liuyu/nofx
1
0
Fork 0
mirror of https://github.com/NoFxAiOS/nofx.git synced 2026-07-09 22:10:57 +08:00
Code Issues Packages Projects Releases Wiki Activity
428 Commits 14 Branches 0 Tags
2f9a7b08de7ebcd4e926ce67d7b282e191f5ccc4
Commit Graph

6 Commits

Author SHA1 Message Date
ZhouYongyou
1b48c06362 fix(trader): restore TP/SL after partial_close to prevent unprotected positions 
## Problem
- User reported: After partial_close, remaining position has NO TP/SL protection
- Root cause: Binance automatically cancels TP/SL orders when position size changes
- Impact: Remaining position exposed to unlimited risk (爆仓风险)

## Why TP/SL disappears
```
Opening:
  Position: 0.130 BTC
  TP order: 0.130 BTC ✓
  SL order: 0.130 BTC ✓

After 50% partial_close:
  Position: 0.065 BTC (remaining)
  TP order: 0.130 BTC ❌ Quantity mismatch → Binance cancels
  SL order: 0.130 BTC ❌ Quantity mismatch → Binance cancels
  → Remaining position has NO protection
```

## Solution

### Code changes (trader/auto_trader.go:1278-1305)

After partial_close execution, restore TP/SL with new quantity:

```go
// If AI provides new TP/SL prices
if decision.NewStopLoss > 0 || decision.NewTakeProfit > 0 {
    // Re-set SL with remaining quantity
    at.trader.SetStopLoss(symbol, side, remainingQuantity, newStopLoss)
    // Re-set TP with remaining quantity
    at.trader.SetTakeProfit(symbol, side, remainingQuantity, newTakeProfit)
} else {
    // WARNING: Remaining position has NO protection
    log.Printf("⚠️⚠️⚠️ 警告: 剩余仓位无止盈止损保护")
}
```

### Prompt updates

**Updated files**:
- prompts/adaptive.txt (line 171)
- prompts/default.txt (line 190)
- prompts/nof1.txt (line 334)

**Key change**: Emphasize AI MUST provide `new_stop_loss` and `new_take_profit` in `partial_close` decisions:

```markdown
- **partial_close**: Fill `close_percentage` (1-100),
  **STRONGLY RECOMMEND** providing `new_stop_loss` AND `new_take_profit`
  to protect remaining position (otherwise NO stop protection)
```

## Benefits

- ✅ Risk control: Remaining position protected after partial_close
- ✅ Clear warning: Logs explicit warning if AI doesn't provide new TP/SL
- ✅ AI guidance: Updated prompts emphasize importance of new TP/SL
- ✅ Backwards compatible: Works even if AI doesn't provide (just warns)

## Testing checklist

- [ ] Partial_close with new_stop_loss & new_take_profit → TP/SL restored
- [ ] Check Binance UI shows TP/SL orders after partial_close
- [ ] Partial_close without new TP/SL → Warning logged
- [ ] Remaining quantity matches TP/SL order quantity

Related: partial-close-tpsl-bug.md
 2025-11-05 01:27:09 +08:00
ZhouYongyou
dcfc997b59 feat(prompts): add strict ASCII-only format guidelines to prevent fullwidth chars 
🎯 Problem Prevention:
After analyzing the fullwidth character bug (2025-11-04 22:30), we discovered
that prompt changes can trigger AI to output fullwidth JSON characters.

✅ Solution: Explicit format constraints

Added "⚠️ 格式硬规范" sections to both prompts:

**adaptive.txt** (+23 lines):
- 仅输出 ASCII 字符（半角括号、英文标点）
- 禁止 Markdown 围栏（```json）
- 思维链格式规范（cooldown/trend/confidence/Key insight）
- 单一数组输出（避免嵌套）

**default.txt** (+20 lines):
- 仅输出 ASCII 字符（禁止全角标点）
- 禁止 Markdown 包裹
- 唯一思维链格式（THINK: ...）
- 严格数组格式

📊 Expected Impact:
- Reduce fullwidth character occurrence: 5-10% → <1%
- Clearer AI output format expectations
- Prevent future JSON parsing failures

🔗 Related:
- Bug timeline: /Users/sotadic/Documents/GitHub/fullwidth-bug-timeline-analysis.md
- Root cause: Prompt changes → increased Chinese context → fullwidth punctuation
 2025-11-05 00:45:41 +08:00
ZhouYongyou
8bf6c2e1e2 fix: add JSON validation to prevent range values and thousand separators 
修復 LLM 返回範圍值導致 JSON 解析失敗的問題

## 問題
LLM 有時返回價格範圍 [98,000 ~ 102,000] 而不是單一數值，
導致 JSON 解析失敗：invalid character '0' after array element

## 修復內容

### 1. Prompts 更新（3 個文件）
- prompts/default.txt: 添加數字格式要求（中文）
- prompts/adaptive.txt: 添加數字格式要求（中文）
- prompts/nof1.txt: 添加數字格式要求（英文）

明確禁止：
- ❌ 範圍符號 ~
- ❌ 千位分隔符 98,000
- ❌ 文字描述

### 2. JSON 驗證邏輯（decision/engine.go）
新增函數：
- validateJSONFormat(): 檢測範圍、千位分隔符等錯誤
- min(): 輔助函數

檢測內容：
1. 必須是對象數組 [{...}]
2. 不可包含範圍符號 ~
3. 不可包含千位分隔符 98,000

## 測試
✓ go build ./...  編譯成功
✓ go fmt ./...    格式正確

修改統計：+132 行（46 行代碼 + 86 行 prompts）
 2025-11-04 21:18:27 +08:00
ZhouYongyou
df2d6533de fix: 修復5個關鍵交易bug（保證金計算、部分平倉統計、止損止盈分離、雙向持倉） 
## 修復內容

### 1. 保證金計算錯誤（Critical）
- 修正提示詞中的保證金公式（adaptive.txt, nof1.txt, default.txt）
- 新增代碼級保證金驗證（auto_trader.go）
- 防止開倉時保證金不足錯誤（code=-2019）

### 2. 部分平倉統計錯誤（Medium）
- 修改統計邏輯：多次 partial_close 聚合為一筆交易
- 新增追蹤字段：remainingQuantity, accumulatedPnL
- 只在完全平倉時計入 TotalTrades++

### 3. 前端配置覆蓋問題（Medium）
- 修正 TraderConfigModal.tsx 條件判斷
- 防止空字符串覆蓋用戶選擇的提示詞

### 4/5. 動態止損/止盈刪除配對訂單（Critical）
- 新增接口：CancelStopLossOrders, CancelTakeProfitOrders
- 分離訂單取消邏輯（Binance, Hyperliquid, Aster）
- 調整止損時不刪除止盈，反之亦然

### 7. 雙向持倉模式初始化（Critical）
- 新增 setDualSidePosition() 函數
- 在 NewFuturesTrader() 中初始化 Hedge Mode
- 防止 code=-4061 錯誤（PositionSide 參數錯誤）

## 影響範圍
- 修改文件：10個
- 新增代碼：+480行
- 刪除代碼：-71行

## 測試狀態
- ✅ 編譯通過（go build ./...）
- ✅ 語法檢查通過
- ⚠️ 需要在測試環境運行驗證實際交易效果
 2025-11-04 18:36:39 +08:00
ZhouYongyou
b3b68b2b62 refactor(prompts): unify action schema & optimize trading discipline 
## Core Changes

### 1. adaptive.txt - Adopt v5.5.6.1 strict strategy
- Migrate from dual-strategy system to unified adaptive approach
- Maintain strict confidence threshold ≥85 (anti-overtrading)
- Remove complex market state detection, focus on signal quality
- Explicitly disable partial_close (full exit only)
- -160 lines (removed redundant strategy logic)

### 2. nof1.txt - Fix contradictions & align standards
- ✅ Fix: Remove "NO partial exits" contradiction (now explicitly supported)
- ✅ Unify: Change confidence threshold from 60 → 75
- ✅ Unify: Change risk-reward ratio from 2:1 → 3:1
- Add confidence level guidance (75-85: good, 85-100: high)
- +85 lines (enhanced risk management framework)

### 3. default.txt - Add standardized output format
- Add structured thinking summary format
- Add comprehensive JSON schema documentation
- Add required fields rules for all action types
- +36 lines (improved contract clarity)

## Action Schema Migration

All prompts now use unified action naming:
- ✅ open_long / open_short (was: buy_to_enter / sell_to_enter)
- ✅ close_long / close_short (was: close)
- ✅ update_stop_loss / update_take_profit (new)
- ✅ partial_close (new, nof1 only)
- ✅ hold / wait (unchanged)

## Confidence Scale Migration

- ✅ Changed from 0-1 float to 0-100 integer across all prompts
- ✅ Opening threshold: adaptive=85, nof1=75, default=75
- ✅ Prevents overtrading through strict quality control

## Risk-Reward Standardization

- ✅ Minimum RR ratio: 1:3 across all prompts
- ✅ Replaces previous 1:2 requirement in nof1.txt

## Breaking Changes

- Backend must support new action names
- Confidence field now expects integer 0-100 (not float 0-1)
- partial_close action available in nof1.txt only

## Prompt Positioning

- **adaptive.txt**: Strict strategy (conf≥85, RR≥1:3, no partial exits)
- **nof1.txt**: English framework (conf≥75, RR≥1:3, supports partial_close)
- **default.txt**: Balanced CN strategy (conf≥75, RR≥1:3)

Related: feature/partial-close-dynamic-tpsl
 2025-11-03 14:52:31 +08:00
SkywalkerJi
4250c11ddf Supports custom system prompts and custom models. 2025-11-01 19:45:54 +08:00