2 Commits

Author	SHA1	Message	Date
tinkle-community	00291617f1	Refactor: Enhance AI decision engine with Sharpe ratio optimization ... Major improvements to the AI trading decision engine: **Core Changes in decision/engine.go** (175 lines modified): 1. **Sharpe Ratio Optimization Focus** - Restructured system prompt to emphasize Sharpe ratio maximization - Added clear guidance: high-quality trades over frequent trading - Explained that 3-minute scan interval ≠ trade every cycle 2. **Trading Frequency Controls** - Defined optimal frequency: 2-4 trades/day (0.1-0.2 trades/hour) - Over-trading threshold: >2 trades/hour indicates issues - Minimum holding period: 30-60 minutes per position 3. **Long/Short Balance Incentives** - Emphasized equal profit potential for long and short positions - Removed long-bias with explicit short trading encouragement - Clear guidance: uptrend→long, downtrend→short, sideways→wait 4. **Stricter Entry Signal Standards** - Strong signals only: confidence ≥75, multi-indicator confirmation - Weak signals explicitly discouraged (single indicator, unclear trend) - Self-check mechanism to prevent premature re-entry (<30min) 5. **Enhanced Sharpe Ratio Feedback Loop** - Sharpe < -0.5: Stop trading for 6+ cycles (18min), deep reflection - Sharpe -0.5~0: Strict control, confidence >80 only - Sharpe 0~0.7: Maintain current strategy - Sharpe >0.7: Consider position size increase 6. **Risk-Reward Ratio Validation** - Added hard constraint: R:R must be ≥ 3.0:1 - Automatic calculation and validation in `validateDecision()` - Rejects trades with insufficient risk-reward ratio 7. **Improved Prompt Structure** - More organized sections with clear headers - Actionable guidance instead of abstract principles - Better examples for JSON output format **Impact**: These changes should significantly improve trading quality, reduce over-trading, and increase Sharpe ratio through better risk management and trade selection discipline. Co-Authored-By: tinkle-community <tinklefund@gmail.com>	2025-10-29 12:49:34 +08:00
tinkle-community	b2c6925c89	Refactor: Modularize codebase with separate decision and MCP packages ... Architecture improvements: - Extract AI decision engine to dedicated `decision` package - Create `mcp` package for Model Context Protocol client - Separate market data structures into `market/data.go` - Update trader to use new modular structure New packages: - `decision/engine.go` - AI decision logic and prompt building - `mcp/client.go` - Unified AI API client (DeepSeek/Qwen) - `market/data.go` - Market data type definitions Benefits: - Better separation of concerns - Improved code organization and maintainability - Easier to test individual components - More flexible AI provider integration - Cleaner dependency management Updated imports: - trader/auto_trader.go now uses decision and mcp packages - Consistent API across different AI providers Co-Authored-By: tinkle-community <tinklefund@gmail.com>	2025-10-29 06:14:57 +08:00