Merge pull request #415 from zhouyongyou/feat/partial-close-core-v2

feat: 部分平倉和動態止盈止損核心實現 / Partial Close & Dynamic TP/SL Core

decision/engine.go

@@ -71,11 +71,20 @@ type Context struct {
 // Decision AI的交易决策
 type Decision struct {
 	Symbol          string  `json:"symbol"`
-	Action          string  `json:"action"` // "open_long", "open_short", "close_long", "close_short", "hold", "wait"
+	Action          string  `json:"action"` // "open_long", "open_short", "close_long", "close_short", "update_stop_loss", "update_take_profit", "partial_close", "hold", "wait"
+
+	// 开仓参数
 	Leverage        int     `json:"leverage,omitempty"`
 	PositionSizeUSD float64 `json:"position_size_usd,omitempty"`
 	StopLoss        float64 `json:"stop_loss,omitempty"`
 	TakeProfit      float64 `json:"take_profit,omitempty"`
+
+	// 调整参数（新增）
+	NewStopLoss     float64 `json:"new_stop_loss,omitempty"`     // 用于 update_stop_loss
+	NewTakeProfit   float64 `json:"new_take_profit,omitempty"`   // 用于 update_take_profit
+	ClosePercentage float64 `json:"close_percentage,omitempty"`  // 用于 partial_close (0-100)
+
+	// 通用参数
 	Confidence      int     `json:"confidence,omitempty"` // 信心度 (0-100)
 	RiskUSD         float64 `json:"risk_usd,omitempty"`   // 最大美元风险
 	Reasoning       string  `json:"reasoning"`
@@ -504,12 +513,15 @@ func findMatchingBracket(s string, start int) int {
 func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoinLeverage int) error {
 	// 验证action
 	validActions := map[string]bool{
-		"open_long":   true,
+		"open_long":          true,
-		"open_short":  true,
+		"open_short":         true,
-		"close_long":  true,
+		"close_long":         true,
-		"close_short": true,
+		"close_short":        true,
-		"hold":        true,
+		"update_stop_loss":   true,
-		"wait":        true,
+		"update_take_profit": true,
+		"partial_close":      true,
+		"hold":               true,
+		"wait":               true,
 	}
 
 	if !validActions[d.Action] {
@@ -589,5 +601,26 @@ func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoi
 		}
 	}
 
+	// 动态调整止损验证
+	if d.Action == "update_stop_loss" {
+		if d.NewStopLoss <= 0 {
+			return fmt.Errorf("新止损价格必须大于0: %.2f", d.NewStopLoss)
+		}
+	}
+
+	// 动态调整止盈验证
+	if d.Action == "update_take_profit" {
+		if d.NewTakeProfit <= 0 {
+			return fmt.Errorf("新止盈价格必须大于0: %.2f", d.NewTakeProfit)
+		}
+	}
+
+	// 部分平仓验证
+	if d.Action == "partial_close" {
+		if d.ClosePercentage <= 0 || d.ClosePercentage > 100 {
+			return fmt.Errorf("平仓百分比必须在0-100之间: %.1f", d.ClosePercentage)
+		}
+	}
+
 	return nil
 }

logger/decision_logger.go

@@ -409,18 +409,24 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 					quantity := openPos["quantity"].(float64)
 					leverage := openPos["leverage"].(int)
 
+					// 对于 partial_close，使用实际平仓数量；否则使用完整仓位数量
+					actualQuantity := quantity
+					if action.Action == "partial_close" {
+						actualQuantity = action.Quantity
+					}
+
 					// 计算实际盈亏（USDT）
-					// 合约交易 PnL 计算：quantity × 价格差
+					// 合约交易 PnL 计算：actualQuantity × 价格差
 					// 注意：杠杆不影响绝对盈亏，只影响保证金需求
 					var pnl float64
 					if side == "long" {
-						pnl = quantity * (action.Price - openPrice)
+						pnl = actualQuantity * (action.Price - openPrice)
 					} else {
-						pnl = quantity * (openPrice - action.Price)
+						pnl = actualQuantity * (openPrice - action.Price)
 					}
 
 					// 计算盈亏百分比（相对保证金）
-					positionValue := quantity * openPrice
+					positionValue := actualQuantity * openPrice
 					marginUsed := positionValue / float64(leverage)
 					pnlPct := 0.0
 					if marginUsed > 0 {
@@ -431,7 +437,7 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 					outcome := TradeOutcome{
 						Symbol:        symbol,
 						Side:          side,
-						Quantity:      quantity,
+						Quantity:      actualQuantity,
 						Leverage:      leverage,
 						OpenPrice:     openPrice,
 						ClosePrice:    action.Price,

trader/aster_trader.go

@@ -1005,6 +1005,61 @@ func (t *AsterTrader) CancelAllOrders(symbol string) error {
 	return err
 }
 
+// CancelStopOrders 取消该币种的止盈/止损单（用于调整止盈止损位置）
+func (t *AsterTrader) CancelStopOrders(symbol string) error {
+	// 获取该币种的所有未完成订单
+	params := map[string]interface{}{
+		"symbol": symbol,
+	}
+
+	body, err := t.request("GET", "/fapi/v3/openOrders", params)
+	if err != nil {
+		return fmt.Errorf("获取未完成订单失败: %w", err)
+	}
+
+	var orders []map[string]interface{}
+	if err := json.Unmarshal(body, &orders); err != nil {
+		return fmt.Errorf("解析订单数据失败: %w", err)
+	}
+
+	// 过滤出止盈止损单并取消
+	canceledCount := 0
+	for _, order := range orders {
+		orderType, _ := order["type"].(string)
+
+		// 只取消止损和止盈订单
+		if orderType == "STOP_MARKET" ||
+			orderType == "TAKE_PROFIT_MARKET" ||
+			orderType == "STOP" ||
+			orderType == "TAKE_PROFIT" {
+
+			orderID, _ := order["orderId"].(float64)
+			cancelParams := map[string]interface{}{
+				"symbol":  symbol,
+				"orderId": int64(orderID),
+			}
+
+			_, err := t.request("DELETE", "/fapi/v3/order", cancelParams)
+			if err != nil {
+				log.Printf("  ⚠ 取消订单 %d 失败: %v", int64(orderID), err)
+				continue
+			}
+
+			canceledCount++
+			log.Printf("  ✓ 已取消 %s 的止盈/止损单 (订单ID: %d, 类型: %s)",
+				symbol, int64(orderID), orderType)
+		}
+	}
+
+	if canceledCount == 0 {
+		log.Printf("  ℹ %s 没有止盈/止损单需要取消", symbol)
+	} else {
+		log.Printf("  ✓ 已取消 %s 的 %d 个止盈/止损单", symbol, canceledCount)
+	}
+
+	return nil
+}
+
 // FormatQuantity 格式化数量（实现Trader接口）
 func (t *AsterTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
 	formatted, err := t.formatQuantity(symbol, quantity)

trader/auto_trader.go

@@ -4,6 +4,7 @@ import (
 	"encoding/json"
 	"fmt"
 	"log"
+	"math"
 	"nofx/decision"
 	"nofx/logger"
 	"nofx/market"
@@ -593,6 +594,12 @@ func (at *AutoTrader) executeDecisionWithRecord(decision *decision.Decision, act
 		return at.executeCloseLongWithRecord(decision, actionRecord)
 	case "close_short":
 		return at.executeCloseShortWithRecord(decision, actionRecord)
+	case "update_stop_loss":
+		return at.executeUpdateStopLossWithRecord(decision, actionRecord)
+	case "update_take_profit":
+		return at.executeUpdateTakeProfitWithRecord(decision, actionRecord)
+	case "partial_close":
+		return at.executePartialCloseWithRecord(decision, actionRecord)
 	case "hold", "wait":
 		// 无需执行，仅记录
 		return nil
@@ -771,6 +778,201 @@ func (at *AutoTrader) executeCloseShortWithRecord(decision *decision.Decision, a
 	return nil
 }
 
+// executeUpdateStopLossWithRecord 执行调整止损并记录详细信息
+func (at *AutoTrader) executeUpdateStopLossWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
+	log.Printf("  🎯 调整止损: %s → %.2f", decision.Symbol, decision.NewStopLoss)
+
+	// 获取当前价格
+	marketData, err := market.Get(decision.Symbol)
+	if err != nil {
+		return err
+	}
+	actionRecord.Price = marketData.CurrentPrice
+
+	// 获取当前持仓
+	positions, err := at.trader.GetPositions()
+	if err != nil {
+		return fmt.Errorf("获取持仓失败: %w", err)
+	}
+
+	// 查找目标持仓
+	var targetPosition map[string]interface{}
+	for _, pos := range positions {
+		symbol, _ := pos["symbol"].(string)
+		posAmt, _ := pos["positionAmt"].(float64)
+		if symbol == decision.Symbol && posAmt != 0 {
+			targetPosition = pos
+			break
+		}
+	}
+
+	if targetPosition == nil {
+		return fmt.Errorf("持仓不存在: %s", decision.Symbol)
+	}
+
+	// 获取持仓方向和数量
+	side, _ := targetPosition["side"].(string)
+	positionSide := strings.ToUpper(side)
+	positionAmt, _ := targetPosition["positionAmt"].(float64)
+
+	// 验证新止损价格合理性
+	if positionSide == "LONG" && decision.NewStopLoss >= marketData.CurrentPrice {
+		return fmt.Errorf("多单止损必须低于当前价格 (当前: %.2f, 新止损: %.2f)", marketData.CurrentPrice, decision.NewStopLoss)
+	}
+	if positionSide == "SHORT" && decision.NewStopLoss <= marketData.CurrentPrice {
+		return fmt.Errorf("空单止损必须高于当前价格 (当前: %.2f, 新止损: %.2f)", marketData.CurrentPrice, decision.NewStopLoss)
+	}
+
+	// 取消旧的止损单（避免多个止损单共存）
+	if err := at.trader.CancelStopOrders(decision.Symbol); err != nil {
+		log.Printf("  ⚠ 取消旧止损单失败: %v", err)
+		// 不中断执行，继续设置新止损
+	}
+
+	// 调用交易所 API 修改止损
+	quantity := math.Abs(positionAmt)
+	err = at.trader.SetStopLoss(decision.Symbol, positionSide, quantity, decision.NewStopLoss)
+	if err != nil {
+		return fmt.Errorf("修改止损失败: %w", err)
+	}
+
+	log.Printf("  ✓ 止损已调整: %.2f (当前价格: %.2f)", decision.NewStopLoss, marketData.CurrentPrice)
+	return nil
+}
+
+// executeUpdateTakeProfitWithRecord 执行调整止盈并记录详细信息
+func (at *AutoTrader) executeUpdateTakeProfitWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
+	log.Printf("  🎯 调整止盈: %s → %.2f", decision.Symbol, decision.NewTakeProfit)
+
+	// 获取当前价格
+	marketData, err := market.Get(decision.Symbol)
+	if err != nil {
+		return err
+	}
+	actionRecord.Price = marketData.CurrentPrice
+
+	// 获取当前持仓
+	positions, err := at.trader.GetPositions()
+	if err != nil {
+		return fmt.Errorf("获取持仓失败: %w", err)
+	}
+
+	// 查找目标持仓
+	var targetPosition map[string]interface{}
+	for _, pos := range positions {
+		symbol, _ := pos["symbol"].(string)
+		posAmt, _ := pos["positionAmt"].(float64)
+		if symbol == decision.Symbol && posAmt != 0 {
+			targetPosition = pos
+			break
+		}
+	}
+
+	if targetPosition == nil {
+		return fmt.Errorf("持仓不存在: %s", decision.Symbol)
+	}
+
+	// 获取持仓方向和数量
+	side, _ := targetPosition["side"].(string)
+	positionSide := strings.ToUpper(side)
+	positionAmt, _ := targetPosition["positionAmt"].(float64)
+
+	// 验证新止盈价格合理性
+	if positionSide == "LONG" && decision.NewTakeProfit <= marketData.CurrentPrice {
+		return fmt.Errorf("多单止盈必须高于当前价格 (当前: %.2f, 新止盈: %.2f)", marketData.CurrentPrice, decision.NewTakeProfit)
+	}
+	if positionSide == "SHORT" && decision.NewTakeProfit >= marketData.CurrentPrice {
+		return fmt.Errorf("空单止盈必须低于当前价格 (当前: %.2f, 新止盈: %.2f)", marketData.CurrentPrice, decision.NewTakeProfit)
+	}
+
+	// 取消旧的止盈单（避免多个止盈单共存）
+	if err := at.trader.CancelStopOrders(decision.Symbol); err != nil {
+		log.Printf("  ⚠ 取消旧止盈单失败: %v", err)
+		// 不中断执行，继续设置新止盈
+	}
+
+	// 调用交易所 API 修改止盈
+	quantity := math.Abs(positionAmt)
+	err = at.trader.SetTakeProfit(decision.Symbol, positionSide, quantity, decision.NewTakeProfit)
+	if err != nil {
+		return fmt.Errorf("修改止盈失败: %w", err)
+	}
+
+	log.Printf("  ✓ 止盈已调整: %.2f (当前价格: %.2f)", decision.NewTakeProfit, marketData.CurrentPrice)
+	return nil
+}
+
+// executePartialCloseWithRecord 执行部分平仓并记录详细信息
+func (at *AutoTrader) executePartialCloseWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
+	log.Printf("  📊 部分平仓: %s %.1f%%", decision.Symbol, decision.ClosePercentage)
+
+	// 验证百分比范围
+	if decision.ClosePercentage <= 0 || decision.ClosePercentage > 100 {
+		return fmt.Errorf("平仓百分比必须在 0-100 之间，当前: %.1f", decision.ClosePercentage)
+	}
+
+	// 获取当前价格
+	marketData, err := market.Get(decision.Symbol)
+	if err != nil {
+		return err
+	}
+	actionRecord.Price = marketData.CurrentPrice
+
+	// 获取当前持仓
+	positions, err := at.trader.GetPositions()
+	if err != nil {
+		return fmt.Errorf("获取持仓失败: %w", err)
+	}
+
+	// 查找目标持仓
+	var targetPosition map[string]interface{}
+	for _, pos := range positions {
+		symbol, _ := pos["symbol"].(string)
+		posAmt, _ := pos["positionAmt"].(float64)
+		if symbol == decision.Symbol && posAmt != 0 {
+			targetPosition = pos
+			break
+		}
+	}
+
+	if targetPosition == nil {
+		return fmt.Errorf("持仓不存在: %s", decision.Symbol)
+	}
+
+	// 获取持仓方向和数量
+	side, _ := targetPosition["side"].(string)
+	positionSide := strings.ToUpper(side)
+	positionAmt, _ := targetPosition["positionAmt"].(float64)
+
+	// 计算平仓数量
+	totalQuantity := math.Abs(positionAmt)
+	closeQuantity := totalQuantity * (decision.ClosePercentage / 100.0)
+	actionRecord.Quantity = closeQuantity
+
+	// 执行平仓
+	var order map[string]interface{}
+	if positionSide == "LONG" {
+		order, err = at.trader.CloseLong(decision.Symbol, closeQuantity)
+	} else {
+		order, err = at.trader.CloseShort(decision.Symbol, closeQuantity)
+	}
+
+	if err != nil {
+		return fmt.Errorf("部分平仓失败: %w", err)
+	}
+
+	// 记录订单ID
+	if orderID, ok := order["orderId"].(int64); ok {
+		actionRecord.OrderID = orderID
+	}
+
+	remainingQuantity := totalQuantity - closeQuantity
+	log.Printf("  ✓ 部分平仓成功: 平仓 %.4f (%.1f%%), 剩余 %.4f",
+		closeQuantity, decision.ClosePercentage, remainingQuantity)
+
+	return nil
+}
+
 // GetID 获取trader ID
 func (at *AutoTrader) GetID() string {
 	return at.id
@@ -984,12 +1186,14 @@ func sortDecisionsByPriority(decisions []decision.Decision) []decision.Decision
 	// 定义优先级
 	getActionPriority := func(action string) int {
 		switch action {
-		case "close_long", "close_short":
+		case "close_long", "close_short", "partial_close":
-			return 1 // 最高优先级：先平仓
+			return 1 // 最高优先级：先平仓（包括部分平仓）
+		case "update_stop_loss", "update_take_profit":
+			return 2 // 调整持仓止盈止损
 		case "open_long", "open_short":
-			return 2 // 次优先级：后开仓
+			return 3 // 次优先级：后开仓
 		case "hold", "wait":
-			return 3 // 最低优先级：观望
+			return 4 // 最低优先级：观望
 		default:
 			return 999 // 未知动作放最后
 		}

trader/binance_futures.go

@@ -425,6 +425,53 @@ func (t *FuturesTrader) CancelAllOrders(symbol string) error {
 	return nil
 }
 
+// CancelStopOrders 取消该币种的止盈/止损单（用于调整止盈止损位置）
+func (t *FuturesTrader) CancelStopOrders(symbol string) error {
+	// 获取该币种的所有未完成订单
+	orders, err := t.client.NewListOpenOrdersService().
+		Symbol(symbol).
+		Do(context.Background())
+
+	if err != nil {
+		return fmt.Errorf("获取未完成订单失败: %w", err)
+	}
+
+	// 过滤出止盈止损单并取消
+	canceledCount := 0
+	for _, order := range orders {
+		orderType := order.Type
+
+		// 只取消止损和止盈订单
+		if orderType == futures.OrderTypeStopMarket ||
+			orderType == futures.OrderTypeTakeProfitMarket ||
+			orderType == futures.OrderTypeStop ||
+			orderType == futures.OrderTypeTakeProfit {
+
+			_, err := t.client.NewCancelOrderService().
+				Symbol(symbol).
+				OrderID(order.OrderID).
+				Do(context.Background())
+
+			if err != nil {
+				log.Printf("  ⚠ 取消订单 %d 失败: %v", order.OrderID, err)
+				continue
+			}
+
+			canceledCount++
+			log.Printf("  ✓ 已取消 %s 的止盈/止损单 (订单ID: %d, 类型: %s)",
+				symbol, order.OrderID, orderType)
+		}
+	}
+
+	if canceledCount == 0 {
+		log.Printf("  ℹ %s 没有止盈/止损单需要取消", symbol)
+	} else {
+		log.Printf("  ✓ 已取消 %s 的 %d 个止盈/止损单", symbol, canceledCount)
+	}
+
+	return nil
+}
+
 // GetMarketPrice 获取市场价格
 func (t *FuturesTrader) GetMarketPrice(symbol string) (float64, error) {
 	prices, err := t.client.NewListPricesService().Symbol(symbol).Do(context.Background())

trader/hyperliquid_trader.go

@@ -511,6 +511,40 @@ func (t *HyperliquidTrader) CancelAllOrders(symbol string) error {
 	return nil
 }
 
+// CancelStopOrders 取消该币种的止盈/止损单（用于调整止盈止损位置）
+func (t *HyperliquidTrader) CancelStopOrders(symbol string) error {
+	coin := convertSymbolToHyperliquid(symbol)
+
+	// 获取所有挂单
+	openOrders, err := t.exchange.Info().OpenOrders(t.ctx, t.walletAddr)
+	if err != nil {
+		return fmt.Errorf("获取挂单失败: %w", err)
+	}
+
+	// 注意：Hyperliquid SDK 的 OpenOrder 结构不暴露 trigger 字段
+	// 因此暂时取消该币种的所有挂单（包括止盈止损单）
+	// 这是安全的，因为在设置新的止盈止损之前，应该清理所有旧订单
+	canceledCount := 0
+	for _, order := range openOrders {
+		if order.Coin == coin {
+			_, err := t.exchange.Cancel(t.ctx, coin, order.Oid)
+			if err != nil {
+				log.Printf("  ⚠ 取消订单失败 (oid=%d): %v", order.Oid, err)
+				continue
+			}
+			canceledCount++
+		}
+	}
+
+	if canceledCount == 0 {
+		log.Printf("  ℹ %s 没有挂单需要取消", symbol)
+	} else {
+		log.Printf("  ✓ 已取消 %s 的 %d 个挂单（包括止盈/止损单）", symbol, canceledCount)
+	}
+
+	return nil
+}
+
 // GetMarketPrice 获取市场价格
 func (t *HyperliquidTrader) GetMarketPrice(symbol string) (float64, error) {
 	coin := convertSymbolToHyperliquid(symbol)

trader/interface.go

@@ -39,6 +39,9 @@ type Trader interface {
 	// CancelAllOrders 取消该币种的所有挂单
 	CancelAllOrders(symbol string) error
 
+	// CancelStopOrders 取消该币种的止盈/止损单（用于调整止盈止损位置）
+	CancelStopOrders(symbol string) error
+
 	// FormatQuantity 格式化数量到正确的精度
 	FormatQuantity(symbol string, quantity float64) (string, error)
 }