mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-06 20:41:14 +08:00
ceaedca253
Major improvements: - Use period-level Sharpe ratio (range -2 to +2) instead of annualized - Save full user prompt in decision logs for debugging - Format complete market data (3m + 4h candles) for AI analysis - Prevent position stacking with duplicate position checks - Update Sharpe ratio interpretation thresholds Market data enhancements: - Display full technical indicators in user prompt - Include 3-minute and 4-hour timeframe data - Add OI (Open Interest) change and funding rate signals Risk control: - Block opening duplicate positions (same symbol + direction) - Suggest close action first before opening new position - Prevent margin usage from exceeding limits UI improvements: - Update multi-language translations - Refine AI learning dashboard display Co-Authored-By: tinkle-community <tinklefund@gmail.com>
614 lines
24 KiB
Go
614 lines
24 KiB
Go
package market
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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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"nofx/pool"
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"strings"
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"time"
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)
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// PositionInfo 持仓信息
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type PositionInfo struct {
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Symbol string `json:"symbol"`
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Side string `json:"side"` // "long" or "short"
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EntryPrice float64 `json:"entry_price"`
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MarkPrice float64 `json:"mark_price"`
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Quantity float64 `json:"quantity"`
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Leverage int `json:"leverage"`
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UnrealizedPnL float64 `json:"unrealized_pnl"`
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UnrealizedPnLPct float64 `json:"unrealized_pnl_pct"`
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LiquidationPrice float64 `json:"liquidation_price"`
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MarginUsed float64 `json:"margin_used"`
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}
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// AccountInfo 账户信息
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type AccountInfo struct {
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TotalEquity float64 `json:"total_equity"` // 账户净值
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AvailableBalance float64 `json:"available_balance"` // 可用余额
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TotalPnL float64 `json:"total_pnl"` // 总盈亏
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TotalPnLPct float64 `json:"total_pnl_pct"` // 总盈亏百分比
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MarginUsed float64 `json:"margin_used"` // 已用保证金
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MarginUsedPct float64 `json:"margin_used_pct"` // 保证金使用率
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PositionCount int `json:"position_count"` // 持仓数量
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}
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// CandidateCoin 候选币种（来自币种池）
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type CandidateCoin struct {
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Symbol string `json:"symbol"`
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Sources []string `json:"sources"` // 来源: "ai500" 和/或 "oi_top"
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}
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// OITopData 持仓量增长Top数据（用于AI决策参考）
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type OITopData struct {
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Rank int // OI Top排名
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OIDeltaPercent float64 // 持仓量变化百分比（1小时）
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OIDeltaValue float64 // 持仓量变化价值
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PriceDeltaPercent float64 // 价格变化百分比
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NetLong float64 // 净多仓
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NetShort float64 // 净空仓
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}
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// TradingContext 交易上下文（传递给AI的完整信息）
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type TradingContext struct {
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CurrentTime string `json:"current_time"`
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RuntimeMinutes int `json:"runtime_minutes"`
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CallCount int `json:"call_count"`
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Account AccountInfo `json:"account"`
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Positions []PositionInfo `json:"positions"`
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CandidateCoins []CandidateCoin `json:"candidate_coins"`
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MarketDataMap map[string]*MarketData `json:"-"` // 不序列化，但内部使用
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OITopDataMap map[string]*OITopData `json:"-"` // OI Top数据映射
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Performance interface{} `json:"-"` // 历史表现分析（logger.PerformanceAnalysis）
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}
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// TradingDecision AI的交易决策
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type TradingDecision struct {
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Symbol string `json:"symbol"`
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Action string `json:"action"` // "open_long", "open_short", "close_long", "close_short", "hold", "wait"
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Leverage int `json:"leverage,omitempty"`
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PositionSizeUSD float64 `json:"position_size_usd,omitempty"`
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StopLoss float64 `json:"stop_loss,omitempty"`
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TakeProfit float64 `json:"take_profit,omitempty"`
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Confidence int `json:"confidence,omitempty"` // 信心度 (0-100)
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RiskUSD float64 `json:"risk_usd,omitempty"` // 最大美元风险
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Reasoning string `json:"reasoning"`
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}
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// AIFullDecision AI的完整决策（包含思维链）
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type AIFullDecision struct {
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UserPrompt string `json:"user_prompt"` // 发送给AI的输入prompt
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CoTTrace string `json:"cot_trace"` // 思维链分析（AI输出）
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Decisions []TradingDecision `json:"decisions"` // 具体决策列表
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Timestamp time.Time `json:"timestamp"`
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}
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// GetFullTradingDecision 获取AI的完整交易决策（批量分析所有币种和持仓）
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func GetFullTradingDecision(ctx *TradingContext) (*AIFullDecision, error) {
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// 1. 为所有币种获取市场数据
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if err := fetchMarketDataForContext(ctx); err != nil {
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return nil, fmt.Errorf("获取市场数据失败: %w", err)
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}
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// 2. 构建 System Prompt（固定规则）和 User Prompt（动态数据）
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systemPrompt := buildSystemPrompt(ctx.Account.TotalEquity)
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userPrompt := buildUserPrompt(ctx)
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// 3. 调用AI API（使用 system + user prompt）
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aiResponse, err := callAIWithMessages(systemPrompt, userPrompt)
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if err != nil {
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return nil, fmt.Errorf("调用AI API失败: %w", err)
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}
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// 4. 解析AI响应
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decision, err := parseFullDecisionResponse(aiResponse, ctx.Account.TotalEquity)
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if err != nil {
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return nil, fmt.Errorf("解析AI响应失败: %w", err)
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}
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decision.Timestamp = time.Now()
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decision.UserPrompt = userPrompt // 保存输入prompt
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return decision, nil
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}
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// fetchMarketDataForContext 为上下文中的所有币种获取市场数据和OI数据
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func fetchMarketDataForContext(ctx *TradingContext) error {
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ctx.MarketDataMap = make(map[string]*MarketData)
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ctx.OITopDataMap = make(map[string]*OITopData)
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// 收集所有需要获取数据的币种
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symbolSet := make(map[string]bool)
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// 1. 优先获取持仓币种的数据（这是必须的）
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for _, pos := range ctx.Positions {
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symbolSet[pos.Symbol] = true
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}
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// 2. 候选币种数量根据账户状态动态调整
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maxCandidates := calculateMaxCandidates(ctx)
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for i, coin := range ctx.CandidateCoins {
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if i >= maxCandidates {
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break
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}
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symbolSet[coin.Symbol] = true
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}
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// 并发获取市场数据
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// 持仓币种集合（用于判断是否跳过OI检查）
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positionSymbols := make(map[string]bool)
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for _, pos := range ctx.Positions {
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positionSymbols[pos.Symbol] = true
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}
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for symbol := range symbolSet {
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data, err := GetMarketData(symbol)
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if err != nil {
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// 单个币种失败不影响整体，只记录错误
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continue
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}
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// ⚠️ 流动性过滤：持仓价值低于15M USD的币种不做（多空都不做）
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// 持仓价值 = 持仓量 × 当前价格
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// 但现有持仓必须保留（需要决策是否平仓）
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isExistingPosition := positionSymbols[symbol]
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if !isExistingPosition && data.OpenInterest != nil && data.CurrentPrice > 0 {
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// 计算持仓价值（USD）= 持仓量 × 当前价格
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oiValue := data.OpenInterest.Latest * data.CurrentPrice
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oiValueInMillions := oiValue / 1_000_000 // 转换为百万美元单位
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if oiValueInMillions < 15 {
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log.Printf("⚠️ %s 持仓价值过低(%.2fM USD < 15M)，跳过此币种 [持仓量:%.0f × 价格:%.4f]",
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symbol, oiValueInMillions, data.OpenInterest.Latest, data.CurrentPrice)
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continue
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}
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}
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ctx.MarketDataMap[symbol] = data
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}
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// 加载OI Top数据（不影响主流程）
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oiPositions, err := pool.GetOITopPositions()
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if err == nil {
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for _, pos := range oiPositions {
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// 标准化符号匹配
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symbol := pos.Symbol
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ctx.OITopDataMap[symbol] = &OITopData{
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Rank: pos.Rank,
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OIDeltaPercent: pos.OIDeltaPercent,
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OIDeltaValue: pos.OIDeltaValue,
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PriceDeltaPercent: pos.PriceDeltaPercent,
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NetLong: pos.NetLong,
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NetShort: pos.NetShort,
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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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// calculateMaxCandidates 根据账户状态计算需要分析的候选币种数量
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func calculateMaxCandidates(ctx *TradingContext) int {
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// 直接返回候选池的全部币种数量
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// 因为候选池已经在 auto_trader.go 中筛选过了
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// 固定分析前20个评分最高的币种（来自AI500）
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return len(ctx.CandidateCoins)
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}
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// buildSystemPrompt 构建 System Prompt（固定规则，可缓存）
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func buildSystemPrompt(accountEquity float64) string {
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var sb strings.Builder
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// 角色定义
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sb.WriteString("你是专业的加密货币交易AI，在币安合约市场进行自主交易。\n\n")
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sb.WriteString("**使命**: 最大化风险调整后收益（Sharpe Ratio）\n\n")
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// 自我进化核心
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sb.WriteString("## 🧬 自我进化机制\n")
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sb.WriteString("每次调用你都会收到**夏普比率**作为你的业绩指标（周期级别，非年化）：\n\n")
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sb.WriteString("**夏普比率解读**（正常范围 -2 到 +2）：\n")
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sb.WriteString("- < -0.5：持续亏损 → 🔴 极度保守策略（减仓、收紧止损、减少持仓数）\n")
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sb.WriteString("- -0.5 到 0：轻微亏损 → 🟡 优化策略（保守仓位、提高选币标准）\n")
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sb.WriteString("- 0 到 0.7：正收益 → 🟢 维持/优化当前策略\n")
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sb.WriteString("- > 0.7：优异表现 → 🟢 可适度扩大仓位\n\n")
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// 仓位管理规则
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sb.WriteString("## 仓位管理\n")
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sb.WriteString("- 最多持有 **3个币种**（质量>数量）\n")
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sb.WriteString(fmt.Sprintf("- 山寨币: %.0f-%.0f USDT/仓（推荐%.0f），杠杆20x\n",
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accountEquity*0.8, accountEquity*1.5, accountEquity*1.2))
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sb.WriteString(fmt.Sprintf("- BTC/ETH: %.0f-%.0f USDT/仓（推荐%.0f），杠杆50x\n",
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accountEquity*3, accountEquity*10, accountEquity*5))
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sb.WriteString("- 保证金使用率 ≤90%%\n")
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sb.WriteString("- 风险回报比 ≥1:2\n\n")
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// 决策流程
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sb.WriteString("## 决策流程\n")
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sb.WriteString("1. **检查夏普比率**：理解当前策略效果，根据夏普比率调整策略\n")
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sb.WriteString("2. **评估持仓**：决定平仓/持有\n")
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sb.WriteString("3. **寻找机会**：筛选候选币种\n")
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sb.WriteString("4. **执行决策**：输出思维链和JSON决策\n\n")
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// JSON 输出格式
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sb.WriteString("## 输出格式\n\n")
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sb.WriteString("**先输出思维链（纯文本），再输出JSON数组**\n\n")
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sb.WriteString("JSON示例：\n")
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sb.WriteString("```json\n")
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sb.WriteString("[\n")
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sb.WriteString(fmt.Sprintf(" {\"symbol\": \"BTCUSDT\", \"action\": \"open_long\", \"leverage\": 50, \"position_size_usd\": %.0f, \"stop_loss\": 92000, \"take_profit\": 98000, \"confidence\": 85, \"risk_usd\": 200, \"reasoning\": \"强势突破\"},\n", accountEquity*5))
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sb.WriteString(" {\"symbol\": \"ETHUSDT\", \"action\": \"close_long\", \"reasoning\": \"止盈\"}\n")
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sb.WriteString("]\n")
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sb.WriteString("```\n\n")
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sb.WriteString("**字段说明**:\n")
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sb.WriteString("- `action`: open_long | open_short | close_long | close_short | hold | wait\n")
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sb.WriteString("- `confidence`: 信心度0-100（必填，即使不确定也要给出）\n")
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sb.WriteString("- `risk_usd`: 最大美元风险 = (entry_price - stop_loss) × quantity（开仓时必填）\n")
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sb.WriteString("- 开仓时必填: leverage, position_size_usd, stop_loss, take_profit, confidence, risk_usd\n\n")
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// DeepSeek/Qwen 特定优化
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sb.WriteString("**提示**: 运用技术分析原理，趋势确认>指标信号，不要过度依赖单一指标\n")
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return sb.String()
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}
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// buildUserPrompt 构建 User Prompt（动态数据）
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func buildUserPrompt(ctx *TradingContext) string {
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var sb strings.Builder
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// 系统状态
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sb.WriteString(fmt.Sprintf("**时间**: %s | **周期**: #%d | **运行**: %d分钟\n\n",
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ctx.CurrentTime, ctx.CallCount, ctx.RuntimeMinutes))
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// BTC 市场
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if btcData, hasBTC := ctx.MarketDataMap["BTCUSDT"]; hasBTC {
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sb.WriteString(fmt.Sprintf("**BTC**: %.2f (1h: %+.2f%%, 4h: %+.2f%%) | MACD: %.4f | RSI: %.2f\n\n",
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btcData.CurrentPrice, btcData.PriceChange1h, btcData.PriceChange4h,
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btcData.CurrentMACD, btcData.CurrentRSI7))
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}
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// 账户
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sb.WriteString(fmt.Sprintf("**账户**: 净值%.2f | 余额%.2f (%.1f%%) | 盈亏%+.2f%% | 保证金%.1f%% | 持仓%d个\n\n",
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ctx.Account.TotalEquity,
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ctx.Account.AvailableBalance,
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(ctx.Account.AvailableBalance/ctx.Account.TotalEquity)*100,
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ctx.Account.TotalPnLPct,
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ctx.Account.MarginUsedPct,
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ctx.Account.PositionCount))
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// 持仓（完整市场数据）
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if len(ctx.Positions) > 0 {
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sb.WriteString("## 当前持仓\n")
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for i, pos := range ctx.Positions {
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sb.WriteString(fmt.Sprintf("%d. %s %s | 入场价%.4f 当前价%.4f | 盈亏%+.2f%% | 杠杆%dx | 保证金%.0f | 强平价%.4f\n\n",
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i+1, pos.Symbol, strings.ToUpper(pos.Side),
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pos.EntryPrice, pos.MarkPrice, pos.UnrealizedPnLPct,
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pos.Leverage, pos.MarginUsed, pos.LiquidationPrice))
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// 使用FormatMarketData输出完整市场数据
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if marketData, ok := ctx.MarketDataMap[pos.Symbol]; ok {
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sb.WriteString(FormatMarketData(marketData))
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sb.WriteString("\n")
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}
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}
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} else {
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sb.WriteString("**当前持仓**: 无\n\n")
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}
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// 候选币种（完整市场数据）
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sb.WriteString(fmt.Sprintf("## 候选币种 (%d个)\n\n", len(ctx.MarketDataMap)))
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displayedCount := 0
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for _, coin := range ctx.CandidateCoins {
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marketData, hasData := ctx.MarketDataMap[coin.Symbol]
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if !hasData {
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continue
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}
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displayedCount++
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sourceTags := ""
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if len(coin.Sources) > 1 {
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sourceTags = " (AI500+OI_Top双重信号)"
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} else if len(coin.Sources) == 1 && coin.Sources[0] == "oi_top" {
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sourceTags = " (OI_Top持仓增长)"
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}
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// 使用FormatMarketData输出完整市场数据
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sb.WriteString(fmt.Sprintf("### %d. %s%s\n\n", displayedCount, coin.Symbol, sourceTags))
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sb.WriteString(FormatMarketData(marketData))
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sb.WriteString("\n")
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}
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sb.WriteString("\n")
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// 夏普比率（直接传值，不要复杂格式化）
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if ctx.Performance != nil {
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// 直接从interface{}中提取SharpeRatio
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type PerformanceData struct {
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SharpeRatio float64 `json:"sharpe_ratio"`
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}
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var perfData PerformanceData
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if jsonData, err := json.Marshal(ctx.Performance); err == nil {
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if err := json.Unmarshal(jsonData, &perfData); err == nil {
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sb.WriteString(fmt.Sprintf("## 📊 夏普比率: %.2f\n\n", perfData.SharpeRatio))
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}
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}
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}
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sb.WriteString("---\n\n")
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sb.WriteString("现在请分析并输出决策（思维链 + JSON）\n")
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return sb.String()
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}
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// parseFullDecisionResponse 解析AI的完整决策响应
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func parseFullDecisionResponse(aiResponse string, accountEquity float64) (*AIFullDecision, error) {
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// 1. 提取思维链
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cotTrace := extractCoTTrace(aiResponse)
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// 2. 提取JSON决策列表
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decisions, err := extractDecisions(aiResponse)
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if err != nil {
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return &AIFullDecision{
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CoTTrace: cotTrace,
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Decisions: []TradingDecision{},
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}, fmt.Errorf("提取决策失败: %w\n\n=== AI思维链分析 ===\n%s", err, cotTrace)
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}
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// 3. 验证决策
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if err := validateDecisions(decisions, accountEquity); err != nil {
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return &AIFullDecision{
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CoTTrace: cotTrace,
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Decisions: decisions,
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}, fmt.Errorf("决策验证失败: %w\n\n=== AI思维链分析 ===\n%s", err, cotTrace)
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}
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return &AIFullDecision{
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CoTTrace: cotTrace,
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Decisions: decisions,
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}, nil
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}
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// extractCoTTrace 提取思维链分析
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func extractCoTTrace(response string) string {
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// 查找JSON数组的开始位置
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jsonStart := strings.Index(response, "[")
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if jsonStart > 0 {
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// 思维链是JSON数组之前的内容
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return strings.TrimSpace(response[:jsonStart])
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}
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|
||
// 如果找不到JSON，整个响应都是思维链
|
||
return strings.TrimSpace(response)
|
||
}
|
||
|
||
// extractDecisions 提取JSON决策列表
|
||
func extractDecisions(response string) ([]TradingDecision, error) {
|
||
// 直接查找JSON数组 - 找第一个完整的JSON数组
|
||
arrayStart := strings.Index(response, "[")
|
||
if arrayStart == -1 {
|
||
return nil, fmt.Errorf("无法找到JSON数组起始")
|
||
}
|
||
|
||
// 从 [ 开始，匹配括号找到对应的 ]
|
||
arrayEnd := findMatchingBracket(response, arrayStart)
|
||
if arrayEnd == -1 {
|
||
return nil, fmt.Errorf("无法找到JSON数组结束")
|
||
}
|
||
|
||
jsonContent := strings.TrimSpace(response[arrayStart : arrayEnd+1])
|
||
|
||
// 🔧 修复常见的JSON格式错误：缺少引号的字段值
|
||
// 匹配: "reasoning": 内容"} 或 "reasoning": 内容} (没有引号)
|
||
// 修复为: "reasoning": "内容"}
|
||
// 使用简单的字符串扫描而不是正则表达式
|
||
jsonContent = fixMissingQuotes(jsonContent)
|
||
|
||
// 解析JSON
|
||
var decisions []TradingDecision
|
||
if err := json.Unmarshal([]byte(jsonContent), &decisions); err != nil {
|
||
return nil, fmt.Errorf("JSON解析失败: %w\nJSON内容: %s", err, jsonContent)
|
||
}
|
||
|
||
return decisions, nil
|
||
}
|
||
|
||
// fixMissingQuotes 替换中文引号为英文引号（避免输入法自动转换）
|
||
func fixMissingQuotes(jsonStr string) string {
|
||
jsonStr = strings.ReplaceAll(jsonStr, "\u201c", "\"") // "
|
||
jsonStr = strings.ReplaceAll(jsonStr, "\u201d", "\"") // "
|
||
jsonStr = strings.ReplaceAll(jsonStr, "\u2018", "'") // '
|
||
jsonStr = strings.ReplaceAll(jsonStr, "\u2019", "'") // '
|
||
return jsonStr
|
||
}
|
||
|
||
// validateDecisions 验证所有决策（需要账户信息）
|
||
func validateDecisions(decisions []TradingDecision, accountEquity float64) error {
|
||
for i, decision := range decisions {
|
||
if err := validateDecision(&decision, accountEquity); err != nil {
|
||
return fmt.Errorf("决策 #%d 验证失败: %w", i+1, err)
|
||
}
|
||
}
|
||
return nil
|
||
}
|
||
|
||
// findMatchingBracket 查找匹配的右括号
|
||
func findMatchingBracket(s string, start int) int {
|
||
if start >= len(s) || s[start] != '[' {
|
||
return -1
|
||
}
|
||
|
||
depth := 0
|
||
for i := start; i < len(s); i++ {
|
||
switch s[i] {
|
||
case '[':
|
||
depth++
|
||
case ']':
|
||
depth--
|
||
if depth == 0 {
|
||
return i
|
||
}
|
||
}
|
||
}
|
||
|
||
return -1
|
||
}
|
||
|
||
// validateDecision 验证单个决策的有效性
|
||
func validateDecision(d *TradingDecision, accountEquity float64) error {
|
||
// 验证action
|
||
validActions := map[string]bool{
|
||
"open_long": true,
|
||
"open_short": true,
|
||
"close_long": true,
|
||
"close_short": true,
|
||
"hold": true,
|
||
"wait": true,
|
||
}
|
||
|
||
if !validActions[d.Action] {
|
||
return fmt.Errorf("无效的action: %s", d.Action)
|
||
}
|
||
|
||
// 开仓操作必须提供完整参数
|
||
if d.Action == "open_long" || d.Action == "open_short" {
|
||
// 根据币种判断杠杆上限和仓位价值上限
|
||
maxLeverage := 20 // 山寨币固定20倍
|
||
maxPositionValue := accountEquity * 1.5 // 山寨币最多1.5倍账户净值
|
||
if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
|
||
maxLeverage = 50 // BTC和ETH固定50倍
|
||
maxPositionValue = accountEquity * 10 // BTC/ETH最多10倍账户净值
|
||
}
|
||
|
||
if d.Leverage <= 0 || d.Leverage > maxLeverage {
|
||
return fmt.Errorf("杠杆必须在1-%d之间（%s）: %d", maxLeverage, d.Symbol, d.Leverage)
|
||
}
|
||
if d.PositionSizeUSD <= 0 {
|
||
return fmt.Errorf("仓位大小必须大于0: %.2f", d.PositionSizeUSD)
|
||
}
|
||
// 验证仓位价值上限（加1%容差以避免浮点数精度问题）
|
||
tolerance := maxPositionValue * 0.01 // 1%容差
|
||
if d.PositionSizeUSD > maxPositionValue+tolerance {
|
||
if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
|
||
return fmt.Errorf("BTC/ETH单币种仓位价值不能超过%.0f USDT（10倍账户净值），实际: %.0f", maxPositionValue, d.PositionSizeUSD)
|
||
} else {
|
||
return fmt.Errorf("山寨币单币种仓位价值不能超过%.0f USDT（1.5倍账户净值），实际: %.0f", maxPositionValue, d.PositionSizeUSD)
|
||
}
|
||
}
|
||
if d.StopLoss <= 0 || d.TakeProfit <= 0 {
|
||
return fmt.Errorf("止损和止盈必须大于0")
|
||
}
|
||
|
||
// 验证止损止盈的合理性
|
||
if d.Action == "open_long" {
|
||
if d.StopLoss >= d.TakeProfit {
|
||
return fmt.Errorf("做多时止损价必须小于止盈价")
|
||
}
|
||
} else {
|
||
if d.StopLoss <= d.TakeProfit {
|
||
return fmt.Errorf("做空时止损价必须大于止盈价")
|
||
}
|
||
}
|
||
}
|
||
|
||
return nil
|
||
}
|
||
|
||
// interpretSharpeRatio 解释夏普比率的含义
|
||
// 注：这里是周期级别（非年化）的夏普比率，正常范围在 -2 到 +2
|
||
func interpretSharpeRatio(sharpe float64) string {
|
||
if sharpe < -0.5 {
|
||
return "持续亏损，策略需大幅调整"
|
||
} else if sharpe < 0 {
|
||
return "轻微亏损，需优化策略"
|
||
} else if sharpe < 0.3 {
|
||
return "正收益但波动大"
|
||
} else if sharpe < 0.7 {
|
||
return "良好表现"
|
||
} else if sharpe < 1.0 {
|
||
return "优秀表现"
|
||
} else {
|
||
return "卓越表现"
|
||
}
|
||
}
|
||
|
||
// getAdaptiveBehaviorRecommendation 根据夏普比率生成自适应行为建议
|
||
// 这是AI自我进化的核心：根据风险调整后收益动态调整交易策略
|
||
// 注：sharpe是周期级别（非年化），正常范围 -2 到 +2
|
||
func getAdaptiveBehaviorRecommendation(sharpe float64, accountEquity float64) string {
|
||
var sb strings.Builder
|
||
|
||
sb.WriteString("### 🎯 自适应行为建议（基于夏普比率）\n\n")
|
||
|
||
if sharpe < -0.5 {
|
||
// 🔴 持续亏损：需要极度保守
|
||
sb.WriteString("**⚠️ 警告：当前策略产生负收益，立即调整！**\n\n")
|
||
sb.WriteString("**策略调整**：\n")
|
||
sb.WriteString(fmt.Sprintf("- 仓位规模：**减半**（山寨币: %.0f USDT, BTC/ETH: %.0f USDT）\n",
|
||
accountEquity*0.6, accountEquity*2.5))
|
||
sb.WriteString("- 止损幅度：**收紧至-1%**（快速止损，保护本金）\n")
|
||
sb.WriteString("- 选币标准：**只做最高确定性**（信心度≥95%，风险回报比≥1:3）\n")
|
||
sb.WriteString("- 持仓数量：**最多1个**（极度精选）\n")
|
||
sb.WriteString("- 决策频率：**减少交易**（宁可不做，也不要乱做）\n\n")
|
||
sb.WriteString("**反思要点**：\n")
|
||
sb.WriteString("- 为什么之前的交易亏损？是选币问题还是时机问题？\n")
|
||
sb.WriteString("- 是否追涨杀跌？是否逆势交易？\n")
|
||
sb.WriteString("- 止损是否执行到位？\n\n")
|
||
|
||
} else if sharpe < 0 {
|
||
// 🟡 -0.5 到 0：轻微亏损
|
||
sb.WriteString("**状态：轻微亏损，需要优化策略**\n\n")
|
||
sb.WriteString("**策略调整**：\n")
|
||
sb.WriteString(fmt.Sprintf("- 仓位规模：**保守**（山寨币: %.0f USDT, BTC/ETH: %.0f USDT）\n",
|
||
accountEquity*0.8, accountEquity*3.5))
|
||
sb.WriteString("- 止损幅度：**收紧至-1.5%**\n")
|
||
sb.WriteString("- 选币标准：**提高阈值**（信心度≥80%，风险回报比≥1:2.5）\n")
|
||
sb.WriteString("- 持仓数量：**最多2个**\n")
|
||
sb.WriteString("- 重点改进：**找出亏损原因**，调整选币或时机\n\n")
|
||
|
||
} else if sharpe < 0.7 {
|
||
// 🟢 0-0.7：正收益但可继续优化
|
||
sb.WriteString("**状态：正收益但风险较高，需要优化**\n\n")
|
||
sb.WriteString("**策略调整**：\n")
|
||
sb.WriteString(fmt.Sprintf("- 仓位规模：**保守**（山寨币: %.0f USDT, BTC/ETH: %.0f USDT）\n",
|
||
accountEquity*0.8, accountEquity*3.5))
|
||
sb.WriteString("- 止损幅度：**收紧至-1.5%**\n")
|
||
sb.WriteString("- 选币标准：**提高阈值**（信心度≥80%，风险回报比≥1:2.5）\n")
|
||
sb.WriteString("- 持仓数量：**最多2个**\n")
|
||
sb.WriteString("- 重点改进：**减少亏损幅度**，提高止损执行力\n\n")
|
||
sb.WriteString("**优化方向**：\n")
|
||
sb.WriteString("- 避免冲动交易，等待更好的入场时机\n")
|
||
sb.WriteString("- 减少交易频率，提高单笔交易质量\n")
|
||
sb.WriteString("- 盈利时及时止盈，不要贪多\n\n")
|
||
|
||
} else if sharpe < 1.0 {
|
||
// 🟢 0.7-1.0：优秀表现
|
||
sb.WriteString("**状态：表现良好，继续保持当前策略**\n\n")
|
||
sb.WriteString("**策略调整**：\n")
|
||
sb.WriteString(fmt.Sprintf("- 仓位规模：**标准**（山寨币: %.0f USDT, BTC/ETH: %.0f USDT）\n",
|
||
accountEquity*1.2, accountEquity*5))
|
||
sb.WriteString("- 止损幅度：**-2%**（标准设置）\n")
|
||
sb.WriteString("- 选币标准：**正常**（信心度≥75%，风险回报比≥1:2）\n")
|
||
sb.WriteString("- 持仓数量：**最多3个**\n")
|
||
sb.WriteString("- 保持纪律：**严格执行止损止盈**\n\n")
|
||
sb.WriteString("**持续改进**：\n")
|
||
sb.WriteString("- 总结盈利交易的共性特征，复制成功模式\n")
|
||
sb.WriteString("- 分析亏损交易，避免重复错误\n")
|
||
sb.WriteString("- 保持冷静客观，不要因为短期盈利而冒进\n\n")
|
||
|
||
} else {
|
||
// 🟢 >1.0：卓越表现
|
||
sb.WriteString("**状态：卓越表现，策略非常有效！**\n\n")
|
||
sb.WriteString("**策略调整**：\n")
|
||
sb.WriteString(fmt.Sprintf("- 仓位规模：**可适度放大**（山寨币: %.0f USDT, BTC/ETH: %.0f USDT）\n",
|
||
accountEquity*1.5, accountEquity*6))
|
||
sb.WriteString("- 止损幅度：**-2%**（保持纪律，不要因为盈利而放松）\n")
|
||
sb.WriteString("- 选币标准：**正常**（信心度≥75%）\n")
|
||
sb.WriteString("- 持仓数量：**最多3个**\n")
|
||
sb.WriteString("- **核心原则：保持纪律，不要过度自信**\n\n")
|
||
sb.WriteString("**风险提示**：\n")
|
||
sb.WriteString("- 即使表现优异，也要保持风险管理纪律\n")
|
||
sb.WriteString("- 市场环境会变化，不要因短期成功而冒进\n")
|
||
sb.WriteString("- 继续严格执行止损，保护已有收益\n\n")
|
||
}
|
||
|
||
return sb.String()
|
||
}
|