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Merge pull request #386 from zhouyongyou/feat/configurable-oi-threshold

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feat(decision): configurable OI threshold + relaxed trading template
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Icyoung
2025-11-05 15:46:25 +08:00
committed by GitHub
parent 6c78d9dc14 6d53e9260f
commit c7226bf04e
2 changed files with 201 additions and 4 deletions
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11
decision/engine.go
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@@ -169,17 +169,20 @@ func fetchMarketDataForContext(ctx *Context) error {
continue
}
// ⚠️ 流动性过滤：持仓价值低于15M USD的币种不做（多空都不做）
// ⚠️ 流动性过滤：持仓价值低于阈值的币种不做（多空都不做）
// 持仓价值 = 持仓量 × 当前价格
// 但现有持仓必须保留（需要决策是否平仓）
// 💡 OI 門檻配置：用戶可根據風險偏好調整
const minOIThresholdMillions = 15.0 // 可調整：15M(保守) / 10M(平衡) / 8M(寬鬆) / 5M(激進)
isExistingPosition := positionSymbols[symbol]
if !isExistingPosition && data.OpenInterest != nil && data.CurrentPrice > 0 {
// 计算持仓价值（USD）= 持仓量 × 当前价格
oiValue := data.OpenInterest.Latest * data.CurrentPrice
oiValueInMillions := oiValue / 1_000_000 // 转换为百万美元单位
if oiValueInMillions < 15 {
log.Printf("⚠️ %s 持仓价值过低(%.2fM USD < 15M)，跳过此币种 [持仓量:%.0f × 价格:%.4f]",
symbol, oiValueInMillions, data.OpenInterest.Latest, data.CurrentPrice)
if oiValueInMillions < minOIThresholdMillions {
log.Printf("⚠️ %s 持仓价值过低(%.2fM USD < %.1fM)，跳过此币种 [持仓量:%.0f × 价格:%.4f]",
symbol, oiValueInMillions, minOIThresholdMillions, data.OpenInterest.Latest, data.CurrentPrice)
continue
}
}