mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-06-06 05:51:19 +08:00
637 lines
21 KiB
Go
637 lines
21 KiB
Go
package kernel
|
||
|
||
import (
|
||
"fmt"
|
||
"nofx/market"
|
||
"nofx/provider/nofxos"
|
||
"sort"
|
||
"strings"
|
||
"time"
|
||
)
|
||
|
||
// ============================================================================
|
||
// AI Data Formatter
|
||
// ============================================================================
|
||
// Converts trading context into AI-friendly format, ensuring AI fully
|
||
// understands the data regardless of language.
|
||
// ============================================================================
|
||
|
||
// FormatContextForAI formats trading context into AI-readable text (including schema)
|
||
func FormatContextForAI(ctx *Context, lang Language) string {
|
||
var sb strings.Builder
|
||
|
||
// 1. Add schema description (so AI understands data format)
|
||
sb.WriteString(GetSchemaPrompt(lang))
|
||
sb.WriteString("\n---\n\n")
|
||
|
||
// 2. Current state overview
|
||
sb.WriteString(formatContextData(ctx, lang))
|
||
|
||
return sb.String()
|
||
}
|
||
|
||
// FormatContextDataOnly formats context data only, without schema (for use when schema is already present)
|
||
func FormatContextDataOnly(ctx *Context, lang Language) string {
|
||
return formatContextData(ctx, lang)
|
||
}
|
||
|
||
// formatContextData formats the core data section
|
||
func formatContextData(ctx *Context, lang Language) string {
|
||
var sb strings.Builder
|
||
|
||
// 1. Current state overview
|
||
if lang == LangChinese {
|
||
sb.WriteString(formatHeaderZH(ctx))
|
||
} else {
|
||
sb.WriteString(formatHeaderEN(ctx))
|
||
}
|
||
|
||
// 3. Account information
|
||
if lang == LangChinese {
|
||
sb.WriteString(formatAccountZH(ctx))
|
||
} else {
|
||
sb.WriteString(formatAccountEN(ctx))
|
||
}
|
||
|
||
// 4. Historical trading statistics
|
||
if ctx.TradingStats != nil && ctx.TradingStats.TotalTrades > 0 {
|
||
if lang == LangChinese {
|
||
sb.WriteString(formatTradingStatsZH(ctx.TradingStats))
|
||
} else {
|
||
sb.WriteString(formatTradingStatsEN(ctx.TradingStats))
|
||
}
|
||
}
|
||
|
||
// 5. Recent trade records
|
||
if len(ctx.RecentOrders) > 0 {
|
||
if lang == LangChinese {
|
||
sb.WriteString(formatRecentTradesZH(ctx.RecentOrders))
|
||
} else {
|
||
sb.WriteString(formatRecentTradesEN(ctx.RecentOrders))
|
||
}
|
||
}
|
||
|
||
// 5. Current positions
|
||
if len(ctx.Positions) > 0 {
|
||
if lang == LangChinese {
|
||
sb.WriteString(formatCurrentPositionsZH(ctx))
|
||
} else {
|
||
sb.WriteString(formatCurrentPositionsEN(ctx))
|
||
}
|
||
}
|
||
|
||
// 6. Candidate coins (with market data)
|
||
if len(ctx.CandidateCoins) > 0 {
|
||
if lang == LangChinese {
|
||
sb.WriteString(formatCandidateCoinsZH(ctx))
|
||
} else {
|
||
sb.WriteString(formatCandidateCoinsEN(ctx))
|
||
}
|
||
}
|
||
|
||
// 7. OI ranking data (if available)
|
||
if ctx.OIRankingData != nil {
|
||
nofxosLang := nofxos.LangEnglish
|
||
if lang == LangChinese {
|
||
nofxosLang = nofxos.LangChinese
|
||
}
|
||
sb.WriteString(nofxos.FormatOIRankingForAI(ctx.OIRankingData, nofxosLang))
|
||
}
|
||
|
||
return sb.String()
|
||
}
|
||
|
||
// ========== Chinese Formatting Functions ==========
|
||
|
||
// formatHeaderZH formats header information (Chinese)
|
||
func formatHeaderZH(ctx *Context) string {
|
||
return fmt.Sprintf("# 📊 交易决策请求\n\n时间: %s | 周期: #%d | 运行时长: %d 分钟\n\n",
|
||
ctx.CurrentTime, ctx.CallCount, ctx.RuntimeMinutes)
|
||
}
|
||
|
||
// formatAccountZH formats account information (Chinese)
|
||
func formatAccountZH(ctx *Context) string {
|
||
acc := ctx.Account
|
||
var sb strings.Builder
|
||
|
||
sb.WriteString("## 账户状态\n\n")
|
||
sb.WriteString(fmt.Sprintf("总权益: %.2f USDT | ", acc.TotalEquity))
|
||
sb.WriteString(fmt.Sprintf("可用余额: %.2f USDT (%.1f%%) | ", acc.AvailableBalance, (acc.AvailableBalance/acc.TotalEquity)*100))
|
||
sb.WriteString(fmt.Sprintf("总盈亏: %+.2f%% | ", acc.TotalPnLPct))
|
||
sb.WriteString(fmt.Sprintf("保证金使用率: %.1f%% | ", acc.MarginUsedPct))
|
||
sb.WriteString(fmt.Sprintf("持仓数: %d\n\n", acc.PositionCount))
|
||
|
||
// Add risk warnings
|
||
if acc.MarginUsedPct > 70 {
|
||
sb.WriteString("⚠️ **风险警告**: 保证金使用率 > 70%，处于高风险状态！\n\n")
|
||
} else if acc.MarginUsedPct > 50 {
|
||
sb.WriteString("⚠️ **风险提示**: 保证金使用率 > 50%，建议谨慎开仓\n\n")
|
||
}
|
||
|
||
return sb.String()
|
||
}
|
||
|
||
// formatTradingStatsZH formats historical trading statistics (Chinese)
|
||
func formatTradingStatsZH(stats *TradingStats) string {
|
||
var sb strings.Builder
|
||
sb.WriteString("## 历史交易统计\n\n")
|
||
|
||
// Win/loss ratio calculation
|
||
var winLossRatio float64
|
||
if stats.AvgLoss > 0 {
|
||
winLossRatio = stats.AvgWin / stats.AvgLoss
|
||
}
|
||
|
||
// Metric definitions (focusing on core metrics, excluding win rate)
|
||
sb.WriteString("**指标说明**:\n")
|
||
sb.WriteString("- 盈利因子: 总盈利 ÷ 总亏损（>1表示盈利，>1.5为良好，>2为优秀）\n")
|
||
sb.WriteString("- 夏普比率: (平均收益 - 无风险收益) ÷ 收益标准差（>1良好，>2优秀）\n")
|
||
sb.WriteString("- 盈亏比: 平均盈利 ÷ 平均亏损（>1.5为良好，>2为优秀）\n")
|
||
sb.WriteString("- 最大回撤: 资金曲线从峰值到谷底的最大跌幅（<20%为低风险）\n\n")
|
||
|
||
// Data values
|
||
sb.WriteString("**当前数据**:\n")
|
||
sb.WriteString(fmt.Sprintf("- 总交易: %d 笔\n", stats.TotalTrades))
|
||
sb.WriteString(fmt.Sprintf("- 盈利因子: %.2f\n", stats.ProfitFactor))
|
||
sb.WriteString(fmt.Sprintf("- 夏普比率: %.2f\n", stats.SharpeRatio))
|
||
sb.WriteString(fmt.Sprintf("- 盈亏比: %.2f\n", winLossRatio))
|
||
sb.WriteString(fmt.Sprintf("- 总盈亏: %+.2f USDT\n", stats.TotalPnL))
|
||
sb.WriteString(fmt.Sprintf("- 平均盈利: +%.2f USDT\n", stats.AvgWin))
|
||
sb.WriteString(fmt.Sprintf("- 平均亏损: -%.2f USDT\n", stats.AvgLoss))
|
||
sb.WriteString(fmt.Sprintf("- 最大回撤: %.1f%%\n\n", stats.MaxDrawdownPct))
|
||
|
||
// Comprehensive analysis and decision guidance
|
||
sb.WriteString("**决策参考**:\n")
|
||
|
||
// Provide specific recommendations based on statistics
|
||
if stats.TotalTrades < 10 {
|
||
sb.WriteString("- 样本量较小（<10笔），统计结果参考意义有限\n")
|
||
}
|
||
|
||
if stats.ProfitFactor >= 1.5 && stats.SharpeRatio >= 1 {
|
||
sb.WriteString("- 📈 表现良好: 可以维持当前策略风格\n")
|
||
} else if stats.ProfitFactor >= 1.0 {
|
||
sb.WriteString("- 📊 表现正常: 策略可行但有优化空间\n")
|
||
}
|
||
|
||
if stats.ProfitFactor < 1.0 {
|
||
sb.WriteString("- ⚠️ 盈利因子<1: 亏损大于盈利，需要提高盈亏比，优化止盈止损\n")
|
||
}
|
||
|
||
if winLossRatio > 0 && winLossRatio < 1.5 {
|
||
sb.WriteString("- ⚠️ 盈亏比偏低: 建议让利润奔跑，提高止盈目标\n")
|
||
}
|
||
|
||
if stats.MaxDrawdownPct > 30 {
|
||
sb.WriteString("- ⚠️ 最大回撤过高: 建议降低仓位大小控制风险\n")
|
||
} else if stats.MaxDrawdownPct < 10 {
|
||
sb.WriteString("- ✅ 回撤控制良好: 风险管理有效\n")
|
||
}
|
||
|
||
sb.WriteString("\n")
|
||
return sb.String()
|
||
}
|
||
|
||
// formatRecentTradesZH formats recent trades (Chinese)
|
||
func formatRecentTradesZH(orders []RecentOrder) string {
|
||
var sb strings.Builder
|
||
sb.WriteString("## 最近完成的交易\n\n")
|
||
|
||
for i, order := range orders {
|
||
// Determine profit or loss
|
||
profitOrLoss := "盈利"
|
||
if order.RealizedPnL < 0 {
|
||
profitOrLoss = "亏损"
|
||
}
|
||
|
||
sb.WriteString(fmt.Sprintf("%d. %s %s | 进场 %.4f 出场 %.4f | %s: %+.2f USDT (%+.2f%%) | %s → %s (%s)\n",
|
||
i+1,
|
||
order.Symbol,
|
||
order.Side,
|
||
order.EntryPrice,
|
||
order.ExitPrice,
|
||
profitOrLoss,
|
||
order.RealizedPnL,
|
||
order.PnLPct,
|
||
order.EntryTime,
|
||
order.ExitTime,
|
||
order.HoldDuration,
|
||
))
|
||
}
|
||
|
||
sb.WriteString("\n")
|
||
return sb.String()
|
||
}
|
||
|
||
// formatCurrentPositionsZH formats current positions (Chinese)
|
||
func formatCurrentPositionsZH(ctx *Context) string {
|
||
var sb strings.Builder
|
||
sb.WriteString("## 当前持仓\n\n")
|
||
|
||
for i, pos := range ctx.Positions {
|
||
// Calculate drawdown
|
||
drawdown := pos.UnrealizedPnLPct - pos.PeakPnLPct
|
||
|
||
sb.WriteString(fmt.Sprintf("%d. %s %s | ", i+1, pos.Symbol, strings.ToUpper(pos.Side)))
|
||
sb.WriteString(fmt.Sprintf("进场 %.4f 当前 %.4f | ", pos.EntryPrice, pos.MarkPrice))
|
||
sb.WriteString(fmt.Sprintf("数量 %.4f | ", pos.Quantity))
|
||
sb.WriteString(fmt.Sprintf("仓位价值 %.2f USDT | ", pos.Quantity*pos.MarkPrice))
|
||
sb.WriteString(fmt.Sprintf("盈亏 %+.2f%% | ", pos.UnrealizedPnLPct))
|
||
sb.WriteString(fmt.Sprintf("盈亏金额 %+.2f USDT | ", pos.UnrealizedPnL))
|
||
sb.WriteString(fmt.Sprintf("峰值盈亏 %.2f%% | ", pos.PeakPnLPct))
|
||
sb.WriteString(fmt.Sprintf("杠杆 %dx | ", pos.Leverage))
|
||
sb.WriteString(fmt.Sprintf("保证金 %.0f USDT | ", pos.MarginUsed))
|
||
sb.WriteString(fmt.Sprintf("强平价 %.4f\n", pos.LiquidationPrice))
|
||
|
||
// Add analysis hints
|
||
if drawdown < -0.30*pos.PeakPnLPct && pos.PeakPnLPct > 0.02 {
|
||
sb.WriteString(fmt.Sprintf(" ⚠️ **止盈提示**: 当前盈亏从峰值 %.2f%% 回撤到 %.2f%%，回撤幅度 %.2f%%，建议考虑止盈\n",
|
||
pos.PeakPnLPct, pos.UnrealizedPnLPct, (drawdown/pos.PeakPnLPct)*100))
|
||
}
|
||
|
||
if pos.UnrealizedPnLPct < -4.0 {
|
||
sb.WriteString(" ⚠️ **止损提示**: 亏损接近-5%止损线，建议考虑止损\n")
|
||
}
|
||
|
||
// Show current price (if market data available)
|
||
if ctx.MarketDataMap != nil {
|
||
if mdata, ok := ctx.MarketDataMap[pos.Symbol]; ok {
|
||
sb.WriteString(fmt.Sprintf(" 📈 当前价格: %.4f\n", mdata.CurrentPrice))
|
||
}
|
||
}
|
||
|
||
sb.WriteString("\n")
|
||
}
|
||
|
||
return sb.String()
|
||
}
|
||
|
||
// formatCandidateCoinsZH formats candidate coins (Chinese)
|
||
func formatCandidateCoinsZH(ctx *Context) string {
|
||
var sb strings.Builder
|
||
sb.WriteString("## 候选币种\n\n")
|
||
|
||
for i, coin := range ctx.CandidateCoins {
|
||
sb.WriteString(fmt.Sprintf("### %d. %s\n\n", i+1, coin.Symbol))
|
||
|
||
// Current price
|
||
if ctx.MarketDataMap != nil {
|
||
if mdata, ok := ctx.MarketDataMap[coin.Symbol]; ok {
|
||
sb.WriteString(fmt.Sprintf("当前价格: %.4f\n\n", mdata.CurrentPrice))
|
||
|
||
// Kline data (multi-timeframe)
|
||
if mdata.TimeframeData != nil {
|
||
sb.WriteString(formatKlineDataZH(coin.Symbol, mdata.TimeframeData, ctx.Timeframes))
|
||
}
|
||
}
|
||
}
|
||
|
||
// OI data (if available)
|
||
if ctx.OITopDataMap != nil {
|
||
if oiData, ok := ctx.OITopDataMap[coin.Symbol]; ok {
|
||
sb.WriteString(fmt.Sprintf("**持仓量变化**: OI排名 #%d | 变化 %+.2f%% (%+.2fM USDT) | 价格变化 %+.2f%%\n\n",
|
||
oiData.Rank,
|
||
oiData.OIDeltaPercent,
|
||
oiData.OIDeltaValue/1_000_000,
|
||
oiData.PriceDeltaPercent,
|
||
))
|
||
|
||
// OI interpretation
|
||
oiChange := "增加"
|
||
if oiData.OIDeltaPercent < 0 {
|
||
oiChange = "减少"
|
||
}
|
||
priceChange := "上涨"
|
||
if oiData.PriceDeltaPercent < 0 {
|
||
priceChange = "下跌"
|
||
}
|
||
|
||
interpretation := getOIInterpretationZH(oiChange, priceChange)
|
||
sb.WriteString(fmt.Sprintf("**市场解读**: %s\n\n", interpretation))
|
||
}
|
||
}
|
||
}
|
||
|
||
return sb.String()
|
||
}
|
||
|
||
// formatKlineDataZH formats kline data (Chinese)
|
||
func formatKlineDataZH(symbol string, tfData map[string]*market.TimeframeSeriesData, timeframes []string) string {
|
||
var sb strings.Builder
|
||
|
||
for _, tf := range timeframes {
|
||
if data, ok := tfData[tf]; ok && len(data.Klines) > 0 {
|
||
sb.WriteString(fmt.Sprintf("#### %s 时间框架 (从旧到新)\n\n", tf))
|
||
sb.WriteString("```\n")
|
||
sb.WriteString("时间(UTC) 开盘 最高 最低 收盘 成交量\n")
|
||
|
||
// Only show the latest 30 klines
|
||
startIdx := 0
|
||
if len(data.Klines) > 30 {
|
||
startIdx = len(data.Klines) - 30
|
||
}
|
||
|
||
for i := startIdx; i < len(data.Klines); i++ {
|
||
k := data.Klines[i]
|
||
t := time.UnixMilli(k.Time).UTC()
|
||
sb.WriteString(fmt.Sprintf("%s %.4f %.4f %.4f %.4f %.2f\n",
|
||
t.Format("01-02 15:04"),
|
||
k.Open,
|
||
k.High,
|
||
k.Low,
|
||
k.Close,
|
||
k.Volume,
|
||
))
|
||
}
|
||
|
||
// Mark the last kline
|
||
if len(data.Klines) > 0 {
|
||
sb.WriteString(" <- 当前\n")
|
||
}
|
||
|
||
sb.WriteString("```\n\n")
|
||
}
|
||
}
|
||
|
||
return sb.String()
|
||
}
|
||
|
||
|
||
// getOIInterpretationZH returns OI change interpretation (Chinese)
|
||
func getOIInterpretationZH(oiChange, priceChange string) string {
|
||
if oiChange == "增加" && priceChange == "上涨" {
|
||
return OIInterpretation.OIUp_PriceUp.ZH
|
||
} else if oiChange == "增加" && priceChange == "下跌" {
|
||
return OIInterpretation.OIUp_PriceDown.ZH
|
||
} else if oiChange == "减少" && priceChange == "上涨" {
|
||
return OIInterpretation.OIDown_PriceUp.ZH
|
||
} else {
|
||
return OIInterpretation.OIDown_PriceDown.ZH
|
||
}
|
||
}
|
||
|
||
// ========== English Formatting Functions ==========
|
||
|
||
// formatHeaderEN formats header information (English)
|
||
func formatHeaderEN(ctx *Context) string {
|
||
return fmt.Sprintf("# 📊 Trading Decision Request\n\nTime: %s | Period: #%d | Runtime: %d minutes\n\n",
|
||
ctx.CurrentTime, ctx.CallCount, ctx.RuntimeMinutes)
|
||
}
|
||
|
||
// formatAccountEN formats account information (English)
|
||
func formatAccountEN(ctx *Context) string {
|
||
acc := ctx.Account
|
||
var sb strings.Builder
|
||
|
||
sb.WriteString("## Account Status\n\n")
|
||
sb.WriteString(fmt.Sprintf("Total Equity: %.2f USDT | ", acc.TotalEquity))
|
||
sb.WriteString(fmt.Sprintf("Available Balance: %.2f USDT (%.1f%%) | ", acc.AvailableBalance, (acc.AvailableBalance/acc.TotalEquity)*100))
|
||
sb.WriteString(fmt.Sprintf("Total PnL: %+.2f%% | ", acc.TotalPnLPct))
|
||
sb.WriteString(fmt.Sprintf("Margin Usage: %.1f%% | ", acc.MarginUsedPct))
|
||
sb.WriteString(fmt.Sprintf("Positions: %d\n\n", acc.PositionCount))
|
||
|
||
// Risk warning
|
||
if acc.MarginUsedPct > 70 {
|
||
sb.WriteString("⚠️ **Risk Alert**: Margin usage > 70%, high risk!\n\n")
|
||
} else if acc.MarginUsedPct > 50 {
|
||
sb.WriteString("⚠️ **Risk Notice**: Margin usage > 50%, be cautious with new positions\n\n")
|
||
}
|
||
|
||
return sb.String()
|
||
}
|
||
|
||
// formatTradingStatsEN formats historical trading statistics (English)
|
||
func formatTradingStatsEN(stats *TradingStats) string {
|
||
var sb strings.Builder
|
||
sb.WriteString("## Historical Trading Statistics\n\n")
|
||
|
||
// Win/Loss ratio calculation
|
||
var winLossRatio float64
|
||
if stats.AvgLoss > 0 {
|
||
winLossRatio = stats.AvgWin / stats.AvgLoss
|
||
}
|
||
|
||
// Metric definitions (focus on core metrics, remove win rate)
|
||
sb.WriteString("**Metric Definitions**:\n")
|
||
sb.WriteString("- Profit Factor: Total profits ÷ Total losses (>1 = profitable, >1.5 = good, >2 = excellent)\n")
|
||
sb.WriteString("- Sharpe Ratio: (Avg return - Risk-free rate) ÷ Std dev of returns (>1 = good, >2 = excellent)\n")
|
||
sb.WriteString("- Win/Loss Ratio: Avg win ÷ Avg loss (>1.5 = good, >2 = excellent)\n")
|
||
sb.WriteString("- Max Drawdown: Largest peak-to-trough decline in equity curve (<20% = low risk)\n\n")
|
||
|
||
// Data values
|
||
sb.WriteString("**Current Data**:\n")
|
||
sb.WriteString(fmt.Sprintf("- Total Trades: %d\n", stats.TotalTrades))
|
||
sb.WriteString(fmt.Sprintf("- Profit Factor: %.2f\n", stats.ProfitFactor))
|
||
sb.WriteString(fmt.Sprintf("- Sharpe Ratio: %.2f\n", stats.SharpeRatio))
|
||
sb.WriteString(fmt.Sprintf("- Win/Loss Ratio: %.2f\n", winLossRatio))
|
||
sb.WriteString(fmt.Sprintf("- Total PnL: %+.2f USDT\n", stats.TotalPnL))
|
||
sb.WriteString(fmt.Sprintf("- Avg Win: +%.2f USDT\n", stats.AvgWin))
|
||
sb.WriteString(fmt.Sprintf("- Avg Loss: -%.2f USDT\n", stats.AvgLoss))
|
||
sb.WriteString(fmt.Sprintf("- Max Drawdown: %.1f%%\n\n", stats.MaxDrawdownPct))
|
||
|
||
// Analysis and decision guidance
|
||
sb.WriteString("**Decision Guidance**:\n")
|
||
|
||
// Specific recommendations based on stats
|
||
if stats.TotalTrades < 10 {
|
||
sb.WriteString("- Small sample size (<10 trades), statistics have limited significance\n")
|
||
}
|
||
|
||
if stats.ProfitFactor >= 1.5 && stats.SharpeRatio >= 1 {
|
||
sb.WriteString("- 📈 Good performance: Maintain current strategy approach\n")
|
||
} else if stats.ProfitFactor >= 1.0 {
|
||
sb.WriteString("- 📊 Normal performance: Strategy viable but has room for optimization\n")
|
||
}
|
||
|
||
if stats.ProfitFactor < 1.0 {
|
||
sb.WriteString("- ⚠️ Profit factor <1: Losses exceed profits, improve win/loss ratio, optimize TP/SL\n")
|
||
}
|
||
|
||
if winLossRatio > 0 && winLossRatio < 1.5 {
|
||
sb.WriteString("- ⚠️ Low win/loss ratio: Let profits run, increase take-profit targets\n")
|
||
}
|
||
|
||
if stats.MaxDrawdownPct > 30 {
|
||
sb.WriteString("- ⚠️ High max drawdown: Consider reducing position sizes to control risk\n")
|
||
} else if stats.MaxDrawdownPct < 10 {
|
||
sb.WriteString("- ✅ Good drawdown control: Risk management is effective\n")
|
||
}
|
||
|
||
sb.WriteString("\n")
|
||
return sb.String()
|
||
}
|
||
|
||
// formatRecentTradesEN formats recent trades (English)
|
||
func formatRecentTradesEN(orders []RecentOrder) string {
|
||
var sb strings.Builder
|
||
sb.WriteString("## Recent Completed Trades\n\n")
|
||
|
||
for i, order := range orders {
|
||
profitOrLoss := "Profit"
|
||
if order.RealizedPnL < 0 {
|
||
profitOrLoss = "Loss"
|
||
}
|
||
|
||
sb.WriteString(fmt.Sprintf("%d. %s %s | Entry %.4f Exit %.4f | %s: %+.2f USDT (%+.2f%%) | %s → %s (%s)\n",
|
||
i+1,
|
||
order.Symbol,
|
||
order.Side,
|
||
order.EntryPrice,
|
||
order.ExitPrice,
|
||
profitOrLoss,
|
||
order.RealizedPnL,
|
||
order.PnLPct,
|
||
order.EntryTime,
|
||
order.ExitTime,
|
||
order.HoldDuration,
|
||
))
|
||
}
|
||
|
||
sb.WriteString("\n")
|
||
return sb.String()
|
||
}
|
||
|
||
// formatCurrentPositionsEN formats current positions (English)
|
||
func formatCurrentPositionsEN(ctx *Context) string {
|
||
var sb strings.Builder
|
||
sb.WriteString("## Current Positions\n\n")
|
||
|
||
for i, pos := range ctx.Positions {
|
||
drawdown := pos.UnrealizedPnLPct - pos.PeakPnLPct
|
||
|
||
sb.WriteString(fmt.Sprintf("%d. %s %s | ", i+1, pos.Symbol, strings.ToUpper(pos.Side)))
|
||
sb.WriteString(fmt.Sprintf("Entry %.4f Current %.4f | ", pos.EntryPrice, pos.MarkPrice))
|
||
sb.WriteString(fmt.Sprintf("Qty %.4f | ", pos.Quantity))
|
||
sb.WriteString(fmt.Sprintf("Value %.2f USDT | ", pos.Quantity*pos.MarkPrice))
|
||
sb.WriteString(fmt.Sprintf("PnL %+.2f%% | ", pos.UnrealizedPnLPct))
|
||
sb.WriteString(fmt.Sprintf("PnL Amount %+.2f USDT | ", pos.UnrealizedPnL))
|
||
sb.WriteString(fmt.Sprintf("Peak PnL %.2f%% | ", pos.PeakPnLPct))
|
||
sb.WriteString(fmt.Sprintf("Leverage %dx | ", pos.Leverage))
|
||
sb.WriteString(fmt.Sprintf("Margin %.0f USDT | ", pos.MarginUsed))
|
||
sb.WriteString(fmt.Sprintf("Liq Price %.4f\n", pos.LiquidationPrice))
|
||
|
||
// Analysis hints
|
||
if drawdown < -0.30*pos.PeakPnLPct && pos.PeakPnLPct > 0.02 {
|
||
sb.WriteString(fmt.Sprintf(" ⚠️ **Take Profit Alert**: PnL dropped from peak %.2f%% to %.2f%%, drawdown %.2f%%, consider taking profit\n",
|
||
pos.PeakPnLPct, pos.UnrealizedPnLPct, (drawdown/pos.PeakPnLPct)*100))
|
||
}
|
||
|
||
if pos.UnrealizedPnLPct < -4.0 {
|
||
sb.WriteString(" ⚠️ **Stop Loss Alert**: Loss approaching -5% threshold, consider cutting loss\n")
|
||
}
|
||
|
||
if ctx.MarketDataMap != nil {
|
||
if mdata, ok := ctx.MarketDataMap[pos.Symbol]; ok {
|
||
sb.WriteString(fmt.Sprintf(" 📈 Current Price: %.4f\n", mdata.CurrentPrice))
|
||
}
|
||
}
|
||
|
||
sb.WriteString("\n")
|
||
}
|
||
|
||
return sb.String()
|
||
}
|
||
|
||
// formatCandidateCoinsEN formats candidate coins (English)
|
||
func formatCandidateCoinsEN(ctx *Context) string {
|
||
var sb strings.Builder
|
||
sb.WriteString("## Candidate Coins\n\n")
|
||
|
||
for i, coin := range ctx.CandidateCoins {
|
||
sb.WriteString(fmt.Sprintf("### %d. %s\n\n", i+1, coin.Symbol))
|
||
|
||
if ctx.MarketDataMap != nil {
|
||
if mdata, ok := ctx.MarketDataMap[coin.Symbol]; ok {
|
||
sb.WriteString(fmt.Sprintf("Current Price: %.4f\n\n", mdata.CurrentPrice))
|
||
|
||
if mdata.TimeframeData != nil {
|
||
sb.WriteString(formatKlineDataEN(coin.Symbol, mdata.TimeframeData, ctx.Timeframes))
|
||
}
|
||
}
|
||
}
|
||
|
||
if ctx.OITopDataMap != nil {
|
||
if oiData, ok := ctx.OITopDataMap[coin.Symbol]; ok {
|
||
sb.WriteString(fmt.Sprintf("**OI Change**: Rank #%d | Change %+.2f%% (%+.2fM USDT) | Price Change %+.2f%%\n\n",
|
||
oiData.Rank,
|
||
oiData.OIDeltaPercent,
|
||
oiData.OIDeltaValue/1_000_000,
|
||
oiData.PriceDeltaPercent,
|
||
))
|
||
|
||
oiChange := "increase"
|
||
if oiData.OIDeltaPercent < 0 {
|
||
oiChange = "decrease"
|
||
}
|
||
priceChange := "up"
|
||
if oiData.PriceDeltaPercent < 0 {
|
||
priceChange = "down"
|
||
}
|
||
|
||
interpretation := getOIInterpretationEN(oiChange, priceChange)
|
||
sb.WriteString(fmt.Sprintf("**Market Interpretation**: %s\n\n", interpretation))
|
||
}
|
||
}
|
||
}
|
||
|
||
return sb.String()
|
||
}
|
||
|
||
// formatKlineDataEN formats kline data (English)
|
||
func formatKlineDataEN(symbol string, tfData map[string]*market.TimeframeSeriesData, timeframes []string) string {
|
||
var sb strings.Builder
|
||
|
||
// Sort timeframes for consistent output
|
||
sortedTF := make([]string, len(timeframes))
|
||
copy(sortedTF, timeframes)
|
||
sort.Strings(sortedTF)
|
||
|
||
for _, tf := range sortedTF {
|
||
if data, ok := tfData[tf]; ok && len(data.Klines) > 0 {
|
||
sb.WriteString(fmt.Sprintf("#### %s Timeframe (oldest → latest)\n\n", tf))
|
||
sb.WriteString("```\n")
|
||
sb.WriteString("Time(UTC) Open High Low Close Volume\n")
|
||
|
||
startIdx := 0
|
||
if len(data.Klines) > 30 {
|
||
startIdx = len(data.Klines) - 30
|
||
}
|
||
|
||
for i := startIdx; i < len(data.Klines); i++ {
|
||
k := data.Klines[i]
|
||
t := time.UnixMilli(k.Time).UTC()
|
||
sb.WriteString(fmt.Sprintf("%s %.4f %.4f %.4f %.4f %.2f\n",
|
||
t.Format("01-02 15:04"),
|
||
k.Open,
|
||
k.High,
|
||
k.Low,
|
||
k.Close,
|
||
k.Volume,
|
||
))
|
||
}
|
||
|
||
if len(data.Klines) > 0 {
|
||
sb.WriteString(" <- current\n")
|
||
}
|
||
|
||
sb.WriteString("```\n\n")
|
||
}
|
||
}
|
||
|
||
return sb.String()
|
||
}
|
||
|
||
|
||
// getOIInterpretationEN returns OI change interpretation (English)
|
||
func getOIInterpretationEN(oiChange, priceChange string) string {
|
||
if oiChange == "increase" && priceChange == "up" {
|
||
return OIInterpretation.OIUp_PriceUp.EN
|
||
} else if oiChange == "increase" && priceChange == "down" {
|
||
return OIInterpretation.OIUp_PriceDown.EN
|
||
} else if oiChange == "decrease" && priceChange == "up" {
|
||
return OIInterpretation.OIDown_PriceUp.EN
|
||
} else {
|
||
return OIInterpretation.OIDown_PriceDown.EN
|
||
}
|
||
}
|