mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-04 03:21:04 +08:00
## 问题背景
原有的 autoSyncBalanceIfNeeded() 函数存在严重 Bug:
1. 使用"可用余额"而非"总资产"
2. 开仓时可用余额下降,触发错误同步
3. 将 initial_balance 从 400 改为 220(可用余额)
4. 导致盈亏计算完全错误
实际案例:
- 初始余额:400 USDT
- 开仓后可用余额:220 USDT
- 错误同步:initial_balance = 220 ❌
- 显示盈亏:+169 USDT(错误,应该是 -14 USDT)
## 解决方案:净资产追踪法
### 核心算法
```
净资产 = 总资产 - 未实现盈亏
净资产变化 = (当前净资产 - initial_balance) / initial_balance
如果:
- 净资产变化 > 10%
- 且净资产增加
则:
- 同步 initial_balance = 净资产
```
### 关键改进
1. **使用总资产而非可用余额**
- 优先使用 total_wallet_balance
- fallback: totalWalletBalance, balance
2. **计算净资产(排除交易盈亏)**
- 提取所有持仓的未实现盈亏
- 净资产 = 总资产 - 未实现盈亏
- 这个值不受开仓影响,只受充值/提现影响
3. **即使有持仓也能检测充值**
- 场景:有持仓时充值 100 USDT
- 旧方案:跳过检测(需要等平仓)
- 新方案:净资产 +100,立即检测 ✓
4. **字段缺失保护**
- 支持多种字段名:unrealizedProfit, unRealizedProfit
- 支持 string 类型的 PNL
- 如果无法获取 PNL,安全地跳过同步
5. **只在净资产增加时同步**
- 充值:净资产 +100 → 同步 ✓
- 盈利:净资产 +50 → 同步 ✓
- 亏损:净资产 -50 → 跳过(保留原始 initial_balance)
6. **详细的日志输出**
- 显示:总资产、未实现盈亏、净资产
- 原因分析:"可能是用户充值"、"可能是交易盈利"
## 测试验证
### 场景 1:开仓交易(原 Bug)
```
初始:400 USDT
开仓后:
- 总资产:385 USDT
- 未实现盈亏:-15 USDT
- 净资产:385 - (-15) = 400 USDT
结果:净资产不变,不触发同步 ✓
```
### 场景 2:有持仓时充值(关键改进)
```
初始:400 USDT
有持仓(浮盈 +20)时充值 100 USDT:
- 总资产:520 USDT
- 未实现盈亏:+20 USDT
- 净资产:520 - 20 = 500 USDT
结果:检测到净资产 +100 (+25%),同步 ✓
日志:在有持仓的情况下净资产增加,很可能是用户充值
```
### 场景 3:交易亏损
```
初始:400 USDT
亏损 100 USDT 后平仓:
- 总资产:300 USDT
- 未实现盈亏:0
- 净资产:300 USDT
结果:净资产减少,跳过同步 ✓
initial_balance 保持 400,显示正确的亏损 -100 USDT
```
## 技术细节
- 同步间隔:10 分钟
- 触发阈值:净资产变化 > 10%
- 字段支持:unrealizedProfit (float64/string), unRealizedProfit
- 错误处理:API 失败或字段缺失时安全跳过
- 日志级别:详细(便于排查问题)
## 影响范围
- 修复了 initial_balance 被错误修改的根本原因
- 支持有持仓时检测充值(之前无法检测)
- 不会因交易亏损而错误更新 initial_balance
- 向后兼容,不影响现有用户
## 后续优化建议
1. 添加手动同步按钮(前端)
2. 记录同步日志到数据库(审计)
3. 添加配置选项(可禁用、调整阈值)
4. 考虑添加累计盈亏字段(避免语义冲突)
Related: #issue-initial-balance-incorrect
Related: commit 8a1e931 (API 层保护,本次修复底层逻辑)
1790 lines
59 KiB
Go
1790 lines
59 KiB
Go
package trader
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import (
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"encoding/json"
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"fmt"
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"log"
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"math"
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"nofx/config"
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"nofx/decision"
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"nofx/logger"
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"nofx/market"
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"nofx/mcp"
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"nofx/news"
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"nofx/news/provider/telegram"
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"nofx/pool"
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"strconv"
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"strings"
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"time"
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"github.com/samber/lo"
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)
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// AutoTraderConfig 自动交易配置(简化版 - AI全权决策)
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type AutoTraderConfig struct {
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// Trader标识
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ID string // Trader唯一标识(用于日志目录等)
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Name string // Trader显示名称
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AIModel string // AI模型: "qwen" 或 "deepseek"
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// 交易平台选择
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Exchange string // "binance", "hyperliquid" 或 "aster"
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// 币安API配置
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BinanceAPIKey string
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BinanceSecretKey string
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// Hyperliquid配置
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HyperliquidPrivateKey string
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HyperliquidWalletAddr string
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HyperliquidTestnet bool
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// Aster配置
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AsterUser string // Aster主钱包地址
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AsterSigner string // Aster API钱包地址
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AsterPrivateKey string // Aster API钱包私钥
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CoinPoolAPIURL string
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// AI配置
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UseQwen bool
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DeepSeekKey string
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QwenKey string
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// 自定义AI API配置
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CustomAPIURL string
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CustomAPIKey string
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CustomModelName string
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// 扫描配置
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ScanInterval time.Duration // 扫描间隔(建议3分钟)
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// 账户配置
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InitialBalance float64 // 初始金额(用于计算盈亏,需手动设置)
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// 杠杆配置
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BTCETHLeverage int // BTC和ETH的杠杆倍数
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AltcoinLeverage int // 山寨币的杠杆倍数
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// 风险控制(仅作为提示,AI可自主决定)
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MaxDailyLoss float64 // 最大日亏损百分比(提示)
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MaxDrawdown float64 // 最大回撤百分比(提示)
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StopTradingTime time.Duration // 触发风控后暂停时长
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// 仓位模式
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IsCrossMargin bool // true=全仓模式, false=逐仓模式
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// 币种配置
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DefaultCoins []string // 默认币种列表(从数据库获取)
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TradingCoins []string // 实际交易币种列表
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// 系统提示词模板
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SystemPromptTemplate string // 系统提示词模板名称(如 "default", "aggressive")
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// 新闻源配置
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NewsConfig []config.NewsConfig
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}
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// PositionSnapshot 持仓快照(用于检测自动平仓)
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type PositionSnapshot struct {
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Symbol string
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Side string
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Quantity float64
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EntryPrice float64
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Leverage int
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}
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// AutoTrader 自动交易器
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type AutoTrader struct {
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id string // Trader唯一标识
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name string // Trader显示名称
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aiModel string // AI模型名称
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exchange string // 交易平台名称
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config AutoTraderConfig
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trader Trader // 使用Trader接口(支持多平台)
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mcpClient *mcp.Client
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decisionLogger *logger.DecisionLogger // 决策日志记录器
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initialBalance float64
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dailyPnL float64
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customPrompt string // 自定义交易策略prompt
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overrideBasePrompt bool // 是否覆盖基础prompt
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systemPromptTemplate string // 系统提示词模板名称
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defaultCoins []string // 默认币种列表(从数据库获取)
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tradingCoins []string // 实际交易币种列表
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lastResetTime time.Time
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stopUntil time.Time
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isRunning bool
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startTime time.Time // 系统启动时间
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callCount int // AI调用次数
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positionFirstSeenTime map[string]int64 // 持仓首次出现时间 (symbol_side -> timestamp毫秒)
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lastPositions map[string]*PositionSnapshot // 上一个周期的持仓快照 (symbol_side -> snapshot)
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newsProcessor []news.Provider // 新闻
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lastBalanceSyncTime time.Time // 上次余额同步时间
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database *config.Database // 数据库引用(用于自动更新余额)
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userID string // 用户ID
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}
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// NewAutoTrader 创建自动交易器
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func NewAutoTrader(traderConfig AutoTraderConfig, db *config.Database, userID string) (*AutoTrader, error) {
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// 设置默认值
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if traderConfig.ID == "" {
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traderConfig.ID = "default_trader"
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}
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if traderConfig.Name == "" {
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traderConfig.Name = "Default Trader"
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}
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if traderConfig.AIModel == "" {
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if traderConfig.UseQwen {
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traderConfig.AIModel = "qwen"
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} else {
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traderConfig.AIModel = "deepseek"
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}
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}
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mcpClient := mcp.New()
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// 初始化AI
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if traderConfig.AIModel == "custom" {
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// 使用自定义API
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mcpClient.SetCustomAPI(traderConfig.CustomAPIURL, traderConfig.CustomAPIKey, traderConfig.CustomModelName)
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log.Printf("🤖 [%s] 使用自定义AI API: %s (模型: %s)", traderConfig.Name, traderConfig.CustomAPIURL, traderConfig.CustomModelName)
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} else if traderConfig.UseQwen || traderConfig.AIModel == "qwen" {
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// 使用Qwen (支持自定义URL和Model)
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mcpClient.SetQwenAPIKey(traderConfig.QwenKey, traderConfig.CustomAPIURL, traderConfig.CustomModelName)
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if traderConfig.CustomAPIURL != "" || traderConfig.CustomModelName != "" {
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log.Printf("🤖 [%s] 使用阿里云Qwen AI (自定义URL: %s, 模型: %s)", traderConfig.Name, traderConfig.CustomAPIURL, traderConfig.CustomModelName)
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} else {
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log.Printf("🤖 [%s] 使用阿里云Qwen AI", traderConfig.Name)
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}
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} else {
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// 默认使用DeepSeek (支持自定义URL和Model)
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mcpClient.SetDeepSeekAPIKey(traderConfig.DeepSeekKey, traderConfig.CustomAPIURL, traderConfig.CustomModelName)
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if traderConfig.CustomAPIURL != "" || traderConfig.CustomModelName != "" {
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log.Printf("🤖 [%s] 使用DeepSeek AI (自定义URL: %s, 模型: %s)", traderConfig.Name, traderConfig.CustomAPIURL, traderConfig.CustomModelName)
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} else {
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log.Printf("🤖 [%s] 使用DeepSeek AI", traderConfig.Name)
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}
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}
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// 初始化新闻提取器
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var newsProcessor []news.Provider
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for _, newsCfg := range traderConfig.NewsConfig {
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switch newsCfg.Provider {
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case news.ProviderTelegram:
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newsProvider, err := telegram.NewSearcher(newsCfg.Telegram.BaseURL,
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newsCfg.Telegram.ProxyURL,
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lo.Map(newsCfg.TelegramChannel, func(item config.NewsConfigTelegramChannel, _ int) telegram.Channel {
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return telegram.Channel{
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ID: item.ID,
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Name: item.Name,
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}
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}),
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)
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if err != nil {
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panic(err)
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}
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newsProcessor = append(newsProcessor, newsProvider)
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}
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}
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// 初始化币种池API
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if traderConfig.CoinPoolAPIURL != "" {
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pool.SetCoinPoolAPI(traderConfig.CoinPoolAPIURL)
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}
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// 设置默认交易平台
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if traderConfig.Exchange == "" {
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traderConfig.Exchange = "binance"
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}
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// 根据配置创建对应的交易器
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var trader Trader
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var err error
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// 记录仓位模式(通用)
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marginModeStr := "全仓"
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if !traderConfig.IsCrossMargin {
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marginModeStr = "逐仓"
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}
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log.Printf("📊 [%s] 仓位模式: %s", traderConfig.Name, marginModeStr)
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switch traderConfig.Exchange {
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case "binance":
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log.Printf("🏦 [%s] 使用币安合约交易", traderConfig.Name)
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trader = NewFuturesTrader(traderConfig.BinanceAPIKey, traderConfig.BinanceSecretKey)
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case "hyperliquid":
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log.Printf("🏦 [%s] 使用Hyperliquid交易", traderConfig.Name)
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trader, err = NewHyperliquidTrader(traderConfig.HyperliquidPrivateKey, traderConfig.HyperliquidWalletAddr, traderConfig.HyperliquidTestnet)
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if err != nil {
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return nil, fmt.Errorf("初始化Hyperliquid交易器失败: %w", err)
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}
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case "aster":
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log.Printf("🏦 [%s] 使用Aster交易", traderConfig.Name)
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trader, err = NewAsterTrader(traderConfig.AsterUser, traderConfig.AsterSigner, traderConfig.AsterPrivateKey)
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if err != nil {
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return nil, fmt.Errorf("初始化Aster交易器失败: %w", err)
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}
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default:
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return nil, fmt.Errorf("不支持的交易平台: %s", traderConfig.Exchange)
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}
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// 验证初始金额配置
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if traderConfig.InitialBalance <= 0 {
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return nil, fmt.Errorf("初始金额必须大于0,请在配置中设置InitialBalance")
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}
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// 初始化决策日志记录器(使用trader ID创建独立目录)
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logDir := fmt.Sprintf("decision_logs/%s", traderConfig.ID)
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decisionLogger := logger.NewDecisionLogger(logDir)
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// 设置默认系统提示词模板
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systemPromptTemplate := traderConfig.SystemPromptTemplate
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if systemPromptTemplate == "" {
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// feature/partial-close-dynamic-tpsl 分支默认使用 adaptive(支持动态止盈止损)
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systemPromptTemplate = "adaptive"
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}
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return &AutoTrader{
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id: traderConfig.ID,
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name: traderConfig.Name,
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aiModel: traderConfig.AIModel,
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exchange: traderConfig.Exchange,
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config: traderConfig,
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trader: trader,
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mcpClient: mcpClient,
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decisionLogger: decisionLogger,
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initialBalance: traderConfig.InitialBalance,
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systemPromptTemplate: systemPromptTemplate,
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defaultCoins: traderConfig.DefaultCoins,
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tradingCoins: traderConfig.TradingCoins,
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lastResetTime: time.Now(),
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startTime: time.Now(),
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callCount: 0,
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isRunning: false,
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positionFirstSeenTime: make(map[string]int64),
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lastPositions: make(map[string]*PositionSnapshot),
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newsProcessor: newsProcessor,
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lastBalanceSyncTime: time.Now(), // 初始化为当前时间
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database: db,
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userID: userID,
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}, nil
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}
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// Run 运行自动交易主循环
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func (at *AutoTrader) Run() error {
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at.isRunning = true
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log.Println("🚀 AI驱动自动交易系统启动")
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log.Printf("💰 初始余额: %.2f USDT", at.initialBalance)
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log.Printf("⚙️ 扫描间隔: %v", at.config.ScanInterval)
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log.Println("🤖 AI将全权决定杠杆、仓位大小、止损止盈等参数")
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ticker := time.NewTicker(at.config.ScanInterval)
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defer ticker.Stop()
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// 首次立即执行
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if err := at.runCycle(); err != nil {
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log.Printf("❌ 执行失败: %v", err)
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}
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|
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for at.isRunning {
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select {
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case <-ticker.C:
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if err := at.runCycle(); err != nil {
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log.Printf("❌ 执行失败: %v", err)
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}
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}
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}
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return nil
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}
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// Stop 停止自动交易
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func (at *AutoTrader) Stop() {
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at.isRunning = false
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log.Println("⏹ 自动交易系统停止")
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}
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// autoSyncBalanceIfNeeded 自动同步余额(智能检测充值/提现,即使有持仓也能检测)
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func (at *AutoTrader) autoSyncBalanceIfNeeded() {
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// 距离上次同步不足10分钟,跳过
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if time.Since(at.lastBalanceSyncTime) < 10*time.Minute {
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return
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}
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log.Printf("🔄 [%s] 开始自动检查余额变化...", at.name)
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// 1. 查询实际余额
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balanceInfo, err := at.trader.GetBalance()
|
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if err != nil {
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log.Printf("⚠️ [%s] 查询余额失败: %v", at.name, err)
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at.lastBalanceSyncTime = time.Now()
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return
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}
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|
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// 2. 提取总资产(总钱包余额)
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var totalBalance float64
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if total, ok := balanceInfo["total_wallet_balance"].(float64); ok && total > 0 {
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totalBalance = total
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} else if total, ok := balanceInfo["totalWalletBalance"].(float64); ok && total > 0 {
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totalBalance = total
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} else if total, ok := balanceInfo["balance"].(float64); ok && total > 0 {
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totalBalance = total
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log.Printf("⚠️ [%s] 使用 'balance' 字段作为总资产", at.name)
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} else {
|
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log.Printf("⚠️ [%s] 无法提取总资产", at.name)
|
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at.lastBalanceSyncTime = time.Now()
|
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return
|
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}
|
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|
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// 3. 获取持仓信息并计算未实现盈亏
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positions, err := at.trader.GetPositions()
|
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if err != nil {
|
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log.Printf("⚠️ [%s] 获取持仓信息失败,为安全起见跳过余额同步: %v", at.name, err)
|
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at.lastBalanceSyncTime = time.Now()
|
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return
|
||
}
|
||
|
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var totalUnrealizedPnl float64
|
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hasOpenPosition := false
|
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pnlFieldMissing := false
|
||
|
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for _, pos := range positions {
|
||
if amt, ok := pos["positionAmt"].(float64); ok && math.Abs(amt) > 0.0001 {
|
||
hasOpenPosition = true
|
||
|
||
// 提取未实现盈亏(支持多种字段名)
|
||
pnlFound := false
|
||
if pnl, ok := pos["unrealizedProfit"].(float64); ok {
|
||
totalUnrealizedPnl += pnl
|
||
pnlFound = true
|
||
} else if pnl, ok := pos["unRealizedProfit"].(float64); ok {
|
||
totalUnrealizedPnl += pnl
|
||
pnlFound = true
|
||
} else if pnl, ok := pos["unRealizedProfit"].(string); ok {
|
||
// 处理字符串类型的 PNL
|
||
if parsedPnl, err := strconv.ParseFloat(pnl, 64); err == nil {
|
||
totalUnrealizedPnl += parsedPnl
|
||
pnlFound = true
|
||
}
|
||
}
|
||
|
||
if !pnlFound {
|
||
pnlFieldMissing = true
|
||
posSymbol, _ := pos["symbol"].(string)
|
||
log.Printf(" ⚠️ [%s] 持仓 %s 缺少未实现盈亏字段", at.name, posSymbol)
|
||
}
|
||
}
|
||
}
|
||
|
||
// 如果有持仓但无法获取盈亏数据,为安全起见跳过同步
|
||
if hasOpenPosition && pnlFieldMissing {
|
||
log.Printf(" ⚠️ [%s] 无法获取完整的未实现盈亏数据,跳过余额同步", at.name)
|
||
at.lastBalanceSyncTime = time.Now()
|
||
return
|
||
}
|
||
|
||
// 4. 计算净资产(总资产 - 未实现盈亏 = 实际投入本金)
|
||
// 这个值不受持仓盈亏影响,只受充值/提现影响
|
||
netBalance := totalBalance - totalUnrealizedPnl
|
||
|
||
log.Printf(" [%s] 余额详情: 总资产=%.2f, 未实现盈亏=%.2f, 净资产=%.2f",
|
||
at.name, totalBalance, totalUnrealizedPnl, netBalance)
|
||
|
||
oldBalance := at.initialBalance
|
||
|
||
// 防止除以零:如果初始余额无效,直接更新
|
||
if oldBalance <= 0 {
|
||
log.Printf("⚠️ [%s] 初始余额无效 (%.2f),更新为当前净资产 %.2f USDT",
|
||
at.name, oldBalance, netBalance)
|
||
at.initialBalance = netBalance
|
||
if at.database != nil {
|
||
at.database.UpdateTraderInitialBalance(at.userID, at.id, netBalance)
|
||
}
|
||
at.lastBalanceSyncTime = time.Now()
|
||
return
|
||
}
|
||
|
||
// 5. 计算净资产变化(这个变化排除了交易盈亏的影响)
|
||
netChangeDiff := netBalance - oldBalance
|
||
netChangePercent := (netChangeDiff / oldBalance) * 100
|
||
|
||
// 6. 智能同步逻辑
|
||
// - 净资产变化超过 10%
|
||
// - 且净资产增加(排除提现和亏损)
|
||
if math.Abs(netChangePercent) > 10.0 {
|
||
if netBalance > oldBalance {
|
||
// 净资产增加 → 很可能是充值
|
||
log.Printf("🔔 [%s] 检测到净资产增加: %.2f → %.2f USDT (+%.2f, +%.2f%%)",
|
||
at.name, oldBalance, netBalance, netChangeDiff, netChangePercent)
|
||
|
||
if hasOpenPosition {
|
||
log.Printf(" → 原因分析: 在有持仓的情况下净资产增加,很可能是用户充值")
|
||
} else {
|
||
log.Printf(" → 原因分析: 无持仓且净资产增加,可能是充值或交易盈利")
|
||
}
|
||
|
||
// 更新 initial_balance
|
||
at.initialBalance = netBalance
|
||
if at.database != nil {
|
||
err := at.database.UpdateTraderInitialBalance(at.userID, at.id, netBalance)
|
||
if err != nil {
|
||
log.Printf("❌ [%s] 更新数据库失败: %v", at.name, err)
|
||
} else {
|
||
log.Printf("✅ [%s] 已自动同步余额到数据库", at.name)
|
||
}
|
||
}
|
||
} else {
|
||
// 净资产减少 → 可能是提现或亏损
|
||
log.Printf(" ⚠️ [%s] 检测到净资产减少: %.2f → %.2f USDT (%.2f, %.2f%%)",
|
||
at.name, oldBalance, netBalance, netChangeDiff, netChangePercent)
|
||
|
||
if hasOpenPosition {
|
||
log.Printf(" → 原因分析: 在有持仓的情况下净资产减少,可能是用户提现")
|
||
log.Printf(" → 为保守起见,跳过同步(避免因交易亏损而错误更新)")
|
||
} else {
|
||
log.Printf(" → 原因分析: 无持仓且净资产减少,可能是提现或交易亏损")
|
||
log.Printf(" → 跳过同步以保留原始 initial_balance,维持正确的盈亏基准")
|
||
}
|
||
}
|
||
} else {
|
||
log.Printf(" ✓ [%s] 净资产变化不大 (%.2f%%),无需同步", at.name, netChangePercent)
|
||
}
|
||
|
||
at.lastBalanceSyncTime = time.Now()
|
||
}
|
||
|
||
// runCycle 运行一个交易周期(使用AI全权决策)
|
||
func (at *AutoTrader) runCycle() error {
|
||
at.callCount++
|
||
|
||
log.Print("\n" + strings.Repeat("=", 70))
|
||
log.Printf("⏰ %s - AI决策周期 #%d", time.Now().Format("2006-01-02 15:04:05"), at.callCount)
|
||
log.Print(strings.Repeat("=", 70))
|
||
|
||
// 创建决策记录
|
||
record := &logger.DecisionRecord{
|
||
ExecutionLog: []string{},
|
||
Success: true,
|
||
}
|
||
|
||
// 1. 检查是否需要停止交易
|
||
if time.Now().Before(at.stopUntil) {
|
||
remaining := at.stopUntil.Sub(time.Now())
|
||
log.Printf("⏸ 风险控制:暂停交易中,剩余 %.0f 分钟", remaining.Minutes())
|
||
record.Success = false
|
||
record.ErrorMessage = fmt.Sprintf("风险控制暂停中,剩余 %.0f 分钟", remaining.Minutes())
|
||
at.decisionLogger.LogDecision(record)
|
||
return nil
|
||
}
|
||
|
||
// 2. 重置日盈亏(每天重置)
|
||
if time.Since(at.lastResetTime) > 24*time.Hour {
|
||
at.dailyPnL = 0
|
||
at.lastResetTime = time.Now()
|
||
log.Println("📅 日盈亏已重置")
|
||
}
|
||
|
||
// 3. 自动同步余额(每10分钟检查一次,充值/提现后自动更新)
|
||
at.autoSyncBalanceIfNeeded()
|
||
|
||
// 4. 收集交易上下文
|
||
ctx, err := at.buildTradingContext()
|
||
if err != nil {
|
||
record.Success = false
|
||
record.ErrorMessage = fmt.Sprintf("构建交易上下文失败: %v", err)
|
||
at.decisionLogger.LogDecision(record)
|
||
return fmt.Errorf("构建交易上下文失败: %w", err)
|
||
}
|
||
|
||
// 3.1 检测自动平仓(止损/止盈触发)
|
||
autoClosedActions := at.detectAutoClosedPositions(ctx.Positions)
|
||
for _, action := range autoClosedActions {
|
||
log.Printf("[AUTO-CLOSE] 检测到自动平仓: %s %s (价格: %.4f)", action.Symbol, action.Action, action.Price)
|
||
record.Decisions = append(record.Decisions, action)
|
||
record.ExecutionLog = append(record.ExecutionLog,
|
||
fmt.Sprintf("[AUTO-CLOSE] 自动平仓: %s %s (止损/止盈触发)", action.Symbol, action.Action))
|
||
}
|
||
|
||
// 保存账户状态快照
|
||
record.AccountState = logger.AccountSnapshot{
|
||
TotalBalance: ctx.Account.TotalEquity,
|
||
AvailableBalance: ctx.Account.AvailableBalance,
|
||
TotalUnrealizedProfit: ctx.Account.TotalPnL,
|
||
PositionCount: ctx.Account.PositionCount,
|
||
MarginUsedPct: ctx.Account.MarginUsedPct,
|
||
}
|
||
|
||
// 保存持仓快照
|
||
for _, pos := range ctx.Positions {
|
||
record.Positions = append(record.Positions, logger.PositionSnapshot{
|
||
Symbol: pos.Symbol,
|
||
Side: pos.Side,
|
||
PositionAmt: pos.Quantity,
|
||
EntryPrice: pos.EntryPrice,
|
||
MarkPrice: pos.MarkPrice,
|
||
UnrealizedProfit: pos.UnrealizedPnL,
|
||
Leverage: float64(pos.Leverage),
|
||
LiquidationPrice: pos.LiquidationPrice,
|
||
})
|
||
}
|
||
|
||
// 保存候选币种列表
|
||
for _, coin := range ctx.CandidateCoins {
|
||
record.CandidateCoins = append(record.CandidateCoins, coin.Symbol)
|
||
}
|
||
|
||
log.Printf("📊 账户净值: %.2f USDT | 可用: %.2f USDT | 持仓: %d",
|
||
ctx.Account.TotalEquity, ctx.Account.AvailableBalance, ctx.Account.PositionCount)
|
||
|
||
// 4. 调用AI获取完整决策
|
||
log.Printf("🤖 正在请求AI分析并决策... [模板: %s]", at.systemPromptTemplate)
|
||
decision, err := decision.GetFullDecisionWithCustomPrompt(ctx, at.mcpClient, at.customPrompt, at.overrideBasePrompt, at.systemPromptTemplate)
|
||
|
||
// 即使有错误,也保存思维链、决策和输入prompt(用于debug)
|
||
if decision != nil {
|
||
record.SystemPrompt = decision.SystemPrompt // 保存系统提示词
|
||
record.InputPrompt = decision.UserPrompt
|
||
record.CoTTrace = decision.CoTTrace
|
||
if len(decision.Decisions) > 0 {
|
||
decisionJSON, _ := json.MarshalIndent(decision.Decisions, "", " ")
|
||
record.DecisionJSON = string(decisionJSON)
|
||
}
|
||
}
|
||
|
||
if err != nil {
|
||
record.Success = false
|
||
record.ErrorMessage = fmt.Sprintf("获取AI决策失败: %v", err)
|
||
|
||
// 打印系统提示词和AI思维链(即使有错误,也要输出以便调试)
|
||
if decision != nil {
|
||
if decision.SystemPrompt != "" {
|
||
log.Print("\n" + strings.Repeat("=", 70))
|
||
log.Printf("📋 系统提示词 [模板: %s] (错误情况)", at.systemPromptTemplate)
|
||
log.Println(strings.Repeat("=", 70))
|
||
log.Println(decision.SystemPrompt)
|
||
log.Print(strings.Repeat("=", 70) + "\n")
|
||
}
|
||
|
||
if decision.CoTTrace != "" {
|
||
log.Print("\n" + strings.Repeat("-", 70))
|
||
log.Println("💭 AI思维链分析(错误情况):")
|
||
log.Println(strings.Repeat("-", 70))
|
||
log.Println(decision.CoTTrace)
|
||
log.Print(strings.Repeat("-", 70) + "\n")
|
||
}
|
||
}
|
||
|
||
at.decisionLogger.LogDecision(record)
|
||
return fmt.Errorf("获取AI决策失败: %w", err)
|
||
}
|
||
|
||
// // 5. 打印系统提示词
|
||
// log.Printf("\n" + strings.Repeat("=", 70))
|
||
// log.Printf("📋 系统提示词 [模板: %s]", at.systemPromptTemplate)
|
||
// log.Println(strings.Repeat("=", 70))
|
||
// log.Println(decision.SystemPrompt)
|
||
// log.Printf(strings.Repeat("=", 70) + "\n")
|
||
|
||
// 6. 打印AI思维链
|
||
// log.Printf("\n" + strings.Repeat("-", 70))
|
||
// log.Println("💭 AI思维链分析:")
|
||
// log.Println(strings.Repeat("-", 70))
|
||
// log.Println(decision.CoTTrace)
|
||
// log.Printf(strings.Repeat("-", 70) + "\n")
|
||
|
||
// 7. 打印AI决策
|
||
// log.Printf("📋 AI决策列表 (%d 个):\n", len(decision.Decisions))
|
||
// for i, d := range decision.Decisions {
|
||
// log.Printf(" [%d] %s: %s - %s", i+1, d.Symbol, d.Action, d.Reasoning)
|
||
// if d.Action == "open_long" || d.Action == "open_short" {
|
||
// log.Printf(" 杠杆: %dx | 仓位: %.2f USDT | 止损: %.4f | 止盈: %.4f",
|
||
// d.Leverage, d.PositionSizeUSD, d.StopLoss, d.TakeProfit)
|
||
// }
|
||
// }
|
||
log.Println()
|
||
|
||
// 8. 对决策排序:确保先平仓后开仓(防止仓位叠加超限)
|
||
sortedDecisions := sortDecisionsByPriority(decision.Decisions)
|
||
|
||
log.Println("🔄 执行顺序(已优化): 先平仓→后开仓")
|
||
for i, d := range sortedDecisions {
|
||
log.Printf(" [%d] %s %s", i+1, d.Symbol, d.Action)
|
||
}
|
||
log.Println()
|
||
|
||
// 执行决策并记录结果
|
||
for _, d := range sortedDecisions {
|
||
actionRecord := logger.DecisionAction{
|
||
Action: d.Action,
|
||
Symbol: d.Symbol,
|
||
Quantity: 0,
|
||
Leverage: d.Leverage,
|
||
Price: 0,
|
||
Timestamp: time.Now(),
|
||
Success: false,
|
||
}
|
||
|
||
if err := at.executeDecisionWithRecord(&d, &actionRecord); err != nil {
|
||
log.Printf("❌ 执行决策失败 (%s %s): %v", d.Symbol, d.Action, err)
|
||
actionRecord.Error = err.Error()
|
||
record.ExecutionLog = append(record.ExecutionLog, fmt.Sprintf("❌ %s %s 失败: %v", d.Symbol, d.Action, err))
|
||
} else {
|
||
actionRecord.Success = true
|
||
record.ExecutionLog = append(record.ExecutionLog, fmt.Sprintf("✓ %s %s 成功", d.Symbol, d.Action))
|
||
// 成功执行后短暂延迟
|
||
time.Sleep(1 * time.Second)
|
||
}
|
||
|
||
record.Decisions = append(record.Decisions, actionRecord)
|
||
}
|
||
|
||
// 9. 更新持仓快照(用于下一周期检测自动平仓)
|
||
// 注意:需要重新获取当前持仓,因为 AI 可能在本周期执行了平仓操作
|
||
// ctx.Positions 是周期开始时的持仓,不反映本周期的变化
|
||
currentPositionsAfterExecution, err := at.trader.GetPositions()
|
||
if err != nil {
|
||
log.Printf("⚠ 更新持仓快照失败,清空快照以避免误报: %v", err)
|
||
at.lastPositions = make(map[string]*PositionSnapshot) // 清空快照防止误报
|
||
} else {
|
||
// 将原始持仓数据转换为快照格式
|
||
snapshots := make([]PositionSnapshot, 0, len(currentPositionsAfterExecution))
|
||
for _, pos := range currentPositionsAfterExecution {
|
||
symbol := pos["symbol"].(string)
|
||
side := pos["side"].(string)
|
||
entryPrice := pos["entryPrice"].(float64)
|
||
quantity := pos["positionAmt"].(float64)
|
||
if quantity < 0 {
|
||
quantity = -quantity // 空仓数量为负,转为正数
|
||
}
|
||
leverage := 10
|
||
if lev, ok := pos["leverage"].(float64); ok {
|
||
leverage = int(lev)
|
||
}
|
||
|
||
snapshots = append(snapshots, PositionSnapshot{
|
||
Symbol: symbol,
|
||
Side: side,
|
||
EntryPrice: entryPrice,
|
||
Quantity: quantity,
|
||
Leverage: leverage,
|
||
})
|
||
}
|
||
at.lastPositions = make(map[string]*PositionSnapshot)
|
||
for _, snap := range snapshots {
|
||
posKey := snap.Symbol + "_" + snap.Side
|
||
// 创建副本避免指针问题
|
||
snapshot := snap
|
||
at.lastPositions[posKey] = &snapshot
|
||
}
|
||
}
|
||
|
||
// 10. 保存决策记录
|
||
if err := at.decisionLogger.LogDecision(record); err != nil {
|
||
log.Printf("⚠ 保存决策记录失败: %v", err)
|
||
}
|
||
|
||
return nil
|
||
}
|
||
|
||
// buildTradingContext 构建交易上下文
|
||
func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
|
||
// 1. 获取账户信息
|
||
balance, err := at.trader.GetBalance()
|
||
if err != nil {
|
||
return nil, fmt.Errorf("获取账户余额失败: %w", err)
|
||
}
|
||
|
||
// 获取账户字段
|
||
totalWalletBalance := 0.0
|
||
totalUnrealizedProfit := 0.0
|
||
availableBalance := 0.0
|
||
|
||
if wallet, ok := balance["totalWalletBalance"].(float64); ok {
|
||
totalWalletBalance = wallet
|
||
}
|
||
if unrealized, ok := balance["totalUnrealizedProfit"].(float64); ok {
|
||
totalUnrealizedProfit = unrealized
|
||
}
|
||
if avail, ok := balance["availableBalance"].(float64); ok {
|
||
availableBalance = avail
|
||
}
|
||
|
||
// Total Equity = 钱包余额 + 未实现盈亏
|
||
totalEquity := totalWalletBalance + totalUnrealizedProfit
|
||
|
||
// 2. 获取持仓信息
|
||
positions, err := at.trader.GetPositions()
|
||
if err != nil {
|
||
return nil, fmt.Errorf("获取持仓失败: %w", err)
|
||
}
|
||
|
||
var positionInfos []decision.PositionInfo
|
||
totalMarginUsed := 0.0
|
||
|
||
// 当前持仓的key集合(用于清理已平仓的记录)
|
||
currentPositionKeys := make(map[string]bool)
|
||
|
||
for _, pos := range positions {
|
||
symbol := pos["symbol"].(string)
|
||
side := pos["side"].(string)
|
||
entryPrice := pos["entryPrice"].(float64)
|
||
markPrice := pos["markPrice"].(float64)
|
||
quantity := pos["positionAmt"].(float64)
|
||
if quantity < 0 {
|
||
quantity = -quantity // 空仓数量为负,转为正数
|
||
}
|
||
|
||
// 跳过已平仓的持仓(quantity = 0),防止"幽灵持仓"传递给AI
|
||
if quantity == 0 {
|
||
continue
|
||
}
|
||
|
||
unrealizedPnl := pos["unRealizedProfit"].(float64)
|
||
liquidationPrice := pos["liquidationPrice"].(float64)
|
||
|
||
// 计算占用保证金(估算)
|
||
leverage := 10 // 默认值,实际应该从持仓信息获取
|
||
if lev, ok := pos["leverage"].(float64); ok {
|
||
leverage = int(lev)
|
||
}
|
||
marginUsed := (quantity * markPrice) / float64(leverage)
|
||
|
||
// 计算盈亏百分比(基于实际盈亏和保证金)
|
||
pnlPct := 0.0
|
||
if marginUsed > 0 {
|
||
pnlPct = (unrealizedPnl / marginUsed) * 100
|
||
}
|
||
totalMarginUsed += marginUsed
|
||
|
||
// 跟踪持仓首次出现时间
|
||
posKey := symbol + "_" + side
|
||
currentPositionKeys[posKey] = true
|
||
if _, exists := at.positionFirstSeenTime[posKey]; !exists {
|
||
// 新持仓,记录当前时间
|
||
at.positionFirstSeenTime[posKey] = time.Now().UnixMilli()
|
||
}
|
||
updateTime := at.positionFirstSeenTime[posKey]
|
||
|
||
positionInfos = append(positionInfos, decision.PositionInfo{
|
||
Symbol: symbol,
|
||
Side: side,
|
||
EntryPrice: entryPrice,
|
||
MarkPrice: markPrice,
|
||
Quantity: quantity,
|
||
Leverage: leverage,
|
||
UnrealizedPnL: unrealizedPnl,
|
||
UnrealizedPnLPct: pnlPct,
|
||
LiquidationPrice: liquidationPrice,
|
||
MarginUsed: marginUsed,
|
||
UpdateTime: updateTime,
|
||
})
|
||
}
|
||
|
||
// 清理已平仓的持仓记录,并撤销孤儿委托单
|
||
for key := range at.positionFirstSeenTime {
|
||
if !currentPositionKeys[key] {
|
||
// 仓位消失了(可能被止损/止盈触发,或被強平)
|
||
// 提取币种名称(key 格式:BTCUSDT_long 或 SOLUSDT_short)
|
||
parts := strings.Split(key, "_")
|
||
if len(parts) == 2 {
|
||
symbol := parts[0]
|
||
side := parts[1]
|
||
log.Printf("⚠️ 检测到仓位消失: %s %s → 自动撤销委托单", symbol, side)
|
||
|
||
// 撤销该币种的所有委托单(清理孤儿止损/止盈單)
|
||
if err := at.trader.CancelAllOrders(symbol); err != nil {
|
||
log.Printf(" ⚠️ 撤销 %s 委托单失败: %v", symbol, err)
|
||
} else {
|
||
log.Printf(" ✓ 已撤销 %s 的所有委托单", symbol)
|
||
}
|
||
}
|
||
|
||
delete(at.positionFirstSeenTime, key)
|
||
}
|
||
}
|
||
|
||
// 3. 获取交易员的候选币种池
|
||
candidateCoins, err := at.getCandidateCoins()
|
||
if err != nil {
|
||
return nil, fmt.Errorf("获取候选币种失败: %w", err)
|
||
}
|
||
|
||
// 4. 计算总盈亏
|
||
totalPnL := totalEquity - at.initialBalance
|
||
totalPnLPct := 0.0
|
||
if at.initialBalance > 0 {
|
||
totalPnLPct = (totalPnL / at.initialBalance) * 100
|
||
}
|
||
|
||
marginUsedPct := 0.0
|
||
if totalEquity > 0 {
|
||
marginUsedPct = (totalMarginUsed / totalEquity) * 100
|
||
}
|
||
|
||
// 5. 分析历史表现(最近100个周期,避免长期持仓的交易记录丢失)
|
||
// 假设每3分钟一个周期,100个周期 = 5小时,足够覆盖大部分交易
|
||
performance, err := at.decisionLogger.AnalyzePerformance(100)
|
||
if err != nil {
|
||
log.Printf("⚠️ 分析历史表现失败: %v", err)
|
||
// 不影响主流程,继续执行(但设置performance为nil以避免传递错误数据)
|
||
performance = nil
|
||
}
|
||
|
||
// 6. 提取新闻内容(根据持仓和候选币种动态收集)
|
||
newsItem := make(map[string][]news.NewsItem)
|
||
for _, newspro := range at.newsProcessor {
|
||
// 收集需要新闻的币种(持仓 + 候选币前几个)
|
||
newsSymbols := at.extractNewsSymbols(positionInfos, candidateCoins)
|
||
|
||
if len(newsSymbols) == 0 {
|
||
log.Printf("⚠️ 没有需要收集新闻的币种,跳过新闻收集")
|
||
continue
|
||
}
|
||
|
||
newsMap, err := newspro.FetchNews(newsSymbols, 100)
|
||
if err != nil {
|
||
log.Printf("⚠️ 获取新闻内容失败: %v", err)
|
||
continue
|
||
}
|
||
|
||
for symbol, value := range newsMap {
|
||
newsItem[symbol] = append(newsItem[symbol], value...)
|
||
}
|
||
|
||
log.Printf("📰 收集了 %d 个币种的新闻: %v", len(newsSymbols), newsSymbols)
|
||
}
|
||
|
||
// 7. 构建上下文
|
||
ctx := &decision.Context{
|
||
CurrentTime: time.Now().Format("2006-01-02 15:04:05"),
|
||
RuntimeMinutes: int(time.Since(at.startTime).Minutes()),
|
||
CallCount: at.callCount,
|
||
BTCETHLeverage: at.config.BTCETHLeverage, // 使用配置的杠杆倍数
|
||
AltcoinLeverage: at.config.AltcoinLeverage, // 使用配置的杠杆倍数
|
||
Account: decision.AccountInfo{
|
||
TotalEquity: totalEquity,
|
||
AvailableBalance: availableBalance,
|
||
TotalPnL: totalPnL,
|
||
TotalPnLPct: totalPnLPct,
|
||
MarginUsed: totalMarginUsed,
|
||
MarginUsedPct: marginUsedPct,
|
||
PositionCount: len(positionInfos),
|
||
},
|
||
Positions: positionInfos,
|
||
CandidateCoins: candidateCoins,
|
||
Performance: performance, // 添加历史表现分析
|
||
News: newsItem,
|
||
}
|
||
|
||
return ctx, nil
|
||
}
|
||
|
||
// executeDecisionWithRecord 执行AI决策并记录详细信息
|
||
func (at *AutoTrader) executeDecisionWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
|
||
switch decision.Action {
|
||
case "open_long":
|
||
return at.executeOpenLongWithRecord(decision, actionRecord)
|
||
case "open_short":
|
||
return at.executeOpenShortWithRecord(decision, actionRecord)
|
||
case "close_long":
|
||
return at.executeCloseLongWithRecord(decision, actionRecord)
|
||
case "close_short":
|
||
return at.executeCloseShortWithRecord(decision, actionRecord)
|
||
case "update_stop_loss":
|
||
return at.executeUpdateStopLossWithRecord(decision, actionRecord)
|
||
case "update_take_profit":
|
||
return at.executeUpdateTakeProfitWithRecord(decision, actionRecord)
|
||
case "partial_close":
|
||
return at.executePartialCloseWithRecord(decision, actionRecord)
|
||
case "hold", "wait":
|
||
// 无需执行,仅记录
|
||
return nil
|
||
default:
|
||
return fmt.Errorf("未知的action: %s", decision.Action)
|
||
}
|
||
}
|
||
|
||
// executeOpenLongWithRecord 执行开多仓并记录详细信息
|
||
func (at *AutoTrader) executeOpenLongWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
|
||
log.Printf(" 📈 开多仓: %s", decision.Symbol)
|
||
|
||
// ⚠️ 关键:检查是否已有同币种同方向持仓,如果有则拒绝开仓(防止仓位叠加超限)
|
||
positions, err := at.trader.GetPositions()
|
||
if err == nil {
|
||
for _, pos := range positions {
|
||
if pos["symbol"] == decision.Symbol && pos["side"] == "long" {
|
||
return fmt.Errorf("❌ %s 已有多仓,拒绝开仓以防止仓位叠加超限。如需换仓,请先给出 close_long 决策", decision.Symbol)
|
||
}
|
||
}
|
||
}
|
||
|
||
// 获取当前价格
|
||
marketData, err := market.Get(decision.Symbol)
|
||
if err != nil {
|
||
return err
|
||
}
|
||
|
||
// ⚠️ 保证金验证:防止保证金不足错误(code=-2019)
|
||
// position_size_usd 是名义价值(包含杠杆),实际需要的保证金 = position_size_usd / leverage
|
||
requiredMargin := decision.PositionSizeUSD / float64(decision.Leverage)
|
||
|
||
// 获取当前可用余额
|
||
balance, err := at.trader.GetBalance()
|
||
if err != nil {
|
||
return fmt.Errorf("获取账户余额失败: %w", err)
|
||
}
|
||
availableBalance := 0.0
|
||
if avail, ok := balance["availableBalance"].(float64); ok {
|
||
availableBalance = avail
|
||
}
|
||
|
||
// 手续费估算(Taker费率 0.04%)
|
||
estimatedFee := decision.PositionSizeUSD * 0.0004
|
||
totalRequired := requiredMargin + estimatedFee
|
||
|
||
// 验证保证金充足(需要保证金 + 手续费 <= 可用余额)
|
||
if totalRequired > availableBalance {
|
||
return fmt.Errorf("❌ 保证金不足: 需要 %.2f USDT(保证金 %.2f + 手续费 %.2f),可用 %.2f USDT。建议降低仓位或杠杆",
|
||
totalRequired, requiredMargin, estimatedFee, availableBalance)
|
||
}
|
||
|
||
log.Printf(" ✓ 保证金检查通过: 需要 %.2f USDT,可用 %.2f USDT", totalRequired, availableBalance)
|
||
|
||
// 计算数量
|
||
quantity := decision.PositionSizeUSD / marketData.CurrentPrice
|
||
actionRecord.Quantity = quantity
|
||
actionRecord.Price = marketData.CurrentPrice
|
||
|
||
// 设置仓位模式
|
||
if err := at.trader.SetMarginMode(decision.Symbol, at.config.IsCrossMargin); err != nil {
|
||
log.Printf(" ⚠️ 设置仓位模式失败: %v", err)
|
||
// 继续执行,不影响交易
|
||
}
|
||
|
||
// 开仓
|
||
order, err := at.trader.OpenLong(decision.Symbol, quantity, decision.Leverage)
|
||
if err != nil {
|
||
return err
|
||
}
|
||
|
||
// 记录订单ID
|
||
if orderID, ok := order["orderId"].(int64); ok {
|
||
actionRecord.OrderID = orderID
|
||
}
|
||
|
||
log.Printf(" ✓ 开仓成功,订单ID: %v, 数量: %.4f", order["orderId"], quantity)
|
||
|
||
// 记录开仓时间
|
||
posKey := decision.Symbol + "_long"
|
||
at.positionFirstSeenTime[posKey] = time.Now().UnixMilli()
|
||
|
||
// 设置止损止盈
|
||
if err := at.trader.SetStopLoss(decision.Symbol, "LONG", quantity, decision.StopLoss); err != nil {
|
||
log.Printf(" ⚠ 设置止损失败: %v", err)
|
||
}
|
||
if err := at.trader.SetTakeProfit(decision.Symbol, "LONG", quantity, decision.TakeProfit); err != nil {
|
||
log.Printf(" ⚠ 设置止盈失败: %v", err)
|
||
}
|
||
|
||
return nil
|
||
}
|
||
|
||
// executeOpenShortWithRecord 执行开空仓并记录详细信息
|
||
func (at *AutoTrader) executeOpenShortWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
|
||
log.Printf(" 📉 开空仓: %s", decision.Symbol)
|
||
|
||
// ⚠️ 关键:检查是否已有同币种同方向持仓,如果有则拒绝开仓(防止仓位叠加超限)
|
||
positions, err := at.trader.GetPositions()
|
||
if err == nil {
|
||
for _, pos := range positions {
|
||
if pos["symbol"] == decision.Symbol && pos["side"] == "short" {
|
||
return fmt.Errorf("❌ %s 已有空仓,拒绝开仓以防止仓位叠加超限。如需换仓,请先给出 close_short 决策", decision.Symbol)
|
||
}
|
||
}
|
||
}
|
||
|
||
// 获取当前价格
|
||
marketData, err := market.Get(decision.Symbol)
|
||
if err != nil {
|
||
return err
|
||
}
|
||
|
||
// ⚠️ 保证金验证:防止保证金不足错误(code=-2019)
|
||
// position_size_usd 是名义价值(包含杠杆),实际需要的保证金 = position_size_usd / leverage
|
||
requiredMargin := decision.PositionSizeUSD / float64(decision.Leverage)
|
||
|
||
// 获取当前可用余额
|
||
balance, err := at.trader.GetBalance()
|
||
if err != nil {
|
||
return fmt.Errorf("获取账户余额失败: %w", err)
|
||
}
|
||
availableBalance := 0.0
|
||
if avail, ok := balance["availableBalance"].(float64); ok {
|
||
availableBalance = avail
|
||
}
|
||
|
||
// 手续费估算(Taker费率 0.04%)
|
||
estimatedFee := decision.PositionSizeUSD * 0.0004
|
||
totalRequired := requiredMargin + estimatedFee
|
||
|
||
// 验证保证金充足(需要保证金 + 手续费 <= 可用余额)
|
||
if totalRequired > availableBalance {
|
||
return fmt.Errorf("❌ 保证金不足: 需要 %.2f USDT(保证金 %.2f + 手续费 %.2f),可用 %.2f USDT。建议降低仓位或杠杆",
|
||
totalRequired, requiredMargin, estimatedFee, availableBalance)
|
||
}
|
||
|
||
log.Printf(" ✓ 保证金检查通过: 需要 %.2f USDT,可用 %.2f USDT", totalRequired, availableBalance)
|
||
|
||
// 计算数量
|
||
quantity := decision.PositionSizeUSD / marketData.CurrentPrice
|
||
actionRecord.Quantity = quantity
|
||
actionRecord.Price = marketData.CurrentPrice
|
||
|
||
// 设置仓位模式
|
||
if err := at.trader.SetMarginMode(decision.Symbol, at.config.IsCrossMargin); err != nil {
|
||
log.Printf(" ⚠️ 设置仓位模式失败: %v", err)
|
||
// 继续执行,不影响交易
|
||
}
|
||
|
||
// 开仓
|
||
order, err := at.trader.OpenShort(decision.Symbol, quantity, decision.Leverage)
|
||
if err != nil {
|
||
return err
|
||
}
|
||
|
||
// 记录订单ID
|
||
if orderID, ok := order["orderId"].(int64); ok {
|
||
actionRecord.OrderID = orderID
|
||
}
|
||
|
||
log.Printf(" ✓ 开仓成功,订单ID: %v, 数量: %.4f", order["orderId"], quantity)
|
||
|
||
// 记录开仓时间
|
||
posKey := decision.Symbol + "_short"
|
||
at.positionFirstSeenTime[posKey] = time.Now().UnixMilli()
|
||
|
||
// 设置止损止盈
|
||
if err := at.trader.SetStopLoss(decision.Symbol, "SHORT", quantity, decision.StopLoss); err != nil {
|
||
log.Printf(" ⚠ 设置止损失败: %v", err)
|
||
}
|
||
if err := at.trader.SetTakeProfit(decision.Symbol, "SHORT", quantity, decision.TakeProfit); err != nil {
|
||
log.Printf(" ⚠ 设置止盈失败: %v", err)
|
||
}
|
||
|
||
return nil
|
||
}
|
||
|
||
// executeCloseLongWithRecord 执行平多仓并记录详细信息
|
||
func (at *AutoTrader) executeCloseLongWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
|
||
log.Printf(" 🔄 平多仓: %s", decision.Symbol)
|
||
|
||
// 获取当前价格
|
||
marketData, err := market.Get(decision.Symbol)
|
||
if err != nil {
|
||
return err
|
||
}
|
||
actionRecord.Price = marketData.CurrentPrice
|
||
|
||
// 平仓
|
||
order, err := at.trader.CloseLong(decision.Symbol, 0) // 0 = 全部平仓
|
||
if err != nil {
|
||
return err
|
||
}
|
||
|
||
// 记录订单ID
|
||
if orderID, ok := order["orderId"].(int64); ok {
|
||
actionRecord.OrderID = orderID
|
||
}
|
||
|
||
log.Printf(" ✓ 平仓成功")
|
||
return nil
|
||
}
|
||
|
||
// executeCloseShortWithRecord 执行平空仓并记录详细信息
|
||
func (at *AutoTrader) executeCloseShortWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
|
||
log.Printf(" 🔄 平空仓: %s", decision.Symbol)
|
||
|
||
// 获取当前价格
|
||
marketData, err := market.Get(decision.Symbol)
|
||
if err != nil {
|
||
return err
|
||
}
|
||
actionRecord.Price = marketData.CurrentPrice
|
||
|
||
// 平仓
|
||
order, err := at.trader.CloseShort(decision.Symbol, 0) // 0 = 全部平仓
|
||
if err != nil {
|
||
return err
|
||
}
|
||
|
||
// 记录订单ID
|
||
if orderID, ok := order["orderId"].(int64); ok {
|
||
actionRecord.OrderID = orderID
|
||
}
|
||
|
||
log.Printf(" ✓ 平仓成功")
|
||
return nil
|
||
}
|
||
|
||
// executeUpdateStopLossWithRecord 执行调整止损并记录详细信息
|
||
func (at *AutoTrader) executeUpdateStopLossWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
|
||
log.Printf(" 🎯 调整止损: %s → %.2f", decision.Symbol, decision.NewStopLoss)
|
||
|
||
// 获取当前价格
|
||
marketData, err := market.Get(decision.Symbol)
|
||
if err != nil {
|
||
return err
|
||
}
|
||
actionRecord.Price = marketData.CurrentPrice
|
||
|
||
// 获取当前持仓
|
||
positions, err := at.trader.GetPositions()
|
||
if err != nil {
|
||
return fmt.Errorf("获取持仓失败: %w", err)
|
||
}
|
||
|
||
// 查找目标持仓
|
||
var targetPosition map[string]interface{}
|
||
for _, pos := range positions {
|
||
symbol, _ := pos["symbol"].(string)
|
||
posAmt, _ := pos["positionAmt"].(float64)
|
||
if symbol == decision.Symbol && posAmt != 0 {
|
||
targetPosition = pos
|
||
break
|
||
}
|
||
}
|
||
|
||
if targetPosition == nil {
|
||
return fmt.Errorf("持仓不存在: %s", decision.Symbol)
|
||
}
|
||
|
||
// 获取持仓方向和数量
|
||
side, _ := targetPosition["side"].(string)
|
||
positionSide := strings.ToUpper(side)
|
||
positionAmt, _ := targetPosition["positionAmt"].(float64)
|
||
|
||
// 验证新止损价格合理性
|
||
if positionSide == "LONG" && decision.NewStopLoss >= marketData.CurrentPrice {
|
||
return fmt.Errorf("多单止损必须低于当前价格 (当前: %.2f, 新止损: %.2f)", marketData.CurrentPrice, decision.NewStopLoss)
|
||
}
|
||
if positionSide == "SHORT" && decision.NewStopLoss <= marketData.CurrentPrice {
|
||
return fmt.Errorf("空单止损必须高于当前价格 (当前: %.2f, 新止损: %.2f)", marketData.CurrentPrice, decision.NewStopLoss)
|
||
}
|
||
|
||
// 取消旧的止损单(只删除止损单,不影响止盈单)
|
||
if err := at.trader.CancelStopLossOrders(decision.Symbol); err != nil {
|
||
log.Printf(" ⚠ 取消旧止损单失败: %v", err)
|
||
// 不中断执行,继续设置新止损
|
||
}
|
||
|
||
// 调用交易所 API 修改止损
|
||
quantity := math.Abs(positionAmt)
|
||
err = at.trader.SetStopLoss(decision.Symbol, positionSide, quantity, decision.NewStopLoss)
|
||
if err != nil {
|
||
return fmt.Errorf("修改止损失败: %w", err)
|
||
}
|
||
|
||
log.Printf(" ✓ 止损已调整: %.2f (当前价格: %.2f)", decision.NewStopLoss, marketData.CurrentPrice)
|
||
return nil
|
||
}
|
||
|
||
// executeUpdateTakeProfitWithRecord 执行调整止盈并记录详细信息
|
||
func (at *AutoTrader) executeUpdateTakeProfitWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
|
||
log.Printf(" 🎯 调整止盈: %s → %.2f", decision.Symbol, decision.NewTakeProfit)
|
||
|
||
// 获取当前价格
|
||
marketData, err := market.Get(decision.Symbol)
|
||
if err != nil {
|
||
return err
|
||
}
|
||
actionRecord.Price = marketData.CurrentPrice
|
||
|
||
// 获取当前持仓
|
||
positions, err := at.trader.GetPositions()
|
||
if err != nil {
|
||
return fmt.Errorf("获取持仓失败: %w", err)
|
||
}
|
||
|
||
// 查找目标持仓
|
||
var targetPosition map[string]interface{}
|
||
for _, pos := range positions {
|
||
symbol, _ := pos["symbol"].(string)
|
||
posAmt, _ := pos["positionAmt"].(float64)
|
||
if symbol == decision.Symbol && posAmt != 0 {
|
||
targetPosition = pos
|
||
break
|
||
}
|
||
}
|
||
|
||
if targetPosition == nil {
|
||
return fmt.Errorf("持仓不存在: %s", decision.Symbol)
|
||
}
|
||
|
||
// 获取持仓方向和数量
|
||
side, _ := targetPosition["side"].(string)
|
||
positionSide := strings.ToUpper(side)
|
||
positionAmt, _ := targetPosition["positionAmt"].(float64)
|
||
|
||
// 验证新止盈价格合理性
|
||
if positionSide == "LONG" && decision.NewTakeProfit <= marketData.CurrentPrice {
|
||
return fmt.Errorf("多单止盈必须高于当前价格 (当前: %.2f, 新止盈: %.2f)", marketData.CurrentPrice, decision.NewTakeProfit)
|
||
}
|
||
if positionSide == "SHORT" && decision.NewTakeProfit >= marketData.CurrentPrice {
|
||
return fmt.Errorf("空单止盈必须低于当前价格 (当前: %.2f, 新止盈: %.2f)", marketData.CurrentPrice, decision.NewTakeProfit)
|
||
}
|
||
|
||
// 取消旧的止盈单(只删除止盈单,不影响止损单)
|
||
if err := at.trader.CancelTakeProfitOrders(decision.Symbol); err != nil {
|
||
log.Printf(" ⚠ 取消旧止盈单失败: %v", err)
|
||
// 不中断执行,继续设置新止盈
|
||
}
|
||
|
||
// 调用交易所 API 修改止盈
|
||
quantity := math.Abs(positionAmt)
|
||
err = at.trader.SetTakeProfit(decision.Symbol, positionSide, quantity, decision.NewTakeProfit)
|
||
if err != nil {
|
||
return fmt.Errorf("修改止盈失败: %w", err)
|
||
}
|
||
|
||
log.Printf(" ✓ 止盈已调整: %.2f (当前价格: %.2f)", decision.NewTakeProfit, marketData.CurrentPrice)
|
||
return nil
|
||
}
|
||
|
||
// executePartialCloseWithRecord 执行部分平仓并记录详细信息
|
||
func (at *AutoTrader) executePartialCloseWithRecord(decision *decision.Decision, actionRecord *logger.DecisionAction) error {
|
||
log.Printf(" 📊 部分平仓: %s %.1f%%", decision.Symbol, decision.ClosePercentage)
|
||
|
||
// 验证百分比范围
|
||
if decision.ClosePercentage <= 0 || decision.ClosePercentage > 100 {
|
||
return fmt.Errorf("平仓百分比必须在 0-100 之间,当前: %.1f", decision.ClosePercentage)
|
||
}
|
||
|
||
// 获取当前价格
|
||
marketData, err := market.Get(decision.Symbol)
|
||
if err != nil {
|
||
return err
|
||
}
|
||
actionRecord.Price = marketData.CurrentPrice
|
||
|
||
// 获取当前持仓
|
||
positions, err := at.trader.GetPositions()
|
||
if err != nil {
|
||
return fmt.Errorf("获取持仓失败: %w", err)
|
||
}
|
||
|
||
// 查找目标持仓
|
||
var targetPosition map[string]interface{}
|
||
for _, pos := range positions {
|
||
symbol, _ := pos["symbol"].(string)
|
||
posAmt, _ := pos["positionAmt"].(float64)
|
||
if symbol == decision.Symbol && posAmt != 0 {
|
||
targetPosition = pos
|
||
break
|
||
}
|
||
}
|
||
|
||
if targetPosition == nil {
|
||
return fmt.Errorf("持仓不存在: %s", decision.Symbol)
|
||
}
|
||
|
||
// 获取持仓方向和数量
|
||
side, _ := targetPosition["side"].(string)
|
||
positionSide := strings.ToUpper(side)
|
||
positionAmt, _ := targetPosition["positionAmt"].(float64)
|
||
|
||
// 计算平仓数量
|
||
totalQuantity := math.Abs(positionAmt)
|
||
closeQuantity := totalQuantity * (decision.ClosePercentage / 100.0)
|
||
actionRecord.Quantity = closeQuantity
|
||
|
||
// ✅ Layer 2: 最小仓位检查(防止产生小额剩余)
|
||
markPrice, _ := targetPosition["markPrice"].(float64)
|
||
currentPositionValue := totalQuantity * markPrice
|
||
remainingQuantity := totalQuantity - closeQuantity
|
||
remainingValue := remainingQuantity * markPrice
|
||
|
||
const MIN_POSITION_VALUE = 10.0 // 最小持仓价值 10 USDT
|
||
|
||
if remainingValue > 0 && remainingValue < MIN_POSITION_VALUE {
|
||
log.Printf("⚠️ 检测到 partial_close 后剩余仓位 %.2f USDT < %.0f USDT",
|
||
remainingValue, MIN_POSITION_VALUE)
|
||
log.Printf(" → 当前仓位价值: %.2f USDT, 平仓 %.1f%%, 剩余: %.2f USDT",
|
||
currentPositionValue, decision.ClosePercentage, remainingValue)
|
||
log.Printf(" → 自动修正为全部平仓,避免产生无法平仓的小额剩余")
|
||
|
||
// 🔄 自动修正为全部平仓
|
||
if positionSide == "LONG" {
|
||
decision.Action = "close_long"
|
||
log.Printf(" ✓ 已修正为: close_long")
|
||
return at.executeCloseLongWithRecord(decision, actionRecord)
|
||
} else {
|
||
decision.Action = "close_short"
|
||
log.Printf(" ✓ 已修正为: close_short")
|
||
return at.executeCloseShortWithRecord(decision, actionRecord)
|
||
}
|
||
}
|
||
|
||
// 执行平仓
|
||
var order map[string]interface{}
|
||
if positionSide == "LONG" {
|
||
order, err = at.trader.CloseLong(decision.Symbol, closeQuantity)
|
||
} else {
|
||
order, err = at.trader.CloseShort(decision.Symbol, closeQuantity)
|
||
}
|
||
|
||
if err != nil {
|
||
return fmt.Errorf("部分平仓失败: %w", err)
|
||
}
|
||
|
||
// 记录订单ID
|
||
if orderID, ok := order["orderId"].(int64); ok {
|
||
actionRecord.OrderID = orderID
|
||
}
|
||
|
||
log.Printf(" ✓ 部分平仓成功: 平仓 %.4f (%.1f%%), 剩余 %.4f",
|
||
closeQuantity, decision.ClosePercentage, remainingQuantity)
|
||
|
||
// 🔧 FIX: 部分平仓后重新设置止盈止损(基于剩余数量)
|
||
// 币安会自动取消原来的止盈止损订单(因为数量不匹配),所以必须重新设置
|
||
if decision.NewStopLoss > 0 || decision.NewTakeProfit > 0 {
|
||
log.Printf(" 🎯 更新剩余仓位的止盈止损...")
|
||
|
||
// 设置新止损(基于剩余数量)
|
||
if decision.NewStopLoss > 0 {
|
||
if err := at.trader.SetStopLoss(decision.Symbol, positionSide, remainingQuantity, decision.NewStopLoss); err != nil {
|
||
log.Printf(" ⚠️ 设置新止损失败: %v", err)
|
||
} else {
|
||
log.Printf(" ✓ 已设置新止损: %.4f (数量: %.4f)", decision.NewStopLoss, remainingQuantity)
|
||
}
|
||
}
|
||
|
||
// 设置新止盈(基于剩余数量)
|
||
if decision.NewTakeProfit > 0 {
|
||
if err := at.trader.SetTakeProfit(decision.Symbol, positionSide, remainingQuantity, decision.NewTakeProfit); err != nil {
|
||
log.Printf(" ⚠️ 设置新止盈失败: %v", err)
|
||
} else {
|
||
log.Printf(" ✓ 已设置新止盈: %.4f (数量: %.4f)", decision.NewTakeProfit, remainingQuantity)
|
||
}
|
||
}
|
||
} else {
|
||
// ⚠️ AI 没有提供新的止盈止损,剩余仓位将失去保护
|
||
log.Printf(" ⚠️⚠️⚠️ 警告: 部分平仓后AI未提供新的止盈止损价格")
|
||
log.Printf(" → 剩余仓位 %.4f (价值 %.2f USDT) 目前没有止盈止损保护", remainingQuantity, remainingValue)
|
||
log.Printf(" → 建议: 在 partial_close 决策中包含 new_stop_loss 和 new_take_profit 字段")
|
||
}
|
||
|
||
return nil
|
||
}
|
||
|
||
// GetID 获取trader ID
|
||
func (at *AutoTrader) GetID() string {
|
||
return at.id
|
||
}
|
||
|
||
// GetName 获取trader名称
|
||
func (at *AutoTrader) GetName() string {
|
||
return at.name
|
||
}
|
||
|
||
// GetAIModel 获取AI模型
|
||
func (at *AutoTrader) GetAIModel() string {
|
||
return at.aiModel
|
||
}
|
||
|
||
// GetExchange 获取交易所
|
||
func (at *AutoTrader) GetExchange() string {
|
||
return at.exchange
|
||
}
|
||
|
||
// SetCustomPrompt 设置自定义交易策略prompt
|
||
func (at *AutoTrader) SetCustomPrompt(prompt string) {
|
||
at.customPrompt = prompt
|
||
}
|
||
|
||
// SetOverrideBasePrompt 设置是否覆盖基础prompt
|
||
func (at *AutoTrader) SetOverrideBasePrompt(override bool) {
|
||
at.overrideBasePrompt = override
|
||
}
|
||
|
||
// SetSystemPromptTemplate 设置系统提示词模板
|
||
func (at *AutoTrader) SetSystemPromptTemplate(templateName string) {
|
||
at.systemPromptTemplate = templateName
|
||
}
|
||
|
||
// GetSystemPromptTemplate 获取当前系统提示词模板名称
|
||
func (at *AutoTrader) GetSystemPromptTemplate() string {
|
||
return at.systemPromptTemplate
|
||
}
|
||
|
||
// GetDecisionLogger 获取决策日志记录器
|
||
func (at *AutoTrader) GetDecisionLogger() *logger.DecisionLogger {
|
||
return at.decisionLogger
|
||
}
|
||
|
||
// GetStatus 获取系统状态(用于API)
|
||
func (at *AutoTrader) GetStatus() map[string]interface{} {
|
||
aiProvider := "DeepSeek"
|
||
if at.config.UseQwen {
|
||
aiProvider = "Qwen"
|
||
}
|
||
|
||
return map[string]interface{}{
|
||
"trader_id": at.id,
|
||
"trader_name": at.name,
|
||
"ai_model": at.aiModel,
|
||
"exchange": at.exchange,
|
||
"is_running": at.isRunning,
|
||
"start_time": at.startTime.Format(time.RFC3339),
|
||
"runtime_minutes": int(time.Since(at.startTime).Minutes()),
|
||
"call_count": at.callCount,
|
||
"initial_balance": at.initialBalance,
|
||
"scan_interval": at.config.ScanInterval.String(),
|
||
"stop_until": at.stopUntil.Format(time.RFC3339),
|
||
"last_reset_time": at.lastResetTime.Format(time.RFC3339),
|
||
"ai_provider": aiProvider,
|
||
}
|
||
}
|
||
|
||
// GetAccountInfo 获取账户信息(用于API)
|
||
func (at *AutoTrader) GetAccountInfo() (map[string]interface{}, error) {
|
||
balance, err := at.trader.GetBalance()
|
||
if err != nil {
|
||
return nil, fmt.Errorf("获取余额失败: %w", err)
|
||
}
|
||
|
||
// 获取账户字段
|
||
totalWalletBalance := 0.0
|
||
totalUnrealizedProfit := 0.0
|
||
availableBalance := 0.0
|
||
|
||
if wallet, ok := balance["totalWalletBalance"].(float64); ok {
|
||
totalWalletBalance = wallet
|
||
}
|
||
if unrealized, ok := balance["totalUnrealizedProfit"].(float64); ok {
|
||
totalUnrealizedProfit = unrealized
|
||
}
|
||
if avail, ok := balance["availableBalance"].(float64); ok {
|
||
availableBalance = avail
|
||
}
|
||
|
||
// Total Equity = 钱包余额 + 未实现盈亏
|
||
totalEquity := totalWalletBalance + totalUnrealizedProfit
|
||
|
||
// 获取持仓计算总保证金
|
||
positions, err := at.trader.GetPositions()
|
||
if err != nil {
|
||
return nil, fmt.Errorf("获取持仓失败: %w", err)
|
||
}
|
||
|
||
totalMarginUsed := 0.0
|
||
totalUnrealizedPnL := 0.0
|
||
for _, pos := range positions {
|
||
markPrice := pos["markPrice"].(float64)
|
||
quantity := pos["positionAmt"].(float64)
|
||
if quantity < 0 {
|
||
quantity = -quantity
|
||
}
|
||
unrealizedPnl := pos["unRealizedProfit"].(float64)
|
||
totalUnrealizedPnL += unrealizedPnl
|
||
|
||
leverage := 10
|
||
if lev, ok := pos["leverage"].(float64); ok {
|
||
leverage = int(lev)
|
||
}
|
||
marginUsed := (quantity * markPrice) / float64(leverage)
|
||
totalMarginUsed += marginUsed
|
||
}
|
||
|
||
totalPnL := totalEquity - at.initialBalance
|
||
totalPnLPct := 0.0
|
||
if at.initialBalance > 0 {
|
||
totalPnLPct = (totalPnL / at.initialBalance) * 100
|
||
}
|
||
|
||
marginUsedPct := 0.0
|
||
if totalEquity > 0 {
|
||
marginUsedPct = (totalMarginUsed / totalEquity) * 100
|
||
}
|
||
|
||
return map[string]interface{}{
|
||
// 核心字段
|
||
"total_equity": totalEquity, // 账户净值 = wallet + unrealized
|
||
"wallet_balance": totalWalletBalance, // 钱包余额(不含未实现盈亏)
|
||
"unrealized_profit": totalUnrealizedProfit, // 未实现盈亏(从API)
|
||
"available_balance": availableBalance, // 可用余额
|
||
|
||
// 盈亏统计
|
||
"total_pnl": totalPnL, // 总盈亏 = equity - initial
|
||
"total_pnl_pct": totalPnLPct, // 总盈亏百分比
|
||
"total_unrealized_pnl": totalUnrealizedPnL, // 未实现盈亏(从持仓计算)
|
||
"initial_balance": at.initialBalance, // 初始余额
|
||
"daily_pnl": at.dailyPnL, // 日盈亏
|
||
|
||
// 持仓信息
|
||
"position_count": len(positions), // 持仓数量
|
||
"margin_used": totalMarginUsed, // 保证金占用
|
||
"margin_used_pct": marginUsedPct, // 保证金使用率
|
||
}, nil
|
||
}
|
||
|
||
// GetPositions 获取持仓列表(用于API)
|
||
func (at *AutoTrader) GetPositions() ([]map[string]interface{}, error) {
|
||
positions, err := at.trader.GetPositions()
|
||
if err != nil {
|
||
return nil, fmt.Errorf("获取持仓失败: %w", err)
|
||
}
|
||
|
||
var result []map[string]interface{}
|
||
for _, pos := range positions {
|
||
symbol := pos["symbol"].(string)
|
||
side := pos["side"].(string)
|
||
entryPrice := pos["entryPrice"].(float64)
|
||
markPrice := pos["markPrice"].(float64)
|
||
quantity := pos["positionAmt"].(float64)
|
||
if quantity < 0 {
|
||
quantity = -quantity
|
||
}
|
||
unrealizedPnl := pos["unRealizedProfit"].(float64)
|
||
liquidationPrice := pos["liquidationPrice"].(float64)
|
||
|
||
leverage := 10
|
||
if lev, ok := pos["leverage"].(float64); ok {
|
||
leverage = int(lev)
|
||
}
|
||
|
||
// 计算占用保证金
|
||
marginUsed := (quantity * markPrice) / float64(leverage)
|
||
|
||
// 计算盈亏百分比(基于保证金)
|
||
// 收益率 = 未实现盈亏 / 保证金 × 100%
|
||
pnlPct := 0.0
|
||
if marginUsed > 0 {
|
||
pnlPct = (unrealizedPnl / marginUsed) * 100
|
||
}
|
||
|
||
result = append(result, map[string]interface{}{
|
||
"symbol": symbol,
|
||
"side": side,
|
||
"entry_price": entryPrice,
|
||
"mark_price": markPrice,
|
||
"quantity": quantity,
|
||
"leverage": leverage,
|
||
"unrealized_pnl": unrealizedPnl,
|
||
"unrealized_pnl_pct": pnlPct,
|
||
"liquidation_price": liquidationPrice,
|
||
"margin_used": marginUsed,
|
||
})
|
||
}
|
||
|
||
return result, nil
|
||
}
|
||
|
||
// sortDecisionsByPriority 对决策排序:先平仓,再开仓,最后hold/wait
|
||
// 这样可以避免换仓时仓位叠加超限
|
||
func sortDecisionsByPriority(decisions []decision.Decision) []decision.Decision {
|
||
if len(decisions) <= 1 {
|
||
return decisions
|
||
}
|
||
|
||
// 定义优先级
|
||
getActionPriority := func(action string) int {
|
||
switch action {
|
||
case "close_long", "close_short", "partial_close":
|
||
return 1 // 最高优先级:先平仓(包括部分平仓)
|
||
case "update_stop_loss", "update_take_profit":
|
||
return 2 // 调整持仓止盈止损
|
||
case "open_long", "open_short":
|
||
return 3 // 次优先级:后开仓
|
||
case "hold", "wait":
|
||
return 4 // 最低优先级:观望
|
||
default:
|
||
return 999 // 未知动作放最后
|
||
}
|
||
}
|
||
|
||
// 复制决策列表
|
||
sorted := make([]decision.Decision, len(decisions))
|
||
copy(sorted, decisions)
|
||
|
||
// 按优先级排序
|
||
for i := 0; i < len(sorted)-1; i++ {
|
||
for j := i + 1; j < len(sorted); j++ {
|
||
if getActionPriority(sorted[i].Action) > getActionPriority(sorted[j].Action) {
|
||
sorted[i], sorted[j] = sorted[j], sorted[i]
|
||
}
|
||
}
|
||
}
|
||
|
||
return sorted
|
||
}
|
||
|
||
// getCandidateCoins 获取交易员的候选币种列表
|
||
func (at *AutoTrader) getCandidateCoins() ([]decision.CandidateCoin, error) {
|
||
if len(at.tradingCoins) == 0 {
|
||
// 使用数据库配置的默认币种列表
|
||
var candidateCoins []decision.CandidateCoin
|
||
|
||
if len(at.defaultCoins) > 0 {
|
||
// 使用数据库中配置的默认币种
|
||
for _, coin := range at.defaultCoins {
|
||
symbol := normalizeSymbol(coin)
|
||
candidateCoins = append(candidateCoins, decision.CandidateCoin{
|
||
Symbol: symbol,
|
||
Sources: []string{"default"}, // 标记为数据库默认币种
|
||
})
|
||
}
|
||
log.Printf("📋 [%s] 使用数据库默认币种: %d个币种 %v",
|
||
at.name, len(candidateCoins), at.defaultCoins)
|
||
return candidateCoins, nil
|
||
} else {
|
||
// 如果数据库中没有配置默认币种,则使用AI500+OI Top作为fallback
|
||
const ai500Limit = 20 // AI500取前20个评分最高的币种
|
||
|
||
mergedPool, err := pool.GetMergedCoinPool(ai500Limit)
|
||
if err != nil {
|
||
return nil, fmt.Errorf("获取合并币种池失败: %w", err)
|
||
}
|
||
|
||
// 构建候选币种列表(包含来源信息)
|
||
for _, symbol := range mergedPool.AllSymbols {
|
||
sources := mergedPool.SymbolSources[symbol]
|
||
candidateCoins = append(candidateCoins, decision.CandidateCoin{
|
||
Symbol: symbol,
|
||
Sources: sources, // "ai500" 和/或 "oi_top"
|
||
})
|
||
}
|
||
|
||
log.Printf("📋 [%s] 数据库无默认币种配置,使用AI500+OI Top: AI500前%d + OI_Top20 = 总计%d个候选币种",
|
||
at.name, ai500Limit, len(candidateCoins))
|
||
return candidateCoins, nil
|
||
}
|
||
} else {
|
||
// 使用自定义币种列表
|
||
var candidateCoins []decision.CandidateCoin
|
||
for _, coin := range at.tradingCoins {
|
||
// 确保币种格式正确(转为大写USDT交易对)
|
||
symbol := normalizeSymbol(coin)
|
||
candidateCoins = append(candidateCoins, decision.CandidateCoin{
|
||
Symbol: symbol,
|
||
Sources: []string{"custom"}, // 标记为自定义来源
|
||
})
|
||
}
|
||
|
||
log.Printf("📋 [%s] 使用自定义币种: %d个币种 %v",
|
||
at.name, len(candidateCoins), at.tradingCoins)
|
||
return candidateCoins, nil
|
||
}
|
||
}
|
||
|
||
// normalizeSymbol 标准化币种符号(确保以USDT结尾)
|
||
func normalizeSymbol(symbol string) string {
|
||
// 转为大写
|
||
symbol = strings.ToUpper(strings.TrimSpace(symbol))
|
||
|
||
// 确保以USDT结尾
|
||
if !strings.HasSuffix(symbol, "USDT") {
|
||
symbol = symbol + "USDT"
|
||
}
|
||
|
||
return symbol
|
||
}
|
||
|
||
// extractNewsSymbols 提取需要收集新闻的币种(持仓 + 候选币前几个 + BTC)
|
||
func (at *AutoTrader) extractNewsSymbols(positions []decision.PositionInfo, candidates []decision.CandidateCoin) []string {
|
||
const (
|
||
maxNewsSymbols = 10 // 最多收集10个币种的新闻(避免请求过多)
|
||
maxCandidatesForNews = 5 // 从候选币中取前5个
|
||
)
|
||
|
||
symbolSet := make(map[string]bool)
|
||
result := make([]string, 0, maxNewsSymbols)
|
||
|
||
// 1. 总是包含 BTC(市场风向标)
|
||
symbolSet["btc"] = true
|
||
result = append(result, "btc")
|
||
|
||
// 2. 添加所有持仓币种(这些是最重要的)
|
||
for _, pos := range positions {
|
||
// 转换为新闻 API 格式(小写,移除 USDT 后缀)
|
||
baseSymbol := strings.ToLower(strings.TrimSuffix(pos.Symbol, "USDT"))
|
||
if !symbolSet[baseSymbol] && len(result) < maxNewsSymbols {
|
||
symbolSet[baseSymbol] = true
|
||
result = append(result, baseSymbol)
|
||
}
|
||
}
|
||
|
||
// 3. 添加候选币种(前几个,按优先级)
|
||
for i, coin := range candidates {
|
||
if i >= maxCandidatesForNews {
|
||
break
|
||
}
|
||
if len(result) >= maxNewsSymbols {
|
||
break
|
||
}
|
||
|
||
baseSymbol := strings.ToLower(strings.TrimSuffix(coin.Symbol, "USDT"))
|
||
if !symbolSet[baseSymbol] {
|
||
symbolSet[baseSymbol] = true
|
||
result = append(result, baseSymbol)
|
||
}
|
||
}
|
||
|
||
return result
|
||
}
|
||
|
||
// detectAutoClosedPositions 检测自动平仓的持仓(止损/止盈触发)
|
||
func (at *AutoTrader) detectAutoClosedPositions(currentPositions []decision.PositionInfo) []logger.DecisionAction {
|
||
var autoClosedActions []logger.DecisionAction
|
||
|
||
// 创建当前持仓的map便于查找
|
||
currentPosMap := make(map[string]bool)
|
||
for _, pos := range currentPositions {
|
||
posKey := pos.Symbol + "_" + pos.Side
|
||
currentPosMap[posKey] = true
|
||
}
|
||
|
||
// 检查上一个周期的持仓,哪些现在消失了
|
||
for posKey, lastPos := range at.lastPositions {
|
||
if !currentPosMap[posKey] {
|
||
// 这个持仓消失了,说明被自动平仓了(止损/止盈触发)
|
||
// 获取当前价格作为平仓价格的近似值
|
||
marketData, err := market.Get(lastPos.Symbol)
|
||
closePrice := 0.0
|
||
if err == nil {
|
||
closePrice = marketData.CurrentPrice
|
||
} else {
|
||
// 如果无法获取当前价格,使用入场价作为fallback
|
||
closePrice = lastPos.EntryPrice
|
||
}
|
||
|
||
// 确定是平多仓还是平空仓
|
||
action := "auto_close_long"
|
||
if lastPos.Side == "short" {
|
||
action = "auto_close_short"
|
||
}
|
||
|
||
// 创建自动平仓记录
|
||
autoClosedAction := logger.DecisionAction{
|
||
Action: action,
|
||
Symbol: lastPos.Symbol,
|
||
Quantity: lastPos.Quantity,
|
||
Leverage: lastPos.Leverage,
|
||
Price: closePrice,
|
||
OrderID: 0, // 自动平仓没有特定的订单ID
|
||
Timestamp: time.Now(),
|
||
Success: true,
|
||
Error: "",
|
||
}
|
||
|
||
autoClosedActions = append(autoClosedActions, autoClosedAction)
|
||
log.Printf("[AUTO-CLOSE] 检测到自动平仓: %s %s @ %.4f (可能由止损/止盈触发)",
|
||
lastPos.Symbol, action, closePrice)
|
||
}
|
||
}
|
||
|
||
return autoClosedActions
|
||
}
|
||
|
||
// updatePositionSnapshots 更新持仓快照(用于下一周期检测自动平仓)
|