mirror of
https://github.com/NoFxAiOS/nofx.git
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Docs: Enhance README files with beginner-friendly guides (4 languages)
**Configuration Improvements:** - Add comprehensive "Get AI API Keys" section (DeepSeek + Qwen) - Split configuration into Beginner Mode and Expert Mode - Add step-by-step setup guides with placeholder tables - Add configuration checklist and field explanations - Document smart default behavior for use_default_coins (v2.0.2) **Startup/Monitoring Guides:** - Add detailed 2-step system startup instructions - Include expected output and error troubleshooting tables - Add monitoring and graceful shutdown procedures - Provide health check commands **AI Decision Flow Updates:** - Enhance flow diagram with emojis and wider boxes - Add v2.0.2 improvement markers throughout - Document position duration tracking - Document accurate USDT PnL calculation with leverage - Document enhanced AI freedom for raw data analysis - Document improved position tracking (symbol_side keys) - Add "Key Improvements in v2.0.2" summary section **Code Changes:** - Simplify config.json.example to beginner-friendly single trader - Implement smart default: use_default_coins auto-enables when omitted - Set default to true if false without coin_pool_api_url **Files Updated:** - README.md (English): +559 lines - README.zh-CN.md (Chinese): +527 lines - README.ru.md (Russian): +634 lines - README.uk.md (Ukrainian): +521 lines - config.json.example: Simplified configuration - config/config.go: Smart default logic Total: 2068+ additions across all documentation Co-Authored-By: tinkle-community <tinklefund@gmail.com>
This commit is contained in:
tinkle-community
557
README.md
557
README.md
@@ -207,9 +207,117 @@ npm install
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cd ..
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```
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### 4. System Configuration
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### 4. Get AI API Keys
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Create `config.json` file (use `config.json.example` as template):
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Before configuring the system, you need to obtain AI API keys. Choose one of the following AI providers:
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#### Option 1: DeepSeek (Recommended for Beginners)
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**Why DeepSeek?**
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- 💰 Cheaper than GPT-4 (about 1/10 the cost)
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- 🚀 Fast response time
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- 🎯 Excellent trading decision quality
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- 🌍 Works globally without VPN
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**How to get DeepSeek API Key:**
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1. **Visit**: [https://platform.deepseek.com](https://platform.deepseek.com)
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2. **Register**: Sign up with email/phone number
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3. **Verify**: Complete email/phone verification
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4. **Top-up**: Add credits to your account
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- Minimum: ~$5 USD
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- Recommended: $20-50 USD for testing
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5. **Create API Key**:
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- Go to API Keys section
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- Click "Create New Key"
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- Copy and save the key (starts with `sk-`)
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- ⚠️ **Important**: Save it immediately - you can't see it again!
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**Pricing**: ~$0.14 per 1M tokens (very cheap!)
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#### Option 2: Qwen (Alibaba Cloud)
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**How to get Qwen API Key:**
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1. **Visit**: [https://dashscope.aliyuncs.com](https://dashscope.aliyuncs.com)
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2. **Register**: Sign up with Alibaba Cloud account
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3. **Enable Service**: Activate DashScope service
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4. **Create API Key**:
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- Go to API Key Management
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- Create new key
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- Copy and save (starts with `sk-`)
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**Note**: May require Chinese phone number for registration
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---
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### 5. System Configuration
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**Two configuration modes available:**
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- **🌟 Beginner Mode**: Single trader + default coins (recommended!)
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- **⚔️ Expert Mode**: Multiple traders competition
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#### 🌟 Beginner Mode Configuration (Recommended)
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**Step 1**: Copy and rename the example config file
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```bash
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cp config.json.example config.json
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```
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**Step 2**: Edit `config.json` with your API keys
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```json
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{
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"traders": [
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{
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"id": "my_trader",
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"name": "My AI Trader",
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"ai_model": "deepseek",
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"binance_api_key": "YOUR_BINANCE_API_KEY",
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"binance_secret_key": "YOUR_BINANCE_SECRET_KEY",
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"use_qwen": false,
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"deepseek_key": "sk-xxxxxxxxxxxxx",
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"qwen_key": "",
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"initial_balance": 1000.0,
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"scan_interval_minutes": 3
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}
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],
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"use_default_coins": true,
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"coin_pool_api_url": "",
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"oi_top_api_url": "",
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"api_server_port": 8080
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}
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```
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**Step 3**: Replace placeholders with your actual keys
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| Placeholder | Replace With | Where to Get |
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|------------|--------------|--------------|
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| `YOUR_BINANCE_API_KEY` | Your Binance API Key | Binance → Account → API Management |
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| `YOUR_BINANCE_SECRET_KEY` | Your Binance Secret Key | Same as above |
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| `sk-xxxxxxxxxxxxx` | Your DeepSeek API Key | [platform.deepseek.com](https://platform.deepseek.com) |
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**Step 4**: Adjust initial balance (optional)
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- `initial_balance`: Set to your actual Binance futures account balance
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- Used to calculate profit/loss percentage
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- Example: If you have 500 USDT, set `"initial_balance": 500.0`
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**✅ Configuration Checklist:**
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- [ ] Binance API key filled in (no quotes issues)
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- [ ] Binance Secret key filled in (no quotes issues)
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- [ ] DeepSeek API key filled in (starts with `sk-`)
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- [ ] `use_default_coins` set to `true` (for beginners)
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- [ ] `initial_balance` matches your account balance
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- [ ] File saved as `config.json` (not `.example`)
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---
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#### ⚔️ Expert Mode: Multi-Trader Competition
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For running multiple AI traders competing against each other:
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```json
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{
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@@ -218,12 +326,13 @@ Create `config.json` file (use `config.json.example` as template):
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"id": "qwen_trader",
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"name": "Qwen AI Trader",
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"ai_model": "qwen",
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"binance_api_key": "YOUR_BINANCE_API_KEY",
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"binance_secret_key": "YOUR_BINANCE_SECRET_KEY",
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"binance_api_key": "YOUR_BINANCE_API_KEY_1",
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"binance_secret_key": "YOUR_BINANCE_SECRET_KEY_1",
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"use_qwen": true,
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"qwen_key": "sk-xxxxx",
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"scan_interval_minutes": 3,
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"initial_balance": 1000.0
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"deepseek_key": "",
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"initial_balance": 1000.0,
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"scan_interval_minutes": 3
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},
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{
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"id": "deepseek_trader",
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@@ -232,126 +341,350 @@ Create `config.json` file (use `config.json.example` as template):
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"binance_api_key": "YOUR_BINANCE_API_KEY_2",
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"binance_secret_key": "YOUR_BINANCE_SECRET_KEY_2",
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"use_qwen": false,
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"qwen_key": "",
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"deepseek_key": "sk-xxxxx",
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"scan_interval_minutes": 3,
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"initial_balance": 1000.0
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"initial_balance": 1000.0,
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"scan_interval_minutes": 3
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}
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],
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"coin_pool_api_url": "http://x.x.x.x:xxx/api/ai500/list?auth=YOUR_AUTH",
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"oi_top_api_url": "http://x.x.x.x:xxx/api/oi/top?auth=YOUR_AUTH",
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"use_default_coins": true,
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"coin_pool_api_url": "",
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"oi_top_api_url": "",
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"api_server_port": 8080
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}
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```
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**Configuration Notes:**
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- `traders`: Configure 1-N traders (single AI or multi-AI competition)
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- `id`: Unique trader identifier (used for log directory)
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- `ai_model`: "qwen" or "deepseek"
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- `binance_api_key/secret_key`: Each trader uses independent Binance account
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- `initial_balance`: Initial balance (for calculating P/L%)
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- `scan_interval_minutes`: Decision cycle (recommended 3-5 minutes)
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- `use_default_coins`: **true** = Use default 8 mainstream coins | **false** = Use API coin pool (recommended for beginners: true)
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- `coin_pool_api_url`: AI500 coin pool API (optional, ignored when use_default_coins=true)
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- `oi_top_api_url`: OI Top open interest API (optional, if empty, OI Top data is skipped)
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**Requirements for Competition Mode:**
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- 2 separate Binance futures accounts (different API keys)
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- Both AI API keys (Qwen + DeepSeek)
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- More capital for testing (recommended: 500+ USDT per account)
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**Default Coin List** (when `use_default_coins: true`):
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---
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#### 📚 Configuration Field Explanations
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| Field | Description | Example Value | Required? |
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|-------|-------------|---------------|-----------|
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| `id` | Unique identifier for this trader | `"my_trader"` | ✅ Yes |
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| `name` | Display name | `"My AI Trader"` | ✅ Yes |
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| `ai_model` | AI provider to use | `"deepseek"` or `"qwen"` | ✅ Yes |
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| `binance_api_key` | Binance API key | `"abc123..."` | ✅ Yes |
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| `binance_secret_key` | Binance Secret key | `"xyz789..."` | ✅ Yes |
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| `use_qwen` | Whether to use Qwen | `true` or `false` | ✅ Yes |
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| `deepseek_key` | DeepSeek API key | `"sk-xxx"` | If using DeepSeek |
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| `qwen_key` | Qwen API key | `"sk-xxx"` | If using Qwen |
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| `initial_balance` | Starting balance for P/L calculation | `1000.0` | ✅ Yes |
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| `scan_interval_minutes` | How often to make decisions | `3` (3-5 recommended) | ✅ Yes |
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| `use_default_coins` | Use built-in coin list<br>**✨ Smart Default: `true`** (v2.0.2+)<br>Auto-enabled if no API URL provided | `true` or omit | ❌ No<br>(Optional, auto-defaults) |
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| `coin_pool_api_url` | Custom coin pool API<br>*Only needed when `use_default_coins: false`* | `""` (empty) | ❌ No |
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| `oi_top_api_url` | Open interest API<br>*Optional supplement data* | `""` (empty) | ❌ No |
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| `api_server_port` | Web dashboard port | `8080` | ✅ Yes |
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**Default Trading Coins** (when `use_default_coins: true`):
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- BTC, ETH, SOL, BNB, XRP, DOGE, ADA, HYPE
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### 5. Run the System
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---
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**Start backend (AI trading system + API server):**
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#### ⚠️ Important: `use_default_coins` Field
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**Smart Default Behavior (v2.0.2+):**
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The system now automatically defaults to `use_default_coins: true` if:
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- You don't include this field in config.json, OR
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- You set it to `false` but don't provide `coin_pool_api_url`
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This makes it beginner-friendly! You can even omit this field entirely.
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**Configuration Examples:**
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✅ **Option 1: Explicitly set (Recommended for clarity)**
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```json
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"use_default_coins": true,
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"coin_pool_api_url": "",
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"oi_top_api_url": ""
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```
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✅ **Option 2: Omit the field (uses default coins automatically)**
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```json
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// Just don't include "use_default_coins" at all
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"coin_pool_api_url": "",
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"oi_top_api_url": ""
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```
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⚙️ **Advanced: Use external API**
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```json
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"use_default_coins": false,
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"coin_pool_api_url": "http://your-api.com/coins",
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"oi_top_api_url": "http://your-api.com/oi"
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```
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---
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### 6. Run the System
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#### 🚀 Starting the System (2 steps)
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The system has **2 parts** that run separately:
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1. **Backend** (AI trading brain + API)
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2. **Frontend** (Web dashboard for monitoring)
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---
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#### **Step 1: Start the Backend**
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Open a terminal and run:
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```bash
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# Build the program (first time only, or after code changes)
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go build -o nofx
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# Start the backend
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./nofx
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```
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**Start frontend (Web Dashboard):**
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**What you should see:**
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Open a new terminal:
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```
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🚀 启动自动交易系统...
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✓ Trader [my_trader] 已初始化
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✓ API服务器启动在端口 8080
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📊 开始交易监控...
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```
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**⚠️ If you see errors:**
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| Error Message | Solution |
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|--------------|----------|
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| `invalid API key` | Check your Binance API key in config.json |
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| `TA-Lib not found` | Run `brew install ta-lib` (macOS) |
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| `port 8080 already in use` | Change `api_server_port` in config.json |
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| `DeepSeek API error` | Verify your DeepSeek API key and balance |
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**✅ Backend is running correctly when you see:**
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- No error messages
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- "开始交易监控..." appears
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- System shows account balance
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- Keep this terminal window open!
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---
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#### **Step 2: Start the Frontend**
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Open a **NEW terminal window** (keep the first one running!), then:
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```bash
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cd web
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npm run dev
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```
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**Access the interface:**
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**What you should see:**
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```
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Web Dashboard: http://localhost:3000
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API Server: http://localhost:8080
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VITE v5.x.x ready in xxx ms
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➜ Local: http://localhost:3000/
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➜ Network: use --host to expose
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```
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### 6. Stop the System
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**✅ Frontend is running when you see:**
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- "Local: http://localhost:3000/" message
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- No error messages
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- Keep this terminal window open too!
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Press `Ctrl+C` in both terminals
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---
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#### **Step 3: Access the Dashboard**
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Open your web browser and visit:
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**🌐 http://localhost:3000**
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**What you'll see:**
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- 📊 Real-time account balance
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- 📈 Open positions (if any)
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- 🤖 AI decision logs
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- 📉 Equity curve chart
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**First-time tips:**
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- It may take 3-5 minutes for the first AI decision
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- Initial decisions might say "观望" (wait) - this is normal
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- AI needs to analyze market conditions first
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---
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### 7. Monitor the System
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**What to watch:**
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✅ **Healthy System Signs:**
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- Backend terminal shows decision cycles every 3-5 minutes
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- No continuous error messages
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- Account balance updates
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- Web dashboard refreshes automatically
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⚠️ **Warning Signs:**
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- Repeated API errors
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- No decisions for 10+ minutes
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- Balance decreasing rapidly
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**Checking System Status:**
|
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```bash
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# In a new terminal window
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curl http://localhost:8080/health
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```
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Should return: `{"status":"ok"}`
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---
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### 8. Stop the System
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**Graceful Shutdown (Recommended):**
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1. Go to the **backend terminal** (the first one)
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2. Press `Ctrl+C`
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3. Wait for "系统已停止" message
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4. Go to the **frontend terminal** (the second one)
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5. Press `Ctrl+C`
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**⚠️ Important:**
|
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- Always stop the backend first
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- Wait for confirmation before closing terminals
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- Don't force quit (don't close terminal directly)
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|
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---
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## 📖 AI Decision Flow
|
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Each decision cycle (default 3 minutes), the system runs the following process:
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Each decision cycle (default 3 minutes), the system executes the following intelligent process:
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|
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```
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┌─────────────────────────────────────────────────────┐
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│ 1. Analyze Historical Performance (last 20 cycles) │
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├─────────────────────────────────────────────────────┤
|
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│ ✓ Calculate overall win rate, avg profit, P/L ratio│
|
||||
│ ✓ Statistics for each coin (win rate, avg P/L) │
|
||||
│ ✓ Identify best/worst coins │
|
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│ ✓ List last 5 trade details │
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||||
└─────────────────────────────────────────────────────┘
|
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↓
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┌─────────────────────────────────────────────────────┐
|
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│ 2. Get Account Status │
|
||||
├─────────────────────────────────────────────────────┤
|
||||
│ • Account equity, available balance │
|
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│ • Number of positions, total P/L │
|
||||
│ • Margin usage rate │
|
||||
└─────────────────────────────────────────────────────┘
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||||
↓
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||||
┌─────────────────────────────────────────────────────┐
|
||||
│ 3. Analyze Existing Positions (if any) │
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||||
├─────────────────────────────────────────────────────┤
|
||||
│ • Get market data for each position │
|
||||
│ • Calculate technical indicators (RSI, MACD, EMA) │
|
||||
│ • AI decides whether to close positions │
|
||||
└─────────────────────────────────────────────────────┘
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||||
↓
|
||||
┌─────────────────────────────────────────────────────┐
|
||||
│ 4. Evaluate New Opportunities (candidate coin pool) │
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||||
├─────────────────────────────────────────────────────┤
|
||||
│ • Get AI500 high-score coins (top 20) │
|
||||
│ • Get OI Top growing coins (top 20) │
|
||||
│ • Merge and deduplicate, filter low liquidity │
|
||||
│ • Batch fetch market data and technical indicators │
|
||||
└─────────────────────────────────────────────────────┘
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||||
↓
|
||||
┌─────────────────────────────────────────────────────┐
|
||||
│ 5. AI Comprehensive Decision │
|
||||
├─────────────────────────────────────────────────────┤
|
||||
│ • Review historical feedback (win rate, best/worst)│
|
||||
│ • Chain of Thought analysis │
|
||||
│ • Output decision: close/open/hold/wait │
|
||||
│ • Includes leverage, position size, SL, TP │
|
||||
└─────────────────────────────────────────────────────┘
|
||||
↓
|
||||
┌─────────────────────────────────────────────────────┐
|
||||
│ 6. Execute Trades │
|
||||
├─────────────────────────────────────────────────────┤
|
||||
│ • Priority: close first, then open │
|
||||
│ • Auto-adapt precision (LOT_SIZE) │
|
||||
│ • Prevent position stacking (reject duplicate) │
|
||||
│ • Auto-cancel all orders after closing │
|
||||
└─────────────────────────────────────────────────────┘
|
||||
↓
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||||
┌─────────────────────────────────────────────────────┐
|
||||
│ 7. Record Logs │
|
||||
├─────────────────────────────────────────────────────┤
|
||||
│ • Save complete decision to decision_logs/ │
|
||||
│ • Includes CoT, decision JSON, account snapshot │
|
||||
└─────────────────────────────────────────────────────┘
|
||||
┌──────────────────────────────────────────────────────────┐
|
||||
│ 1. 📊 Analyze Historical Performance (last 20 cycles) │
|
||||
├──────────────────────────────────────────────────────────┤
|
||||
│ ✓ Calculate overall win rate, avg profit, P/L ratio │
|
||||
│ ✓ Per-coin statistics (win rate, avg P/L in USDT) │
|
||||
│ ✓ Identify best/worst performing coins │
|
||||
│ ✓ List last 5 trade details with accurate PnL │
|
||||
│ ✓ Calculate Sharpe ratio for risk-adjusted performance │
|
||||
│ 📌 NEW (v2.0.2): Accurate USDT PnL with leverage │
|
||||
└──────────────────────────────────────────────────────────┘
|
||||
↓
|
||||
┌──────────────────────────────────────────────────────────┐
|
||||
│ 2. 💰 Get Account Status │
|
||||
├──────────────────────────────────────────────────────────┤
|
||||
│ • Total equity & available balance │
|
||||
│ • Number of open positions & unrealized P/L │
|
||||
│ • Margin usage rate (AI manages up to 90%) │
|
||||
│ • Daily P/L tracking & drawdown monitoring │
|
||||
└──────────────────────────────────────────────────────────┘
|
||||
↓
|
||||
┌──────────────────────────────────────────────────────────┐
|
||||
│ 3. 🔍 Analyze Existing Positions (if any) │
|
||||
├──────────────────────────────────────────────────────────┤
|
||||
│ • For each position, fetch latest market data │
|
||||
│ • Calculate real-time technical indicators: │
|
||||
│ - 3min K-line: RSI(7), MACD, EMA20 │
|
||||
│ - 4hour K-line: RSI(14), EMA20/50, ATR │
|
||||
│ • Track position holding duration (e.g., "2h 15min") │
|
||||
│ 📌 NEW (v2.0.2): Shows how long each position held │
|
||||
│ • Display: Entry price, current price, P/L%, duration │
|
||||
│ • AI evaluates: Should hold or close? │
|
||||
└──────────────────────────────────────────────────────────┘
|
||||
↓
|
||||
┌──────────────────────────────────────────────────────────┐
|
||||
│ 4. 🎯 Evaluate New Opportunities (candidate coins) │
|
||||
├──────────────────────────────────────────────────────────┤
|
||||
│ • Fetch coin pool (2 modes): │
|
||||
│ 🌟 Default Mode: BTC, ETH, SOL, BNB, XRP, etc. │
|
||||
│ ⚙️ Advanced Mode: AI500 (top 20) + OI Top (top 20) │
|
||||
│ • Merge & deduplicate candidate coins │
|
||||
│ • Filter: Remove low liquidity (<15M USD OI value) │
|
||||
│ • Batch fetch market data + technical indicators │
|
||||
│ • Calculate volatility, trend strength, volume surge │
|
||||
└──────────────────────────────────────────────────────────┘
|
||||
↓
|
||||
┌──────────────────────────────────────────────────────────┐
|
||||
│ 5. 🧠 AI Comprehensive Decision (DeepSeek/Qwen) │
|
||||
├──────────────────────────────────────────────────────────┤
|
||||
│ • Review historical feedback: │
|
||||
│ - Recent win rate & profit factor │
|
||||
│ - Best/worst coins performance │
|
||||
│ - Avoid repeating mistakes │
|
||||
│ • Analyze all raw sequence data: │
|
||||
│ - 3min price序列, 4hour K-line序列 │
|
||||
│ - Complete indicator sequences (not just latest) │
|
||||
│ 📌 NEW (v2.0.2): AI has full freedom to analyze │
|
||||
│ • Chain of Thought (CoT) reasoning process │
|
||||
│ • Output structured decisions: │
|
||||
│ - Action: close_long/close_short/open_long/open_short│
|
||||
│ - Coin symbol, quantity, leverage │
|
||||
│ - Stop-loss & take-profit levels (≥1:2 ratio) │
|
||||
│ • Decision: Wait/Hold/Close/Open │
|
||||
└──────────────────────────────────────────────────────────┘
|
||||
↓
|
||||
┌──────────────────────────────────────────────────────────┐
|
||||
│ 6. ⚡ Execute Trades │
|
||||
├──────────────────────────────────────────────────────────┤
|
||||
│ • Priority order: Close existing → Then open new │
|
||||
│ • Risk checks before execution: │
|
||||
│ - Position size limits (1.5x for altcoins, 10x BTC) │
|
||||
│ - No duplicate positions (same coin + direction) │
|
||||
│ - Margin usage within 90% limit │
|
||||
│ • Auto-fetch & apply Binance LOT_SIZE precision │
|
||||
│ • Execute orders via Binance Futures API │
|
||||
│ • After closing: Auto-cancel all pending orders │
|
||||
│ • Record actual execution price & order ID │
|
||||
│ 📌 Track position open time for duration calculation │
|
||||
└──────────────────────────────────────────────────────────┘
|
||||
↓
|
||||
┌──────────────────────────────────────────────────────────┐
|
||||
│ 7. 📝 Record Complete Logs & Update Performance │
|
||||
├──────────────────────────────────────────────────────────┤
|
||||
│ • Save decision log to decision_logs/{trader_id}/ │
|
||||
│ • Log includes: │
|
||||
│ - Complete Chain of Thought (CoT) │
|
||||
│ - Input prompt with all market data │
|
||||
│ - Structured decision JSON │
|
||||
│ - Account snapshot (balance, positions, margin) │
|
||||
│ - Execution results (success/failure, prices) │
|
||||
│ • Update performance database: │
|
||||
│ - Match open/close pairs by symbol_side key │
|
||||
│ 📌 NEW: Prevents long/short conflicts │
|
||||
│ - Calculate accurate USDT PnL: │
|
||||
│ PnL = Position Value × Price Δ% × Leverage │
|
||||
│ 📌 NEW: Considers quantity + leverage │
|
||||
│ - Store: quantity, leverage, open time, close time │
|
||||
│ - Update win rate, profit factor, Sharpe ratio │
|
||||
│ • Performance data feeds back into next cycle │
|
||||
└──────────────────────────────────────────────────────────┘
|
||||
↓
|
||||
(Repeat every 3-5 min)
|
||||
```
|
||||
|
||||
### Key Improvements in v2.0.2
|
||||
|
||||
**📌 Position Duration Tracking:**
|
||||
- System now tracks how long each position has been held
|
||||
- Displayed in user prompt: "持仓时长2小时15分钟"
|
||||
- Helps AI make better decisions on when to exit
|
||||
|
||||
**📌 Accurate PnL Calculation:**
|
||||
- Previously: Only percentage (100U@5% = 1000U@5% = both showed "5.0")
|
||||
- Now: Real USDT profit = Position Value × Price Change × Leverage
|
||||
- Example: 1000 USDT × 5% × 20x = 1000 USDT actual profit
|
||||
|
||||
**📌 Enhanced AI Freedom:**
|
||||
- AI can freely analyze all raw sequence data
|
||||
- No longer restricted to predefined indicator combinations
|
||||
- Can perform own trend analysis, support/resistance calculation
|
||||
|
||||
**📌 Improved Position Tracking:**
|
||||
- Uses `symbol_side` key (e.g., "BTCUSDT_long")
|
||||
- Prevents conflicts when holding both long & short
|
||||
- Stores complete data: quantity, leverage, open/close times
|
||||
|
||||
---
|
||||
|
||||
## 🧠 AI Self-Learning Example
|
||||
@@ -528,6 +861,50 @@ sudo apt-get install libta-lib0-dev
|
||||
|
||||
## 🔄 Changelog
|
||||
|
||||
### v2.0.2 (2025-10-29)
|
||||
|
||||
**Critical Bug Fixes - Trade History & Performance Analysis:**
|
||||
|
||||
This version fixes **critical calculation errors** in the historical trade record and performance analysis system that significantly affected profitability statistics.
|
||||
|
||||
**1. PnL Calculation - Major Error Fixed** (logger/decision_logger.go)
|
||||
- **Problem**: Previously calculated PnL as percentage only, completely ignoring position size and leverage
|
||||
- Example: 100 USDT position earning 5% and 1000 USDT position earning 5% both showed `5.0` as profit
|
||||
- This made performance analysis completely inaccurate
|
||||
- **Solution**: Now calculates actual USDT profit amount
|
||||
```
|
||||
PnL (USDT) = Position Value × Price Change % × Leverage
|
||||
Example: 1000 USDT × 5% × 20x = 1000 USDT actual profit
|
||||
```
|
||||
- **Impact**: Win rate, profit factor, and Sharpe ratio now based on accurate USDT amounts
|
||||
|
||||
**2. Position Tracking - Missing Critical Data**
|
||||
- **Problem**: Open position records only stored price and time, missing quantity and leverage
|
||||
- **Solution**: Now stores complete trade data:
|
||||
- `quantity`: Position size (in coins)
|
||||
- `leverage`: Leverage multiplier (e.g., 20x)
|
||||
- These are essential for accurate PnL calculations
|
||||
|
||||
**3. Position Key Logic - Long/Short Conflict**
|
||||
- **Problem**: Used `symbol` as position key, causing data conflicts when holding both long and short
|
||||
- Example: BTCUSDT long and BTCUSDT short would overwrite each other
|
||||
- **Solution**: Changed to `symbol_side` format (e.g., `BTCUSDT_long`, `BTCUSDT_short`)
|
||||
- Now properly distinguishes between long and short positions
|
||||
|
||||
**4. Sharpe Ratio Calculation - Code Optimization**
|
||||
- **Problem**: Used custom Newton's method for square root calculation
|
||||
- **Solution**: Replaced with standard library `math.Sqrt`
|
||||
- More reliable, maintainable, and efficient
|
||||
|
||||
**Why This Update Matters:**
|
||||
- ✅ Historical trade statistics now show **real USDT profit/loss** instead of meaningless percentages
|
||||
- ✅ Performance comparison between different leverage trades is now accurate
|
||||
- ✅ AI self-learning mechanism receives correct historical feedback
|
||||
- ✅ Profit factor and Sharpe ratio calculations are now meaningful
|
||||
- ✅ Multi-position tracking (long + short simultaneously) works correctly
|
||||
|
||||
**Recommendation**: If you were running the system before this update, your historical statistics were inaccurate. After updating to v2.0.2, new trades will be calculated correctly.
|
||||
|
||||
### v2.0.1 (2025-10-29)
|
||||
|
||||
**Bug Fixes:**
|
||||
@@ -595,7 +972,7 @@ Issues and Pull Requests are welcome!
|
||||
|
||||
---
|
||||
|
||||
**Last Updated**: 2025-10-29
|
||||
**Last Updated**: 2025-10-29 (v2.0.2)
|
||||
|
||||
**⚡ Explore the possibilities of quantitative trading with the power of AI!**
|
||||
|
||||
|
||||
Reference in New Issue
Block a user