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main.py
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#!/usr/bin/env python3
"""
Quant Flow - AI-Powered Cryptocurrency Auto Trading Bot
Multi-Agent Architecture: Maintains independent context for each trading pair, with aggregation agents
"""
import argparse
import signal
import sys
import threading
import traceback
from datetime import datetime, timedelta
from typing import Any
from apscheduler.schedulers.blocking import BlockingScheduler
from apscheduler.triggers.interval import IntervalTrigger
from src.agent.enhanced_single_symbol_agent import EnhancedSingleSymbolAgent, create_enhanced_agent
from src.agent.external_info_agent import ExternalInfoAgent, ExternalInfoScheduler
from src.agent.market_info_store import MarketInfoStore
from src.agent.review_agent import ReviewAgent
from src.agent.review_daily_logger import ReviewDailyLogger
from src.agent.review_memory import ReviewMemoryStore
from src.agent.single_symbol_agent import SingleSymbolAgent
# 改进1: 双粒度反思(延迟导入在初始化时使用)
# RiskParameters 用于增强型 Agent 配置,由 create_enhanced_agent 内部处理
from src.agent.summary_agent_v2 import DecisionHistory, SummaryAgentV2
from src.agent.helpers import send_error_notification
from src.config import DEFAULT_PERP_FEE_RATES, get_config
from src.data.data_enricher import MarketDataEnricher
from src.data.indicators import TechnicalIndicators
from src.data.market_data import MarketDataFetcher
from src.data.market_monitor import MarketMonitor, MonitorConfig, VolatilityAlert
from src.llm import LLMClientManager
from src.notification import Notifier
from src.prompt_manager import PromptManager
from src.trading.client import HyperliquidClient
from src.trading.order_manager import OrderManager
from src.utils.banner import print_startup_banner
from src.utils.cloud_logger import get_cloud_logger, init_cloud_logger
from src.utils.logger import get_logger
class QuantFlowBot:
"""Quant Flow 交易机器人 - 多 Agent 架构"""
def __init__(self, config_path: str = "config.yaml", env_file: str = None):
"""
初始化机器人
Args:
config_path: 配置文件路径
env_file: 环境变量文件路径(默认: .env)
"""
# 加载配置
self.config = get_config(config_path, env_file=env_file)
# 记录程序启动时间(用于数据增强器)
self.start_time = datetime.now()
# Prompt 管理器在组件初始化过程中会使用,先占位避免属性不存在
self.prompt_manager = None
# 初始化日志
self.logger = get_logger(
log_level=self.config.log_level,
console_color=self.config.console_color,
decision_log_format=self.config.decision_log_format,
)
# 初始化云端日志(aepipe-sdk 0.1.1,支持 D1 payload 完整日志)
if self.config.cloud_logging_enabled:
cloud = init_cloud_logger(
base_url=self.config.cloud_logging_base_url,
token=self.config.cloud_logging_token,
project=self.config.cloud_logging_project,
logstore=self.config.cloud_logging_logstore,
flush_interval=self.config.cloud_logging_flush_interval,
payload_ttl=self.config.cloud_logging_payload_ttl,
)
cloud.send_system_event("startup", details={
"config_path": config_path,
"symbols": self.config.symbols,
"run_mode": "main",
})
# 打印启动信息
print_startup_banner(config=self.config, console=self.logger.console)
# 交易周期锁(防止并发执行)
self._trading_lock = threading.Lock()
# 初始化组件
self._initialize_components()
# 调度器
self.scheduler = None
self.is_running = False
self._skipped_cycles = 0 # 跳过的周期计数
# 交易统计
self.statistics = {
"total_trades": 0,
"profitable_trades": 0,
"total_pnl": 0.0,
"start_time": None,
}
self.cycle_counter = 0
def _initialize_components(self):
"""初始化所有组件"""
self.logger.print_section("🔧 初始化多 Agent 架构", style="bold yellow")
# 0. 通知系统(优先初始化,以便其他组件可以使用)
self.logger.print_info("初始化通知系统...")
notifications_config = getattr(self.config, "notifications", {"enabled": False})
self.notifier = Notifier(notifications_config, is_testnet=self.config.hyperliquid_testnet)
# 1. 市场数据获取器
self.logger.print_info("初始化市场数据获取器...")
self.market_fetcher = MarketDataFetcher(testnet=self.config.hyperliquid_testnet)
# 1.5 数据增强器(为nof1和nof1-improved prompts提供额外数据)
self.logger.print_info("初始化数据增强器...")
# 从 prompt_manager 获取语言设置,如果没有则默认为中文
language = self.prompt_manager.language if self.prompt_manager else "zh"
self.data_enricher = MarketDataEnricher(
market_fetcher=self.market_fetcher, start_time=self.start_time, language=language
)
# 2. Hyperliquid 交易客户端
self.logger.print_info("初始化 Hyperliquid 交易客户端...")
self.hyperliquid_client = HyperliquidClient(
private_key=self.config.hyperliquid_private_key,
account_address=self.config.hyperliquid_account_address or None,
testnet=self.config.hyperliquid_testnet,
api_urls=getattr(self.config, "hyperliquid_api_urls", None),
)
# 2.5 动态手续费(基于 userFees)
self.fee_rates = self._init_fee_rates()
# 3. 订单管理器
self.logger.print_info("初始化订单管理器...")
self.order_manager = OrderManager(
client=self.hyperliquid_client,
take_profit_ratio=self.config.take_profit_ratio,
stop_loss_ratio=self.config.stop_loss_ratio,
default_leverage=self.config.default_leverage,
)
# 3.5 Prompt 管理器(需要费率)
self.logger.print_info("初始化 Prompt 管理器...")
try:
self.prompt_manager = PromptManager(
config_file=getattr(self.config, "prompt_config_file", "prompts/prompts.yaml"),
prompt_set=getattr(self.config, "prompt_set", "default"),
fee_rates_perp=self.fee_rates,
)
except Exception as e:
self.logger.print_warning(f"Prompt 管理器初始化失败,将使用硬编码 Prompt: {e}")
self.prompt_manager = None
# 4. LLM 客户端管理器(单例)
self.logger.print_info("初始化 LLM 客户端管理器...")
llm_client_config = self.config.get_llm_client_config()
self.llm_manager = LLMClientManager.get_instance(llm_client_config)
self.logger.print_info(f"✅ LLM 客户端类型: {self.config.llm_client_type}")
self.logger.print_info(f"✅ LLM 模型: {self.config.llm_model}")
# 5. 决策历史管理器
self.logger.print_info("初始化决策历史管理器...")
self.decision_history = DecisionHistory(max_history=50)
# 6. 汇总 Agent (V2 - 使用上下文压缩)
self.logger.print_info("初始化汇总 Agent V2 (使用上下文压缩)...")
self.summary_agent = SummaryAgentV2(
logger=self.logger,
llm_manager=self.llm_manager,
temperature=0.1,
max_context_tokens=2000, # 限制汇总长度
)
# 7. 复盘经验存储与复盘 Agent
self.logger.print_info("初始化复盘经验存储...")
self.review_memory_store = ReviewMemoryStore(
path=self.config.review_memory_file,
max_lessons=self.config.review_max_lessons,
)
if self.config.review_enabled:
if not self.prompt_manager:
self.logger.print_warning("Prompt 管理器不可用,复盘 Agent 已禁用")
self.review_agent = None
else:
# 初始化每日日志记录器(用于 LoRA 训练数据收集)
review_daily_logger = ReviewDailyLogger(
base_dir=self.config.review_daily_log_dir,
logger=self.logger,
)
self.logger.print_info(f"复盘每日日志目录: {self.config.review_daily_log_dir}")
self.logger.print_info("初始化复盘 Agent...")
self.review_agent = ReviewAgent(
logger=self.logger,
prompt_manager=self.prompt_manager,
llm_manager=self.llm_manager,
temperature=self.config.review_temperature,
lookback_decisions=self.config.review_lookback_decisions,
memory_store=self.review_memory_store,
min_confidence=self.config.review_min_confidence,
similarity_threshold=self.config.review_similarity_threshold,
similarity_weights=self.config.review_similarity_weights,
confidence_decay_factor=self.config.review_confidence_decay_factor,
similarity_method=self.config.review_similarity_method,
notifier=self.notifier,
daily_logger=review_daily_logger,
)
else:
self.review_agent = None
# 7.5 改进1: 双粒度反思组件初始化
self.instant_reflector = None
self.weekly_reflector = None
self.prompt_meta_reflector = None
self._weekly_reflection_last_run = None
if getattr(self.config, "review_instant_reflection_enabled", False):
try:
from src.agent.context_extractor import ContextExtractor
from src.agent.instant_reflection import InstantReflector
from src.agent.similarity_scorer import SimilarityScorer
self.instant_reflector = InstantReflector(
memory_store=self.review_memory_store,
similarity_scorer=SimilarityScorer(
weights=self.config.review_similarity_weights,
method=self.config.review_similarity_method,
),
context_extractor=ContextExtractor(),
logger_instance=self.logger,
)
self.logger.print_info("✅ 即时反思器初始化完成")
except Exception as e:
self.logger.print_warning(f"即时反思器初始化失败: {e}")
if getattr(self.config, "review_weekly_reflection_enabled", False) and self.prompt_manager:
try:
from src.agent.weekly_reflection import WeeklyReflector
self.weekly_reflector = WeeklyReflector(
llm_manager=self.llm_manager,
prompt_manager=self.prompt_manager,
memory_store=self.review_memory_store,
logger_instance=self.logger,
notifier=self.notifier,
weekly_day=self.config.review_weekly_reflection_day,
weekly_hour=self.config.review_weekly_reflection_hour,
)
self.logger.print_info("✅ 每周反思器初始化完成")
except Exception as e:
self.logger.print_warning(f"每周反思器初始化失败: {e}")
if getattr(self.config, "review_prompt_meta_reflection_enabled", False) and self.prompt_manager:
try:
from src.agent.prompt_meta_reflection import PromptMetaReflector
self.prompt_meta_reflector = PromptMetaReflector(
llm_manager=self.llm_manager,
prompt_manager=self.prompt_manager,
memory_store=self.review_memory_store,
logger_instance=self.logger,
output_dir=self.config.review_prompt_optimization_dir,
)
self.logger.print_info("✅ Prompt 元反思器初始化完成")
except Exception as e:
self.logger.print_warning(f"Prompt 元反思器初始化失败: {e}")
# 8. 为每个交易对创建独立的单币 Agent
self.logger.print_info("为每个交易对创建独立 Agent...")
self.symbol_agents = {}
# 检查是否启用增强分析
use_enhanced = getattr(self.config, "enhanced_analysis_enabled", True)
if use_enhanced:
self.logger.print_info("✅ 使用增强型交易分析系统")
# 构建增强配置
enhanced_config = {
"agent_temperature": self.config.agent_temperature,
"agent_max_iterations": self.config.agent_max_iterations,
"max_trade_amount": self.config.max_trade_amount,
"max_leverage": self.config.max_leverage,
"take_profit_ratio": self.config.take_profit_ratio,
"stop_loss_ratio": self.config.stop_loss_ratio,
"limit_order_enabled": self.config.limit_order_enabled,
"enhanced_analysis": {
"enabled": True,
"min_signal_quality": getattr(
self.config, "enhanced_min_signal_quality", "fair"
),
"min_confidence": getattr(self.config, "enhanced_min_confidence", 0.4),
"enable_risk_filter": getattr(self.config, "enhanced_enable_risk_filter", True),
"enable_timing_filter": getattr(
self.config, "enhanced_enable_timing_filter", True
),
"risk": {
"max_risk_per_trade": getattr(
self.config, "enhanced_max_risk_per_trade", 0.02
),
"max_total_exposure": getattr(
self.config, "enhanced_max_total_exposure", 0.5
),
"atr_sl_multiplier": getattr(
self.config, "enhanced_atr_sl_multiplier", 1.5
),
"atr_tp_multiplier": getattr(
self.config, "enhanced_atr_tp_multiplier", 3.0
),
"trailing_stop_enabled": getattr(
self.config, "enhanced_trailing_stop_enabled", True
),
"volatility_adjustment": getattr(
self.config, "enhanced_volatility_adjustment", True
),
},
},
"debate": self.config.config_data.get("debate", {}),
"regime_adaptive": self.config.config_data.get("regime_adaptive", {}),
}
for symbol in self.config.symbols:
self.symbol_agents[symbol] = create_enhanced_agent(
symbol=symbol,
order_manager=self.order_manager,
logger=self.logger,
llm_manager=self.llm_manager,
config=enhanced_config,
notifier=self.notifier,
prompt_manager=self.prompt_manager,
fee_rates=self.fee_rates,
)
self.logger.print_info(f" ✅ {symbol} 增强型 Agent 创建完成")
else:
self.logger.print_info("使用标准交易分析系统")
for symbol in self.config.symbols:
self.symbol_agents[symbol] = SingleSymbolAgent(
symbol=symbol,
order_manager=self.order_manager,
logger=self.logger,
llm_manager=self.llm_manager,
temperature=self.config.agent_temperature,
max_iterations=self.config.agent_max_iterations,
trade_amount=self.config.max_trade_amount,
max_leverage=self.config.max_leverage,
take_profit_ratio=self.config.take_profit_ratio,
stop_loss_ratio=self.config.stop_loss_ratio,
notifier=self.notifier,
prompt_manager=self.prompt_manager,
fee_rates=self.fee_rates,
limit_order_enabled=self.config.limit_order_enabled,
)
self.logger.print_info(f" ✅ {symbol} Agent 创建完成")
# 9. 外部信息收集 Agent
self.external_info_agent = None
self.external_info_scheduler = None
self.market_info_store = None
if getattr(self.config, "external_info_enabled", False):
self.logger.print_info("初始化外部信息收集 Agent...")
try:
# 从配置读取 Exa API 密钥(配置已从环境变量加载)
exa_api_key = self.config.external_info_exa_api_key
if not exa_api_key:
raise ValueError(
f"未设置 EXA_API_KEY 环境变量。"
f"请在 .env 文件中设置 EXA_API_KEY\n"
f"当前读取到的值: {repr(exa_api_key)}"
)
self.external_info_agent = ExternalInfoAgent(
logger=self.logger,
llm_manager=self.llm_manager,
exa_api_key=exa_api_key,
temperature=getattr(self.config, "external_info_temperature", 0.1),
symbols=self.config.symbols,
store_dir=getattr(self.config, "external_info_store_dir", "data/market_info"),
prompt_manager=self.prompt_manager,
interval_hours=getattr(self.config, "external_info_interval_hours", 3.0),
)
# 创建市场信息存储实例(用于读取)
self.market_info_store = MarketInfoStore(
base_dir=getattr(self.config, "external_info_store_dir", "data/market_info")
)
# 创建调度器
self.external_info_scheduler = ExternalInfoScheduler(
agent=self.external_info_agent,
interval_hours=getattr(self.config, "external_info_interval_hours", 3.0),
logger=self.logger,
)
self.logger.print_info("✅ 外部信息收集 Agent 初始化完成")
except Exception as e:
self.logger.print_warning(f"外部信息收集 Agent 初始化失败: {e}")
self.external_info_agent = None
self.external_info_scheduler = None
else:
# 即使未启用 Agent,也创建存储实例以便读取已有的报告
store_dir = getattr(self.config, "external_info_store_dir", "data/market_info")
self.market_info_store = MarketInfoStore(base_dir=store_dir)
# 11. 市场主动监控器
self.market_monitor = None
self._pending_alerts: dict[str, VolatilityAlert] = {} # 待处理的波动告警
self._alert_lock = threading.Lock()
if self.config.market_monitor_enabled:
self.logger.print_info("初始化市场主动监控器...")
monitor_config = MonitorConfig(
enabled=True,
check_interval_seconds=self.config.market_monitor_check_interval_seconds,
alert_threshold_pct=self.config.market_monitor_alert_threshold_pct,
elevated_threshold_pct=self.config.market_monitor_elevated_threshold_pct,
extreme_threshold_pct=self.config.market_monitor_extreme_threshold_pct,
cooldown_minutes=self.config.market_monitor_cooldown_minutes,
reference_window_minutes=self.config.market_monitor_reference_window_minutes,
)
self.market_monitor = MarketMonitor(
symbols=self.config.symbols,
testnet=self.config.hyperliquid_testnet,
config=monitor_config,
on_alert_callback=self._on_market_alert,
logger=self.logger,
)
self.logger.print_info(
f"✅ 市场监控器初始化完成 | 波动阈值: {monitor_config.alert_threshold_pct}% | "
f"检查间隔: {monitor_config.check_interval_seconds}s"
)
self.logger.print_info("✅ 多 Agent 架构初始化完成!")
self.logger.print_info(f" - {len(self.symbol_agents)} 个单币 Agent")
self.logger.print_info(" - 1 个汇总 Agent")
if self.review_agent:
self.logger.print_info(" - 1 个复盘 Agent")
if self.external_info_agent:
self.logger.print_info(" - 1 个外部信息收集 Agent")
if self.market_monitor:
self.logger.print_info(" - 1 个市场主动监控器")
# 启动时检查账户余额
self._check_and_display_balance()
# 发送启动通知
self._send_startup_notification()
def _init_fee_rates(self):
"""
从 Hyperliquid userFees 拉取最新的用户费率,失败时回退到默认 Tier0。
"""
try:
fee_rates = self.hyperliquid_client.fetch_user_fee_rates()
self.logger.print_info(
f"当前费率 (自动注入): taker {fee_rates.taker_rate * 100:.3f}% / maker {fee_rates.maker_rate * 100:.3f}%"
)
return fee_rates
except Exception as e:
self.logger.print_warning(
f"获取动态费率失败,使用默认值: {DEFAULT_PERP_FEE_RATES},原因: {e}"
)
return DEFAULT_PERP_FEE_RATES
def _check_and_display_balance(self):
"""检查并显示账户余额信息"""
try:
self.logger.print_section("💰 账户余额检查", style="bold green")
balance_info = self.order_manager.get_available_balance_info()
if balance_info["status"] == "ok":
self.logger.print_info(f"总价值: ${balance_info['total']:.2f}")
self.logger.print_info(f"已占用: ${balance_info['occupied']:.2f}")
self.logger.print_info(f"可用余额: ${balance_info['available']:.2f}")
suggestion = self.order_manager.calculate_suggested_trade_amount(
desired_amount=self.config.trade_amount,
min_trade_amount=10.0,
balance_info=balance_info,
)
if suggestion["can_trade"]:
self.logger.print_info(f"✅ {suggestion['reason']}")
else:
self.logger.print_warning(f"⚠️ {suggestion['reason']}")
else:
self.logger.print_error(f"❌ {balance_info['message']}")
except Exception as e:
self.logger.print_error(f"余额检查失败: {e}")
def _send_startup_notification(self):
"""发送系统启动通知"""
try:
if self.notifier and self.notifier.enabled:
self.logger.print_info("📤 发送启动通知...")
# 获取余额信息
balance_info = self.order_manager.get_available_balance_info()
# 准备配置信息
config_info = {
"trade_amount": self.config.trade_amount,
"max_positions": self.config.max_positions,
"leverage": self.order_manager.default_leverage,
"check_interval": self.config.interval_minutes,
}
# 如果有余额信息,添加到配置
if balance_info["status"] == "ok":
config_info["available_balance"] = balance_info["available"]
self.notifier.notify_system_startup(
version="v1.0.0",
symbols=self.config.symbols,
config_info=config_info,
)
self.logger.print_info("✅ 启动通知已发送")
except Exception as e:
self.logger.print_error(f"发送启动通知失败: {e}")
def _on_market_alert(self, alert: VolatilityAlert):
"""
市场监控告警回调(在监控线程中执行)。
将告警存入待处理队列,然后触发一次异步决策循环。
"""
self.logger.print_warning(
f"🚨 [市场监控] 检测到异常波动: {alert.message} [{alert.level.value}]"
)
# 记录异常波动告警到云端
cloud = get_cloud_logger()
if cloud:
cloud.send_alert(
symbol=alert.symbol,
alert_type="volatility",
severity=alert.level.value,
message=alert.message,
details={
"change_pct": alert.change_pct,
"current_price": alert.current_price,
"reference_price": alert.reference_price,
},
)
# 存储告警信息(供决策周期读取)
with self._alert_lock:
self._pending_alerts[alert.symbol] = alert
# 在独立线程中触发决策循环(避免阻塞监控线程)
trigger_thread = threading.Thread(
target=self._alert_triggered_cycle,
args=(alert,),
name=f"alert-cycle-{alert.symbol}",
daemon=True,
)
trigger_thread.start()
def _alert_triggered_cycle(self, alert: VolatilityAlert):
"""由异常波动告警触发的决策循环"""
self.logger.print_header(
f"⚡ 异常波动触发决策: {alert.symbol} {alert.change_pct:+.2f}% "
f"[{alert.level.value}] - {datetime.now().strftime('%H:%M:%S')}"
)
# 复用常规的 trading_cycle,告警信息通过 _pending_alerts 传递
self.trading_cycle(triggered_by_alert=True)
def _consume_pending_alert(self, symbol: str) -> VolatilityAlert | None:
"""消费并清除某个交易对的待处理告警"""
with self._alert_lock:
return self._pending_alerts.pop(symbol, None)
def trading_cycle(self, triggered_by_alert: bool = False):
"""执行一轮交易决策循环(多 Agent 独立决策模式)"""
# 尝试获取锁,如果正在执行则跳过
if not self._trading_lock.acquire(blocking=False):
self._skipped_cycles += 1
trigger_info = "(由异常波动触发)" if triggered_by_alert else ""
self.logger.print_warning(
f"⏭️ 上一个交易周期仍在运行,跳过本次调度{trigger_info} "
f"(累计跳过: {self._skipped_cycles} 次)"
)
return
try:
self.cycle_counter += 1
trigger_label = "⚡ 异常波动触发" if triggered_by_alert else "🔄 定时"
self.logger.print_header(
f"{trigger_label} 多 Agent 交易周期开始 - {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}"
)
# 第一步:获取当前持仓和余额
self.logger.print_section("💰 检查账户状态", style="bold green")
current_positions = self.order_manager.get_current_positions()
balance_info = self.order_manager.get_available_balance_info()
if balance_info["status"] != "ok":
self.logger.print_error(f"❌ {balance_info['message']}")
self.logger.print_warning("跳过本次交易周期")
return
self.logger.print_info(f"可用余额: ${balance_info['available']:.2f}")
self.logger.print_info(
f"当前持仓数量: {len(current_positions)}/{self.config.max_positions}"
)
# 记录账户快照到云端
cloud = get_cloud_logger()
if cloud:
cloud.send_account_snapshot(
balance=balance_info.get("total", 0),
equity=balance_info.get("equity", balance_info.get("total", 0)),
unrealized_pnl=balance_info.get("unrealized_pnl", 0),
positions=[
{"symbol": p.get("symbol", ""), "size": p.get("size", 0),
"entry_price": p.get("entry_price", 0),
"unrealized_pnl": p.get("unrealized_pnl", 0)}
for p in current_positions
] if current_positions else [],
)
# 调整交易金额
suggestion = self.order_manager.calculate_suggested_trade_amount(
desired_amount=self.config.trade_amount,
min_trade_amount=10.0,
balance_info=balance_info,
)
can_open_new_positions = suggestion["can_trade"]
# 如果余额不足开新仓,但有现有持仓需要管理
if not can_open_new_positions:
self.logger.print_warning(f"⚠️ {suggestion['reason']}")
# 如果没有任何持仓,则跳过整个周期
if len(current_positions) == 0:
self.logger.print_warning("⚠️ 无持仓且余额不足,跳过本次交易周期")
return
# 有持仓时继续执行,但禁止开新仓
self.logger.print_info("✅ 检测到现有持仓,继续分析以管理持仓(止盈/止损)")
adjusted_amount = 0 # 设为 0 表示不能开新仓
else:
# 余额充足,可以开新仓
adjusted_amount = suggestion["suggested_amount"]
if adjusted_amount != self.config.trade_amount:
self.logger.print_warning(f"⚠️ {suggestion['reason']}")
self.logger.print_info(f"本次交易金额: ${adjusted_amount:.2f}")
# 更新所有 Agent 的交易金额
for agent in self.symbol_agents.values():
agent.trade_amount = adjusted_amount
# 第二步:为每个交易对独立决策
self.logger.print_section("🤖 多 Agent 独立决策", style="bold magenta")
for symbol in self.config.symbols:
try:
self.logger.print_section(f"📊 {symbol} - 独立 Agent 分析", style="bold cyan")
# 获取市场数据
df = self.market_fetcher.fetch_ohlcv(
symbol=symbol,
timeframe=self.config.timeframe,
limit=self.config.candles_limit,
)
if df is None or df.empty:
self.logger.print_warning(f"无法获取 {symbol} 的市场数据,跳过")
continue
# 计算技术指标
df = TechnicalIndicators.calculate_all_indicators(
df,
ma_periods=self.config.ma_periods,
rsi_period=self.config.rsi_period,
macd_params={
"fast": self.config.macd_fast,
"slow": self.config.macd_slow,
"signal": self.config.macd_signal,
},
bollinger_params={
"period": self.config.bollinger_period,
"std_dev": self.config.bollinger_std,
},
)
market_data = TechnicalIndicators.get_latest_indicators(df)
# 获取多周期趋势
multi_timeframe_trends = TechnicalIndicators.get_multi_timeframe_trend(
self.market_fetcher, symbol
)
# 显示市场数据
self.logger.print_market_data(symbol, market_data)
trend_info = " | ".join(
[f"{tf}: {trend}" for tf, trend in multi_timeframe_trends.items()]
)
self.logger.print_info(f"多周期趋势: {trend_info}")
# 获取4小时数据(用于数据增强)
df_4h = self.market_fetcher.fetch_ohlcv(
symbol=symbol, timeframe="4h", limit=100
)
if df_4h is not None and not df_4h.empty:
# 计算4小时数据的指标(包括EMA和ATR)
df_4h = TechnicalIndicators.calculate_all_indicators(
df_4h,
ema_periods=[20, 50],
atr_periods=[3, 14],
ma_periods=self.config.ma_periods,
rsi_period=self.config.rsi_period,
macd_params={
"fast": self.config.macd_fast,
"slow": self.config.macd_slow,
"signal": self.config.macd_signal,
},
bollinger_params={
"period": self.config.bollinger_period,
"std_dev": self.config.bollinger_std,
},
)
# 增强市场数据(添加额外字段供nof1/nof1-improved prompts使用)
enriched_data = self.data_enricher.enrich_market_data(
symbol=symbol, market_data=market_data, df_15m=df, df_4h=df_4h
)
# 增强账户数据
initial_balance = getattr(self.config, "initial_balance", 10000.0)
account_enriched = self.data_enricher.enrich_account_data(
balance_info=(balance_info if balance_info["status"] == "ok" else None),
initial_balance=initial_balance,
)
enriched_data.update(account_enriched)
# 注入异常波动告警上下文(如果有)
pending_alert = self._consume_pending_alert(symbol)
if pending_alert and self.market_monitor:
alert_context = self.market_monitor.format_alert_context(pending_alert)
enriched_data["volatility_alert"] = alert_context
self.logger.print_warning(
f"⚡ {symbol} 注入异常波动上下文: {pending_alert.message}"
)
# 获取最近1小时的操作记录并注入到 enriched_data
recent_fills = self._get_recent_fills_for_symbol(symbol, hours=1)
if recent_fills and self.prompt_manager:
recent_trades_text = self.prompt_manager.format_recent_trades_text(
symbol=symbol,
recent_trades=recent_fills,
)
enriched_data["recent_trades_text"] = recent_trades_text
else:
enriched_data["recent_trades_text"] = ""
# 生成历史汇总(如果有足够的历史记录)
historical_summary = None
history_count = self.decision_history.get_history_count(symbol)
if history_count >= 20:
# 有足够历史,生成压缩汇总(分离市场走势和决策历史)
self.logger.print_info(
f"生成 {symbol} 压缩汇总(共 {history_count} 条记录)..."
)
recent_10 = self.decision_history.get_recent_decisions(symbol, 10)
recent_10_20 = self.decision_history.get_decisions_range(symbol, 10, 20)
# 使用 V2 压缩方法
historical_summary = self.summary_agent.create_compressed_summary(
symbol=symbol,
recent_records=recent_10,
older_records=recent_10_20,
)
elif history_count >= 10:
# 只有 10-19 条记录,生成简单压缩汇总
self.logger.print_info(
f"生成 {symbol} 简单压缩汇总(共 {history_count} 条记录)..."
)
recent = self.decision_history.get_recent_decisions(symbol, 10)
# 使用 V2 压缩方法
historical_summary = self.summary_agent.create_compressed_summary(
symbol=symbol, recent_records=recent, older_records=None
)
else:
self.logger.print_info(
f"{symbol} 历史记录不足({history_count} < 10),跳过汇总"
)
# 注入 Verbal Fine-tuning 段落(高优先级,独立于历史汇总)
# 参考 arXiv:2510.08068,将复盘经验以结构化方式注入决策上下文
if self.config.review_enabled and self.review_memory_store:
# 改进2: 获取当前 Regime 用于 VFT 注入
current_regime = None
if getattr(self.config, "review_regime_aware_enabled", False):
current_regime = self._get_current_regime(enriched_data)
vft_section = self.review_memory_store.get_verbal_finetuning_section(
symbol,
limit=5,
current_regime=current_regime,
trending_subjective_boost=getattr(
self.config, "review_trending_subjective_boost", 1.3
),
ranging_factual_boost=getattr(
self.config, "review_ranging_factual_boost", 1.3
),
)
if vft_section and enriched_data is not None:
enriched_data["verbal_finetuning_section"] = vft_section
elif vft_section:
# 降级:enriched_data 不可用时追加到历史汇总
historical_summary = (
f"{historical_summary}\n\n{vft_section}"
if historical_summary
else vft_section
)
# 追加外部市场信息,帮助 Agent 基于市场环境做决策(仅在外部信息功能启用时)
if (
getattr(self.config, "external_info_enabled", False)
and self.market_info_store
):
max_summary_length = getattr(
self.config, "external_info_max_summary_length", 2000
)
market_info_summary = self.market_info_store.get_combined_summary(
symbols=[symbol], max_length=max_summary_length
)
if market_info_summary:
external_info_header = "\n\n## 📰 外部市场信息\n"
historical_summary = (
f"{historical_summary}{external_info_header}{market_info_summary}"
if historical_summary
else f"{external_info_header}{market_info_summary}"
)
# 调用单币 Agent 决策(LLM 决策)
agent = self.symbol_agents[symbol]
# 如果是增强型Agent,使用增强决策方法
if (
isinstance(agent, EnhancedSingleSymbolAgent)
and agent.enable_enhanced_analysis
):
decision, details = agent.make_decision_with_enhanced_analysis(
market_data=market_data,
multi_timeframe_trends=multi_timeframe_trends,
current_positions=current_positions,
max_positions=self.config.max_positions,
historical_summary=historical_summary,
enriched_data=enriched_data,
df=df, # 传入DataFrame用于增强分析
account_balance=balance_info.get("available", 0),
)
# 如果有增强决策信息,记录到日志
enhanced_decision = agent.get_last_enhanced_decision()
if enhanced_decision:
self.logger.print_info(
f" 增强分析: 状态={enhanced_decision.market_analysis.state.value}, "
f"信号={enhanced_decision.trading_signal.signal_type.value}, "
f"置信度={enhanced_decision.overall_confidence:.0%}"
)
else:
# 标准Agent决策
decision, details = agent.make_decision(
market_data=market_data,
multi_timeframe_trends=multi_timeframe_trends,
current_positions=current_positions,
max_positions=self.config.max_positions,
historical_summary=historical_summary,
enriched_data=enriched_data,
)
# 显示决策
self.logger.print_info(f"[{symbol}Agent] 决策: {decision}")
# 记录决策历史
self.decision_history.add_decision(
symbol=symbol,
decision=decision,
market_data=market_data,
reason=details.get("output", "")[:200], # 截取前200字符
action_details=details,
)
# 记录决策日志
self.logger.log_decision(
symbol=symbol,
market_data=market_data,
prompt=details.get("prompt", ""),
ai_response=details.get("output", ""),
decision=decision,
action_details=details,
status="SUCCESS",
)
# 改进1a: 即时反思(平仓类型时触发)
if (
self.instant_reflector
and decision in ("SELL", "BUY_TO_COVER")
):
try:
decision_record = {
"decision": decision,
"timestamp": datetime.now().isoformat(),
"market_data": market_data,
"action_details": details,
"reason": details.get("output", ""),
}
trade_result = {
"pnl": details.get("pnl", 0) or details.get("closed_pnl", 0),
"status": details.get("status", ""),
"timestamp": datetime.now().isoformat(),
}
self.instant_reflector.reflect_on_close(
symbol=symbol,
decision_record=decision_record,
trade_result=trade_result,
market_data=market_data,
)
except Exception as e:
self.logger.print_warning(f"[{symbol}] 即时反思失败: {e}")
except Exception as e:
self.logger.print_error(f"{symbol} Agent 决策异常: {e}")
self.logger.logger.exception(e)
# 记录决策异常到云端
cloud = get_cloud_logger()
if cloud:
cloud.send_alert(
symbol=symbol,
alert_type="decision_error",
severity="high",
message=str(e),
details={"traceback": traceback.format_exc(), "cycle": self.cycle_counter},
)
send_error_notification(
notifier=self.notifier,
exception=e,
title=f"{symbol} Agent 决策异常",
context_details={
"交易对": symbol,
"阶段": "交易周期单币种决策",
"说明": "该币种本轮决策失败,其他币种不受影响",
},
)
# 第三步:按需运行复盘 Agent
self._maybe_run_review_cycle()
self.logger.print_header(
f"✅ 多 Agent 交易周期完成 - {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}"
)
# 通知市场监控器决策周期已完成(重置价格基准)
if self.market_monitor:
self.market_monitor.notify_cycle_completed()
except Exception as e:
self.logger.print_error(f"交易周期异常: {e}")
self.logger.logger.exception(e)
# 记录周期异常到云端
cloud = get_cloud_logger()
if cloud:
cloud.send_alert(
symbol="ALL",
alert_type="cycle_error",
severity="extreme",
message=str(e),
details={"traceback": traceback.format_exc(), "cycle": self.cycle_counter},
)
# 发送错误通知
if self.notifier:
self.notifier.notify_error(
title="交易周期异常",
error_message=str(e),
context="交易决策循环执行时发生错误",
)
finally:
# 无论成功或失败,都释放锁
self._trading_lock.release()