fix(交易信号): 修复极小价格展示精度丢失与策略覆盖匹配失效

Motivation:
部分 meme 币等标的价格极小（如 0.00000059），原有格式化统一保留两位小数会将其显示为 0.00，导致推送消息中的价格信息失真、误导用户；同时 viper 加载配置时会将嵌套 map 的 key 统一转为小写，导致按大写策略编码配置的策略覆盖项无法命中，仓位倍数、杠杆等覆盖参数失效。

Changes:

* 新增价格展示格式化逻辑：绝对值不小于 1 的数值保留两位小数，小于 1 的数值采用最短精确表示，避免极小价格被截断为 0.00
* 策略覆盖查找改为大小写不敏感匹配，兼容 viper 将配置 key 小写化的行为，确保策略编码以任意大小写配置均可生效
* 补充极小价格展示、配置加载解析及策略覆盖匹配的单元测试

internal/config/config_test.go

@@ -92,6 +92,50 @@ func TestActiveSubscriptionsSkipsPlaceholderURL(t *testing.T) {
 	}
 }
 
+func TestLoadParsesStrategyOverrides(t *testing.T) {
+	cfg, err := Load(filepath.Join("..", "..", "config", "config.yaml"))
+	if err != nil {
+		t.Fatal(err)
+	}
+	var sub *SubscriptionConfig
+	for i := range cfg.Subscriptions {
+		if cfg.Subscriptions[i].Name == "trade-signal" {
+			sub = &cfg.Subscriptions[i]
+			break
+		}
+	}
+	if sub == nil {
+		t.Fatal("trade-signal subscription not found")
+	}
+	if len(sub.StrategyOverrides) == 0 {
+		t.Fatalf("strategy_overrides not parsed: %+v", *sub)
+	}
+	// Viper lower-cases nested map keys during load, so the parsed key is "blong".
+	o, ok := sub.StrategyOverrides["blong"]
+	if !ok {
+		t.Fatalf("blong override missing, got keys=%v", sub.StrategyOverrides)
+	}
+	got := o.QuantityMultiplierFor("OPEN")
+	if got != 100 {
+		t.Fatalf("open multiplier=%v want 100", got)
+	}
+	if o.Leverage == nil || *o.Leverage != 100 {
+		t.Fatalf("leverage=%v want 100", o.Leverage)
+	}
+}
+
+func TestLoadStrategyOverridesKeyInsensitive(t *testing.T) {
+	// Confirms viper lower-cases keys; tradesignal.overrideFor matches case-insensitively.
+	sub := SubscriptionConfig{StrategyOverrides: map[string]StrategyOverride{
+		"blong": {Leverage: intPtr(100)},
+	}}
+	if _, ok := sub.StrategyOverrides["BLONG"]; ok {
+		t.Fatalf("expected case-sensitive map; overrides=%v", sub.StrategyOverrides)
+	}
+}
+
+func intPtr(v int) *int { return &v }
+
 func TestQuantityMultiplierFor(t *testing.T) {
 	o := StrategyOverride{QuantityMultipliers: QuantityMultipliers{Open: 100, Add: 0}}
 	if o.QuantityMultiplierFor("OPEN") != 100 {

internal/subscriber/cryptostrategy/convert.go

@@ -4,6 +4,7 @@ import (
 	"bytes"
 	"encoding/json"
 	"fmt"
+	"math"
 	"strconv"
 	"strings"
 	"time"
@@ -244,23 +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: %.2f", p.Price))
+			lines = append(lines, fmt.Sprintf("平仓价格: %s", formatPrice(p.Price)))
 		}
 	case "GAIN":
 		if p.Price > 0 {
-			lines = append(lines, fmt.Sprintf("止盈价格: %.2f", p.Price))
+			lines = append(lines, fmt.Sprintf("止盈价格: %s", formatPrice(p.Price)))
 		}
 	case "SELL":
 		if p.Price > 0 {
-			lines = append(lines, fmt.Sprintf("卖出价格: %.2f", p.Price))
+			lines = append(lines, fmt.Sprintf("卖出价格: %s", formatPrice(p.Price)))
 		}
 	default:
 		if p.Price > 0 {
-			lines = append(lines, fmt.Sprintf("开仓价格: %.2f", p.Price))
+			lines = append(lines, fmt.Sprintf("开仓价格: %s", formatPrice(p.Price)))
 		}
 	}
 	if p.LossPrice > 0 {
-		lines = append(lines, fmt.Sprintf("止损价格: %.2f", p.LossPrice))
+		lines = append(lines, fmt.Sprintf("止损价格: %s", 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))
@@ -359,6 +360,19 @@ 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

@@ -250,6 +250,30 @@ func asFloat(t *testing.T, v any) float64 {
 	}
 }
 
+func TestConvertTinyPriceKeepsPrecision(t *testing.T) {
+	body := []byte(`{
+		"eventType":"SIGNAL_RECEIVED","symbol":"PEPE","direction":"LONG",
+		"payload":"{\"strategyCode\":\"ai-crypto-signals\",\"period\":\"1h\",\"currency\":\"PEPE\",\"price\":0.00000059,\"lossPrice\":0.00000055,\"gainPrices\":\"0.00000061,0.00000064\"}",
+		"eventTime":1786600000000
+	}`)
+	_, data, err := Convert(body)
+	if err != nil {
+		t.Fatal(err)
+	}
+	formatted, _ := data["formatted"].(string)
+	for _, want := range []string{
+		"开仓价格: 0.00000059\n",
+		"止损价格: 0.00000055\n",
+	} {
+		if !strings.Contains(formatted, want) {
+			t.Fatalf("missing %q in\n%s", want, formatted)
+		}
+	}
+	if strings.Contains(formatted, "开仓价格: 0.00\n") {
+		t.Fatalf("tiny price rounded to 0.00:\n%s", formatted)
+	}
+}
+
 func TestConvertInvalidJSON(t *testing.T) {
 	_, _, err := Convert([]byte(`{not json`))
 	if err == nil {

internal/subscriber/tradesignal/convert.go

@@ -61,11 +61,14 @@ func (c *Converter) overrideFor(code string) *config.StrategyOverride {
 	if c == nil || len(c.overrides) == 0 || code == "" {
 		return nil
 	}
-	override, ok := c.overrides[code]
-	if !ok {
-		return nil
-	}
+	// viper lower-cases nested map keys, so match case-insensitively.
+	if override, ok := c.overrides[code]; ok {
 		return &override
+	}
+	if override, ok := c.overrides[strings.ToLower(code)]; ok {
+		return &override
+	}
+	return nil
 }
 
 func toData(body []byte, sig *Signal) (map[string]interface{}, error) {

internal/subscriber/tradesignal/convert_test.go

@@ -36,6 +36,25 @@ func TestConvertOpen(t *testing.T) {
 	}
 }
 
+// TestOverrideForLowercaseKey verifies overrides still match when viper
+// lower-cases the strategy_overrides map keys during config load.
+func TestOverrideForLowercaseKey(t *testing.T) {
+	lev := 100
+	c := NewConverter(map[string]config.StrategyOverride{
+		"blong": {QuantityMultipliers: config.QuantityMultipliers{Add: 100}, Leverage: &lev},
+	})
+	o := c.overrideFor("BLONG")
+	if o == nil {
+		t.Fatal("overrideFor(BLONG)=nil, lowercase config key should match")
+	}
+	if got := o.QuantityMultiplierFor("ADD"); got != 100 {
+		t.Fatalf("add multiplier=%v want 100", got)
+	}
+	if o.Leverage == nil || *o.Leverage != 100 {
+		t.Fatalf("leverage=%v want 100", o.Leverage)
+	}
+}
+
 func TestConvertKeepsExtraJSONFields(t *testing.T) {
 	_, data, err := NewConverter(nil).Convert([]byte(`{
 		"action":"OPEN","symbol":"BTCUSDT","price":63014.61,

internal/subscriber/tradesignal/format.go

@@ -2,6 +2,8 @@ package tradesignal
 
 import (
 	"fmt"
+	"math"
+	"strconv"
 	"strings"
 
 	"aiaa-notification-service/internal/tz"
@@ -29,7 +31,7 @@ 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: %.2f", signal.Price))
+		lines = append(lines, fmt.Sprintf("开仓价格: %s", formatPrice(signal.Price)))
 		if line := sizeLine("OPEN", signal.Quantity, signal.AmountMarginRatio); line != "" {
 			lines = append(lines, line)
 		}
@@ -38,23 +40,23 @@ 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: %.2f", *signal.TakeProfitPrice))
+			lines = append(lines, fmt.Sprintf("止盈价格: %s", formatPrice(*signal.TakeProfitPrice)))
 		}
 		if signal.StopLossPrice != nil {
-			lines = append(lines, fmt.Sprintf("止损价格: %.2f", *signal.StopLossPrice))
+			lines = append(lines, fmt.Sprintf("止损价格: %s", formatPrice(*signal.StopLossPrice)))
 		}
 	case "CLOSE":
-		lines = append(lines, fmt.Sprintf("平仓价格: %.2f", signal.Price))
+		lines = append(lines, fmt.Sprintf("平仓价格: %s", 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: %.2f", *signal.PnL))
+			lines = append(lines, fmt.Sprintf("平仓盈亏: %s", formatPrice(*signal.PnL)))
 		}
 		if signal.AccountBalance != nil {
-			lines = append(lines, fmt.Sprintf("账户余额：%.2f", *signal.AccountBalance))
+			lines = append(lines, fmt.Sprintf("账户余额：%s", formatPrice(*signal.AccountBalance)))
 		}
 	case "ADD":
-		lines = append(lines, fmt.Sprintf("加仓价格: %.2f", signal.Price))
+		lines = append(lines, fmt.Sprintf("加仓价格: %s", formatPrice(signal.Price)))
 		if line := sizeLine("ADD", signal.Quantity, signal.AmountMarginRatio); line != "" {
 			lines = append(lines, line)
 		}
@@ -63,19 +65,19 @@ 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: %.2f", signal.Price))
+		lines = append(lines, fmt.Sprintf("减仓价格: %s", 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: %.2f", *signal.PnL))
+			lines = append(lines, fmt.Sprintf("减仓盈亏: %s", formatPrice(*signal.PnL)))
 		}
 		if signal.AccountBalance != nil {
-			lines = append(lines, fmt.Sprintf("账户余额：%.2f", *signal.AccountBalance))
+			lines = append(lines, fmt.Sprintf("账户余额：%s", formatPrice(*signal.AccountBalance)))
 		}
 	default:
-		lines = append(lines, fmt.Sprintf("价格: %.2f", signal.Price))
+		lines = append(lines, fmt.Sprintf("价格: %s", formatPrice(signal.Price)))
 		if line := sizeLine("", signal.Quantity, signal.AmountMarginRatio); line != "" {
 			lines = append(lines, line)
 		}
@@ -127,7 +129,7 @@ func appendAvgPrice(lines []string, avgPrice *float64) []string {
 	if avgPrice == nil || *avgPrice <= 0 {
 		return lines
 	}
-	return append(lines, fmt.Sprintf("平均单价: %.2f", *avgPrice))
+	return append(lines, fmt.Sprintf("平均单价: %s", formatPrice(*avgPrice)))
 }
 
 func closeSizeLine(quantity, posMarginRatio *float64) string {
@@ -188,6 +190,19 @@ 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"} {

internal/subscriber/tradesignal/format_test.go

@@ -58,3 +58,24 @@ func TestFormatWithAvgPrice(t *testing.T) {
 		t.Fatalf("%s", out)
 	}
 }
+
+func TestFormatTinyPriceKeepsPrecision(t *testing.T) {
+	tp, sl := 0.00000061, 0.00000058
+	out := Format(&Signal{
+		Symbol: "PEPEUSDT", Side: "LONG", Action: "OPEN",
+		Price: 0.00000059, TakeProfitPrice: &tp, StopLossPrice: &sl,
+		EventTime: "2026-06-23T01:30:00Z",
+	})
+	for _, want := range []string{
+		"开仓价格: 0.00000059\n",
+		"止盈价格: 0.00000061\n",
+		"止损价格: 0.00000058\n",
+	} {
+		if !strings.Contains(out, want) {
+			t.Fatalf("missing %q in\n%s", want, out)
+		}
+	}
+	if strings.Contains(out, "开仓价格: 0.00\n") {
+		t.Fatalf("tiny price rounded to 0.00:\n%s", out)
+	}
+}