mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-09 14:00:57 +08:00
2334d78e4a
- Remove system_config, beta_codes, signal_source tables and related code - Simplify config.go to only read from .env (APIServerPort, JWTSecret, RegistrationEnabled) - Remove GetCustomCoins, use all USDT perpetual contracts for WSMonitor - Add trader_equity_snapshots table for equity tracking - Remove signal source modal from frontend AITradersPage - Fix WSMonitor nil panic by restoring initialization in main.go
365 lines
12 KiB
Go
365 lines
12 KiB
Go
package store
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import (
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"database/sql"
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"encoding/json"
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"fmt"
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"time"
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)
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// DecisionStore 决策日志存储
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type DecisionStore struct {
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db *sql.DB
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}
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// DecisionRecord 决策记录
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type DecisionRecord struct {
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ID int64 `json:"id"`
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TraderID string `json:"trader_id"`
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CycleNumber int `json:"cycle_number"`
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Timestamp time.Time `json:"timestamp"`
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SystemPrompt string `json:"system_prompt"`
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InputPrompt string `json:"input_prompt"`
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CoTTrace string `json:"cot_trace"`
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DecisionJSON string `json:"decision_json"`
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CandidateCoins []string `json:"candidate_coins"`
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ExecutionLog []string `json:"execution_log"`
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Success bool `json:"success"`
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ErrorMessage string `json:"error_message"`
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AIRequestDurationMs int64 `json:"ai_request_duration_ms"`
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AccountState AccountSnapshot `json:"account_state"`
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Positions []PositionSnapshot `json:"positions"`
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Decisions []DecisionAction `json:"decisions"`
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}
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// AccountSnapshot 账户状态快照
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type AccountSnapshot struct {
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TotalBalance float64 `json:"total_balance"`
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AvailableBalance float64 `json:"available_balance"`
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TotalUnrealizedProfit float64 `json:"total_unrealized_profit"`
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PositionCount int `json:"position_count"`
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MarginUsedPct float64 `json:"margin_used_pct"`
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InitialBalance float64 `json:"initial_balance"`
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}
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// PositionSnapshot 持仓快照
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type PositionSnapshot struct {
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Symbol string `json:"symbol"`
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Side string `json:"side"`
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PositionAmt float64 `json:"position_amt"`
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EntryPrice float64 `json:"entry_price"`
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MarkPrice float64 `json:"mark_price"`
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UnrealizedProfit float64 `json:"unrealized_profit"`
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Leverage float64 `json:"leverage"`
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LiquidationPrice float64 `json:"liquidation_price"`
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}
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// DecisionAction 决策动作
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type DecisionAction struct {
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Action string `json:"action"`
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Symbol string `json:"symbol"`
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Quantity float64 `json:"quantity"`
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Leverage int `json:"leverage"`
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Price float64 `json:"price"`
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OrderID int64 `json:"order_id"`
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Timestamp time.Time `json:"timestamp"`
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Success bool `json:"success"`
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Error string `json:"error"`
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}
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// Statistics 统计信息
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type Statistics struct {
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TotalCycles int `json:"total_cycles"`
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SuccessfulCycles int `json:"successful_cycles"`
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FailedCycles int `json:"failed_cycles"`
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TotalOpenPositions int `json:"total_open_positions"`
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TotalClosePositions int `json:"total_close_positions"`
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}
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// initTables 初始化 AI 决策日志表
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// 注意：账户净值曲线数据已迁移到 trader_equity_snapshots 表（由 EquityStore 管理）
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func (s *DecisionStore) initTables() error {
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queries := []string{
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// AI 决策日志表（记录 AI 的输入输出、思维链等）
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`CREATE TABLE IF NOT EXISTS decision_records (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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trader_id TEXT NOT NULL,
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cycle_number INTEGER NOT NULL,
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timestamp DATETIME NOT NULL,
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system_prompt TEXT DEFAULT '',
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input_prompt TEXT DEFAULT '',
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cot_trace TEXT DEFAULT '',
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decision_json TEXT DEFAULT '',
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candidate_coins TEXT DEFAULT '',
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execution_log TEXT DEFAULT '',
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success BOOLEAN DEFAULT 0,
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error_message TEXT DEFAULT '',
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ai_request_duration_ms INTEGER DEFAULT 0,
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created_at DATETIME DEFAULT CURRENT_TIMESTAMP
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)`,
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// 索引
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`CREATE INDEX IF NOT EXISTS idx_decision_records_trader_time ON decision_records(trader_id, timestamp DESC)`,
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`CREATE INDEX IF NOT EXISTS idx_decision_records_timestamp ON decision_records(timestamp DESC)`,
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}
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for _, query := range queries {
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if _, err := s.db.Exec(query); err != nil {
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return fmt.Errorf("执行SQL失败: %w", err)
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}
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}
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return nil
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}
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// LogDecision 记录决策（仅保存 AI 决策日志，净值曲线已迁移到 equity 表）
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func (s *DecisionStore) LogDecision(record *DecisionRecord) error {
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if record.Timestamp.IsZero() {
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record.Timestamp = time.Now().UTC()
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} else {
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record.Timestamp = record.Timestamp.UTC()
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}
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// 序列化候选币种和执行日志为 JSON
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candidateCoinsJSON, _ := json.Marshal(record.CandidateCoins)
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executionLogJSON, _ := json.Marshal(record.ExecutionLog)
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// 插入决策记录主表（仅保存 AI 决策相关内容）
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result, err := s.db.Exec(`
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INSERT INTO decision_records (
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trader_id, cycle_number, timestamp, system_prompt, input_prompt,
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cot_trace, decision_json, candidate_coins, execution_log,
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success, error_message, ai_request_duration_ms
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) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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`,
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record.TraderID, record.CycleNumber, record.Timestamp.Format(time.RFC3339),
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record.SystemPrompt, record.InputPrompt, record.CoTTrace, record.DecisionJSON,
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string(candidateCoinsJSON), string(executionLogJSON),
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record.Success, record.ErrorMessage, record.AIRequestDurationMs,
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)
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if err != nil {
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return fmt.Errorf("插入决策记录失败: %w", err)
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}
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decisionID, err := result.LastInsertId()
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if err != nil {
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return fmt.Errorf("获取决策ID失败: %w", err)
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}
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record.ID = decisionID
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return nil
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}
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// GetLatestRecords 获取指定交易员最近N条记录（按时间正序：从旧到新）
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func (s *DecisionStore) GetLatestRecords(traderID string, n int) ([]*DecisionRecord, error) {
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rows, err := s.db.Query(`
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SELECT id, trader_id, cycle_number, timestamp, system_prompt, input_prompt,
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cot_trace, decision_json, candidate_coins, execution_log,
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success, error_message, ai_request_duration_ms
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FROM decision_records
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WHERE trader_id = ?
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ORDER BY timestamp DESC
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LIMIT ?
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`, traderID, n)
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if err != nil {
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return nil, fmt.Errorf("查询决策记录失败: %w", err)
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}
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defer rows.Close()
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var records []*DecisionRecord
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for rows.Next() {
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record, err := s.scanDecisionRecord(rows)
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if err != nil {
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continue
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}
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records = append(records, record)
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}
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// 填充关联数据
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for _, record := range records {
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s.fillRecordDetails(record)
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}
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// 反转数组，让时间从旧到新排列
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for i, j := 0, len(records)-1; i < j; i, j = i+1, j-1 {
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records[i], records[j] = records[j], records[i]
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}
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return records, nil
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}
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// GetAllLatestRecords 获取所有交易员最近N条记录
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func (s *DecisionStore) GetAllLatestRecords(n int) ([]*DecisionRecord, error) {
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rows, err := s.db.Query(`
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SELECT id, trader_id, cycle_number, timestamp, system_prompt, input_prompt,
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cot_trace, decision_json, candidate_coins, execution_log,
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success, error_message, ai_request_duration_ms
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FROM decision_records
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ORDER BY timestamp DESC
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LIMIT ?
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`, n)
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if err != nil {
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return nil, fmt.Errorf("查询决策记录失败: %w", err)
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}
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defer rows.Close()
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var records []*DecisionRecord
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for rows.Next() {
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record, err := s.scanDecisionRecord(rows)
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if err != nil {
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continue
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}
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records = append(records, record)
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}
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// 反转数组
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for i, j := 0, len(records)-1; i < j; i, j = i+1, j-1 {
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records[i], records[j] = records[j], records[i]
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}
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return records, nil
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}
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// GetRecordsByDate 获取指定交易员指定日期的所有记录
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func (s *DecisionStore) GetRecordsByDate(traderID string, date time.Time) ([]*DecisionRecord, error) {
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dateStr := date.Format("2006-01-02")
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rows, err := s.db.Query(`
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SELECT id, trader_id, cycle_number, timestamp, system_prompt, input_prompt,
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cot_trace, decision_json, candidate_coins, execution_log,
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success, error_message, ai_request_duration_ms
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FROM decision_records
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WHERE trader_id = ? AND DATE(timestamp) = ?
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ORDER BY timestamp ASC
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`, traderID, dateStr)
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if err != nil {
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return nil, fmt.Errorf("查询决策记录失败: %w", err)
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}
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defer rows.Close()
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var records []*DecisionRecord
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for rows.Next() {
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record, err := s.scanDecisionRecord(rows)
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if err != nil {
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continue
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}
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records = append(records, record)
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}
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return records, nil
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}
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// CleanOldRecords 清理N天前的旧记录
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func (s *DecisionStore) CleanOldRecords(traderID string, days int) (int64, error) {
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cutoffTime := time.Now().AddDate(0, 0, -days).Format(time.RFC3339)
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result, err := s.db.Exec(`
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DELETE FROM decision_records
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WHERE trader_id = ? AND timestamp < ?
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`, traderID, cutoffTime)
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if err != nil {
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return 0, fmt.Errorf("清理旧记录失败: %w", err)
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}
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return result.RowsAffected()
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}
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// GetStatistics 获取指定交易员的统计信息
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func (s *DecisionStore) GetStatistics(traderID string) (*Statistics, error) {
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stats := &Statistics{}
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err := s.db.QueryRow(`
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SELECT COUNT(*) FROM decision_records WHERE trader_id = ?
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`, traderID).Scan(&stats.TotalCycles)
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if err != nil {
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return nil, fmt.Errorf("查询总周期数失败: %w", err)
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}
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err = s.db.QueryRow(`
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SELECT COUNT(*) FROM decision_records WHERE trader_id = ? AND success = 1
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`, traderID).Scan(&stats.SuccessfulCycles)
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if err != nil {
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return nil, fmt.Errorf("查询成功周期数失败: %w", err)
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}
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stats.FailedCycles = stats.TotalCycles - stats.SuccessfulCycles
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// 从 trader_orders 表统计开仓次数
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s.db.QueryRow(`
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SELECT COUNT(*) FROM trader_orders
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WHERE trader_id = ? AND status = 'FILLED' AND action IN ('open_long', 'open_short')
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`, traderID).Scan(&stats.TotalOpenPositions)
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// 从 trader_orders 表统计平仓次数
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s.db.QueryRow(`
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SELECT COUNT(*) FROM trader_orders
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WHERE trader_id = ? AND status = 'FILLED' AND action IN ('close_long', 'close_short', 'auto_close_long', 'auto_close_short')
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`, traderID).Scan(&stats.TotalClosePositions)
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return stats, nil
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}
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// GetAllStatistics 获取所有交易员的统计信息
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func (s *DecisionStore) GetAllStatistics() (*Statistics, error) {
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stats := &Statistics{}
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s.db.QueryRow(`SELECT COUNT(*) FROM decision_records`).Scan(&stats.TotalCycles)
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s.db.QueryRow(`SELECT COUNT(*) FROM decision_records WHERE success = 1`).Scan(&stats.SuccessfulCycles)
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stats.FailedCycles = stats.TotalCycles - stats.SuccessfulCycles
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// 从 trader_orders 表统计
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s.db.QueryRow(`
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SELECT COUNT(*) FROM trader_orders
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WHERE status = 'FILLED' AND action IN ('open_long', 'open_short')
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`).Scan(&stats.TotalOpenPositions)
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s.db.QueryRow(`
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SELECT COUNT(*) FROM trader_orders
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WHERE status = 'FILLED' AND action IN ('close_long', 'close_short', 'auto_close_long', 'auto_close_short')
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`).Scan(&stats.TotalClosePositions)
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return stats, nil
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}
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// GetLastCycleNumber 获取指定交易员的最后周期编号
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func (s *DecisionStore) GetLastCycleNumber(traderID string) (int, error) {
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var cycleNumber int
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err := s.db.QueryRow(`
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SELECT COALESCE(MAX(cycle_number), 0) FROM decision_records WHERE trader_id = ?
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`, traderID).Scan(&cycleNumber)
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if err != nil {
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return 0, err
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}
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return cycleNumber, nil
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}
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// scanDecisionRecord 从行中扫描决策记录
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func (s *DecisionStore) scanDecisionRecord(rows *sql.Rows) (*DecisionRecord, error) {
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var record DecisionRecord
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var timestampStr string
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var candidateCoinsJSON, executionLogJSON string
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err := rows.Scan(
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&record.ID, &record.TraderID, &record.CycleNumber, ×tampStr,
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&record.SystemPrompt, &record.InputPrompt, &record.CoTTrace,
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&record.DecisionJSON, &candidateCoinsJSON, &executionLogJSON,
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&record.Success, &record.ErrorMessage, &record.AIRequestDurationMs,
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)
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if err != nil {
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return nil, err
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}
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record.Timestamp, _ = time.Parse(time.RFC3339, timestampStr)
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json.Unmarshal([]byte(candidateCoinsJSON), &record.CandidateCoins)
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json.Unmarshal([]byte(executionLogJSON), &record.ExecutionLog)
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return &record, nil
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}
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// fillRecordDetails 填充决策记录的关联数据（旧的关联表已删除，此函数保留用于兼容性）
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// 注意：账户快照、持仓快照、决策动作等数据已不再存储在 decision 相关表中
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// - 净值数据请使用 EquityStore.GetLatest()
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// - 订单数据请使用 OrderStore
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func (s *DecisionStore) fillRecordDetails(record *DecisionRecord) {
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// 旧的关联表已删除，不再需要填充
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// AccountState, Positions, Decisions 字段将保持为零值
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}
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