mirror of
https://github.com/NoFxAiOS/nofx.git
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7532d09dfb
- Complete data flow from coin selection to execution - System/user prompt construction details - AI response parsing and validation - Risk control enforcement - Code file references with line numbers
736 lines
21 KiB
Markdown
736 lines
21 KiB
Markdown
# NOFX 策略模块技术文档
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## 概述
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本文档详细描述 NOFX 策略模块的完整数据流程，包括币种选择、数据组装、提示词构建、AI 请求、响应解析和决策执行。
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---
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## 完整数据流程图
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```
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┌─────────────────────────────────────────────────────────────────┐
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│ 交易周期 (每 N 分钟) │
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└─────────────────────────────────────────────────────────────────┘
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1. 币种选择 (GetCandidateCoins)
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├─ Static (静态列表)
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├─ AI500 Pool (AI评分池)
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├─ OI Top (持仓增长榜)
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└─ Mixed (混合模式)
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↓
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2. 数据组装 (buildTradingContext)
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├─ 账户余额 → equity, available, unrealizedPnL
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├─ 当前持仓 → symbol, side, entry, mark, qty, leverage
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├─ K线数据 → OHLCV (5m, 15m, 1h, 4h)
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├─ 技术指标 → EMA, MACD, RSI, ATR, Volume
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├─ 链上数据 → OI, Funding Rate
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├─ 量化数据 → 资金流向, OI变化 (可选)
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└─ 最近交易 → 最近10笔已平仓
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↓
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3. 系统提示词 (BuildSystemPrompt)
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├─ 角色定义
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├─ 交易模式 (aggressive/conservative/scalping)
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├─ 硬性约束 (代码强制执行)
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├─ AI引导 (建议值)
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├─ 交易频率
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├─ 入场标准
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├─ 决策流程
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└─ 输出格式 (XML + JSON)
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↓
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4. 用户提示词 (BuildUserPrompt)
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├─ 系统状态 (时间, 周期号)
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├─ BTC市场概览
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├─ 账户信息
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├─ 当前持仓 (含技术指标)
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├─ 候选币种 (完整市场数据)
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└─ "请分析并输出决策..."
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↓
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5. AI请求 (CallWithMessages)
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├─ 选择AI模型
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├─ POST: system_prompt + user_prompt
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├─ 超时: 120秒, 重试: 3次
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└─ 返回原始响应
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↓
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6. AI解析 (parseFullDecisionResponse)
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├─ 提取思维链 <reasoning>
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├─ 提取JSON决策 <decision>
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├─ 修复字符编码
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├─ 验证JSON格式
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├─ 解析决策数组
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└─ 验证风控参数
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↓
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7. 决策执行
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├─ 排序: 平仓优先 → 开仓 → hold/wait
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├─ 风控强制执行
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├─ 提交订单
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├─ 确认成交
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└─ 记录到数据库
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```
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---
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## 1. 币种选择 (Coin Selection)
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**核心文件:** `decision/engine.go:380-454`
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**入口方法:** `StrategyEngine.GetCandidateCoins()`
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### 1.1 静态币种列表 (Static)
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```go
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// decision/engine.go:395-403
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if config.CoinSource.SourceType == "static" {
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for _, symbol := range config.CoinSource.StaticCoins {
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coins = append(coins, CandidateCoin{
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Symbol: market.Normalize(symbol),
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Sources: []string{"static"},
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})
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}
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}
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```
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- **配置:** `StrategyConfig.CoinSource.StaticCoins`
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- **用途:** 手动指定交易币种
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- **标签:** `["static"]`
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### 1.2 AI500 币种池 (CoinPool)
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```go
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// decision/engine.go:405-406, 456-474
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func (e *StrategyEngine) getCoinPoolCoins(limit int) []CandidateCoin {
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coins, err := e.provider.GetTopRatedCoins(limit)
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// ...
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for _, coin := range coins {
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result = append(result, CandidateCoin{
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Symbol: coin.Symbol,
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Sources: []string{"ai500"},
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})
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}
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}
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```
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- **API:** `config.CoinSource.CoinPoolAPIURL` (默认: `http://nofxaios.com:30006/api/ai500/list`)
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- **用途:** 获取 AI 评分最高的 N 个币种
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- **标签:** `["ai500"]`
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### 1.3 OI Top 币种 (持仓增长榜)
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```go
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// decision/engine.go:408-409, 476-498
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func (e *StrategyEngine) getOITopCoins() []CandidateCoin {
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positions, err := e.provider.GetOITopPositions()
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// ...
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for _, pos := range positions {
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result = append(result, CandidateCoin{
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Symbol: pos.Symbol,
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Sources: []string{"oi_top"},
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})
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}
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}
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```
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- **API:** `config.CoinSource.OITopAPIURL`
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- **用途:** 获取持仓量增长最快的币种
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- **标签:** `["oi_top"]`
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### 1.4 混合模式 (Mixed)
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```go
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// decision/engine.go:411-449
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if config.CoinSource.SourceType == "mixed" {
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if config.CoinSource.UseCoinPool {
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// 添加 AI500 币种
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}
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if config.CoinSource.UseOITop {
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// 添加 OI Top 币种
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}
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if len(config.CoinSource.StaticCoins) > 0 {
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// 添加静态币种
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}
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// 去重合并，保留多来源标签
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}
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```
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- **特点:** 同时使用多个数据源
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- **标签示例:** `["ai500", "oi_top"]` (双信号币种)
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---
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## 2. 数据组装 (Data Assembly)
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**核心文件:** `trader/auto_trader.go:562-791`, `decision/engine.go:299-374`
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**入口方法:** `AutoTrader.buildTradingContext()`
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### 2.1 账户数据
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```go
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// trader/auto_trader.go:565-583
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balance, err := at.trader.GetBalance()
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equity := balance["total_equity"].(float64)
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available := balance["available_balance"].(float64)
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unrealizedPnL := balance["total_pnl"].(float64)
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```
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**提取字段:**
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- `total_equity` - 账户总权益
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- `available_balance` - 可用余额
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- `total_pnl` - 未实现盈亏
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### 2.2 持仓数据
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```go
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// trader/auto_trader.go:588-682
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positions, err := at.trader.GetPositions()
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for _, pos := range positions {
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position := decision.Position{
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Symbol: pos.Symbol,
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Side: pos.Side, // "long" / "short"
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EntryPrice: pos.EntryPrice,
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MarkPrice: pos.MarkPrice,
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Quantity: pos.Quantity,
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Leverage: pos.Leverage,
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UnrealizedPnL: pos.UnrealizedPnL,
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LiquidationPrice: pos.LiquidationPrice,
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}
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}
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```
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### 2.3 市场数据获取
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```go
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// decision/engine.go:299-374
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func (e *StrategyEngine) fetchMarketDataWithStrategy(symbols []string) map[string]*market.Data {
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timeframes := config.Indicators.Klines.SelectedTimeframes // ["5m", "15m", "1h", "4h"]
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primaryTF := config.Indicators.Klines.PrimaryTimeframe // "5m"
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count := config.Indicators.Klines.PrimaryCount // 30
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for _, symbol := range symbols {
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data := market.GetWithTimeframes(symbol, timeframes, primaryTF, count)
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result[symbol] = data
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}
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}
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```
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### 2.4 技术指标计算
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**文件:** `market/data.go:59-98`
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| 指标 | 配置 | 计算方法 |
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|------|------|----------|
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| **EMA** | `EnableEMA`, `EMAPeriods` | `calculateEMA(klines, period)` |
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| **MACD** | `EnableMACD` | `calculateMACD(klines)` - 12/26/9 |
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| **RSI** | `EnableRSI`, `RSIPeriods` | `calculateRSI(klines, period)` |
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| **ATR** | `EnableATR`, `ATRPeriods` | `calculateATR(klines, period)` |
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| **Volume** | `EnableVolume` | 原始成交量数据 |
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| **OI** | `EnableOI` | 持仓量数据 |
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| **Funding Rate** | `EnableFundingRate` | 资金费率 |
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### 2.5 量化数据 (可选)
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```go
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// trader/auto_trader.go:759-778
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if config.Indicators.EnableQuantData {
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quantData := provider.GetQuantData(symbol)
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// 包含: 资金流向、OI变化、价格变化
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}
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```
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**数据结构:**
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```go
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QuantData {
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Netflow {
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Institution: {Future, Spot}, // 机构资金流
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Personal: {Future, Spot} // 散户资金流
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},
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OI {
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CurrentOI: float64,
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Delta: {1h, 4h, 24h} // OI变化
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},
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PriceChange {
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"1h", "4h", "24h": float64 // 价格变化百分比
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}
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}
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```
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---
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## 3. 系统提示词 (System Prompt)
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**核心文件:** `decision/engine.go:700-818`
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**入口方法:** `StrategyEngine.BuildSystemPrompt(accountEquity, variant)`
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### 3.1 提示词结构 (8个部分)
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```
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1. 角色定义 [可编辑]
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2. 交易模式变体 [运行时确定]
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3. 硬性约束 [代码强制 + AI引导]
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4. 交易频率 [可编辑]
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5. 入场标准 [可编辑]
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6. 决策流程 [可编辑]
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7. 输出格式 [固定XML + JSON结构]
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8. 自定义提示词 [可选]
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```
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### 3.2 角色定义
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```go
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// decision/engine.go:706-713
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roleDefinition := config.PromptSections.RoleDefinition
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if roleDefinition == "" {
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roleDefinition = "You are a professional cryptocurrency trading AI..."
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}
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```
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### 3.3 交易模式变体
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| 模式 | 特点 |
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|------|------|
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| `aggressive` | 趋势突破，较高仓位容忍度 |
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| `conservative` | 多信号确认，保守资金管理 |
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| `scalping` | 短线动量，紧止盈 |
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### 3.4 硬性约束
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**代码强制执行 (CODE ENFORCED):**
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```go
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// decision/engine.go:725-749
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maxPositions := config.RiskControl.MaxPositions // 默认: 3
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altcoinMaxRatio := config.RiskControl.AltcoinMaxPositionValueRatio // 默认: 1.0
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btcethMaxRatio := config.RiskControl.BTCETHMaxPositionValueRatio // 默认: 5.0
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maxMarginUsage := config.RiskControl.MaxMarginUsage // 默认: 90%
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minPositionSize := config.RiskControl.MinPositionSize // 默认: 12 USDT
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```
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**AI引导 (建议值):**
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```go
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altcoinMaxLeverage := config.RiskControl.AltcoinMaxLeverage // 默认: 5x
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btcethMaxLeverage := config.RiskControl.BTCETHMaxLeverage // 默认: 5x
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minRiskRewardRatio := config.RiskControl.MinRiskRewardRatio // 默认: 1:3
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minConfidence := config.RiskControl.MinConfidence // 默认: 75
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```
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### 3.5 输出格式要求
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```xml
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<reasoning>
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[思维链分析过程]
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</reasoning>
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<decision>
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```json
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[
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{
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"symbol": "BTCUSDT",
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"action": "open_long",
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"leverage": 5,
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"position_size_usd": 100.00,
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"stop_loss": 65000.00,
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"take_profit": 72000.00,
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"confidence": 85,
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"risk_usd": 20.00,
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"reasoning": "..."
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}
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]
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```
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</decision>
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```
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---
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## 4. 用户提示词 (User Prompt)
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**核心文件:** `decision/engine.go:884-1007`
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**入口方法:** `StrategyEngine.BuildUserPrompt(ctx)`
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### 4.1 提示词内容结构
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```
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1. 系统状态 [时间, 周期号, 运行时长]
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2. BTC市场概览 [价格, 涨跌幅, MACD, RSI]
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3. 账户信息 [权益, 余额%, 盈亏%, 保证金%, 持仓数]
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4. 最近成交 [最近10笔已平仓交易]
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5. 当前持仓 [详细持仓数据 + 技术指标]
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6. 候选币种 [完整市场数据]
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7. 量化数据 [资金流向, OI数据] (可选)
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8. OI排行数据 [市场OI变化排行] (可选)
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```
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### 4.2 账户信息格式
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```
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Account: Equity 1000.00 | Balance 800.00 (80.0%) | PnL +5.5% | Margin 20.0% | Positions 2
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```
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### 4.3 持仓信息格式
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```
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1. BTCUSDT LONG | Entry 68000.0000 Current 69500.0000
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Qty 0.0100 | Position Value $695.00
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PnL +2.21% | Amount +$15.00
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Peak PnL +3.50% | Leverage 5x
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Margin $139.00 | Liquidation Price 55000.0000
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Holding Duration 2 hours 30 minutes
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Market: price=69500, ema20=68800, macd=150.5, rsi7=62.3
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OI: Latest=15000000, Avg=14500000
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Funding Rate: 0.0100%
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```
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### 4.4 候选币种格式
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```
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### 1. ETHUSDT (AI500+OI_Top dual signal)
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current_price = 3500.00, current_ema20 = 3450.00, current_macd = 25.5, current_rsi7 = 58.0
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Open Interest: Latest: 8500000.00 Average: 8200000.00
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Funding Rate: 0.0050
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=== 5M TIMEFRAME (oldest → latest) ===
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Prices: [3480, 3485, 3490, 3495, 3500]
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Volumes: [1000, 1200, 1100, 1300, 1150]
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EMA20: [3470, 3475, 3478, 3482, 3485]
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MACD: [20.1, 21.5, 22.8, 24.0, 25.5]
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RSI7: [55.0, 56.2, 57.1, 57.8, 58.0]
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|
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=== 15M TIMEFRAME ===
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...
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```
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---
|
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|
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## 5. AI请求 (AI Request)
|
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|
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**核心文件:** `decision/engine.go:222-293`, `mcp/client.go:136-150`
|
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### 5.1 请求流程
|
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```go
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// decision/engine.go:263-268
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aiCallStart := time.Now()
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aiResponse, err := mcpClient.CallWithMessages(systemPrompt, userPrompt)
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aiCallDuration := time.Since(aiCallStart)
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```
|
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|
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### 5.2 支持的AI模型
|
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|
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| 模型 | 客户端文件 | 默认模型 |
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|------|-----------|----------|
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| **DeepSeek** | `mcp/deepseek_client.go` | deepseek-chat |
|
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| **Qwen** | `mcp/qwen_client.go` | qwen-max |
|
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| **Claude** | `mcp/claude_client.go` | claude-3-5-sonnet |
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| **Gemini** | `mcp/gemini_client.go` | gemini-pro |
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| **Grok** | `mcp/grok_client.go` | grok-beta |
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| **OpenAI** | `mcp/openai_client.go` | gpt-5.2 |
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| **Kimi** | `mcp/kimi_client.go` | moonshot-v1-8k |
|
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### 5.3 请求参数
|
||
|
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```go
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// mcp/client.go
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Timeout: 120 seconds
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MaxRetries: 3
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RetryDelay: 2 seconds (exponential backoff)
|
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```
|
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|
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---
|
||
|
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## 6. AI响应解析 (Response Parsing)
|
||
|
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**核心文件:** `decision/engine.go:1303-1604`
|
||
|
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**入口方法:** `parseFullDecisionResponse(response, accountEquity, leverage, ratio)`
|
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|
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### 6.1 解析流程
|
||
|
||
```
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原始AI响应 (文本)
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||
↓
|
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1. 提取思维链 [extractCoTTrace()]
|
||
↓
|
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2. 提取JSON决策 [extractDecisions()]
|
||
↓
|
||
3. 验证JSON格式 [validateJSONFormat()]
|
||
↓
|
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4. 解析JSON [json.Unmarshal()]
|
||
↓
|
||
5. 验证决策 [validateDecisions()]
|
||
↓
|
||
6. 构建FullDecision [返回结构化结果]
|
||
```
|
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|
||
### 6.2 思维链提取
|
||
|
||
```go
|
||
// decision/engine.go:1327-1345
|
||
func extractCoTTrace(response string) string {
|
||
// 优先级1: <reasoning> XML标签
|
||
if match := reReasoningTag.FindStringSubmatch(response); len(match) > 1 {
|
||
return strings.TrimSpace(match[1])
|
||
}
|
||
// 优先级2: <decision>标签之前的文本
|
||
// 优先级3: JSON [ 之前的文本
|
||
// 优先级4: 完整响应
|
||
}
|
||
```
|
||
|
||
### 6.3 JSON决策提取
|
||
|
||
```go
|
||
// decision/engine.go:1347-1408
|
||
func extractDecisions(response string) (string, error) {
|
||
// 1. 移除不可见字符
|
||
response = removeInvisibleRunes(response)
|
||
|
||
// 2. 修复字符编码
|
||
response = fixMissingQuotes(response)
|
||
|
||
// 3. 提取JSON (优先级)
|
||
// - <decision> XML标签 + ```json
|
||
// - 独立 ```json 代码块
|
||
// - 裸JSON数组
|
||
}
|
||
```
|
||
|
||
### 6.4 字符编码修复
|
||
|
||
```go
|
||
// decision/engine.go:1410-1432
|
||
func fixMissingQuotes(s string) string {
|
||
// 中文引号 → ASCII
|
||
s = strings.ReplaceAll(s, """, "\"")
|
||
s = strings.ReplaceAll(s, """, "\"")
|
||
|
||
// 中文括号 → ASCII
|
||
s = strings.ReplaceAll(s, "［", "[")
|
||
s = strings.ReplaceAll(s, "］", "]")
|
||
s = strings.ReplaceAll(s, "｛", "{")
|
||
s = strings.ReplaceAll(s, "｝", "}")
|
||
|
||
// 中文标点 → ASCII
|
||
s = strings.ReplaceAll(s, "：", ":")
|
||
s = strings.ReplaceAll(s, "，", ",")
|
||
}
|
||
```
|
||
|
||
### 6.5 决策验证
|
||
|
||
```go
|
||
// decision/engine.go:1480-1602
|
||
func validateDecisions(decisions []Decision, equity, leverage, ratio float64) error {
|
||
for _, d := range decisions {
|
||
// 1. 验证action类型
|
||
validActions := []string{"open_long", "open_short", "close_long", "close_short", "hold", "wait"}
|
||
|
||
// 2. 开仓验证
|
||
if isOpenAction(d.Action) {
|
||
// 杠杆范围检查
|
||
// 仓位大小检查
|
||
// 止损止盈检查
|
||
// 风险回报比检查
|
||
// 置信度检查
|
||
}
|
||
|
||
// 3. 平仓验证
|
||
if isCloseAction(d.Action) {
|
||
// Symbol必须存在
|
||
}
|
||
}
|
||
}
|
||
```
|
||
|
||
### 6.6 Decision结构体
|
||
|
||
```go
|
||
// decision/engine.go:128-143
|
||
type Decision struct {
|
||
Symbol string // 交易对: "BTCUSDT"
|
||
Action string // "open_long", "open_short", "close_long", "close_short", "hold", "wait"
|
||
Leverage int // 杠杆倍数
|
||
PositionSizeUSD float64 // 仓位价值 (USDT)
|
||
StopLoss float64 // 止损价格
|
||
TakeProfit float64 // 止盈价格
|
||
Confidence int // 置信度 0-100
|
||
RiskUSD float64 // 最大风险 (USDT)
|
||
Reasoning string // 决策理由
|
||
}
|
||
```
|
||
|
||
---
|
||
|
||
## 7. 决策执行 (Execution)
|
||
|
||
**核心文件:** `trader/auto_trader.go:392-560`
|
||
|
||
### 7.1 决策排序
|
||
|
||
```go
|
||
// trader/auto_trader.go:519-526
|
||
sort.SliceStable(decisions, func(i, j int) bool {
|
||
priority := map[string]int{
|
||
"close_long": 1, "close_short": 1, // 最高优先级
|
||
"open_long": 2, "open_short": 2, // 次优先级
|
||
"hold": 3, "wait": 3, // 最低优先级
|
||
}
|
||
return priority[decisions[i].Action] < priority[decisions[j].Action]
|
||
})
|
||
```
|
||
|
||
### 7.2 风控强制执行
|
||
|
||
**文件:** `trader/auto_trader.go:1769-1851`
|
||
|
||
| 检查项 | 方法 | 动作 |
|
||
|--------|------|------|
|
||
| 最大持仓数 | `enforceMaxPositions()` | 拒绝新开仓 |
|
||
| 仓位价值上限 | `enforcePositionValueRatio()` | 自动缩减仓位 |
|
||
| 最小仓位 | `enforceMinPositionSize()` | 拒绝过小订单 |
|
||
| 保证金调整 | 自动计算 | 根据可用余额调整 |
|
||
|
||
### 7.3 订单执行
|
||
|
||
```go
|
||
// trader/auto_trader.go:1631-1767
|
||
func (at *AutoTrader) recordAndConfirmOrder(orderID, symbol, side, action string) {
|
||
// 1. 轮询订单状态 (5次重试, 500ms间隔)
|
||
for i := 0; i < 5; i++ {
|
||
status := at.trader.GetOrderStatus(orderID)
|
||
if status.Status == "FILLED" {
|
||
break
|
||
}
|
||
time.Sleep(500 * time.Millisecond)
|
||
}
|
||
|
||
// 2. 提取成交信息
|
||
filledPrice := status.AvgPrice
|
||
filledQty := status.FilledQty
|
||
fee := status.Fee
|
||
|
||
// 3. 记录到数据库
|
||
at.store.Position().SaveOrder(...)
|
||
}
|
||
```
|
||
|
||
### 7.4 决策日志保存
|
||
|
||
```go
|
||
// trader/auto_trader.go:1235-1256
|
||
record := &store.DecisionRecord{
|
||
CycleNumber: cycleNumber,
|
||
TraderID: traderID,
|
||
Timestamp: time.Now(),
|
||
SystemPrompt: systemPrompt, // 完整系统提示词
|
||
InputPrompt: userPrompt, // 完整用户提示词
|
||
CoTTrace: cotTrace, // AI思维链
|
||
DecisionJSON: decisionsJSON, // 解析后的决策
|
||
RawResponse: rawResponse, // 原始AI响应
|
||
ExecutionLog: executionResults, // 执行结果
|
||
CandidateCoins: candidateCoins, // 候选币种
|
||
Success: success, // 执行状态
|
||
}
|
||
at.store.Decision().LogDecision(record)
|
||
```
|
||
|
||
---
|
||
|
||
## 核心文件索引
|
||
|
||
| 模块 | 文件 | 关键方法 |
|
||
|------|------|----------|
|
||
| **主循环** | `trader/auto_trader.go` | `Run()`, `runCycle()`, `buildTradingContext()` |
|
||
| **币种选择** | `decision/engine.go:380-454` | `GetCandidateCoins()` |
|
||
| **数据获取** | `market/data.go` | `Get()`, `GetWithTimeframes()` |
|
||
| **指标计算** | `market/data.go:59-98` | `calculateEMA()`, `calculateMACD()`, `calculateRSI()` |
|
||
| **系统提示词** | `decision/engine.go:700-818` | `BuildSystemPrompt()` |
|
||
| **用户提示词** | `decision/engine.go:884-1007` | `BuildUserPrompt()` |
|
||
| **市场数据格式化** | `decision/engine.go:1029-1099` | `formatMarketData()` |
|
||
| **AI请求** | `decision/engine.go:222-293` | `GetFullDecisionWithStrategy()` |
|
||
| **MCP客户端** | `mcp/client.go:136-150` | `CallWithMessages()` |
|
||
| **响应解析** | `decision/engine.go:1303-1604` | `parseFullDecisionResponse()` |
|
||
| **思维链提取** | `decision/engine.go:1327-1345` | `extractCoTTrace()` |
|
||
| **JSON提取** | `decision/engine.go:1347-1408` | `extractDecisions()` |
|
||
| **决策验证** | `decision/engine.go:1480-1602` | `validateDecisions()` |
|
||
| **风控执行** | `trader/auto_trader.go:1769-1851` | `enforceMaxPositions()`, `enforcePositionValueRatio()` |
|
||
| **策略配置** | `store/strategy.go` | `StrategyConfig`, `RiskControlConfig` |
|
||
| **数据提供者** | `provider/data_provider.go` | `GetAI500Data()`, `GetOITopPositions()` |
|
||
|
||
---
|
||
|
||
## 配置参考
|
||
|
||
### 策略配置结构
|
||
|
||
```go
|
||
// store/strategy.go
|
||
type StrategyConfig struct {
|
||
// 币种来源
|
||
CoinSource struct {
|
||
SourceType string // "static", "coinpool", "oi_top", "mixed"
|
||
StaticCoins []string // 静态币种列表
|
||
UseCoinPool bool // 是否使用AI500
|
||
UseOITop bool // 是否使用OI排行
|
||
CoinPoolLimit int // AI500获取数量
|
||
CoinPoolAPIURL string // AI500 API地址
|
||
OITopAPIURL string // OI排行 API地址
|
||
}
|
||
|
||
// 技术指标
|
||
Indicators struct {
|
||
EnableEMA bool
|
||
EMAPeriods []int // [20, 50]
|
||
EnableMACD bool
|
||
EnableRSI bool
|
||
RSIPeriods []int // [7, 14]
|
||
EnableATR bool
|
||
ATRPeriods []int // [14]
|
||
EnableVolume bool
|
||
EnableOI bool
|
||
EnableFundingRate bool
|
||
EnableQuantData bool
|
||
EnableOIRanking bool
|
||
|
||
Klines struct {
|
||
PrimaryTimeframe string // "5m"
|
||
SelectedTimeframes []string // ["5m", "15m", "1h", "4h"]
|
||
PrimaryCount int // 30
|
||
}
|
||
}
|
||
|
||
// 风控配置
|
||
RiskControl struct {
|
||
MaxPositions int // 最大持仓数
|
||
BTCETHMaxLeverage int // BTC/ETH最大杠杆
|
||
AltcoinMaxLeverage int // 山寨币最大杠杆
|
||
BTCETHMaxPositionValueRatio float64 // BTC/ETH仓位比例上限
|
||
AltcoinMaxPositionValueRatio float64 // 山寨币仓位比例上限
|
||
MaxMarginUsage float64 // 最大保证金使用率
|
||
MinPositionSize float64 // 最小仓位
|
||
MinRiskRewardRatio float64 // 最小风险回报比
|
||
MinConfidence int // 最小置信度
|
||
}
|
||
|
||
// 提示词部分
|
||
PromptSections struct {
|
||
RoleDefinition string
|
||
TradingFrequency string
|
||
EntryStandards string
|
||
DecisionProcess string
|
||
}
|
||
|
||
// 自定义提示词
|
||
CustomPrompt string
|
||
}
|
||
```
|
||
|
||
---
|
||
|
||
**文档版本:** 1.0.0
|
||
**最后更新:** 2025-01-15
|