fix(价格展示): 修复模板渲染时极小价格被折叠为 0.00 的问题

Motivation:
此前的修复仅覆盖直接拼接文案的场景，跟单等基于模板渲染的推送场景中，%.2f 格式化仍会把 PEPE 等 Meme 币的极小价格（如 0.00000059）折叠为 0.00，导致交易通知丢失真实价格、误导用户。

Changes:

* 抽取共享的价格显示逻辑到统一显示层，两个订阅者改为复用，移除重复实现
* 新增 Decimal 类型，渲染时以副本方式包装模板数据，使模板内 printf 风格格式化保留极小价格精度且不出现科学计数法，同时不修改调用方原始数据
* 渲染引擎空值判断改用反射实现，覆盖全部整型、无符号整型与浮点类型
* 补充转换到渲染的端到端回归测试，覆盖极小价格精度、科学计数法与数据不可变性

internal/engine/renderer.go

@@ -3,8 +3,11 @@ package engine
 import (
 	"bytes"
 	"fmt"
+	"reflect"
 	"strings"
 	"text/template"
+
+	"aiaa-notification-service/internal/display"
 )
 
 type Renderer struct{}
@@ -26,7 +29,7 @@ func (r *Renderer) Render(tmplContent string, data map[string]interface{}) (stri
 		return "", fmt.Errorf("parse template: %w", err)
 	}
 	var buf bytes.Buffer
-	if err := tmpl.Execute(&buf, data); err != nil {
+	if err := tmpl.Execute(&buf, display.WrapMap(data)); err != nil {
 		return "", fmt.Errorf("execute template: %w", err)
 	}
 	return buf.String(), nil
@@ -82,17 +85,17 @@ func isEmptyValue(v any) bool {
 		return strings.TrimSpace(t) == ""
 	case bool:
 		return !t
-	case int:
+	default:
-		return t == 0
+		rv := reflect.ValueOf(v)
-	case int32:
+		switch rv.Kind() {
-		return t == 0
+		case reflect.Int, reflect.Int8, reflect.Int16, reflect.Int32, reflect.Int64:
-	case int64:
+			return rv.Int() == 0
-		return t == 0
+		case reflect.Uint, reflect.Uint8, reflect.Uint16, reflect.Uint32, reflect.Uint64:
-	case float32:
+			return rv.Uint() == 0
-		return t == 0
+		case reflect.Float32, reflect.Float64:
-	case float64:
+			return rv.Float() == 0
-		return t == 0
 		default:
 			return false
 		}
 	}
+}

internal/engine/renderer_test.go

@@ -33,7 +33,7 @@ func TestRendererLineOmitsEmpty(t *testing.T) {
 		"symbol":        "ICP",
 		"price":         2.273,
 		"totalAvgPx":    "",
-		"stopLossPrice": 0,
+		"stopLossPrice": float64(0),
 	})
 	if err != nil {
 		t.Fatal(err)
@@ -122,8 +122,12 @@ func TestRendererCaseDefault(t *testing.T) {
 	}
 }
 
+// copyTradeTmpl is the production 跟单策略 template. It formats prices with
+// printf "%.2f", which must not collapse meme-coin prices like PEPE to 0.00.
+const copyTradeTmpl = "{{case .side \"LONG\" \"多单\" \"SHORT\" \"空单\"}}{{case .action \"OPEN\" \"开仓\" \"ADD\" \"加仓\" \"CLOSE\" \"平仓\" \"REDUCE\" \"减仓\"}}\n交易品种: {{case .symbol \"ETHUSDT\" \"ETH\" \"BTCUSDT\" \"BTC\" \"SOLUSDT\" \"SOL\" \"BNBUSDT\" \"BNB\" .symbol}}\n{{case .action \"OPEN\" \"开仓价格\" \"ADD\" \"加仓价格\" \"CLOSE\" \"平仓价格\" \"REDUCE\" \"减仓价格\"}}: {{printf \"%.2f\" .price}}\n{{case .action \"OPEN\" \"开仓数量\" \"ADD\" \"加仓数量\" \"CLOSE\" \"平仓数量\" \"REDUCE\" \"减仓数量\"}}: {{printf \"%.2f\" .quantity}}\n平均单价: {{printf \"%.2f\" .avgPrice}}\n{{if or (eq .action \"OPEN\") (eq .action \"ADD\")}}{{if .leverage}}杠杆: {{.leverage}}x\n{{end}}{{end}}策略: {{case .strategyCode \"BLONG\" \"B龙策略\" .strategyCode}}\n推送时间: {{.pushedAt}}"
+
 func TestCopyTradeTemplate(t *testing.T) {
-	tmpl := "{{case .side \"LONG\" \"多单\" \"SHORT\" \"空单\"}}{{case .action \"OPEN\" \"开仓\" \"ADD\" \"加仓\" \"CLOSE\" \"平仓\" \"REDUCE\" \"减仓\"}}\n交易品种: {{case .symbol \"ETHUSDT\" \"ETH\" \"BTCUSDT\" \"BTC\" \"SOLUSDT\" \"SOL\" \"BNBUSDT\" \"BNB\" .symbol}}\n{{case .action \"OPEN\" \"开仓价格\" \"ADD\" \"加仓价格\" \"CLOSE\" \"平仓价格\" \"REDUCE\" \"减仓价格\"}}: {{printf \"%.2f\" .price}}\n{{case .action \"OPEN\" \"开仓数量\" \"ADD\" \"加仓数量\" \"CLOSE\" \"平仓数量\" \"REDUCE\" \"减仓数量\"}}: {{printf \"%.2f\" .quantity}}\n平均单价: {{printf \"%.2f\" .avgPrice}}\n{{if or (eq .action \"OPEN\") (eq .action \"ADD\")}}{{if .leverage}}杠杆: {{.leverage}}x\n{{end}}{{end}}策略: {{case .strategyCode \"BLONG\" \"B龙策略\" .strategyCode}}\n推送时间: {{.pushedAt}}"
+	tmpl := copyTradeTmpl
 	r := NewRenderer()
 	cases := []struct {
 		name string
@@ -169,6 +173,21 @@ func TestCopyTradeTemplate(t *testing.T) {
 			},
 			want: []string{"空单加仓", "加仓价格: 1933.05", "加仓数量: 3.80", "杠杆: 100x", "策略: B龙策略", "推送时间: 2026.08.10 06:14:28"},
 		},
+		{
+			name: "pepe-open-keeps-tiny-price",
+			data: map[string]interface{}{
+				"side": "SHORT", "action": "OPEN", "symbol": "PEPEUSDT",
+				"price": 0.00000059, "quantity": 1000000000.0, "avgPrice": 0.00000059,
+				"leverage": 100, "strategyCode": "BLONG", "pushedAt": "2026.08.22 10:04:29",
+			},
+			want: []string{
+				"空单开仓", "交易品种: PEPEUSDT",
+				"开仓价格: 0.00000059", "开仓数量: 1000000000.00",
+				"平均单价: 0.00000059", "杠杆: 100x",
+				"策略: B龙策略", "推送时间: 2026.08.22 10:04:29",
+			},
+			not: []string{"开仓价格: 0.00\n", "平均单价: 0.00\n"},
+		},
 	}
 	for _, tc := range cases {
 		t.Run(tc.name, func(t *testing.T) {
@@ -190,3 +209,30 @@ func TestCopyTradeTemplate(t *testing.T) {
 		})
 	}
 }
+
+func TestRendererTinyPriceNotScientificOrRounded(t *testing.T) {
+	r := NewRenderer()
+	data := map[string]interface{}{"price": 0.00000059, "stopLossPrice": 0.00000055}
+	out, err := r.Render(`价格: {{.price}}
+{{line "止损价" .stopLossPrice}}`, data)
+	if err != nil {
+		t.Fatal(err)
+	}
+	if strings.Contains(out, "e-") || strings.Contains(out, "E-") {
+		t.Fatalf("tiny price lost precision:\n%s", out)
+	}
+	if !strings.Contains(out, "价格: 0.00000059") || !strings.Contains(out, "止损价：0.00000055") {
+		t.Fatalf("out=%q", out)
+	}
+}
+
+func TestRendererDoesNotMutateData(t *testing.T) {
+	r := NewRenderer()
+	data := map[string]interface{}{"price": 0.00000059}
+	if _, err := r.Render(`{{printf "%.2f" .price}}`, data); err != nil {
+		t.Fatal(err)
+	}
+	if _, ok := data["price"].(float64); !ok {
+		t.Fatalf("render mutated caller data: %T", data["price"])
+	}
+}

internal/subscriber/cryptostrategy/convert.go

@@ -4,11 +4,11 @@ import (
 	"bytes"
 	"encoding/json"
 	"fmt"
-	"math"
 	"strconv"
 	"strings"
 	"time"
 
+	"aiaa-notification-service/internal/display"
 	"aiaa-notification-service/internal/tz"
 )
 
@@ -245,23 +245,23 @@ func format(env envelope, p payload, action string) string {
 	switch action {
 	case "CLOSE":
 		if p.Price > 0 {
-			lines = append(lines, fmt.Sprintf("平仓价格: %s", formatPrice(p.Price)))
+			lines = append(lines, fmt.Sprintf("平仓价格: %s", display.FormatPrice(p.Price)))
 		}
 	case "GAIN":
 		if p.Price > 0 {
-			lines = append(lines, fmt.Sprintf("止盈价格: %s", formatPrice(p.Price)))
+			lines = append(lines, fmt.Sprintf("止盈价格: %s", display.FormatPrice(p.Price)))
 		}
 	case "SELL":
 		if p.Price > 0 {
-			lines = append(lines, fmt.Sprintf("卖出价格: %s", formatPrice(p.Price)))
+			lines = append(lines, fmt.Sprintf("卖出价格: %s", display.FormatPrice(p.Price)))
 		}
 	default:
 		if p.Price > 0 {
-			lines = append(lines, fmt.Sprintf("开仓价格: %s", formatPrice(p.Price)))
+			lines = append(lines, fmt.Sprintf("开仓价格: %s", display.FormatPrice(p.Price)))
 		}
 	}
 	if p.LossPrice > 0 {
-		lines = append(lines, fmt.Sprintf("止损价格: %s", formatPrice(p.LossPrice)))
+		lines = append(lines, fmt.Sprintf("止损价格: %s", display.FormatPrice(p.LossPrice)))
 	}
 	if er := entryRange(p.Price, p.OpenPrice2); er != "" && p.OpenPrice2 != 0 {
 		lines = append(lines, fmt.Sprintf("介入区间: %s", er))
@@ -360,19 +360,6 @@ func formatFloat(f float64) string {
 	return strconv.FormatFloat(f, 'f', -1, 64)
 }
 
-// formatPrice renders a price for display. Values >= 1 keep two decimals for
-// readability; smaller values use the shortest exact representation so tiny
-// prices like 0.00000059 are not collapsed to 0.00.
-func formatPrice(v float64) string {
-	if v == 0 {
-		return "0.00"
-	}
-	if math.Abs(v) >= 1 {
-		return strconv.FormatFloat(v, 'f', 2, 64)
-	}
-	return strconv.FormatFloat(v, 'f', -1, 64)
-}
-
 func firstNonEmpty(a, b string) string {
 	if strings.TrimSpace(a) != "" {
 		return a

internal/subscriber/cryptostrategy/convert_test.go

@@ -272,6 +272,18 @@ func TestConvertTinyPriceKeepsPrecision(t *testing.T) {
 	if strings.Contains(formatted, "开仓价格: 0.00\n") {
 		t.Fatalf("tiny price rounded to 0.00:\n%s", formatted)
 	}
+	out, err := engine.NewRenderer().Render("价格：{{.price}}\n止损：{{.stopLossPrice}}\n{{line \"止盈\" .takeProfitPrice}}", data)
+	if err != nil {
+		t.Fatal(err)
+	}
+	for _, want := range []string{"价格：0.00000059", "止损：0.00000055"} {
+		if !strings.Contains(out, want) {
+			t.Fatalf("missing %q in rendered\n%s", want, out)
+		}
+	}
+	if strings.Contains(out, "e-") || strings.Contains(out, "E-") {
+		t.Fatalf("scientific notation in rendered\n%s", out)
+	}
 }
 
 func TestConvertInvalidJSON(t *testing.T) {

internal/subscriber/tradesignal/convert_test.go

@@ -6,6 +6,7 @@ import (
 	"testing"
 
 	"aiaa-notification-service/internal/config"
+	"aiaa-notification-service/internal/engine"
 )
 
 func TestConvertOpen(t *testing.T) {
@@ -97,3 +98,43 @@ func TestConvertRawMessageWithoutAction(t *testing.T) {
 		t.Fatalf("data=%v", data)
 	}
 }
+
+func TestConvertThenRenderCopyTradeTinyPEPE(t *testing.T) {
+	lev := 100
+	c := NewConverter(map[string]config.StrategyOverride{
+		"BLONG": {QuantityMultipliers: config.QuantityMultipliers{Open: 100}, Leverage: &lev},
+	})
+	_, data, err := c.Convert([]byte(`{
+		"signalId":"s1","strategyCode":"BLONG","symbol":"PEPEUSDT",
+		"side":"SHORT","action":"OPEN","quantity":10000000,"price":0.00000059,
+		"leverage":10,"eventTime":"2026-08-22T02:04:29Z"
+	}`))
+	if err != nil {
+		t.Fatal(err)
+	}
+	if p, ok := data["price"].(float64); !ok || p != 0.00000059 {
+		t.Fatalf("convert price=%v (%T), want float64 0.00000059", data["price"], data["price"])
+	}
+	data["pushedAt"] = "2026.08.22 10:04:29"
+
+	const tmpl = "{{case .side \"LONG\" \"多单\" \"SHORT\" \"空单\"}}{{case .action \"OPEN\" \"开仓\" \"ADD\" \"加仓\" \"CLOSE\" \"平仓\" \"REDUCE\" \"减仓\"}}\n交易品种: {{case .symbol \"ETHUSDT\" \"ETH\" \"BTCUSDT\" \"BTC\" \"SOLUSDT\" \"SOL\" \"BNBUSDT\" \"BNB\" .symbol}}\n{{case .action \"OPEN\" \"开仓价格\" \"ADD\" \"加仓价格\" \"CLOSE\" \"平仓价格\" \"REDUCE\" \"减仓价格\"}}: {{printf \"%.2f\" .price}}\n{{case .action \"OPEN\" \"开仓数量\" \"ADD\" \"加仓数量\" \"CLOSE\" \"平仓数量\" \"REDUCE\" \"减仓数量\"}}: {{printf \"%.2f\" .quantity}}\n平均单价: {{printf \"%.2f\" .avgPrice}}\n{{if or (eq .action \"OPEN\") (eq .action \"ADD\")}}{{if .leverage}}杠杆: {{.leverage}}x\n{{end}}{{end}}策略: {{case .strategyCode \"BLONG\" \"B龙策略\" .strategyCode}}\n推送时间: {{.pushedAt}}"
+	out, err := engine.NewRenderer().Render(tmpl, data)
+	if err != nil {
+		t.Fatal(err)
+	}
+	for _, want := range []string{
+		"空单开仓",
+		"交易品种: PEPEUSDT",
+		"开仓价格: 0.00000059",
+		"开仓数量: 1000000000.00",
+		"平均单价: 0.00000059",
+		"杠杆: 100x",
+	} {
+		if !strings.Contains(out, want) {
+			t.Errorf("missing %q in\n%s", want, out)
+		}
+	}
+	if strings.Contains(out, "开仓价格: 0.00\n") || strings.Contains(out, "平均单价: 0.00\n") {
+		t.Errorf("tiny price collapsed to 0.00:\n%s", out)
+	}
+}

internal/subscriber/tradesignal/format.go

@@ -2,10 +2,9 @@ package tradesignal
 
 import (
 	"fmt"
-	"math"
-	"strconv"
 	"strings"
 
+	"aiaa-notification-service/internal/display"
 	"aiaa-notification-service/internal/tz"
 )
 
@@ -31,7 +30,7 @@ func Format(signal *Signal, opts ...FormatOptions) string {
 	action := strings.ToUpper(signal.Action)
 	switch action {
 	case "OPEN":
-		lines = append(lines, fmt.Sprintf("开仓价格: %s", formatPrice(signal.Price)))
+		lines = append(lines, fmt.Sprintf("开仓价格: %s", display.FormatPrice(signal.Price)))
 		if line := sizeLine("OPEN", signal.Quantity, signal.AmountMarginRatio); line != "" {
 			lines = append(lines, line)
 		}
@@ -40,23 +39,23 @@ func Format(signal *Signal, opts ...FormatOptions) string {
 			lines = append(lines, fmt.Sprintf("杠杆: %dx", signal.Leverage))
 		}
 		if signal.TakeProfitPrice != nil {
-			lines = append(lines, fmt.Sprintf("止盈价格: %s", formatPrice(*signal.TakeProfitPrice)))
+			lines = append(lines, fmt.Sprintf("止盈价格: %s", display.FormatPrice(*signal.TakeProfitPrice)))
 		}
 		if signal.StopLossPrice != nil {
-			lines = append(lines, fmt.Sprintf("止损价格: %s", formatPrice(*signal.StopLossPrice)))
+			lines = append(lines, fmt.Sprintf("止损价格: %s", display.FormatPrice(*signal.StopLossPrice)))
 		}
 	case "CLOSE":
-		lines = append(lines, fmt.Sprintf("平仓价格: %s", formatPrice(signal.Price)))
+		lines = append(lines, fmt.Sprintf("平仓价格: %s", display.FormatPrice(signal.Price)))
 		lines = append(lines, closeSizeLine(signal.Quantity, signal.PosMarginRatio))
 		lines = appendAvgPrice(lines, opt.AvgPrice)
 		if signal.PnL != nil {
-			lines = append(lines, fmt.Sprintf("平仓盈亏: %s", formatPrice(*signal.PnL)))
+			lines = append(lines, fmt.Sprintf("平仓盈亏: %s", display.FormatPrice(*signal.PnL)))
 		}
 		if signal.AccountBalance != nil {
-			lines = append(lines, fmt.Sprintf("账户余额：%s", formatPrice(*signal.AccountBalance)))
+			lines = append(lines, fmt.Sprintf("账户余额：%s", display.FormatPrice(*signal.AccountBalance)))
 		}
 	case "ADD":
-		lines = append(lines, fmt.Sprintf("加仓价格: %s", formatPrice(signal.Price)))
+		lines = append(lines, fmt.Sprintf("加仓价格: %s", display.FormatPrice(signal.Price)))
 		if line := sizeLine("ADD", signal.Quantity, signal.AmountMarginRatio); line != "" {
 			lines = append(lines, line)
 		}
@@ -65,19 +64,19 @@ func Format(signal *Signal, opts ...FormatOptions) string {
 			lines = append(lines, fmt.Sprintf("杠杆: %dx", signal.Leverage))
 		}
 	case "REDUCE":
-		lines = append(lines, fmt.Sprintf("减仓价格: %s", formatPrice(signal.Price)))
+		lines = append(lines, fmt.Sprintf("减仓价格: %s", display.FormatPrice(signal.Price)))
 		if line := sizeLine("REDUCE", signal.Quantity, signal.PosMarginRatio); line != "" {
 			lines = append(lines, line)
 		}
 		lines = appendAvgPrice(lines, opt.AvgPrice)
 		if signal.PnL != nil {
-			lines = append(lines, fmt.Sprintf("减仓盈亏: %s", formatPrice(*signal.PnL)))
+			lines = append(lines, fmt.Sprintf("减仓盈亏: %s", display.FormatPrice(*signal.PnL)))
 		}
 		if signal.AccountBalance != nil {
-			lines = append(lines, fmt.Sprintf("账户余额：%s", formatPrice(*signal.AccountBalance)))
+			lines = append(lines, fmt.Sprintf("账户余额：%s", display.FormatPrice(*signal.AccountBalance)))
 		}
 	default:
-		lines = append(lines, fmt.Sprintf("价格: %s", formatPrice(signal.Price)))
+		lines = append(lines, fmt.Sprintf("价格: %s", display.FormatPrice(signal.Price)))
 		if line := sizeLine("", signal.Quantity, signal.AmountMarginRatio); line != "" {
 			lines = append(lines, line)
 		}
@@ -129,7 +128,7 @@ func appendAvgPrice(lines []string, avgPrice *float64) []string {
 	if avgPrice == nil || *avgPrice <= 0 {
 		return lines
 	}
-	return append(lines, fmt.Sprintf("平均单价: %s", formatPrice(*avgPrice)))
+	return append(lines, fmt.Sprintf("平均单价: %s", display.FormatPrice(*avgPrice)))
 }
 
 func closeSizeLine(quantity, posMarginRatio *float64) string {
@@ -190,19 +189,6 @@ func formatPercent(ratio float64) string {
 	return fmt.Sprintf("%.2f%%", ratio*100)
 }
 
-// formatPrice renders a price for display. Values >= 1 keep two decimals for
-// readability; smaller values use the shortest exact representation so tiny
-// prices like 0.00000059 are not collapsed to 0.00.
-func formatPrice(v float64) string {
-	if v == 0 {
-		return "0.00"
-	}
-	if math.Abs(v) >= 1 {
-		return strconv.FormatFloat(v, 'f', 2, 64)
-	}
-	return strconv.FormatFloat(v, 'f', -1, 64)
-}
-
 func trimQuote(symbol string) string {
 	symbol = strings.ToUpper(symbol)
 	for _, suffix := range []string{"USDT", "USDC", "BUSD", "USD"} {