mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-06-06 05:51:19 +08:00
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
595
api/strategy.go
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595
api/strategy.go
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@@ -0,0 +1,595 @@
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package api
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import (
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"encoding/json"
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"fmt"
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"net/http"
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"nofx/decision"
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"nofx/market"
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"nofx/mcp"
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"nofx/store"
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"time"
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"github.com/gin-gonic/gin"
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"github.com/google/uuid"
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)
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// handleGetStrategies 获取策略列表
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func (s *Server) handleGetStrategies(c *gin.Context) {
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userID := c.GetString("user_id")
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if userID == "" {
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c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
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return
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}
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strategies, err := s.store.Strategy().List(userID)
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if err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"error": "获取策略列表失败: " + err.Error()})
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return
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}
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// 转换为前端格式
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result := make([]gin.H, 0, len(strategies))
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for _, st := range strategies {
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var config store.StrategyConfig
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json.Unmarshal([]byte(st.Config), &config)
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result = append(result, gin.H{
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"id": st.ID,
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"name": st.Name,
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"description": st.Description,
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"is_active": st.IsActive,
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"is_default": st.IsDefault,
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"config": config,
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"created_at": st.CreatedAt,
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"updated_at": st.UpdatedAt,
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})
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}
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c.JSON(http.StatusOK, gin.H{
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"strategies": result,
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})
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}
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// handleGetStrategy 获取单个策略
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func (s *Server) handleGetStrategy(c *gin.Context) {
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userID := c.GetString("user_id")
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strategyID := c.Param("id")
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if userID == "" {
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c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
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return
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}
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strategy, err := s.store.Strategy().Get(userID, strategyID)
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if err != nil {
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c.JSON(http.StatusNotFound, gin.H{"error": "策略不存在"})
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return
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}
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var config store.StrategyConfig
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json.Unmarshal([]byte(strategy.Config), &config)
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c.JSON(http.StatusOK, gin.H{
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"id": strategy.ID,
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"name": strategy.Name,
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"description": strategy.Description,
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"is_active": strategy.IsActive,
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"is_default": strategy.IsDefault,
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"config": config,
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"created_at": strategy.CreatedAt,
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"updated_at": strategy.UpdatedAt,
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})
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}
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// handleCreateStrategy 创建策略
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func (s *Server) handleCreateStrategy(c *gin.Context) {
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userID := c.GetString("user_id")
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if userID == "" {
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c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
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return
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}
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var req struct {
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Name string `json:"name" binding:"required"`
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Description string `json:"description"`
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Config store.StrategyConfig `json:"config" binding:"required"`
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}
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if err := c.ShouldBindJSON(&req); err != nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": "无效的请求参数: " + err.Error()})
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return
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}
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// 序列化配置
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configJSON, err := json.Marshal(req.Config)
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if err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"error": "序列化配置失败"})
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return
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}
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strategy := &store.Strategy{
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ID: uuid.New().String(),
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UserID: userID,
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Name: req.Name,
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Description: req.Description,
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IsActive: false,
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IsDefault: false,
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Config: string(configJSON),
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}
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if err := s.store.Strategy().Create(strategy); err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"error": "创建策略失败: " + err.Error()})
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return
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}
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c.JSON(http.StatusOK, gin.H{
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"id": strategy.ID,
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"message": "策略创建成功",
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})
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}
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// handleUpdateStrategy 更新策略
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func (s *Server) handleUpdateStrategy(c *gin.Context) {
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userID := c.GetString("user_id")
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strategyID := c.Param("id")
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if userID == "" {
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c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
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return
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}
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// 检查是否是系统默认策略
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existing, err := s.store.Strategy().Get(userID, strategyID)
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if err != nil {
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c.JSON(http.StatusNotFound, gin.H{"error": "策略不存在"})
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return
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}
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if existing.IsDefault {
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c.JSON(http.StatusForbidden, gin.H{"error": "不能修改系统默认策略"})
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return
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}
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var req struct {
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Name string `json:"name"`
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Description string `json:"description"`
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Config store.StrategyConfig `json:"config"`
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}
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if err := c.ShouldBindJSON(&req); err != nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": "无效的请求参数: " + err.Error()})
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return
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}
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// 序列化配置
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configJSON, err := json.Marshal(req.Config)
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if err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"error": "序列化配置失败"})
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return
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}
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strategy := &store.Strategy{
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ID: strategyID,
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UserID: userID,
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Name: req.Name,
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Description: req.Description,
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Config: string(configJSON),
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}
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if err := s.store.Strategy().Update(strategy); err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"error": "更新策略失败: " + err.Error()})
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return
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}
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c.JSON(http.StatusOK, gin.H{"message": "策略更新成功"})
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}
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// handleDeleteStrategy 删除策略
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func (s *Server) handleDeleteStrategy(c *gin.Context) {
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userID := c.GetString("user_id")
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strategyID := c.Param("id")
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if userID == "" {
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c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
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return
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}
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if err := s.store.Strategy().Delete(userID, strategyID); err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"error": "删除策略失败: " + err.Error()})
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return
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}
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c.JSON(http.StatusOK, gin.H{"message": "策略删除成功"})
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}
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// handleActivateStrategy 激活策略
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func (s *Server) handleActivateStrategy(c *gin.Context) {
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userID := c.GetString("user_id")
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strategyID := c.Param("id")
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if userID == "" {
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c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
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return
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}
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if err := s.store.Strategy().SetActive(userID, strategyID); err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"error": "激活策略失败: " + err.Error()})
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return
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}
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c.JSON(http.StatusOK, gin.H{"message": "策略激活成功"})
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}
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// handleDuplicateStrategy 复制策略
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func (s *Server) handleDuplicateStrategy(c *gin.Context) {
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userID := c.GetString("user_id")
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sourceID := c.Param("id")
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if userID == "" {
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c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
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return
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}
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var req struct {
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Name string `json:"name" binding:"required"`
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}
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if err := c.ShouldBindJSON(&req); err != nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": "无效的请求参数: " + err.Error()})
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return
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}
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newID := uuid.New().String()
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if err := s.store.Strategy().Duplicate(userID, sourceID, newID, req.Name); err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"error": "复制策略失败: " + err.Error()})
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return
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}
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c.JSON(http.StatusOK, gin.H{
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"id": newID,
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"message": "策略复制成功",
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})
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}
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// handleGetActiveStrategy 获取当前激活的策略
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func (s *Server) handleGetActiveStrategy(c *gin.Context) {
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userID := c.GetString("user_id")
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if userID == "" {
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c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
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return
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}
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strategy, err := s.store.Strategy().GetActive(userID)
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if err != nil {
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c.JSON(http.StatusNotFound, gin.H{"error": "没有激活的策略"})
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return
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}
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var config store.StrategyConfig
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json.Unmarshal([]byte(strategy.Config), &config)
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c.JSON(http.StatusOK, gin.H{
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"id": strategy.ID,
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"name": strategy.Name,
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"description": strategy.Description,
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"is_active": strategy.IsActive,
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"is_default": strategy.IsDefault,
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"config": config,
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"created_at": strategy.CreatedAt,
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"updated_at": strategy.UpdatedAt,
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})
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}
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// handleGetDefaultStrategyConfig 获取默认策略配置模板
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func (s *Server) handleGetDefaultStrategyConfig(c *gin.Context) {
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// 返回默认配置结构，供前端创建新策略时使用
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defaultConfig := store.StrategyConfig{
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CoinSource: store.CoinSourceConfig{
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SourceType: "coinpool",
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UseCoinPool: true,
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CoinPoolLimit: 30,
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UseOITop: true,
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OITopLimit: 20,
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StaticCoins: []string{},
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},
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Indicators: store.IndicatorConfig{
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Klines: store.KlineConfig{
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PrimaryTimeframe: "5m",
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PrimaryCount: 30,
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LongerTimeframe: "4h",
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LongerCount: 10,
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EnableMultiTimeframe: true,
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SelectedTimeframes: []string{"5m", "15m", "1h", "4h"},
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},
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EnableEMA: true,
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EnableMACD: true,
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EnableRSI: true,
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EnableATR: true,
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EnableVolume: true,
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EnableOI: true,
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EnableFundingRate: true,
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EMAPeriods: []int{20, 50},
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RSIPeriods: []int{7, 14},
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ATRPeriods: []int{14},
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},
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RiskControl: store.RiskControlConfig{
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MaxPositions: 3,
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BTCETHMaxLeverage: 5,
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AltcoinMaxLeverage: 5,
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MinRiskRewardRatio: 3.0,
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MaxMarginUsage: 0.9,
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MaxPositionRatio: 1.5,
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MinPositionSize: 12,
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MinConfidence: 75,
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},
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PromptSections: store.PromptSectionsConfig{
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RoleDefinition: `# 你是专业的加密货币交易AI
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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。
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你的目标是在控制风险的前提下，捕捉高概率的交易机会。`,
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TradingFrequency: `# ⏱️ 交易频率认知
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- 优秀交易员：每天2-4笔 ≈ 每小时0.1-0.2笔
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- 每小时>2笔 = 过度交易
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- 单笔持仓时间≥30-60分钟
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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。`,
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EntryStandards: `# 🎯 开仓标准（严格）
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只在多重信号共振时开仓：
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- 趋势方向明确（EMA排列、价格位置）
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- 动量确认（MACD、RSI协同）
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- 波动率适中（ATR合理范围）
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- 量价配合（成交量支持方向）
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避免：单一指标、信号矛盾、横盘震荡、刚平仓即重启。`,
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DecisionProcess: `# 📋 决策流程
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1. 检查持仓 → 是否该止盈/止损
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2. 扫描候选币 + 多时间框 → 是否存在强信号
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3. 评估风险回报比 → 是否满足最小要求
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4. 先写思维链，再输出结构化JSON`,
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},
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}
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c.JSON(http.StatusOK, defaultConfig)
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}
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// handlePreviewPrompt 预览策略生成的 Prompt
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func (s *Server) handlePreviewPrompt(c *gin.Context) {
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userID := c.GetString("user_id")
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if userID == "" {
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c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
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return
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}
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var req struct {
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Config store.StrategyConfig `json:"config" binding:"required"`
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AccountEquity float64 `json:"account_equity"`
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PromptVariant string `json:"prompt_variant"`
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}
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if err := c.ShouldBindJSON(&req); err != nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": "无效的请求参数: " + err.Error()})
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return
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}
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// 使用默认值
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if req.AccountEquity <= 0 {
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req.AccountEquity = 1000.0 // 默认模拟账户净值
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}
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if req.PromptVariant == "" {
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req.PromptVariant = "balanced"
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}
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// 创建策略引擎来构建 prompt
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engine := decision.NewStrategyEngine(&req.Config)
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// 构建系统 prompt（使用策略引擎内置的方法）
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systemPrompt := engine.BuildSystemPrompt(
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req.AccountEquity,
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req.PromptVariant,
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)
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// 获取可用的 prompt 模板列表
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templateNames := decision.GetAllPromptTemplateNames()
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c.JSON(http.StatusOK, gin.H{
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"system_prompt": systemPrompt,
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"prompt_variant": req.PromptVariant,
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"available_templates": templateNames,
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"config_summary": gin.H{
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"coin_source": req.Config.CoinSource.SourceType,
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"primary_tf": req.Config.Indicators.Klines.PrimaryTimeframe,
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"btc_eth_leverage": req.Config.RiskControl.BTCETHMaxLeverage,
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"altcoin_leverage": req.Config.RiskControl.AltcoinMaxLeverage,
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"max_positions": req.Config.RiskControl.MaxPositions,
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},
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})
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}
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// handleStrategyTestRun AI 测试运行（不执行交易，只返回 AI 分析结果）
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func (s *Server) handleStrategyTestRun(c *gin.Context) {
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userID := c.GetString("user_id")
|
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if userID == "" {
|
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c.JSON(http.StatusUnauthorized, gin.H{"error": "未授权"})
|
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return
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||||
}
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|
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var req struct {
|
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Config store.StrategyConfig `json:"config" binding:"required"`
|
||||
PromptVariant string `json:"prompt_variant"`
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AIModelID string `json:"ai_model_id"`
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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 == "" {
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req.PromptVariant = "balanced"
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}
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// 创建策略引擎来构建 prompt
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engine := decision.NewStrategyEngine(&req.Config)
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|
||||
// 获取候选币种
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candidates, err := engine.GetCandidateCoins()
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||||
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
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user