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

@@ -63,6 +63,10 @@ type GridConfigModel struct {
AIProvider string `json:"ai_provider" gorm:"default:deepseek"`
AIModel string `json:"ai_model" gorm:"default:deepseek-chat"`
IsActive bool `json:"is_active" gorm:"default:false"`
// Direction adjustment settings
EnableDirectionAdjust bool `json:"enable_direction_adjust" gorm:"default:false"`
DirectionBiasRatio float64 `json:"direction_bias_ratio" gorm:"default:0.7"`
}
func (GridConfigModel) TableName() string {
@@ -108,6 +112,11 @@ type GridInstanceModel struct {
// Position adjustment due to breakout
PositionReductionPct float64 `json:"position_reduction_pct" gorm:"default:0"` // 0 = normal, 50 = reduced
// Grid direction adjustment state
CurrentDirection string `json:"current_direction" gorm:"default:neutral"`
DirectionChangedAt time.Time `json:"direction_changed_at"`
DirectionChangeCount int `json:"direction_change_count" gorm:"default:0"`
TotalProfit float64 `json:"total_profit" gorm:"default:0"`
TotalFees float64 `json:"total_fees" gorm:"default:0"`
TotalTrades int `json:"total_trades" gorm:"default:0"`

View File

@@ -81,6 +81,10 @@ type GridStrategyConfig struct {
DailyLossLimitPct float64 `json:"daily_loss_limit_pct"`
// Use maker-only orders for lower fees
UseMakerOnly bool `json:"use_maker_only"`
// Enable automatic grid direction adjustment based on box breakouts
EnableDirectionAdjust bool `json:"enable_direction_adjust"`
// Direction bias ratio for long_bias/short_bias modes (default 0.7 = 70%/30%)
DirectionBiasRatio float64 `json:"direction_bias_ratio"`
}
// PromptSectionsConfig editable sections of System Prompt