mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-19 02:14:35 +08:00
feat: simplify Claw402 autopilot trading flow
This commit is contained in:
tinkle-community
278
trader/auto_trader_throttle.go
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278
trader/auto_trader_throttle.go
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@@ -0,0 +1,278 @@
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package trader
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import (
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"fmt"
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"nofx/kernel"
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"nofx/market"
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"nofx/store"
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"strings"
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"time"
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)
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const (
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autopilotMinHoldDuration = 45 * time.Minute
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autopilotNoiseCloseHoldDuration = 90 * time.Minute
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autopilotReentryCooldown = 90 * time.Minute
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autopilotMaxOpensPerHour = 1
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autopilotMaxOpensPerCycle = 1
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earlyCloseStopLossBypassPct = -2.5
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earlyCloseTakeProfitBypassPct = 5.0
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noiseCloseLossFloorPct = -1.0
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noiseCloseProfitCeilingPct = 2.0
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)
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func isOpenAction(action string) bool {
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switch strings.ToLower(strings.TrimSpace(action)) {
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case "open_long", "open_short":
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return true
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default:
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return false
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}
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}
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func isCloseAction(action string) bool {
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switch strings.ToLower(strings.TrimSpace(action)) {
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case "close_long", "close_short":
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return true
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default:
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return false
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}
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}
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func closeActionSide(action string) string {
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switch strings.ToLower(strings.TrimSpace(action)) {
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case "close_long":
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return "long"
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case "close_short":
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return "short"
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default:
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return ""
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}
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}
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func openActionSide(action string) string {
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switch strings.ToLower(strings.TrimSpace(action)) {
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case "open_long":
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return "long"
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case "open_short":
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return "short"
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default:
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return ""
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}
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}
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func normalizedDecisionSymbol(symbol string) string {
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return market.Normalize(strings.TrimSpace(symbol))
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}
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func (at *AutoTrader) tradeThrottleReason(decision kernel.Decision, ctx *kernel.Context, opensQueuedThisCycle int) string {
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if ctx == nil {
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return ""
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}
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switch {
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case isOpenAction(decision.Action):
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return at.openThrottleReason(decision, ctx, opensQueuedThisCycle)
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case isCloseAction(decision.Action):
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return at.closeThrottleReason(decision, ctx)
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default:
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return ""
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}
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}
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func (at *AutoTrader) openThrottleReason(decision kernel.Decision, ctx *kernel.Context, opensQueuedThisCycle int) string {
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symbol := normalizedDecisionSymbol(decision.Symbol)
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if symbol == "" {
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return ""
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}
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if opensQueuedThisCycle >= autopilotMaxOpensPerCycle {
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return fmt.Sprintf("trade throttle: only %d new position may be opened per cycle", autopilotMaxOpensPerCycle)
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}
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if pos := findAnyContextPosition(ctx, symbol); pos != nil {
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return fmt.Sprintf("trade throttle: %s already has an open %s position; manage or close it before opening another side", symbol, pos.Side)
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}
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openCount, err := at.countRecentOpenOrders(time.Now().Add(-1 * time.Hour))
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if err != nil {
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at.logWarnf("⚠️ Trade throttle could not read recent open orders: %v", err)
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} else if openCount >= autopilotMaxOpensPerHour {
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return fmt.Sprintf("trade throttle: %d open order already executed in the last hour; max is %d", openCount, autopilotMaxOpensPerHour)
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}
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if order := at.findRecentCloseOrder(symbol, time.Now().Add(-autopilotReentryCooldown)); order != nil {
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age := time.Since(time.UnixMilli(order.CreatedAt))
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remaining := autopilotReentryCooldown - age
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if remaining < 0 {
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remaining = 0
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}
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return fmt.Sprintf("trade throttle: %s was closed %s ago; wait %s before re-entry", symbol, roundDuration(age), roundDuration(remaining))
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}
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return ""
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}
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func (at *AutoTrader) closeThrottleReason(decision kernel.Decision, ctx *kernel.Context) string {
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symbol := normalizedDecisionSymbol(decision.Symbol)
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side := closeActionSide(decision.Action)
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if symbol == "" || side == "" {
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return ""
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}
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pos := findContextPosition(ctx, symbol, side)
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pnlPct := 0.0
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entryTime := int64(0)
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if pos != nil {
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pnlPct = pos.UnrealizedPnLPct
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entryTime = pos.UpdateTime
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}
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if order := at.findRecentOpenOrder(symbol, side, time.Now().Add(-autopilotNoiseCloseHoldDuration)); order != nil && order.CreatedAt > entryTime {
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entryTime = order.CreatedAt
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}
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if entryTime <= 0 {
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return ""
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}
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heldFor := time.Since(time.UnixMilli(entryTime))
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if heldFor < 0 {
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heldFor = 0
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}
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if heldFor >= autopilotMinHoldDuration {
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if heldFor >= autopilotNoiseCloseHoldDuration ||
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pnlPct <= noiseCloseLossFloorPct ||
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pnlPct >= noiseCloseProfitCeilingPct {
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return ""
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}
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remaining := autopilotNoiseCloseHoldDuration - heldFor
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return fmt.Sprintf(
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"trade throttle: %s %s has been held for %s with PnL %.2f%%; it is still inside the noise band %.1f%% to %.1f%%, so wait about %s before a flat/small close",
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symbol,
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side,
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roundDuration(heldFor),
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pnlPct,
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noiseCloseLossFloorPct,
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noiseCloseProfitCeilingPct,
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roundDuration(remaining),
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)
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}
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// Do not block true risk exits or unusually strong take-profit exits.
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if pnlPct <= earlyCloseStopLossBypassPct || pnlPct >= earlyCloseTakeProfitBypassPct {
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return ""
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}
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remaining := autopilotMinHoldDuration - heldFor
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return fmt.Sprintf(
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"trade throttle: %s %s has only been held for %s with PnL %.2f%%; min AI-managed hold is %s unless loss <= %.1f%% or profit >= %.1f%%",
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symbol,
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side,
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roundDuration(heldFor),
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pnlPct,
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roundDuration(autopilotMinHoldDuration),
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earlyCloseStopLossBypassPct,
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earlyCloseTakeProfitBypassPct,
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) + fmt.Sprintf("; wait about %s", roundDuration(remaining))
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}
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func findContextPosition(ctx *kernel.Context, symbol string, side string) *kernel.PositionInfo {
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if ctx == nil {
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return nil
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}
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for i := range ctx.Positions {
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pos := &ctx.Positions[i]
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if normalizedDecisionSymbol(pos.Symbol) == symbol && strings.EqualFold(pos.Side, side) {
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return pos
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}
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}
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return nil
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}
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func findAnyContextPosition(ctx *kernel.Context, symbol string) *kernel.PositionInfo {
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if ctx == nil {
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return nil
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}
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for i := range ctx.Positions {
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pos := &ctx.Positions[i]
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if normalizedDecisionSymbol(pos.Symbol) == symbol {
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return pos
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}
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}
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return nil
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}
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func (at *AutoTrader) recentOrders(limit int) ([]*store.TraderOrder, error) {
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if at == nil || at.store == nil {
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return nil, nil
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}
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return at.store.Order().GetTraderOrders(at.id, limit)
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}
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func (at *AutoTrader) countRecentOpenOrders(since time.Time) (int, error) {
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orders, err := at.recentOrders(100)
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if err != nil {
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return 0, err
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}
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sinceMs := since.UTC().UnixMilli()
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count := 0
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for _, order := range orders {
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if order == nil || order.CreatedAt < sinceMs || isCanceledOrder(order) {
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continue
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}
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if isOpenAction(order.OrderAction) {
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count++
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}
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}
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return count, nil
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}
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func (at *AutoTrader) findRecentCloseOrder(symbol string, since time.Time) *store.TraderOrder {
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orders, err := at.recentOrders(100)
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if err != nil {
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at.logWarnf("⚠️ Trade throttle could not read recent close orders: %v", err)
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return nil
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}
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sinceMs := since.UTC().UnixMilli()
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for _, order := range orders {
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if order == nil || order.CreatedAt < sinceMs || isCanceledOrder(order) {
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continue
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}
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if normalizedDecisionSymbol(order.Symbol) == symbol && isCloseAction(order.OrderAction) {
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return order
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}
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}
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return nil
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}
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func (at *AutoTrader) findRecentOpenOrder(symbol string, side string, since time.Time) *store.TraderOrder {
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orders, err := at.recentOrders(100)
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if err != nil {
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at.logWarnf("⚠️ Trade throttle could not read recent open orders: %v", err)
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return nil
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}
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sinceMs := since.UTC().UnixMilli()
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for _, order := range orders {
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if order == nil || order.CreatedAt < sinceMs || isCanceledOrder(order) {
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continue
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}
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if normalizedDecisionSymbol(order.Symbol) == symbol &&
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strings.EqualFold(openActionSide(order.OrderAction), side) {
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return order
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}
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}
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return nil
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}
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func isCanceledOrder(order *store.TraderOrder) bool {
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status := strings.ToUpper(strings.TrimSpace(order.Status))
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return status == "CANCELED" || status == "CANCELLED" || status == "REJECTED" || status == "EXPIRED"
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}
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func roundDuration(d time.Duration) string {
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if d < time.Minute {
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return "0m"
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}
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return d.Round(time.Minute).String()
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}
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