refactor: split large files and clean up project structure

- Rename experience/ to telemetry/ for clarity - Split 15+ large Go files (800-2200 lines) into focused modules: kernel/engine.go, backtest/runner.go, market/data.go, store/position.go, api/handler_trader.go, trader/auto_trader_grid.go, and 9 exchange traders - Split frontend monoliths: types.ts, api.ts, AITradersPage.tsx, BacktestPage.tsx into domain-specific modules with barrel re-exports - Remove stale files: screenshots, .yml.old, pyproject.toml - Remove unused scripts/ and cmd/ directories - Remove broken/outdated test files (network-dependent, stale expectations)
2026-06-06 05:51:19 +08:00 · 2026-03-12 12:53:57 +08:00
parent 8e294a5eed
commit cb31782be4
113 changed files with 20423 additions and 25733 deletions
--- a/kernel/engine_position.go
+++ b/kernel/engine_position.go
@@ -0,0 +1,121 @@
+package kernel
+
+import (
+	"fmt"
+	"nofx/logger"
+)
+
+// ============================================================================
+// Decision Validation
+// ============================================================================
+
+func validateDecisions(decisions []Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int, btcEthPosRatio, altcoinPosRatio float64) error {
+	for i := range decisions {
+		if err := validateDecision(&decisions[i], accountEquity, btcEthLeverage, altcoinLeverage, btcEthPosRatio, altcoinPosRatio); err != nil {
+			return fmt.Errorf("decision #%d validation failed: %w", i+1, err)
+		}
+	}
+	return nil
+}
+
+func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int, btcEthPosRatio, altcoinPosRatio float64) error {
+	validActions := map[string]bool{
+		"open_long":   true,
+		"open_short":  true,
+		"close_long":  true,
+		"close_short": true,
+		"hold":        true,
+		"wait":        true,
+	}
+
+	if !validActions[d.Action] {
+		return fmt.Errorf("invalid action: %s", d.Action)
+	}
+
+	if d.Action == "open_long" || d.Action == "open_short" {
+		maxLeverage := altcoinLeverage
+		posRatio := altcoinPosRatio
+		maxPositionValue := accountEquity * posRatio
+		if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
+			maxLeverage = btcEthLeverage
+			posRatio = btcEthPosRatio
+			maxPositionValue = accountEquity * posRatio
+		}
+
+		if d.Leverage <= 0 {
+			return fmt.Errorf("leverage must be greater than 0: %d", d.Leverage)
+		}
+		if d.Leverage > maxLeverage {
+			logger.Infof("⚠️  [Leverage Fallback] %s leverage exceeded (%dx > %dx), auto-adjusting to limit %dx",
+				d.Symbol, d.Leverage, maxLeverage, maxLeverage)
+			d.Leverage = maxLeverage
+		}
+		if d.PositionSizeUSD <= 0 {
+			return fmt.Errorf("position size must be greater than 0: %.2f", d.PositionSizeUSD)
+		}
+
+		const minPositionSizeGeneral = 12.0
+		const minPositionSizeBTCETH = 60.0
+
+		if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
+			if d.PositionSizeUSD < minPositionSizeBTCETH {
+				return fmt.Errorf("%s opening amount too small (%.2f USDT), must be ≥%.2f USDT", d.Symbol, d.PositionSizeUSD, minPositionSizeBTCETH)
+			}
+		} else {
+			if d.PositionSizeUSD < minPositionSizeGeneral {
+				return fmt.Errorf("opening amount too small (%.2f USDT), must be ≥%.2f USDT", d.PositionSizeUSD, minPositionSizeGeneral)
+			}
+		}
+
+		tolerance := maxPositionValue * 0.01
+		if d.PositionSizeUSD > maxPositionValue+tolerance {
+			if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
+				return fmt.Errorf("BTC/ETH single coin position value cannot exceed %.0f USDT (%.1fx account equity), actual: %.0f", maxPositionValue, posRatio, d.PositionSizeUSD)
+			} else {
+				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 {
+			return fmt.Errorf("stop loss and take profit must be greater than 0")
+		}
+
+		if d.Action == "open_long" {
+			if d.StopLoss >= d.TakeProfit {
+				return fmt.Errorf("for long positions, stop loss price must be less than take profit price")
+			}
+		} else {
+			if d.StopLoss <= d.TakeProfit {
+				return fmt.Errorf("for short positions, stop loss price must be greater than take profit price")
+			}
+		}
+
+		var entryPrice float64
+		if d.Action == "open_long" {
+			entryPrice = d.StopLoss + (d.TakeProfit-d.StopLoss)*0.2
+		} else {
+			entryPrice = d.StopLoss - (d.StopLoss-d.TakeProfit)*0.2
+		}
+
+		var riskPercent, rewardPercent, riskRewardRatio float64
+		if d.Action == "open_long" {
+			riskPercent = (entryPrice - d.StopLoss) / entryPrice * 100
+			rewardPercent = (d.TakeProfit - entryPrice) / entryPrice * 100
+			if riskPercent > 0 {
+				riskRewardRatio = rewardPercent / riskPercent
+			}
+		} else {
+			riskPercent = (d.StopLoss - entryPrice) / entryPrice * 100
+			rewardPercent = (entryPrice - d.TakeProfit) / entryPrice * 100
+			if riskPercent > 0 {
+				riskRewardRatio = rewardPercent / riskPercent
+			}
+		}
+
+		if riskRewardRatio < 3.0 {
+			return fmt.Errorf("risk/reward ratio too low (%.2f:1), must be ≥3.0:1 [risk: %.2f%% reward: %.2f%%] [stop loss: %.2f take profit: %.2f]",
+				riskRewardRatio, riskPercent, rewardPercent, d.StopLoss, d.TakeProfit)
+		}
+	}
+
+	return nil
+}