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

@@ -194,3 +194,119 @@ func getBreakoutAction(level market.BreakoutLevel) BreakoutAction {
return BreakoutActionNone
}
}
// ============================================================================
// Task 10: Grid Direction Adjustment
// ============================================================================
const (
// BreakoutActionAdjustDirection adjusts grid direction based on breakout
BreakoutActionAdjustDirection BreakoutAction = 4
)
// determineGridDirection determines the new grid direction based on box breakout
// currentDirection: the current grid direction
// breakoutLevel: which box level has been broken (short/mid/long)
// direction: breakout direction ("up" or "down")
// Returns: the new grid direction
func determineGridDirection(box *market.BoxData, currentDirection market.GridDirection, breakoutLevel market.BreakoutLevel, direction string) market.GridDirection {
if box == nil {
return currentDirection
}
price := box.CurrentPrice
switch breakoutLevel {
case market.BreakoutShort:
// Short box breakout: bias direction
// Still within mid box, so not a full trend yet
if direction == "up" {
return market.GridDirectionLongBias
}
return market.GridDirectionShortBias
case market.BreakoutMid:
// Mid box breakout: full direction
// More significant move, commit fully
if direction == "up" {
return market.GridDirectionLong
}
return market.GridDirectionShort
case market.BreakoutLong:
// Long box breakout: handled by existing emergency logic
// Return current direction, let existing handlers take over
return currentDirection
case market.BreakoutNone:
// No breakout - check if we should recover toward neutral
return determineRecoveryDirection(price, box, currentDirection)
default:
return currentDirection
}
}
// determineRecoveryDirection determines if grid direction should recover toward neutral
// This implements the gradual recovery logic: long → long_bias → neutral ← short_bias ← short
func determineRecoveryDirection(price float64, box *market.BoxData, currentDirection market.GridDirection) market.GridDirection {
// Check if price is back inside the short box
insideShortBox := price >= box.ShortLower && price <= box.ShortUpper
if !insideShortBox {
// Still outside short box, maintain current direction
return currentDirection
}
// Price is inside short box, start recovery toward neutral
switch currentDirection {
case market.GridDirectionLong:
// Full long → bias long
return market.GridDirectionLongBias
case market.GridDirectionLongBias:
// Bias long → neutral
return market.GridDirectionNeutral
case market.GridDirectionShort:
// Full short → bias short
return market.GridDirectionShortBias
case market.GridDirectionShortBias:
// Bias short → neutral
return market.GridDirectionNeutral
default:
return currentDirection
}
}
// getBreakoutActionWithDirection returns the appropriate action for a breakout level
// when direction adjustment is enabled
func getBreakoutActionWithDirection(level market.BreakoutLevel, enableDirectionAdjust bool) BreakoutAction {
if !enableDirectionAdjust {
// Fall back to original behavior
return getBreakoutAction(level)
}
switch level {
case market.BreakoutShort:
// Short box breakout with direction adjustment: adjust direction instead of reducing position
return BreakoutActionAdjustDirection
case market.BreakoutMid:
// Mid box breakout with direction adjustment: adjust to full direction
return BreakoutActionAdjustDirection
case market.BreakoutLong:
// Long box breakout: always trigger emergency handling
return BreakoutActionCloseAll
default:
return BreakoutActionNone
}
}
// shouldRecoverDirection checks if the current grid direction should start recovering toward neutral
func shouldRecoverDirection(box *market.BoxData, currentDirection market.GridDirection) bool {
if box == nil || currentDirection == market.GridDirectionNeutral {
return false
}
price := box.CurrentPrice
// Check if price is back inside the short box
return price >= box.ShortLower && price <= box.ShortUpper
}