mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-14 08:16:56 +08:00
feat: add trading stats to AI context and one-click deployment data clearing
- Add historical trading statistics to AI decision context with language detection - Remove win rate from metrics, focus on profit factor, sharpe ratio, win/loss ratio - Add option to clear trading data tables during one-click deployment - Add sqlite to Docker runtime for container-based data clearing
This commit is contained in:
tinkle-community
@@ -973,6 +973,67 @@ func (e *StrategyEngine) BuildUserPrompt(ctx *Context) string {
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sb.WriteString("\n")
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}
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// Historical trading statistics (helps AI understand past performance)
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if ctx.TradingStats != nil && ctx.TradingStats.TotalTrades > 0 {
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// Detect language from strategy config
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lang := detectLanguage(e.config.PromptSections.RoleDefinition)
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// Win/Loss ratio
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var winLossRatio float64
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if ctx.TradingStats.AvgLoss > 0 {
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winLossRatio = ctx.TradingStats.AvgWin / ctx.TradingStats.AvgLoss
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}
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if lang == LangChinese {
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sb.WriteString("## 历史交易统计\n")
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sb.WriteString(fmt.Sprintf("总交易: %d 笔 | 盈利因子: %.2f | 夏普比率: %.2f | 盈亏比: %.2f\n",
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ctx.TradingStats.TotalTrades,
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ctx.TradingStats.ProfitFactor,
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ctx.TradingStats.SharpeRatio,
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winLossRatio))
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sb.WriteString(fmt.Sprintf("总盈亏: %+.2f USDT | 平均盈利: +%.2f | 平均亏损: -%.2f | 最大回撤: %.1f%%\n",
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ctx.TradingStats.TotalPnL,
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ctx.TradingStats.AvgWin,
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ctx.TradingStats.AvgLoss,
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ctx.TradingStats.MaxDrawdownPct))
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// Performance hints based on profit factor, sharpe, and drawdown
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if ctx.TradingStats.ProfitFactor >= 1.5 && ctx.TradingStats.SharpeRatio >= 1 {
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sb.WriteString("表现: 良好 - 保持当前策略\n")
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} else if ctx.TradingStats.ProfitFactor < 1 {
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sb.WriteString("表现: 需改进 - 提高盈亏比，优化止盈止损\n")
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} else if ctx.TradingStats.MaxDrawdownPct > 30 {
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sb.WriteString("表现: 风险偏高 - 减少仓位，控制回撤\n")
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} else {
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sb.WriteString("表现: 正常 - 有优化空间\n")
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}
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} else {
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sb.WriteString("## Historical Trading Statistics\n")
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sb.WriteString(fmt.Sprintf("Total Trades: %d | Profit Factor: %.2f | Sharpe: %.2f | Win/Loss Ratio: %.2f\n",
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ctx.TradingStats.TotalTrades,
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ctx.TradingStats.ProfitFactor,
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ctx.TradingStats.SharpeRatio,
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winLossRatio))
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sb.WriteString(fmt.Sprintf("Total PnL: %+.2f USDT | Avg Win: +%.2f | Avg Loss: -%.2f | Max Drawdown: %.1f%%\n",
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ctx.TradingStats.TotalPnL,
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ctx.TradingStats.AvgWin,
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ctx.TradingStats.AvgLoss,
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ctx.TradingStats.MaxDrawdownPct))
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// Performance hints based on profit factor, sharpe, and drawdown
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if ctx.TradingStats.ProfitFactor >= 1.5 && ctx.TradingStats.SharpeRatio >= 1 {
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sb.WriteString("Performance: GOOD - maintain current strategy\n")
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} else if ctx.TradingStats.ProfitFactor < 1 {
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sb.WriteString("Performance: NEEDS IMPROVEMENT - improve win/loss ratio, optimize TP/SL\n")
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} else if ctx.TradingStats.MaxDrawdownPct > 30 {
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sb.WriteString("Performance: HIGH RISK - reduce position size, control drawdown\n")
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} else {
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sb.WriteString("Performance: NORMAL - room for optimization\n")
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}
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}
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sb.WriteString("\n")
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}
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// Position information
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if len(ctx.Positions) > 0 {
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sb.WriteString("## Current Positions\n")
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@@ -51,7 +51,16 @@ func formatContextData(ctx *Context, lang Language) string {
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sb.WriteString(formatAccountEN(ctx))
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}
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// 4. 最近交易记录
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// 4. 历史交易统计
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if ctx.TradingStats != nil && ctx.TradingStats.TotalTrades > 0 {
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if lang == LangChinese {
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sb.WriteString(formatTradingStatsZH(ctx.TradingStats))
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} else {
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sb.WriteString(formatTradingStatsEN(ctx.TradingStats))
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}
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}
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// 5. 最近交易记录
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if len(ctx.RecentOrders) > 0 {
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if lang == LangChinese {
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sb.WriteString(formatRecentTradesZH(ctx.RecentOrders))
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@@ -120,6 +129,67 @@ func formatAccountZH(ctx *Context) string {
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return sb.String()
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}
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// formatTradingStatsZH 格式化历史交易统计（中文）
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func formatTradingStatsZH(stats *TradingStats) string {
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var sb strings.Builder
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sb.WriteString("## 历史交易统计\n\n")
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// 盈亏比计算
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var winLossRatio float64
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if stats.AvgLoss > 0 {
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winLossRatio = stats.AvgWin / stats.AvgLoss
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}
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// 指标定义说明（去掉胜率，聚焦核心指标）
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sb.WriteString("**指标说明**:\n")
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sb.WriteString("- 盈利因子: 总盈利 ÷ 总亏损（>1表示盈利，>1.5为良好，>2为优秀）\n")
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sb.WriteString("- 夏普比率: (平均收益 - 无风险收益) ÷ 收益标准差（>1良好，>2优秀）\n")
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sb.WriteString("- 盈亏比: 平均盈利 ÷ 平均亏损（>1.5为良好，>2为优秀）\n")
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sb.WriteString("- 最大回撤: 资金曲线从峰值到谷底的最大跌幅（<20%为低风险）\n\n")
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// 数据值
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sb.WriteString("**当前数据**:\n")
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sb.WriteString(fmt.Sprintf("- 总交易: %d 笔\n", stats.TotalTrades))
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sb.WriteString(fmt.Sprintf("- 盈利因子: %.2f\n", stats.ProfitFactor))
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sb.WriteString(fmt.Sprintf("- 夏普比率: %.2f\n", stats.SharpeRatio))
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sb.WriteString(fmt.Sprintf("- 盈亏比: %.2f\n", winLossRatio))
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sb.WriteString(fmt.Sprintf("- 总盈亏: %+.2f USDT\n", stats.TotalPnL))
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sb.WriteString(fmt.Sprintf("- 平均盈利: +%.2f USDT\n", stats.AvgWin))
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sb.WriteString(fmt.Sprintf("- 平均亏损: -%.2f USDT\n", stats.AvgLoss))
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sb.WriteString(fmt.Sprintf("- 最大回撤: %.1f%%\n\n", stats.MaxDrawdownPct))
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// 综合分析和决策建议
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sb.WriteString("**决策参考**:\n")
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// 根据统计数据给出具体建议
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if stats.TotalTrades < 10 {
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sb.WriteString("- 样本量较小（<10笔），统计结果参考意义有限\n")
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}
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if stats.ProfitFactor >= 1.5 && stats.SharpeRatio >= 1 {
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sb.WriteString("- 📈 表现良好: 可以维持当前策略风格\n")
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} else if stats.ProfitFactor >= 1.0 {
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sb.WriteString("- 📊 表现正常: 策略可行但有优化空间\n")
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}
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if stats.ProfitFactor < 1.0 {
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sb.WriteString("- ⚠️ 盈利因子<1: 亏损大于盈利，需要提高盈亏比，优化止盈止损\n")
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}
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if winLossRatio > 0 && winLossRatio < 1.5 {
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sb.WriteString("- ⚠️ 盈亏比偏低: 建议让利润奔跑，提高止盈目标\n")
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}
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if stats.MaxDrawdownPct > 30 {
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sb.WriteString("- ⚠️ 最大回撤过高: 建议降低仓位大小控制风险\n")
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} else if stats.MaxDrawdownPct < 10 {
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sb.WriteString("- ✅ 回撤控制良好: 风险管理有效\n")
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}
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sb.WriteString("\n")
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return sb.String()
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}
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// formatRecentTradesZH 格式化最近交易（中文）
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func formatRecentTradesZH(orders []RecentOrder) string {
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var sb strings.Builder
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@@ -333,6 +403,67 @@ func formatAccountEN(ctx *Context) string {
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return sb.String()
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}
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// formatTradingStatsEN 格式化历史交易统计（英文）
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func formatTradingStatsEN(stats *TradingStats) string {
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var sb strings.Builder
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sb.WriteString("## Historical Trading Statistics\n\n")
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// Win/Loss ratio calculation
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var winLossRatio float64
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if stats.AvgLoss > 0 {
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winLossRatio = stats.AvgWin / stats.AvgLoss
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}
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// Metric definitions (focus on core metrics, remove win rate)
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sb.WriteString("**Metric Definitions**:\n")
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sb.WriteString("- Profit Factor: Total profits ÷ Total losses (>1 = profitable, >1.5 = good, >2 = excellent)\n")
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sb.WriteString("- Sharpe Ratio: (Avg return - Risk-free rate) ÷ Std dev of returns (>1 = good, >2 = excellent)\n")
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sb.WriteString("- Win/Loss Ratio: Avg win ÷ Avg loss (>1.5 = good, >2 = excellent)\n")
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sb.WriteString("- Max Drawdown: Largest peak-to-trough decline in equity curve (<20% = low risk)\n\n")
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// Data values
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sb.WriteString("**Current Data**:\n")
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sb.WriteString(fmt.Sprintf("- Total Trades: %d\n", stats.TotalTrades))
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sb.WriteString(fmt.Sprintf("- Profit Factor: %.2f\n", stats.ProfitFactor))
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sb.WriteString(fmt.Sprintf("- Sharpe Ratio: %.2f\n", stats.SharpeRatio))
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sb.WriteString(fmt.Sprintf("- Win/Loss Ratio: %.2f\n", winLossRatio))
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sb.WriteString(fmt.Sprintf("- Total PnL: %+.2f USDT\n", stats.TotalPnL))
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sb.WriteString(fmt.Sprintf("- Avg Win: +%.2f USDT\n", stats.AvgWin))
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sb.WriteString(fmt.Sprintf("- Avg Loss: -%.2f USDT\n", stats.AvgLoss))
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sb.WriteString(fmt.Sprintf("- Max Drawdown: %.1f%%\n\n", stats.MaxDrawdownPct))
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// Analysis and decision guidance
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sb.WriteString("**Decision Guidance**:\n")
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// Specific recommendations based on stats
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if stats.TotalTrades < 10 {
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sb.WriteString("- Small sample size (<10 trades), statistics have limited significance\n")
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}
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if stats.ProfitFactor >= 1.5 && stats.SharpeRatio >= 1 {
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sb.WriteString("- 📈 Good performance: Maintain current strategy approach\n")
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} else if stats.ProfitFactor >= 1.0 {
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sb.WriteString("- 📊 Normal performance: Strategy viable but has room for optimization\n")
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}
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if stats.ProfitFactor < 1.0 {
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sb.WriteString("- ⚠️ Profit factor <1: Losses exceed profits, improve win/loss ratio, optimize TP/SL\n")
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}
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if winLossRatio > 0 && winLossRatio < 1.5 {
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sb.WriteString("- ⚠️ Low win/loss ratio: Let profits run, increase take-profit targets\n")
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}
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if stats.MaxDrawdownPct > 30 {
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sb.WriteString("- ⚠️ High max drawdown: Consider reducing position sizes to control risk\n")
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} else if stats.MaxDrawdownPct < 10 {
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sb.WriteString("- ✅ Good drawdown control: Risk management is effective\n")
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}
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sb.WriteString("\n")
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return sb.String()
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}
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// formatRecentTradesEN 格式化最近交易（英文）
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func formatRecentTradesEN(orders []RecentOrder) string {
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var sb strings.Builder
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