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Add multi-timeframe data analysis support

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Introduces 15m and 1h timeframes to Data struct and related calculations for more robust multi-timeframe analysis. Updates system prompt to reflect new data sources and analysis methods, and extends Format output to include mid-term series. Enhances signal quality and trend confirmation by leveraging multiple timeframes.
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ZhouYongyou
2025-10-31 22:27:20 +08:00
parent fb3ca40d43
commit 8e5a35e664
2 changed files with 209 additions and 16 deletions
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33
decision/engine.go
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@@ -279,20 +279,35 @@ func buildSystemPrompt(accountEquity float64, btcEthLeverage, altcoinLeverage in
// === 开仓信号强度 ===
sb.WriteString("# 🎯 开仓标准（严格）\n\n")
sb.WriteString("只在**强信号**时开仓，不确定就观望。\n\n")
sb.WriteString("**你拥有的完整数据**：\n")
sb.WriteString("- 📊 **原始序列**：3分钟价格序列(MidPrices数组) + 4小时K线序列\n")
sb.WriteString("- 📈 **技术序列**：EMA20序列、MACD序列、RSI7序列、RSI14序列\n")
sb.WriteString("- 💰 **资金序列**：成交量序列、持仓量(OI)序列、资金费率\n")
sb.WriteString("- 🎯 **筛选标记**：AI500评分 / OI_Top排名（如果有标注）\n\n")
sb.WriteString("**你拥有的完整数据（多时间框架分析）**：\n\n")
sb.WriteString("**📊 四个时间框架序列**（每个包含最近10个数据点）：\n")
sb.WriteString("1. **3分钟序列**：用于获取实时价格（当前价格 = 最后一根K线的收盘价）\n")
sb.WriteString(" - Mid prices, EMA20, MACD, RSI7, RSI14\n")
sb.WriteString("2. **15分钟序列**：短期趋势过滤（覆盖最近2.5小时）\n")
sb.WriteString(" - Mid prices, EMA20, MACD, RSI7, RSI14\n")
sb.WriteString("3. **1小时序列**：中期趋势确认（覆盖最近10小时）\n")
sb.WriteString(" - Mid prices, EMA20, MACD, RSI7, RSI14\n")
sb.WriteString("4. **4小时序列**：长期趋势方向（覆盖最近40小时）\n")
sb.WriteString(" - EMA20 vs EMA50, ATR, Volume, MACD, RSI14\n\n")
sb.WriteString("**💰 资金数据**：\n")
sb.WriteString("- 持仓量(OI)变化、资金费率、成交量对比\n\n")
sb.WriteString("**🎯 多时间框架分析建议**：\n")
sb.WriteString("- **趋势共振**：当15m/1h/4h三个时间框架方向一致时 → 高信心度信号\n")
sb.WriteString("- **趋势过滤**：用1h和4h确认主趋势，避免在震荡中交易\n")
sb.WriteString("- **入场时机**：用15m寻找入场点，确保不在短期逆势位置开仓\n")
sb.WriteString("- **背离识别**：价格创新高但MACD未创新高（多时间框架对比）\n")
sb.WriteString("- **假突破过滤**：15m突破但1h/4h未确认 → 可能是假突破\n\n")
sb.WriteString("**分析方法**（完全由你自主决定）：\n")
sb.WriteString("- 自由运用序列数据，你可以做但不限于趋势分析、形态识别、支撑阻力、技术阻力位、斐波那契、波动带计算\n")
sb.WriteString("- 多维度交叉验证（价格+量+OI+指标+序列形态）\n")
sb.WriteString("- 自由运用多时间框架序列，做趋势分析、形态识别、支撑阻力、背离判断\n")
sb.WriteString("- 多维度交叉验证（多时间框架 + 量价 + OI + 资金费率）\n")
sb.WriteString("- 用你认为最有效的方法发现高确定性机会\n")
sb.WriteString("- 综合信心度 ≥ 75 才开仓\n\n")
sb.WriteString("- **综合信心度 ≥ 75 才开仓**\n\n")
sb.WriteString("**避免低质量信号**：\n")
sb.WriteString("- 单一时间框架分析（必须多时间框架共振）\n")
sb.WriteString("- 时间框架矛盾（15m上涨但1h/4h下跌）\n")
sb.WriteString("- 单一维度（只看一个指标）\n")
sb.WriteString("- 相互矛盾（涨但量萎缩）\n")
sb.WriteString("- 横盘震荡\n")
sb.WriteString("- 横盘震荡（多个时间框架都无明确趋势）\n")
sb.WriteString("- 刚平仓不久（<15分钟）\n\n")
// === 夏普比率自我进化 ===