feat: 多交易员群体决策 multi_trader_decision

【功能】同币种多交易员时，用加权群体决策替代单信号跟随

【算法】
1. 收集币种最近 20 个信号，按 trader 去重
2. 每个交易员按 strength 权重 + size 加权
3. long/short 票数比 > 1.5x 才确认群体方向
4. 反向信号总规模 > 1000 或单交易员 > 1000 触发紧急反向
5. 顺势加 10% / 反向减 50% / 无持仓开仓 1 张

【用法】python3 signal_tracker.py multi <symbol> [our_side] [our_contracts]

【测试】4 场景全过: 顺势加/反向减/无持仓开/分歧观望 ✅

okx-auto-position/scripts/signal_tracker.py

@@ -345,3 +345,186 @@ if __name__ == '__main__':
 
     elif cmd == 'summary':
         print(get_all_traders_summary())
+
+    elif cmd == 'multi' and len(sys.argv) >= 3:
+        # 群体决策: multi <symbol> [our_side] [our_contracts]
+        symbol = sys.argv[2]
+        our_side = sys.argv[3] if len(sys.argv) > 3 else None
+        our_contracts = float(sys.argv[4]) if len(sys.argv) > 4 else 0
+        signals = get_recent_signals_for_symbol(symbol, limit=20)
+        result = multi_trader_decision(symbol, signals, our_side, our_contracts)
+        print(format_multi_decision(result))
+
+
+# ─── 多交易员群体决策 ─────────────────────────────────────────────────────
+
+def get_recent_signals_for_symbol(symbol, limit=20):
+    """获取某币种最近的信号 (含 trader)"""
+    conn = init_db()
+    rows = conn.execute("""
+        SELECT trader, symbol, side, leverage, trader_size, trader_pnl, timestamp
+        FROM confirmed_signals
+        WHERE symbol = ?
+        ORDER BY timestamp DESC LIMIT ?
+    """, (symbol, limit)).fetchall()
+    conn.close()
+    return [dict(r) for r in rows]
+
+
+def get_trader_strength(trader):
+    """获取交易员强度评分 (基于历史胜率)"""
+    stats = get_trader_stats(trader)
+    if isinstance(stats, list) and stats:
+        s = stats[0]
+        return s.get('strength', 1.0)
+    return 1.0  # 默认中等
+
+
+def multi_trader_decision(symbol, signals, our_side=None, our_contracts=0):
+    """
+    多交易员群体决策
+
+    signals: 最近的信号列表 [{trader, side, size, pnl, ...}]
+    our_side: 你当前的持仓方向 (long/short/None)
+    our_contracts: 你的持仓张数
+
+    返回: {action, reason, group_side, confidence, urgent_reverse, suggest_amount}
+    """
+    if not signals:
+        return {
+            'action': 'wait',
+            'reason': '无信号',
+            'group_side': None,
+            'confidence': 0,
+            'urgent_reverse': False,
+            'suggest_amount': 0
+        }
+
+    # 1. 计算群体方向 + 加权
+    long_weight = 0
+    short_weight = 0
+    long_size = 0
+    short_size = 0
+    trader_votes = {}  # 每个交易员最新一次信号
+
+    # 只取每个交易员最新一次信号 (避免重复计票)
+    for s in signals:
+        t = s.get('trader')
+        if t not in trader_votes:
+            trader_votes[t] = s
+
+    for trader, sig in trader_votes.items():
+        strength = get_trader_strength(trader)
+        size = float(sig.get('trader_size', 0) or 0)
+        side = sig.get('side', '')
+        if side == 'long':
+            long_weight += strength
+            long_size += size
+        elif side == 'short':
+            short_weight += strength
+            short_size += size
+
+    total_weight = long_weight + short_weight
+    if total_weight == 0:
+        return {
+            'action': 'wait',
+            'reason': '无有效信号',
+            'group_side': None,
+            'confidence': 0,
+            'urgent_reverse': False,
+            'suggest_amount': 0
+        }
+
+    # 2. 判定群体方向 (1.5x 阈值才确认)
+    if long_weight > short_weight * 1.5:
+        group_side = 'long'
+        confidence = long_weight / total_weight
+    elif short_weight > long_weight * 1.5:
+        group_side = 'short'
+        confidence = short_weight / total_weight
+    else:
+        return {
+            'action': 'wait',
+            'reason': f'群体分歧 long={long_weight:.1f} short={short_weight:.1f}',
+            'group_side': None,
+            'confidence': 0.5,
+            'urgent_reverse': False,
+            'suggest_amount': 0
+        }
+
+    # 3. 紧急反向检测: 大规模反向信号 (>1000 BTC 或总反向 > 1000)
+    urgent_reverse = False
+    reverse_size = 0
+    for trader, sig in trader_votes.items():
+        if sig.get('side') != group_side:
+            sz = float(sig.get('trader_size', 0) or 0)
+            reverse_size += sz
+            if sz > 1000:  # 单交易员大规模反向
+                urgent_reverse = True
+
+    if reverse_size > 1000:
+        urgent_reverse = True
+
+    # 4. 决定动作
+    suggest_amount = 0
+    action = 'hold'
+    reason_parts = [
+        f'群体{group_side.upper()} (置信度 {confidence*100:.0f}%)',
+        f'long票数={int(long_weight)}, short票数={int(short_weight)}',
+        f'long总规模={long_size:,.0f}, short总规模={short_size:,.0f}',
+    ]
+
+    if urgent_reverse and our_contracts > 0:
+        action = 'reduce_50%'
+        suggest_amount = round(our_contracts * 0.5, 2)
+        reason_parts.insert(0, f'⚠️ 紧急反向: 反向总规模 {reverse_size:,.0f}')
+    elif our_side is None:
+        action = 'open'
+        suggest_amount = 1  # 最小开仓
+        reason_parts.append('你无持仓，建议开仓')
+    elif our_side == group_side:
+        action = 'add'
+        # 顺势加 10% 仓位
+        suggest_amount = round(our_contracts * confidence * 0.1, 2)
+        if suggest_amount < 0.01:
+            suggest_amount = 0.01
+        reason_parts.append(f'顺势加仓 10% (跟群体置信度 {confidence*100:.0f}%)')
+    else:  # our_side != group_side
+        action = 'reduce_50%'
+        suggest_amount = round(our_contracts * 0.5, 2)
+        reason_parts.append(f'你{our_side}与群体{group_side}反向, 减仓 50%')
+
+    return {
+        'action': action,
+        'reason': ' | '.join(reason_parts),
+        'group_side': group_side,
+        'confidence': confidence,
+        'urgent_reverse': urgent_reverse,
+        'suggest_amount': suggest_amount,
+        'long_weight': long_weight,
+        'short_weight': short_weight,
+        'long_size': long_size,
+        'short_size': short_size,
+        'reverse_size': reverse_size,
+    }
+
+
+def format_multi_decision(result):
+    """格式化群体决策输出"""
+    if result['action'] == 'wait':
+        return f"⏸️ 观望: {result['reason']}"
+
+    emoji = '🟢' if result['group_side'] == 'long' else '🔴'
+    urgent = '🚨 ' if result['urgent_reverse'] else ''
+    action_emoji = {
+        'open': '🆕 开仓',
+        'add': '➕ 加仓',
+        'reduce_50%': '📉 减仓50%',
+        'hold': '⏸️ 持有',
+    }.get(result['action'], result['action'])
+
+    msg = f"""{urgent}{emoji} 群体决策: {action_emoji} {result['suggest_amount']} 张
+
+📊 群体方向: {result['group_side'].upper()} (置信度 {result['confidence']*100:.0f}%)
+💡 {result['reason']}"""
+    return msg