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7 Commits
55b008d4e8
...
fix/issue-
| Author | SHA1 | Date | |
|---|---|---|---|
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81f3342365 | ||
| 6adad0701d | |||
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405b35c3ba | ||
| dd25d38e7e | |||
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da8327c0e0 | ||
| 8d33ea9a44 | |||
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d81464b869 |
@@ -33,29 +33,24 @@ class StrategyValidator:
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errors.append(f"Condition {i}: unsupported type '{cond_type}'")
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continue
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params = condition.get("params", {})
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if cond_type in ["price_drop", "price_rise", "volume_spike"]:
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if "token" not in params:
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if "token" not in condition:
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errors.append(f"Condition {i}: missing 'token'")
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if "threshold_percent" not in params:
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errors.append(f"Condition {i}: missing 'threshold_percent'")
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elif not isinstance(params["threshold_percent"], (int, float)):
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errors.append(
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f"Condition {i}: 'threshold_percent' must be a number"
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)
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elif params["threshold_percent"] <= 0:
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errors.append(
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f"Condition {i}: 'threshold_percent' must be positive"
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)
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if "threshold" not in condition:
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errors.append(f"Condition {i}: missing 'threshold'")
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elif not isinstance(condition["threshold"], (int, float)):
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errors.append(f"Condition {i}: 'threshold' must be a number")
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elif condition["threshold"] <= 0:
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errors.append(f"Condition {i}: 'threshold' must be positive")
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elif cond_type == "price_level":
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if "token" not in params:
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if "token" not in condition:
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errors.append(f"Condition {i}: missing 'token'")
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if "price" not in params:
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if "price" not in condition:
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errors.append(f"Condition {i}: missing 'price'")
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if "direction" not in params:
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if "direction" not in condition:
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errors.append(f"Condition {i}: missing 'direction'")
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elif params["direction"] not in ["above", "below"]:
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elif condition["direction"] not in ["above", "below"]:
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errors.append(
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f"Condition {i}: direction must be 'above' or 'below'"
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)
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@@ -85,23 +80,22 @@ class StrategyExplainer:
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explanations.append("This strategy will trigger when:")
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for cond in cond_list:
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cond_type = cond.get("type")
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params = cond.get("params", {})
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token = params.get("token", "the token")
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token = cond.get("token", "the token")
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if cond_type == "price_drop":
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pct = params.get("threshold_percent", 0)
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pct = cond.get("threshold", 0)
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explanations.append(f" - {token} price drops by {pct}%")
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elif cond_type == "price_rise":
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pct = params.get("threshold_percent", 0)
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pct = cond.get("threshold", 0)
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explanations.append(f" - {token} price rises by {pct}%")
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elif cond_type == "volume_spike":
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pct = params.get("threshold_percent", 0)
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pct = cond.get("threshold", 0)
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explanations.append(
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f" - {token} trading volume increases by {pct}%"
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)
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elif cond_type == "price_level":
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price = params.get("price", 0)
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direction = params.get("direction", "unknown")
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price = cond.get("price", 0)
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direction = cond.get("direction", "unknown")
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explanations.append(
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f" - {token} price crosses {direction} ${price}"
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)
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@@ -61,9 +61,9 @@ class MiniMaxConnector:
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system_prompt = """You are a trading strategy designer. Parse the user's natural language request into a JSON strategy_config object.
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Supported conditions (MVP):
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- price_drop: Token price drops by X% (requires: token, threshold_percent)
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- price_rise: Token price rises by X% (requires: token, threshold_percent)
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- volume_spike: Trading volume increases X% (requires: token, threshold_percent)
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- price_drop: Token price drops by X% (requires: token, threshold)
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- price_rise: Token price rises by X% (requires: token, threshold)
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- volume_spike: Trading volume increases X% (requires: token, threshold)
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- price_level: Price crosses above/below X (requires: token, price, direction)
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Output ONLY valid JSON with this schema:
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@@ -71,18 +71,17 @@ Output ONLY valid JSON with this schema:
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"conditions": [
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{
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"type": "price_drop|price_rise|volume_spike|price_level",
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"params": {
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"token": "TOKEN_SYMBOL",
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"threshold_percent": number, // for price_drop, price_rise, volume_spike
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"chain": "bsc",
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"threshold": number, // for price_drop, price_rise, volume_spike
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"price": number, // for price_level
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"direction": "above|below" // for price_level
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}
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"direction": "above|below", // for price_level
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"timeframe": "1h"
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}
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],
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"actions": [
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{
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"type": "buy|sell|notify",
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"params": {}
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"type": "buy|sell|notify"
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}
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]
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}
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@@ -90,6 +90,22 @@ class AveCloudClient:
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return data.get("data", [])
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raise Exception(f"Failed to fetch klines: {data}")
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async def get_token_price(self, token_id: str) -> Optional[Dict[str, Any]]:
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url = f"{self.DATA_API_URL}/v2/tokens/price"
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async with httpx.AsyncClient() as client:
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response = await client.post(
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url,
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headers=self._data_headers(),
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json={"token_ids": [token_id]},
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timeout=30.0,
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)
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response.raise_for_status()
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data = response.json()
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if data.get("status") == 200:
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prices = data.get("data", {})
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return prices.get(token_id)
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return None
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async def get_trending_tokens(
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self, chain: Optional[str] = None, limit: int = 20
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) -> List[Dict[str, Any]]:
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@@ -1,70 +0,0 @@
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import httpx
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from typing import List, Dict, Any, Optional
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from datetime import datetime
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class AveCloudClient:
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BASE_URL = "https://prod.ave-api.com"
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def __init__(self, api_key: str, plan: str = "free"):
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self.api_key = api_key
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self.plan = plan
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def _headers(self) -> Dict[str, str]:
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return {"X-API-KEY": self.api_key}
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async def get_klines(
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self,
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token_id: str,
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interval: str = "1h",
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limit: int = 100,
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start_time: Optional[int] = None,
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end_time: Optional[int] = None,
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) -> List[Dict[str, Any]]:
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url = f"{self.BASE_URL}/v2/klines/token/{token_id}"
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params = {"interval": interval, "limit": limit}
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if start_time:
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params["start_time"] = start_time
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if end_time:
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params["end_time"] = end_time
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async with httpx.AsyncClient() as client:
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response = await client.get(
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url, headers=self._headers(), params=params, timeout=30.0
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)
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response.raise_for_status()
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data = response.json()
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if data.get("status") == 200:
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return data.get("data", [])
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raise Exception(f"Failed to fetch klines: {data}")
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async def get_token_price(self, token_id: str) -> Optional[Dict[str, Any]]:
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url = f"{self.BASE_URL}/v2/tokens/price"
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async with httpx.AsyncClient() as client:
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response = await client.post(
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url,
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headers=self._headers(),
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json={"token_ids": [token_id]},
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timeout=30.0,
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)
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response.raise_for_status()
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data = response.json()
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if data.get("status") == 200:
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prices = data.get("data", {})
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return prices.get(token_id)
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return None
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async def get_batch_prices(self, token_ids: List[str]) -> Dict[str, Dict[str, Any]]:
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url = f"{self.BASE_URL}/v2/tokens/price"
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async with httpx.AsyncClient() as client:
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response = await client.post(
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url,
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headers=self._headers(),
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json={"token_ids": token_ids},
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timeout=30.0,
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)
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response.raise_for_status()
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data = response.json()
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if data.get("status") == 200:
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return data.get("data", {})
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return {}
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@@ -2,7 +2,7 @@ import uuid
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import asyncio
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from datetime import datetime
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from typing import Dict, Any, List, Optional
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from .ave_client import AveCloudClient
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from ..ave.client import AveCloudClient
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class BacktestEngine:
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@@ -20,10 +20,15 @@ class BacktestEngine:
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self.strategy_config = config.get("strategy_config", {})
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self.conditions = self.strategy_config.get("conditions", [])
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self.actions = self.strategy_config.get("actions", [])
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self.risk_management = self.strategy_config.get("risk_management", {})
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self.stop_loss_percent = self.risk_management.get("stop_loss_percent")
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self.take_profit_percent = self.risk_management.get("take_profit_percent")
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self.initial_balance = config.get("initial_balance", 10000.0)
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self.current_balance = self.initial_balance
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self.position = 0.0
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self.position_token = ""
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self.entry_price: Optional[float] = None
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self.entry_time: Optional[int] = None
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self.trades: List[Dict[str, Any]] = []
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self.running = False
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@@ -103,11 +108,73 @@ class BacktestEngine:
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timestamp = kline.get("timestamp", 0)
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if self.position > 0 and self.entry_price is not None:
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exit_info = self._check_risk_management(price, timestamp)
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if exit_info:
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await self._execute_risk_exit(price, timestamp, exit_info)
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continue
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for condition in self.conditions:
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if self._check_condition(condition, klines, i, price):
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await self._execute_actions(price, timestamp, condition)
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break
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def _check_risk_management(
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self, current_price: float, timestamp: int
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) -> Optional[Dict[str, Any]]:
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if self.position <= 0 or self.entry_price is None:
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return None
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if self.stop_loss_percent is not None:
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stop_loss_price = self.entry_price * (1 - self.stop_loss_percent / 100)
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if current_price <= stop_loss_price:
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return {"reason": "stop_loss", "price": stop_loss_price}
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if self.take_profit_percent is not None:
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take_profit_price = self.entry_price * (1 + self.take_profit_percent / 100)
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if current_price >= take_profit_price:
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return {"reason": "take_profit", "price": take_profit_price}
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return None
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async def _execute_risk_exit(
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self, price: float, timestamp: int, exit_info: Dict[str, Any]
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):
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if self.position <= 0:
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return
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reason = exit_info["reason"]
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sell_amount = self.position * price
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self.current_balance += sell_amount
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self.trades.append(
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{
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"type": "sell",
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"token": self.position_token,
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"price": price,
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"amount": sell_amount,
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"quantity": self.position,
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"timestamp": timestamp,
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"exit_reason": reason,
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}
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)
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self.signals.append(
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{
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"id": str(uuid.uuid4()),
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"bot_id": self.bot_id,
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"run_id": self.run_id,
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"signal_type": "sell",
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"token": self.position_token,
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"price": price,
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"confidence": 1.0,
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"reasoning": f"Risk management triggered {reason}",
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"executed": False,
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"created_at": datetime.utcnow(),
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}
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)
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self.position = 0
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self.entry_price = None
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self.entry_time = None
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def _check_condition(
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self,
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condition: Dict[str, Any],
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@@ -173,6 +240,8 @@ class BacktestEngine:
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self.position += amount / price
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self.current_balance -= amount
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self.position_token = token
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self.entry_price = price
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self.entry_time = timestamp
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self.trades.append(
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{
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"type": "buy",
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@@ -209,9 +278,12 @@ class BacktestEngine:
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"amount": sell_amount,
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"quantity": self.position,
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"timestamp": timestamp,
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"exit_reason": "manual",
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}
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)
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self.position = 0
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self.entry_price = None
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self.entry_time = None
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self.signals.append(
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{
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"id": str(uuid.uuid4()),
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@@ -1,8 +1,11 @@
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import uuid
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import asyncio
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import logging
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from datetime import datetime
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from typing import Dict, Any, List, Optional
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from ..backtest.ave_client import AveCloudClient
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from ..ave.client import AveCloudClient
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logger = logging.getLogger(__name__)
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class SimulateEngine:
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@@ -20,6 +23,9 @@ class SimulateEngine:
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self.strategy_config = config.get("strategy_config", {})
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self.conditions = self.strategy_config.get("conditions", [])
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self.actions = self.strategy_config.get("actions", [])
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self.risk_management = self.strategy_config.get("risk_management", {})
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self.stop_loss_percent = self.risk_management.get("stop_loss_percent")
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self.take_profit_percent = self.risk_management.get("take_profit_percent")
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self.check_interval = config.get("check_interval", 60)
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self.duration_seconds = config.get("duration_seconds", 3600)
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self.auto_execute = config.get("auto_execute", False)
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@@ -29,6 +35,13 @@ class SimulateEngine:
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self.started_at: Optional[datetime] = None
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self.last_price: Optional[float] = None
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self.last_volume: Optional[float] = None
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self.position: float = 0.0
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self.position_token: str = ""
|
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self.entry_price: Optional[float] = None
|
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self.entry_time: Optional[int] = None
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self.current_balance: float = config.get("initial_balance", 10000.0)
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self.trades: List[Dict[str, Any]] = []
|
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self.errors: List[str] = []
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async def run(self) -> Dict[str, Any]:
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self.running = True
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@@ -65,7 +78,9 @@ class SimulateEngine:
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self.last_volume = current_volume
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except Exception as e:
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pass
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logger.warning(f"Failed to get price for {token_id}: {e}")
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self.errors.append(f"Price fetch failed for {token_id}: {str(e)}")
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continue
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for _ in range(self.check_interval):
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if not self.running:
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@@ -83,6 +98,8 @@ class SimulateEngine:
|
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|
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self.results = self.results or {}
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self.results["total_signals"] = len(self.signals)
|
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self.results["total_errors"] = len(self.errors)
|
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self.results["errors"] = self.errors
|
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self.results["signals"] = self.signals
|
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self.results["started_at"] = self.started_at
|
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self.results["ended_at"] = datetime.utcnow()
|
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@@ -94,11 +111,70 @@ class SimulateEngine:
|
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):
|
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timestamp = int(datetime.utcnow().timestamp() * 1000)
|
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|
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if self.position > 0 and self.entry_price is not None:
|
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exit_info = self._check_risk_management(current_price, timestamp)
|
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if exit_info:
|
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await self._execute_risk_exit(current_price, timestamp, exit_info)
|
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return
|
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|
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for condition in self.conditions:
|
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if self._check_condition(condition, current_price, current_volume):
|
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await self._execute_actions(current_price, timestamp, condition)
|
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break
|
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|
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def _check_risk_management(
|
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self, current_price: float, timestamp: int
|
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) -> Optional[Dict[str, Any]]:
|
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if self.position <= 0 or self.entry_price is None:
|
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return None
|
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|
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if self.stop_loss_percent is not None:
|
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stop_loss_price = self.entry_price * (1 - self.stop_loss_percent / 100)
|
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if current_price <= stop_loss_price:
|
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return {"reason": "stop_loss", "price": stop_loss_price}
|
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|
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if self.take_profit_percent is not None:
|
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take_profit_price = self.entry_price * (1 + self.take_profit_percent / 100)
|
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if current_price >= take_profit_price:
|
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return {"reason": "take_profit", "price": take_profit_price}
|
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|
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return None
|
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|
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async def _execute_risk_exit(
|
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self, price: float, timestamp: int, exit_info: Dict[str, Any]
|
||||
):
|
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if self.position <= 0:
|
||||
return
|
||||
|
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reason = exit_info["reason"]
|
||||
self.trades.append(
|
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{
|
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"type": "sell",
|
||||
"token": self.position_token,
|
||||
"price": price,
|
||||
"quantity": self.position,
|
||||
"timestamp": timestamp,
|
||||
"exit_reason": reason,
|
||||
}
|
||||
)
|
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self.signals.append(
|
||||
{
|
||||
"id": str(uuid.uuid4()),
|
||||
"bot_id": self.bot_id,
|
||||
"run_id": self.run_id,
|
||||
"signal_type": "sell",
|
||||
"token": self.position_token,
|
||||
"price": price,
|
||||
"confidence": 1.0,
|
||||
"reasoning": f"Risk management triggered {reason}",
|
||||
"executed": self.auto_execute,
|
||||
"created_at": datetime.utcnow(),
|
||||
}
|
||||
)
|
||||
self.position = 0
|
||||
self.entry_price = None
|
||||
self.entry_time = None
|
||||
|
||||
def _check_condition(
|
||||
self,
|
||||
condition: Dict[str, Any],
|
||||
@@ -146,11 +222,32 @@ class SimulateEngine:
|
||||
token = matched_condition.get("token", self.token)
|
||||
reasoning = f"Condition {matched_condition.get('type')} triggered"
|
||||
|
||||
for action in self.actions:
|
||||
action_type = action.get("type", "")
|
||||
if action_type == "buy":
|
||||
amount_percent = action.get("amount_percent", 10)
|
||||
amount = self.current_balance * (amount_percent / 100)
|
||||
self.position += amount / price
|
||||
self.position_token = token
|
||||
self.entry_price = price
|
||||
self.entry_time = timestamp
|
||||
self.current_balance -= amount
|
||||
self.trades.append(
|
||||
{
|
||||
"type": "buy",
|
||||
"token": token,
|
||||
"price": price,
|
||||
"amount": amount,
|
||||
"quantity": amount / price,
|
||||
"timestamp": timestamp,
|
||||
}
|
||||
)
|
||||
|
||||
signal = {
|
||||
"id": str(uuid.uuid4()),
|
||||
"bot_id": self.bot_id,
|
||||
"run_id": self.run_id,
|
||||
"signal_type": "signal",
|
||||
"signal_type": action_type,
|
||||
"token": token,
|
||||
"price": price,
|
||||
"confidence": 0.8,
|
||||
|
||||
Reference in New Issue
Block a user