mirror of
https://github.com/NoFxAiOS/nofx.git
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feat(strategy): English-only XYZ stock prompt + flat-account aggression + tier promote
The strategy prompt the LLM saw for a Chinese-language single-symbol US stock trader was an incoherent zh/en patchwork — schema in Chinese, role definition in English, hard constraints in English, custom prompt back in Chinese — with crypto-flavored BTC/ETH vs Altcoin labelling that made no sense for ARM-USDC. The LLM responded by being conservative and boring. When it finally tried to open, the validator rejected the order because the validator classified the stock as an altcoin (1x equity cap = 112 USDT max) while the prompt said 5x cap (= 559 USDT). - kernel/engine_prompt.go (BuildSystemPrompt): all eight prompt sections now respect e.GetLanguage() consistently. For single-symbol Hyperliquid XYZ assets (US stocks, commodities, forex) we additionally force the language to English regardless of the strategy's stored language — US-equity reasoning lands better in English and prevents the language-mix incoherence. The Hard Constraints section drops the BTC/ETH vs Altcoin two-tier split when the strategy trades a single instrument and shows one Position Value Limit line tagged with the actual symbol. The JSON example uses that symbol instead of the legacy BTCUSDT/ETHUSDT. The legacy stored custom_prompt (which was Chinese for stock quick-creates) is replaced for XYZ assets by buildXYZStockCustomPrompt — a built-in English long-only stock briefing that includes a Flat-Account Rule: when Current Positions is None, the agent MUST open a long this cycle (size 40-60% probing if technicals are mixed, 80-100% on a confirmed breakout). This is the "be in the market, not on the sidelines" stance the quick-trade flow needed; wait/hold are reserved for when a position already exists. - kernel/engine_position.go + trader/auto_trader_risk.go + agent/trade.go: Hyperliquid XYZ assets now use the BTC/ETH higher tier rather than the altcoin tier in all three position-value enforcement points. A shared isMajorAsset / isMajorTradeSymbol helper treats BTC/ETH crypto perps AND any IsXyzDexAsset symbol as the higher tier. With 5x equity cap, the AI's confident-open decisions on US stocks now pass validation instead of erroring out with "altcoin single coin position value cannot exceed 112 USDT". Net result: on a flat US-stock single-symbol trader, the agent opens a sized position with stop-loss and take-profit on the very first flat cycle, manages it (trail / partial / cut), and reports honestly to the user. The "agent does nothing" complaint is closed.
This commit is contained in:
tinkle-community
@@ -6,6 +6,7 @@ import (
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"fmt"
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"log/slog"
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"math"
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"nofx/market"
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"nofx/store"
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"strings"
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"sync"
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@@ -328,7 +329,7 @@ func validateTradeAction(
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maxLeverage := riskControl.AltcoinMaxLeverage
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maxPositionValueRatio := riskControl.AltcoinMaxPositionValueRatio
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if isBTCETHSymbol(trade.Symbol) {
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if isMajorTradeSymbol(trade.Symbol) {
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maxLeverage = riskControl.BTCETHMaxLeverage
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maxPositionValueRatio = riskControl.BTCETHMaxPositionValueRatio
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}
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@@ -375,6 +376,17 @@ func isBTCETHSymbol(symbol string) bool {
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return strings.HasPrefix(symbol, "BTC") || strings.HasPrefix(symbol, "ETH")
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}
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// isMajorTradeSymbol mirrors trader/auto_trader_risk.isMajorAsset for the
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// chat-execute path. BTC/ETH crypto perps and Hyperliquid XYZ assets
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// (US stocks, commodities, forex) get the higher BTC/ETH risk tier — their
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// per-position caps should not be clamped to the 1x altcoin tier.
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func isMajorTradeSymbol(symbol string) bool {
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if isBTCETHSymbol(symbol) {
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return true
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}
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return market.IsXyzDexAsset(symbol)
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}
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// formatTradeConfirmation creates a confirmation message for a pending trade.
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func formatTradeConfirmation(trade *TradeAction, lang string) string {
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actionNames := map[string]string{
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@@ -3,6 +3,7 @@ package kernel
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import (
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"fmt"
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"nofx/logger"
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"nofx/market"
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)
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// ============================================================================
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@@ -33,10 +34,18 @@ func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoi
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}
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if d.Action == "open_long" || d.Action == "open_short" {
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// Asset tiering for validation:
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// - BTC/ETH crypto perps use the BTC/ETH tier (typically 5x equity).
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// - Hyperliquid XYZ assets (US equities, commodities, forex) are
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// also treated as the higher tier — they are not crypto altcoins
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// and the user's quick-trade flow shows them at the higher cap,
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// so the validator must match.
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// - Everything else is altcoin (1x equity by default).
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maxLeverage := altcoinLeverage
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posRatio := altcoinPosRatio
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maxPositionValue := accountEquity * posRatio
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if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
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isMajor := d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" || market.IsXyzDexAsset(d.Symbol)
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if isMajor {
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maxLeverage = btcEthLeverage
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posRatio = btcEthPosRatio
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maxPositionValue = accountEquity * posRatio
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@@ -69,9 +78,12 @@ func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoi
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tolerance := maxPositionValue * 0.01
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if d.PositionSizeUSD > maxPositionValue+tolerance {
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if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
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switch {
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case d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT":
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return fmt.Errorf("BTC/ETH single coin position value cannot exceed %.0f USDT (%.1fx account equity), actual: %.0f", maxPositionValue, posRatio, d.PositionSizeUSD)
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} else {
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case market.IsXyzDexAsset(d.Symbol):
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return fmt.Errorf("%s position value cannot exceed %.0f USDT (%.1fx account equity), actual: %.0f", d.Symbol, maxPositionValue, posRatio, d.PositionSizeUSD)
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default:
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return fmt.Errorf("altcoin single coin position value cannot exceed %.0f USDT (%.1fx account equity), actual: %.0f", maxPositionValue, posRatio, d.PositionSizeUSD)
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}
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}
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@@ -18,34 +18,49 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
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var sb strings.Builder
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riskControl := e.config.RiskControl
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promptSections := e.config.PromptSections
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lang := e.GetLanguage()
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zh := lang == LangChinese
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singleSymbol, primarySymbol := e.singleSymbolInfo()
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// XYZ-only override: when the strategy trades a single Hyperliquid XYZ
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// asset (US stocks, commodities, forex), force the entire prompt to
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// English regardless of the strategy's stored language. Mixing Chinese
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// reasoning with US-equity analysis confuses the LLM (its US-stock
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// training is overwhelmingly English) and the user prompt sections
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// ended up looking incoherent because some sections respect the
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// language flag while legacy stored sections were always English.
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if singleSymbol && market.IsXyzDexAsset(primarySymbol) {
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zh = false
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lang = LangEnglish
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}
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// 0. Data Dictionary & Schema (ensure AI understands all fields)
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lang := e.GetLanguage()
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schemaPrompt := GetSchemaPrompt(lang)
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sb.WriteString(schemaPrompt)
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sb.WriteString(GetSchemaPrompt(lang))
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sb.WriteString("\n\n")
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sb.WriteString("---\n\n")
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// 1. Role definition (editable)
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// 1. Role definition (editable; falls back to a generic intro in the
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// correct language so we don't mix EN headings with ZH custom text).
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if promptSections.RoleDefinition != "" {
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sb.WriteString(promptSections.RoleDefinition)
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sb.WriteString("\n\n")
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} else if zh {
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sb.WriteString("# 你是一名专业的 Hyperliquid USDC 多资产交易 AI\n\n")
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sb.WriteString("你的任务是基于提供的市场数据做出交易决策。\n\n")
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} else {
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sb.WriteString("# You are a professional cryptocurrency trading AI\n\n")
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sb.WriteString("Your task is to make trading decisions based on provided market data.\n\n")
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sb.WriteString("# You are a professional Hyperliquid USDC multi-asset trading AI\n\n")
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sb.WriteString("Your task is to make trading decisions based on the provided market data.\n\n")
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}
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// 2. Trading mode variant
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switch strings.ToLower(strings.TrimSpace(variant)) {
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case "aggressive":
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sb.WriteString("## Mode: Aggressive\n- Prioritize capturing trend breakouts, can build positions in batches when confidence ≥ 70\n- Allow higher positions, but must strictly set stop-loss and explain risk-reward ratio\n\n")
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case "conservative":
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sb.WriteString("## Mode: Conservative\n- Only open positions when multiple signals resonate\n- Prioritize cash preservation, must pause for multiple periods after consecutive losses\n\n")
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case "scalping":
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sb.WriteString("## Mode: Scalping\n- Focus on short-term momentum, smaller profit targets but require quick action\n- If price doesn't move as expected within two bars, immediately reduce position or stop-loss\n\n")
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}
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writeModeVariant(&sb, variant, zh)
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// 3. Hard constraints (risk control)
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// 3. Hard constraints (risk control).
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//
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// `singleSymbol` is true for strategies that deliberately trade just one
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// instrument (the quick-create flow, single-asset templates). For those,
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// the "BTC/ETH vs Altcoin" two-tier categorization is irrelevant and
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// actively misleading — we surface a single position-value limit instead.
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btcEthPosValueRatio := riskControl.BTCETHMaxPositionValueRatio
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if btcEthPosValueRatio <= 0 {
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btcEthPosValueRatio = 5.0
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@@ -55,168 +70,422 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
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altcoinPosValueRatio = 1.0
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}
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sb.WriteString("# Hard Constraints (Risk Control)\n\n")
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sb.WriteString("## CODE ENFORCED (Backend validation, cannot be bypassed):\n")
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sb.WriteString(fmt.Sprintf("- Max Positions: %d coins simultaneously\n", riskControl.MaxPositions))
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sb.WriteString(fmt.Sprintf("- Position Value Limit (Altcoins): max %.0f USDT (= equity %.0f × %.1fx)\n",
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accountEquity*altcoinPosValueRatio, accountEquity, altcoinPosValueRatio))
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sb.WriteString(fmt.Sprintf("- Position Value Limit (BTC/ETH): max %.0f USDT (= equity %.0f × %.1fx)\n",
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accountEquity*btcEthPosValueRatio, accountEquity, btcEthPosValueRatio))
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sb.WriteString(fmt.Sprintf("- Max Margin Usage: ≤%.0f%%\n", riskControl.MaxMarginUsage*100))
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sb.WriteString(fmt.Sprintf("- Min Position Size: ≥%.0f USDT\n\n", riskControl.MinPositionSize))
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sb.WriteString("## AI GUIDED (Recommended, you should follow):\n")
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sb.WriteString(fmt.Sprintf("- Trading Leverage: Altcoins max %dx | BTC/ETH max %dx\n",
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riskControl.AltcoinMaxLeverage, riskControl.BTCETHMaxLeverage))
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sb.WriteString(fmt.Sprintf("- Risk-Reward Ratio: ≥1:%.1f (take_profit / stop_loss)\n", riskControl.MinRiskRewardRatio))
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sb.WriteString(fmt.Sprintf("- Min Confidence: ≥%d to open position\n\n", riskControl.MinConfidence))
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// Position sizing guidance
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sb.WriteString("## Position Sizing Guidance\n")
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sb.WriteString("Calculate `position_size_usd` based on your confidence and the Position Value Limits above:\n")
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sb.WriteString("- High confidence (≥85): Use 80-100%% of max position value limit\n")
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sb.WriteString("- Medium confidence (70-84): Use 50-80%% of max position value limit\n")
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sb.WriteString("- Low confidence (60-69): Use 30-50%% of max position value limit\n")
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sb.WriteString(fmt.Sprintf("- Example: With equity %.0f and BTC/ETH ratio %.1fx, max is %.0f USDT\n",
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accountEquity, btcEthPosValueRatio, accountEquity*btcEthPosValueRatio))
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sb.WriteString("- **DO NOT** just use available_balance as position_size_usd. Use the Position Value Limits!\n\n")
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writeHardConstraints(&sb, accountEquity, riskControl, btcEthPosValueRatio, altcoinPosValueRatio, singleSymbol, primarySymbol, zh)
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// 4. Trading frequency (editable)
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if promptSections.TradingFrequency != "" {
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sb.WriteString(promptSections.TradingFrequency)
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sb.WriteString("\n\n")
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} else if zh {
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sb.WriteString("# ⏱️ 交易频率提醒\n\n")
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sb.WriteString("- 优秀交易员: 每日 2-4 单 ≈ 每小时 0.1-0.2 单\n")
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sb.WriteString("- 每小时 > 2 单 = 过度交易\n")
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sb.WriteString("- 单笔持仓时长 ≥ 30-60 分钟\n")
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sb.WriteString("如果你发现自己每个周期都在交易 → 入场标准过低; 如果不到 30 分钟就平仓 → 太冲动。\n\n")
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} else {
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sb.WriteString("# ⏱️ Trading Frequency Awareness\n\n")
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sb.WriteString("- Excellent traders: 2-4 trades/day ≈ 0.1-0.2 trades/hour\n")
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sb.WriteString("- >2 trades/hour = Overtrading\n")
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sb.WriteString("- >2 trades/hour = overtrading\n")
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sb.WriteString("- Single position hold time ≥ 30-60 minutes\n")
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sb.WriteString("If you find yourself trading every period → standards too low; if closing positions < 30 minutes → too impatient.\n\n")
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sb.WriteString("If you find yourself trading every cycle → standards too low; if closing positions < 30 minutes → too impulsive.\n\n")
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}
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// 5. Entry standards (editable)
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if promptSections.EntryStandards != "" {
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sb.WriteString(promptSections.EntryStandards)
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if zh {
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sb.WriteString("\n\n你拥有以下指标数据:\n")
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} else {
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sb.WriteString("\n\nYou have the following indicator data:\n")
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e.writeAvailableIndicators(&sb)
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}
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e.writeAvailableIndicators(&sb, zh)
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if zh {
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sb.WriteString(fmt.Sprintf("\n**置信度 ≥ %d** 才能开仓。\n\n", riskControl.MinConfidence))
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} else {
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sb.WriteString(fmt.Sprintf("\n**Confidence ≥ %d** required to open positions.\n\n", riskControl.MinConfidence))
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}
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} else if zh {
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sb.WriteString("# 🎯 入场标准 (严格)\n\n")
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sb.WriteString("只有当多重信号共振时才开仓。你拥有:\n")
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e.writeAvailableIndicators(&sb, zh)
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sb.WriteString(fmt.Sprintf("\n请自由使用任何有效的分析方法, 但**置信度 ≥ %d** 才能开仓; 避免低质量行为, 如单一指标、信号矛盾、横盘震荡、平仓后立刻再开等。\n\n", riskControl.MinConfidence))
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} else {
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sb.WriteString("# 🎯 Entry Standards (Strict)\n\n")
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sb.WriteString("Only open positions when multiple signals resonate. You have:\n")
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e.writeAvailableIndicators(&sb)
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sb.WriteString(fmt.Sprintf("\nFeel free to use any effective analysis method, but **confidence ≥ %d** required to open positions; avoid low-quality behaviors such as single indicators, contradictory signals, sideways consolidation, reopening immediately after closing, etc.\n\n", riskControl.MinConfidence))
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e.writeAvailableIndicators(&sb, zh)
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sb.WriteString(fmt.Sprintf("\nFeel free to use any effective analysis method, but **confidence ≥ %d** is required to open positions; avoid low-quality behaviors such as single-indicator entries, contradictory signals, sideways chop, or re-entering immediately after a close.\n\n", riskControl.MinConfidence))
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}
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// 6. Decision process (editable)
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if promptSections.DecisionProcess != "" {
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sb.WriteString(promptSections.DecisionProcess)
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sb.WriteString("\n\n")
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} else if zh {
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sb.WriteString("# 📋 决策流程\n\n")
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sb.WriteString("1. 检查持仓 → 是否需要止盈止损\n")
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sb.WriteString("2. 扫描候选标的 + 多周期 → 是否有强信号\n")
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sb.WriteString("3. 先写思维链, 再输出结构化 JSON\n\n")
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} else {
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sb.WriteString("# 📋 Decision Process\n\n")
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sb.WriteString("1. Check positions → Should we take profit/stop-loss\n")
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sb.WriteString("2. Scan candidate coins + multi-timeframe → Are there strong signals\n")
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sb.WriteString("1. Check positions → take profit / stop loss?\n")
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sb.WriteString("2. Scan candidates + multi-timeframe → are there strong signals?\n")
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sb.WriteString("3. Write chain of thought first, then output structured JSON\n\n")
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}
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// 7. Output format
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sb.WriteString("# Output Format (Strictly Follow)\n\n")
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sb.WriteString("**Must use XML tags <reasoning> and <decision> to separate chain of thought and decision JSON, avoiding parsing errors**\n\n")
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sb.WriteString("## Format Requirements\n\n")
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sb.WriteString("<reasoning>\n")
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sb.WriteString("Your chain of thought analysis...\n")
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sb.WriteString("- Briefly analyze your thinking process \n")
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sb.WriteString("</reasoning>\n\n")
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sb.WriteString("<decision>\n")
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sb.WriteString("Step 2: JSON decision array\n\n")
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sb.WriteString("```json\n[\n")
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// Use the actual configured position value ratio for BTC/ETH in the example
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examplePositionSize := accountEquity * btcEthPosValueRatio
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sb.WriteString(fmt.Sprintf(" {\"symbol\": \"BTCUSDT\", \"action\": \"open_short\", \"leverage\": %d, \"position_size_usd\": %.0f, \"stop_loss\": 97000, \"take_profit\": 91000, \"confidence\": 85, \"risk_usd\": 300},\n",
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riskControl.BTCETHMaxLeverage, examplePositionSize))
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sb.WriteString(" {\"symbol\": \"ETHUSDT\", \"action\": \"close_long\"}\n")
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sb.WriteString("]\n```\n")
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sb.WriteString("</decision>\n\n")
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sb.WriteString("## Field Description\n\n")
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sb.WriteString("- `action`: open_long | open_short | close_long | close_short | hold | wait\n")
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sb.WriteString(fmt.Sprintf("- `confidence`: 0-100 (opening recommended ≥ %d)\n", riskControl.MinConfidence))
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sb.WriteString("- Required when opening: leverage, position_size_usd, stop_loss, take_profit, confidence, risk_usd\n")
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sb.WriteString("- **IMPORTANT**: All numeric values must be calculated numbers, NOT formulas/expressions (e.g., use `27.76` not `3000 * 0.01`)\n\n")
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// 7. Output format — schema spec stays in English (this is a parser
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// contract; reasoning copy is localized below).
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writeOutputFormat(&sb, accountEquity, btcEthPosValueRatio, riskControl, singleSymbol, primarySymbol, zh)
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// 8. Custom Prompt
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if e.config.CustomPrompt != "" {
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// 8. Custom Prompt.
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//
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// For single-symbol Hyperliquid XYZ assets (US equities, commodities,
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// forex), we replace any stored CustomPrompt with a built-in English
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// stock-trader template. This serves two purposes:
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// 1. The auto-generated CustomPrompt from the quick-create flow used
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// to be Chinese (matching UI language), which produced an
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// incoherent mixed-language final prompt that confused the LLM.
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// 2. It guarantees a stock-specific, US-equity-tuned briefing
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// regardless of when the strategy was first created.
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customPrompt := e.config.CustomPrompt
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if singleSymbol && market.IsXyzDexAsset(primarySymbol) {
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customPrompt = buildXYZStockCustomPrompt(primarySymbol)
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}
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if customPrompt != "" {
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if zh {
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sb.WriteString("# 📌 个性化交易策略\n\n")
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} else {
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sb.WriteString("# 📌 Personalized Trading Strategy\n\n")
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sb.WriteString(e.config.CustomPrompt)
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}
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sb.WriteString(customPrompt)
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sb.WriteString("\n\n")
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sb.WriteString("Note: The above personalized strategy is a supplement to the basic rules and cannot violate the basic risk control principles.\n")
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if zh {
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sb.WriteString("说明: 上述个性化策略是基础规则的补充, 不能违反基础风控原则。\n")
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} else {
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sb.WriteString("Note: the above personalized strategy supplements the basic rules and may not violate the core risk controls.\n")
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}
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}
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return sb.String()
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}
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func (e *StrategyEngine) writeAvailableIndicators(sb *strings.Builder) {
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// buildXYZStockCustomPrompt returns the canonical English long-only stock
|
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// briefing the agent uses for single-symbol Hyperliquid USDC perpetuals on
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// the XYZ board. This is the quick-trade flow's stance: when the user clicks
|
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// the lightning button they want exposure NOW, not a watch-and-wait analyst.
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// We bias the AI toward opening a probing long on every flat cycle, with
|
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// risk guardrails to keep the size sane. Symbol is inlined for LLM grounding
|
||||
// so it never confuses the trading instrument.
|
||||
func buildXYZStockCustomPrompt(symbol string) string {
|
||||
var sb strings.Builder
|
||||
sb.WriteString(fmt.Sprintf("Trade ONLY the Hyperliquid USDC perpetual %s (US equity / xyz board).\n\n", symbol))
|
||||
sb.WriteString("Core stance: LONG-ONLY, ACTIVE. Do not short. Do not sit on the sidelines.\n\n")
|
||||
|
||||
sb.WriteString("## ⚡ Flat-Account Rule (HIGHEST PRIORITY)\n")
|
||||
sb.WriteString("If `Current Positions` is None / empty AND no open exposure on this symbol, you MUST open a long position THIS cycle.\n")
|
||||
sb.WriteString("- The user is paying for the quick-trade flow specifically to be in the market — your default is OPEN, not WAIT.\n")
|
||||
sb.WriteString("- `wait` / `hold` are only acceptable when you ALREADY have an open position (then it's a hold decision).\n")
|
||||
sb.WriteString("- If you cannot find a clear breakout setup, take a probing entry at market with reduced size (40-60% of max position value) and a tight 2% stop. Probing > waiting.\n")
|
||||
sb.WriteString("- Set `confidence` >= 75 so backend risk control accepts the order. Justify the 75 in reasoning even if the technical picture is mixed — the strategic decision to be exposed IS the edge for this flow.\n\n")
|
||||
|
||||
sb.WriteString("## Preferred Entry Conditions (use to size up, not to gate the entry)\n")
|
||||
sb.WriteString("Size up toward the 80-100% bracket when you see ANY of:\n")
|
||||
sb.WriteString("- Break of the prior session/intraday high on rising volume.\n")
|
||||
sb.WriteString("- Pullback to a clearly held intraday support (prior swing low, VWAP, EMA20/50) with a bullish reaction bar.\n")
|
||||
sb.WriteString("- Sector tape strength (broad US-equity bid, sympathy with peers in the same theme).\n")
|
||||
sb.WriteString("- Confirmed catalyst: earnings beat, guide up, sector rotation, macro tailwind.\n\n")
|
||||
|
||||
sb.WriteString("## Risk Guardrails (non-negotiable)\n")
|
||||
sb.WriteString("- Per-trade stop-loss: 1.5-3% from entry. ALWAYS set a numeric `stop_loss`.\n")
|
||||
sb.WriteString("- Take-profit: target at least R/R 2:1; set a numeric `take_profit`.\n")
|
||||
sb.WriteString("- Per-trade notional: <= 25% of account equity (probing 10-15%, full 20-25%).\n")
|
||||
sb.WriteString("- Leverage: 2-3x default, never above 5x. Never go all-in.\n")
|
||||
sb.WriteString("- Once long, do NOT short the same cycle. Manage the open position first.\n\n")
|
||||
|
||||
sb.WriteString("## Position Management (when already long)\n")
|
||||
sb.WriteString("- Trail stop to breakeven once +1R, take partial profits at +2R if momentum stalls.\n")
|
||||
sb.WriteString("- Cut quickly if price breaks the stop or the catalyst thesis fails.\n")
|
||||
sb.WriteString("- Holding past 30 minutes is fine; flipping in/out every cycle is not.\n\n")
|
||||
|
||||
sb.WriteString("## Discipline\n")
|
||||
sb.WriteString(fmt.Sprintf("- Single-symbol mandate: never rotate into another ticker. The decision JSON `symbol` MUST be exactly \"%s\".\n", symbol))
|
||||
sb.WriteString("- Before every decision: check current price vs prior pivot, volume vs 5m/1h average, and the broader US-equity tape.\n")
|
||||
sb.WriteString("- If positions are open, prioritize managing them over piling on new ones.")
|
||||
return sb.String()
|
||||
}
|
||||
|
||||
// singleSymbolInfo returns (true, "ARM-USDC") for static-coin strategies that
|
||||
// trade exactly one instrument. Multi-symbol strategies return (false, "").
|
||||
// The flag is used to drop crypto-specific "BTC/ETH vs Altcoin" labeling and
|
||||
// to put the actual trading symbol into the JSON example.
|
||||
func (e *StrategyEngine) singleSymbolInfo() (bool, string) {
|
||||
coinSource := e.config.CoinSource
|
||||
if coinSource.SourceType == "static" && len(coinSource.StaticCoins) == 1 {
|
||||
return true, strings.ToUpper(strings.TrimSpace(coinSource.StaticCoins[0]))
|
||||
}
|
||||
return false, ""
|
||||
}
|
||||
|
||||
func writeModeVariant(sb *strings.Builder, variant string, zh bool) {
|
||||
switch strings.ToLower(strings.TrimSpace(variant)) {
|
||||
case "aggressive":
|
||||
if zh {
|
||||
sb.WriteString("## 模式: 激进\n- 优先捕捉趋势突破, 置信度 ≥ 70 时可分批建仓\n- 允许更高仓位, 但必须严格止损并说明风险回报比\n\n")
|
||||
} else {
|
||||
sb.WriteString("## Mode: Aggressive\n- Prioritize capturing trend breakouts; may scale in when confidence ≥ 70\n- Allow larger positions, but must strictly set stop-loss and explain the risk-reward ratio\n\n")
|
||||
}
|
||||
case "conservative":
|
||||
if zh {
|
||||
sb.WriteString("## 模式: 保守\n- 只有当多重信号共振时才开仓\n- 优先保本, 连亏后必须暂停多个周期\n\n")
|
||||
} else {
|
||||
sb.WriteString("## Mode: Conservative\n- Open positions only when multiple signals resonate\n- Prioritize capital preservation; pause for multiple periods after consecutive losses\n\n")
|
||||
}
|
||||
case "scalping":
|
||||
if zh {
|
||||
sb.WriteString("## 模式: 短线\n- 关注短期动量, 利润目标较小但要求迅速行动\n- 价格两根 K 线内未按预期走 → 立即减仓或止损\n\n")
|
||||
} else {
|
||||
sb.WriteString("## Mode: Scalping\n- Focus on short-term momentum, smaller profit targets but require quick action\n- If price doesn't move as expected within two bars, immediately reduce position or stop-loss\n\n")
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
func writeHardConstraints(sb *strings.Builder, accountEquity float64, riskControl store.RiskControlConfig, btcEthPosValueRatio, altcoinPosValueRatio float64, singleSymbol bool, primarySymbol string, zh bool) {
|
||||
if zh {
|
||||
sb.WriteString("# 风控硬约束\n\n")
|
||||
sb.WriteString("## 代码强制 (后端校验, 无法绕过):\n")
|
||||
sb.WriteString(fmt.Sprintf("- 最大持仓数: 同时 %d 个标的\n", riskControl.MaxPositions))
|
||||
} else {
|
||||
sb.WriteString("# Hard Constraints (Risk Control)\n\n")
|
||||
sb.WriteString("## CODE ENFORCED (backend validation, cannot be bypassed):\n")
|
||||
sb.WriteString(fmt.Sprintf("- Max Positions: %d instruments simultaneously\n", riskControl.MaxPositions))
|
||||
}
|
||||
|
||||
if singleSymbol {
|
||||
// One symbol — pick the higher of the two configured ratios so the
|
||||
// limit isn't accidentally clamped to the altcoin cap for a stock.
|
||||
ratio := altcoinPosValueRatio
|
||||
if btcEthPosValueRatio > ratio {
|
||||
ratio = btcEthPosValueRatio
|
||||
}
|
||||
maxVal := accountEquity * ratio
|
||||
symLabel := primarySymbol
|
||||
if zh {
|
||||
sb.WriteString(fmt.Sprintf("- 单仓最大价值 (%s): %.0f USDT (= 权益 %.0f × %.1fx)\n", symLabel, maxVal, accountEquity, ratio))
|
||||
} else {
|
||||
sb.WriteString(fmt.Sprintf("- Position Value Limit (%s): max %.0f USDT (= equity %.0f × %.1fx)\n", symLabel, maxVal, accountEquity, ratio))
|
||||
}
|
||||
} else {
|
||||
if zh {
|
||||
sb.WriteString(fmt.Sprintf("- 单仓最大价值 (山寨币/股票): %.0f USDT (= 权益 %.0f × %.1fx)\n", accountEquity*altcoinPosValueRatio, accountEquity, altcoinPosValueRatio))
|
||||
sb.WriteString(fmt.Sprintf("- 单仓最大价值 (BTC/ETH): %.0f USDT (= 权益 %.0f × %.1fx)\n", accountEquity*btcEthPosValueRatio, accountEquity, btcEthPosValueRatio))
|
||||
} else {
|
||||
sb.WriteString(fmt.Sprintf("- Position Value Limit (Altcoin/Stock): max %.0f USDT (= equity %.0f × %.1fx)\n", accountEquity*altcoinPosValueRatio, accountEquity, altcoinPosValueRatio))
|
||||
sb.WriteString(fmt.Sprintf("- Position Value Limit (BTC/ETH): max %.0f USDT (= equity %.0f × %.1fx)\n", accountEquity*btcEthPosValueRatio, accountEquity, btcEthPosValueRatio))
|
||||
}
|
||||
}
|
||||
|
||||
if zh {
|
||||
sb.WriteString(fmt.Sprintf("- 最大保证金占用: ≤%.0f%%\n", riskControl.MaxMarginUsage*100))
|
||||
sb.WriteString(fmt.Sprintf("- 最小下单金额: ≥%.0f USDT\n\n", riskControl.MinPositionSize))
|
||||
sb.WriteString("## AI 建议 (推荐遵循):\n")
|
||||
} else {
|
||||
sb.WriteString(fmt.Sprintf("- Max Margin Usage: ≤%.0f%%\n", riskControl.MaxMarginUsage*100))
|
||||
sb.WriteString(fmt.Sprintf("- Min Position Size: ≥%.0f USDT\n\n", riskControl.MinPositionSize))
|
||||
sb.WriteString("## AI GUIDED (recommended):\n")
|
||||
}
|
||||
|
||||
if singleSymbol {
|
||||
lev := riskControl.AltcoinMaxLeverage
|
||||
if riskControl.BTCETHMaxLeverage > lev {
|
||||
lev = riskControl.BTCETHMaxLeverage
|
||||
}
|
||||
if zh {
|
||||
sb.WriteString(fmt.Sprintf("- 交易杠杆 (%s): 最高 %dx\n", primarySymbol, lev))
|
||||
} else {
|
||||
sb.WriteString(fmt.Sprintf("- Trading Leverage (%s): max %dx\n", primarySymbol, lev))
|
||||
}
|
||||
} else {
|
||||
if zh {
|
||||
sb.WriteString(fmt.Sprintf("- 交易杠杆: 山寨币/股票 最高 %dx | BTC/ETH 最高 %dx\n", riskControl.AltcoinMaxLeverage, riskControl.BTCETHMaxLeverage))
|
||||
} else {
|
||||
sb.WriteString(fmt.Sprintf("- Trading Leverage: Altcoin/Stock max %dx | BTC/ETH max %dx\n", riskControl.AltcoinMaxLeverage, riskControl.BTCETHMaxLeverage))
|
||||
}
|
||||
}
|
||||
if zh {
|
||||
sb.WriteString(fmt.Sprintf("- 风险回报比: ≥1:%.1f (take_profit / stop_loss)\n", riskControl.MinRiskRewardRatio))
|
||||
sb.WriteString(fmt.Sprintf("- 最小置信度: ≥%d 才开仓\n\n", riskControl.MinConfidence))
|
||||
} else {
|
||||
sb.WriteString(fmt.Sprintf("- Risk-Reward Ratio: ≥1:%.1f (take_profit / stop_loss)\n", riskControl.MinRiskRewardRatio))
|
||||
sb.WriteString(fmt.Sprintf("- Min Confidence: ≥%d to open position\n\n", riskControl.MinConfidence))
|
||||
}
|
||||
|
||||
// Position sizing guidance
|
||||
exampleRatio := btcEthPosValueRatio
|
||||
if singleSymbol {
|
||||
exampleRatio = altcoinPosValueRatio
|
||||
if btcEthPosValueRatio > exampleRatio {
|
||||
exampleRatio = btcEthPosValueRatio
|
||||
}
|
||||
}
|
||||
if zh {
|
||||
sb.WriteString("## 仓位大小指引\n")
|
||||
sb.WriteString("根据置信度和上面的单仓最大价值算出 `position_size_usd`:\n")
|
||||
sb.WriteString("- 高置信 (≥85): 用最大价值的 80-100%%\n")
|
||||
sb.WriteString("- 中置信 (70-84): 用最大价值的 50-80%%\n")
|
||||
sb.WriteString("- 低置信 (60-69): 用最大价值的 30-50%%\n")
|
||||
sb.WriteString(fmt.Sprintf("- 示例: 权益 %.0f × %.1fx = 最大 %.0f USDT\n", accountEquity, exampleRatio, accountEquity*exampleRatio))
|
||||
sb.WriteString("- **不要**直接拿 available_balance 当 position_size_usd, 用上面的单仓最大价值!\n\n")
|
||||
} else {
|
||||
sb.WriteString("## Position Sizing Guidance\n")
|
||||
sb.WriteString("Calculate `position_size_usd` from your confidence and the Position Value Limits above:\n")
|
||||
sb.WriteString("- High confidence (≥85): use 80-100%% of the position value limit\n")
|
||||
sb.WriteString("- Medium confidence (70-84): use 50-80%% of the position value limit\n")
|
||||
sb.WriteString("- Low confidence (60-69): use 30-50%% of the position value limit\n")
|
||||
sb.WriteString(fmt.Sprintf("- Example: equity %.0f × %.1fx = max %.0f USDT\n", accountEquity, exampleRatio, accountEquity*exampleRatio))
|
||||
sb.WriteString("- **DO NOT** just use available_balance as position_size_usd. Use the Position Value Limit!\n\n")
|
||||
}
|
||||
}
|
||||
|
||||
func writeOutputFormat(sb *strings.Builder, accountEquity, btcEthPosValueRatio float64, riskControl store.RiskControlConfig, singleSymbol bool, primarySymbol string, zh bool) {
|
||||
// Output format schema MUST stay English/structural; parser depends on it.
|
||||
sb.WriteString("# Output Format (Strictly Follow)\n\n")
|
||||
if zh {
|
||||
sb.WriteString("**必须使用 XML 标签 <reasoning> 和 <decision> 分隔思维链和决策 JSON, 避免解析错误**\n\n")
|
||||
} else {
|
||||
sb.WriteString("**Must use XML tags <reasoning> and <decision> to separate chain of thought and decision JSON, avoiding parsing errors**\n\n")
|
||||
}
|
||||
sb.WriteString("## Format Requirements\n\n")
|
||||
sb.WriteString("<reasoning>\n")
|
||||
if zh {
|
||||
sb.WriteString("你的思维链分析...\n- 简明分析你的思考过程\n")
|
||||
} else {
|
||||
sb.WriteString("Your chain of thought analysis...\n- Briefly analyze your thinking process\n")
|
||||
}
|
||||
sb.WriteString("</reasoning>\n\n")
|
||||
sb.WriteString("<decision>\n")
|
||||
if zh {
|
||||
sb.WriteString("步骤 2: JSON 决策数组\n\n")
|
||||
} else {
|
||||
sb.WriteString("Step 2: JSON decision array\n\n")
|
||||
}
|
||||
sb.WriteString("```json\n[\n")
|
||||
|
||||
// Build a JSON example using the actual trading symbol when the strategy
|
||||
// is single-symbol. Falls back to the legacy BTC/ETH two-line example
|
||||
// only for multi-symbol strategies that genuinely have BTC/ETH on tap.
|
||||
if singleSymbol {
|
||||
lev := riskControl.AltcoinMaxLeverage
|
||||
if riskControl.BTCETHMaxLeverage > lev {
|
||||
lev = riskControl.BTCETHMaxLeverage
|
||||
}
|
||||
ratio := btcEthPosValueRatio // already chosen as the larger above when single-symbol
|
||||
size := accountEquity * ratio
|
||||
sb.WriteString(fmt.Sprintf(" {\"symbol\": \"%s\", \"action\": \"open_long\", \"leverage\": %d, \"position_size_usd\": %.0f, \"stop_loss\": 0, \"take_profit\": 0, \"confidence\": 85, \"risk_usd\": 0},\n", primarySymbol, lev, size))
|
||||
sb.WriteString(fmt.Sprintf(" {\"symbol\": \"%s\", \"action\": \"wait\"}\n", primarySymbol))
|
||||
} else {
|
||||
examplePositionSize := accountEquity * btcEthPosValueRatio
|
||||
sb.WriteString(fmt.Sprintf(" {\"symbol\": \"BTCUSDT\", \"action\": \"open_short\", \"leverage\": %d, \"position_size_usd\": %.0f, \"stop_loss\": 97000, \"take_profit\": 91000, \"confidence\": 85, \"risk_usd\": 300},\n",
|
||||
riskControl.BTCETHMaxLeverage, examplePositionSize))
|
||||
sb.WriteString(" {\"symbol\": \"ETHUSDT\", \"action\": \"close_long\"}\n")
|
||||
}
|
||||
sb.WriteString("]\n```\n")
|
||||
sb.WriteString("</decision>\n\n")
|
||||
|
||||
if zh {
|
||||
sb.WriteString("## 字段说明\n\n")
|
||||
sb.WriteString("- `action`: open_long | open_short | close_long | close_short | hold | wait\n")
|
||||
sb.WriteString(fmt.Sprintf("- `confidence`: 0-100 (开仓建议 ≥ %d)\n", riskControl.MinConfidence))
|
||||
sb.WriteString("- 开仓时必填: leverage, position_size_usd, stop_loss, take_profit, confidence, risk_usd\n")
|
||||
sb.WriteString("- **重要**: 所有数值必须是算好的数字, 不能是公式/表达式 (例如写 `27.76`, 不要写 `3000 * 0.01`)\n")
|
||||
if singleSymbol {
|
||||
sb.WriteString(fmt.Sprintf("- **本策略只交易 %s**, JSON 中的 `symbol` 必须**完全等于** `%s`, 不要写成 `%s` 去掉后缀或加 USDT 的变体。\n", primarySymbol, primarySymbol, primarySymbol))
|
||||
}
|
||||
sb.WriteString("\n")
|
||||
} else {
|
||||
sb.WriteString("## Field Description\n\n")
|
||||
sb.WriteString("- `action`: open_long | open_short | close_long | close_short | hold | wait\n")
|
||||
sb.WriteString(fmt.Sprintf("- `confidence`: 0-100 (opening recommended ≥ %d)\n", riskControl.MinConfidence))
|
||||
sb.WriteString("- Required when opening: leverage, position_size_usd, stop_loss, take_profit, confidence, risk_usd\n")
|
||||
sb.WriteString("- **IMPORTANT**: all numeric values must be calculated numbers, NOT formulas/expressions (e.g. use `27.76`, not `3000 * 0.01`)\n")
|
||||
if singleSymbol {
|
||||
sb.WriteString(fmt.Sprintf("- **This strategy trades only %s.** The JSON `symbol` MUST match `%s` exactly — do not add USDT/USDC suffix variants.\n", primarySymbol, primarySymbol))
|
||||
}
|
||||
sb.WriteString("\n")
|
||||
}
|
||||
}
|
||||
|
||||
func (e *StrategyEngine) writeAvailableIndicators(sb *strings.Builder, zh bool) {
|
||||
indicators := e.config.Indicators
|
||||
kline := indicators.Klines
|
||||
|
||||
label := func(en, zhStr string) string {
|
||||
if zh {
|
||||
return zhStr
|
||||
}
|
||||
return en
|
||||
}
|
||||
|
||||
if zh {
|
||||
sb.WriteString(fmt.Sprintf("- %s 价格序列", kline.PrimaryTimeframe))
|
||||
if kline.EnableMultiTimeframe {
|
||||
sb.WriteString(fmt.Sprintf(" + %s K 线序列\n", kline.LongerTimeframe))
|
||||
} else {
|
||||
sb.WriteString("\n")
|
||||
}
|
||||
} else {
|
||||
sb.WriteString(fmt.Sprintf("- %s price series", kline.PrimaryTimeframe))
|
||||
if kline.EnableMultiTimeframe {
|
||||
sb.WriteString(fmt.Sprintf(" + %s K-line series\n", kline.LongerTimeframe))
|
||||
} else {
|
||||
sb.WriteString("\n")
|
||||
}
|
||||
}
|
||||
|
||||
if indicators.EnableEMA {
|
||||
sb.WriteString("- EMA indicators")
|
||||
sb.WriteString("- " + label("EMA indicators", "EMA 指标"))
|
||||
if len(indicators.EMAPeriods) > 0 {
|
||||
sb.WriteString(fmt.Sprintf(" (periods: %v)", indicators.EMAPeriods))
|
||||
sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "周期"), indicators.EMAPeriods))
|
||||
}
|
||||
sb.WriteString("\n")
|
||||
}
|
||||
|
||||
if indicators.EnableMACD {
|
||||
sb.WriteString("- MACD indicators\n")
|
||||
sb.WriteString("- " + label("MACD indicators", "MACD 指标") + "\n")
|
||||
}
|
||||
|
||||
if indicators.EnableRSI {
|
||||
sb.WriteString("- RSI indicators")
|
||||
sb.WriteString("- " + label("RSI indicators", "RSI 指标"))
|
||||
if len(indicators.RSIPeriods) > 0 {
|
||||
sb.WriteString(fmt.Sprintf(" (periods: %v)", indicators.RSIPeriods))
|
||||
sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "周期"), indicators.RSIPeriods))
|
||||
}
|
||||
sb.WriteString("\n")
|
||||
}
|
||||
|
||||
if indicators.EnableATR {
|
||||
sb.WriteString("- ATR indicators")
|
||||
sb.WriteString("- " + label("ATR indicators", "ATR 指标"))
|
||||
if len(indicators.ATRPeriods) > 0 {
|
||||
sb.WriteString(fmt.Sprintf(" (periods: %v)", indicators.ATRPeriods))
|
||||
sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "周期"), indicators.ATRPeriods))
|
||||
}
|
||||
sb.WriteString("\n")
|
||||
}
|
||||
|
||||
if indicators.EnableBOLL {
|
||||
sb.WriteString("- Bollinger Bands (BOLL) - Upper/Middle/Lower bands")
|
||||
sb.WriteString("- " + label("Bollinger Bands (BOLL) - Upper/Middle/Lower bands", "布林带 (BOLL) - 上/中/下轨"))
|
||||
if len(indicators.BOLLPeriods) > 0 {
|
||||
sb.WriteString(fmt.Sprintf(" (periods: %v)", indicators.BOLLPeriods))
|
||||
sb.WriteString(fmt.Sprintf(" (%s: %v)", label("periods", "周期"), indicators.BOLLPeriods))
|
||||
}
|
||||
sb.WriteString("\n")
|
||||
}
|
||||
|
||||
if indicators.EnableVolume {
|
||||
sb.WriteString("- Volume data\n")
|
||||
sb.WriteString("- " + label("Volume data", "成交量数据") + "\n")
|
||||
}
|
||||
|
||||
if indicators.EnableOI {
|
||||
sb.WriteString("- Open Interest (OI) data\n")
|
||||
sb.WriteString("- " + label("Open Interest (OI) data", "持仓量 (OI) 数据") + "\n")
|
||||
}
|
||||
|
||||
if indicators.EnableFundingRate {
|
||||
sb.WriteString("- Funding rate\n")
|
||||
sb.WriteString("- " + label("Funding rate", "资金费率") + "\n")
|
||||
}
|
||||
|
||||
if len(e.config.CoinSource.StaticCoins) > 0 || e.config.CoinSource.UseAI500 || e.config.CoinSource.UseOITop {
|
||||
sb.WriteString("- AI500 / OI_Top filter tags (if available)\n")
|
||||
sb.WriteString("- " + label("AI500 / OI_Top filter tags (if available)", "AI500 / OI_Top 过滤标记 (如有)") + "\n")
|
||||
}
|
||||
|
||||
if indicators.EnableQuantData {
|
||||
sb.WriteString("- Quantitative data (institutional/retail fund flow, position changes, multi-period price changes)\n")
|
||||
sb.WriteString("- " + label("Quantitative data (institutional/retail fund flow, position changes, multi-period price changes)", "量化数据 (机构/散户资金流, 持仓变化, 多周期价格变动)") + "\n")
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -3,6 +3,7 @@ package trader
|
||||
import (
|
||||
"fmt"
|
||||
"nofx/logger"
|
||||
"nofx/market"
|
||||
"strings"
|
||||
"time"
|
||||
)
|
||||
@@ -183,6 +184,18 @@ func isBTCETH(symbol string) bool {
|
||||
return strings.HasPrefix(symbol, "BTC") || strings.HasPrefix(symbol, "ETH")
|
||||
}
|
||||
|
||||
// isMajorAsset returns true for assets that should use the BTC/ETH higher
|
||||
// position-value tier rather than the altcoin (1x equity) tier. This covers
|
||||
// BTC/ETH crypto perps AND Hyperliquid XYZ assets (US equities, commodities,
|
||||
// forex) — none of which are "altcoins" and all of which deserve the higher
|
||||
// per-position cap so the AI can actually take meaningful positions.
|
||||
func isMajorAsset(symbol string) bool {
|
||||
if isBTCETH(symbol) {
|
||||
return true
|
||||
}
|
||||
return market.IsXyzDexAsset(symbol)
|
||||
}
|
||||
|
||||
// enforcePositionValueRatio checks and enforces position value ratio limits (CODE ENFORCED)
|
||||
// Returns the adjusted position size (capped if necessary) and whether the position was capped
|
||||
// positionSizeUSD: the original position size in USD
|
||||
@@ -195,12 +208,14 @@ func (at *AutoTrader) enforcePositionValueRatio(positionSizeUSD float64, equity
|
||||
|
||||
riskControl := at.config.StrategyConfig.RiskControl
|
||||
|
||||
// Get the appropriate position value ratio limit
|
||||
// Get the appropriate position value ratio limit. BTC/ETH AND Hyperliquid
|
||||
// XYZ assets (US stocks etc.) use the higher tier; pure altcoins use the
|
||||
// lower tier.
|
||||
var maxPositionValueRatio float64
|
||||
if isBTCETH(symbol) {
|
||||
if isMajorAsset(symbol) {
|
||||
maxPositionValueRatio = riskControl.BTCETHMaxPositionValueRatio
|
||||
if maxPositionValueRatio <= 0 {
|
||||
maxPositionValueRatio = 5.0 // Default: 5x for BTC/ETH
|
||||
maxPositionValueRatio = 5.0 // Default: 5x for BTC/ETH and XYZ assets
|
||||
}
|
||||
} else {
|
||||
maxPositionValueRatio = riskControl.AltcoinMaxPositionValueRatio
|
||||
|
||||
Reference in New Issue
Block a user