feat(grid): auto-adjust grid direction based on box breakouts

Add GridDirection type with 5 states:
- neutral (50% buy + 50% sell)
- long/short (100% one direction)
- long_bias/short_bias (70%/30% configurable)

Direction adjustment logic:
- Short box breakout → bias direction (long_bias/short_bias)
- Mid box breakout → full direction (long/short)
- Long box breakout → emergency handling (unchanged)
- Recovery: long → long_bias → neutral ← short_bias ← short

Config options:
- EnableDirectionAdjust (default: false)
- DirectionBiasRatio (default: 0.7)

Includes unit tests for all direction-related functions.
This commit is contained in:
tinkle-community
2026-02-04 11:25:47 +08:00
parent 382e756328
commit 773857351f
7 changed files with 691 additions and 6 deletions

View File

@@ -84,6 +84,9 @@ type GridContext struct {
// Box indicators (Donchian Channels)
BoxData *market.BoxData `json:"box_data,omitempty"`
// Grid direction (neutral, long, short, long_bias, short_bias)
CurrentDirection string `json:"current_direction,omitempty"`
}
// ============================================================================
@@ -279,6 +282,20 @@ func buildGridUserPromptZh(ctx *GridContext) string {
sb.WriteString(fmt.Sprintf("- 活跃订单数: %d\n", ctx.ActiveOrderCount))
sb.WriteString(fmt.Sprintf("- 已成交层数: %d\n", ctx.FilledLevelCount))
sb.WriteString(fmt.Sprintf("- 网格已暂停: %v\n", ctx.IsPaused))
if ctx.CurrentDirection != "" {
directionDescZh := map[string]string{
"neutral": "中性 (50%买+50%卖)",
"long": "做多 (100%买)",
"short": "做空 (100%卖)",
"long_bias": "偏多 (70%买+30%卖)",
"short_bias": "偏空 (30%买+70%卖)",
}
desc := directionDescZh[ctx.CurrentDirection]
if desc == "" {
desc = ctx.CurrentDirection
}
sb.WriteString(fmt.Sprintf("- 网格方向: %s\n", desc))
}
sb.WriteString("\n")
// Grid levels detail
@@ -376,6 +393,20 @@ func buildGridUserPromptEn(ctx *GridContext) string {
sb.WriteString(fmt.Sprintf("- Active Orders: %d\n", ctx.ActiveOrderCount))
sb.WriteString(fmt.Sprintf("- Filled Levels: %d\n", ctx.FilledLevelCount))
sb.WriteString(fmt.Sprintf("- Grid Paused: %v\n", ctx.IsPaused))
if ctx.CurrentDirection != "" {
directionDescEn := map[string]string{
"neutral": "Neutral (50% buy + 50% sell)",
"long": "Long (100% buy)",
"short": "Short (100% sell)",
"long_bias": "Long Bias (70% buy + 30% sell)",
"short_bias": "Short Bias (30% buy + 70% sell)",
}
desc := directionDescEn[ctx.CurrentDirection]
if desc == "" {
desc = ctx.CurrentDirection
}
sb.WriteString(fmt.Sprintf("- Grid Direction: %s\n", desc))
}
sb.WriteString("\n")
// Grid levels detail