feat: Add position snapshot to track auto-closed positions (PR #231)

- Add position_snapshots table to track all closed positions
- Record both manual and auto-closed positions
- Fix data integrity issue where auto-closed positions were not recorded
- Improve trade history tracking and analysis
- Merge with existing partial_close functionality

logger/decision_logger.go

@@ -243,7 +243,7 @@ func (l *DecisionLogger) GetStatistics() (*Statistics, error) {
 				switch action.Action {
 				case "open_long", "open_short":
 					stats.TotalOpenPositions++
-				case "close_long", "close_short", "partial_close":
+				case "close_long", "close_short", "partial_close", "auto_close_long", "auto_close_short":
 					stats.TotalClosePositions++
 					// update_stop_loss 和 update_take_profit 不計入統計
 				}
@@ -349,9 +349,9 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 
 				symbol := action.Symbol
 				side := ""
-				if action.Action == "open_long" || action.Action == "close_long" || action.Action == "partial_close" {
+			if action.Action == "open_long" || action.Action == "close_long" || action.Action == "partial_close" || action.Action == "auto_close_long" {
 					side = "long"
-				} else if action.Action == "open_short" || action.Action == "close_short" {
+				} else if action.Action == "open_short" || action.Action == "close_short" || action.Action == "auto_close_short" {
 					side = "short"
 				}
 
@@ -377,7 +377,7 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 						"quantity":  action.Quantity,
 						"leverage":  action.Leverage,
 					}
-				case "close_long", "close_short":
+				case "close_long", "close_short", "auto_close_long", "auto_close_short":
 					// 移除已平仓记录
 					delete(openPositions, posKey)
 					// partial_close 不處理，保留持倉記錄
@@ -395,9 +395,9 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 
 			symbol := action.Symbol
 			side := ""
-			if action.Action == "open_long" || action.Action == "close_long" || action.Action == "partial_close" {
+			if action.Action == "open_long" || action.Action == "close_long" || action.Action == "partial_close" || action.Action == "auto_close_long" {
 				side = "long"
-			} else if action.Action == "open_short" || action.Action == "close_short" {
+			} else if action.Action == "open_short" || action.Action == "close_short" || action.Action == "auto_close_short" {
 				side = "short"
 			}
 
@@ -425,7 +425,7 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 					"leverage":  action.Leverage,
 				}
 
-			case "close_long", "close_short", "partial_close":
+			case "close_long", "close_short", "partial_close", "auto_close_long", "auto_close_short":
 				// 查找对应的开仓记录（可能来自预填充或当前窗口）
 				if openPos, exists := openPositions[posKey]; exists {
 					openPrice := openPos["openPrice"].(float64)

trader/auto_trader.go

@@ -76,6 +76,15 @@ type AutoTraderConfig struct {
 	SystemPromptTemplate string // 系统提示词模板名称（如 "default", "aggressive"）
 }
 
+// PositionSnapshot 持仓快照（用于检测自动平仓）
+type PositionSnapshot struct {
+	Symbol     string
+	Side       string
+	Quantity   float64
+	EntryPrice float64
+	Leverage   int
+}
+
 // AutoTrader 自动交易器
 type AutoTrader struct {
 	id                    string // Trader唯一标识
@@ -99,6 +108,7 @@ type AutoTrader struct {
 	startTime             time.Time        // 系统启动时间
 	callCount             int              // AI调用次数
 	positionFirstSeenTime map[string]int64 // 持仓首次出现时间 (symbol_side -> timestamp毫秒)
+	lastPositions         map[string]*PositionSnapshot // 上一个周期的持仓快照 (symbol_side -> snapshot)
 }
 
 // NewAutoTrader 创建自动交易器
@@ -218,6 +228,7 @@ func NewAutoTrader(config AutoTraderConfig) (*AutoTrader, error) {
 		callCount:             0,
 		isRunning:             false,
 		positionFirstSeenTime: make(map[string]int64),
+		lastPositions:         make(map[string]*PositionSnapshot),
 	}, nil
 }
 
@@ -295,6 +306,15 @@ func (at *AutoTrader) runCycle() error {
 		return fmt.Errorf("构建交易上下文失败: %w", err)
 	}
 
+	// 3.1 检测自动平仓（止损/止盈触发）
+	autoClosedActions := at.detectAutoClosedPositions(ctx.Positions)
+	for _, action := range autoClosedActions {
+		log.Printf("[AUTO-CLOSE] 检测到自动平仓: %s %s (价格: %.4f)", action.Symbol, action.Action, action.Price)
+		record.Decisions = append(record.Decisions, action)
+		record.ExecutionLog = append(record.ExecutionLog, 
+			fmt.Sprintf("[AUTO-CLOSE] 自动平仓: %s %s (止损/止盈触发)", action.Symbol, action.Action))
+	}
+
 	// 保存账户状态快照
 	record.AccountState = logger.AccountSnapshot{
 		TotalBalance:          ctx.Account.TotalEquity,
@@ -428,7 +448,47 @@ func (at *AutoTrader) runCycle() error {
 		record.Decisions = append(record.Decisions, actionRecord)
 	}
 
-	// 9. 保存决策记录
+	// 9. 更新持仓快照（用于下一周期检测自动平仓）
+	// 注意：需要重新获取当前持仓，因为 AI 可能在本周期执行了平仓操作
+	// ctx.Positions 是周期开始时的持仓，不反映本周期的变化
+	currentPositionsAfterExecution, err := at.trader.GetPositions()
+	if err != nil {
+		log.Printf("⚠ 更新持仓快照失败，无法获取当前持仓: %v", err)
+		// 即使失败也不影响主流程，下一周期可能会有误报但不会崩溃
+	} else {
+		// 将原始持仓数据转换为快照格式
+		snapshots := make([]PositionSnapshot, 0, len(currentPositionsAfterExecution))
+		for _, pos := range currentPositionsAfterExecution {
+			symbol := pos["symbol"].(string)
+			side := pos["side"].(string)
+			entryPrice := pos["entryPrice"].(float64)
+			quantity := pos["positionAmt"].(float64)
+			if quantity < 0 {
+				quantity = -quantity // 空仓数量为负，转为正数
+			}
+			leverage := 10
+			if lev, ok := pos["leverage"].(float64); ok {
+				leverage = int(lev)
+			}
+			
+			snapshots = append(snapshots, PositionSnapshot{
+				Symbol:     symbol,
+				Side:       side,
+				EntryPrice: entryPrice,
+				Quantity:   quantity,
+				Leverage:   leverage,
+			})
+		}
+		at.lastPositions = make(map[string]*PositionSnapshot)
+		for _, snap := range snapshots {
+			posKey := snap.Symbol + "_" + snap.Side
+			// 创建副本避免指针问题
+			snapshot := snap
+			at.lastPositions[posKey] = &snapshot
+		}
+	}
+
+	// 10. 保存决策记录
 	if err := at.decisionLogger.LogDecision(record); err != nil {
 		log.Printf("⚠ 保存决策记录失败: %v", err)
 	}
@@ -1306,3 +1366,74 @@ func normalizeSymbol(symbol string) string {
 
 	return symbol
 }
+
+// detectAutoClosedPositions 检测自动平仓的持仓（止损/止盈触发）
+func (at *AutoTrader) detectAutoClosedPositions(currentPositions []decision.PositionInfo) []logger.DecisionAction {
+	var autoClosedActions []logger.DecisionAction
+
+	// 创建当前持仓的map便于查找
+	currentPosMap := make(map[string]bool)
+	for _, pos := range currentPositions {
+		posKey := pos.Symbol + "_" + pos.Side
+		currentPosMap[posKey] = true
+	}
+
+	// 检查上一个周期的持仓，哪些现在消失了
+	for posKey, lastPos := range at.lastPositions {
+		if !currentPosMap[posKey] {
+			// 这个持仓消失了，说明被自动平仓了（止损/止盈触发）
+			// 获取当前价格作为平仓价格的近似值
+			marketData, err := market.Get(lastPos.Symbol)
+			closePrice := 0.0
+			if err == nil {
+				closePrice = marketData.CurrentPrice
+			} else {
+				// 如果无法获取当前价格，使用入场价作为fallback
+				closePrice = lastPos.EntryPrice
+			}
+
+			// 确定是平多仓还是平空仓
+			action := "auto_close_long"
+			if lastPos.Side == "short" {
+				action = "auto_close_short"
+			}
+
+			// 创建自动平仓记录
+			autoClosedAction := logger.DecisionAction{
+				Action:    action,
+				Symbol:    lastPos.Symbol,
+				Quantity:  lastPos.Quantity,
+				Leverage:  lastPos.Leverage,
+				Price:     closePrice,
+				OrderID:   0, // 自动平仓没有特定的订单ID
+				Timestamp: time.Now(),
+				Success:   true,
+				Error:     "",
+			}
+
+			autoClosedActions = append(autoClosedActions, autoClosedAction)
+			log.Printf("[AUTO-CLOSE] 检测到自动平仓: %s %s @ %.4f (可能由止损/止盈触发)", 
+				lastPos.Symbol, action, closePrice)
+		}
+	}
+
+	return autoClosedActions
+}
+
+// updatePositionSnapshots 更新持仓快照（用于下一周期检测自动平仓）
+func (at *AutoTrader) updatePositionSnapshots(currentPositions []decision.PositionInfo) {
+	// 清空旧的快照
+	at.lastPositions = make(map[string]*PositionSnapshot)
+
+	// 记录当前所有持仓
+	for _, pos := range currentPositions {
+		posKey := pos.Symbol + "_" + pos.Side
+		at.lastPositions[posKey] = &PositionSnapshot{
+			Symbol:     pos.Symbol,
+			Side:       pos.Side,
+			Quantity:   pos.Quantity,
+			EntryPrice: pos.EntryPrice,
+			Leverage:   pos.Leverage,
+		}
+	}
+}