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fix: use strategy config for position value ratio validation instead of hardcoded 1.5x

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tinkle-community
2025-12-13 20:47:15 +08:00
parent 0381815a13
commit c4363f3bc7
2 changed files with 15 additions and 10 deletions
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22
decision/engine.go
View File

@@ -278,6 +278,8 @@ func GetFullDecisionWithStrategy(ctx *Context, mcpClient mcp.AIClient, engine *S
ctx.Account.TotalEquity, ctx.Account.TotalEquity,
riskConfig.BTCETHMaxLeverage, riskConfig.BTCETHMaxLeverage,
riskConfig.AltcoinMaxLeverage, riskConfig.AltcoinMaxLeverage,
riskConfig.BTCETHMaxPositionValueRatio,
riskConfig.AltcoinMaxPositionValueRatio,
) )
if decision != nil { if decision != nil {
@@ -1297,7 +1299,7 @@ func formatFloatSlice(values []float64) string {
// AI Response Parsing // AI Response Parsing
// ============================================================================ // ============================================================================
func parseFullDecisionResponse(aiResponse string, accountEquity float64, btcEthLeverage, altcoinLeverage int) (*FullDecision, error) { func parseFullDecisionResponse(aiResponse string, accountEquity float64, btcEthLeverage, altcoinLeverage int, btcEthPosRatio, altcoinPosRatio float64) (*FullDecision, error) {
cotTrace := extractCoTTrace(aiResponse) cotTrace := extractCoTTrace(aiResponse)
decisions, err := extractDecisions(aiResponse) decisions, err := extractDecisions(aiResponse)
@@ -1308,7 +1310,7 @@ func parseFullDecisionResponse(aiResponse string, accountEquity float64, btcEthL
}, fmt.Errorf("failed to extract decisions: %w", err) }, fmt.Errorf("failed to extract decisions: %w", err)
} }
if err := validateDecisions(decisions, accountEquity, btcEthLeverage, altcoinLeverage); err != nil { if err := validateDecisions(decisions, accountEquity, btcEthLeverage, altcoinLeverage, btcEthPosRatio, altcoinPosRatio); err != nil {
return &FullDecision{ return &FullDecision{
CoTTrace: cotTrace, CoTTrace: cotTrace,
Decisions: decisions, Decisions: decisions,
@@ -1474,16 +1476,16 @@ func compactArrayOpen(s string) string {
// Decision Validation // Decision Validation
// ============================================================================ // ============================================================================
func validateDecisions(decisions []Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int) error { func validateDecisions(decisions []Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int, btcEthPosRatio, altcoinPosRatio float64) error {
for i, decision := range decisions { for i, decision := range decisions {
if err := validateDecision(&decision, accountEquity, btcEthLeverage, altcoinLeverage); err != nil { if err := validateDecision(&decision, accountEquity, btcEthLeverage, altcoinLeverage, btcEthPosRatio, altcoinPosRatio); err != nil {
return fmt.Errorf("decision #%d validation failed: %w", i+1, err) return fmt.Errorf("decision #%d validation failed: %w", i+1, err)
} }
} }
return nil return nil
} }
func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int) error { func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int, btcEthPosRatio, altcoinPosRatio float64) error {
validActions := map[string]bool{ validActions := map[string]bool{
"open_long": true, "open_long": true,
"open_short": true, "open_short": true,
@@ -1499,10 +1501,12 @@ func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoi
if d.Action == "open_long" || d.Action == "open_short" { if d.Action == "open_long" || d.Action == "open_short" {
maxLeverage := altcoinLeverage maxLeverage := altcoinLeverage
maxPositionValue := accountEquity * 1.5 posRatio := altcoinPosRatio
maxPositionValue := accountEquity * posRatio
if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" { if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
maxLeverage = btcEthLeverage maxLeverage = btcEthLeverage
maxPositionValue = accountEquity * 10 posRatio = btcEthPosRatio
maxPositionValue = accountEquity * posRatio
} }
if d.Leverage <= 0 { if d.Leverage <= 0 {
@@ -1533,9 +1537,9 @@ func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoi
tolerance := maxPositionValue * 0.01 tolerance := maxPositionValue * 0.01
if d.PositionSizeUSD > maxPositionValue+tolerance { if d.PositionSizeUSD > maxPositionValue+tolerance {
if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" { if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
return fmt.Errorf("BTC/ETH single coin position value cannot exceed %.0f USDT (10x account equity), actual: %.0f", maxPositionValue, d.PositionSizeUSD) return fmt.Errorf("BTC/ETH single coin position value cannot exceed %.0f USDT (%.1fx account equity), actual: %.0f", maxPositionValue, posRatio, d.PositionSizeUSD)
} else { } else {
return fmt.Errorf("altcoin single coin position value cannot exceed %.0f USDT (1.5x account equity), actual: %.0f", maxPositionValue, d.PositionSizeUSD) return fmt.Errorf("altcoin single coin position value cannot exceed %.0f USDT (%.1fx account equity), actual: %.0f", maxPositionValue, posRatio, d.PositionSizeUSD)
} }
} }
if d.StopLoss <= 0 || d.TakeProfit <= 0 { if d.StopLoss <= 0 || d.TakeProfit <= 0 {

3
decision/validate_test.go
View File

@@ -83,7 +83,8 @@ func TestLeverageFallback(t *testing.T) {
for _, tt := range tests { for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) { t.Run(tt.name, func(t *testing.T) {
err := validateDecision(&tt.decision, tt.accountEquity, tt.btcEthLeverage, tt.altcoinLeverage) // Use default position value ratios for testing (10x for BTC/ETH, 1.5x for altcoins)
err := validateDecision(&tt.decision, tt.accountEquity, tt.btcEthLeverage, tt.altcoinLeverage, 10.0, 1.5)
// Check error status // Check error status
if (err != nil) != tt.wantError { if (err != nil) != tt.wantError {