mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-06-06 05:51:19 +08:00
773857351f
Add GridDirection type with 5 states: - neutral (50% buy + 50% sell) - long/short (100% one direction) - long_bias/short_bias (70%/30% configurable) Direction adjustment logic: - Short box breakout → bias direction (long_bias/short_bias) - Mid box breakout → full direction (long/short) - Long box breakout → emergency handling (unchanged) - Recovery: long → long_bias → neutral ← short_bias ← short Config options: - EnableDirectionAdjust (default: false) - DirectionBiasRatio (default: 0.7) Includes unit tests for all direction-related functions.
619 lines
23 KiB
Go
619 lines
23 KiB
Go
package kernel
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import (
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"encoding/json"
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"fmt"
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"nofx/logger"
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"nofx/market"
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"nofx/mcp"
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"nofx/store"
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"strings"
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"time"
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)
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// ============================================================================
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// Grid Trading Context and Types
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// ============================================================================
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// GridLevelInfo represents a single grid level's current state
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type GridLevelInfo struct {
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Index int `json:"index"` // Level index (0 = lowest)
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Price float64 `json:"price"` // Target price for this level
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State string `json:"state"` // "empty", "pending", "filled"
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Side string `json:"side"` // "buy" or "sell"
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OrderID string `json:"order_id"` // Current order ID (if pending)
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OrderQuantity float64 `json:"order_quantity"` // Order quantity
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PositionSize float64 `json:"position_size"` // Position size (if filled)
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PositionEntry float64 `json:"position_entry"` // Entry price (if filled)
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AllocatedUSD float64 `json:"allocated_usd"` // USD allocated to this level
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UnrealizedPnL float64 `json:"unrealized_pnl"` // Unrealized P&L (if filled)
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}
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// GridContext contains all information needed for AI grid decision making
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type GridContext struct {
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// Basic info
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Symbol string `json:"symbol"`
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CurrentTime string `json:"current_time"`
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CurrentPrice float64 `json:"current_price"`
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// Grid configuration
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GridCount int `json:"grid_count"`
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TotalInvestment float64 `json:"total_investment"`
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Leverage int `json:"leverage"`
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UpperPrice float64 `json:"upper_price"`
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LowerPrice float64 `json:"lower_price"`
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GridSpacing float64 `json:"grid_spacing"`
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Distribution string `json:"distribution"`
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// Grid state
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Levels []GridLevelInfo `json:"levels"`
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ActiveOrderCount int `json:"active_order_count"`
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FilledLevelCount int `json:"filled_level_count"`
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IsPaused bool `json:"is_paused"`
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// Market data
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ATR14 float64 `json:"atr14"`
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BollingerUpper float64 `json:"bollinger_upper"`
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BollingerMiddle float64 `json:"bollinger_middle"`
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BollingerLower float64 `json:"bollinger_lower"`
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BollingerWidth float64 `json:"bollinger_width"` // Percentage
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EMA20 float64 `json:"ema20"`
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EMA50 float64 `json:"ema50"`
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EMADistance float64 `json:"ema_distance"` // Percentage
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RSI14 float64 `json:"rsi14"`
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MACD float64 `json:"macd"`
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MACDSignal float64 `json:"macd_signal"`
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MACDHistogram float64 `json:"macd_histogram"`
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FundingRate float64 `json:"funding_rate"`
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Volume24h float64 `json:"volume_24h"`
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PriceChange1h float64 `json:"price_change_1h"`
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PriceChange4h float64 `json:"price_change_4h"`
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// Account info
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TotalEquity float64 `json:"total_equity"`
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AvailableBalance float64 `json:"available_balance"`
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CurrentPosition float64 `json:"current_position"` // Net position size
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UnrealizedPnL float64 `json:"unrealized_pnl"`
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// Performance
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TotalProfit float64 `json:"total_profit"`
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TotalTrades int `json:"total_trades"`
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WinningTrades int `json:"winning_trades"`
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MaxDrawdown float64 `json:"max_drawdown"`
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DailyPnL float64 `json:"daily_pnl"`
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// Box indicators (Donchian Channels)
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BoxData *market.BoxData `json:"box_data,omitempty"`
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// Grid direction (neutral, long, short, long_bias, short_bias)
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CurrentDirection string `json:"current_direction,omitempty"`
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}
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// ============================================================================
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// Grid Prompt Building
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// ============================================================================
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// BuildGridSystemPrompt builds the system prompt for grid trading AI
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func BuildGridSystemPrompt(config *store.GridStrategyConfig, lang string) string {
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if lang == "zh" {
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return buildGridSystemPromptZh(config)
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}
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return buildGridSystemPromptEn(config)
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}
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func buildGridSystemPromptZh(config *store.GridStrategyConfig) string {
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return fmt.Sprintf(`# 你是一个专业的网格交易AI
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## 角色定义
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你是一个经验丰富的网格交易专家，负责管理 %s 的网格交易策略。你的任务是：
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1. 判断当前市场状态（震荡/趋势/高波动）
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2. 决定是否需要调整网格或暂停交易
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3. 管理每个网格层级的订单
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## 网格配置
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- 交易对: %s
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- 网格层数: %d
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- 总投资: %.2f USDT
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- 杠杆: %dx
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- 价格分布: %s
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## 决策规则
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### 市场状态判断
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- **震荡市场** (适合网格): 布林带宽度 < 3%%, EMA20/50 距离 < 1%%, 价格在布林带中轨附近
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- **趋势市场** (暂停网格): 布林带宽度 > 4%%, EMA20/50 距离 > 2%%, 价格持续突破布林带
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- **高波动市场** (谨慎): ATR异常放大, 价格剧烈波动
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### 可执行的操作
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- place_buy_limit: 在指定价格下买入限价单
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- place_sell_limit: 在指定价格下卖出限价单
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- cancel_order: 取消指定订单
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- cancel_all_orders: 取消所有订单
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- pause_grid: 暂停网格交易（趋势市场时）
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- resume_grid: 恢复网格交易（震荡市场时）
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- adjust_grid: 调整网格边界
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- hold: 保持当前状态不操作
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## 输出格式
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输出JSON数组，每个决策包含:
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- symbol: 交易对
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- action: 操作类型
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- price: 价格（限价单用）
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- quantity: 数量
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- level_index: 网格层级索引
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- order_id: 订单ID（取消订单用）
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- confidence: 置信度 0-100
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- reasoning: 决策理由
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示例:
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[
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{"symbol": "BTCUSDT", "action": "place_buy_limit", "price": 94000, "quantity": 0.01, "level_index": 2, "confidence": 85, "reasoning": "第2层价格接近，下买单"},
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{"symbol": "BTCUSDT", "action": "hold", "confidence": 90, "reasoning": "市场震荡，保持当前网格"}
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]
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`, config.Symbol, config.Symbol, config.GridCount, config.TotalInvestment, config.Leverage, config.Distribution)
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}
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func buildGridSystemPromptEn(config *store.GridStrategyConfig) string {
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return fmt.Sprintf(`# You are a Professional Grid Trading AI
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## Role Definition
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You are an experienced grid trading expert managing a grid strategy for %s. Your tasks are:
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1. Assess current market regime (ranging/trending/volatile)
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2. Decide whether to adjust grid or pause trading
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3. Manage orders at each grid level
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## Grid Configuration
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- Symbol: %s
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- Grid Levels: %d
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- Total Investment: %.2f USDT
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- Leverage: %dx
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- Distribution: %s
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## Decision Rules
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### Market Regime Assessment
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- **Ranging Market** (ideal for grid): Bollinger width < 3%%, EMA20/50 distance < 1%%, price near middle band
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- **Trending Market** (pause grid): Bollinger width > 4%%, EMA20/50 distance > 2%%, price breaking bands
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- **High Volatility** (caution): ATR spike, erratic price movement
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### Available Actions
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- place_buy_limit: Place buy limit order at specified price
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- place_sell_limit: Place sell limit order at specified price
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- cancel_order: Cancel specific order
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- cancel_all_orders: Cancel all orders
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- pause_grid: Pause grid trading (in trending market)
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- resume_grid: Resume grid trading (in ranging market)
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- adjust_grid: Adjust grid boundaries
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- hold: Maintain current state
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## Output Format
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Output JSON array, each decision contains:
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- symbol: Trading pair
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- action: Action type
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- price: Price (for limit orders)
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- quantity: Quantity
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- level_index: Grid level index
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- order_id: Order ID (for cancel)
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- confidence: Confidence 0-100
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- reasoning: Decision reason
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Example:
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[
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{"symbol": "BTCUSDT", "action": "place_buy_limit", "price": 94000, "quantity": 0.01, "level_index": 2, "confidence": 85, "reasoning": "Level 2 price approaching, place buy order"},
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{"symbol": "BTCUSDT", "action": "hold", "confidence": 90, "reasoning": "Market ranging, maintain current grid"}
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]
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`, config.Symbol, config.Symbol, config.GridCount, config.TotalInvestment, config.Leverage, config.Distribution)
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}
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// BuildGridUserPrompt builds the user prompt with current grid context
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func BuildGridUserPrompt(ctx *GridContext, lang string) string {
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if lang == "zh" {
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return buildGridUserPromptZh(ctx)
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}
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return buildGridUserPromptEn(ctx)
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}
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func buildGridUserPromptZh(ctx *GridContext) string {
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var sb strings.Builder
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sb.WriteString(fmt.Sprintf("## 当前时间: %s\n\n", ctx.CurrentTime))
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// Market data section
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sb.WriteString("## 市场数据\n")
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sb.WriteString(fmt.Sprintf("- 当前价格: $%.2f\n", ctx.CurrentPrice))
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sb.WriteString(fmt.Sprintf("- 1小时涨跌: %.2f%%\n", ctx.PriceChange1h))
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sb.WriteString(fmt.Sprintf("- 4小时涨跌: %.2f%%\n", ctx.PriceChange4h))
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sb.WriteString(fmt.Sprintf("- ATR14: $%.2f (%.2f%%)\n", ctx.ATR14, ctx.ATR14/ctx.CurrentPrice*100))
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sb.WriteString(fmt.Sprintf("- 布林带: 上轨 $%.2f, 中轨 $%.2f, 下轨 $%.2f\n", ctx.BollingerUpper, ctx.BollingerMiddle, ctx.BollingerLower))
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sb.WriteString(fmt.Sprintf("- 布林带宽度: %.2f%%\n", ctx.BollingerWidth))
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sb.WriteString(fmt.Sprintf("- EMA20: $%.2f, EMA50: $%.2f, 距离: %.2f%%\n", ctx.EMA20, ctx.EMA50, ctx.EMADistance))
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sb.WriteString(fmt.Sprintf("- RSI14: %.1f\n", ctx.RSI14))
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sb.WriteString(fmt.Sprintf("- MACD: %.4f, Signal: %.4f, Histogram: %.4f\n", ctx.MACD, ctx.MACDSignal, ctx.MACDHistogram))
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sb.WriteString(fmt.Sprintf("- 资金费率: %.4f%%\n", ctx.FundingRate*100))
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sb.WriteString("\n")
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// Box Indicator Section
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if ctx.BoxData != nil {
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sb.WriteString("## 箱体指标 (唐奇安通道)\n\n")
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sb.WriteString("| 箱体级别 | 上轨 | 下轨 | 宽度 |\n")
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sb.WriteString("|----------|------|------|------|\n")
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shortWidth := 0.0
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midWidth := 0.0
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longWidth := 0.0
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if ctx.BoxData.CurrentPrice > 0 {
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shortWidth = (ctx.BoxData.ShortUpper - ctx.BoxData.ShortLower) / ctx.BoxData.CurrentPrice * 100
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midWidth = (ctx.BoxData.MidUpper - ctx.BoxData.MidLower) / ctx.BoxData.CurrentPrice * 100
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longWidth = (ctx.BoxData.LongUpper - ctx.BoxData.LongLower) / ctx.BoxData.CurrentPrice * 100
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}
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sb.WriteString(fmt.Sprintf("| 短期 (3天) | %.2f | %.2f | %.2f%% |\n",
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ctx.BoxData.ShortUpper, ctx.BoxData.ShortLower, shortWidth))
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sb.WriteString(fmt.Sprintf("| 中期 (10天) | %.2f | %.2f | %.2f%% |\n",
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ctx.BoxData.MidUpper, ctx.BoxData.MidLower, midWidth))
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sb.WriteString(fmt.Sprintf("| 长期 (21天) | %.2f | %.2f | %.2f%% |\n",
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ctx.BoxData.LongUpper, ctx.BoxData.LongLower, longWidth))
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sb.WriteString(fmt.Sprintf("\n当前价格: %.2f\n", ctx.BoxData.CurrentPrice))
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// Check position relative to boxes
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price := ctx.BoxData.CurrentPrice
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if price > ctx.BoxData.LongUpper || price < ctx.BoxData.LongLower {
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sb.WriteString("⚠️ 突破: 价格突破长期箱体!\n")
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} else if price > ctx.BoxData.MidUpper || price < ctx.BoxData.MidLower {
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sb.WriteString("⚠️ 警告: 价格接近长期箱体边界\n")
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}
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sb.WriteString("\n")
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}
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// Account section
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sb.WriteString("## 账户状态\n")
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sb.WriteString(fmt.Sprintf("- 总权益: $%.2f\n", ctx.TotalEquity))
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sb.WriteString(fmt.Sprintf("- 可用余额: $%.2f\n", ctx.AvailableBalance))
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sb.WriteString(fmt.Sprintf("- 当前持仓: %.4f (净头寸)\n", ctx.CurrentPosition))
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sb.WriteString(fmt.Sprintf("- 未实现盈亏: $%.2f\n", ctx.UnrealizedPnL))
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sb.WriteString("\n")
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// Grid state section
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sb.WriteString("## 网格状态\n")
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sb.WriteString(fmt.Sprintf("- 网格范围: $%.2f - $%.2f\n", ctx.LowerPrice, ctx.UpperPrice))
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sb.WriteString(fmt.Sprintf("- 网格间距: $%.2f\n", ctx.GridSpacing))
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sb.WriteString(fmt.Sprintf("- 活跃订单数: %d\n", ctx.ActiveOrderCount))
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sb.WriteString(fmt.Sprintf("- 已成交层数: %d\n", ctx.FilledLevelCount))
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sb.WriteString(fmt.Sprintf("- 网格已暂停: %v\n", ctx.IsPaused))
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if ctx.CurrentDirection != "" {
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directionDescZh := map[string]string{
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"neutral": "中性 (50%买+50%卖)",
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"long": "做多 (100%买)",
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"short": "做空 (100%卖)",
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"long_bias": "偏多 (70%买+30%卖)",
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"short_bias": "偏空 (30%买+70%卖)",
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}
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desc := directionDescZh[ctx.CurrentDirection]
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if desc == "" {
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desc = ctx.CurrentDirection
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}
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sb.WriteString(fmt.Sprintf("- 网格方向: %s\n", desc))
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}
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sb.WriteString("\n")
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// Grid levels detail
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sb.WriteString("## 网格层级详情\n")
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sb.WriteString("| 层级 | 价格 | 状态 | 方向 | 订单数量 | 持仓数量 | 未实现盈亏 |\n")
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sb.WriteString("|------|------|------|------|----------|----------|------------|\n")
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for _, level := range ctx.Levels {
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sb.WriteString(fmt.Sprintf("| %d | $%.2f | %s | %s | %.4f | %.4f | $%.2f |\n",
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level.Index, level.Price, level.State, level.Side,
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level.OrderQuantity, level.PositionSize, level.UnrealizedPnL))
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}
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sb.WriteString("\n")
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// Performance section
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sb.WriteString("## 绩效统计\n")
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sb.WriteString(fmt.Sprintf("- 总利润: $%.2f\n", ctx.TotalProfit))
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sb.WriteString(fmt.Sprintf("- 总交易次数: %d\n", ctx.TotalTrades))
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sb.WriteString(fmt.Sprintf("- 胜率: %.1f%%\n", float64(ctx.WinningTrades)/float64(max(ctx.TotalTrades, 1))*100))
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sb.WriteString(fmt.Sprintf("- 最大回撤: %.2f%%\n", ctx.MaxDrawdown))
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sb.WriteString(fmt.Sprintf("- 今日盈亏: $%.2f\n", ctx.DailyPnL))
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sb.WriteString("\n")
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sb.WriteString("## 请分析以上数据，做出网格交易决策\n")
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sb.WriteString("输出JSON数组格式的决策列表。\n")
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return sb.String()
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}
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func buildGridUserPromptEn(ctx *GridContext) string {
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var sb strings.Builder
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sb.WriteString(fmt.Sprintf("## Current Time: %s\n\n", ctx.CurrentTime))
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// Market data section
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sb.WriteString("## Market Data\n")
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sb.WriteString(fmt.Sprintf("- Current Price: $%.2f\n", ctx.CurrentPrice))
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sb.WriteString(fmt.Sprintf("- 1h Change: %.2f%%\n", ctx.PriceChange1h))
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sb.WriteString(fmt.Sprintf("- 4h Change: %.2f%%\n", ctx.PriceChange4h))
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sb.WriteString(fmt.Sprintf("- ATR14: $%.2f (%.2f%%)\n", ctx.ATR14, ctx.ATR14/ctx.CurrentPrice*100))
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sb.WriteString(fmt.Sprintf("- Bollinger Bands: Upper $%.2f, Middle $%.2f, Lower $%.2f\n", ctx.BollingerUpper, ctx.BollingerMiddle, ctx.BollingerLower))
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sb.WriteString(fmt.Sprintf("- Bollinger Width: %.2f%%\n", ctx.BollingerWidth))
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sb.WriteString(fmt.Sprintf("- EMA20: $%.2f, EMA50: $%.2f, Distance: %.2f%%\n", ctx.EMA20, ctx.EMA50, ctx.EMADistance))
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sb.WriteString(fmt.Sprintf("- RSI14: %.1f\n", ctx.RSI14))
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sb.WriteString(fmt.Sprintf("- MACD: %.4f, Signal: %.4f, Histogram: %.4f\n", ctx.MACD, ctx.MACDSignal, ctx.MACDHistogram))
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||
sb.WriteString(fmt.Sprintf("- Funding Rate: %.4f%%\n", ctx.FundingRate*100))
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sb.WriteString("\n")
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||
// Box Indicator Section
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if ctx.BoxData != nil {
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||
sb.WriteString("## Box Indicators (Donchian Channels)\n\n")
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sb.WriteString("| Box Level | Upper | Lower | Width |\n")
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||
sb.WriteString("|-----------|-------|-------|-------|\n")
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shortWidth := 0.0
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midWidth := 0.0
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longWidth := 0.0
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if ctx.BoxData.CurrentPrice > 0 {
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shortWidth = (ctx.BoxData.ShortUpper - ctx.BoxData.ShortLower) / ctx.BoxData.CurrentPrice * 100
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midWidth = (ctx.BoxData.MidUpper - ctx.BoxData.MidLower) / ctx.BoxData.CurrentPrice * 100
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longWidth = (ctx.BoxData.LongUpper - ctx.BoxData.LongLower) / ctx.BoxData.CurrentPrice * 100
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}
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sb.WriteString(fmt.Sprintf("| Short (3d) | %.2f | %.2f | %.2f%% |\n",
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||
ctx.BoxData.ShortUpper, ctx.BoxData.ShortLower, shortWidth))
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||
sb.WriteString(fmt.Sprintf("| Mid (10d) | %.2f | %.2f | %.2f%% |\n",
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||
ctx.BoxData.MidUpper, ctx.BoxData.MidLower, midWidth))
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||
sb.WriteString(fmt.Sprintf("| Long (21d) | %.2f | %.2f | %.2f%% |\n",
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||
ctx.BoxData.LongUpper, ctx.BoxData.LongLower, longWidth))
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||
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sb.WriteString(fmt.Sprintf("\nCurrent Price: %.2f\n", ctx.BoxData.CurrentPrice))
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// Check position relative to boxes
|
||
price := ctx.BoxData.CurrentPrice
|
||
if price > ctx.BoxData.LongUpper || price < ctx.BoxData.LongLower {
|
||
sb.WriteString("⚠️ BREAKOUT: Price outside long-term box!\n")
|
||
} else if price > ctx.BoxData.MidUpper || price < ctx.BoxData.MidLower {
|
||
sb.WriteString("⚠️ WARNING: Price approaching long-term box boundary\n")
|
||
}
|
||
sb.WriteString("\n")
|
||
}
|
||
|
||
// Account section
|
||
sb.WriteString("## Account Status\n")
|
||
sb.WriteString(fmt.Sprintf("- Total Equity: $%.2f\n", ctx.TotalEquity))
|
||
sb.WriteString(fmt.Sprintf("- Available Balance: $%.2f\n", ctx.AvailableBalance))
|
||
sb.WriteString(fmt.Sprintf("- Current Position: %.4f (net)\n", ctx.CurrentPosition))
|
||
sb.WriteString(fmt.Sprintf("- Unrealized PnL: $%.2f\n", ctx.UnrealizedPnL))
|
||
sb.WriteString("\n")
|
||
|
||
// Grid state section
|
||
sb.WriteString("## Grid Status\n")
|
||
sb.WriteString(fmt.Sprintf("- Grid Range: $%.2f - $%.2f\n", ctx.LowerPrice, ctx.UpperPrice))
|
||
sb.WriteString(fmt.Sprintf("- Grid Spacing: $%.2f\n", ctx.GridSpacing))
|
||
sb.WriteString(fmt.Sprintf("- Active Orders: %d\n", ctx.ActiveOrderCount))
|
||
sb.WriteString(fmt.Sprintf("- Filled Levels: %d\n", ctx.FilledLevelCount))
|
||
sb.WriteString(fmt.Sprintf("- Grid Paused: %v\n", ctx.IsPaused))
|
||
if ctx.CurrentDirection != "" {
|
||
directionDescEn := map[string]string{
|
||
"neutral": "Neutral (50% buy + 50% sell)",
|
||
"long": "Long (100% buy)",
|
||
"short": "Short (100% sell)",
|
||
"long_bias": "Long Bias (70% buy + 30% sell)",
|
||
"short_bias": "Short Bias (30% buy + 70% sell)",
|
||
}
|
||
desc := directionDescEn[ctx.CurrentDirection]
|
||
if desc == "" {
|
||
desc = ctx.CurrentDirection
|
||
}
|
||
sb.WriteString(fmt.Sprintf("- Grid Direction: %s\n", desc))
|
||
}
|
||
sb.WriteString("\n")
|
||
|
||
// Grid levels detail
|
||
sb.WriteString("## Grid Levels Detail\n")
|
||
sb.WriteString("| Level | Price | State | Side | Order Qty | Position | Unrealized PnL |\n")
|
||
sb.WriteString("|-------|-------|-------|------|-----------|----------|----------------|\n")
|
||
for _, level := range ctx.Levels {
|
||
sb.WriteString(fmt.Sprintf("| %d | $%.2f | %s | %s | %.4f | %.4f | $%.2f |\n",
|
||
level.Index, level.Price, level.State, level.Side,
|
||
level.OrderQuantity, level.PositionSize, level.UnrealizedPnL))
|
||
}
|
||
sb.WriteString("\n")
|
||
|
||
// Performance section
|
||
sb.WriteString("## Performance Stats\n")
|
||
sb.WriteString(fmt.Sprintf("- Total Profit: $%.2f\n", ctx.TotalProfit))
|
||
sb.WriteString(fmt.Sprintf("- Total Trades: %d\n", ctx.TotalTrades))
|
||
sb.WriteString(fmt.Sprintf("- Win Rate: %.1f%%\n", float64(ctx.WinningTrades)/float64(max(ctx.TotalTrades, 1))*100))
|
||
sb.WriteString(fmt.Sprintf("- Max Drawdown: %.2f%%\n", ctx.MaxDrawdown))
|
||
sb.WriteString(fmt.Sprintf("- Daily PnL: $%.2f\n", ctx.DailyPnL))
|
||
sb.WriteString("\n")
|
||
|
||
sb.WriteString("## Please analyze the data above and make grid trading decisions\n")
|
||
sb.WriteString("Output a JSON array of decisions.\n")
|
||
|
||
return sb.String()
|
||
}
|
||
|
||
// ============================================================================
|
||
// Grid Decision Functions
|
||
// ============================================================================
|
||
|
||
// GetGridDecisions gets AI decisions for grid trading
|
||
func GetGridDecisions(ctx *GridContext, mcpClient mcp.AIClient, config *store.GridStrategyConfig, lang string) (*FullDecision, error) {
|
||
startTime := time.Now()
|
||
|
||
// Build prompts
|
||
systemPrompt := BuildGridSystemPrompt(config, lang)
|
||
userPrompt := BuildGridUserPrompt(ctx, lang)
|
||
|
||
logger.Infof("🤖 [Grid] Calling AI for grid decisions...")
|
||
|
||
// Call AI
|
||
response, err := mcpClient.CallWithMessages(systemPrompt, userPrompt)
|
||
if err != nil {
|
||
return nil, fmt.Errorf("AI call failed: %w", err)
|
||
}
|
||
|
||
// Parse decisions from response
|
||
decisions, err := parseGridDecisions(response, ctx.Symbol)
|
||
if err != nil {
|
||
logger.Warnf("Failed to parse grid decisions: %v", err)
|
||
// Return hold decision as fallback
|
||
decisions = []Decision{{
|
||
Symbol: ctx.Symbol,
|
||
Action: "hold",
|
||
Confidence: 50,
|
||
Reasoning: "Failed to parse AI response, holding current state",
|
||
}}
|
||
}
|
||
|
||
duration := time.Since(startTime).Milliseconds()
|
||
logger.Infof("⏱️ [Grid] AI call duration: %d ms, decisions: %d", duration, len(decisions))
|
||
|
||
// Extract chain of thought from response
|
||
cotTrace := extractCoTTrace(response)
|
||
|
||
return &FullDecision{
|
||
SystemPrompt: systemPrompt,
|
||
UserPrompt: userPrompt,
|
||
CoTTrace: cotTrace,
|
||
Decisions: decisions,
|
||
RawResponse: response,
|
||
AIRequestDurationMs: duration,
|
||
Timestamp: time.Now(),
|
||
}, nil
|
||
}
|
||
|
||
// parseGridDecisions parses AI response into grid decisions
|
||
func parseGridDecisions(response string, symbol string) ([]Decision, error) {
|
||
// Try to find JSON array in response
|
||
jsonStr := extractJSONArray(response)
|
||
if jsonStr == "" {
|
||
return nil, fmt.Errorf("no JSON array found in response")
|
||
}
|
||
|
||
var decisions []Decision
|
||
if err := json.Unmarshal([]byte(jsonStr), &decisions); err != nil {
|
||
return nil, fmt.Errorf("failed to parse JSON: %w", err)
|
||
}
|
||
|
||
// Validate and set default symbol
|
||
for i := range decisions {
|
||
if decisions[i].Symbol == "" {
|
||
decisions[i].Symbol = symbol
|
||
}
|
||
// Validate action
|
||
if !isValidGridAction(decisions[i].Action) {
|
||
logger.Warnf("Invalid grid action: %s", decisions[i].Action)
|
||
}
|
||
}
|
||
|
||
return decisions, nil
|
||
}
|
||
|
||
// extractJSONArray extracts JSON array from AI response
|
||
func extractJSONArray(response string) string {
|
||
// Try to find ```json code block first
|
||
matches := reJSONFence.FindStringSubmatch(response)
|
||
if len(matches) > 1 {
|
||
return matches[1]
|
||
}
|
||
|
||
// Try to find raw JSON array
|
||
matches = reJSONArray.FindStringSubmatch(response)
|
||
if len(matches) > 0 {
|
||
return matches[0]
|
||
}
|
||
|
||
return ""
|
||
}
|
||
|
||
// isValidGridAction checks if action is a valid grid action
|
||
func isValidGridAction(action string) bool {
|
||
validActions := map[string]bool{
|
||
"place_buy_limit": true,
|
||
"place_sell_limit": true,
|
||
"cancel_order": true,
|
||
"cancel_all_orders": true,
|
||
"pause_grid": true,
|
||
"resume_grid": true,
|
||
"adjust_grid": true,
|
||
"hold": true,
|
||
// Also support standard actions for compatibility
|
||
"open_long": true,
|
||
"open_short": true,
|
||
"close_long": true,
|
||
"close_short": true,
|
||
}
|
||
return validActions[action]
|
||
}
|
||
|
||
// ============================================================================
|
||
// Grid Context Builder Helpers
|
||
// ============================================================================
|
||
|
||
// BuildGridContextFromMarketData builds grid context from market data
|
||
func BuildGridContextFromMarketData(mktData *market.Data, config *store.GridStrategyConfig) *GridContext {
|
||
ctx := &GridContext{
|
||
Symbol: config.Symbol,
|
||
CurrentTime: time.Now().Format("2006-01-02 15:04:05"),
|
||
CurrentPrice: mktData.CurrentPrice,
|
||
|
||
// Grid config
|
||
GridCount: config.GridCount,
|
||
TotalInvestment: config.TotalInvestment,
|
||
Leverage: config.Leverage,
|
||
Distribution: config.Distribution,
|
||
|
||
// Market data
|
||
PriceChange1h: mktData.PriceChange1h,
|
||
PriceChange4h: mktData.PriceChange4h,
|
||
FundingRate: mktData.FundingRate,
|
||
}
|
||
|
||
// Extract indicators from timeframe data
|
||
if mktData.TimeframeData != nil {
|
||
if tf5m, ok := mktData.TimeframeData["5m"]; ok {
|
||
if len(tf5m.BOLLUpper) > 0 {
|
||
ctx.BollingerUpper = tf5m.BOLLUpper[len(tf5m.BOLLUpper)-1]
|
||
ctx.BollingerMiddle = tf5m.BOLLMiddle[len(tf5m.BOLLMiddle)-1]
|
||
ctx.BollingerLower = tf5m.BOLLLower[len(tf5m.BOLLLower)-1]
|
||
if ctx.BollingerMiddle > 0 {
|
||
ctx.BollingerWidth = (ctx.BollingerUpper - ctx.BollingerLower) / ctx.BollingerMiddle * 100
|
||
}
|
||
}
|
||
ctx.ATR14 = tf5m.ATR14
|
||
if len(tf5m.RSI14Values) > 0 {
|
||
ctx.RSI14 = tf5m.RSI14Values[len(tf5m.RSI14Values)-1]
|
||
}
|
||
}
|
||
}
|
||
|
||
// Extract longer term context
|
||
if mktData.LongerTermContext != nil {
|
||
if ctx.ATR14 == 0 {
|
||
ctx.ATR14 = mktData.LongerTermContext.ATR14
|
||
}
|
||
ctx.EMA50 = mktData.LongerTermContext.EMA50
|
||
}
|
||
|
||
ctx.EMA20 = mktData.CurrentEMA20
|
||
ctx.MACD = mktData.CurrentMACD
|
||
|
||
// Calculate EMA distance
|
||
if ctx.EMA50 > 0 {
|
||
ctx.EMADistance = (ctx.EMA20 - ctx.EMA50) / ctx.EMA50 * 100
|
||
}
|
||
|
||
return ctx
|
||
}
|
||
|
||
// Helper function for max
|
||
func max(a, b int) int {
|
||
if a > b {
|
||
return a
|
||
}
|
||
return b
|
||
}
|