refactor: rename decision package to kernel

This commit is contained in:
tinkle-community
2026-01-03 14:25:40 +08:00
parent d664dcca3d
commit 13fda47151
13 changed files with 76 additions and 76 deletions

597
kernel/schema.go Normal file
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@@ -0,0 +1,597 @@
package kernel
import "fmt"
// ============================================================================
// Trading Data Schema - 交易数据字典
// ============================================================================
// 双语数据字典,支持中文和英文
// 确保AI能够100%理解数据格式,无论使用哪种语言
// ============================================================================
const (
SchemaVersion = "1.0.0"
)
// Language 语言类型
type Language string
const (
LangChinese Language = "zh-CN"
LangEnglish Language = "en-US"
)
// ========== 双语字段定义 ==========
// BilingualFieldDef 双语字段定义
type BilingualFieldDef struct {
NameZH string // 中文名称
NameEN string // English name
Unit string // 单位
FormulaZH string // 中文公式
FormulaEN string // English formula
DescZH string // 中文描述
DescEN string // English description
}
// GetName 获取字段名称(根据语言)
func (d BilingualFieldDef) GetName(lang Language) string {
if lang == LangChinese {
return d.NameZH
}
return d.NameEN
}
// GetFormula 获取公式(根据语言)
func (d BilingualFieldDef) GetFormula(lang Language) string {
if lang == LangChinese {
return d.FormulaZH
}
return d.FormulaEN
}
// GetDesc 获取描述(根据语言)
func (d BilingualFieldDef) GetDesc(lang Language) string {
if lang == LangChinese {
return d.DescZH
}
return d.DescEN
}
// ========== 数据字典 ==========
// DataDictionary 数据字典:定义所有字段的含义
var DataDictionary = map[string]map[string]BilingualFieldDef{
"AccountMetrics": {
"Equity": {
NameZH: "总权益",
NameEN: "Total Equity",
Unit: "USDT",
FormulaZH: "可用余额 + 未实现盈亏",
FormulaEN: "Available Balance + Unrealized PnL",
DescZH: "账户的实际净值,包含所有持仓的浮动盈亏",
DescEN: "Actual account value including all unrealized P&L from positions",
},
"Balance": {
NameZH: "可用余额",
NameEN: "Available Balance",
Unit: "USDT",
FormulaZH: "初始资金 + 已实现盈亏",
FormulaEN: "Initial Capital + Realized PnL",
DescZH: "可用于开新仓位的资金,不包括已用保证金",
DescEN: "Available funds for opening new positions, excluding used margin",
},
"PnL": {
NameZH: "总盈亏百分比",
NameEN: "Total PnL Percentage",
Unit: "%",
FormulaZH: "(总权益 - 初始资金) / 初始资金 × 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%",
DescEN: "Total return since inception, +15.87% means 15.87% profit",
},
"Margin": {
NameZH: "保证金使用率",
NameEN: "Margin Usage Rate",
Unit: "%",
FormulaZH: "已用保证金合计 / 总权益 × 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%",
DescEN: "Higher value = higher risk. Safe <30%, Dangerous >70%",
},
},
"TradeMetrics": {
"Entry": {
NameZH: "进场价",
NameEN: "Entry Price",
Unit: "USDT",
DescZH: "开仓时的平均价格",
DescEN: "Average price when opening position",
},
"Exit": {
NameZH: "出场价",
NameEN: "Exit Price",
Unit: "USDT",
DescZH: "平仓时的平均价格",
DescEN: "Average price when closing position",
},
"Profit": {
NameZH: "已实现盈亏",
NameEN: "Realized PnL",
Unit: "USDT",
FormulaZH: "(出场价 - 进场价) / 进场价 × 杠杆 × 仓位价值",
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",
DescEN: "Actual profit/loss of closed trades including fees. Positive=profit, Negative=loss",
},
"PnL%": {
NameZH: "盈亏百分比",
NameEN: "PnL Percentage",
Unit: "%",
FormulaZH: "(出场价 - 进场价) / 进场价 × 杠杆 × 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%",
DescEN: "Return on closed trade, +6.71% means 6.71% profit",
},
"HoldDuration": {
NameZH: "持仓时长",
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",
DescEN: "Time from open to close. <15min=scalping, 15min-4h=intraday, >4h=swing",
},
},
"PositionMetrics": {
"UnrealizedPnL%": {
NameZH: "未实现盈亏百分比",
NameEN: "Unrealized PnL Percentage",
Unit: "%",
FormulaZH: "(当前价 - 进场价) / 进场价 × 杠杆 × 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",
DescEN: "Floating P&L of current position, not realized until closed",
},
"PeakPnL%": {
NameZH: "峰值盈亏百分比",
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",
DescEN: "Historical max unrealized PnL for this position. Used for take-profit decisions",
},
"Drawdown": {
NameZH: "从峰值回撤",
NameEN: "Drawdown from Peak",
Unit: "%",
FormulaZH: "当前盈亏% - 峰值盈亏%",
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%",
DescEN: "Negative = pulling back. E.g., Peak +5%, Current +3%, Drawdown = -2%",
},
"Leverage": {
NameZH: "杠杆倍数",
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",
DescEN: "3x means 1% price move = 3% position PnL. Higher leverage = higher risk",
},
"Margin": {
NameZH: "占用保证金",
NameEN: "Margin Used",
Unit: "USDT",
FormulaZH: "仓位价值 / 杠杆",
FormulaEN: "Position Value / Leverage",
DescZH: "该仓位锁定的保证金金额",
DescEN: "Collateral locked for this position",
},
"LiqPrice": {
NameZH: "强平价格",
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",
DescEN: "Price at which position will be force-closed. 0.0000 = no liquidation risk",
},
},
"MarketData": {
"Volume": {
NameZH: "成交量",
NameEN: "Volume",
Unit: "base asset",
DescZH: "该时间段的交易量",
DescEN: "Trading volume in this period",
},
"OI": {
NameZH: "持仓量",
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",
DescEN: "Total value of open contracts. Increasing OI = capital inflow, decreasing = outflow",
},
"OIChange": {
NameZH: "持仓量变化",
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",
DescEN: "OI change in 1 hour. Used to determine real capital flow direction",
},
},
}
// ========== 双语规则定义 ==========
// BilingualRuleDef 双语规则定义
type BilingualRuleDef struct {
Value interface{} // 规则值
DescZH string // 中文描述
DescEN string // English description
ReasonZH string // 中文原因
ReasonEN string // English reason
}
// GetDesc 获取描述(根据语言)
func (d BilingualRuleDef) GetDesc(lang Language) string {
if lang == LangChinese {
return d.DescZH
}
return d.DescEN
}
// GetReason 获取原因(根据语言)
func (d BilingualRuleDef) GetReason(lang Language) string {
if lang == LangChinese {
return d.ReasonZH
}
return d.ReasonEN
}
// ========== 交易规则 ==========
// TradingRules 交易规则定义
var TradingRules = struct {
RiskManagement map[string]BilingualRuleDef
EntrySignals map[string]BilingualRuleDef
ExitSignals map[string]BilingualRuleDef
PositionControl map[string]BilingualRuleDef
}{
RiskManagement: map[string]BilingualRuleDef{
"MaxMarginUsage": {
Value: 0.30,
DescZH: "保证金使用率不得超过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",
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",
DescEN: "Must stop-loss when single position loss reaches -5%",
ReasonZH: "避免单笔交易造成过大损失",
ReasonEN: "Prevent excessive loss from single trade",
},
"MaxDailyLoss": {
Value: -0.10,
DescZH: "单日亏损达到-10%时停止交易",
DescEN: "Stop trading when daily loss reaches -10%",
ReasonZH: "防止情绪化交易导致连续亏损",
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%",
DescEN: "Single position must not exceed 15% of total equity",
ReasonZH: "避免过度集中风险",
ReasonEN: "Avoid excessive risk concentration",
},
},
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",
DescEN: "Consider entry when volume is 2x above average",
ReasonZH: "放量突破通常意味着强趋势",
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",
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",
ReasonEN: "Large capital flows cause significant OI changes",
},
},
ExitSignals: map[string]BilingualRuleDef{
"TrailingStop": {
Value: 0.30,
DescZH: "当盈亏从峰值回撤30%时平仓止盈",
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",
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%",
DescEN: "Hard stop-loss at -5%",
ReasonZH: "严格控制单笔最大损失",
ReasonEN: "Strictly control maximum single-trade loss",
},
},
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%",
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",
ReasonEN: "Add to winners, never average down losers",
},
"ScaleOut": {
Value: []map[string]interface{}{
{"pnl": 0.03, "close_pct": 0.33},
{"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",
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",
ReasonEN: "Lock profits while letting winners run",
},
},
}
// ========== OI解读 ==========
// OIInterpretation OI变化的市场解读双语
type OIInterpretationType struct {
OIUp_PriceUp struct {
ZH string
EN string
}
OIUp_PriceDown struct {
ZH string
EN string
}
OIDown_PriceUp struct {
ZH string
EN string
}
OIDown_PriceDown struct {
ZH string
EN string
}
}
var OIInterpretation = OIInterpretationType{
OIUp_PriceUp: struct {
ZH string
EN string
}{
ZH: "强多头趋势(新多单开仓,资金流入做多)",
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)",
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)",
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)",
EN: "Longs closing (longs stopped out, potential reversal)",
},
}
// ========== 常见错误 ==========
// CommonMistake 常见错误定义
type CommonMistake struct {
ErrorZH string
ErrorEN string
ExampleZH string
ExampleEN string
CorrectZH string
CorrectEN string
}
var CommonMistakes = []CommonMistake{
{
ErrorZH: "混淆已实现盈亏和未实现盈亏",
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",
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",
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",
ErrorEN: "Ignoring leverage's impact on P&L",
ExampleZH: "价格涨1%认为盈利1%",
ExampleEN: "Price up 1%, thinking profit is 1%",
CorrectZH: "3x杠杆时价格涨1%实际盈利约3%",
CorrectEN: "With 3x leverage, 1% price move = ~3% P&L",
},
{
ErrorZH: "不理解Peak PnL的重要性",
ErrorEN: "Not understanding Peak PnL's importance",
ExampleZH: "只关注当前PnL不关注回撤",
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",
CorrectEN: "When current PnL near Peak PnL, consider taking profit to lock in gains",
},
{
ErrorZH: "忽略持仓量(OI)变化",
ErrorEN: "Ignoring Open Interest changes",
ExampleZH: "只看价格K线不看资金流向",
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",
CorrectEN: "Use OI changes to validate trend authenticity and sustainability",
},
}
// ========== Prompt生成函数 ==========
// GetSchemaPrompt 生成Schema说明文本用于AI Prompt
func GetSchemaPrompt(lang Language) string {
if lang == LangChinese {
return getSchemaPromptZH()
}
return getSchemaPromptEN()
}
// getSchemaPromptZH 生成中文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"
// 账户指标
prompt += "### 账户指标\n"
for key, field := range DataDictionary["AccountMetrics"] {
prompt += formatFieldDefZH(key, field)
}
// 交易指标
prompt += "\n### 交易指标\n"
for key, field := range DataDictionary["TradeMetrics"] {
prompt += formatFieldDefZH(key, field)
}
// 持仓指标
prompt += "\n### 持仓指标\n"
for key, field := range DataDictionary["PositionMetrics"] {
prompt += formatFieldDefZH(key, field)
}
// 市场数据
prompt += "\n### 市场数据\n"
for key, field := range DataDictionary["MarketData"] {
prompt += formatFieldDefZH(key, field)
}
// 交易规则
prompt += "\n## ⚖️ 交易规则\n\n"
prompt += "### 风险管理\n"
for name, rule := range TradingRules.RiskManagement {
prompt += "- **" + name + "**: " + rule.DescZH + "\n 理由:" + rule.ReasonZH + "\n"
}
prompt += "\n### 出场信号\n"
for name, rule := range TradingRules.ExitSignals {
prompt += "- **" + name + "**: " + rule.DescZH + "\n 理由:" + rule.ReasonZH + "\n"
}
// OI解读
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"
// 常见错误
prompt += "\n## ⚠️ 常见错误(请避免)\n\n"
for i, mistake := range CommonMistakes {
prompt += fmt.Sprintf("**错误%d**: %s\n", i+1, mistake.ErrorZH)
prompt += "- 错误示例:" + mistake.ExampleZH + "\n"
prompt += "- 正确做法:" + mistake.CorrectZH + "\n\n"
}
return prompt
}
// getSchemaPromptEN 生成英文Prompt
func getSchemaPromptEN() string {
prompt := "# 📖 Data Dictionary & Trading Rules\n\n"
prompt += "## 📊 Field Definitions\n\n"
// Account Metrics
prompt += "### Account Metrics\n"
for key, field := range DataDictionary["AccountMetrics"] {
prompt += formatFieldDefEN(key, field)
}
// Trade Metrics
prompt += "\n### Trade Metrics\n"
for key, field := range DataDictionary["TradeMetrics"] {
prompt += formatFieldDefEN(key, field)
}
// Position Metrics
prompt += "\n### Position Metrics\n"
for key, field := range DataDictionary["PositionMetrics"] {
prompt += formatFieldDefEN(key, field)
}
// Market Data
prompt += "\n### Market Data\n"
for key, field := range DataDictionary["MarketData"] {
prompt += formatFieldDefEN(key, field)
}
// Trading Rules
prompt += "\n## ⚖️ Trading Rules\n\n"
prompt += "### Risk Management\n"
for name, rule := range TradingRules.RiskManagement {
prompt += "- **" + name + "**: " + rule.DescEN + "\n Reason: " + rule.ReasonEN + "\n"
}
prompt += "\n### Exit Signals\n"
for name, rule := range TradingRules.ExitSignals {
prompt += "- **" + name + "**: " + rule.DescEN + "\n Reason: " + rule.ReasonEN + "\n"
}
// OI Interpretation
prompt += "\n## 💹 Open Interest (OI) Change Interpretation\n\n"
prompt += "- **OI Up + Price Up**: " + OIInterpretation.OIUp_PriceUp.EN + "\n"
prompt += "- **OI Up + Price Down**: " + OIInterpretation.OIUp_PriceDown.EN + "\n"
prompt += "- **OI Down + Price Up**: " + OIInterpretation.OIDown_PriceUp.EN + "\n"
prompt += "- **OI Down + Price Down**: " + OIInterpretation.OIDown_PriceDown.EN + "\n"
// Common Mistakes
prompt += "\n## ⚠️ Common Mistakes to Avoid\n\n"
for i, mistake := range CommonMistakes {
prompt += fmt.Sprintf("**Mistake %d**: %s\n", i+1, mistake.ErrorEN)
prompt += "- Bad Example: " + mistake.ExampleEN + "\n"
prompt += "- Correct Approach: " + mistake.CorrectEN + "\n\n"
}
return prompt
}
// formatFieldDefZH 格式化中文字段定义
func formatFieldDefZH(key string, field BilingualFieldDef) string {
result := "- **" + key + "**" + field.NameZH + ": " + field.DescZH
if field.FormulaZH != "" {
result += " | 公式: `" + field.FormulaZH + "`"
}
if field.Unit != "" {
result += " | 单位: " + field.Unit
}
result += "\n"
return result
}
// formatFieldDefEN 格式化英文字段定义
func formatFieldDefEN(key string, field BilingualFieldDef) string {
result := "- **" + key + "** (" + field.NameEN + "): " + field.DescEN
if field.FormulaEN != "" {
result += " | Formula: `" + field.FormulaEN + "`"
}
if field.Unit != "" {
result += " | Unit: " + field.Unit
}
result += "\n"
return result
}