {
 	sb.WriteString("\n")
 
 	// Performance section
-	sb.WriteString("## 绩效统计\n")
-	sb.WriteString(fmt.Sprintf("- 总利润: $%.2f\n", ctx.TotalProfit))
-	sb.WriteString(fmt.Sprintf("- 总交易次数: %d\n", ctx.TotalTrades))
-	sb.WriteString(fmt.Sprintf("- 胜率: %.1f%%\n", float64(ctx.WinningTrades)/float64(max(ctx.TotalTrades, 1))*100))
-	sb.WriteString(fmt.Sprintf("- 最大回撤: %.2f%%\n", ctx.MaxDrawdown))
-	sb.WriteString(fmt.Sprintf("- 今日盈亏: $%.2f\n", ctx.DailyPnL))
+	sb.WriteString("## Performance Statistics\n")
+	sb.WriteString(fmt.Sprintf("- Total Profit: $%.2f\n", ctx.TotalProfit))
+	sb.WriteString(fmt.Sprintf("- Total Trades: %d\n", ctx.TotalTrades))
+	sb.WriteString(fmt.Sprintf("- Win Rate: %.1f%%\n", float64(ctx.WinningTrades)/float64(max(ctx.TotalTrades, 1))*100))
+	sb.WriteString(fmt.Sprintf("- Max Drawdown: %.2f%%\n", ctx.MaxDrawdown))
+	sb.WriteString(fmt.Sprintf("- Today's PnL: $%.2f\n", ctx.DailyPnL))
 	sb.WriteString("\n")
 
-	sb.WriteString("## 请分析以上数据，做出网格交易决策\n")
-	sb.WriteString("输出JSON数组格式的决策列表。\n")
+	sb.WriteString("## Analyze the data above and make grid trading decisions\n")
+	sb.WriteString("Output the decision list as a JSON array.\n")
 
 	return sb.String()
 }
@@ -541,9 +541,9 @@ func isValidGridAction(action string) bool {
 		"adjust_grid":       true,
 		"hold":              true,
 		// Also support standard actions for compatibility
-		"open_long":  true,
-		"open_short": true,
-		"close_long": true,
+		"open_long":   true,
+		"open_short":  true,
+		"close_long":  true,
 		"close_short": true,
 	}
 	return validActions[action]

kernel/prompt_builder.go

@@ -41,43 +41,43 @@ func (pb *PromptBuilder) BuildUserPrompt(ctx *Context) string {
 	return formattedData + pb.getDecisionRequirementsEN()
 }
 
-// ========== Chinese Prompts ==========
+// ========== Chinese Prompts (translated to English) ==========
 
 func (pb *PromptBuilder) buildSystemPromptZH() string {
-	return `你是一个专业的量化交易AI助手，负责分析市场数据并做出交易决策。
+	return `You are a professional quantitative trading AI assistant, responsible for analyzing market data and making trading decisions.
 
-## 你的任务
+## Your Tasks
 
-1. **分析账户状态**: 评估当前风险水平、保证金使用率、持仓情况
-2. **分析当前持仓**: 判断是否需要止盈、止损、加仓或持有
-3. **分析候选币种**: 评估新的交易机会，结合技术分析和资金流向
-4. **做出决策**: 输出明确的交易决策，包含详细的推理过程
+1. **Analyze account status**: Evaluate current risk level, margin usage, and position status
+2. **Analyze current positions**: Decide whether to take profit, stop loss, add to position, or hold
+3. **Analyze candidate symbols**: Evaluate new trading opportunities, combining technical analysis and capital flow
+4. **Make decisions**: Output clear trading decisions with detailed reasoning
 
-## 决策原则
+## Decision Principles
 
-### 风险优先
-- 保证金使用率不得超过30%
-- 单个持仓亏损达到-5%必须止损
-- 优先保护资本，再考虑盈利
+### Risk First
+- Margin usage must not exceed 30%
+- A single position losing -5% must be stopped out
+- Protect capital first, then consider profit
 
-### 跟踪止盈
-- 当持仓盈亏从峰值回撤30%时，考虑部分或全部止盈
-- 例如：Peak PnL +5%，Current PnL +3.5% → 回撤了30%，应该止盈
+### Trailing Take-Profit
+- When position PnL retraces 30% from its peak, consider partial or full take-profit
+- For example: Peak PnL +5%, Current PnL +3.5% -> retraced 30%, should take profit
 
-### 顺势交易
-- 只在多个时间框架趋势一致时进场
-- 结合持仓量(OI)变化判断资金流向真实性
-- OI增加+价格上涨 = 强多头趋势
-- OI减少+价格上涨 = 空头平仓（可能反转）
+### Trend Following
+- Enter only when multiple timeframes' trends agree
+- Use open interest (OI) change to judge the authenticity of capital flow
+- OI up + price up = strong bullish trend
+- OI down + price up = short covering (possible reversal)
 
-### 分批操作
-- 分批建仓：第一次开仓不超过目标仓位的50%
-- 分批止盈：盈利3%平33%，盈利5%平50%，盈利8%全平
-- 只在盈利仓位上加仓，永远不要追亏损
+### Scaling
+- Scale in: the first open should not exceed 50% of the target position
+- Scale out: at +3% profit close 33%, at +5% close 50%, at +8% close all
+- Only add to profitable positions, never chase losses
 
-## 输出格式要求
+## Output Format Requirements
 
-**必须**使用以下JSON格式输出决策：
+You **must** output decisions in the following JSON format:
 
 ` + "```json" + `
 [
@@ -89,37 +89,37 @@ func (pb *PromptBuilder) buildSystemPromptZH() string {
     "stop_loss": 42000,
     "take_profit": 48000,
     "confidence": 85,
-    "reasoning": "详细的推理过程，说明为什么做出这个决策"
+    "reasoning": "Detailed reasoning explaining why this decision was made"
   }
 ]
 ` + "```" + `
 
-### 字段说明
+### Field Descriptions
 
-- **symbol**: 交易对（必需）
-- **action**: 动作类型（必需）
-  - HOLD: 持有当前仓位
-  - PARTIAL_CLOSE: 部分平仓
-  - FULL_CLOSE: 全部平仓
-  - ADD_POSITION: 在现有仓位上加仓
-  - OPEN_NEW: 开设新仓位
-  - WAIT: 等待，不采取任何行动
-- **leverage**: 杠杆倍数（开新仓时必需）
-- **position_size_usd**: 仓位大小（USDT，开新仓时必需）
-- **stop_loss**: 止损价格（开新仓时建议提供）
-- **take_profit**: 止盈价格（开新仓时建议提供）
-- **confidence**: 信心度（0-100）
-- **reasoning**: 推理过程（必需，必须详细说明决策依据）
+- **symbol**: trading pair (required)
+- **action**: action type (required)
+  - HOLD: hold the current position
+  - PARTIAL_CLOSE: partially close the position
+  - FULL_CLOSE: fully close the position
+  - ADD_POSITION: add to an existing position
+  - OPEN_NEW: open a new position
+  - WAIT: wait, take no action
+- **leverage**: leverage multiple (required when opening a new position)
+- **position_size_usd**: position size (USDT, required when opening a new position)
+- **stop_loss**: stop-loss price (recommended when opening a new position)
+- **take_profit**: take-profit price (recommended when opening a new position)
+- **confidence**: confidence level (0-100)
+- **reasoning**: reasoning (required, must explain the decision basis in detail)
 
-## 重要提醒
+## Important Reminders
 
-1. **永远不要**混淆已实现盈亏和未实现盈亏
-2. **永远记得**考虑杠杆对盈亏的放大作用
-3. **永远关注**Peak PnL，这是判断止盈的关键指标
-4. **永远结合**持仓量(OI)变化来判断趋势真实性
-5. **永远遵守**风险管理规则，保护资本是第一位的
+1. **Never** confuse realized PnL with unrealized PnL
+2. **Always remember** to account for leverage amplifying PnL
+3. **Always watch** Peak PnL, the key metric for take-profit decisions
+4. **Always combine** open interest (OI) change to judge trend authenticity
+5. **Always follow** risk management rules; protecting capital comes first
 
-现在，请仔细分析接下来提供的交易数据，并做出专业的决策。`
+Now, carefully analyze the trading data provided next and make a professional decision.`
 }
 
 func (pb *PromptBuilder) getDecisionRequirementsZH() string {
@@ -127,30 +127,30 @@ func (pb *PromptBuilder) getDecisionRequirementsZH() string {
 
 ---
 
-## 📝 现在请做出决策
+## 📝 Now Make Your Decision
 
-### 决策步骤
+### Decision Steps
 
-1. **分析账户风险**:
-   - 当前保证金使用率是否在安全范围？
-   - 是否有足够资金开新仓？
+1. **Analyze account risk**:
+   - Is the current margin usage within a safe range?
+   - Is there enough capital to open new positions?
 
-2. **分析现有持仓**（如果有）:
-   - 是否触发止损条件？
-   - 是否触发跟踪止盈条件？
-   - 是否适合加仓？
+2. **Analyze existing positions** (if any):
+   - Are stop-loss conditions triggered?
+   - Are trailing take-profit conditions triggered?
+   - Is it suitable to add to the position?
 
-3. **分析候选币种**（如果有）:
-   - 技术形态是否符合进场条件？
-   - 持仓量变化是否支持趋势？
-   - 多个时间框架是否共振？
+3. **Analyze candidate symbols** (if any):
+   - Does the technical pattern meet entry conditions?
+   - Does the open interest change support the trend?
+   - Do multiple timeframes resonate?
 
-4. **输出决策**:
-   - 使用规定的JSON格式
-   - 提供详细的推理过程
-   - 给出明确的行动指令
+4. **Output the decision**:
+   - Use the specified JSON format
+   - Provide detailed reasoning
+   - Give clear action instructions
 
-### 输出示例
+### Output Example
 
 ` + "```json" + `
 [
@@ -158,7 +158,7 @@ func (pb *PromptBuilder) getDecisionRequirementsZH() string {
     "symbol": "PIPPINUSDT",
     "action": "PARTIAL_CLOSE",
     "confidence": 85,
-    "reasoning": "当前PnL +2.96%，接近历史峰值+2.99%（回撤仅0.03%）。建议部分平仓锁定利润，因为：1) 持仓时间仅11分钟，已获得3%收益；2) 5分钟K线显示价格接近短期阻力位；3) 成交量开始萎缩，上涨动能减弱。建议平仓50%，剩余仓位设置跟踪止盈在峰值回撤20%处。"
+    "reasoning": "Current PnL +2.96%, close to the all-time peak +2.99% (only 0.03% retracement). Recommend partial close to lock in profit because: 1) holding time is only 11 minutes with 3% gain already; 2) the 5-minute candle shows price near short-term resistance; 3) volume is starting to shrink and upward momentum is weakening. Recommend closing 50%, with the remaining position set to a trailing take-profit at 20% retracement from peak."
   },
   {
     "symbol": "HUSDT",
@@ -168,12 +168,12 @@ func (pb *PromptBuilder) getDecisionRequirementsZH() string {
     "stop_loss": 0.1560,
     "take_profit": 0.1720,
     "confidence": 75,
-    "reasoning": "HUSDT在5分钟时间框架突破关键阻力位0.1630，持仓量1小时内增加+1.57M (+0.89%)，配合价格上涨+4.92%，符合'OI增加+价格上涨'的强多头模式。15分钟和1小时时间框架均呈现上涨趋势，多周期共振。建议开仓做多，止损设在突破点下方-5%，止盈目标+8%。"
+    "reasoning": "HUSDT broke the key resistance 0.1630 on the 5-minute timeframe, open interest increased +1.57M (+0.89%) within 1 hour, together with a price rise of +4.92%, matching the strong bullish 'OI up + price up' pattern. Both the 15-minute and 1-hour timeframes show an uptrend, multi-period resonance. Recommend opening long, with stop-loss set 5% below the breakout point and take-profit target +8%."
   }
 ]
 ` + "```" + `
 
-**请立即输出你的决策（JSON格式）**:`
+**Output your decision immediately (JSON format)**:`
 }
 
 // ========== English Prompts ==========

kernel/prompt_builder_test.go

@@ -6,7 +6,7 @@ import (
 	"time"
 )
 
-// TestPromptBuilder 测试提示词构建器
+// TestPromptBuilder tests the prompt builder
 func TestPromptBuilder(t *testing.T) {
 	t.Run("NewPromptBuilder", func(t *testing.T) {
 		builderZH := NewPromptBuilder(LangChinese)
@@ -31,17 +31,17 @@ func TestPromptBuilder(t *testing.T) {
 			t.Fatal("System prompt is empty")
 		}
 
-		// 验证包含关键内容
+		// Verify it contains key content
 		mustContain := []string{
-			"量化交易AI助手",
-			"分析账户状态",
-			"分析当前持仓",
-			"分析候选币种",
-			"做出决策",
-			"风险优先",
-			"跟踪止盈",
-			"顺势交易",
-			"分批操作",
+			"quantitative trading AI assistant",
+			"Analyze account status",
+			"Analyze current positions",
+			"Analyze candidate symbols",
+			"Make decisions",
+			"Risk First",
+			"Trailing Take-Profit",
+			"Trend Following",
+			"Scaling",
 			"JSON",
 			"symbol",
 			"action",
@@ -54,7 +54,7 @@ func TestPromptBuilder(t *testing.T) {
 			}
 		}
 
-		// 验证包含所有有效的action类型
+		// Verify it contains all valid action types
 		actions := []string{"HOLD", "PARTIAL_CLOSE", "FULL_CLOSE", "ADD_POSITION", "OPEN_NEW", "WAIT"}
 		for _, action := range actions {
 			if !strings.Contains(systemPrompt, action) {
@@ -71,7 +71,7 @@ func TestPromptBuilder(t *testing.T) {
 			t.Fatal("System prompt is empty")
 		}
 
-		// 验证包含关键内容
+		// Verify it contains key content
 		mustContain := []string{
 			"quantitative trading AI",
 			"Analyze Account Status",
@@ -96,7 +96,7 @@ func TestPromptBuilder(t *testing.T) {
 	})
 
 	t.Run("BuildUserPrompt", func(t *testing.T) {
-		// 创建测试上下文
+		// Create test context
 		ctx := createTestContext()
 
 		builderZH := NewPromptBuilder(LangChinese)
@@ -106,27 +106,27 @@ func TestPromptBuilder(t *testing.T) {
 			t.Fatal("User prompt is empty")
 		}
 
-		// 验证包含数据字典
-		if !strings.Contains(userPromptZH, "数据字典") {
+		// Verify it contains the data dictionary
+		if !strings.Contains(userPromptZH, "Data Dictionary") {
 			t.Error("User prompt should contain data dictionary")
 		}
 
-		// 验证包含账户信息
+		// Verify it contains account information
 		if !strings.Contains(userPromptZH, "3079.40") { // Equity
 			t.Error("User prompt should contain account equity")
 		}
 
-		// 验证包含持仓信息
+		// Verify it contains position information
 		if !strings.Contains(userPromptZH, "PIPPINUSDT") {
 			t.Error("User prompt should contain position symbol")
 		}
 
-		// 验证包含决策要求
-		if !strings.Contains(userPromptZH, "现在请做出决策") {
+		// Verify it contains decision requirements
+		if !strings.Contains(userPromptZH, "Now Make Your Decision") {
 			t.Error("User prompt should contain decision requirements")
 		}
 
-		// 英文版本
+		// English version
 		builderEN := NewPromptBuilder(LangEnglish)
 		userPromptEN := builderEN.BuildUserPrompt(ctx)
 
@@ -140,7 +140,7 @@ func TestPromptBuilder(t *testing.T) {
 	})
 }
 
-// TestValidateDecisionFormat 测试决策格式验证
+// TestValidateDecisionFormat tests decision format validation
 func TestValidateDecisionFormat(t *testing.T) {
 	t.Run("ValidDecision", func(t *testing.T) {
 		decisions := []Decision{
@@ -152,7 +152,7 @@ func TestValidateDecisionFormat(t *testing.T) {
 				StopLoss:        42000,
 				TakeProfit:      48000,
 				Confidence:      85,
-				Reasoning:       "详细的推理过程",
+				Reasoning:       "Detailed reasoning",
 			},
 		}
 
@@ -319,7 +319,7 @@ func TestValidateDecisionFormat(t *testing.T) {
 				},
 			}
 
-			// OPEN_NEW需要额外字段
+			// OPEN_NEW requires extra fields
 			if action == "OPEN_NEW" {
 				decisions[0].Leverage = 3
 				decisions[0].PositionSizeUSD = 1000
@@ -333,7 +333,7 @@ func TestValidateDecisionFormat(t *testing.T) {
 	})
 }
 
-// TestFormatDecisionExample 测试决策示例格式化
+// TestFormatDecisionExample tests decision example formatting
 func TestFormatDecisionExample(t *testing.T) {
 	t.Run("Chinese", func(t *testing.T) {
 		example := FormatDecisionExample(LangChinese)
@@ -342,7 +342,7 @@ func TestFormatDecisionExample(t *testing.T) {
 			t.Fatal("Decision example is empty")
 		}
 
-		// 应该是有效的JSON
+		// Should be valid JSON
 		if !strings.HasPrefix(strings.TrimSpace(example), "[") {
 			t.Error("Example should be a JSON array")
 		}
@@ -359,14 +359,14 @@ func TestFormatDecisionExample(t *testing.T) {
 			t.Fatal("Decision example is empty")
 		}
 
-		// 验证是有效的JSON格式
+		// Verify it is valid JSON format
 		if !strings.HasPrefix(strings.TrimSpace(example), "[") {
 			t.Error("Example should be a JSON array")
 		}
 	})
 }
 
-// BenchmarkBuildSystemPrompt 性能测试
+// BenchmarkBuildSystemPrompt performance benchmark
 func BenchmarkBuildSystemPrompt(b *testing.B) {
 	builder := NewPromptBuilder(LangChinese)
 
@@ -384,7 +384,7 @@ func BenchmarkBuildSystemPrompt(b *testing.B) {
 	})
 }
 
-// BenchmarkBuildUserPrompt 性能测试
+// BenchmarkBuildUserPrompt performance benchmark
 func BenchmarkBuildUserPrompt(b *testing.B) {
 	builder := NewPromptBuilder(LangChinese)
 	ctx := createTestContext()
@@ -403,7 +403,7 @@ func BenchmarkBuildUserPrompt(b *testing.B) {
 	})
 }
 
-// createTestContext 创建测试用的交易上下文
+// createTestContext creates a trading context for tests
 func createTestContext() *Context {
 	return &Context{
 		CurrentTime:    time.Now().UTC().Format("2006-01-02 15:04:05 UTC"),

kernel/schema.go

@@ -62,156 +62,156 @@ func (d BilingualFieldDef) GetDesc(lang Language) string {
 var DataDictionary = map[string]map[string]BilingualFieldDef{
 	"AccountMetrics": {
 		"Equity": {
-			NameZH:    "总权益",
+			NameZH:    "Total Equity",
 			NameEN:    "Total Equity",
 			Unit:      "USDT",
-			FormulaZH: "可用余额 + 未实现盈亏",
+			FormulaZH: "Available Balance + Unrealized PnL",
 			FormulaEN: "Available Balance + Unrealized PnL",
-			DescZH:    "账户的实际净值，包含所有持仓的浮动盈亏",
+			DescZH:    "Actual net value of the account, including unrealized P&L of all positions",
 			DescEN:    "Actual account value including all unrealized P&L from positions",
 		},
 		"Balance": {
-			NameZH:    "可用余额",
+			NameZH:    "Available Balance",
 			NameEN:    "Available Balance",
 			Unit:      "USDT",
-			FormulaZH: "初始资金 + 已实现盈亏",
+			FormulaZH: "Initial Capital + Realized PnL",
 			FormulaEN: "Initial Capital + Realized PnL",
-			DescZH:    "可用于开新仓位的资金，不包括已用保证金",
+			DescZH:    "Funds available for opening new positions, excluding used margin",
 			DescEN:    "Available funds for opening new positions, excluding used margin",
 		},
 		"PnL": {
-			NameZH:    "总盈亏百分比",
+			NameZH:    "Total PnL Percentage",
 			NameEN:    "Total PnL Percentage",
 			Unit:      "%",
-			FormulaZH: "(总权益 - 初始资金) / 初始资金 × 100",
+			FormulaZH: "(Total Equity - Initial Capital) / Initial Capital × 100",
 			FormulaEN: "(Total Equity - Initial Capital) / Initial Capital × 100",
-			DescZH:    "自系统启动以来的总收益率，+15.87%表示盈利15.87%",
+			DescZH:    "Total return since system startup, +15.87% means 15.87% profit",
 			DescEN:    "Total return since inception, +15.87% means 15.87% profit",
 		},
 		"Margin": {
-			NameZH:    "保证金使用率",
+			NameZH:    "Margin Usage Rate",
 			NameEN:    "Margin Usage Rate",
 			Unit:      "%",
-			FormulaZH: "已用保证金合计 / 总权益 × 100",
+			FormulaZH: "Total Used Margin / Total Equity × 100",
 			FormulaEN: "Total Used Margin / Total Equity × 100",
-			DescZH:    "该值越高，账户风险越大。安全值<30%，危险值>70%",
+			DescZH:    "The higher this value, the greater the account risk. Safe <30%, Dangerous >70%",
 			DescEN:    "Higher value = higher risk. Safe <30%, Dangerous >70%",
 		},
 	},
 
 	"TradeMetrics": {
 		"Entry": {
-			NameZH: "进场价",
+			NameZH: "Entry Price",
 			NameEN: "Entry Price",
 			Unit:   "USDT",
-			DescZH: "开仓时的平均价格",
+			DescZH: "Average price when opening the position",
 			DescEN: "Average price when opening position",
 		},
 		"Exit": {
-			NameZH: "出场价",
+			NameZH: "Exit Price",
 			NameEN: "Exit Price",
 			Unit:   "USDT",
-			DescZH: "平仓时的平均价格",
+			DescZH: "Average price when closing the position",
 			DescEN: "Average price when closing position",
 		},
 		"Profit": {
-			NameZH:    "已实现盈亏",
+			NameZH:    "Realized PnL",
 			NameEN:    "Realized PnL",
 			Unit:      "USDT",
-			FormulaZH: "(出场价 - 进场价) / 进场价 × 杠杆 × 仓位价值",
+			FormulaZH: "(Exit Price - Entry Price) / Entry Price × Leverage × Position Value",
 			FormulaEN: "(Exit Price - Entry Price) / Entry Price × Leverage × Position Value",
-			DescZH:    "已平仓交易的实际盈亏，包含手续费。正值=盈利，负值=亏损",
+			DescZH:    "Actual P&L of closed trades, including fees. Positive=profit, Negative=loss",
 			DescEN:    "Actual profit/loss of closed trades including fees. Positive=profit, Negative=loss",
 		},
 		"PnL%": {
-			NameZH:    "盈亏百分比",
+			NameZH:    "PnL Percentage",
 			NameEN:    "PnL Percentage",
 			Unit:      "%",
-			FormulaZH: "(出场价 - 进场价) / 进场价 × 杠杆 × 100",
+			FormulaZH: "(Exit - Entry) / Entry × Leverage × 100",
 			FormulaEN: "(Exit - Entry) / Entry × Leverage × 100",
-			DescZH:    "已平仓交易的收益率，+6.71%表示盈利6.71%",
+			DescZH:    "Return on a closed trade, +6.71% means 6.71% profit",
 			DescEN:    "Return on closed trade, +6.71% means 6.71% profit",
 		},
 		"HoldDuration": {
-			NameZH: "持仓时长",
+			NameZH: "Holding Duration",
 			NameEN: "Holding Duration",
 			Unit:   "minutes",
-			DescZH: "从开仓到平仓的时间。<15分钟=超短线，15分钟-4小时=日内，>4小时=波段",
+			DescZH: "Time from open to close. <15min=scalping, 15min-4h=intraday, >4h=swing",
 			DescEN: "Time from open to close. <15min=scalping, 15min-4h=intraday, >4h=swing",
 		},
 	},
 
 	"PositionMetrics": {
 		"UnrealizedPnL%": {
-			NameZH:    "未实现盈亏百分比",
+			NameZH:    "Unrealized PnL Percentage",
 			NameEN:    "Unrealized PnL Percentage",
 			Unit:      "%",
-			FormulaZH: "(当前价 - 进场价) / 进场价 × 杠杆 × 100",
+			FormulaZH: "(Current Price - Entry Price) / Entry Price × Leverage × 100",
 			FormulaEN: "(Current Price - Entry Price) / Entry Price × Leverage × 100",
-			DescZH:    "当前持仓的浮动盈亏，未平仓前是浮动的",
+			DescZH:    "Floating P&L of the current position, fluctuating until closed",
 			DescEN:    "Floating P&L of current position, not realized until closed",
 		},
 		"PeakPnL%": {
-			NameZH: "峰值盈亏百分比",
+			NameZH: "Peak PnL Percentage",
 			NameEN: "Peak PnL Percentage",
 			Unit:   "%",
-			DescZH: "该持仓曾经达到的最高未实现盈亏。用于判断是否需要止盈",
+			DescZH: "Highest unrealized P&L this position has reached. Used to decide whether to take profit",
 			DescEN: "Historical max unrealized PnL for this position. Used for take-profit decisions",
 		},
 		"Drawdown": {
-			NameZH:    "从峰值回撤",
+			NameZH:    "Drawdown from Peak",
 			NameEN:    "Drawdown from Peak",
 			Unit:      "%",
-			FormulaZH: "当前盈亏% - 峰值盈亏%",
+			FormulaZH: "Current PnL% - Peak PnL%",
 			FormulaEN: "Current PnL% - Peak PnL%",
-			DescZH:    "负值表示正在回撤。例如：峰值+5%，当前+3%，回撤=-2%",
+			DescZH:    "Negative value means pulling back. E.g., Peak +5%, Current +3%, Drawdown = -2%",
 			DescEN:    "Negative = pulling back. E.g., Peak +5%, Current +3%, Drawdown = -2%",
 		},
 		"Leverage": {
-			NameZH: "杠杆倍数",
+			NameZH: "Leverage",
 			NameEN: "Leverage",
 			Unit:   "x",
-			DescZH: "3x表示价格变动1%，持仓盈亏变动3%。杠杆越高，风险越大",
+			DescZH: "3x means a 1% price move = 3% position PnL. Higher leverage = higher risk",
 			DescEN: "3x means 1% price move = 3% position PnL. Higher leverage = higher risk",
 		},
 		"Margin": {
-			NameZH:    "占用保证金",
+			NameZH:    "Margin Used",
 			NameEN:    "Margin Used",
 			Unit:      "USDT",
-			FormulaZH: "仓位价值 / 杠杆",
+			FormulaZH: "Position Value / Leverage",
 			FormulaEN: "Position Value / Leverage",
-			DescZH:    "该仓位锁定的保证金金额",
+			DescZH:    "Amount of margin locked for this position",
 			DescEN:    "Collateral locked for this position",
 		},
 		"LiqPrice": {
-			NameZH: "强平价格",
+			NameZH: "Liquidation Price",
 			NameEN: "Liquidation Price",
 			Unit:   "USDT",
-			DescZH: "价格触及此值时会被强制平仓。0.0000表示无爆仓风险",
+			DescZH: "Position will be force-closed when price reaches this value. 0.0000 = no liquidation risk",
 			DescEN: "Price at which position will be force-closed. 0.0000 = no liquidation risk",
 		},
 	},
 
 	"MarketData": {
 		"Volume": {
-			NameZH: "成交量",
+			NameZH: "Volume",
 			NameEN: "Volume",
 			Unit:   "base asset",
-			DescZH: "该时间段的交易量",
+			DescZH: "Trading volume in this period",
 			DescEN: "Trading volume in this period",
 		},
 		"OI": {
-			NameZH: "持仓量",
+			NameZH: "Open Interest",
 			NameEN: "Open Interest",
 			Unit:   "USDT",
-			DescZH: "未平仓合约的总价值。持仓量增加=资金流入，减少=资金流出",
+			DescZH: "Total value of open contracts. Increasing OI = capital inflow, decreasing = outflow",
 			DescEN: "Total value of open contracts. Increasing OI = capital inflow, decreasing = outflow",
 		},
 		"OIChange": {
-			NameZH: "持仓量变化",
+			NameZH: "OI Change",
 			NameEN: "OI Change",
 			Unit:   "USDT & %",
-			DescZH: "1小时内持仓量的变化。用于判断市场真实资金流向",
+			DescZH: "OI change within 1 hour. Used to judge the real market capital flow direction",
 			DescEN: "OI change in 1 hour. Used to determine real capital flow direction",
 		},
 	},
@@ -256,30 +256,30 @@ var TradingRules = struct {
 	RiskManagement: map[string]BilingualRuleDef{
 		"MaxMarginUsage": {
 			Value:    0.30,
-			DescZH:   "保证金使用率不得超过30%",
+			DescZH:   "Margin usage must not exceed 30%",
 			DescEN:   "Margin usage must not exceed 30%",
-			ReasonZH: "保留70%的资金应对极端行情和追加保证金",
+			ReasonZH: "Reserve 70% capital for extreme market conditions and margin calls",
 			ReasonEN: "Reserve 70% capital for extreme market conditions and margin calls",
 		},
 		"MaxPositionLoss": {
 			Value:    -0.05,
-			DescZH:   "单个持仓亏损达到-5%时必须止损",
+			DescZH:   "Must stop-loss when single position loss reaches -5%",
 			DescEN:   "Must stop-loss when single position loss reaches -5%",
-			ReasonZH: "避免单笔交易造成过大损失",
+			ReasonZH: "Prevent excessive loss from single trade",
 			ReasonEN: "Prevent excessive loss from single trade",
 		},
 		"MaxDailyLoss": {
 			Value:    -0.10,
-			DescZH:   "单日亏损达到-10%时停止交易",
+			DescZH:   "Stop trading when daily loss reaches -10%",
 			DescEN:   "Stop trading when daily loss reaches -10%",
-			ReasonZH: "防止情绪化交易导致连续亏损",
+			ReasonZH: "Prevent emotional trading leading to consecutive losses",
 			ReasonEN: "Prevent emotional trading leading to consecutive losses",
 		},
 		"PositionSizeLimit": {
 			Value:    0.15,
-			DescZH:   "单个仓位不得超过总权益的15%",
+			DescZH:   "Single position must not exceed 15% of total equity",
 			DescEN:   "Single position must not exceed 15% of total equity",
-			ReasonZH: "避免过度集中风险",
+			ReasonZH: "Avoid excessive risk concentration",
 			ReasonEN: "Avoid excessive risk concentration",
 		},
 	},
@@ -287,16 +287,16 @@ var TradingRules = struct {
 	EntrySignals: map[string]BilingualRuleDef{
 		"VolumeSpike": {
 			Value:    2.0,
-			DescZH:   "成交量是平均值的2倍以上时考虑进场",
+			DescZH:   "Consider entry when volume is 2x above average",
 			DescEN:   "Consider entry when volume is 2x above average",
-			ReasonZH: "放量突破通常意味着强趋势",
+			ReasonZH: "Volume breakout usually indicates strong trend",
 			ReasonEN: "Volume breakout usually indicates strong trend",
 		},
 		"OIChangeThreshold": {
 			Value:    0.02,
-			DescZH:   "持仓量1小时内变化超过2%视为显著变化",
+			DescZH:   "OI change >2% in 1 hour is considered significant",
 			DescEN:   "OI change >2% in 1 hour is considered significant",
-			ReasonZH: "大额资金进出会导致持仓量显著变化",
+			ReasonZH: "Large capital flows cause significant OI changes",
 			ReasonEN: "Large capital flows cause significant OI changes",
 		},
 	},
@@ -304,16 +304,16 @@ var TradingRules = struct {
 	ExitSignals: map[string]BilingualRuleDef{
 		"TrailingStop": {
 			Value:    0.30,
-			DescZH:   "当盈亏从峰值回撤30%时平仓止盈",
+			DescZH:   "Close position when PnL pulls back 30% from peak",
 			DescEN:   "Close position when PnL pulls back 30% from peak",
-			ReasonZH: "锁定大部分利润，避免盈利回吐。例如：峰值+5%，回撤到+3.5%时平仓",
+			ReasonZH: "Lock in most profits, avoid profit giveback. E.g., Peak +5%, close at +3.5%",
 			ReasonEN: "Lock in most profits, avoid profit giveback. E.g., Peak +5%, close at +3.5%",
 		},
 		"StopLoss": {
 			Value:    -0.05,
-			DescZH:   "硬止损设置在-5%",
+			DescZH:   "Hard stop-loss at -5%",
 			DescEN:   "Hard stop-loss at -5%",
-			ReasonZH: "严格控制单笔最大损失",
+			ReasonZH: "Strictly control maximum single-trade loss",
 			ReasonEN: "Strictly control maximum single-trade loss",
 		},
 	},
@@ -321,9 +321,9 @@ var TradingRules = struct {
 	PositionControl: map[string]BilingualRuleDef{
 		"ScaleIn": {
 			Value:    map[string]interface{}{"enabled": true, "max_additions": 2, "price_requirement": 0.01},
-			DescZH:   "只在盈利仓位上加仓，最多加2次，价格需比平均成本高1%",
+			DescZH:   "Only add to winning positions, max 2 additions, price must be 1% above avg cost",
 			DescEN:   "Only add to winning positions, max 2 additions, price must be 1% above avg cost",
-			ReasonZH: "顺势加仓，不追亏损",
+			ReasonZH: "Add to winners, never average down losers",
 			ReasonEN: "Add to winners, never average down losers",
 		},
 		"ScaleOut": {
@@ -332,9 +332,9 @@ var TradingRules = struct {
 				{"pnl": 0.05, "close_pct": 0.50},
 				{"pnl": 0.08, "close_pct": 1.00},
 			},
-			DescZH:   "分批止盈：盈利3%时平33%，5%时平50%，8%时全平",
+			DescZH:   "Scale-out: Close 33% at +3%, 50% at +5%, 100% at +8%",
 			DescEN:   "Scale-out: Close 33% at +3%, 50% at +5%, 100% at +8%",
-			ReasonZH: "在保证利润的同时让盈利奔跑",
+			ReasonZH: "Lock profits while letting winners run",
 			ReasonEN: "Lock profits while letting winners run",
 		},
 	},
@@ -367,28 +367,28 @@ var OIInterpretation = OIInterpretationType{
 		ZH string
 		EN string
 	}{
-		ZH: "强多头趋势（新多单开仓，资金流入做多）",
+		ZH: "Strong bullish trend (new longs opening, capital flowing into long positions)",
 		EN: "Strong bullish trend (new longs opening, capital flowing into long positions)",
 	},
 	OIUp_PriceDown: struct {
 		ZH string
 		EN string
 	}{
-		ZH: "强空头趋势（新空单开仓，资金流入做空）",
+		ZH: "Strong bearish trend (new shorts opening, capital flowing into short positions)",
 		EN: "Strong bearish trend (new shorts opening, capital flowing into short positions)",
 	},
 	OIDown_PriceUp: struct {
 		ZH string
 		EN string
 	}{
-		ZH: "空头平仓（空头止损离场，可能出现反转）",
+		ZH: "Shorts covering (shorts stopped out, potential reversal)",
 		EN: "Shorts covering (shorts stopped out, potential reversal)",
 	},
 	OIDown_PriceDown: struct {
 		ZH string
 		EN string
 	}{
-		ZH: "多头平仓（多头止损离场，可能出现反转）",
+		ZH: "Longs closing (longs stopped out, potential reversal)",
 		EN: "Longs closing (longs stopped out, potential reversal)",
 	},
 }
@@ -407,35 +407,35 @@ type CommonMistake struct {
 
 var CommonMistakes = []CommonMistake{
 	{
-		ErrorZH:   "混淆已实现盈亏和未实现盈亏",
+		ErrorZH:   "Confusing realized and unrealized P&L",
 		ErrorEN:   "Confusing realized and unrealized P&L",
-		ExampleZH: "将历史交易的盈亏与当前持仓的盈亏相加",
+		ExampleZH: "Adding historical trade P&L with current position P&L",
 		ExampleEN: "Adding historical trade P&L with current position P&L",
-		CorrectZH: "已实现盈亏已经计入账户余额，不应重复计算",
+		CorrectZH: "Realized P&L is already included in account balance, don't double count",
 		CorrectEN: "Realized P&L is already included in account balance, don't double count",
 	},
 	{
-		ErrorZH:   "忽略杠杆对盈亏的影响",
+		ErrorZH:   "Ignoring leverage's impact on P&L",
 		ErrorEN:   "Ignoring leverage's impact on P&L",
-		ExampleZH: "价格涨1%，认为盈利1%",
+		ExampleZH: "Price up 1%, thinking profit is 1%",
 		ExampleEN: "Price up 1%, thinking profit is 1%",
-		CorrectZH: "3x杠杆时，价格涨1%，实际盈利约3%",
+		CorrectZH: "With 3x leverage, 1% price move = ~3% P&L",
 		CorrectEN: "With 3x leverage, 1% price move = ~3% P&L",
 	},
 	{
-		ErrorZH:   "不理解Peak PnL的重要性",
+		ErrorZH:   "Not understanding Peak PnL's importance",
 		ErrorEN:   "Not understanding Peak PnL's importance",
-		ExampleZH: "只关注当前PnL，不关注回撤",
+		ExampleZH: "Only watching current PnL, ignoring drawdown",
 		ExampleEN: "Only watching current PnL, ignoring drawdown",
-		CorrectZH: "当前PnL接近Peak PnL时，应考虑止盈以锁定利润",
+		CorrectZH: "When current PnL near Peak PnL, consider taking profit to lock in gains",
 		CorrectEN: "When current PnL near Peak PnL, consider taking profit to lock in gains",
 	},
 	{
-		ErrorZH:   "忽略持仓量(OI)变化",
+		ErrorZH:   "Ignoring Open Interest changes",
 		ErrorEN:   "Ignoring Open Interest changes",
-		ExampleZH: "只看价格K线，不看资金流向",
+		ExampleZH: "Only watching price candles, not capital flows",
 		ExampleEN: "Only watching price candles, not capital flows",
-		CorrectZH: "结合OI变化判断趋势的真实性和持续性",
+		CorrectZH: "Use OI changes to validate trend authenticity and sustainability",
 		CorrectEN: "Use OI changes to validate trend authenticity and sustainability",
 	},
 }
@@ -452,39 +452,39 @@ func GetSchemaPrompt(lang Language) string {
 
 // getSchemaPromptZH generates the Chinese prompt
 func getSchemaPromptZH() string {
-	prompt := "# 📖 数据字典与交易规则\n\n"
-	prompt += "## 📊 字段含义说明\n\n"
+	prompt := "# 📖 Data Dictionary & Trading Rules\n\n"
+	prompt += "## 📊 Field Definitions\n\n"
 
 	// Account metrics
-	prompt += "### 账户指标\n"
+	prompt += "### Account Metrics\n"
 	for key, field := range DataDictionary["AccountMetrics"] {
 		prompt += formatFieldDefZH(key, field)
 	}
 
 	// Trade metrics
-	prompt += "\n### 交易指标\n"
+	prompt += "\n### Trade Metrics\n"
 	for key, field := range DataDictionary["TradeMetrics"] {
 		prompt += formatFieldDefZH(key, field)
 	}
 
 	// Position metrics
-	prompt += "\n### 持仓指标\n"
+	prompt += "\n### Position Metrics\n"
 	for key, field := range DataDictionary["PositionMetrics"] {
 		prompt += formatFieldDefZH(key, field)
 	}
 
 	// Market data
-	prompt += "\n### 市场数据\n"
+	prompt += "\n### Market Data\n"
 	for key, field := range DataDictionary["MarketData"] {
 		prompt += formatFieldDefZH(key, field)
 	}
 
 	// OI interpretation
-	prompt += "\n## 💹 持仓量(OI)变化解读\n\n"
-	prompt += "- **OI增加 + 价格上涨**: " + OIInterpretation.OIUp_PriceUp.ZH + "\n"
-	prompt += "- **OI增加 + 价格下跌**: " + OIInterpretation.OIUp_PriceDown.ZH + "\n"
-	prompt += "- **OI减少 + 价格上涨**: " + OIInterpretation.OIDown_PriceUp.ZH + "\n"
-	prompt += "- **OI减少 + 价格下跌**: " + OIInterpretation.OIDown_PriceDown.ZH + "\n"
+	prompt += "\n## 💹 Open Interest (OI) Change Interpretation\n\n"
+	prompt += "- **OI Up + Price Up**: " + OIInterpretation.OIUp_PriceUp.ZH + "\n"
+	prompt += "- **OI Up + Price Down**: " + OIInterpretation.OIUp_PriceDown.ZH + "\n"
+	prompt += "- **OI Down + Price Up**: " + OIInterpretation.OIDown_PriceUp.ZH + "\n"
+	prompt += "- **OI Down + Price Down**: " + OIInterpretation.OIDown_PriceDown.ZH + "\n"
 
 	return prompt
 }
@@ -530,12 +530,12 @@ func getSchemaPromptEN() string {
 
 // formatFieldDefZH formats a field definition in Chinese
 func formatFieldDefZH(key string, field BilingualFieldDef) string {
-	result := "- **" + key + "**（" + field.NameZH + "）: " + field.DescZH
+	result := "- **" + key + "** (" + field.NameZH + "): " + field.DescZH
 	if field.FormulaZH != "" {
-		result += " | 公式: `" + field.FormulaZH + "`"
+		result += " | Formula: `" + field.FormulaZH + "`"
 	}
 	if field.Unit != "" {
-		result += " | 单位: " + field.Unit
+		result += " | Unit: " + field.Unit
 	}
 	result += "\n"
 	return result