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
2026-07-06 20:41:14 +08:00 · 2025-12-06 07:20:11 +08:00
parent afb2d158ac
commit 5cff32e4f2
37 changed files with 4965 additions and 1051 deletions
--- a/decision/engine.go
+++ b/decision/engine.go
@@ -146,6 +146,164 @@ func GetFullDecision(ctx *Context, mcpClient mcp.AIClient) (*FullDecision, error
 	return GetFullDecisionWithCustomPrompt(ctx, mcpClient, "", false, "")
 }

+// GetFullDecisionWithStrategy 使用 StrategyEngine 获取AI决策（新版：策略驱动）
+// 关键：使用策略配置的时间周期来获取市场数据，与 api/strategy.go 的测试运行逻辑保持一致
+func GetFullDecisionWithStrategy(ctx *Context, mcpClient mcp.AIClient, engine *StrategyEngine, variant string) (*FullDecision, error) {
+	if ctx == nil {
+		return nil, fmt.Errorf("context is nil")
+	}
+	if engine == nil {
+		// 如果没有策略引擎，回退到默认行为
+		return GetFullDecisionWithCustomPrompt(ctx, mcpClient, "", false, "")
+	}
+
+	// 1. 使用策略配置获取市场数据（关键：使用多时间周期）
+	if len(ctx.MarketDataMap) == 0 {
+		if err := fetchMarketDataWithStrategy(ctx, engine); err != nil {
+			return nil, fmt.Errorf("获取市场数据失败: %w", err)
+		}
+	}
+
+	// 确保 OITopDataMap 已初始化
+	if ctx.OITopDataMap == nil {
+		ctx.OITopDataMap = make(map[string]*OITopData)
+		// 加载 OI Top 数据
+		oiPositions, err := pool.GetOITopPositions()
+		if err == nil {
+			for _, pos := range oiPositions {
+				ctx.OITopDataMap[pos.Symbol] = &OITopData{
+					Rank:              pos.Rank,
+					OIDeltaPercent:    pos.OIDeltaPercent,
+					OIDeltaValue:      pos.OIDeltaValue,
+					PriceDeltaPercent: pos.PriceDeltaPercent,
+					NetLong:           pos.NetLong,
+					NetShort:          pos.NetShort,
+				}
+			}
+		}
+	}
+
+	// 2. 使用策略引擎构建 System Prompt
+	riskConfig := engine.GetRiskControlConfig()
+	systemPrompt := engine.BuildSystemPrompt(ctx.Account.TotalEquity, variant)
+
+	// 3. 使用策略引擎构建 User Prompt（包含多周期数据）
+	userPrompt := engine.BuildUserPrompt(ctx)
+
+	// 4. 调用AI API
+	aiCallStart := time.Now()
+	aiResponse, err := mcpClient.CallWithMessages(systemPrompt, userPrompt)
+	aiCallDuration := time.Since(aiCallStart)
+	if err != nil {
+		return nil, fmt.Errorf("调用AI API失败: %w", err)
+	}
+
+	// 5. 解析AI响应
+	decision, err := parseFullDecisionResponse(
+		aiResponse,
+		ctx.Account.TotalEquity,
+		riskConfig.BTCETHMaxLeverage,
+		riskConfig.AltcoinMaxLeverage,
+	)
+
+	if decision != nil {
+		decision.Timestamp = time.Now()
+		decision.SystemPrompt = systemPrompt
+		decision.UserPrompt = userPrompt
+		decision.AIRequestDurationMs = aiCallDuration.Milliseconds()
+	}
+
+	if err != nil {
+		return decision, fmt.Errorf("解析AI响应失败: %w", err)
+	}
+
+	return decision, nil
+}
+
+// fetchMarketDataWithStrategy 使用策略配置获取市场数据（多时间周期）
+// 完全按照 api/strategy.go handleStrategyTestRun 的逻辑实现
+func fetchMarketDataWithStrategy(ctx *Context, engine *StrategyEngine) error {
+	config := engine.GetConfig()
+	ctx.MarketDataMap = make(map[string]*market.Data)
+
+	// 获取时间周期配置（与 api/strategy.go 逻辑完全一致）
+	timeframes := config.Indicators.Klines.SelectedTimeframes
+	primaryTimeframe := config.Indicators.Klines.PrimaryTimeframe
+	klineCount := config.Indicators.Klines.PrimaryCount
+
+	// 兼容旧配置
+	if len(timeframes) == 0 {
+		if primaryTimeframe != "" {
+			timeframes = append(timeframes, primaryTimeframe)
+		} else {
+			timeframes = append(timeframes, "3m")
+		}
+		if config.Indicators.Klines.LongerTimeframe != "" {
+			timeframes = append(timeframes, config.Indicators.Klines.LongerTimeframe)
+		}
+	}
+	if primaryTimeframe == "" {
+		primaryTimeframe = timeframes[0]
+	}
+	if klineCount <= 0 {
+		klineCount = 30
+	}
+
+	logger.Infof("📊 策略时间周期: %v, 主周期: %s, K线数量: %d", timeframes, primaryTimeframe, klineCount)
+
+	// 1. 先获取持仓币种的数据（必须获取）
+	for _, pos := range ctx.Positions {
+		data, err := market.GetWithTimeframes(pos.Symbol, timeframes, primaryTimeframe, klineCount)
+		if err != nil {
+			logger.Infof("⚠️  获取持仓 %s 市场数据失败: %v", pos.Symbol, err)
+			continue
+		}
+		ctx.MarketDataMap[pos.Symbol] = data
+	}
+
+	// 2. 获取所有候选币种的数据（与 api/strategy.go 完全一致，不做数量限制）
+	// 持仓币种集合（用于判断是否跳过OI检查）
+	positionSymbols := make(map[string]bool)
+	for _, pos := range ctx.Positions {
+		positionSymbols[pos.Symbol] = true
+	}
+
+	// OI 流动性过滤阈值（百万美元）
+	const minOIThresholdMillions = 15.0 // 15M USD 最小持仓价值
+
+	for _, coin := range ctx.CandidateCoins {
+		// 跳过已获取的持仓币种
+		if _, exists := ctx.MarketDataMap[coin.Symbol]; exists {
+			continue
+		}
+
+		data, err := market.GetWithTimeframes(coin.Symbol, timeframes, primaryTimeframe, klineCount)
+		if err != nil {
+			logger.Infof("⚠️  获取 %s 市场数据失败: %v", coin.Symbol, err)
+			continue
+		}
+
+		// ⚠️ 流动性过滤：持仓价值低于阈值的币种不做（多空都不做）
+		// 但现有持仓必须保留（需要决策是否平仓）
+		isExistingPosition := positionSymbols[coin.Symbol]
+		if !isExistingPosition && data.OpenInterest != nil && data.CurrentPrice > 0 {
+			// 计算持仓价值（USD）= 持仓量 × 当前价格
+			oiValue := data.OpenInterest.Latest * data.CurrentPrice
+			oiValueInMillions := oiValue / 1_000_000 // 转换为百万美元单位
+			if oiValueInMillions < minOIThresholdMillions {
+				logger.Infof("⚠️  %s 持仓价值过低(%.2fM USD < %.1fM)，跳过此币种 [持仓量:%.0f × 价格:%.4f]",
+					coin.Symbol, oiValueInMillions, minOIThresholdMillions, data.OpenInterest.Latest, data.CurrentPrice)
+				continue
+			}
+		}
+
+		ctx.MarketDataMap[coin.Symbol] = data
+	}
+
+	logger.Infof("📊 成功获取 %d 个币种的多时间周期市场数据（已过滤低流动性币种）", len(ctx.MarketDataMap))
+	return nil
+}
+
 // GetFullDecisionWithCustomPrompt 获取AI的完整交易决策（支持自定义prompt和模板选择）
 func GetFullDecisionWithCustomPrompt(ctx *Context, mcpClient mcp.AIClient, customPrompt string, overrideBase bool, templateName string) (*FullDecision, error) {
 	if ctx == nil {
--- a/decision/strategy_engine.go
+++ b/decision/strategy_engine.go
@@ -0,0 +1,719 @@
+package decision
+
+import (
+	"encoding/json"
+	"fmt"
+	"io"
+	"net/http"
+	"nofx/logger"
+	"nofx/market"
+	"nofx/pool"
+	"nofx/store"
+	"strings"
+	"time"
+)
+
+// StrategyEngine 策略执行引擎
+// 负责基于策略配置动态获取数据和组装 Prompt
+type StrategyEngine struct {
+	config *store.StrategyConfig
+}
+
+// NewStrategyEngine 创建策略执行引擎
+func NewStrategyEngine(config *store.StrategyConfig) *StrategyEngine {
+	return &StrategyEngine{config: config}
+}
+
+// GetCandidateCoins 根据策略配置获取候选币种
+func (e *StrategyEngine) GetCandidateCoins() ([]CandidateCoin, error) {
+	var candidates []CandidateCoin
+	symbolSources := make(map[string][]string)
+
+	coinSource := e.config.CoinSource
+
+	// 设置自定义的 API URL（如果配置了）
+	if coinSource.CoinPoolAPIURL != "" {
+		pool.SetCoinPoolAPI(coinSource.CoinPoolAPIURL)
+		logger.Infof("✓ 使用策略配置的 AI500 API URL: %s", coinSource.CoinPoolAPIURL)
+	}
+	if coinSource.OITopAPIURL != "" {
+		pool.SetOITopAPI(coinSource.OITopAPIURL)
+		logger.Infof("✓ 使用策略配置的 OI Top API URL: %s", coinSource.OITopAPIURL)
+	}
+
+	switch coinSource.SourceType {
+	case "static":
+		// 静态币种列表
+		for _, symbol := range coinSource.StaticCoins {
+			symbol = market.Normalize(symbol)
+			candidates = append(candidates, CandidateCoin{
+				Symbol:  symbol,
+				Sources: []string{"static"},
+			})
+		}
+		return candidates, nil
+
+	case "coinpool":
+		// 仅使用 AI500 币种池
+		return e.getCoinPoolCoins(coinSource.CoinPoolLimit)
+
+	case "oi_top":
+		// 仅使用 OI Top
+		return e.getOITopCoins(coinSource.OITopLimit)
+
+	case "mixed":
+		// 混合模式：AI500 + OI Top
+		if coinSource.UseCoinPool {
+			poolCoins, err := e.getCoinPoolCoins(coinSource.CoinPoolLimit)
+			if err != nil {
+				logger.Infof("⚠️  获取 AI500 币种池失败: %v", err)
+			} else {
+				for _, coin := range poolCoins {
+					symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "ai500")
+				}
+			}
+		}
+
+		if coinSource.UseOITop {
+			oiCoins, err := e.getOITopCoins(coinSource.OITopLimit)
+			if err != nil {
+				logger.Infof("⚠️  获取 OI Top 失败: %v", err)
+			} else {
+				for _, coin := range oiCoins {
+					symbolSources[coin.Symbol] = append(symbolSources[coin.Symbol], "oi_top")
+				}
+			}
+		}
+
+		// 添加静态币种（如果有）
+		for _, symbol := range coinSource.StaticCoins {
+			symbol = market.Normalize(symbol)
+			if _, exists := symbolSources[symbol]; !exists {
+				symbolSources[symbol] = []string{"static"}
+			} else {
+				symbolSources[symbol] = append(symbolSources[symbol], "static")
+			}
+		}
+
+		// 转换为候选币种列表
+		for symbol, sources := range symbolSources {
+			candidates = append(candidates, CandidateCoin{
+				Symbol:  symbol,
+				Sources: sources,
+			})
+		}
+		return candidates, nil
+
+	default:
+		return nil, fmt.Errorf("未知的币种来源类型: %s", coinSource.SourceType)
+	}
+}
+
+// getCoinPoolCoins 获取 AI500 币种池
+func (e *StrategyEngine) getCoinPoolCoins(limit int) ([]CandidateCoin, error) {
+	if limit <= 0 {
+		limit = 30
+	}
+
+	symbols, err := pool.GetTopRatedCoins(limit)
+	if err != nil {
+		return nil, err
+	}
+
+	var candidates []CandidateCoin
+	for _, symbol := range symbols {
+		candidates = append(candidates, CandidateCoin{
+			Symbol:  symbol,
+			Sources: []string{"ai500"},
+		})
+	}
+	return candidates, nil
+}
+
+// getOITopCoins 获取 OI Top 币种
+func (e *StrategyEngine) getOITopCoins(limit int) ([]CandidateCoin, error) {
+	if limit <= 0 {
+		limit = 20
+	}
+
+	positions, err := pool.GetOITopPositions()
+	if err != nil {
+		return nil, err
+	}
+
+	var candidates []CandidateCoin
+	for i, pos := range positions {
+		if i >= limit {
+			break
+		}
+		symbol := market.Normalize(pos.Symbol)
+		candidates = append(candidates, CandidateCoin{
+			Symbol:  symbol,
+			Sources: []string{"oi_top"},
+		})
+	}
+	return candidates, nil
+}
+
+// FetchMarketData 根据策略配置获取市场数据
+func (e *StrategyEngine) FetchMarketData(symbol string) (*market.Data, error) {
+	// 目前使用现有的 market.Get，后续可以根据策略配置自定义
+	return market.Get(symbol)
+}
+
+// FetchExternalData 获取外部数据源
+func (e *StrategyEngine) FetchExternalData() (map[string]interface{}, error) {
+	externalData := make(map[string]interface{})
+
+	for _, source := range e.config.Indicators.ExternalDataSources {
+		data, err := e.fetchSingleExternalSource(source)
+		if err != nil {
+			logger.Infof("⚠️  获取外部数据源 [%s] 失败: %v", source.Name, err)
+			continue
+		}
+		externalData[source.Name] = data
+	}
+
+	return externalData, nil
+}
+
+// fetchSingleExternalSource 获取单个外部数据源
+func (e *StrategyEngine) fetchSingleExternalSource(source store.ExternalDataSource) (interface{}, error) {
+	client := &http.Client{
+		Timeout: time.Duration(source.RefreshSecs) * time.Second,
+	}
+
+	if client.Timeout == 0 {
+		client.Timeout = 30 * time.Second
+	}
+
+	req, err := http.NewRequest(source.Method, source.URL, nil)
+	if err != nil {
+		return nil, err
+	}
+
+	// 添加请求头
+	for k, v := range source.Headers {
+		req.Header.Set(k, v)
+	}
+
+	resp, err := client.Do(req)
+	if err != nil {
+		return nil, err
+	}
+	defer resp.Body.Close()
+
+	body, err := io.ReadAll(resp.Body)
+	if err != nil {
+		return nil, err
+	}
+
+	var result interface{}
+	if err := json.Unmarshal(body, &result); err != nil {
+		return nil, err
+	}
+
+	// 如果指定了数据路径，提取指定路径的数据
+	if source.DataPath != "" {
+		result = extractJSONPath(result, source.DataPath)
+	}
+
+	return result, nil
+}
+
+// extractJSONPath 提取 JSON 路径数据（简单实现）
+func extractJSONPath(data interface{}, path string) interface{} {
+	parts := strings.Split(path, ".")
+	current := data
+
+	for _, part := range parts {
+		if m, ok := current.(map[string]interface{}); ok {
+			current = m[part]
+		} else {
+			return nil
+		}
+	}
+
+	return current
+}
+
+// BuildUserPrompt 根据策略配置构建 User Prompt
+func (e *StrategyEngine) BuildUserPrompt(ctx *Context) string {
+	var sb strings.Builder
+
+	// 系统状态
+	sb.WriteString(fmt.Sprintf("时间: %s | 周期: #%d | 运行: %d分钟\n\n",
+		ctx.CurrentTime, ctx.CallCount, ctx.RuntimeMinutes))
+
+	// BTC 市场（如果配置了）
+	if btcData, hasBTC := ctx.MarketDataMap["BTCUSDT"]; hasBTC {
+		sb.WriteString(fmt.Sprintf("BTC: %.2f (1h: %+.2f%%, 4h: %+.2f%%) | MACD: %.4f | RSI: %.2f\n\n",
+			btcData.CurrentPrice, btcData.PriceChange1h, btcData.PriceChange4h,
+			btcData.CurrentMACD, btcData.CurrentRSI7))
+	}
+
+	// 账户信息
+	sb.WriteString(fmt.Sprintf("账户: 净值%.2f | 余额%.2f (%.1f%%) | 盈亏%+.2f%% | 保证金%.1f%% | 持仓%d个\n\n",
+		ctx.Account.TotalEquity,
+		ctx.Account.AvailableBalance,
+		(ctx.Account.AvailableBalance/ctx.Account.TotalEquity)*100,
+		ctx.Account.TotalPnLPct,
+		ctx.Account.MarginUsedPct,
+		ctx.Account.PositionCount))
+
+	// 持仓信息
+	if len(ctx.Positions) > 0 {
+		sb.WriteString("## 当前持仓\n")
+		for i, pos := range ctx.Positions {
+			sb.WriteString(e.formatPositionInfo(i+1, pos, ctx))
+		}
+	} else {
+		sb.WriteString("当前持仓: 无\n\n")
+	}
+
+	// 交易统计
+	if ctx.TradingStats != nil && ctx.TradingStats.TotalTrades > 0 {
+		sb.WriteString("## 历史交易统计\n")
+		sb.WriteString(fmt.Sprintf("总交易数: %d | 胜率: %.1f%% | 盈亏比: %.2f | 夏普比: %.2f\n",
+			ctx.TradingStats.TotalTrades,
+			ctx.TradingStats.WinRate,
+			ctx.TradingStats.ProfitFactor,
+			ctx.TradingStats.SharpeRatio))
+		sb.WriteString(fmt.Sprintf("总盈亏: %.2f USDT | 平均盈利: %.2f | 平均亏损: %.2f | 最大回撤: %.1f%%\n\n",
+			ctx.TradingStats.TotalPnL,
+			ctx.TradingStats.AvgWin,
+			ctx.TradingStats.AvgLoss,
+			ctx.TradingStats.MaxDrawdownPct))
+	}
+
+	// 最近完成的订单
+	if len(ctx.RecentOrders) > 0 {
+		sb.WriteString("## 最近完成的交易\n")
+		for i, order := range ctx.RecentOrders {
+			resultStr := "盈利"
+			if order.RealizedPnL < 0 {
+				resultStr = "亏损"
+			}
+			sb.WriteString(fmt.Sprintf("%d. %s %s | 入场%.4f 出场%.4f | %s: %+.2f USDT (%+.2f%%) | %s\n",
+				i+1, order.Symbol, order.Side,
+				order.EntryPrice, order.ExitPrice,
+				resultStr, order.RealizedPnL, order.PnLPct,
+				order.FilledAt))
+		}
+		sb.WriteString("\n")
+	}
+
+	// 候选币种
+	sb.WriteString(fmt.Sprintf("## 候选币种 (%d个)\n\n", len(ctx.MarketDataMap)))
+	displayedCount := 0
+	for _, coin := range ctx.CandidateCoins {
+		marketData, hasData := ctx.MarketDataMap[coin.Symbol]
+		if !hasData {
+			continue
+		}
+		displayedCount++
+
+		sourceTags := e.formatCoinSourceTag(coin.Sources)
+		sb.WriteString(fmt.Sprintf("### %d. %s%s\n\n", displayedCount, coin.Symbol, sourceTags))
+		sb.WriteString(e.formatMarketData(marketData))
+		sb.WriteString("\n")
+	}
+	sb.WriteString("\n")
+
+	sb.WriteString("---\n\n")
+	sb.WriteString("现在请分析并输出决策（思维链 + JSON）\n")
+
+	return sb.String()
+}
+
+// formatPositionInfo 格式化持仓信息
+func (e *StrategyEngine) formatPositionInfo(index int, pos PositionInfo, ctx *Context) string {
+	var sb strings.Builder
+
+	// 计算持仓时长
+	holdingDuration := ""
+	if pos.UpdateTime > 0 {
+		durationMs := time.Now().UnixMilli() - pos.UpdateTime
+		durationMin := durationMs / (1000 * 60)
+		if durationMin < 60 {
+			holdingDuration = fmt.Sprintf(" | 持仓时长%d分钟", durationMin)
+		} else {
+			durationHour := durationMin / 60
+			durationMinRemainder := durationMin % 60
+			holdingDuration = fmt.Sprintf(" | 持仓时长%d小时%d分钟", durationHour, durationMinRemainder)
+		}
+	}
+
+	// 计算仓位价值
+	positionValue := pos.Quantity * pos.MarkPrice
+	if positionValue < 0 {
+		positionValue = -positionValue
+	}
+
+	sb.WriteString(fmt.Sprintf("%d. %s %s | 入场价%.4f 当前价%.4f | 数量%.4f | 仓位价值%.2f USDT | 盈亏%+.2f%% | 盈亏金额%+.2f USDT | 最高收益率%.2f%% | 杠杆%dx | 保证金%.0f | 强平价%.4f%s\n\n",
+		index, pos.Symbol, strings.ToUpper(pos.Side),
+		pos.EntryPrice, pos.MarkPrice, pos.Quantity, positionValue, pos.UnrealizedPnLPct, pos.UnrealizedPnL, pos.PeakPnLPct,
+		pos.Leverage, pos.MarginUsed, pos.LiquidationPrice, holdingDuration))
+
+	// 使用策略配置的指标输出市场数据
+	if marketData, ok := ctx.MarketDataMap[pos.Symbol]; ok {
+		sb.WriteString(e.formatMarketData(marketData))
+		sb.WriteString("\n")
+	}
+
+	return sb.String()
+}
+
+// formatCoinSourceTag 格式化币种来源标签
+func (e *StrategyEngine) formatCoinSourceTag(sources []string) string {
+	if len(sources) > 1 {
+		return " (AI500+OI_Top双重信号)"
+	} else if len(sources) == 1 {
+		switch sources[0] {
+		case "ai500":
+			return " (AI500)"
+		case "oi_top":
+			return " (OI_Top持仓增长)"
+		case "static":
+			return " (手动选择)"
+		}
+	}
+	return ""
+}
+
+// formatMarketData 根据策略配置格式化市场数据
+func (e *StrategyEngine) formatMarketData(data *market.Data) string {
+	var sb strings.Builder
+	indicators := e.config.Indicators
+
+	// 当前价格（总是显示）
+	sb.WriteString(fmt.Sprintf("current_price = %.4f", data.CurrentPrice))
+
+	// EMA
+	if indicators.EnableEMA {
+		sb.WriteString(fmt.Sprintf(", current_ema20 = %.3f", data.CurrentEMA20))
+	}
+
+	// MACD
+	if indicators.EnableMACD {
+		sb.WriteString(fmt.Sprintf(", current_macd = %.3f", data.CurrentMACD))
+	}
+
+	// RSI
+	if indicators.EnableRSI {
+		sb.WriteString(fmt.Sprintf(", current_rsi7 = %.3f", data.CurrentRSI7))
+	}
+
+	sb.WriteString("\n\n")
+
+	// OI 和 Funding Rate
+	if indicators.EnableOI || indicators.EnableFundingRate {
+		sb.WriteString(fmt.Sprintf("Additional data for %s:\n\n", data.Symbol))
+
+		if indicators.EnableOI && data.OpenInterest != nil {
+			sb.WriteString(fmt.Sprintf("Open Interest: Latest: %.2f Average: %.2f\n\n",
+				data.OpenInterest.Latest, data.OpenInterest.Average))
+		}
+
+		if indicators.EnableFundingRate {
+			sb.WriteString(fmt.Sprintf("Funding Rate: %.2e\n\n", data.FundingRate))
+		}
+	}
+
+	// 优先使用多时间周期数据（新增）
+	if len(data.TimeframeData) > 0 {
+		// 按时间周期排序输出
+		timeframeOrder := []string{"1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w"}
+		for _, tf := range timeframeOrder {
+			if tfData, ok := data.TimeframeData[tf]; ok {
+				sb.WriteString(fmt.Sprintf("=== %s Timeframe (oldest → latest) ===\n\n", strings.ToUpper(tf)))
+				e.formatTimeframeSeriesData(&sb, tfData, indicators)
+			}
+		}
+	} else {
+		// 兼容旧的数据格式
+		// 日内数据
+		if data.IntradaySeries != nil {
+			klineConfig := indicators.Klines
+			sb.WriteString(fmt.Sprintf("Intraday series (%s intervals, oldest → latest):\n\n", klineConfig.PrimaryTimeframe))
+
+			if len(data.IntradaySeries.MidPrices) > 0 {
+				sb.WriteString(fmt.Sprintf("Mid prices: %s\n\n", formatFloatSlice(data.IntradaySeries.MidPrices)))
+			}
+
+			if indicators.EnableEMA && len(data.IntradaySeries.EMA20Values) > 0 {
+				sb.WriteString(fmt.Sprintf("EMA indicators (20-period): %s\n\n", formatFloatSlice(data.IntradaySeries.EMA20Values)))
+			}
+
+			if indicators.EnableMACD && len(data.IntradaySeries.MACDValues) > 0 {
+				sb.WriteString(fmt.Sprintf("MACD indicators: %s\n\n", formatFloatSlice(data.IntradaySeries.MACDValues)))
+			}
+
+			if indicators.EnableRSI {
+				if len(data.IntradaySeries.RSI7Values) > 0 {
+					sb.WriteString(fmt.Sprintf("RSI indicators (7-Period): %s\n\n", formatFloatSlice(data.IntradaySeries.RSI7Values)))
+				}
+				if len(data.IntradaySeries.RSI14Values) > 0 {
+					sb.WriteString(fmt.Sprintf("RSI indicators (14-Period): %s\n\n", formatFloatSlice(data.IntradaySeries.RSI14Values)))
+				}
+			}
+
+			if indicators.EnableVolume && len(data.IntradaySeries.Volume) > 0 {
+				sb.WriteString(fmt.Sprintf("Volume: %s\n\n", formatFloatSlice(data.IntradaySeries.Volume)))
+			}
+
+			if indicators.EnableATR {
+				sb.WriteString(fmt.Sprintf("3m ATR (14-period): %.3f\n\n", data.IntradaySeries.ATR14))
+			}
+		}
+
+		// 长周期数据
+		if data.LongerTermContext != nil && indicators.Klines.EnableMultiTimeframe {
+			sb.WriteString(fmt.Sprintf("Longer-term context (%s timeframe):\n\n", indicators.Klines.LongerTimeframe))
+
+			if indicators.EnableEMA {
+				sb.WriteString(fmt.Sprintf("20-Period EMA: %.3f vs. 50-Period EMA: %.3f\n\n",
+					data.LongerTermContext.EMA20, data.LongerTermContext.EMA50))
+			}
+
+			if indicators.EnableATR {
+				sb.WriteString(fmt.Sprintf("3-Period ATR: %.3f vs. 14-Period ATR: %.3f\n\n",
+					data.LongerTermContext.ATR3, data.LongerTermContext.ATR14))
+			}
+
+			if indicators.EnableVolume {
+				sb.WriteString(fmt.Sprintf("Current Volume: %.3f vs. Average Volume: %.3f\n\n",
+					data.LongerTermContext.CurrentVolume, data.LongerTermContext.AverageVolume))
+			}
+
+			if indicators.EnableMACD && len(data.LongerTermContext.MACDValues) > 0 {
+				sb.WriteString(fmt.Sprintf("MACD indicators: %s\n\n", formatFloatSlice(data.LongerTermContext.MACDValues)))
+			}
+
+			if indicators.EnableRSI && len(data.LongerTermContext.RSI14Values) > 0 {
+				sb.WriteString(fmt.Sprintf("RSI indicators (14-Period): %s\n\n", formatFloatSlice(data.LongerTermContext.RSI14Values)))
+			}
+		}
+	}
+
+	return sb.String()
+}
+
+// formatTimeframeSeriesData 格式化单个时间周期的序列数据
+func (e *StrategyEngine) formatTimeframeSeriesData(sb *strings.Builder, data *market.TimeframeSeriesData, indicators store.IndicatorConfig) {
+	if len(data.MidPrices) > 0 {
+		sb.WriteString(fmt.Sprintf("Mid prices: %s\n\n", formatFloatSlice(data.MidPrices)))
+	}
+
+	if indicators.EnableEMA {
+		if len(data.EMA20Values) > 0 {
+			sb.WriteString(fmt.Sprintf("EMA indicators (20-period): %s\n\n", formatFloatSlice(data.EMA20Values)))
+		}
+		if len(data.EMA50Values) > 0 {
+			sb.WriteString(fmt.Sprintf("EMA indicators (50-period): %s\n\n", formatFloatSlice(data.EMA50Values)))
+		}
+	}
+
+	if indicators.EnableMACD && len(data.MACDValues) > 0 {
+		sb.WriteString(fmt.Sprintf("MACD indicators: %s\n\n", formatFloatSlice(data.MACDValues)))
+	}
+
+	if indicators.EnableRSI {
+		if len(data.RSI7Values) > 0 {
+			sb.WriteString(fmt.Sprintf("RSI indicators (7-Period): %s\n\n", formatFloatSlice(data.RSI7Values)))
+		}
+		if len(data.RSI14Values) > 0 {
+			sb.WriteString(fmt.Sprintf("RSI indicators (14-Period): %s\n\n", formatFloatSlice(data.RSI14Values)))
+		}
+	}
+
+	if indicators.EnableVolume && len(data.Volume) > 0 {
+		sb.WriteString(fmt.Sprintf("Volume: %s\n\n", formatFloatSlice(data.Volume)))
+	}
+
+	if indicators.EnableATR {
+		sb.WriteString(fmt.Sprintf("ATR (14-period): %.3f\n\n", data.ATR14))
+	}
+}
+
+// formatFloatSlice 格式化浮点数切片
+func formatFloatSlice(values []float64) string {
+	strValues := make([]string, len(values))
+	for i, v := range values {
+		strValues[i] = fmt.Sprintf("%.4f", v)
+	}
+	return "[" + strings.Join(strValues, ", ") + "]"
+}
+
+// BuildSystemPrompt 根据策略配置构建 System Prompt
+func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string) string {
+	var sb strings.Builder
+	riskControl := e.config.RiskControl
+	promptSections := e.config.PromptSections
+
+	// 1. 角色定义（可编辑）
+	if promptSections.RoleDefinition != "" {
+		sb.WriteString(promptSections.RoleDefinition)
+		sb.WriteString("\n\n")
+	} else {
+		sb.WriteString("# 你是专业的加密货币交易AI\n\n")
+		sb.WriteString("你的任务是根据提供的市场数据做出交易决策。\n\n")
+	}
+
+	// 2. 交易模式变体
+	switch strings.ToLower(strings.TrimSpace(variant)) {
+	case "aggressive":
+		sb.WriteString("## 模式：Aggressive（进攻型）\n- 优先捕捉趋势突破，可在信心度≥70时分批建仓\n- 允许更高仓位，但须严格设置止损并说明盈亏比\n\n")
+	case "conservative":
+		sb.WriteString("## 模式：Conservative（稳健型）\n- 仅在多重信号共振时开仓\n- 优先保留现金，连续亏损必须暂停多个周期\n\n")
+	case "scalping":
+		sb.WriteString("## 模式：Scalping（剥头皮）\n- 聚焦短周期动量，目标收益较小但要求迅速\n- 若价格两根bar内未按预期运行，立即减仓或止损\n\n")
+	}
+
+	// 3. 硬约束（风险控制）- 来自策略配置（不可编辑，自动生成）
+	sb.WriteString("# 硬约束（风险控制）\n\n")
+	sb.WriteString(fmt.Sprintf("1. 风险回报比: 必须 ≥ 1:%.1f\n", riskControl.MinRiskRewardRatio))
+	sb.WriteString(fmt.Sprintf("2. 最多持仓: %d个币种（质量>数量）\n", riskControl.MaxPositions))
+	sb.WriteString(fmt.Sprintf("3. 单币仓位: 山寨%.0f-%.0f U | BTC/ETH %.0f-%.0f U\n",
+		accountEquity*0.8, accountEquity*riskControl.MaxPositionRatio,
+		accountEquity*5, accountEquity*10))
+	sb.WriteString(fmt.Sprintf("4. 杠杆限制: **山寨币最大%dx杠杆** | **BTC/ETH最大%dx杠杆**\n",
+		riskControl.AltcoinMaxLeverage, riskControl.BTCETHMaxLeverage))
+	sb.WriteString(fmt.Sprintf("5. 保证金使用率 ≤ %.0f%%\n", riskControl.MaxMarginUsage*100))
+	sb.WriteString(fmt.Sprintf("6. 开仓金额: 建议 ≥%.0f USDT\n", riskControl.MinPositionSize))
+	sb.WriteString(fmt.Sprintf("7. 最小信心度: ≥%d\n\n", riskControl.MinConfidence))
+
+	// 4. 交易频率与信号质量（可编辑）
+	if promptSections.TradingFrequency != "" {
+		sb.WriteString(promptSections.TradingFrequency)
+		sb.WriteString("\n\n")
+	} else {
+		sb.WriteString("# ⏱️ 交易频率认知\n\n")
+		sb.WriteString("- 优秀交易员：每天2-4笔 ≈ 每小时0.1-0.2笔\n")
+		sb.WriteString("- 每小时>2笔 = 过度交易\n")
+		sb.WriteString("- 单笔持仓时间≥30-60分钟\n")
+		sb.WriteString("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。\n\n")
+	}
+
+	// 5. 开仓标准（可编辑）
+	if promptSections.EntryStandards != "" {
+		sb.WriteString(promptSections.EntryStandards)
+		sb.WriteString("\n\n你拥有以下指标数据：\n")
+		e.writeAvailableIndicators(&sb)
+		sb.WriteString(fmt.Sprintf("\n**信心度 ≥%d** 才能开仓。\n\n", riskControl.MinConfidence))
+	} else {
+		sb.WriteString("# 🎯 开仓标准（严格）\n\n")
+		sb.WriteString("只在多重信号共振时开仓。你拥有：\n")
+		e.writeAvailableIndicators(&sb)
+		sb.WriteString(fmt.Sprintf("\n自由运用任何有效的分析方法，但**信心度 ≥%d** 才能开仓；避免单一指标、信号矛盾、横盘震荡、刚平仓即重启等低质量行为。\n\n", riskControl.MinConfidence))
+	}
+
+	// 6. 决策流程提示（可编辑）
+	if promptSections.DecisionProcess != "" {
+		sb.WriteString(promptSections.DecisionProcess)
+		sb.WriteString("\n\n")
+	} else {
+		sb.WriteString("# 📋 决策流程\n\n")
+		sb.WriteString("1. 检查持仓 → 是否该止盈/止损\n")
+		sb.WriteString("2. 扫描候选币 + 多时间框 → 是否存在强信号\n")
+		sb.WriteString("3. 先写思维链，再输出结构化JSON\n\n")
+	}
+
+	// 7. 输出格式
+	sb.WriteString("# 输出格式 (严格遵守)\n\n")
+	sb.WriteString("**必须使用XML标签 <reasoning> 和 <decision> 标签分隔思维链和决策JSON，避免解析错误**\n\n")
+	sb.WriteString("## 格式要求\n\n")
+	sb.WriteString("<reasoning>\n")
+	sb.WriteString("你的思维链分析...\n")
+	sb.WriteString("- 简洁分析你的思考过程 \n")
+	sb.WriteString("</reasoning>\n\n")
+	sb.WriteString("<decision>\n")
+	sb.WriteString("第二步: JSON决策数组\n\n")
+	sb.WriteString("```json\n[\n")
+	sb.WriteString(fmt.Sprintf("  {\"symbol\": \"BTCUSDT\", \"action\": \"open_short\", \"leverage\": %d, \"position_size_usd\": %.0f, \"stop_loss\": 97000, \"take_profit\": 91000, \"confidence\": 85, \"risk_usd\": 300},\n",
+		riskControl.BTCETHMaxLeverage, accountEquity*5))
+	sb.WriteString("  {\"symbol\": \"ETHUSDT\", \"action\": \"close_long\"}\n")
+	sb.WriteString("]\n```\n")
+	sb.WriteString("</decision>\n\n")
+	sb.WriteString("## 字段说明\n\n")
+	sb.WriteString("- `action`: open_long | open_short | close_long | close_short | hold | wait\n")
+	sb.WriteString(fmt.Sprintf("- `confidence`: 0-100（开仓建议≥%d）\n", riskControl.MinConfidence))
+	sb.WriteString("- 开仓时必填: leverage, position_size_usd, stop_loss, take_profit, confidence, risk_usd\n\n")
+
+	// 8. 自定义 Prompt
+	if e.config.CustomPrompt != "" {
+		sb.WriteString("# 📌 个性化交易策略\n\n")
+		sb.WriteString(e.config.CustomPrompt)
+		sb.WriteString("\n\n")
+		sb.WriteString("注意: 以上个性化策略是对基础规则的补充，不能违背基础风险控制原则。\n")
+	}
+
+	return sb.String()
+}
+
+// writeAvailableIndicators 写入可用指标列表
+func (e *StrategyEngine) writeAvailableIndicators(sb *strings.Builder) {
+	indicators := e.config.Indicators
+	kline := indicators.Klines
+
+	sb.WriteString(fmt.Sprintf("- %s价格序列", kline.PrimaryTimeframe))
+	if kline.EnableMultiTimeframe {
+		sb.WriteString(fmt.Sprintf(" + %s K线序列\n", kline.LongerTimeframe))
+	} else {
+		sb.WriteString("\n")
+	}
+
+	if indicators.EnableEMA {
+		sb.WriteString("- EMA 指标")
+		if len(indicators.EMAPeriods) > 0 {
+			sb.WriteString(fmt.Sprintf("（周期: %v）", indicators.EMAPeriods))
+		}
+		sb.WriteString("\n")
+	}
+
+	if indicators.EnableMACD {
+		sb.WriteString("- MACD 指标\n")
+	}
+
+	if indicators.EnableRSI {
+		sb.WriteString("- RSI 指标")
+		if len(indicators.RSIPeriods) > 0 {
+			sb.WriteString(fmt.Sprintf("（周期: %v）", indicators.RSIPeriods))
+		}
+		sb.WriteString("\n")
+	}
+
+	if indicators.EnableATR {
+		sb.WriteString("- ATR 指标")
+		if len(indicators.ATRPeriods) > 0 {
+			sb.WriteString(fmt.Sprintf("（周期: %v）", indicators.ATRPeriods))
+		}
+		sb.WriteString("\n")
+	}
+
+	if indicators.EnableVolume {
+		sb.WriteString("- 成交量数据\n")
+	}
+
+	if indicators.EnableOI {
+		sb.WriteString("- 持仓量(OI)数据\n")
+	}
+
+	if indicators.EnableFundingRate {
+		sb.WriteString("- 资金费率\n")
+	}
+
+	if len(e.config.CoinSource.StaticCoins) > 0 || e.config.CoinSource.UseCoinPool || e.config.CoinSource.UseOITop {
+		sb.WriteString("- AI500 / OI_Top 筛选标签（若有）\n")
+	}
+}
+
+// GetRiskControlConfig 获取风险控制配置
+func (e *StrategyEngine) GetRiskControlConfig() store.RiskControlConfig {
+	return e.config.RiskControl
+}
+
+// GetConfig 获取完整策略配置
+func (e *StrategyEngine) GetConfig() *store.StrategyConfig {
+	return e.config
+}