mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-15 16:56:56 +08:00
Feature/custom strategy (#1173)
* 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 * feat: add quant data integration and fix position click navigation - Integrate quant data API (netflow, OI, price changes) into Strategy Studio - Add enable_quant_data toggle in indicator editor - Fix position symbol click to navigate to chart (sync defaultSymbol prop) - Fix TradingView chart fullscreen flickering
This commit is contained in:
tinkle-community
@@ -177,6 +177,193 @@ func (e *StrategyEngine) FetchExternalData() (map[string]interface{}, error) {
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return externalData, nil
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}
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// QuantData 量化数据结构（资金流向、持仓变化、价格变化）
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type QuantData struct {
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Symbol string `json:"symbol"`
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Price float64 `json:"price"`
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Netflow *NetflowData `json:"netflow,omitempty"`
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OI map[string]*OIData `json:"oi,omitempty"`
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PriceChange map[string]float64 `json:"price_change,omitempty"`
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}
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type NetflowData struct {
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Institution *FlowTypeData `json:"institution,omitempty"`
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Personal *FlowTypeData `json:"personal,omitempty"`
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}
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type FlowTypeData struct {
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Future map[string]float64 `json:"future,omitempty"`
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Spot map[string]float64 `json:"spot,omitempty"`
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}
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type OIData struct {
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CurrentOI float64 `json:"current_oi"`
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NetLong float64 `json:"net_long"`
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NetShort float64 `json:"net_short"`
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Delta map[string]*OIDeltaData `json:"delta,omitempty"`
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}
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type OIDeltaData struct {
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OIDelta float64 `json:"oi_delta"`
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OIDeltaValue float64 `json:"oi_delta_value"`
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OIDeltaPercent float64 `json:"oi_delta_percent"`
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}
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// FetchQuantData 获取单个币种的量化数据
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func (e *StrategyEngine) FetchQuantData(symbol string) (*QuantData, error) {
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if !e.config.Indicators.EnableQuantData || e.config.Indicators.QuantDataAPIURL == "" {
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return nil, nil
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}
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// 替换 {symbol} 占位符
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url := strings.Replace(e.config.Indicators.QuantDataAPIURL, "{symbol}", symbol, -1)
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client := &http.Client{Timeout: 10 * time.Second}
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resp, err := client.Get(url)
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if err != nil {
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return nil, fmt.Errorf("请求失败: %w", err)
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}
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defer resp.Body.Close()
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if resp.StatusCode != http.StatusOK {
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return nil, fmt.Errorf("HTTP状态码: %d", resp.StatusCode)
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}
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body, err := io.ReadAll(resp.Body)
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if err != nil {
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return nil, fmt.Errorf("读取响应失败: %w", err)
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}
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// 解析响应
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var apiResp struct {
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Code int `json:"code"`
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Data *QuantData `json:"data"`
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}
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if err := json.Unmarshal(body, &apiResp); err != nil {
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return nil, fmt.Errorf("解析JSON失败: %w", err)
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}
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if apiResp.Code != 0 {
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return nil, fmt.Errorf("API返回错误码: %d", apiResp.Code)
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}
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return apiResp.Data, nil
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}
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// FetchQuantDataBatch 批量获取量化数据
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func (e *StrategyEngine) FetchQuantDataBatch(symbols []string) map[string]*QuantData {
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result := make(map[string]*QuantData)
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if !e.config.Indicators.EnableQuantData || e.config.Indicators.QuantDataAPIURL == "" {
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return result
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}
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for _, symbol := range symbols {
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data, err := e.FetchQuantData(symbol)
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if err != nil {
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logger.Infof("⚠️ 获取 %s 量化数据失败: %v", symbol, err)
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continue
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}
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if data != nil {
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result[symbol] = data
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}
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}
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return result
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}
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// formatQuantData 格式化量化数据
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func (e *StrategyEngine) formatQuantData(data *QuantData) string {
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if data == nil {
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return ""
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}
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var sb strings.Builder
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sb.WriteString("📊 量化数据:\n")
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// 价格变化
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if len(data.PriceChange) > 0 {
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sb.WriteString("价格变化: ")
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timeframes := []string{"5m", "15m", "1h", "4h", "24h"}
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parts := []string{}
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for _, tf := range timeframes {
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if v, ok := data.PriceChange[tf]; ok {
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parts = append(parts, fmt.Sprintf("%s: %+.2f%%", tf, v))
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}
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}
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sb.WriteString(strings.Join(parts, " | "))
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sb.WriteString("\n")
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}
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// 资金流向
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if data.Netflow != nil {
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sb.WriteString("资金流向(USDT):\n")
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// 机构资金
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if data.Netflow.Institution != nil {
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if data.Netflow.Institution.Future != nil {
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sb.WriteString(" 机构合约: ")
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parts := []string{}
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for _, tf := range []string{"1h", "4h", "24h"} {
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if v, ok := data.Netflow.Institution.Future[tf]; ok {
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parts = append(parts, fmt.Sprintf("%s: %+.0f", tf, v))
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}
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}
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sb.WriteString(strings.Join(parts, " | "))
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sb.WriteString("\n")
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}
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if data.Netflow.Institution.Spot != nil {
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sb.WriteString(" 机构现货: ")
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parts := []string{}
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for _, tf := range []string{"1h", "4h", "24h"} {
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if v, ok := data.Netflow.Institution.Spot[tf]; ok {
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parts = append(parts, fmt.Sprintf("%s: %+.0f", tf, v))
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}
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}
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sb.WriteString(strings.Join(parts, " | "))
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sb.WriteString("\n")
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}
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}
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// 散户资金
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if data.Netflow.Personal != nil {
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if data.Netflow.Personal.Future != nil {
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sb.WriteString(" 散户合约: ")
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parts := []string{}
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for _, tf := range []string{"1h", "4h", "24h"} {
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if v, ok := data.Netflow.Personal.Future[tf]; ok {
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parts = append(parts, fmt.Sprintf("%s: %+.0f", tf, v))
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}
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}
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sb.WriteString(strings.Join(parts, " | "))
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sb.WriteString("\n")
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}
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}
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}
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// 持仓数据
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if len(data.OI) > 0 {
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for exchange, oiData := range data.OI {
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sb.WriteString(fmt.Sprintf("持仓(%s): 当前%.2f | 多%.2f 空%.2f\n",
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exchange, oiData.CurrentOI, oiData.NetLong, oiData.NetShort))
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if len(oiData.Delta) > 0 {
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sb.WriteString(" 持仓变化: ")
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parts := []string{}
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for _, tf := range []string{"1h", "4h", "24h"} {
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if d, ok := oiData.Delta[tf]; ok {
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parts = append(parts, fmt.Sprintf("%s: %+.2f%%", tf, d.OIDeltaPercent))
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}
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}
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sb.WriteString(strings.Join(parts, " | "))
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sb.WriteString("\n")
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}
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}
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}
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return sb.String()
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}
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// fetchSingleExternalSource 获取单个外部数据源
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func (e *StrategyEngine) fetchSingleExternalSource(source store.ExternalDataSource) (interface{}, error) {
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client := &http.Client{
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@@ -316,6 +503,13 @@ func (e *StrategyEngine) BuildUserPrompt(ctx *Context) string {
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sourceTags := e.formatCoinSourceTag(coin.Sources)
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sb.WriteString(fmt.Sprintf("### %d. %s%s\n\n", displayedCount, coin.Symbol, sourceTags))
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sb.WriteString(e.formatMarketData(marketData))
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// 添加量化数据（如果有）
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if ctx.QuantDataMap != nil {
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if quantData, hasQuant := ctx.QuantDataMap[coin.Symbol]; hasQuant {
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sb.WriteString(e.formatQuantData(quantData))
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}
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}
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sb.WriteString("\n")
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}
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sb.WriteString("\n")
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@@ -358,6 +552,13 @@ func (e *StrategyEngine) formatPositionInfo(index int, pos PositionInfo, ctx *Co
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// 使用策略配置的指标输出市场数据
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if marketData, ok := ctx.MarketDataMap[pos.Symbol]; ok {
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sb.WriteString(e.formatMarketData(marketData))
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// 添加量化数据（如果有）
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if ctx.QuantDataMap != nil {
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if quantData, hasQuant := ctx.QuantDataMap[pos.Symbol]; hasQuant {
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sb.WriteString(e.formatQuantData(quantData))
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}
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}
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sb.WriteString("\n")
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}
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@@ -706,6 +907,10 @@ func (e *StrategyEngine) writeAvailableIndicators(sb *strings.Builder) {
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if len(e.config.CoinSource.StaticCoins) > 0 || e.config.CoinSource.UseCoinPool || e.config.CoinSource.UseOITop {
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sb.WriteString("- AI500 / OI_Top 筛选标签（若有）\n")
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}
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if indicators.EnableQuantData {
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sb.WriteString("- 量化数据（机构/散户资金流向、持仓变化、多周期价格变化）\n")
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}
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}
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// GetRiskControlConfig 获取风险控制配置
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