Commit Graph

3 Commits

Author SHA1 Message Date
ZhouYongyou
8d12514498 feat(market): Add 15m/1h timeframes for comprehensive trend analysis
## Problem
Merged WebSocket architecture (nofxaios/dev) only supported 3m/4h intervals,
but adaptive.txt v5.5.6.1 requires 15m/1h data for:
- BTC state evaluation (line 105-107)
- Multi-confirmation checklist (line 146, 159)
- False breakout detection (line 176, 182)
- Confidence scoring (line 197)

## Solution
Add 15m and 1h timeframe support across WebSocket pipeline:

### 1. market/monitor.go (+64/-40 lines)
- Add klineDataMap15m and klineDataMap1h to WSMonitor struct
- Update subKlineTime: ["3m", "4h"] → ["3m", "15m", "1h", "4h"]
- Extend initializeHistoricalData() to load 15m/1h historical klines
- Update getKlineDataMap() switch to handle all 4 timeframes
- Fix bug: line 109 used wrong variable (klines vs klines4h)

### 2. market/types.go (+26/-1 lines)
- Add MidTermData15m struct (15-minute short-term trend filtering)
- Add MidTermData1h struct (1-hour mid-term trend confirmation)
- Update Data struct to include:
  - MidTermSeries15m *MidTermData15m
  - MidTermSeries1h *MidTermData1h

### 3. market/data.go (+171/-2 lines)
- Update Get() to fetch klines15m and klines1h via WebSocket
- Implement calculateMidTermSeries15m() - computes EMA20, MACD, RSI7/14 for 15m
- Implement calculateMidTermSeries1h() - computes EMA20, MACD, RSI7/14 for 1h
- Update Format() to output 15m/1h series data for AI prompt context

## Impact Assessment
### WebSocket Load (Binance limit: 1024 streams/connection)
- 8 coins × 4 timeframes = 32 streams (3% usage) 
- 100 coins × 4 timeframes = 400 streams (39% usage) 
- 250 coins × 4 timeframes = 1000 streams (98% usage) ⚠️

### Benefits
- Enables adaptive.txt standard mode: 15m/1h/4h multi-timeframe confirmation
- Restores false breakout detection: 15m RSI vs 1h RSI divergence checks
- Improves confidence scoring: 15m/1h/4h MACD alignment validation
- Zero REST API calls (WebSocket cache, no rate limit risk)

## Testing Notes
- Monitor initial subscription logs for "已加载 X 的历史K线数据-15m/1h"
- Verify AI prompts contain "Mid-term series (15-minute intervals)" section
- Check decision logs reference 15m/1h indicators in reasoning

Related: adaptive.txt v5.5.6.1 requirements, NoFxAiOS/dev WebSocket merge
2025-11-03 19:17:12 +08:00
yuanshi2016
2c08e1f10b 新增内置AI评分
修改market/data.go Get函数获取K线为流式获取(可以解决传入币种比较多的情况下耗时问题)
market目录下新增文件
main.go 新增运行入口
通过inside_coins=true控制
该评分默认初始化大约需要2分钟左右(因为币种列表比较多,api有限速)
使用时应该注意engine.go下的流动性过滤问题
2025-11-01 15:58:54 +08:00
tinkle
f3a87b5a7a 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

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-29 06:14:57 +08:00