chore: sync with upstream/dev

Includes:
- PR NoFxAiOS#931: Fix Go formatting for test files
- PR NoFxAiOS#800: Data staleness detection (Part 2/3) - already in z-dev-v2
- PR NoFxAiOS#918: Improve UX messages for empty states and error feedback
- PR NoFxAiOS#922: Fix missing system_prompt_template field in trader edit
- PR NoFxAiOS#921: Remove duplicate exchange config fields (Aster & Hyperliquid)
- PR NoFxAiOS#917: Fix two-stage private key input validation (0x prefix support)
- PR NoFxAiOS#713: Add backend safety checks for partial_close
- PR NoFxAiOS#908: Web Crypto environment check (0xEmberZz)
- PR NoFxAiOS#638: Decision limit selector with 5/10/20/50 options (xqliu)

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>

# Conflicts:
#	market/data.go
#	web/src/components/TwoStageKeyModal.tsx

Author: the-dev-z

api/server.go

@@ -1569,7 +1569,15 @@ func (s *Server) handleLatestDecisions(c *gin.Context) {
 		return
 	}
 
-	records, err := trader.GetDecisionLogger().GetLatestRecords(5)
+	// 从 query 参数读取 limit，默认 5，最大 50
+	limit := 5
+	if limitStr := c.Query("limit"); limitStr != "" {
+		if l, err := strconv.Atoi(limitStr); err == nil && l > 0 && l <= 50 {
+			limit = l
+		}
+	}
+
+	records, err := trader.GetDecisionLogger().GetLatestRecords(limit)
 	if err != nil {
 		c.JSON(http.StatusInternalServerError, gin.H{
 			"error": fmt.Sprintf("获取决策日志失败: %v", err),

decision/engine.go

@@ -4,6 +4,7 @@ import (
 	"encoding/json"
 	"fmt"
 	"log"
+	"math"
 	"nofx/market"
 	"nofx/mcp"
 	"nofx/pool"
@@ -413,9 +414,12 @@ func buildUserPrompt(ctx *Context) string {
 				}
 			}
 
-			sb.WriteString(fmt.Sprintf("%d. %s %s | 入场价%.4f 当前价%.4f | 盈亏%+.2f%% | 盈亏金额%+.2f USDT | 最高收益率%.2f%% | 杠杆%dx | 保证金%.0f | 强平价%.4f%s\n\n",
+			// 计算仓位价值（用于 partial_close 检查）
+			positionValue := math.Abs(pos.Quantity) * pos.MarkPrice
+
+			sb.WriteString(fmt.Sprintf("%d. %s %s | 入场价%.4f 当前价%.4f | 数量%.4f | 仓位价值%.2f USDT | 盈亏%+.2f%% | 盈亏金额%+.2f USDT | 最高收益率%.2f%% | 杠杆%dx | 保证金%.0f | 强平价%.4f%s\n\n",
 				i+1, pos.Symbol, strings.ToUpper(pos.Side),
-				pos.EntryPrice, pos.MarkPrice, pos.UnrealizedPnLPct, pos.UnrealizedPnL, pos.PeakPnLPct,
+				pos.EntryPrice, pos.MarkPrice, pos.Quantity, positionValue, pos.UnrealizedPnLPct, pos.UnrealizedPnL, pos.PeakPnLPct,
 				pos.Leverage, pos.MarginUsed, pos.LiquidationPrice, holdingDuration))
 
 			// 使用FormatMarketData输出完整市场数据

trader/auto_trader.go

@@ -1203,6 +1203,37 @@ func (at *AutoTrader) executePartialCloseWithRecord(decision *decision.Decision,
 	closeQuantity := totalQuantity * (decision.ClosePercentage / 100.0)
 	actionRecord.Quantity = closeQuantity
 
+	// ✅ Layer 2: 最小仓位检查（防止产生小额剩余）
+	markPrice, ok := targetPosition["markPrice"].(float64)
+	if !ok || markPrice <= 0 {
+		return fmt.Errorf("无法解析当前价格，无法执行最小仓位检查")
+	}
+
+	currentPositionValue := totalQuantity * markPrice
+	remainingQuantity := totalQuantity - closeQuantity
+	remainingValue := remainingQuantity * markPrice
+
+	const MIN_POSITION_VALUE = 10.0 // 最小持仓价值 10 USDT（對齊交易所底线，小仓位建议直接全平）
+
+	if remainingValue > 0 && remainingValue <= MIN_POSITION_VALUE {
+		log.Printf("⚠️ 检测到 partial_close 后剩余仓位 %.2f USDT < %.0f USDT",
+			remainingValue, MIN_POSITION_VALUE)
+		log.Printf("  → 当前仓位价值: %.2f USDT, 平仓 %.1f%%, 剩余: %.2f USDT",
+			currentPositionValue, decision.ClosePercentage, remainingValue)
+		log.Printf("  → 自动修正为全部平仓，避免产生无法平仓的小额剩余")
+
+		// 🔄 自动修正为全部平仓
+		if positionSide == "LONG" {
+			decision.Action = "close_long"
+			log.Printf("  ✓ 已修正为: close_long")
+			return at.executeCloseLongWithRecord(decision, actionRecord)
+		} else {
+			decision.Action = "close_short"
+			log.Printf("  ✓ 已修正为: close_short")
+			return at.executeCloseShortWithRecord(decision, actionRecord)
+		}
+	}
+
 	// 执行平仓
 	var order map[string]interface{}
 	if positionSide == "LONG" {
@@ -1220,10 +1251,35 @@ func (at *AutoTrader) executePartialCloseWithRecord(decision *decision.Decision,
 		actionRecord.OrderID = orderID
 	}
 
-	remainingQuantity := totalQuantity - closeQuantity
 	log.Printf("  ✓ 部分平仓成功: 平仓 %.4f (%.1f%%), 剩余 %.4f",
 		closeQuantity, decision.ClosePercentage, remainingQuantity)
 
+	// ✅ Step 4: 恢复止盈止损（防止剩余仓位裸奔）
+	// 重要：币安等交易所在部分平仓后会自动取消原有的 TP/SL 订单（因为数量不匹配）
+	// 如果 AI 提供了新的止损止盈价格，则为剩余仓位重新设置保护
+	if decision.NewStopLoss > 0 {
+		log.Printf("  → 为剩余仓位 %.4f 恢复止损单: %.2f", remainingQuantity, decision.NewStopLoss)
+		err = at.trader.SetStopLoss(decision.Symbol, positionSide, remainingQuantity, decision.NewStopLoss)
+		if err != nil {
+			log.Printf("  ⚠️ 恢复止损失败: %v（不影响平仓结果）", err)
+		}
+	}
+
+	if decision.NewTakeProfit > 0 {
+		log.Printf("  → 为剩余仓位 %.4f 恢复止盈单: %.2f", remainingQuantity, decision.NewTakeProfit)
+		err = at.trader.SetTakeProfit(decision.Symbol, positionSide, remainingQuantity, decision.NewTakeProfit)
+		if err != nil {
+			log.Printf("  ⚠️ 恢复止盈失败: %v（不影响平仓结果）", err)
+		}
+	}
+
+	// 如果 AI 没有提供新的止盈止损，记录警告
+	if decision.NewStopLoss <= 0 && decision.NewTakeProfit <= 0 {
+		log.Printf("  ⚠️⚠️⚠️ 警告: 部分平仓后AI未提供新的止盈止损价格")
+		log.Printf("  → 剩余仓位 %.4f (价值 %.2f USDT) 目前没有止盈止损保护", remainingQuantity, remainingValue)
+		log.Printf("  → 建议: 在 partial_close 决策中包含 new_stop_loss 和 new_take_profit 字段")
+	}
+
 	return nil
 }
 

trader/hyperliquid_trader_race_test.go

@@ -123,7 +123,7 @@ func TestGetSzDecimals_ValidMeta(t *testing.T) {
 	}
 
 	tests := []struct {
-		coin            string
+		coin             string
 		expectedDecimals int
 	}{
 		{"BTC", 5},