fix: detect and record stop-loss/take-profit auto-close trades

Fixes #200

Previously, positions closed via stop-loss or take-profit were not
recorded in decision logs, causing inaccurate performance metrics
(win rate, profit factor, etc.) displayed in the frontend.

This commit implements a position snapshot mechanism to detect
auto-closed positions by comparing positions between trading cycles.

Changes:
- Add PositionSnapshot struct to track position state
- Add detectAutoClosedPositions() to detect disappeared positions
- Update position snapshots at cycle end (after AI execution)
- Support auto_close_long/auto_close_short action types in logger
- Ensure accurate performance analysis including auto-closed trades

Key fix:
- Snapshots are updated AFTER AI execution to avoid false positives
- AI manual closes won't be mistakenly detected as auto-closes
This commit is contained in:
Xeron
2025-11-02 12:35:37 +08:00
parent 7b5970567f
commit 5c9b396e5a
2 changed files with 145 additions and 14 deletions

View File

@@ -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":
case "close_long", "close_short", "auto_close_long", "auto_close_short":
stats.TotalClosePositions++
}
}
@@ -348,9 +348,9 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
symbol := action.Symbol
side := ""
if action.Action == "open_long" || action.Action == "close_long" {
if action.Action == "open_long" || action.Action == "close_long" || 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"
}
posKey := symbol + "_" + side
@@ -365,7 +365,7 @@ 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)
}
@@ -382,9 +382,9 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
symbol := action.Symbol
side := ""
if action.Action == "open_long" || action.Action == "close_long" {
if action.Action == "open_long" || action.Action == "close_long" || 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"
}
posKey := symbol + "_" + side // 使用symbol_side作为key区分多空持仓
@@ -400,7 +400,7 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
"leverage": action.Leverage,
}
case "close_long", "close_short":
case "close_long", "close_short", "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)

View File

@@ -75,6 +75,15 @@ 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
@@ -98,6 +107,7 @@ 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
@@ -216,6 +226,7 @@ func NewAutoTrader(config AutoTraderConfig) (*AutoTrader, error) {
callCount: 0,
isRunning: false,
positionFirstSeenTime: make(map[string]int64),
lastPositions: make(map[string]*PositionSnapshot),
}, nil
}
@@ -257,9 +268,9 @@ func (at *AutoTrader) Stop() {
func (at *AutoTrader) runCycle() error {
at.callCount++
log.Printf("\n" + strings.Repeat("=", 70))
log.Print("\n" + strings.Repeat("=", 70))
log.Printf("⏰ %s - AI决策周期 #%d", time.Now().Format("2006-01-02 15:04:05"), at.callCount)
log.Printf(strings.Repeat("=", 70))
log.Print(strings.Repeat("=", 70))
// 创建决策记录
record := &logger.DecisionRecord{
@@ -293,6 +304,15 @@ 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,
@@ -346,19 +366,19 @@ func (at *AutoTrader) runCycle() error {
// 打印系统提示词和AI思维链即使有错误也要输出以便调试
if decision != nil {
if decision.SystemPrompt != "" {
log.Printf("\n" + strings.Repeat("=", 70))
log.Print("\n" + strings.Repeat("=", 70))
log.Printf("📋 系统提示词 [模板: %s] (错误情况)", at.systemPromptTemplate)
log.Println(strings.Repeat("=", 70))
log.Println(decision.SystemPrompt)
log.Printf(strings.Repeat("=", 70) + "\n")
log.Print(strings.Repeat("=", 70) + "\n")
}
if decision.CoTTrace != "" {
log.Printf("\n" + strings.Repeat("-", 70))
log.Print("\n" + strings.Repeat("-", 70))
log.Println("💭 AI思维链分析错误情况:")
log.Println(strings.Repeat("-", 70))
log.Println(decision.CoTTrace)
log.Printf(strings.Repeat("-", 70) + "\n")
log.Print(strings.Repeat("-", 70) + "\n")
}
}
@@ -426,7 +446,47 @@ 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)
}
@@ -1081,3 +1141,74 @@ 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,
}
}
}