kroutony
972d66ab1b
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>
102 lines
3.0 KiB
Python
102 lines
3.0 KiB
Python
import json
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import logging
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import re
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import subprocess
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logger = logging.getLogger(__name__)
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def analyze_market(indicator_summary: str, account_status: str) -> list[dict]:
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"""Call Claude CLI to analyze market data and return trade signals."""
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prompt = f"""你是一位專業的加密貨幣短線交易分析師。
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## 帳戶狀態
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{account_status}
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## 目前市場指標摘要（5分鐘K線最新值）
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{indicator_summary}
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請根據以下策略分析每個幣種並給出交易建議：
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## 交易策略
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1. **趨勢確認**: EMA(9) > EMA(21) 為多頭，反之為空頭
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2. **進場訊號 (BUY)**:
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- RSI < 35 且 MACD histogram 由負轉正（超賣反彈）
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- 價格觸及 Bollinger 下軌且 RSI < 40（均值回歸）
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- MACD 金叉 + EMA(9) 上穿 EMA(21)（趨勢啟動）
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3. **進場訊號 (SELL)**:
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- RSI > 70 且 MACD histogram 由正轉負（超買回落）
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- 價格觸及 Bollinger 上軌且 RSI > 65
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- MACD 死叉 + EMA(9) 下穿 EMA(21)
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4. **過濾條件**:
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- 成交量需高於 20 期平均（確認動能）
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- ATR 過高時降低倉位（波動風控）
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請以 JSON 格式回傳，每個幣種一個物件：
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```json
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[
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{{
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"symbol": "tBTCUST",
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"action": "BUY" | "SELL" | "HOLD",
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"confidence": 0.0-1.0,
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"reason": "簡短理由",
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"suggested_amount_pct": 0.10-0.20
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}}
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]
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```
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只回傳 JSON，不要其他文字。"""
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try:
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result = subprocess.run(
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["claude", "-p", prompt, "--output-format", "json"],
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capture_output=True,
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text=True,
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timeout=120,
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)
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if result.returncode != 0:
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logger.error("Claude CLI failed (rc=%d): %s", result.returncode, result.stderr)
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return []
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return _parse_llm_response(result.stdout)
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except subprocess.TimeoutExpired:
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logger.error("Claude CLI timed out")
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return []
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except FileNotFoundError:
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logger.error("Claude CLI not found — is 'claude' installed and in PATH?")
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return []
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except Exception as e:
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logger.error("LLM analysis error: %s", e)
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return []
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def _parse_llm_response(raw: str) -> list[dict]:
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"""Extract the JSON array from Claude's response."""
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# First try: the output-format json wraps response in {"result": "..."}
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try:
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wrapper = json.loads(raw)
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if isinstance(wrapper, dict) and "result" in wrapper:
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raw = wrapper["result"]
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except (json.JSONDecodeError, TypeError):
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pass
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# Try direct parse
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if isinstance(raw, list):
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return raw
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try:
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parsed = json.loads(raw)
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if isinstance(parsed, list):
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return parsed
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except (json.JSONDecodeError, TypeError):
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pass
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# Try extracting JSON array from markdown code block or mixed text
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match = re.search(r'\[[\s\S]*?\]', raw)
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if match:
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try:
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return json.loads(match.group())
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except json.JSONDecodeError:
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pass
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logger.warning("Could not parse LLM response as JSON array")
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return []
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