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feat: save factors to signal_indicators + show FR/Liq on signals page

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- DB: added factors JSONB column to signal_indicators
- Backend: save_indicator now includes factors JSON
- API: /api/signals/latest returns factors field
- Frontend: signals page shows FR and 清算 score bars
This commit is contained in:
root 2026-03-01 23:57:55 +00:00
parent a571a221e5
commit 01b1992643
4 changed files with 44 additions and 4 deletions
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2
backend/main.py
View File

@ -427,7 +427,7 @@ async def get_signal_latest(user: dict = Depends(get_current_user)):
for sym in SYMBOLS:
row = await async_fetchrow(
"SELECT ts, cvd_fast, cvd_mid, cvd_day, cvd_fast_slope, atr_5m, atr_percentile, "
"vwap_30m, price, p95_qty, p99_qty, score, signal "
"vwap_30m, price, p95_qty, p99_qty, score, signal, factors "
"FROM signal_indicators WHERE symbol = $1 ORDER BY ts DESC LIMIT 1",
sym
)

8
backend/signal_engine.py
View File

@ -638,13 +638,15 @@ def fetch_new_trades(symbol: str, last_id: int) -> list:
def save_indicator(ts: int, symbol: str, result: dict):
with get_sync_conn() as conn:
with conn.cursor() as cur:
import json as _json3
factors_json = _json3.dumps(result.get("factors")) if result.get("factors") else None
cur.execute(
"INSERT INTO signal_indicators "
"(ts,symbol,cvd_fast,cvd_mid,cvd_day,cvd_fast_slope,atr_5m,atr_percentile,vwap_30m,price,p95_qty,p99_qty,score,signal) "
"VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
"(ts,symbol,cvd_fast,cvd_mid,cvd_day,cvd_fast_slope,atr_5m,atr_percentile,vwap_30m,price,p95_qty,p99_qty,score,signal,factors) "
"VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
(ts, symbol, result["cvd_fast"], result["cvd_mid"], result["cvd_day"], result["cvd_fast_slope"],
result["atr"], result["atr_pct"], result["vwap"], result["price"],
result["p95"], result["p99"], result["score"], result.get("signal"))
result["p95"], result["p99"], result["score"], result.get("signal"), factors_json)
)
conn.commit()

4
frontend/app/signals/page.tsx
View File

@ -44,6 +44,8 @@ interface LatestIndicator {
environment?: { score?: number };
confirmation?: { score?: number };
auxiliary?: { score?: number };
funding_rate?: { score?: number; value?: number };
liquidation?: { score?: number; long_usd?: number; short_usd?: number };
} | null;
}
@ -430,6 +432,8 @@ function IndicatorCards({ symbol }: { symbol: Symbol }) {
<LayerScore label="环境" score={data.factors?.environment?.score ?? Math.min(Math.round(data.score * 0.15), 15)} max={15} colorClass="bg-emerald-600" />
<LayerScore label="确认" score={data.factors?.confirmation?.score ?? Math.min(Math.round(data.score * 0.15), 15)} max={15} colorClass="bg-amber-500" />
<LayerScore label="辅助" score={data.factors?.auxiliary?.score ?? Math.min(Math.round(data.score * 0.05), 5)} max={5} colorClass="bg-slate-500" />
<LayerScore label="FR" score={data.factors?.funding_rate?.score ?? 0} max={5} colorClass="bg-cyan-600" />
<LayerScore label="清算" score={data.factors?.liquidation?.score ?? 0} max={5} colorClass="bg-orange-500" />
</div>
</div>
</div>

34
signal-engine.log
View File

@ -40,3 +40,37 @@
2026-03-01 23:34:08,664 [INFO] signal-engine: [SOLUSDT] 🚨 信号[v51_baseline]: LONG score=87 price=83.5
2026-03-01 23:34:08,664 [INFO] signal-engine: [SOLUSDT] 🚨 信号[v52_8signals]: LONG score=87 price=83.5
2026-03-01 23:34:08,686 [INFO] signal-engine: [SOLUSDT] 📝 模拟开仓: LONG @ 83.54 score=87 tier=heavy strategy=v52_8signals TP1=84.10 TP2=84.80 SL=82.70
2026-03-01 23:35:46,904 [INFO] signal-engine: 已加载策略配置: v51_baseline, v52_8signals
2026-03-01 23:35:50,048 [INFO] signal-engine: [BTCUSDT] 冷启动完成: 加载459,950条历史数据 (窗口=4h)
2026-03-01 23:35:53,307 [INFO] signal-engine: [ETHUSDT] 冷启动完成: 加载486,670条历史数据 (窗口=4h)
2026-03-01 23:35:53,760 [INFO] signal-engine: [XRPUSDT] 冷启动完成: 加载64,640条历史数据 (窗口=4h)
2026-03-01 23:35:54,229 [INFO] signal-engine: [SOLUSDT] 冷启动完成: 加载71,505条历史数据 (窗口=4h)
2026-03-01 23:35:54,229 [INFO] signal-engine: === Signal Engine (PG) 启动完成 ===
2026-03-01 23:35:54,463 [INFO] signal-engine: [BTCUSDT] 🚨 信号[v51_baseline]: LONG score=95 price=65794.8
2026-03-01 23:35:54,464 [INFO] signal-engine: [BTCUSDT] 🚨 信号[v52_8signals]: LONG score=95 price=65794.8
2026-03-01 23:35:54,823 [INFO] signal-engine: [XRPUSDT] 🚨 信号[v51_baseline]: SHORT score=92 price=1.4
2026-03-01 23:35:54,823 [INFO] signal-engine: [XRPUSDT] 🚨 信号[v52_8signals]: SHORT score=92 price=1.4
2026-03-01 23:35:54,901 [INFO] signal-engine: [SOLUSDT] 🚨 信号[v51_baseline]: LONG score=92 price=83.6
2026-03-01 23:35:54,901 [INFO] signal-engine: [SOLUSDT] 🚨 信号[v52_8signals]: LONG score=92 price=83.6
2026-03-01 23:36:26,291 [INFO] signal-engine: 冷启动保护期结束，模拟盘开仓已启用
2026-03-01 23:45:20,597 [INFO] signal-engine: [ETHUSDT] 🚨 信号[v51_baseline]: SHORT score=85 price=1937.2
2026-03-01 23:45:20,598 [INFO] signal-engine: [ETHUSDT] 🚨 信号[v52_8signals]: SHORT score=90 price=1937.2
2026-03-01 23:45:20,621 [INFO] signal-engine: [ETHUSDT] 📝 模拟开仓: SHORT @ 1937.23 score=90 tier=heavy strategy=v52_8signals TP1=1923.04 TP2=1905.29 SL=1958.53
2026-03-01 23:46:07,484 [INFO] signal-engine: [BTCUSDT] 🚨 信号[v51_baseline]: LONG score=85 price=65708.5
2026-03-01 23:46:07,484 [INFO] signal-engine: [BTCUSDT] 🚨 信号[v52_8signals]: LONG score=85 price=65708.5
2026-03-01 23:46:07,850 [INFO] signal-engine: [XRPUSDT] 🚨 信号[v51_baseline]: SHORT score=82 price=1.3
2026-03-01 23:46:07,850 [INFO] signal-engine: [XRPUSDT] 🚨 信号[v52_8signals]: SHORT score=82 price=1.3
2026-03-01 23:46:07,939 [INFO] signal-engine: [SOLUSDT] 🚨 信号[v51_baseline]: LONG score=87 price=83.5
2026-03-01 23:46:07,939 [INFO] signal-engine: [SOLUSDT] 🚨 信号[v52_8signals]: LONG score=87 price=83.5
2026-03-01 23:51:22,298 [INFO] signal-engine: [BTCUSDT] 状态: CVD_fast=417.5 CVD_mid=3139.9 ATR=262.21 (11%) VWAP=65702.8
2026-03-01 23:51:22,298 [INFO] signal-engine: [ETHUSDT] 状态: CVD_fast=-892.3 CVD_mid=-33690.7 ATR=8.38 (11%) VWAP=1937.7
2026-03-01 23:51:22,298 [INFO] signal-engine: [XRPUSDT] 状态: CVD_fast=-517373.6 CVD_mid=-3295080.7 ATR=0.01 (11%) VWAP=1.4
2026-03-01 23:51:22,298 [INFO] signal-engine: [SOLUSDT] 状态: CVD_fast=829.6 CVD_mid=204333.9 ATR=0.39 (11%) VWAP=83.6
2026-03-01 23:55:33,622 [INFO] signal-engine: [ETHUSDT] 🚨 信号[v51_baseline]: SHORT score=80 price=1937.9
2026-03-01 23:55:33,622 [INFO] signal-engine: [ETHUSDT] 🚨 信号[v52_8signals]: SHORT score=80 price=1937.9
2026-03-01 23:56:20,475 [INFO] signal-engine: [BTCUSDT] 🚨 信号[v51_baseline]: LONG score=85 price=65700.6
2026-03-01 23:56:20,475 [INFO] signal-engine: [BTCUSDT] 🚨 信号[v52_8signals]: LONG score=85 price=65700.6
2026-03-01 23:56:20,867 [INFO] signal-engine: [XRPUSDT] 🚨 信号[v51_baseline]: SHORT score=82 price=1.4
2026-03-01 23:56:20,867 [INFO] signal-engine: [XRPUSDT] 🚨 信号[v52_8signals]: SHORT score=82 price=1.4
2026-03-01 23:56:20,955 [INFO] signal-engine: [SOLUSDT] 🚨 信号[v51_baseline]: LONG score=87 price=83.6
2026-03-01 23:56:20,955 [INFO] signal-engine: [SOLUSDT] 🚨 信号[v52_8signals]: LONG score=87 price=83.6