Automates: Python check, pip install, .env init, Claude CLI check,
data file creation, and crontab setup.
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>
- Replace 3-tier LLM SELL thresholds with 5-tier descending confidence
(1-2%→0.7, 2-3%→0.6, 3-5%→0.5, ≥5%→0.4), min profit 1%
- Allow LLM SELL on losing positions (trust LLM signal for cut-loss)
- Fix +-1.90% sign bug: use pnl_pct instead of pnl amount for sign
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- TAKE_PROFIT_PCT 5% → 15% (risk/reward 5:1 vs 3% stop-loss)
- SELL signal now requires ≥2 confirmations (was 1)
- Add 1h trend filter: hold if 1h still bullish even if 5m shows sell
- Sync cost_tracking.json and stop_orders.json after balance refresh
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>
