Relax LLM entry filters, show 1h-bullish HOLD reasons in cycle report

- llm_analyzer.py: change 5m filters from hard requirements to confidence
  adjustments (volume, ADX<15, OBV direction now ±0.1 instead of blocking);
  1h ADX<20 lowers confidence instead of preventing entry
- slack_notifier.py: when all symbols HOLD, show 1h-bullish symbols with
  their HOLD reason instead of generic "no action" message
- main.py: log all 15 HOLD reasons instead of first 3

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

llm_analyzer.py

@@ -26,7 +26,7 @@ def analyze_market(indicator_summary: str, account_status: str) -> list[dict]:
 ### 最高優先：多時間框架過濾（現貨，只做多）
 - 1小時趨勢為多頭（EMA9 > EMA21）時，才考慮 BUY
 - 1小時為空頭時，只持有或平倉（SELL），不開新倉
-- 1小時 ADX < 20（盤整）時，避免進場
+- 1小時 ADX < 20（盤整）時，降低信心但不禁止進場
 - 1小時 ADX > 25 且方向一致 = 高信心交易
 
 ### 進場訊號 (BUY) — 需至少2個確認
@@ -42,11 +42,12 @@ def analyze_market(indicator_summary: str, account_status: str) -> list[dict]:
 3. **趨勢反轉確認**: MACD 死叉 + EMA9 下穿 EMA21 + 1h 趨勢也轉空
 - 若 1h 趨勢仍為多頭，即使 5m 出現賣出訊號，也應降低信心或 HOLD
 
-### 過濾條件（必須全部滿足）
+### 輔助條件（加減分，非硬性過濾）
-- 成交量需高於 20 期平均（確認動能）
+- 成交量高於 MA20 → 信心 +0.1；遠低於 MA20 → 信心 -0.1
-- 5分鐘 ADX > 15（排除極度盤整）
+- 5分鐘 ADX > 15 → 正常；ADX < 15 → 信心 -0.1（但不禁止進場）
-- OBV 方向需與交易方向一致（量價確認）
+- OBV 方向與交易一致 → 信心 +0.1；相反 → 信心 -0.1
 - ATR 過高時降低 suggested_amount_pct（波動風控）
+- 這些條件用於調整信心分數，不應單獨阻擋進場
 
 ### 信心分數指引
 - 0.8+: 多時間框架對齊 + 3個以上確認指標

main.py

@@ -121,11 +121,12 @@ def run_cycle():
         if o.get("type") == "EXCHANGE STOP":
             stop_orders_by_sym.setdefault(o["symbol"], []).append(o)
 
-    # Build map: currency → wallet balance (for accurate stop-loss amounts)
+    # Build map: currency → wallet available balance (for accurate stop-loss amounts)
+    # Use "available" (not "balance") to exclude coins locked by existing orders
     wallet_balances = {}
     for w in account_status.get("wallets", []):
         if w.get("type") == "exchange":
-            wallet_balances[w["currency"]] = w.get("balance", 0)
+            wallet_balances[w["currency"]] = w.get("available", 0) or w.get("balance", 0)
 
     # Load tracked stops early — needed for both stop sync and fill detection
     tracked_stops = _load_tracked_stops()
@@ -435,6 +436,17 @@ def run_cycle():
                     time.sleep(1.0)  # Wait for Bitfinex to release locked balance
 
                 # Place new stop-loss for TOTAL position amount at new avg entry
+                # Refresh wallet balance to get actual available amount (handles partial fills, fees)
+                try:
+                    refreshed_status = data_fetcher.fetch_account_status()
+                    currency = sym[1:].replace(":UST", "").replace("UST", "")
+                    wallet_amt = 0
+                    for w in refreshed_status.get("wallets", []):
+                        if w.get("type") == "exchange" and w.get("currency") == currency:
+                            wallet_amt = w.get("available", 0) or w.get("balance", 0)
+                            break
+                    total_amount = wallet_amt if wallet_amt > 0 else pos.get("amount", amount)
+                except Exception:
                     total_amount = pos.get("amount", amount)
                 entry_price = pos.get("entry_price", price)
 

slack_notifier.py

@@ -103,7 +103,17 @@ def send_cycle_report(
         if not llm_ok:
             lines.append("  ⚠️ LLM 分析失敗，本次跳過。")
         else:
-            lines.append("  All symbols → HOLD, no action this cycle.")
+            # Show why 1h-bullish symbols didn't enter
+            bullish_holds = [s for s in holds if "多頭" in s.get("reason", "")]
+            if bullish_holds:
+                for s in bullish_holds:
+                    name = config.SYMBOL_NAMES.get(s["symbol"], s["symbol"])
+                    lines.append(f"  🟡 {name} (1h多頭) HOLD — {s.get('reason', '')}")
+                other_count = len(holds) - len(bullish_holds)
+                if other_count > 0:
+                    lines.append(f"  🔴 其餘 {other_count} 幣種 1h 空頭 HOLD")
+            else:
+                lines.append("  🔴 全部 1h 空頭，無進場機會")
     lines.append("")
 
     # --- Executed trades ---