Commit Graph

35 Commits

Author SHA1 Message Date
zcan
986886b291 Fix/binance server time (#453)
* Fix Binance futures server time sync

* Fix Binance server time sync; clean up logging and restore decision sorting

---------

Co-authored-by: tinkle-community <tinklefund@gmail.com>
2025-11-05 17:09:47 +08:00
Icyoung
093a3a4bec Merge branch 'dev' into dev 2025-11-05 16:21:57 +08:00
Icyoung
f601e62e90 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
6099db2105 Merge branch 'dev' into feat/auto-balance-sync 2025-11-05 16:01:57 +08:00
Icyoung
f3af7370e2 Merge branch 'dev' into fix/bug-fixes-collection-v2 2025-11-05 15:56:58 +08:00
Icyoung
31d7fcba8e Merge pull request #415 from zhouyongyou/feat/partial-close-core-v2
feat: 部分平倉和動態止盈止損核心實現 / Partial Close & Dynamic TP/SL Core
2025-11-05 15:41:20 +08:00
guoyihan
d6dc0f10eb feat: 增加持仓最高收益缓存和自动止盈机制
- 添加单币持仓最高收益缓存功能
- 实现定时任务,每分钟检查持仓收益情况
- 添加止盈条件:最高收益回撤>=40且利润>=5时自动止盈
- 优化持仓监控和风险管理能力
2025-11-05 03:15:44 +08:00
SkywalkerJi
b336f7460c log.Printf mandates that its first argument must be a compile-time constant string. 2025-11-05 01:36:44 +08:00
ZhouYongyou
3a5dea7405 fix(trader): add safety checks for balance sync
## 修复内容

### 1. 防止除以零panic (严重bug修复)
- 在计算变化百分比前检查 oldBalance <= 0
- 如果初始余额无效,直接更新为实际余额
- 避免 division by zero panic

### 2. 增强错误处理
- 添加数据库类型断言失败的日志
- 添加数据库为nil的警告日志
- 提供更完整的错误信息

## 技术细节

问题场景:如果 oldBalance = 0,计算 changePercent 会 panic

修复后:在计算前检查 oldBalance <= 0,直接更新余额

## 审查发现
- P0: 除以零风险(已修复)
- P1: 类型断言失败未记录(已修复)
- P1: 数据库为nil未警告(已修复)

详细审查报告:code_review_auto_balance_sync.md
2025-11-04 21:02:26 +08:00
ZhouYongyou
1e9df68d80 feat(trader): add automatic balance sync every 10 minutes
## 功能说明
自动检测交易所余额变化,无需用户手动操作

## 核心改动
1. AutoTrader 新增字段:
   - lastBalanceSyncTime: 上次余额同步时间
   - database: 数据库引用(用于自动更新)
   - userID: 用户ID

2. 新增方法 autoSyncBalanceIfNeeded():
   - 每10分钟检查一次(避免与3分钟扫描周期重叠)
   - 余额变化>5%才更新数据库
   - 智能失败重试(避免频繁查询)
   - 完整日志记录

3. 集成到交易循环:
   - 在 runCycle() 中第3步自动调用
   - 先同步余额,再获取交易上下文
   - 不影响现有交易逻辑

4. TraderManager 更新:
   - addTraderFromDB(), AddTraderFromDB(), loadSingleTrader()
   - 新增 database 和 userID 参数
   - 正确传递到 NewAutoTrader()

5. Database 新增方法:
   - UpdateTraderInitialBalance(userID, id, newBalance)
   - 安全更新初始余额

## 为什么选择10分钟?
1. 避免与3分钟扫描周期重叠(每30分钟仅重叠1次)
2. API开销最小化:每小时仅6次额外调用
3. 充值延迟可接受:最多10分钟自动同步
4. API占用率:0.2%(远低于币安2400次/分钟限制)

## API开销
- GetBalance() 轻量级查询(权重5-10)
- 每小时仅6次额外调用
- 总调用:26次/小时(runCycle:20 + autoSync:6)
- 占用率:(10/2400)/60 = 0.2% 

## 用户体验
- 充值后最多10分钟自动同步
- 完全自动化,无需手动干预
- 前端数据实时准确

## 日志示例
- 🔄 开始自动检查余额变化...
- 🔔 检测到余额大幅变化: 693.00 → 3693.00 USDT (433.19%)
-  已自动同步余额到数据库
- ✓ 余额变化不大 (2.3%),无需更新
2025-11-04 20:51:14 +08:00
ZhouYongyou
45beb6b15a 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
8bff23e807 fix: 过滤幽灵持仓 - 跳过 quantity=0 的持仓防止 AI 误判
问题:
- 止损/止盈触发后,交易所返回 positionAmt=0 的持仓记录
- 这些幽灵持仓被传递给 AI,导致 AI 误以为仍持有该币种
- AI 可能基于错误信息做出决策(如尝试调整已不存在的止损)

修复:
- buildTradingContext() 中添加 quantity==0 检查
- 跳过已平仓的持仓,确保只传递真实持仓给 AI
- 触发清理逻辑:撤销孤儿订单、清理内部状态

影响范围:
- trader/auto_trader.go:487-490

测试:
- 编译成功
- 容器重建并启动正常
2025-11-04 17:35:19 +08:00
ZhouYongyou
519c107781 修復關鍵缺陷:添加 CancelStopOrders 方法避免多個止損單共存
問題:
- 調整止損/止盈時,直接調用 SetStopLoss/SetTakeProfit 會創建新訂單
- 但舊的止損/止盈單仍然存在,導致多個訂單共存
- 可能造成意外觸發或訂單衝突

解決方案(參考 PR #197):
1. 在 Trader 接口添加 CancelStopOrders 方法
2. 為三個交易所實現:
   - binance_futures.go: 過濾 STOP_MARKET/TAKE_PROFIT_MARKET 類型
   - aster_trader.go: 同樣邏輯
   - hyperliquid_trader.go: 過濾 trigger 訂單(有 triggerPx)
3. 在 executeUpdateStopLossWithRecord 和 executeUpdateTakeProfitWithRecord 中:
   - 先調用 CancelStopOrders 取消舊單
   - 然後設置新止損/止盈
   - 取消失敗不中斷執行(記錄警告)

優勢:
-  避免多個止損單同時存在
-  保留我們的價格驗證邏輯
-  保留執行價格記錄
-  詳細錯誤信息
-  取消失敗時繼續執行(更健壯)

測試建議:
- 開倉後調整止損,檢查舊止損單是否被取消
- 連續調整兩次,確認只有最新止損單存在

致謝:參考 PR #197 的實現思路
2025-11-04 16:40:23 +08:00
ZhouYongyou
622c860cd9 feat: 添加部分平仓和动态止盈止损功能
新增功能:
- update_stop_loss: 调整止损价格(追踪止损)
- update_take_profit: 调整止盈价格(技术位优化)
- partial_close: 部分平仓(分批止盈)

实现细节:
- Decision struct 新增字段:NewStopLoss, NewTakeProfit, ClosePercentage
- 新增执行函数:executeUpdateStopLossWithRecord, executeUpdateTakeProfitWithRecord, executePartialCloseWithRecord
- 修复持仓字段获取 bug(使用 "side" 并转大写)
- 更新 adaptive.txt 文档,包含详细使用示例和策略建议
- 优先级排序:平仓 > 调整止盈止损 > 开仓

命名统一:
- 与社区 PR #197 保持一致,使用 update_* 而非 adjust_*
- 独有功能:partial_close(部分平仓)

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-11-04 16:40:12 +08:00
Icyoung
88d46b1dde Merge pull request #359 from Icyoung/beta
Beta Merge dev、Bug fix
2025-11-04 01:50:34 +08:00
hzb1115
1b654cf9d2 style(backend): go fmt code 2025-11-03 17:22:11 +00:00
Liu Xiang Qian
72a373e9e4 Revert "Merge pull request #229 from xqliu/test/add-ut-infrastructure"
This reverts commit 683e77b92f, reversing
changes made to 791cecd2ff.
2025-11-04 00:58:12 +08:00
Liu Xiang Qian
9ab7a36fbb test: Add minimal UT infrastructure and fix Issue #227
This commit sets up a minimal, KISS-principle testing infrastructure
for both backend and frontend, and includes the fix for Issue #227.

Backend Changes:
- Add Makefile with test commands (test, test-backend, test-frontend, test-coverage)
- Add example test: config/database_test.go
- Fix Go 1.25 printf format string warnings in trader/auto_trader.go
  (Changed log.Printf to log.Print for non-format strings)
- All backend tests pass ✓

Frontend Changes:
- Add Vitest configuration: web/vitest.config.ts (minimal setup)
- Add test utilities: web/src/test/test-utils.tsx
- Add example test: web/src/App.test.tsx
- Add dependencies: vitest, jsdom, @testing-library/react
- All frontend tests pass ✓

Issue #227 Fix:
- Fix AITradersPage to allow editing traders with disabled models/exchanges
- Change validation to use allModels/allExchanges instead of enabledModels/enabledExchanges
- Add comprehensive tests in web/src/components/AITradersPage.test.tsx
- Fixes: https://github.com/tinkle-community/nofx/issues/227

CI/CD:
- Add GitHub Actions workflow: .github/workflows/test.yml
- Non-blocking tests (continue-on-error: true)
- Runs on push/PR to main and dev branches

Test Results:
- Backend: 1 test passing
- Frontend: 5 tests passing (including 4 for Issue #227)

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-11-02 10:58:31 +08:00
SkywalkerJi
4250c11ddf Supports custom system prompts and custom models. 2025-11-01 19:45:54 +08:00
SkywalkerJi
48d1320209 * Fixed the custom model URL.
*   Added functionality for custom model names.
2025-11-01 16:09:15 +08:00
icy
a7cc5e5ed4 竞赛fix、交易员新增参数 2025-11-01 02:17:11 +08:00
icy
d0621265aa Add MarginMode configration 2025-10-31 13:14:24 +08:00
icy
ac7c40632d account system、custom prompt 2025-10-31 03:42:01 +08:00
tinkle
9139407739 Fix: Resolve Trade History data loss and P&L calculation errors
Major fixes:
1. Trade History data loss issue
   - Root cause: Open records outside analysis window caused close matching failures
   - Solution: Pre-populate position state by reading 3x window of historical records
   - Ensures long-term positions (>5 hours) generate correct trade records

2. P&L calculation errors
   - Remove incorrect leverage multiplication from absolute P&L
   - Correct calculation: Futures P&L = quantity × price difference
   - Leverage only affects P&L percentage (relative to margin)

3. Other fixes
   - Break-even trades (pnl=0) no longer misclassified as losses
   - Perfect strategy shows Profit Factor as 999.0 instead of 0.0
   - Expand analysis window from 20 to 100 cycles (5 hours)

Files changed:
- logger/decision_logger.go: Core matching and calculation logic
- api/server.go: API analysis window
- trader/auto_trader.go: AI decision analysis window

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-30 17:58:25 +08:00
刘 志
d9f99a6fcd fix: hyperliquid余额不准确 2025-10-30 08:38:31 +00:00
tpkeeper
1083c06d1f Fix mcp defaultConfig override issue in multi-trader, multi-AI model scenario 2025-10-30 15:46:17 +08:00
nobody
8a6013016a feat: Add Aster DEX exchange support + fix precision issues
## Features
- Add full Aster DEX integration with Binance-compatible API
- Support Web3 authentication with API wallet system
- Add comprehensive Aster integration guide (ASTER_INTEGRATION.md)
- Add example Aster configuration (config.aster.example.json)

## Bug Fixes
- Fix precision error (code -1111) for all order types
- Implement proper float-to-string conversion with exchange precision
- Add automatic precision fetching from /exchangeInfo endpoint
- Remove trailing zeros from formatted values

## Documentation
- Update README.md with Aster quick start guide
- Add detailed setup instructions for creating API wallet
- Include troubleshooting FAQ and security best practices
- Update core features to mention three supported exchanges

## Technical Details
- Added formatFloatWithPrecision() helper function
- Updated all order functions to use proper precision formatting
- Added precision logging for debugging
- Fully backward compatible with existing configurations

Closes #[issue number if applicable]
2025-10-30 00:27:33 +08:00
btcman
2cdfb87144 Feature: Add support for custom OpenAI-compatible API
This update enables users to configure any OpenAI-compatible API endpoint,
allowing the use of:
- OpenAI official API (GPT-4, GPT-4o, etc.)
- OpenRouter (access to multiple models)
- Local deployed models (Ollama, LM Studio, etc.)
- Other OpenAI-format compatible API services

Changes:
- config: Add custom_api_url, custom_api_key, custom_model_name fields
- mcp: Add SetCustomAPI function and ProviderCustom constant
- trader: Update AI initialization logic to support custom API
- manager: Pass custom API config to trader instances
- Add CUSTOM_API.md documentation with usage examples
- Update config.json.example with custom API sample

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-29 22:48:28 +08:00
PorunC
6fb65b43c6 Merge upstream/main: Integrate Hyperliquid support with leverage config
Resolved conflicts in manager/trader_manager.go by combining:
- Upstream: Exchange field, Hyperliquid API keys, Hyperliquid testnet
- Local: BTCETHLeverage and AltcoinLeverage fields

Both features are now working together.
2025-10-29 21:01:05 +08:00
PorunC
36840d52dd Feat: Integrate leverage configuration across trading system
- Pass leverage config through TraderManager to AutoTrader
- Add BTCETHLeverage and AltcoinLeverage fields to Context and AutoTraderConfig
- Update decision validation to use configured leverage limits
- Display configured leverage in startup message
- Update error messages to show current leverage limits

Changes:
- main.go: Pass leverage config to AddTrader, update startup message
- manager/trader_manager.go: Accept and forward leverage config
- trader/auto_trader.go: Store leverage config, pass to Context
- decision/engine.go: Use dynamic leverage limits in validation

This completes the leverage configuration feature implementation.

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-29 20:30:04 +08:00
nobody
e1d5a6405c feat: Add Hyperliquid exchange support with unified trader interface
Major changes:
- Add full Hyperliquid trading support (long/short, leverage, SL/TP)
- Create unified Trader interface for multi-exchange support
- Implement automatic precision handling for orders and prices
- Fix balance calculation and unrealized P&L display
- Add comprehensive configuration guide in README

New features:
- Support for both Binance and Hyperliquid exchanges
- Automatic order size precision based on szDecimals
- Price formatting with 5 significant figures
- Non-custodial trading with Ethereum private key
- Seamless exchange switching via configuration

Technical details:
- Add trader/interface.go for unified trader interface
- Add trader/hyperliquid_trader.go for Hyperliquid implementation
- Update manager and auto_trader to support multiple exchanges
- Add go-hyperliquid SDK dependency
- Fix precision errors (float_to_wire, invalid price)

Fixes:
- Correct calculation of wallet balance and unrealized P&L
- Proper handling of AccountValue vs TotalRawUsd
- Frontend display issues for total equity and P&L

Documentation:
- Add Hyperliquid setup guide in README
- Update config.json.example with both exchanges
- Add troubleshooting section for common errors

Tested with live trading on Hyperliquid mainnet.
No breaking changes - backward compatible with existing configs.
2025-10-29 20:00:30 +08:00
tinkle
68c0c62d04 Feature: Add position holding duration to AI decision context
Track and display how long each position has been held to help AI make better timing decisions.

**Implementation**:
- Added UpdateTime field to PositionInfo struct (decision/engine.go:26)
- Added positionFirstSeenTime map to AutoTrader for tracking (trader/auto_trader.go:60)
- Record opening time when position is created successfully:
  - executeOpenLongWithRecord: Records timestamp for long positions (trader/auto_trader.go:540-541)
  - executeOpenShortWithRecord: Records timestamp for short positions (trader/auto_trader.go:593-594)
- Fallback tracking in buildTradingContext for program restart scenarios (trader/auto_trader.go:386-392)
- Auto-cleanup closed positions from tracking map (trader/auto_trader.go:409-414)
- Display duration in user prompt with smart formatting:
  - Under 60 min: "持仓时长25分钟"
  - Over 60 min: "持仓时长2小时15分钟"

**Example Output**:
```
1. TAOUSDT LONG | 入场价435.5300 当前价433.1900 | 盈亏-0.54% | 杠杆20x | 保证金25 | 强平价418.1528 | 持仓时长2小时15分钟
```

**Benefits**:
- AI can see how long positions have been held
- Helps enforce minimum holding period (30-60 min) from system prompt
- Simple implementation with minimal overhead
- Auto-cleanup prevents memory leaks

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-29 14:20:40 +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
tinkle
102d9f438d Refactor: Improve AI decision system and Sharpe ratio calculation
Major improvements:
- Use period-level Sharpe ratio (range -2 to +2) instead of annualized
- Save full user prompt in decision logs for debugging
- Format complete market data (3m + 4h candles) for AI analysis
- Prevent position stacking with duplicate position checks
- Update Sharpe ratio interpretation thresholds

Market data enhancements:
- Display full technical indicators in user prompt
- Include 3-minute and 4-hour timeframe data
- Add OI (Open Interest) change and funding rate signals

Risk control:
- Block opening duplicate positions (same symbol + direction)
- Suggest close action first before opening new position
- Prevent margin usage from exceeding limits

UI improvements:
- Update multi-language translations
- Refine AI learning dashboard display

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-29 04:44:17 +08:00
tinkle
7e8a494ed3 Initial commit: NOFX AI Trading System
- Multi-AI competition mode (Qwen vs DeepSeek)
- Binance Futures integration
- AI self-learning mechanism
- Professional web dashboard
- Complete risk management system
2025-10-28 15:47:34 +08:00