Feature/custom strategy (#1172)

* feat: add Strategy Studio with multi-timeframe support
- Add Strategy Studio page with three-column layout for strategy management
- Support multi-timeframe K-line data selection (5m, 15m, 1h, 4h, etc.)
- Add GetWithTimeframes() function in market package for fetching multiple timeframes
- Add TimeframeSeriesData struct for storing per-timeframe technical indicators
- Update formatMarketData() to display all selected timeframes in AI prompt
- Add strategy API endpoints for CRUD operations and test run
- Integrate real AI test runs with configured AI models
- Support custom AI500 and OI Top API URLs from strategy config
* docs: add Strategy Studio screenshot to README files
* fix: correct strategy-studio.png filename case in README
* refactor: remove legacy signal source config and simplify trader creation
- Remove signal source configuration from traders page (now handled by strategy)
- Remove advanced options (legacy config) from TraderConfigModal
- Rename default strategy to "默认山寨策略" with AI500 coin pool URL
- Delete SignalSourceModal and SignalSourceWarning components
- Clean up related stores, hooks, and page components
This commit is contained in:
tinkle-community
2025-12-06 07:20:11 +08:00
committed by GitHub
parent afb2d158ac
commit 5cff32e4f2
37 changed files with 4965 additions and 1051 deletions

View File

@@ -144,6 +144,20 @@ func (s *Server) setupRoutes() {
protected.GET("/exchanges", s.handleGetExchangeConfigs)
protected.PUT("/exchanges", s.handleUpdateExchangeConfigs)
// 策略管理
protected.GET("/strategies", s.handleGetStrategies)
protected.GET("/strategies/active", s.handleGetActiveStrategy)
protected.GET("/strategies/default-config", s.handleGetDefaultStrategyConfig)
protected.GET("/strategies/templates", s.handleGetPromptTemplates)
protected.POST("/strategies/preview-prompt", s.handlePreviewPrompt)
protected.POST("/strategies/test-run", s.handleStrategyTestRun)
protected.GET("/strategies/:id", s.handleGetStrategy)
protected.POST("/strategies", s.handleCreateStrategy)
protected.PUT("/strategies/:id", s.handleUpdateStrategy)
protected.DELETE("/strategies/:id", s.handleDeleteStrategy)
protected.POST("/strategies/:id/activate", s.handleActivateStrategy)
protected.POST("/strategies/:id/duplicate", s.handleDuplicateStrategy)
// 用户信号源配置
protected.GET("/user/signal-sources", s.handleGetUserSignalSource)
protected.POST("/user/signal-sources", s.handleSaveUserSignalSource)
@@ -373,15 +387,17 @@ type CreateTraderRequest struct {
Name string `json:"name" binding:"required"`
AIModelID string `json:"ai_model_id" binding:"required"`
ExchangeID string `json:"exchange_id" binding:"required"`
StrategyID string `json:"strategy_id"` // 策略ID新版
InitialBalance float64 `json:"initial_balance"`
ScanIntervalMinutes int `json:"scan_interval_minutes"`
IsCrossMargin *bool `json:"is_cross_margin"` // 指针类型nil表示使用默认值true
// 以下字段为向后兼容保留,新版使用策略配置
BTCETHLeverage int `json:"btc_eth_leverage"`
AltcoinLeverage int `json:"altcoin_leverage"`
TradingSymbols string `json:"trading_symbols"`
CustomPrompt string `json:"custom_prompt"`
OverrideBasePrompt bool `json:"override_base_prompt"`
SystemPromptTemplate string `json:"system_prompt_template"` // 系统提示词模板名称
IsCrossMargin *bool `json:"is_cross_margin"` // 指针类型nil表示使用默认值true
UseCoinPool bool `json:"use_coin_pool"`
UseOITop bool `json:"use_oi_top"`
}
@@ -609,14 +625,15 @@ func (s *Server) handleCreateTrader(c *gin.Context) {
}
// 创建交易员配置(数据库实体)
logger.Infof("🔧 DEBUG: 开始创建交易员配置, ID=%s, Name=%s, AIModel=%s, Exchange=%s", traderID, req.Name, req.AIModelID, req.ExchangeID)
logger.Infof("🔧 DEBUG: 开始创建交易员配置, ID=%s, Name=%s, AIModel=%s, Exchange=%s, StrategyID=%s", traderID, req.Name, req.AIModelID, req.ExchangeID, req.StrategyID)
traderRecord := &store.Trader{
ID: traderID,
UserID: userID,
Name: req.Name,
AIModelID: req.AIModelID,
ExchangeID: req.ExchangeID,
InitialBalance: actualBalance, // 使用实际查询的余额
StrategyID: req.StrategyID, // 关联策略ID新版
InitialBalance: actualBalance, // 使用实际查询的余额
BTCETHLeverage: btcEthLeverage,
AltcoinLeverage: altcoinLeverage,
TradingSymbols: req.TradingSymbols,
@@ -664,15 +681,17 @@ type UpdateTraderRequest struct {
Name string `json:"name" binding:"required"`
AIModelID string `json:"ai_model_id" binding:"required"`
ExchangeID string `json:"exchange_id" binding:"required"`
StrategyID string `json:"strategy_id"` // 策略ID新版
InitialBalance float64 `json:"initial_balance"`
ScanIntervalMinutes int `json:"scan_interval_minutes"`
IsCrossMargin *bool `json:"is_cross_margin"`
// 以下字段为向后兼容保留,新版使用策略配置
BTCETHLeverage int `json:"btc_eth_leverage"`
AltcoinLeverage int `json:"altcoin_leverage"`
TradingSymbols string `json:"trading_symbols"`
CustomPrompt string `json:"custom_prompt"`
OverrideBasePrompt bool `json:"override_base_prompt"`
SystemPromptTemplate string `json:"system_prompt_template"`
IsCrossMargin *bool `json:"is_cross_margin"`
}
// handleUpdateTrader 更新交易员配置
@@ -736,6 +755,12 @@ func (s *Server) handleUpdateTrader(c *gin.Context) {
systemPromptTemplate = existingTrader.SystemPromptTemplate // 保持原值
}
// 处理策略ID如果没有提供保持原值
strategyID := req.StrategyID
if strategyID == "" {
strategyID = existingTrader.StrategyID
}
// 更新交易员配置
traderRecord := &store.Trader{
ID: traderID,
@@ -743,6 +768,7 @@ func (s *Server) handleUpdateTrader(c *gin.Context) {
Name: req.Name,
AIModelID: req.AIModelID,
ExchangeID: req.ExchangeID,
StrategyID: strategyID, // 关联策略ID
InitialBalance: req.InitialBalance,
BTCETHLeverage: btcEthLeverage,
AltcoinLeverage: altcoinLeverage,

595
api/strategy.go Normal file
View File

@@ -0,0 +1,595 @@
package api
import (
"encoding/json"
"fmt"
"net/http"
"nofx/decision"
"nofx/market"
"nofx/mcp"
"nofx/store"
"time"
"github.com/gin-gonic/gin"
"github.com/google/uuid"
)
// handleGetStrategies 获取策略列表
func (s *Server) handleGetStrategies(c *gin.Context) {
userID := c.GetString("user_id")
if userID == "" {
c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
return
}
strategies, err := s.store.Strategy().List(userID)
if err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "获取策略列表失败: " + err.Error()})
return
}
// 转换为前端格式
result := make([]gin.H, 0, len(strategies))
for _, st := range strategies {
var config store.StrategyConfig
json.Unmarshal([]byte(st.Config), &config)
result = append(result, gin.H{
"id": st.ID,
"name": st.Name,
"description": st.Description,
"is_active": st.IsActive,
"is_default": st.IsDefault,
"config": config,
"created_at": st.CreatedAt,
"updated_at": st.UpdatedAt,
})
}
c.JSON(http.StatusOK, gin.H{
"strategies": result,
})
}
// handleGetStrategy 获取单个策略
func (s *Server) handleGetStrategy(c *gin.Context) {
userID := c.GetString("user_id")
strategyID := c.Param("id")
if userID == "" {
c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
return
}
strategy, err := s.store.Strategy().Get(userID, strategyID)
if err != nil {
c.JSON(http.StatusNotFound, gin.H{"error": "策略不存在"})
return
}
var config store.StrategyConfig
json.Unmarshal([]byte(strategy.Config), &config)
c.JSON(http.StatusOK, gin.H{
"id": strategy.ID,
"name": strategy.Name,
"description": strategy.Description,
"is_active": strategy.IsActive,
"is_default": strategy.IsDefault,
"config": config,
"created_at": strategy.CreatedAt,
"updated_at": strategy.UpdatedAt,
})
}
// handleCreateStrategy 创建策略
func (s *Server) handleCreateStrategy(c *gin.Context) {
userID := c.GetString("user_id")
if userID == "" {
c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
return
}
var req struct {
Name string `json:"name" binding:"required"`
Description string `json:"description"`
Config store.StrategyConfig `json:"config" binding:"required"`
}
if err := c.ShouldBindJSON(&req); err != nil {
c.JSON(http.StatusBadRequest, gin.H{"error": "无效的请求参数: " + err.Error()})
return
}
// 序列化配置
configJSON, err := json.Marshal(req.Config)
if err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "序列化配置失败"})
return
}
strategy := &store.Strategy{
ID: uuid.New().String(),
UserID: userID,
Name: req.Name,
Description: req.Description,
IsActive: false,
IsDefault: false,
Config: string(configJSON),
}
if err := s.store.Strategy().Create(strategy); err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "创建策略失败: " + err.Error()})
return
}
c.JSON(http.StatusOK, gin.H{
"id": strategy.ID,
"message": "策略创建成功",
})
}
// handleUpdateStrategy 更新策略
func (s *Server) handleUpdateStrategy(c *gin.Context) {
userID := c.GetString("user_id")
strategyID := c.Param("id")
if userID == "" {
c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
return
}
// 检查是否是系统默认策略
existing, err := s.store.Strategy().Get(userID, strategyID)
if err != nil {
c.JSON(http.StatusNotFound, gin.H{"error": "策略不存在"})
return
}
if existing.IsDefault {
c.JSON(http.StatusForbidden, gin.H{"error": "不能修改系统默认策略"})
return
}
var req struct {
Name string `json:"name"`
Description string `json:"description"`
Config store.StrategyConfig `json:"config"`
}
if err := c.ShouldBindJSON(&req); err != nil {
c.JSON(http.StatusBadRequest, gin.H{"error": "无效的请求参数: " + err.Error()})
return
}
// 序列化配置
configJSON, err := json.Marshal(req.Config)
if err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "序列化配置失败"})
return
}
strategy := &store.Strategy{
ID: strategyID,
UserID: userID,
Name: req.Name,
Description: req.Description,
Config: string(configJSON),
}
if err := s.store.Strategy().Update(strategy); err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "更新策略失败: " + err.Error()})
return
}
c.JSON(http.StatusOK, gin.H{"message": "策略更新成功"})
}
// handleDeleteStrategy 删除策略
func (s *Server) handleDeleteStrategy(c *gin.Context) {
userID := c.GetString("user_id")
strategyID := c.Param("id")
if userID == "" {
c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
return
}
if err := s.store.Strategy().Delete(userID, strategyID); err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "删除策略失败: " + err.Error()})
return
}
c.JSON(http.StatusOK, gin.H{"message": "策略删除成功"})
}
// handleActivateStrategy 激活策略
func (s *Server) handleActivateStrategy(c *gin.Context) {
userID := c.GetString("user_id")
strategyID := c.Param("id")
if userID == "" {
c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
return
}
if err := s.store.Strategy().SetActive(userID, strategyID); err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "激活策略失败: " + err.Error()})
return
}
c.JSON(http.StatusOK, gin.H{"message": "策略激活成功"})
}
// handleDuplicateStrategy 复制策略
func (s *Server) handleDuplicateStrategy(c *gin.Context) {
userID := c.GetString("user_id")
sourceID := c.Param("id")
if userID == "" {
c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
return
}
var req struct {
Name string `json:"name" binding:"required"`
}
if err := c.ShouldBindJSON(&req); err != nil {
c.JSON(http.StatusBadRequest, gin.H{"error": "无效的请求参数: " + err.Error()})
return
}
newID := uuid.New().String()
if err := s.store.Strategy().Duplicate(userID, sourceID, newID, req.Name); err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "复制策略失败: " + err.Error()})
return
}
c.JSON(http.StatusOK, gin.H{
"id": newID,
"message": "策略复制成功",
})
}
// handleGetActiveStrategy 获取当前激活的策略
func (s *Server) handleGetActiveStrategy(c *gin.Context) {
userID := c.GetString("user_id")
if userID == "" {
c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
return
}
strategy, err := s.store.Strategy().GetActive(userID)
if err != nil {
c.JSON(http.StatusNotFound, gin.H{"error": "没有激活的策略"})
return
}
var config store.StrategyConfig
json.Unmarshal([]byte(strategy.Config), &config)
c.JSON(http.StatusOK, gin.H{
"id": strategy.ID,
"name": strategy.Name,
"description": strategy.Description,
"is_active": strategy.IsActive,
"is_default": strategy.IsDefault,
"config": config,
"created_at": strategy.CreatedAt,
"updated_at": strategy.UpdatedAt,
})
}
// handleGetDefaultStrategyConfig 获取默认策略配置模板
func (s *Server) handleGetDefaultStrategyConfig(c *gin.Context) {
// 返回默认配置结构,供前端创建新策略时使用
defaultConfig := store.StrategyConfig{
CoinSource: store.CoinSourceConfig{
SourceType: "coinpool",
UseCoinPool: true,
CoinPoolLimit: 30,
UseOITop: true,
OITopLimit: 20,
StaticCoins: []string{},
},
Indicators: store.IndicatorConfig{
Klines: store.KlineConfig{
PrimaryTimeframe: "5m",
PrimaryCount: 30,
LongerTimeframe: "4h",
LongerCount: 10,
EnableMultiTimeframe: true,
SelectedTimeframes: []string{"5m", "15m", "1h", "4h"},
},
EnableEMA: true,
EnableMACD: true,
EnableRSI: true,
EnableATR: true,
EnableVolume: true,
EnableOI: true,
EnableFundingRate: true,
EMAPeriods: []int{20, 50},
RSIPeriods: []int{7, 14},
ATRPeriods: []int{14},
},
RiskControl: store.RiskControlConfig{
MaxPositions: 3,
BTCETHMaxLeverage: 5,
AltcoinMaxLeverage: 5,
MinRiskRewardRatio: 3.0,
MaxMarginUsage: 0.9,
MaxPositionRatio: 1.5,
MinPositionSize: 12,
MinConfidence: 75,
},
PromptSections: store.PromptSectionsConfig{
RoleDefinition: `# 你是专业的加密货币交易AI
你专注于技术分析和风险管理,基于市场数据做出理性的交易决策。
你的目标是在控制风险的前提下,捕捉高概率的交易机会。`,
TradingFrequency: `# ⏱️ 交易频率认知
- 优秀交易员每天2-4笔 ≈ 每小时0.1-0.2笔
- 每小时>2笔 = 过度交易
- 单笔持仓时间≥30-60分钟
如果你发现自己每个周期都在交易 → 标准过低;若持仓<30分钟就平仓 → 过于急躁。`,
EntryStandards: `# 🎯 开仓标准(严格)
只在多重信号共振时开仓:
- 趋势方向明确EMA排列、价格位置
- 动量确认MACD、RSI协同
- 波动率适中ATR合理范围
- 量价配合(成交量支持方向)
避免:单一指标、信号矛盾、横盘震荡、刚平仓即重启。`,
DecisionProcess: `# 📋 决策流程
1. 检查持仓 → 是否该止盈/止损
2. 扫描候选币 + 多时间框 → 是否存在强信号
3. 评估风险回报比 → 是否满足最小要求
4. 先写思维链再输出结构化JSON`,
},
}
c.JSON(http.StatusOK, defaultConfig)
}
// handlePreviewPrompt 预览策略生成的 Prompt
func (s *Server) handlePreviewPrompt(c *gin.Context) {
userID := c.GetString("user_id")
if userID == "" {
c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
return
}
var req struct {
Config store.StrategyConfig `json:"config" binding:"required"`
AccountEquity float64 `json:"account_equity"`
PromptVariant string `json:"prompt_variant"`
}
if err := c.ShouldBindJSON(&req); err != nil {
c.JSON(http.StatusBadRequest, gin.H{"error": "无效的请求参数: " + err.Error()})
return
}
// 使用默认值
if req.AccountEquity <= 0 {
req.AccountEquity = 1000.0 // 默认模拟账户净值
}
if req.PromptVariant == "" {
req.PromptVariant = "balanced"
}
// 创建策略引擎来构建 prompt
engine := decision.NewStrategyEngine(&req.Config)
// 构建系统 prompt使用策略引擎内置的方法
systemPrompt := engine.BuildSystemPrompt(
req.AccountEquity,
req.PromptVariant,
)
// 获取可用的 prompt 模板列表
templateNames := decision.GetAllPromptTemplateNames()
c.JSON(http.StatusOK, gin.H{
"system_prompt": systemPrompt,
"prompt_variant": req.PromptVariant,
"available_templates": templateNames,
"config_summary": gin.H{
"coin_source": req.Config.CoinSource.SourceType,
"primary_tf": req.Config.Indicators.Klines.PrimaryTimeframe,
"btc_eth_leverage": req.Config.RiskControl.BTCETHMaxLeverage,
"altcoin_leverage": req.Config.RiskControl.AltcoinMaxLeverage,
"max_positions": req.Config.RiskControl.MaxPositions,
},
})
}
// handleStrategyTestRun AI 测试运行(不执行交易,只返回 AI 分析结果)
func (s *Server) handleStrategyTestRun(c *gin.Context) {
userID := c.GetString("user_id")
if userID == "" {
c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
return
}
var req struct {
Config store.StrategyConfig `json:"config" binding:"required"`
PromptVariant string `json:"prompt_variant"`
AIModelID string `json:"ai_model_id"`
RunRealAI bool `json:"run_real_ai"`
}
if err := c.ShouldBindJSON(&req); err != nil {
c.JSON(http.StatusBadRequest, gin.H{"error": "无效的请求参数: " + err.Error()})
return
}
if req.PromptVariant == "" {
req.PromptVariant = "balanced"
}
// 创建策略引擎来构建 prompt
engine := decision.NewStrategyEngine(&req.Config)
// 获取候选币种
candidates, err := engine.GetCandidateCoins()
if err != nil {
c.JSON(http.StatusInternalServerError, gin.H{
"error": "获取候选币种失败: " + err.Error(),
"ai_response": "",
})
return
}
// 获取时间周期配置
timeframes := req.Config.Indicators.Klines.SelectedTimeframes
primaryTimeframe := req.Config.Indicators.Klines.PrimaryTimeframe
klineCount := req.Config.Indicators.Klines.PrimaryCount
// 如果没有选择时间周期,使用默认值
if len(timeframes) == 0 {
// 兼容旧配置:使用主周期和长周期
if primaryTimeframe != "" {
timeframes = append(timeframes, primaryTimeframe)
} else {
timeframes = append(timeframes, "3m")
}
if req.Config.Indicators.Klines.LongerTimeframe != "" {
timeframes = append(timeframes, req.Config.Indicators.Klines.LongerTimeframe)
}
}
if primaryTimeframe == "" {
primaryTimeframe = timeframes[0]
}
if klineCount <= 0 {
klineCount = 30
}
fmt.Printf("📊 使用时间周期: %v, 主周期: %s, K线数量: %d\n", timeframes, primaryTimeframe, klineCount)
// 获取真实市场数据(使用多时间周期)
marketDataMap := make(map[string]*market.Data)
for _, coin := range candidates {
data, err := market.GetWithTimeframes(coin.Symbol, timeframes, primaryTimeframe, klineCount)
if err != nil {
// 如果获取某个币种数据失败,记录日志但继续
fmt.Printf("⚠️ 获取 %s 市场数据失败: %v\n", coin.Symbol, err)
continue
}
marketDataMap[coin.Symbol] = data
}
// 构建真实的上下文(用于生成 User Prompt
testContext := &decision.Context{
CurrentTime: time.Now().Format("2006-01-02 15:04:05"),
RuntimeMinutes: 0,
CallCount: 1,
Account: decision.AccountInfo{
TotalEquity: 1000.0,
AvailableBalance: 1000.0,
UnrealizedPnL: 0,
TotalPnL: 0,
TotalPnLPct: 0,
MarginUsed: 0,
MarginUsedPct: 0,
PositionCount: 0,
},
Positions: []decision.PositionInfo{},
CandidateCoins: candidates,
PromptVariant: req.PromptVariant,
MarketDataMap: marketDataMap,
}
// 构建 System Prompt
systemPrompt := engine.BuildSystemPrompt(1000.0, req.PromptVariant)
// 构建 User Prompt使用真实市场数据
userPrompt := engine.BuildUserPrompt(testContext)
// 如果请求真实 AI 调用
if req.RunRealAI && req.AIModelID != "" {
aiResponse, aiErr := s.runRealAITest(userID, req.AIModelID, systemPrompt, userPrompt)
if aiErr != nil {
c.JSON(http.StatusOK, gin.H{
"system_prompt": systemPrompt,
"user_prompt": userPrompt,
"candidate_count": len(candidates),
"candidates": candidates,
"prompt_variant": req.PromptVariant,
"ai_response": fmt.Sprintf("❌ AI 调用失败: %s", aiErr.Error()),
"ai_error": aiErr.Error(),
"note": "AI 调用出错",
})
return
}
c.JSON(http.StatusOK, gin.H{
"system_prompt": systemPrompt,
"user_prompt": userPrompt,
"candidate_count": len(candidates),
"candidates": candidates,
"prompt_variant": req.PromptVariant,
"ai_response": aiResponse,
"note": "✅ 真实 AI 测试运行成功",
})
return
}
// 返回结果(不实际调用 AI只返回构建的 prompt
c.JSON(http.StatusOK, gin.H{
"system_prompt": systemPrompt,
"user_prompt": userPrompt,
"candidate_count": len(candidates),
"candidates": candidates,
"prompt_variant": req.PromptVariant,
"ai_response": "请选择 AI 模型并点击「运行测试」来执行真实的 AI 分析。",
"note": "未选择 AI 模型或未启用真实 AI 调用",
})
}
// runRealAITest 执行真实的 AI 测试调用
func (s *Server) runRealAITest(userID, modelID, systemPrompt, userPrompt string) (string, error) {
// 获取 AI 模型配置
model, err := s.store.AIModel().Get(userID, modelID)
if err != nil {
return "", fmt.Errorf("获取 AI 模型失败: %w", err)
}
if !model.Enabled {
return "", fmt.Errorf("AI 模型 %s 尚未启用", model.Name)
}
if model.APIKey == "" {
return "", fmt.Errorf("AI 模型 %s 缺少 API Key", model.Name)
}
// 创建 AI 客户端
var aiClient mcp.AIClient
provider := model.Provider
switch provider {
case "qwen":
aiClient = mcp.NewQwenClient()
aiClient.SetAPIKey(model.APIKey, model.CustomAPIURL, model.CustomModelName)
case "deepseek":
aiClient = mcp.NewDeepSeekClient()
aiClient.SetAPIKey(model.APIKey, model.CustomAPIURL, model.CustomModelName)
default:
// 使用通用客户端
aiClient = mcp.NewClient()
aiClient.SetAPIKey(model.APIKey, model.CustomAPIURL, model.CustomModelName)
}
// 调用 AI API
response, err := aiClient.CallWithMessages(systemPrompt, userPrompt)
if err != nil {
return "", fmt.Errorf("AI API 调用失败: %w", err)
}
return response, nil
}