Commit Graph

8 Commits

Author SHA1 Message Date
ZhouYongyou
40c0995bfe fix(prompts): correct risk_usd formula - remove duplicate leverage multiplication
## Problem (Issue #592)
risk_usd formula incorrectly multiplies leverage twice:
- Incorrect: risk_usd = |Entry - Stop| × Position Size × Leverage 
This causes AI to calculate risk as 10x (or leverage倍) higher than actual.
## Root Cause
Position Size already includes leverage effect:
- Position Size (coins) = position_size_usd / price
- position_size_usd = margin × leverage
- Therefore: Position Size = (margin × leverage) / price
Multiplying leverage again amplifies risk calculation by "leverage" times.
## Example
Scenario: $100 margin, 10x leverage, 0.02 BTC position, $500 stop distance
**Correct calculation:**
risk_usd = $500 × 0.02 = $10 
Risk % = 10% of margin (reasonable)
**Incorrect calculation (current):**
risk_usd = $500 × 0.02 × 10 = $100 
Risk % = 100% of margin (completely wrong!)
## Impact
- AI miscalculates risk as "leverage" times higher
- May refuse valid trades thinking risk is too high
- Risk control logic becomes ineffective
- Potential for position sizing errors
## Solution
Correct formula: risk_usd = |Entry - Stop| × Position Size (coins)
Added warnings:
- CN: ⚠️ 不要再乘杠杆:仓位数量已包含杠杆效应
- EN: ⚠️ Do NOT multiply by leverage: Position Size already includes leverage effect
## Modified Files
- prompts/adaptive.txt (line 404)
- prompts/nof1.txt (line 104)
Closes #592
2025-11-07 08:46:37 +08:00
0xYYBB | ZYY | Bobo
366a7fd5f5 fix(prompts): correct confidence scale from 0-1 to 0-100 to match backend schema (#564)
## Problem
The prompts specified confidence range as 0-1 (float), but the backend code
expects 0-100 (integer). This causes JSON parsing errors when AI outputs
values like 0.85:
```
Error: json: cannot unmarshal number 0.85 into Go struct field Decision.confidence of type int
Result: confidence defaults to 0
```
## Root Cause
**Backend Definition** (decision/engine.go:103):
```go
Confidence int `json:"confidence,omitempty"` // 信心度 (0-100)
```
**Prompts (before fix)**:
- adaptive.txt: "confidence (信心度 0-1)"
- nof1.txt: "confidence (float, 0-1)"
**buildHardSystemPrompt** (decision/engine.go:336):
```go
sb.WriteString("- `confidence`: 0-100(开仓建议≥75)\n")
```
The dynamic system prompt was correct, but the base prompts contradicted it.
## Solution
Update prompt files to use consistent 0-100 integer scale:
### adaptive.txt
- `confidence (信心度 0-1)` → `confidence (信心度 0-100)`
- `<0.85` → `<85`
- `0.85-0.90` → `85-90`
- etc.
### nof1.txt
- `confidence (float, 0-1)` → `confidence (int, 0-100)`
- `0.0-0.3` → `0-30`
- `0.3-0.6` → `30-60`
- etc.
## Impact
-  Fixes JSON parsing errors when AI outputs float values
-  Aligns prompts with backend schema
-  Consistent with buildHardSystemPrompt() output format
-  No breaking changes (backend already expects 0-100)
## Testing
```bash
# Verify backend expects 0-100
grep "Confidence int" decision/engine.go
# Output: Confidence int `json:"confidence,omitempty"` // 信心度 (0-100)
# Verify buildHardSystemPrompt uses 0-100
grep "confidence.*0-100" decision/engine.go
# Output: sb.WriteString("- `confidence`: 0-100(开仓建议≥75)\n")
# Build test
go build ./decision/...  #  PASS
```
## Related
- Addresses schema mismatch mentioned in Issue #557
- Note: confidence field is currently not validated by backend (validateDecision
  does not check confidence value), but correct schema prevents parsing errors
---
Co-authored-by: tinkle-community <tinklefund@gmail.com>
2025-11-06 00:35:53 +08:00
Icyoung
89f95d2bef Merge pull request #437 from zhouyongyou/fix/margin-calculation
fix(margin): correct position sizing formula to prevent insufficient margin errors
2025-11-05 16:13:37 +08:00
Icyoung
678392fab1 Merge pull request #325 from zhouyongyou/refactor/enhance-partial-close-guidance
refactor(prompts): 增強部分平倉使用指導 [依賴 #415]
2025-11-05 15:43:08 +08:00
ZhouYongyou
f99052e780 fix(prompts): rename actions to match backend implementation
## Problem
Backend code expects these action names:
- `open_long`, `open_short`, `close_long`, `close_short`
But prompts use outdated names:
- `buy_to_enter`, `sell_to_enter`, `close`
This causes all trading decisions to fail with unknown action errors.
## Solution
Minimal changes to fix action name compatibility:
### prompts/nof1.txt
-  `buy_to_enter` → `open_long`
-  `sell_to_enter` → `open_short`
-  `close` → `close_long` / `close_short`
-  Explicitly list `wait` action
- +18 lines, -6 lines (only action definitions section)
### prompts/adaptive.txt
-  `buy_to_enter` → `open_long`
-  `sell_to_enter` → `open_short`
-  `close` → `close_long` / `close_short`
- +15 lines, -6 lines (only action definitions section)
## Impact
-  Trading decisions now execute successfully
-  Maintains all existing functionality
-  No new features added (minimal diff)
## Verification
```bash
# Backend expects these actions:
grep 'Action string' decision/engine.go
# "open_long", "open_short", "close_long", "close_short", ...
# Old names removed:
grep -r "buy_to_enter\|sell_to_enter" prompts/
# (no results)
```
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
2025-11-04 19:41:23 +08:00
ZhouYongyou
4e6b868531 fix(margin): correct position sizing formula to prevent insufficient margin errors
## Problem
AI was calculating position_size_usd incorrectly, treating it as margin requirement instead of notional value, causing code=-2019 errors (insufficient margin).
## Solution
### 1. Updated AI prompts with correct formula
- **prompts/adaptive.txt**: Added clear position sizing calculation steps
- **prompts/nof1.txt**: Added English version with example
- **prompts/default.txt**: Added Chinese version with example
**Correct formula:**
1. Available Margin = Available Cash × 0.95 × Allocation % (reserve 5% for fees)
2. Notional Value = Available Margin × Leverage
3. position_size_usd = Notional Value (this is the value for JSON)
**Example:** $500 cash, 5x leverage → position_size_usd = $2,375 (not $500)
### 2. Added code-level validation
- **trader/auto_trader.go**: Added margin checks in executeOpenLong/ShortWithRecord
- Validates required margin + fees ≤ available balance before opening position
- Returns clear error message if insufficient
## Impact
- Prevents code=-2019 errors
- AI now understands the difference between notional value and margin requirement
- Double validation: AI prompt + code check
## Testing
-  Compiles successfully
- ⚠️ Requires live trading environment testing
2025-11-04 18:44:07 +08:00
ZhouYongyou
5d2d849226 refactor(prompts): add comprehensive partial_close guidance to adaptive.txt
Add detailed guidance chapter for dynamic TP/SL management and partial close operations.
## Changes
- New chapter: "动态止盈止损与部分平仓指引" (Dynamic TP/SL & Partial Close Guidance)
- Inserted between "可用动作" (Actions) and "决策流程" (Decision Flow) sections
- 4 key guidance points covering:
  1. Partial close best practices (use clear percentages like 25%/50%/75%)
  2. Reassessing remaining position after partial exit
  3. Proper use cases for update_stop_loss / update_take_profit
  4. Multi-stage exit strategy requirements
## Benefits
-  Provides concrete operational guidelines for AI decision-making
-  Clarifies when and how to use partial_close effectively
-  Emphasizes remaining position management (prevents "orphan" positions)
-  Aligns with existing backend support for partial_close action
## Background
While adaptive.txt already lists partial_close as an available action,
it lacked detailed operational guidance. This enhancement fills that gap
by providing specific percentages, use cases, and multi-stage exit examples.
Backend (decision/engine.go) already validates partial_close with
close_percentage field, so this is purely a prompt enhancement with
no code changes required.
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
2025-11-04 17:20:57 +08:00
ZhouYongyou
6810ed3234 docs(prompts): Update AI prompt to support dynamic TP/SL features (v5.5.1)
- Add 3 new action types: update_stop_loss, update_take_profit, partial_close
- Introduce "Zero Principle" (疑惑优先) for risk control
- Expand decision flow to 8 steps with critical safeguards:
  * Step 2: Consecutive loss pause (2x→45min, 3x→24h, 4x→72h)
  * Step 5: BTC status check (multi-timeframe MACD confirmation)
  * Step 6: Long/short confirmation checklist (≥5/8 indicators)
  * Step 7: Fake breakout detection (RSI multi-timeframe + candle patterns)
  * Step 8: Objective confidence scoring (base 60 + conditions)
- Add signal priority ranking (trend resonance > volume > BTC > RSI...)
- Add dynamic TP/SL strategies with examples
- Increase confidence threshold: 0.6 → 0.85 for opening positions
- Add cooldown rules and slippage buffer (0.05%)
- Optimize prompt length: 4445 words → 1500 words (-66%)
Key improvements in v5.5.1:
 BTC status check - Most critical protection for altcoin trading
 Long/short checklist - 5/8 indicators required, prevent false signals
 Objective confidence scoring - Base 60 + condition adjustments
 Fake breakout logic - RSI multi-timeframe + candle filters
 Consecutive loss pause - 2x/3x/4x trigger different cooldowns
 OI confirmation - >+5% for real breakout validation
 Signal priority ranking - Trend resonance > volume > BTC...
 Slippage handling - 0.05% buffer + profit check
Design philosophy: Let AI autonomously judge trend vs chop, trust strong reasoning models.
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
2025-11-03 01:59:54 +08:00