Commit Graph

12 Commits

Author SHA1 Message Date
ZhouYongyou
0b9d696853 添加震荡交易策略 + 买卖压力分析
**核心功能**:
- 新增买卖压力数据解析(TakerBuyVolume, BuySellRatio)
- 重写系统提示词为震荡交易策略
- 添加连续放量检测功能(2-3根K线)

**技术细节**:
- market/data.go: 解析币安 K线 item[9] 为主动买入量
- decision/engine.go: 震荡区间识别 + 区间边界入场逻辑
- IntradayData: 新增 Volumes 和 BuySellRatios 数组
2025-11-01 11:30:50 +08:00
ZhouYongyou
8e5a35e664 Add multi-timeframe data analysis support
Introduces 15m and 1h timeframes to Data struct and related calculations for more robust multi-timeframe analysis. Updates system prompt to reflect new data sources and analysis methods, and extends Format output to include mid-term series. Enhances signal quality and trend confirmation by leveraging multiple timeframes.
2025-10-31 22:41:13 +08:00
tinkle
4846e4c4ef chore: Remove obsolete market and scanner files
Remove deprecated files that don't exist in nofx internal version:
- market/ai_decision_engine.go
- market/ai_signal.go
- market/market_data.go
- scanner/ai_scanner.go

Keep only market/data.go to align with internal version structure.

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-29 10:50:09 +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
c2aae0b652 Fix: Ensure Sharpe ratio is always visible to AI
Problem: When TotalTrades == 0 (no completed trades), formatPerformanceFeedback
would return early, hiding Sharpe ratio and adaptive behavior recommendations
from AI's prompt. This caused AI to say "no historical data" even though Sharpe
ratio was calculated and displayed on frontend.

Solution:
- Display Sharpe ratio BEFORE checking TotalTrades
- Don't return early when TotalTrades == 0
- Always show adaptive behavior recommendations if Sharpe ratio exists
- Sharpe ratio is calculated from account equity changes, not just closed trades

Impact: AI can now properly use Sharpe ratio for self-evolution, even in early
stages before any trades are closed.

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-29 02:36:37 +08:00
tinkle
35c7a1d037 Feature: Add Sharpe ratio for AI self-evolution
- Implement Sharpe ratio calculation in decision logger
- Add adaptive behavior recommendations based on Sharpe ratio
- Display Sharpe ratio in AI learning dashboard with visual indicators
- Enable AI to adjust trading strategy based on risk-adjusted returns
- Color-coded performance levels (red/yellow/green) for easy monitoring

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-29 02:31:15 +08:00
tinkle
8b0b0c76a6 Refactor: Separate system and user prompts for AI API
- Split AI prompts into system (cacheable) and user (dynamic) messages
- Add confidence and risk_usd fields to trading decisions
- Reduce temperature to 0.5 for more stable JSON output
- Add retry mechanism for AI API calls
- Simplify candidate display (show top 10 only)
- Improve prompt structure for better AI decision quality
2025-10-28 23:51:55 +08:00
tinkle
5522e33ec6 Update: Simplify JSON parsing and add contact info
- Replace regex-based quote fixing with simple character replacement
- Add Twitter/X contact link to all README versions
- Remove complex regex pattern for better performance
- Fix Chinese quote mark handling in AI responses
2025-10-28 22:58:48 +08:00
tinkle
17868cf0e9 Improve: Optimize AI decision engine and position management
- Add focused position strategy (max 3 concurrent positions)
- Increase position sizes for better capital efficiency
- Add historical reflection prompts for AI learning
- Fix JSON parsing with missing quotes in reasoning field
- Update position limits and leverage recommendations
- Enhance risk management with concentrated positions
2025-10-28 22:40:34 +08:00
tinkle
14ffb0593a Update: Merge nofx improvements
- Frontend trading records and UI enhancements
- Optimized AI prompts and decision engine
- Performance analysis and comparison features
- Binance-style UI improvements
2025-10-28 21:45:28 +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