change v1

agent/scheduler.go

@@ -6,13 +6,15 @@ import (
 	"log/slog"
 	"nofx/safe"
 	"strings"
+	"sync"
 	"time"
 )
 
 type Scheduler struct {
-	agent  *Agent
-	logger *slog.Logger
-	stopCh chan struct{}
+	agent    *Agent
+	logger   *slog.Logger
+	stopCh   chan struct{}
+	stopOnce sync.Once
 }
 
 func NewScheduler(a *Agent, l *slog.Logger) *Scheduler {
@@ -27,8 +29,10 @@ func (s *Scheduler) Start(ctx context.Context) {
 		lastCheck := time.Time{}
 		for {
 			select {
-			case <-ctx.Done(): return
-			case <-s.stopCh: return
+			case <-ctx.Done():
+				return
+			case <-s.stopCh:
+				return
 			case now := <-ticker.C:
 				// Daily report at 21:00
 				if now.Hour() == 21 && now.Sub(lastReport) > 12*time.Hour {
@@ -51,13 +55,21 @@ func (s *Scheduler) Start(ctx context.Context) {
 	})
 }
 
-func (s *Scheduler) Stop() { close(s.stopCh) }
+func (s *Scheduler) Stop() {
+	s.stopOnce.Do(func() {
+		close(s.stopCh)
+	})
+}
 
 func (s *Scheduler) dailyReport() {
-	if s.agent.traderManager == nil { return }
+	if s.agent.traderManager == nil {
+		return
+	}
 
 	traders := s.agent.traderManager.GetAllTraders()
-	if len(traders) == 0 { return }
+	if len(traders) == 0 {
+		return
+	}
 
 	var sb strings.Builder
 	sb.WriteString(fmt.Sprintf("📊 *NOFXi 每日报告 — %s*\n\n", time.Now().Format("2006-01-02")))
@@ -65,30 +77,40 @@ func (s *Scheduler) dailyReport() {
 	totalPnL := 0.0
 	for _, t := range traders {
 		info, err := t.GetAccountInfo()
-		if err != nil { continue }
+		if err != nil {
+			continue
+		}
 		equity := toFloat(info["total_equity"])
 		pnl := toFloat(info["unrealized_pnl"])
 		sb.WriteString(fmt.Sprintf("• %s: $%.2f (P/L: $%.2f)\n", t.GetName(), equity, pnl))
 		totalPnL += pnl
 	}
 	e := "📈"
-	if totalPnL < 0 { e = "📉" }
+	if totalPnL < 0 {
+		e = "📉"
+	}
 	sb.WriteString(fmt.Sprintf("\n%s Total P/L: $%.2f", e, totalPnL))
 
 	s.agent.notifyAll(sb.String())
 }
 
 func (s *Scheduler) riskCheck() {
-	if s.agent.traderManager == nil { return }
+	if s.agent.traderManager == nil {
+		return
+	}
 
 	var alerts []string
 	for _, t := range s.agent.traderManager.GetAllTraders() {
 		positions, err := t.GetPositions()
-		if err != nil { continue }
+		if err != nil {
+			continue
+		}
 		for _, p := range positions {
 			pnl := toFloat(p["unrealizedPnl"])
 			size := toFloat(p["size"])
-			if size == 0 { continue }
+			if size == 0 {
+				continue
+			}
 			entry := toFloat(p["entryPrice"])
 			if entry > 0 {
 				pnlPct := (pnl / (entry * size)) * 100