- 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>
- Fix realized_pnl always being 0 on SELL (use amount*price instead of amount_usdt)
- Add debug logging for all-HOLD LLM cycles (log sample HOLD reasons)
- Fix nonce collision in Bitfinex API auth (add counter)
- Fix timezone to UTC+8 in main, trade_logger, sync_cost_basis, check_errors
- Fix stop-loss retry with longer delay after cancel
- Add min order amount check in trader before BUY
- Fix risk_manager to skip positions with amount <= 0
- Cap trade_history to 500 entries to prevent unbounded growth
- Fix greedy regex in LLM response parser
- Reset cost_tracking start dates to null
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Bitfinex needs time to release locked balance after cancelling a stop order.
Increased wait from 0.3s to 1.0s, and added a one-time retry with 2s delay
if the first attempt fails.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- check_errors.py: on errors, call Claude CLI to diagnose and attempt auto-fix,
include fix report in Slack alert
- slack_notifier.py: show "LLM 分析失敗" when LLM fails instead of "All HOLD"
- main.py: track llm_ok flag and pass to Slack reporter
- setup.sh: restore ~/.local/bin in crontab PATH for claude CLI
- llm_analyzer.py: use shutil.which for robust claude binary lookup
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Add fetch_total_deposits() with hourly local cache (deposit_cache.json)
- Use deposit total as capital base for accurate total return calculation
- Add --no-session-persistence to claude CLI subprocess calls
- Show both total return (deposit-based) and change rate (cost-based) in reports
- Update portfolio summary with Total Return line
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- config.py: Add HTF_TIMEFRAME (1h) and HTF_CANDLE_LIMIT (50)
- data_fetcher.py: Fetch both 5m and 1h candles per symbol
- indicators.py: Add ADX, StochRSI, OBV+slope, CMF to 5m indicators;
new functions for HTF indicators, pivot points, and their summaries
- main.py: Wire up HTF data flow (1h indicators + pivots → LLM summary)
- llm_analyzer.py: Rewrite prompt with MTF filter (1h trend alignment),
require 2+ confirmations for BUY, confidence scoring guide
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
tracked_stops was used in the stop reconciliation loop (line 141) but
only loaded later in the fill detection section, causing a crash every
cycle since the last commit.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Set available_usdt=0 after BUY fails with "not enough balance" to prevent
subsequent BUY signals from hitting the exchange in the same cycle
- Add 0.3s delay after canceling stop orders before placing new ones to let
Bitfinex release locked balance
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Show realized P&L (USDT + %) in Slack for all SELL trades (TP, LLM, stop-loss)
- Detect filled stop-loss orders via stop_orders.json persistence and report as [止損觸發]
- Deduct 1 USDT margin from available balance to prevent exchange insufficient balance errors
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- New sync_cost_basis.py: recalculate entry_price from order history,
sync amounts/balances from wallet (cron every 30 min)
- Fix stop-loss ID staleness: update stop_orders_by_sym in step 2b
after placing new stops, preventing SELL failures from stale IDs
- Fix position limit inconsistency: use same total_balance in
validate_trade instead of calling check_position_limit
- Skip stop-loss for positions below MIN_ORDER_AMOUNT
- Add API response body logging for 500 errors
- Cancel "Order not found" treated as success (not error)
- Post-trade wallet refresh to ensure fresh balances
- Report: show total value, total return %, exclude dust positions
- Crontab offset +1 min from candle close for complete data
- Handle PARTIALLY FILLED order status in cost calculation
- Sort orders by mts_create in Python (Bitfinex sort unreliable)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Includes: Bitfinex API integration, technical indicators,
LLM signal generation, risk management, Slack notifications.
Recent fixes:
- SELL orders use position value instead of total balance
- SELL signals always close full position
- Failed orders added to rejected list for Slack reporting
- Position/exposure limits auto-cap to remaining room
- BUY order minimum raised to 10% of portfolio
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
