liuyu/nofx
1
0
Fork 0
mirror of https://github.com/NoFxAiOS/nofx.git synced 2026-07-03 02:50:59 +08:00
Code Issues Packages Projects Releases Wiki Activity

Merge pull request #468 from NoFearInMyHeart-G/dev

Browse Source 
feat: 增加持仓最高收益缓存和自动止盈机制
This commit is contained in:
Icyoung
2025-11-05 16:22:05 +08:00
committed by GitHub
parent 89f95d2bef 483c3b6e08
commit 8d511fe57e
1 changed files with 174 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

179
trader/auto_trader.go
View File

@@ -12,6 +12,7 @@ import (
"nofx/pool"
"strings"
"time"
"sync"
)
// AutoTraderConfig 自动交易配置（简化版 - AI全权决策）
@@ -99,6 +100,10 @@ type AutoTrader struct {
startTime time.Time // 系统启动时间
callCount int // AI调用次数
positionFirstSeenTime map[string]int64 // 持仓首次出现时间 (symbol_side -> timestamp毫秒)
stopMonitorCh chan struct{} // 用于停止监控goroutine
monitorWg sync.WaitGroup // 用于等待监控goroutine结束
peakPnLCache map[string]float64 // 最高收益缓存 (symbol -> 峰值盈亏百分比)
peakPnLCacheMutex sync.RWMutex // 缓存读写锁
lastBalanceSyncTime time.Time // 上次余额同步时间
database interface{} // 数据库引用（用于自动更新余额）
userID string // 用户ID
@@ -221,6 +226,10 @@ func NewAutoTrader(config AutoTraderConfig, database interface{}, userID string)
callCount: 0,
isRunning: false,
positionFirstSeenTime: make(map[string]int64),
stopMonitorCh: make(chan struct{}),
monitorWg: sync.WaitGroup{},
peakPnLCache: make(map[string]float64),
peakPnLCacheMutex: sync.RWMutex{},
lastBalanceSyncTime: time.Now(), // 初始化为当前时间
database: database,
userID: userID,
@@ -235,6 +244,9 @@ func (at *AutoTrader) Run() error {
log.Printf("⚙️ 扫描间隔: %v", at.config.ScanInterval)
log.Println("🤖 AI将全权决定杠杆、仓位大小、止损止盈等参数")
// 启动回撤监控
at.startDrawdownMonitor()
ticker := time.NewTicker(at.config.ScanInterval)
defer ticker.Stop()
@@ -258,6 +270,8 @@ func (at *AutoTrader) Run() error {
// Stop 停止自动交易
func (at *AutoTrader) Stop() {
at.isRunning = false
close(at.stopMonitorCh) // 通知监控goroutine停止
at.monitorWg.Wait() // 等待监控goroutine结束
log.Println("⏹ 自动交易系统停止")
}
@@ -489,11 +503,11 @@ func (at *AutoTrader) runCycle() error {
// 7. 打印AI决策
// log.Printf("📋 AI决策列表 (%d 个):\n", len(decision.Decisions))
// for i, d := range decision.Decisions {
// log.Printf(" [%d] %s: %s - %s", i+1, d.Symbol, d.Action, d.Reasoning)
// if d.Action == "open_long" || d.Action == "open_short" {
// log.Printf(" 杠杆: %dx | 仓位: %.2f USDT | 止损: %.4f | 止盈: %.4f",
// d.Leverage, d.PositionSizeUSD, d.StopLoss, d.TakeProfit)
// }
// log.Printf(" [%d] %s: %s - %s", i+1, d.Symbol, d.Action, d.Reasoning)
// if d.Action == "open_long" || d.Action == "open_short" {
// log.Printf(" 杠杆: %dx | 仓位: %.2f USDT | 止损: %.4f | 止盈: %.4f",
// d.Leverage, d.PositionSizeUSD, d.StopLoss, d.TakeProfit)
// }
// }
log.Println()
@@ -1438,3 +1452,158 @@ func normalizeSymbol(symbol string) string {
return symbol
}
// 启动回撤监控
func (at *AutoTrader) startDrawdownMonitor() {
at.monitorWg.Add(1)
go func() {
defer at.monitorWg.Done()
ticker := time.NewTicker(1 * time.Minute) // 每分钟检查一次
defer ticker.Stop()
log.Println("📊 启动持仓回撤监控（每分钟检查一次）")
for {
select {
case <-ticker.C:
at.checkPositionDrawdown()
case <-at.stopMonitorCh:
log.Println("⏹ 停止持仓回撤监控")
return
}
}
}()
}
// 检查持仓回撤情况
func (at *AutoTrader) checkPositionDrawdown() {
// 获取当前持仓
positions, err := at.trader.GetPositions()
if err != nil {
log.Printf("❌ 回撤监控：获取持仓失败: %v", err)
return
}
for _, pos := range positions {
symbol := pos["symbol"].(string)
side := pos["side"].(string)
entryPrice := pos["entryPrice"].(float64)
markPrice := pos["markPrice"].(float64)
quantity := pos["positionAmt"].(float64)
if quantity < 0 {
quantity = -quantity // 空仓数量为负，转为正数
}
// 计算当前盈亏百分比
leverage := 10 // 默认值
if lev, ok := pos["leverage"].(float64); ok {
leverage = int(lev)
}
var currentPnLPct float64
if side == "long" {
currentPnLPct = ((markPrice - entryPrice) / entryPrice) * float64(leverage) * 100
} else {
currentPnLPct = ((entryPrice - markPrice) / entryPrice) * float64(leverage) * 100
}
// 获取该持仓的历史最高收益
at.peakPnLCacheMutex.RLock()
peakPnLPct, exists := at.peakPnLCache[symbol]
at.peakPnLCacheMutex.RUnlock()
if !exists {
// 如果没有历史最高记录，使用当前盈亏作为初始值
peakPnLPct = currentPnLPct
at.UpdatePeakPnL(symbol, currentPnLPct)
} else {
// 更新峰值缓存
at.UpdatePeakPnL(symbol, currentPnLPct)
}
// 计算回撤（从最高点下跌的幅度）
var drawdownPct float64
if peakPnLPct > 0 && currentPnLPct < peakPnLPct {
drawdownPct = ((peakPnLPct - currentPnLPct) / peakPnLPct) * 100
}
// 检查平仓条件：收益大于5%且回撤超过40%
if currentPnLPct > 5.0 && drawdownPct >= 40.0 {
log.Printf("🚨 触发回撤平仓条件: %s %s | 当前收益: %.2f%% | 最高收益: %.2f%% | 回撤: %.2f%%",
symbol, side, currentPnLPct, peakPnLPct, drawdownPct)
// 执行平仓
if err := at.emergencyClosePosition(symbol, side); err != nil {
log.Printf("❌ 回撤平仓失败 (%s %s): %v", symbol, side, err)
} else {
log.Printf("✅ 回撤平仓成功: %s %s", symbol, side)
// 平仓后清理该symbol的缓存
at.ClearPeakPnLCache(symbol)
}
} else if currentPnLPct > 5.0 {
// 记录接近平仓条件的情况（用于调试）
log.Printf("📊 回撤监控: %s %s | 收益: %.2f%% | 最高: %.2f%% | 回撤: %.2f%%",
symbol, side, currentPnLPct, peakPnLPct, drawdownPct)
}
}
}
// 紧急平仓函数
func (at *AutoTrader) emergencyClosePosition(symbol, side string) error {
switch side {
case "long":
order, err := at.trader.CloseLong(symbol, 0) // 0 = 全部平仓
if err != nil {
return err
}
log.Printf("✅ 紧急平多仓成功，订单ID: %v", order["orderId"])
case "short":
order, err := at.trader.CloseShort(symbol, 0) // 0 = 全部平仓
if err != nil {
return err
}
log.Printf("✅ 紧急平空仓成功，订单ID: %v", order["orderId"])
default:
return fmt.Errorf("未知的持仓方向: %s", side)
}
return nil
}
// GetPeakPnLCache 获取最高收益缓存
func (at *AutoTrader) GetPeakPnLCache() map[string]float64 {
at.peakPnLCacheMutex.RLock()
defer at.peakPnLCacheMutex.RUnlock()
// 返回缓存的副本
cache := make(map[string]float64)
for k, v := range at.peakPnLCache {
cache[k] = v
}
return cache
}
// UpdatePeakPnL 更新最高收益缓存
func (at *AutoTrader) UpdatePeakPnL(symbol string, currentPnLPct float64) {
at.peakPnLCacheMutex.Lock()
defer at.peakPnLCacheMutex.Unlock()
if peak, exists := at.peakPnLCache[symbol]; exists {
// 更新峰值（如果是多头，取较大值；如果是空头，currentPnLPct为负，也要比较）
if currentPnLPct > peak {
at.peakPnLCache[symbol] = currentPnLPct
}
} else {
// 首次记录
at.peakPnLCache[symbol] = currentPnLPct
}
}
// ClearPeakPnLCache 清除指定symbol的峰值缓存
func (at *AutoTrader) ClearPeakPnLCache(symbol string) {
at.peakPnLCacheMutex.Lock()
defer at.peakPnLCacheMutex.Unlock()
delete(at.peakPnLCache, symbol)
}