feat(kernel): add box indicators to AI prompt

- Add BoxData field to GridContext
- Add box indicator table to both zh/en prompts
- Show breakout/warning alerts based on price position
This commit is contained in:
tinkle-community
2026-01-17 22:05:10 +08:00
parent 2b1012b85b
commit 35fcf17df4

View File

@@ -81,6 +81,9 @@ type GridContext struct {
WinningTrades int `json:"winning_trades"`
MaxDrawdown float64 `json:"max_drawdown"`
DailyPnL float64 `json:"daily_pnl"`
// Box indicators (Donchian Channels)
BoxData *market.BoxData `json:"box_data,omitempty"`
}
// ============================================================================
@@ -226,6 +229,41 @@ func buildGridUserPromptZh(ctx *GridContext) string {
sb.WriteString(fmt.Sprintf("- 资金费率: %.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("|----------|------|------|------|\n")
shortWidth := 0.0
midWidth := 0.0
longWidth := 0.0
if ctx.BoxData.CurrentPrice > 0 {
shortWidth = (ctx.BoxData.ShortUpper - ctx.BoxData.ShortLower) / ctx.BoxData.CurrentPrice * 100
midWidth = (ctx.BoxData.MidUpper - ctx.BoxData.MidLower) / ctx.BoxData.CurrentPrice * 100
longWidth = (ctx.BoxData.LongUpper - ctx.BoxData.LongLower) / ctx.BoxData.CurrentPrice * 100
}
sb.WriteString(fmt.Sprintf("| 短期 (3天) | %.2f | %.2f | %.2f%% |\n",
ctx.BoxData.ShortUpper, ctx.BoxData.ShortLower, shortWidth))
sb.WriteString(fmt.Sprintf("| 中期 (10天) | %.2f | %.2f | %.2f%% |\n",
ctx.BoxData.MidUpper, ctx.BoxData.MidLower, midWidth))
sb.WriteString(fmt.Sprintf("| 长期 (21天) | %.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))
// 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")
} 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("\n")
}
// Account section
sb.WriteString("## 账户状态\n")
sb.WriteString(fmt.Sprintf("- 总权益: $%.2f\n", ctx.TotalEquity))
@@ -288,6 +326,41 @@ func buildGridUserPromptEn(ctx *GridContext) string {
sb.WriteString(fmt.Sprintf("- Funding Rate: %.4f%%\n", ctx.FundingRate*100))
sb.WriteString("\n")
// Box Indicator Section
if ctx.BoxData != nil {
sb.WriteString("## Box Indicators (Donchian Channels)\n\n")
sb.WriteString("| Box Level | Upper | Lower | Width |\n")
sb.WriteString("|-----------|-------|-------|-------|\n")
shortWidth := 0.0
midWidth := 0.0
longWidth := 0.0
if ctx.BoxData.CurrentPrice > 0 {
shortWidth = (ctx.BoxData.ShortUpper - ctx.BoxData.ShortLower) / ctx.BoxData.CurrentPrice * 100
midWidth = (ctx.BoxData.MidUpper - ctx.BoxData.MidLower) / ctx.BoxData.CurrentPrice * 100
longWidth = (ctx.BoxData.LongUpper - ctx.BoxData.LongLower) / ctx.BoxData.CurrentPrice * 100
}
sb.WriteString(fmt.Sprintf("| Short (3d) | %.2f | %.2f | %.2f%% |\n",
ctx.BoxData.ShortUpper, ctx.BoxData.ShortLower, shortWidth))
sb.WriteString(fmt.Sprintf("| Mid (10d) | %.2f | %.2f | %.2f%% |\n",
ctx.BoxData.MidUpper, ctx.BoxData.MidLower, midWidth))
sb.WriteString(fmt.Sprintf("| Long (21d) | %.2f | %.2f | %.2f%% |\n",
ctx.BoxData.LongUpper, ctx.BoxData.LongLower, longWidth))
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("⚠️ BREAKOUT: Price outside long-term box!\n")
} else if price > ctx.BoxData.MidUpper || price < ctx.BoxData.MidLower {
sb.WriteString("⚠️ WARNING: Price approaching long-term box boundary\n")
}
sb.WriteString("\n")
}
// Account section
sb.WriteString("## Account Status\n")
sb.WriteString(fmt.Sprintf("- Total Equity: $%.2f\n", ctx.TotalEquity))