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Merge pull request #462 from zhouyongyou/fix/quantity-zero-min-notional

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fix(trader+decision): prevent quantity=0 error with minimum notional validation
This commit is contained in:
Icyoung
2025-11-05 16:29:24 +08:00
committed by GitHub
parent 9fdaa69fc3 dc92296c15
commit a8b7c9f49a
2 changed files with 69 additions and 3 deletions
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24
decision/engine.go
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@@ -309,9 +309,11 @@ func buildSystemPrompt(accountEquity float64, btcEthLeverage, altcoinLeverage in
sb.WriteString("# 硬约束（风险控制）\n\n")
sb.WriteString("1. 风险回报比: 必须 ≥ 1:3（冒1%风险，赚3%+收益）\n")
sb.WriteString("2. 最多持仓: 3个币种（质量>数量）\n")
sb.WriteString(fmt.Sprintf("3. 单币仓位: 山寨%.0f-%.0f U(%dx杠杆) | BTC/ETH %.0f-%.0f U(%dx杠杆)\n",
accountEquity*0.8, accountEquity*1.5, altcoinLeverage, accountEquity*5, accountEquity*10, btcEthLeverage))
sb.WriteString("4. 保证金: 总使用率 ≤ 90%\n\n")
sb.WriteString(fmt.Sprintf("3. 单币仓位: 山寨%.0f-%.0f U | BTC/ETH %.0f-%.0f U\n",
accountEquity*0.8, accountEquity*1.5, accountEquity*5, accountEquity*10))
sb.WriteString(fmt.Sprintf("4. 杠杆限制: **山寨币最大%dx杠杆** | **BTC/ETH最大%dx杠杆** (⚠️ 严格执行，不可超过)\n", altcoinLeverage, btcEthLeverage))
sb.WriteString("5. 保证金: 总使用率 ≤ 90%\n")
sb.WriteString("6. 开仓金额: 建议 **≥12 USDT** (交易所最小名义价值 10 USDT + 安全边际)\n\n")
// 3. 输出格式 - 动态生成
sb.WriteString("#输出格式\n\n")
@@ -670,6 +672,22 @@ func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoi
if d.PositionSizeUSD <= 0 {
return fmt.Errorf("仓位大小必须大于0: %.2f", d.PositionSizeUSD)
}
// ✅ 验证最小开仓金额（防止数量格式化为 0 的错误）
// Binance 最小名义价值 10 USDT + 安全边际
const minPositionSizeGeneral = 12.0 // 10 + 20% 安全边际
const minPositionSizeBTCETH = 60.0 // BTC/ETH 因价格高和精度限制需要更大金额（更灵活）
if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
if d.PositionSizeUSD < minPositionSizeBTCETH {
return fmt.Errorf("%s 开仓金额过小(%.2f USDT)，必须≥%.2f USDT（因价格高且精度限制，避免数量四舍五入为0）", d.Symbol, d.PositionSizeUSD, minPositionSizeBTCETH)
}
} else {
if d.PositionSizeUSD < minPositionSizeGeneral {
return fmt.Errorf("开仓金额过小(%.2f USDT)，必须≥%.2f USDT（Binance 最小名义价值要求）", d.PositionSizeUSD, minPositionSizeGeneral)
}
}
// 验证仓位价值上限（加1%容差以避免浮点数精度问题）
tolerance := maxPositionValue * 0.01 // 1%容差
if d.PositionSizeUSD > maxPositionValue+tolerance {