Feature: Add position holding duration to AI decision context

Track and display how long each position has been held to help AI make better timing decisions.

**Implementation**:
- Added UpdateTime field to PositionInfo struct (decision/engine.go:26)
- Added positionFirstSeenTime map to AutoTrader for tracking (trader/auto_trader.go:60)
- Record opening time when position is created successfully:
  - executeOpenLongWithRecord: Records timestamp for long positions (trader/auto_trader.go:540-541)
  - executeOpenShortWithRecord: Records timestamp for short positions (trader/auto_trader.go:593-594)
- Fallback tracking in buildTradingContext for program restart scenarios (trader/auto_trader.go:386-392)
- Auto-cleanup closed positions from tracking map (trader/auto_trader.go:409-414)
- Display duration in user prompt with smart formatting:
  - Under 60 min: "持仓时长25分钟"
  - Over 60 min: "持仓时长2小时15分钟"

**Example Output**:
```
1. TAOUSDT LONG | 入场价435.5300 当前价433.1900 | 盈亏-0.54% | 杠杆20x | 保证金25 | 强平价418.1528 | 持仓时长2小时15分钟
```

**Benefits**:
- AI can see how long positions have been held
- Helps enforce minimum holding period (30-60 min) from system prompt
- Simple implementation with minimal overhead
- Auto-cleanup prevents memory leaks

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
tinkle
2025-10-29 14:20:40 +08:00
parent f07ad429a8
commit 68c0c62d04
2 changed files with 71 additions and 26 deletions

View File

@@ -23,6 +23,7 @@ type PositionInfo struct {
UnrealizedPnLPct float64 `json:"unrealized_pnl_pct"`
LiquidationPrice float64 `json:"liquidation_price"`
MarginUsed float64 `json:"margin_used"`
UpdateTime int64 `json:"update_time"` // 持仓更新时间戳(毫秒)
}
// AccountInfo 账户信息
@@ -335,10 +336,24 @@ func buildUserPrompt(ctx *Context) string {
if len(ctx.Positions) > 0 {
sb.WriteString("## 当前持仓\n")
for i, pos := range ctx.Positions {
sb.WriteString(fmt.Sprintf("%d. %s %s | 入场价%.4f 当前价%.4f | 盈亏%+.2f%% | 杠杆%dx | 保证金%.0f | 强平价%.4f\n\n",
// 计算持仓时长
holdingDuration := ""
if pos.UpdateTime > 0 {
durationMs := time.Now().UnixMilli() - pos.UpdateTime
durationMin := durationMs / (1000 * 60) // 转换为分钟
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)
}
}
sb.WriteString(fmt.Sprintf("%d. %s %s | 入场价%.4f 当前价%.4f | 盈亏%+.2f%% | 杠杆%dx | 保证金%.0f | 强平价%.4f%s\n\n",
i+1, pos.Symbol, strings.ToUpper(pos.Side),
pos.EntryPrice, pos.MarkPrice, pos.UnrealizedPnLPct,
pos.Leverage, pos.MarginUsed, pos.LiquidationPrice))
pos.Leverage, pos.MarginUsed, pos.LiquidationPrice, holdingDuration))
// 使用FormatMarketData输出完整市场数据
if marketData, ok := ctx.MarketDataMap[pos.Symbol]; ok {