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fix: position sizing guidance and Lighter sub-accounts support

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- Fix hardcoded 5x position ratio in AI prompt example, now uses configured ratio
- Add position sizing guidance section for AI to calculate proper position size
- Add sub_accounts support for Lighter account API
This commit is contained in:
tinkle-community
2025-12-16 00:00:07 +08:00
parent 05c480d3f0
commit e4d9ea032d
2 changed files with 42 additions and 7 deletions
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14
decision/engine.go
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@@ -748,6 +748,16 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
sb.WriteString(fmt.Sprintf("- Risk-Reward Ratio: ≥1:%.1f (take_profit / stop_loss)\n", riskControl.MinRiskRewardRatio))
sb.WriteString(fmt.Sprintf("- Min Confidence: ≥%d to open position\n\n", riskControl.MinConfidence))
// Position sizing guidance
sb.WriteString("## Position Sizing Guidance\n")
sb.WriteString("Calculate `position_size_usd` based on your confidence and the Position Value Limits above:\n")
sb.WriteString("- High confidence (≥85): Use 80-100%% of max position value limit\n")
sb.WriteString("- Medium confidence (70-84): Use 50-80%% of max position value limit\n")
sb.WriteString("- Low confidence (60-69): Use 30-50%% of max position value limit\n")
sb.WriteString(fmt.Sprintf("- Example: With equity %.0f and BTC/ETH ratio %.1fx, max is %.0f USDT\n",
accountEquity, btcEthPosValueRatio, accountEquity*btcEthPosValueRatio))
sb.WriteString("- **DO NOT** just use available_balance as position_size_usd. Use the Position Value Limits!\n\n")
// 4. Trading frequency (editable)
if promptSections.TradingFrequency != "" {
sb.WriteString(promptSections.TradingFrequency)
@@ -795,8 +805,10 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
sb.WriteString("<decision>\n")
sb.WriteString("Step 2: JSON decision array\n\n")
sb.WriteString("```json\n[\n")
// Use the actual configured position value ratio for BTC/ETH in the example
examplePositionSize := accountEquity * btcEthPosValueRatio
sb.WriteString(fmt.Sprintf(" {\"symbol\": \"BTCUSDT\", \"action\": \"open_short\", \"leverage\": %d, \"position_size_usd\": %.0f, \"stop_loss\": 97000, \"take_profit\": 91000, \"confidence\": 85, \"risk_usd\": 300},\n",
riskControl.BTCETHMaxLeverage, accountEquity*5))
riskControl.BTCETHMaxLeverage, examplePositionSize))
sb.WriteString(" {\"symbol\": \"ETHUSDT\", \"action\": \"close_long\"}\n")
sb.WriteString("]\n```\n")
sb.WriteString("</decision>\n\n")