Refactor/trading actions (#1169)

* refactor: 简化交易动作，移除 update_stop_loss/update_take_profit/partial_close
- 移除 Decision 结构体中的 NewStopLoss, NewTakeProfit, ClosePercentage 字段
- 删除 executeUpdateStopLossWithRecord, executeUpdateTakeProfitWithRecord, executePartialCloseWithRecord 函数
- 简化 logger 中的 partial_close 聚合逻辑
- 更新 AI prompt 和验证逻辑，只保留 6 个核心动作
- 清理相关测试代码
保留的交易动作: open_long, open_short, close_long, close_short, hold, wait
* refactor: 移除 AI学习与反思 模块
- 删除前端 AILearning.tsx 组件和相关引用
- 删除后端 /performance API 接口
- 删除 logger 中 AnalyzePerformance、calculateSharpeRatio 等函数
- 删除 PerformanceAnalysis、TradeOutcome、SymbolPerformance 等结构体
- 删除 Context 中的 Performance 字段
- 移除 AI prompt 中夏普比率自我进化相关内容
- 清理 i18n 翻译文件中的相关条目
该模块基于磁盘存储计算，经常出错，做减法移除
* refactor: 将数据库操作统一迁移到 store 包
- 新增 store/ 包，统一管理所有数据库操作
  - store.go: 主 Store 结构，懒加载各子模块
  - user.go, ai_model.go, exchange.go, trader.go 等子模块
  - 支持加密/解密函数注入 (SetCryptoFuncs)
- 更新 main.go 使用 store.New() 替代 config.NewDatabase()
- 更新 api/server.go 使用 *store.Store 替代 *config.Database
- 更新 manager/trader_manager.go:
  - 新增 LoadTradersFromStore, LoadUserTradersFromStore 方法
  - 删除旧版 LoadUserTraders, LoadTraderByID, loadSingleTrader 等方法
  - 移除 nofx/config 依赖
- 删除 config/database.go 和 config/database_test.go
- 更新 api/server_test.go 使用 store.Trader 类型
- 清理 logger/ 包中未使用的 telegram 相关代码
* refactor: unify encryption key management via .env
- Remove redundant EncryptionManager and SecureStorage
- Simplify CryptoService to load keys from environment variables only
  - RSA_PRIVATE_KEY: RSA private key for client-server encryption
  - DATA_ENCRYPTION_KEY: AES-256 key for database encryption
  - JWT_SECRET: JWT signing key for authentication
- Update start.sh to auto-generate missing keys on first run
- Remove secrets/ directory and file-based key storage
- Delete obsolete encryption setup scripts
- Update .env.example with all required keys
* refactor: unify logger usage across mcp package
- Add MCPLogger adapter in logger package to implement mcp.Logger interface
- Update mcp/config.go to use global logger by default
- Remove redundant defaultLogger from mcp/logger.go
- Keep noopLogger for testing purposes
* chore: remove leftover test RSA key file
* chore: remove unused bootstrap package
* refactor: unify logging to use logger package instead of fmt/log
- Replace all fmt.Print/log.Print calls with logger package
- Add auto-initialization in logger package init() for test compatibility
- Update main.go to initialize logger at startup
- Migrate all packages: api, backtest, config, decision, manager, market, store, trader
* refactor: rename database file from config.db to data.db
- Update main.go, start.sh, docker-compose.yml
- Update migration script and documentation
- Update .gitignore and translations
* fix: add RSA_PRIVATE_KEY to docker-compose environment
* fix: add registration_enabled to /api/config response
* fix: Fix navigation between login and register pages
Use window.location.href instead of react-router's navigate() to fix
the issue where URL changes but the page doesn't reload due to App.tsx
using custom route state management.
* fix: Switch SQLite from WAL to DELETE mode for Docker compatibility
WAL mode causes data sync issues with Docker bind mounts on macOS due
to incompatible file locking mechanisms between the container and host.
DELETE mode (traditional journaling) ensures data is written directly
to the main database file.
* refactor: Remove default user from database initialization
The default user was a legacy placeholder that is no longer needed now
that proper user registration is in place.
* feat: Add order tracking system with centralized status sync
- Add trader_orders table for tracking all order lifecycle
- Implement GetOrderStatus interface for all exchanges (Binance, Bybit, Hyperliquid, Aster, Lighter)
- Create OrderSyncManager for centralized order status polling
- Add trading statistics (Sharpe ratio, win rate, profit factor) to AI context
- Include recent completed orders in AI decision input
- Remove per-order goroutine polling in favor of global sync manager
* feat: Add TradingView K-line chart to dashboard
- Create TradingViewChart component with exchange/symbol selectors
- Support Binance, Bybit, OKX, Coinbase, Kraken, KuCoin exchanges
- Add popular symbols quick selection
- Support multiple timeframes (1m to 1W)
- Add fullscreen mode
- Integrate with Dashboard page below equity chart
- Add i18n translations for zh/en
* refactor: Replace separate charts with tabbed ChartTabs component
- Create ChartTabs component with tab switching between equity curve and K-line
- Add embedded mode support for EquityChart and TradingViewChart
- User can now switch between account equity and market chart in same area
* fix: Use ChartTabs in App.tsx and fix embedded mode in EquityChart
- Replace EquityChart with ChartTabs in App.tsx (the actual dashboard renderer)
- Fix EquityChart embedded mode for error and empty data states
- Rename interval state to timeInterval to avoid shadowing window.setInterval
- Add debug logging to ChartTabs component
* feat: Add position tracking system for accurate trade history
- Add trader_positions table to track complete open/close trades
- Add PositionSyncManager to detect manual closes via polling
- Record position on open, update on close with PnL calculation
- Use positions table for trading stats and recent trades (replacing orders table)
- Fix TradingView chart symbol format (add .P suffix for futures)
- Fix DecisionCard wait/hold action color (gray instead of red)
- Auto-append USDT suffix for custom symbol input
* update
---------

trader/aster_trader.go

@@ -8,7 +8,7 @@ import (
 	"errors"
 	"fmt"
 	"io"
-	"log"
+	"nofx/logger"
 	"math"
 	"math/big"
 	"net/http"
@@ -469,13 +469,13 @@ func (t *AsterTrader) GetBalance() (map[string]interface{}, error) {
 	}
 
 	if !foundUSDT {
-		log.Printf("⚠️  未找到USDT资产记录！")
+		logger.Infof("⚠️  未找到USDT资产记录！")
 	}
 
 	// 获取持仓计算保证金占用和真实未实现盈亏
 	positions, err := t.GetPositions()
 	if err != nil {
-		log.Printf("⚠️  获取持仓信息失败: %v", err)
+		logger.Infof("⚠️  获取持仓信息失败: %v", err)
 		// fallback: 无法获取持仓时使用简单计算
 		return map[string]interface{}{
 			"totalWalletBalance":    crossWalletBalance,
@@ -577,7 +577,7 @@ func (t *AsterTrader) GetPositions() ([]map[string]interface{}, error) {
 func (t *AsterTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
 	// 开仓前先取消所有挂单,防止残留挂单导致仓位叠加
 	if err := t.CancelAllOrders(symbol); err != nil {
-		log.Printf("  ⚠ 取消挂单失败(继续开仓): %v", err)
+		logger.Infof("  ⚠ 取消挂单失败(继续开仓): %v", err)
 	}
 
 	// 先设置杠杆
@@ -614,7 +614,7 @@ func (t *AsterTrader) OpenLong(symbol string, quantity float64, leverage int) (m
 	priceStr := t.formatFloatWithPrecision(formattedPrice, prec.PricePrecision)
 	qtyStr := t.formatFloatWithPrecision(formattedQty, prec.QuantityPrecision)
 
-	log.Printf("  📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
+	logger.Infof("  📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
 		limitPrice, priceStr, prec.PricePrecision, quantity, qtyStr, prec.QuantityPrecision)
 
 	params := map[string]interface{}{
@@ -644,7 +644,7 @@ func (t *AsterTrader) OpenLong(symbol string, quantity float64, leverage int) (m
 func (t *AsterTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
 	// 开仓前先取消所有挂单,防止残留挂单导致仓位叠加
 	if err := t.CancelAllOrders(symbol); err != nil {
-		log.Printf("  ⚠ 取消挂单失败(继续开仓): %v", err)
+		logger.Infof("  ⚠ 取消挂单失败(继续开仓): %v", err)
 	}
 
 	// 先设置杠杆
@@ -681,7 +681,7 @@ func (t *AsterTrader) OpenShort(symbol string, quantity float64, leverage int) (
 	priceStr := t.formatFloatWithPrecision(formattedPrice, prec.PricePrecision)
 	qtyStr := t.formatFloatWithPrecision(formattedQty, prec.QuantityPrecision)
 
-	log.Printf("  📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
+	logger.Infof("  📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
 		limitPrice, priceStr, prec.PricePrecision, quantity, qtyStr, prec.QuantityPrecision)
 
 	params := map[string]interface{}{
@@ -726,7 +726,7 @@ func (t *AsterTrader) CloseLong(symbol string, quantity float64) (map[string]int
 		if quantity == 0 {
 			return nil, fmt.Errorf("没有找到 %s 的多仓", symbol)
 		}
-		log.Printf("  📊 获取到多仓数量: %.8f", quantity)
+		logger.Infof("  📊 获取到多仓数量: %.8f", quantity)
 	}
 
 	price, err := t.GetMarketPrice(symbol)
@@ -756,7 +756,7 @@ func (t *AsterTrader) CloseLong(symbol string, quantity float64) (map[string]int
 	priceStr := t.formatFloatWithPrecision(formattedPrice, prec.PricePrecision)
 	qtyStr := t.formatFloatWithPrecision(formattedQty, prec.QuantityPrecision)
 
-	log.Printf("  📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
+	logger.Infof("  📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
 		limitPrice, priceStr, prec.PricePrecision, quantity, qtyStr, prec.QuantityPrecision)
 
 	params := map[string]interface{}{
@@ -779,11 +779,11 @@ func (t *AsterTrader) CloseLong(symbol string, quantity float64) (map[string]int
 		return nil, err
 	}
 
-	log.Printf("✓ 平多仓成功: %s 数量: %s", symbol, qtyStr)
+	logger.Infof("✓ 平多仓成功: %s 数量: %s", symbol, qtyStr)
 
 	// 平仓后取消该币种的所有挂单(止损止盈单)
 	if err := t.CancelAllOrders(symbol); err != nil {
-		log.Printf("  ⚠ 取消挂单失败: %v", err)
+		logger.Infof("  ⚠ 取消挂单失败: %v", err)
 	}
 
 	return result, nil
@@ -809,7 +809,7 @@ func (t *AsterTrader) CloseShort(symbol string, quantity float64) (map[string]in
 		if quantity == 0 {
 			return nil, fmt.Errorf("没有找到 %s 的空仓", symbol)
 		}
-		log.Printf("  📊 获取到空仓数量: %.8f", quantity)
+		logger.Infof("  📊 获取到空仓数量: %.8f", quantity)
 	}
 
 	price, err := t.GetMarketPrice(symbol)
@@ -839,7 +839,7 @@ func (t *AsterTrader) CloseShort(symbol string, quantity float64) (map[string]in
 	priceStr := t.formatFloatWithPrecision(formattedPrice, prec.PricePrecision)
 	qtyStr := t.formatFloatWithPrecision(formattedQty, prec.QuantityPrecision)
 
-	log.Printf("  📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
+	logger.Infof("  📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
 		limitPrice, priceStr, prec.PricePrecision, quantity, qtyStr, prec.QuantityPrecision)
 
 	params := map[string]interface{}{
@@ -862,11 +862,11 @@ func (t *AsterTrader) CloseShort(symbol string, quantity float64) (map[string]in
 		return nil, err
 	}
 
-	log.Printf("✓ 平空仓成功: %s 数量: %s", symbol, qtyStr)
+	logger.Infof("✓ 平空仓成功: %s 数量: %s", symbol, qtyStr)
 
 	// 平仓后取消该币种的所有挂单(止损止盈单)
 	if err := t.CancelAllOrders(symbol); err != nil {
-		log.Printf("  ⚠ 取消挂单失败: %v", err)
+		logger.Infof("  ⚠ 取消挂单失败: %v", err)
 	}
 
 	return result, nil
@@ -892,30 +892,30 @@ func (t *AsterTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
 		// 如果错误表示无需更改，忽略错误
 		if strings.Contains(err.Error(), "No need to change") ||
 			strings.Contains(err.Error(), "Margin type cannot be changed") {
-			log.Printf("  ✓ %s 仓位模式已是 %s 或有持仓无法更改", symbol, marginType)
+			logger.Infof("  ✓ %s 仓位模式已是 %s 或有持仓无法更改", symbol, marginType)
 			return nil
 		}
 		// 检测多资产模式（错误码 -4168）
 		if strings.Contains(err.Error(), "Multi-Assets mode") ||
 			strings.Contains(err.Error(), "-4168") ||
 			strings.Contains(err.Error(), "4168") {
-			log.Printf("  ⚠️ %s 检测到多资产模式，强制使用全仓模式", symbol)
-			log.Printf("  💡 提示：如需使用逐仓模式，请在交易所关闭多资产模式")
+			logger.Infof("  ⚠️ %s 检测到多资产模式，强制使用全仓模式", symbol)
+			logger.Infof("  💡 提示：如需使用逐仓模式，请在交易所关闭多资产模式")
 			return nil
 		}
 		// 检测统一账户 API
 		if strings.Contains(err.Error(), "unified") ||
 			strings.Contains(err.Error(), "portfolio") ||
 			strings.Contains(err.Error(), "Portfolio") {
-			log.Printf("  ❌ %s 检测到统一账户 API，无法进行合约交易", symbol)
+			logger.Infof("  ❌ %s 检测到统一账户 API，无法进行合约交易", symbol)
 			return fmt.Errorf("请使用「现货与合约交易」API 权限，不要使用「统一账户 API」")
 		}
-		log.Printf("  ⚠️ 设置仓位模式失败: %v", err)
+		logger.Infof("  ⚠️ 设置仓位模式失败: %v", err)
 		// 不返回错误，让交易继续
 		return nil
 	}
 
-	log.Printf("  ✓ %s 仓位模式已设置为 %s", symbol, marginType)
+	logger.Infof("  ✓ %s 仓位模式已设置为 %s", symbol, marginType)
 	return nil
 }
 
@@ -1075,19 +1075,19 @@ func (t *AsterTrader) CancelStopLossOrders(symbol string) error {
 			if err != nil {
 				errMsg := fmt.Sprintf("订单ID %d: %v", int64(orderID), err)
 				cancelErrors = append(cancelErrors, fmt.Errorf("%s", errMsg))
-				log.Printf("  ⚠ 取消止损单失败: %s", errMsg)
+				logger.Infof("  ⚠ 取消止损单失败: %s", errMsg)
 				continue
 			}
 
 			canceledCount++
-			log.Printf("  ✓ 已取消止损单 (订单ID: %d, 类型: %s, 方向: %s)", int64(orderID), orderType, positionSide)
+			logger.Infof("  ✓ 已取消止损单 (订单ID: %d, 类型: %s, 方向: %s)", int64(orderID), orderType, positionSide)
 		}
 	}
 
 	if canceledCount == 0 && len(cancelErrors) == 0 {
-		log.Printf("  ℹ %s 没有止损单需要取消", symbol)
+		logger.Infof("  ℹ %s 没有止损单需要取消", symbol)
 	} else if canceledCount > 0 {
-		log.Printf("  ✓ 已取消 %s 的 %d 个止损单", symbol, canceledCount)
+		logger.Infof("  ✓ 已取消 %s 的 %d 个止损单", symbol, canceledCount)
 	}
 
 	// 如果所有取消都失败了，返回错误
@@ -1134,19 +1134,19 @@ func (t *AsterTrader) CancelTakeProfitOrders(symbol string) error {
 			if err != nil {
 				errMsg := fmt.Sprintf("订单ID %d: %v", int64(orderID), err)
 				cancelErrors = append(cancelErrors, fmt.Errorf("%s", errMsg))
-				log.Printf("  ⚠ 取消止盈单失败: %s", errMsg)
+				logger.Infof("  ⚠ 取消止盈单失败: %s", errMsg)
 				continue
 			}
 
 			canceledCount++
-			log.Printf("  ✓ 已取消止盈单 (订单ID: %d, 类型: %s, 方向: %s)", int64(orderID), orderType, positionSide)
+			logger.Infof("  ✓ 已取消止盈单 (订单ID: %d, 类型: %s, 方向: %s)", int64(orderID), orderType, positionSide)
 		}
 	}
 
 	if canceledCount == 0 && len(cancelErrors) == 0 {
-		log.Printf("  ℹ %s 没有止盈单需要取消", symbol)
+		logger.Infof("  ℹ %s 没有止盈单需要取消", symbol)
 	} else if canceledCount > 0 {
-		log.Printf("  ✓ 已取消 %s 的 %d 个止盈单", symbol, canceledCount)
+		logger.Infof("  ✓ 已取消 %s 的 %d 个止盈单", symbol, canceledCount)
 	}
 
 	// 如果所有取消都失败了，返回错误
@@ -1203,20 +1203,20 @@ func (t *AsterTrader) CancelStopOrders(symbol string) error {
 
 			_, err := t.request("DELETE", "/fapi/v3/order", cancelParams)
 			if err != nil {
-				log.Printf("  ⚠ 取消订单 %d 失败: %v", int64(orderID), err)
+				logger.Infof("  ⚠ 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)",
+			logger.Infof("  ✓ 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)
+		logger.Infof("  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)
+		logger.Infof("  ✓ 已取消 %s 的 %d 个止盈/止损单", symbol, canceledCount)
 	}
 
 	return nil
@@ -1230,3 +1230,52 @@ func (t *AsterTrader) FormatQuantity(symbol string, quantity float64) (string, e
 	}
 	return fmt.Sprintf("%v", formatted), nil
 }
+
+// GetOrderStatus 获取订单状态
+func (t *AsterTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
+	params := map[string]interface{}{
+		"symbol":  symbol,
+		"orderId": orderID,
+	}
+
+	body, err := t.request("GET", "/fapi/v3/order", params)
+	if err != nil {
+		return nil, fmt.Errorf("获取订单状态失败: %w", err)
+	}
+
+	var result map[string]interface{}
+	if err := json.Unmarshal(body, &result); err != nil {
+		return nil, fmt.Errorf("解析订单响应失败: %w", err)
+	}
+
+	// 标准化返回字段
+	response := map[string]interface{}{
+		"orderId":     result["orderId"],
+		"symbol":      result["symbol"],
+		"status":      result["status"],
+		"side":        result["side"],
+		"type":        result["type"],
+		"time":        result["time"],
+		"updateTime":  result["updateTime"],
+		"commission":  0.0, // Aster 可能需要单独查询
+	}
+
+	// 解析数值字段
+	if avgPrice, ok := result["avgPrice"].(string); ok {
+		if v, err := strconv.ParseFloat(avgPrice, 64); err == nil {
+			response["avgPrice"] = v
+		}
+	} else if avgPrice, ok := result["avgPrice"].(float64); ok {
+		response["avgPrice"] = avgPrice
+	}
+
+	if executedQty, ok := result["executedQty"].(string); ok {
+		if v, err := strconv.ParseFloat(executedQty, 64); err == nil {
+			response["executedQty"] = v
+		}
+	} else if executedQty, ok := result["executedQty"].(float64); ok {
+		response["executedQty"] = executedQty
+	}
+
+	return response, nil
+}