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feat: use OHLCV table format for kline data in AI prompts

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- Add KlineBar struct with full OHLCV data and timestamp
- Store complete kline data in TimeframeSeriesData.Klines
- Format klines as readable table with Time, Open, High, Low, Close, Volume
- Mark current (latest) bar for clarity
- Use kline count from strategy config instead of hardcoded 10
- Keep MidPrices/Volume for backward compatibility
- Update both market/data.go and decision/strategy_engine.go formatters
This commit is contained in:
tinkle-community
2025-12-08 12:27:27 +08:00
parent 8a5744e0a0
commit 24717d8589
3 changed files with 106 additions and 43 deletions
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39
decision/strategy_engine.go
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@@ -702,39 +702,56 @@ func (e *StrategyEngine) formatMarketData(data *market.Data) string {
// formatTimeframeSeriesData formats series data for a single timeframe
func (e *StrategyEngine) formatTimeframeSeriesData(sb *strings.Builder, data *market.TimeframeSeriesData, indicators store.IndicatorConfig) {
if len(data.MidPrices) > 0 {
// Use OHLCV table format if kline data is available
if len(data.Klines) > 0 {
sb.WriteString("Time(UTC) Open High Low Close Volume\n")
for i, k := range data.Klines {
t := time.Unix(k.Time/1000, 0).UTC()
timeStr := t.Format("01-02 15:04")
marker := ""
if i == len(data.Klines)-1 {
marker = " <- current"
}
sb.WriteString(fmt.Sprintf("%-14s %-9.4f %-9.4f %-9.4f %-9.4f %-12.2f%s\n",
timeStr, k.Open, k.High, k.Low, k.Close, k.Volume, marker))
}
sb.WriteString("\n")
} else if len(data.MidPrices) > 0 {
// Fallback to old format for backward compatibility
sb.WriteString(fmt.Sprintf("Mid prices: %s\n\n", formatFloatSlice(data.MidPrices)))
if indicators.EnableVolume && len(data.Volume) > 0 {
sb.WriteString(fmt.Sprintf("Volume: %s\n\n", formatFloatSlice(data.Volume)))
}
}
// Technical indicators (only show if enabled and data available)
if indicators.EnableEMA {
if len(data.EMA20Values) > 0 {
sb.WriteString(fmt.Sprintf("EMA indicators (20-period): %s\n\n", formatFloatSlice(data.EMA20Values)))
sb.WriteString(fmt.Sprintf("EMA20: %s\n", formatFloatSlice(data.EMA20Values)))
}
if len(data.EMA50Values) > 0 {
sb.WriteString(fmt.Sprintf("EMA indicators (50-period): %s\n\n", formatFloatSlice(data.EMA50Values)))
sb.WriteString(fmt.Sprintf("EMA50: %s\n", formatFloatSlice(data.EMA50Values)))
}
}
if indicators.EnableMACD && len(data.MACDValues) > 0 {
sb.WriteString(fmt.Sprintf("MACD indicators: %s\n\n", formatFloatSlice(data.MACDValues)))
sb.WriteString(fmt.Sprintf("MACD: %s\n", formatFloatSlice(data.MACDValues)))
}
if indicators.EnableRSI {
if len(data.RSI7Values) > 0 {
sb.WriteString(fmt.Sprintf("RSI indicators (7-Period): %s\n\n", formatFloatSlice(data.RSI7Values)))
sb.WriteString(fmt.Sprintf("RSI7: %s\n", formatFloatSlice(data.RSI7Values)))
}
if len(data.RSI14Values) > 0 {
sb.WriteString(fmt.Sprintf("RSI indicators (14-Period): %s\n\n", formatFloatSlice(data.RSI14Values)))
sb.WriteString(fmt.Sprintf("RSI14: %s\n", formatFloatSlice(data.RSI14Values)))
}
}
if indicators.EnableVolume && len(data.Volume) > 0 {
sb.WriteString(fmt.Sprintf("Volume: %s\n\n", formatFloatSlice(data.Volume)))
if indicators.EnableATR && data.ATR14 > 0 {
sb.WriteString(fmt.Sprintf("ATR14: %.4f\n", data.ATR14))
}
if indicators.EnableATR {
sb.WriteString(fmt.Sprintf("ATR (14-period): %.3f\n\n", data.ATR14))
}
sb.WriteString("\n")
}
// formatFloatSlice formats float slice