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feat(store): add box and regime fields to grid models

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tinkle-community
2026-01-17 21:49:30 +08:00
parent bd8cc9c176
commit 4642671e77
1 changed files with 37 additions and 0 deletions
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37
store/grid.go
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@@ -39,6 +39,23 @@ type GridConfigModel struct {
MinRangingScore int `json:"min_ranging_score" gorm:"default:60"` MinRangingScore int `json:"min_ranging_score" gorm:"default:60"`
TrendResumeThreshold int `json:"trend_resume_threshold" gorm:"default:70"` TrendResumeThreshold int `json:"trend_resume_threshold" gorm:"default:70"`
// Box indicator periods (1h candles)
ShortBoxPeriod int `json:"short_box_period" gorm:"default:72"` // 3 days
MidBoxPeriod int `json:"mid_box_period" gorm:"default:240"` // 10 days
LongBoxPeriod int `json:"long_box_period" gorm:"default:500"` // 21 days
// Effective leverage limits by regime level
NarrowRegimeLeverage int `json:"narrow_regime_leverage" gorm:"default:2"`
StandardRegimeLeverage int `json:"standard_regime_leverage" gorm:"default:4"`
WideRegimeLeverage int `json:"wide_regime_leverage" gorm:"default:3"`
VolatileRegimeLeverage int `json:"volatile_regime_leverage" gorm:"default:2"`
// Position limits by regime level (percentage of total investment)
NarrowRegimePositionPct float64 `json:"narrow_regime_position_pct" gorm:"default:40"`
StandardRegimePositionPct float64 `json:"standard_regime_position_pct" gorm:"default:70"`
WideRegimePositionPct float64 `json:"wide_regime_position_pct" gorm:"default:60"`
VolatileRegimePositionPct float64 `json:"volatile_regime_position_pct" gorm:"default:40"`
OrderRefreshSec int `json:"order_refresh_sec" gorm:"default:300"` OrderRefreshSec int `json:"order_refresh_sec" gorm:"default:300"`
UseMakerOnly bool `json:"use_maker_only" gorm:"default:true"` UseMakerOnly bool `json:"use_maker_only" gorm:"default:true"`
SlippageTolerPct float64 `json:"slippage_toler_pct" gorm:"default:0.1"` SlippageTolerPct float64 `json:"slippage_toler_pct" gorm:"default:0.1"`
@@ -71,6 +88,26 @@ type GridInstanceModel struct {
LastRegimeCheck time.Time `json:"last_regime_check"` LastRegimeCheck time.Time `json:"last_regime_check"`
ConsecutiveTrending int `json:"consecutive_trending"` ConsecutiveTrending int `json:"consecutive_trending"`
// Current regime level (narrow/standard/wide/volatile/trending)
CurrentRegimeLevel string `json:"current_regime_level" gorm:"default:standard"`
// Box state
ShortBoxUpper float64 `json:"short_box_upper"`
ShortBoxLower float64 `json:"short_box_lower"`
MidBoxUpper float64 `json:"mid_box_upper"`
MidBoxLower float64 `json:"mid_box_lower"`
LongBoxUpper float64 `json:"long_box_upper"`
LongBoxLower float64 `json:"long_box_lower"`
// Breakout state
BreakoutLevel string `json:"breakout_level" gorm:"default:none"` // none/short/mid/long
BreakoutDirection string `json:"breakout_direction"` // up/down
BreakoutConfirmCount int `json:"breakout_confirm_count" gorm:"default:0"`
BreakoutStartTime time.Time `json:"breakout_start_time"`
// Position adjustment due to breakout
PositionReductionPct float64 `json:"position_reduction_pct" gorm:"default:0"` // 0 = normal, 50 = reduced
TotalProfit float64 `json:"total_profit" gorm:"default:0"` TotalProfit float64 `json:"total_profit" gorm:"default:0"`
TotalFees float64 `json:"total_fees" gorm:"default:0"` TotalFees float64 `json:"total_fees" gorm:"default:0"`
TotalTrades int `json:"total_trades" gorm:"default:0"` TotalTrades int `json:"total_trades" gorm:"default:0"`