mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-12 23:36:55 +08:00
feat: migrate to CoinAnk API and improve chart UI
- Chart improvements: professional styling, popular symbols quick selection, simplified B/S legend - Data source migration: use CoinAnk API exclusively for all kline data - Code cleanup: remove Binance WebSocket cache and related code (websocket_client.go, combined_streams.go, monitor.go) - Log optimization: reduce hook spam, suppress 404 errors, increase P&L diff threshold - Lighter integration: add order sync functionality, fix market order precision - Remove ticker merge logic for simplicity
This commit is contained in:
tinkle-community
376
decision/prompt_builder.go
Normal file
376
decision/prompt_builder.go
Normal file
@@ -0,0 +1,376 @@
|
||||
package decision
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
)
|
||||
|
||||
// ============================================================================
|
||||
// AI Prompt Builder - AI提示词构建器
|
||||
// ============================================================================
|
||||
// 构建完整的AI提示词，包括系统提示词和用户提示词
|
||||
// ============================================================================
|
||||
|
||||
// PromptBuilder 提示词构建器
|
||||
type PromptBuilder struct {
|
||||
lang Language
|
||||
}
|
||||
|
||||
// NewPromptBuilder 创建提示词构建器
|
||||
func NewPromptBuilder(lang Language) *PromptBuilder {
|
||||
return &PromptBuilder{lang: lang}
|
||||
}
|
||||
|
||||
// BuildSystemPrompt 构建系统提示词
|
||||
func (pb *PromptBuilder) BuildSystemPrompt() string {
|
||||
if pb.lang == LangChinese {
|
||||
return pb.buildSystemPromptZH()
|
||||
}
|
||||
return pb.buildSystemPromptEN()
|
||||
}
|
||||
|
||||
// BuildUserPrompt 构建用户提示词（包含完整的交易上下文）
|
||||
func (pb *PromptBuilder) BuildUserPrompt(ctx *Context) string {
|
||||
// 使用Formatter格式化交易上下文
|
||||
formattedData := FormatContextForAI(ctx, pb.lang)
|
||||
|
||||
// 添加决策要求
|
||||
if pb.lang == LangChinese {
|
||||
return formattedData + pb.getDecisionRequirementsZH()
|
||||
}
|
||||
return formattedData + pb.getDecisionRequirementsEN()
|
||||
}
|
||||
|
||||
// ========== 中文提示词 ==========
|
||||
|
||||
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。
|
||||
|
||||
## 你的任务
|
||||
|
||||
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
|
||||
|
||||
## 决策原则
|
||||
|
||||
### 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
|
||||
|
||||
### 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
|
||||
|
||||
### 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）
|
||||
|
||||
### 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
|
||||
|
||||
## 输出格式要求
|
||||
|
||||
**必须**使用以下JSON格式输出决策：
|
||||
|
||||
` + "```json" + `
|
||||
[
|
||||
{
|
||||
"symbol": "BTCUSDT",
|
||||
"action": "HOLD|PARTIAL_CLOSE|FULL_CLOSE|ADD_POSITION|OPEN_NEW|WAIT",
|
||||
"leverage": 3,
|
||||
"position_size_usd": 1000,
|
||||
"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"
|
||||
}
|
||||
]
|
||||
` + "```" + `
|
||||
|
||||
### 字段说明
|
||||
|
||||
- **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）
|
||||
|
||||
## 重要提醒
|
||||
|
||||
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
|
||||
|
||||
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。`
|
||||
}
|
||||
|
||||
func (pb *PromptBuilder) getDecisionRequirementsZH() string {
|
||||
return `
|
||||
|
||||
---
|
||||
|
||||
## 📝 现在请做出决策
|
||||
|
||||
### 决策步骤
|
||||
|
||||
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？
|
||||
|
||||
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？
|
||||
|
||||
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？
|
||||
|
||||
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
|
||||
|
||||
### 输出示例
|
||||
|
||||
` + "```json" + `
|
||||
[
|
||||
{
|
||||
"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。"
|
||||
},
|
||||
{
|
||||
"symbol": "HUSDT",
|
||||
"action": "OPEN_NEW",
|
||||
"leverage": 3,
|
||||
"position_size_usd": 500,
|
||||
"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%。"
|
||||
}
|
||||
]
|
||||
` + "```" + `
|
||||
|
||||
**请立即输出你的决策（JSON格式）**:`
|
||||
}
|
||||
|
||||
// ========== 英文提示词 ==========
|
||||
|
||||
func (pb *PromptBuilder) buildSystemPromptEN() string {
|
||||
return `You are a professional quantitative trading AI assistant responsible for analyzing market data and making trading decisions.
|
||||
|
||||
## Your Mission
|
||||
|
||||
1. **Analyze Account Status**: Evaluate current risk level, margin usage, and positions
|
||||
2. **Analyze Current Positions**: Determine if stop-loss, take-profit, scaling, or holding is needed
|
||||
3. **Analyze Candidate Coins**: Assess new trading opportunities using technical analysis and capital flows
|
||||
4. **Make Decisions**: Output clear trading decisions with detailed reasoning
|
||||
|
||||
## Decision Principles
|
||||
|
||||
### Risk First
|
||||
- Margin usage must not exceed 30%
|
||||
- Must stop-loss when single position loss reaches -5%
|
||||
- Capital protection first, profit second
|
||||
|
||||
### Trailing Take-Profit
|
||||
- Consider partial/full profit-taking when PnL pulls back 30% from peak
|
||||
- Example: Peak PnL +5%, Current PnL +3.5% → 30% drawdown, should take profit
|
||||
|
||||
### Trend Following
|
||||
- Only enter when trends align across multiple timeframes
|
||||
- Use Open Interest (OI) changes to validate capital flow authenticity
|
||||
- OI up + Price up = Strong bullish trend
|
||||
- OI down + Price up = Shorts covering (potential reversal)
|
||||
|
||||
### Scale Operations
|
||||
- Scale-in: First entry max 50% of target position
|
||||
- Scale-out: Close 33% at +3%, 50% at +5%, 100% at +8%
|
||||
- Only add to winning positions, never average down losers
|
||||
|
||||
## Output Format Requirements
|
||||
|
||||
**Must** use the following JSON format:
|
||||
|
||||
` + "```json" + `
|
||||
[
|
||||
{
|
||||
"symbol": "BTCUSDT",
|
||||
"action": "HOLD|PARTIAL_CLOSE|FULL_CLOSE|ADD_POSITION|OPEN_NEW|WAIT",
|
||||
"leverage": 3,
|
||||
"position_size_usd": 1000,
|
||||
"stop_loss": 42000,
|
||||
"take_profit": 48000,
|
||||
"confidence": 85,
|
||||
"reasoning": "Detailed reasoning explaining why this decision was made"
|
||||
}
|
||||
]
|
||||
` + "```" + `
|
||||
|
||||
### Field Descriptions
|
||||
|
||||
- **symbol**: Trading pair (required)
|
||||
- **action**: Action type (required)
|
||||
- HOLD: Hold current position
|
||||
- PARTIAL_CLOSE: Partially close position
|
||||
- FULL_CLOSE: Fully close position
|
||||
- ADD_POSITION: Add to existing position
|
||||
- OPEN_NEW: Open new position
|
||||
- WAIT: Wait, take no action
|
||||
- **leverage**: Leverage multiplier (required for new positions)
|
||||
- **position_size_usd**: Position size in USDT (required for new positions)
|
||||
- **stop_loss**: Stop-loss price (recommended for new positions)
|
||||
- **take_profit**: Take-profit price (recommended for new positions)
|
||||
- **confidence**: Confidence level (0-100)
|
||||
- **reasoning**: Detailed reasoning (required, must explain decision basis)
|
||||
|
||||
## Critical Reminders
|
||||
|
||||
1. **Never** confuse realized and unrealized P&L
|
||||
2. **Always remember** leverage amplifies both gains and losses
|
||||
3. **Always watch** Peak PnL - it's key for take-profit decisions
|
||||
4. **Always combine** OI changes to validate trend authenticity
|
||||
5. **Always follow** risk management rules - capital protection is priority #1
|
||||
|
||||
Now, please carefully analyze the trading data provided next and make professional decisions.`
|
||||
}
|
||||
|
||||
func (pb *PromptBuilder) getDecisionRequirementsEN() string {
|
||||
return `
|
||||
|
||||
---
|
||||
|
||||
## 📝 Make Your Decision Now
|
||||
|
||||
### Decision Steps
|
||||
|
||||
1. **Analyze Account Risk**:
|
||||
- Is margin usage within safe range?
|
||||
- Is there enough capital for new positions?
|
||||
|
||||
2. **Analyze Existing Positions** (if any):
|
||||
- Is stop-loss triggered?
|
||||
- Is trailing take-profit triggered?
|
||||
- Is it suitable to scale-in?
|
||||
|
||||
3. **Analyze Candidate Coins** (if any):
|
||||
- Does technical pattern meet entry criteria?
|
||||
- Do OI changes support the trend?
|
||||
- Do multiple timeframes align?
|
||||
|
||||
4. **Output Decision**:
|
||||
- Use the specified JSON format
|
||||
- Provide detailed reasoning
|
||||
- Give clear action instructions
|
||||
|
||||
### Output Example
|
||||
|
||||
` + "```json" + `
|
||||
[
|
||||
{
|
||||
"symbol": "PIPPINUSDT",
|
||||
"action": "PARTIAL_CLOSE",
|
||||
"confidence": 85,
|
||||
"reasoning": "Current PnL +2.96%, near historical peak +2.99% (only 0.03% pullback). Suggest partial close to lock profits because: 1) Only 11 minutes holding time with 3% gain; 2) 5M chart shows price approaching short-term resistance; 3) Volume declining, upward momentum weakening. Recommend closing 50%, set trailing stop at 20% pullback from peak for remainder."
|
||||
},
|
||||
{
|
||||
"symbol": "HUSDT",
|
||||
"action": "OPEN_NEW",
|
||||
"leverage": 3,
|
||||
"position_size_usd": 500,
|
||||
"stop_loss": 0.1560,
|
||||
"take_profit": 0.1720,
|
||||
"confidence": 75,
|
||||
"reasoning": "HUSDT broke key resistance 0.1630 on 5M timeframe. OI increased +1.57M (+0.89%) in 1H paired with price +4.92%, matching 'OI up + price up' strong bullish pattern. Both 15M and 1H timeframes show uptrend, multi-timeframe resonance confirmed. Recommend long entry, stop-loss -5% below breakout, target +8% profit."
|
||||
}
|
||||
]
|
||||
` + "```" + `
|
||||
|
||||
**Please output your decision (JSON format) immediately**:`
|
||||
}
|
||||
|
||||
// ========== 辅助函数 ==========
|
||||
|
||||
// FormatDecisionExample 格式化决策示例（用于文档）
|
||||
func FormatDecisionExample(lang Language) string {
|
||||
example := Decision{
|
||||
Symbol: "BTCUSDT",
|
||||
Action: "OPEN_NEW",
|
||||
Leverage: 3,
|
||||
PositionSizeUSD: 1000,
|
||||
StopLoss: 42000,
|
||||
TakeProfit: 48000,
|
||||
Confidence: 85,
|
||||
Reasoning: "详细的推理过程...",
|
||||
}
|
||||
|
||||
data, _ := json.MarshalIndent([]Decision{example}, "", " ")
|
||||
return string(data)
|
||||
}
|
||||
|
||||
// ValidateDecisionFormat 验证决策格式是否正确
|
||||
func ValidateDecisionFormat(decisions []Decision) error {
|
||||
if len(decisions) == 0 {
|
||||
return fmt.Errorf("决策列表不能为空")
|
||||
}
|
||||
|
||||
for i, d := range decisions {
|
||||
// 必需字段检查
|
||||
if d.Symbol == "" {
|
||||
return fmt.Errorf("决策#%d: symbol不能为空", i+1)
|
||||
}
|
||||
if d.Action == "" {
|
||||
return fmt.Errorf("决策#%d: action不能为空", i+1)
|
||||
}
|
||||
if d.Reasoning == "" {
|
||||
return fmt.Errorf("决策#%d: reasoning不能为空", i+1)
|
||||
}
|
||||
|
||||
// 动作类型检查
|
||||
validActions := map[string]bool{
|
||||
"HOLD": true,
|
||||
"PARTIAL_CLOSE": true,
|
||||
"FULL_CLOSE": true,
|
||||
"ADD_POSITION": true,
|
||||
"OPEN_NEW": true,
|
||||
"WAIT": true,
|
||||
}
|
||||
if !validActions[d.Action] {
|
||||
return fmt.Errorf("决策#%d: 无效的action类型: %s", i+1, d.Action)
|
||||
}
|
||||
|
||||
// 开新仓位的必需参数检查
|
||||
if d.Action == "OPEN_NEW" {
|
||||
if d.Leverage == 0 {
|
||||
return fmt.Errorf("决策#%d: OPEN_NEW动作需要提供leverage", i+1)
|
||||
}
|
||||
if d.PositionSizeUSD == 0 {
|
||||
return fmt.Errorf("决策#%d: OPEN_NEW动作需要提供position_size_usd", i+1)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
Reference in New Issue
Block a user