Feature: Add position holding duration to AI decision context

Track and display how long each position has been held to help AI make better timing decisions.
**Implementation**:
- Added UpdateTime field to PositionInfo struct (decision/engine.go:26)
- Added positionFirstSeenTime map to AutoTrader for tracking (trader/auto_trader.go:60)
- Record opening time when position is created successfully:
  - executeOpenLongWithRecord: Records timestamp for long positions (trader/auto_trader.go:540-541)
  - executeOpenShortWithRecord: Records timestamp for short positions (trader/auto_trader.go:593-594)
- Fallback tracking in buildTradingContext for program restart scenarios (trader/auto_trader.go:386-392)
- Auto-cleanup closed positions from tracking map (trader/auto_trader.go:409-414)
- Display duration in user prompt with smart formatting:
  - Under 60 min: "持仓时长25分钟"
  - Over 60 min: "持仓时长2小时15分钟"
**Example Output**:
```
1. TAOUSDT LONG | 入场价435.5300 当前价433.1900 | 盈亏-0.54% | 杠杆20x | 保证金25 | 强平价418.1528 | 持仓时长2小时15分钟
```
**Benefits**:
- AI can see how long positions have been held
- Helps enforce minimum holding period (30-60 min) from system prompt
- Simple implementation with minimal overhead
- Auto-cleanup prevents memory leaks
Co-Authored-By: tinkle-community <tinklefund@gmail.com>

decision/engine.go

@@ -23,6 +23,7 @@ type PositionInfo struct {
 	UnrealizedPnLPct float64 `json:"unrealized_pnl_pct"`
 	LiquidationPrice float64 `json:"liquidation_price"`
 	MarginUsed       float64 `json:"margin_used"`
+	UpdateTime       int64   `json:"update_time"` // 持仓更新时间戳（毫秒）
 }
 
 // AccountInfo 账户信息
@@ -335,10 +336,24 @@ func buildUserPrompt(ctx *Context) string {
 	if len(ctx.Positions) > 0 {
 		sb.WriteString("## 当前持仓\n")
 		for i, pos := range ctx.Positions {
-			sb.WriteString(fmt.Sprintf("%d. %s %s | 入场价%.4f 当前价%.4f | 盈亏%+.2f%% | 杠杆%dx | 保证金%.0f | 强平价%.4f\n\n",
+			// 计算持仓时长
+			holdingDuration := ""
+			if pos.UpdateTime > 0 {
+				durationMs := time.Now().UnixMilli() - pos.UpdateTime
+				durationMin := durationMs / (1000 * 60) // 转换为分钟
+				if durationMin < 60 {
+					holdingDuration = fmt.Sprintf(" | 持仓时长%d分钟", durationMin)
+				} else {
+					durationHour := durationMin / 60
+					durationMinRemainder := durationMin % 60
+					holdingDuration = fmt.Sprintf(" | 持仓时长%d小时%d分钟", durationHour, durationMinRemainder)
+				}
+			}
+
+			sb.WriteString(fmt.Sprintf("%d. %s %s | 入场价%.4f 当前价%.4f | 盈亏%+.2f%% | 杠杆%dx | 保证金%.0f | 强平价%.4f%s\n\n",
 				i+1, pos.Symbol, strings.ToUpper(pos.Side),
 				pos.EntryPrice, pos.MarkPrice, pos.UnrealizedPnLPct,
-				pos.Leverage, pos.MarginUsed, pos.LiquidationPrice))
+				pos.Leverage, pos.MarginUsed, pos.LiquidationPrice, holdingDuration))
 
 			// 使用FormatMarketData输出完整市场数据
 			if marketData, ok := ctx.MarketDataMap[pos.Symbol]; ok {

trader/auto_trader.go

@@ -44,19 +44,20 @@ type AutoTraderConfig struct {
 
 // AutoTrader 自动交易器
 type AutoTrader struct {
-	id             string // Trader唯一标识
-	name           string // Trader显示名称
-	aiModel        string // AI模型名称
-	config         AutoTraderConfig
-	trader         *FuturesTrader
-	decisionLogger *logger.DecisionLogger // 决策日志记录器
-	initialBalance float64
-	dailyPnL       float64
-	lastResetTime  time.Time
-	stopUntil      time.Time
-	isRunning      bool
-	startTime      time.Time // 系统启动时间
-	callCount      int       // AI调用次数
+	id                   string                 // Trader唯一标识
+	name                 string                 // Trader显示名称
+	aiModel              string                 // AI模型名称
+	config               AutoTraderConfig
+	trader               *FuturesTrader
+	decisionLogger       *logger.DecisionLogger // 决策日志记录器
+	initialBalance       float64
+	dailyPnL             float64
+	lastResetTime        time.Time
+	stopUntil            time.Time
+	isRunning            bool
+	startTime            time.Time                 // 系统启动时间
+	callCount            int                       // AI调用次数
+	positionFirstSeenTime map[string]int64         // 持仓首次出现时间 (symbol_side -> timestamp毫秒)
 }
 
 // NewAutoTrader 创建自动交易器
@@ -103,17 +104,18 @@ func NewAutoTrader(config AutoTraderConfig) (*AutoTrader, error) {
 	decisionLogger := logger.NewDecisionLogger(logDir)
 
 	return &AutoTrader{
-		id:             config.ID,
-		name:           config.Name,
-		aiModel:        config.AIModel,
-		config:         config,
-		trader:         trader,
-		decisionLogger: decisionLogger,
-		initialBalance: config.InitialBalance,
-		lastResetTime:  time.Now(),
-		startTime:      time.Now(),
-		callCount:      0,
-		isRunning:      false,
+		id:                   config.ID,
+		name:                 config.Name,
+		aiModel:              config.AIModel,
+		config:               config,
+		trader:               trader,
+		decisionLogger:       decisionLogger,
+		initialBalance:       config.InitialBalance,
+		lastResetTime:        time.Now(),
+		startTime:            time.Now(),
+		callCount:            0,
+		isRunning:            false,
+		positionFirstSeenTime: make(map[string]int64),
 	}, nil
 }
 
@@ -349,6 +351,9 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
 	var positionInfos []decision.PositionInfo
 	totalMarginUsed := 0.0
 
+	// 当前持仓的key集合（用于清理已平仓的记录）
+	currentPositionKeys := make(map[string]bool)
+
 	for _, pos := range positions {
 		symbol := pos["symbol"].(string)
 		side := pos["side"].(string)
@@ -377,6 +382,15 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
 		marginUsed := (quantity * markPrice) / float64(leverage)
 		totalMarginUsed += marginUsed
 
+		// 跟踪持仓首次出现时间
+		posKey := symbol + "_" + side
+		currentPositionKeys[posKey] = true
+		if _, exists := at.positionFirstSeenTime[posKey]; !exists {
+			// 新持仓，记录当前时间
+			at.positionFirstSeenTime[posKey] = time.Now().UnixMilli()
+		}
+		updateTime := at.positionFirstSeenTime[posKey]
+
 		positionInfos = append(positionInfos, decision.PositionInfo{
 			Symbol:           symbol,
 			Side:             side,
@@ -388,9 +402,17 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
 			UnrealizedPnLPct: pnlPct,
 			LiquidationPrice: liquidationPrice,
 			MarginUsed:       marginUsed,
+			UpdateTime:       updateTime,
 		})
 	}
 
+	// 清理已平仓的持仓记录
+	for key := range at.positionFirstSeenTime {
+		if !currentPositionKeys[key] {
+			delete(at.positionFirstSeenTime, key)
+		}
+	}
+
 	// 3. 获取合并的候选币种池（AI500 + OI Top，去重）
 	// 无论有没有持仓，都分析相同数量的币种（让AI看到所有好机会）
 	// AI会根据保证金使用率和现有持仓情况，自己决定是否要换仓
@@ -514,6 +536,10 @@ func (at *AutoTrader) executeOpenLongWithRecord(decision *decision.Decision, act
 
 	log.Printf("  ✓ 开仓成功，订单ID: %v, 数量: %.4f", order["orderId"], quantity)
 
+	// 记录开仓时间
+	posKey := decision.Symbol + "_long"
+	at.positionFirstSeenTime[posKey] = time.Now().UnixMilli()
+
 	// 设置止损止盈
 	if err := at.trader.SetStopLoss(decision.Symbol, "LONG", quantity, decision.StopLoss); err != nil {
 		log.Printf("  ⚠ 设置止损失败: %v", err)
@@ -563,6 +589,10 @@ func (at *AutoTrader) executeOpenShortWithRecord(decision *decision.Decision, ac
 
 	log.Printf("  ✓ 开仓成功，订单ID: %v, 数量: %.4f", order["orderId"], quantity)
 
+	// 记录开仓时间
+	posKey := decision.Symbol + "_short"
+	at.positionFirstSeenTime[posKey] = time.Now().UnixMilli()
+
 	// 设置止损止盈
 	if err := at.trader.SetStopLoss(decision.Symbol, "SHORT", quantity, decision.StopLoss); err != nil {
 		log.Printf("  ⚠ 设置止损失败: %v", err)