test: verify all 9 V5.4 strategy API endpoints pass
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@ -29,7 +29,7 @@
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### 1.3 状态机伪代码
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### 1.3 状态机伪代码
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```pseudo
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```text
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state = IDLE
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state = IDLE
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on_signal_open(signal):
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on_signal_open(signal):
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@ -106,7 +106,7 @@ on_timer():
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### 2.3 TP 状态机（maker 主路径 + taker 兜底）
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### 2.3 TP 状态机（maker 主路径 + taker 兜底）
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```pseudo
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```text
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on_position_open(pos):
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on_position_open(pos):
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// 开仓后立即挂 TP1 限价单（maker）
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// 开仓后立即挂 TP1 限价单（maker）
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tp1_price = pos.entry_price + pos.side * tp1_r * pos.risk_distance
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tp1_price = pos.entry_price + pos.side * tp1_r * pos.risk_distance
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@ -159,7 +159,7 @@ on_timer():
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### 2.4 SL 状态机（纯 taker）
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### 2.4 SL 状态机（纯 taker）
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```pseudo
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```text
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on_sl_trigger(pos, sl_price):
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on_sl_trigger(pos, sl_price):
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// 触发条件可以来自价格监控或止损订单触发
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// 触发条件可以来自价格监控或止损订单触发
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// 这里策略层只关心：一旦触发，立即使用 taker
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// 这里策略层只关心：一旦触发，立即使用 taker
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@ -173,7 +173,7 @@ SL 不做 maker 逻辑，避免在极端行情下挂单无法成交。
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### 2.5 Flip 状态机（平旧仓 + 新开仓）
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### 2.5 Flip 状态机（平旧仓 + 新开仓）
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```pseudo
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```text
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on_flip_signal(pos, new_side, flip_context):
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on_flip_signal(pos, new_side, flip_context):
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if not flip_condition_met(flip_context):
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if not flip_condition_met(flip_context):
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return
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return
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@ -197,7 +197,7 @@ flip 的关键是：**门槛更高**（如 score < 85 且 OBI 翻转且价格跌
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### 2.6 Timeout 状态机（超时出场）
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### 2.6 Timeout 状态机（超时出场）
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```pseudo
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```text
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on_timer():
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on_timer():
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if pos.state == POSITION_OPEN and now() - pos.open_ts >= timeout_seconds:
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if pos.state == POSITION_OPEN and now() - pos.open_ts >= timeout_seconds:
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// 可以偏 maker：先挂限价平仓，超时再 taker
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// 可以偏 maker：先挂限价平仓，超时再 taker
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541
frontend/components/SignalsView.tsx
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541
frontend/components/SignalsView.tsx
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@ -0,0 +1,541 @@
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"use client";
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import { useEffect, useState, useCallback } from "react";
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import { authFetch } from "@/lib/auth";
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import { useAuth } from "@/lib/auth";
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import Link from "next/link";
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import {
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ComposedChart, Area, Line, XAxis, YAxis, Tooltip, ResponsiveContainer,
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ReferenceLine, CartesianGrid, Legend
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} from "recharts";
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type Symbol = "BTC" | "ETH" | "XRP" | "SOL";
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interface IndicatorRow {
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ts: number;
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cvd_fast: number;
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cvd_mid: number;
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cvd_day: number;
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atr_5m: number;
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vwap_30m: number;
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price: number;
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score: number;
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signal: string | null;
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}
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interface LatestIndicator {
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ts: number;
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cvd_fast: number;
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cvd_mid: number;
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cvd_day: number;
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cvd_fast_slope: number;
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atr_5m: number;
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atr_percentile: number;
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vwap_30m: number;
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price: number;
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p95_qty: number;
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p99_qty: number;
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score: number;
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display_score?: number;
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gate_passed?: boolean;
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signal: string | null;
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tier?: "light" | "standard" | "heavy" | null;
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factors?: {
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track?: string;
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direction?: { score?: number; max?: number; cvd_resonance?: number; p99_flow?: number; accel_bonus?: number };
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crowding?: { score?: number; max?: number; lsr_contrarian?: number; top_trader_position?: number };
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environment?: { score?: number; max?: number };
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auxiliary?: { score?: number; max?: number; coinbase_premium?: number };
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gate_passed?: boolean;
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block_reason?: string;
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gate_block?: string;
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obi_raw?: number;
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spot_perp_div?: number;
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whale_cvd_ratio?: number;
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atr_pct_price?: number;
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alt_score_ref?: number;
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} | null;
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}
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const WINDOWS = [
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{ label: "1h", value: 60 },
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{ label: "4h", value: 240 },
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{ label: "12h", value: 720 },
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{ label: "24h", value: 1440 },
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];
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function bjtStr(ms: number) {
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const d = new Date(ms + 8 * 3600 * 1000);
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return `${String(d.getUTCHours()).padStart(2, "0")}:${String(d.getUTCMinutes()).padStart(2, "0")}`;
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}
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function bjtFull(ms: number) {
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const d = new Date(ms + 8 * 3600 * 1000);
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return `${String(d.getUTCMonth() + 1).padStart(2, "0")}-${String(d.getUTCDate()).padStart(2, "0")} ${String(d.getUTCHours()).padStart(2, "0")}:${String(d.getUTCMinutes()).padStart(2, "0")}:${String(d.getUTCSeconds()).padStart(2, "0")}`;
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}
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function fmt(v: number, decimals = 1): string {
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if (Math.abs(v) >= 1000000) return `${(v / 1000000).toFixed(1)}M`;
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if (Math.abs(v) >= 1000) return `${(v / 1000).toFixed(1)}K`;
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return v.toFixed(decimals);
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}
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function LayerScore({ label, score, max, colorClass }: { label: string; score: number; max: number; colorClass: string }) {
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const ratio = Math.max(0, Math.min((score / max) * 100, 100));
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return (
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<div className="flex items-center gap-2">
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<span className="text-[10px] text-slate-500 w-6 shrink-0">{label}</span>
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<div className="flex-1 h-1.5 rounded-full bg-slate-100 overflow-hidden">
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<div className={`h-full ${colorClass}`} style={{ width: `${ratio}%` }} />
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</div>
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<span className="text-[10px] font-mono text-slate-600 w-8 text-right">{score}/{max}</span>
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</div>
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);
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}
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const ALT_GATE_THRESHOLDS: Record<string, { vol: string; obi: string; spd: string; whale: string }> = {
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ETH: { vol: "0.3%", obi: "0.35", spd: "0.5%", whale: "$50k" },
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XRP: { vol: "0.25%", obi: "0.40", spd: "0.6%", whale: "$30k" },
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SOL: { vol: "0.4%", obi: "0.45", spd: "0.8%", whale: "$20k" },
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};
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function ALTGateCard({ symbol, factors }: { symbol: Symbol; factors: LatestIndicator["factors"] }) {
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if (!factors || symbol === "BTC") return null;
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const thresholds = ALT_GATE_THRESHOLDS[symbol] ?? ALT_GATE_THRESHOLDS["ETH"];
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const passed = factors.gate_passed ?? true;
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const blockReason = factors.gate_block;
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return (
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<div className={`rounded-xl border px-3 py-2 mt-2 ${passed ? "border-purple-200 bg-purple-50" : "border-red-200 bg-red-50"}`}>
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<div className="flex items-center justify-between mb-1.5">
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<p className="text-[10px] font-semibold text-purple-800">🔒 {symbol} Gate-Control</p>
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<span className={`text-[10px] font-bold px-2 py-0.5 rounded ${passed ? "bg-emerald-100 text-emerald-700" : "bg-red-100 text-red-600"}`}>
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{passed ? "✅ Gate通过" : "❌ 否决"}
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</span>
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</div>
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<div className="grid grid-cols-4 gap-1.5">
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<div className="bg-white rounded px-2 py-1">
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<p className="text-[10px] text-slate-400">波动率</p>
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<p className="text-xs font-mono text-slate-800">{((factors.atr_pct_price ?? 0) * 100).toFixed(3)}%</p>
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<p className="text-[9px] text-slate-400">需 ≥{thresholds.vol}</p>
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</div>
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<div className="bg-white rounded px-2 py-1">
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<p className="text-[10px] text-slate-400">OBI</p>
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<p className={`text-xs font-mono ${(factors.obi_raw ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
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{((factors.obi_raw ?? 0) * 100).toFixed(2)}%
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</p>
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<p className="text-[9px] text-slate-400">否决±{thresholds.obi}</p>
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</div>
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<div className="bg-white rounded px-2 py-1">
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<p className="text-[10px] text-slate-400">期现背离</p>
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<p className={`text-xs font-mono ${(factors.spot_perp_div ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
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{((factors.spot_perp_div ?? 0) * 10000).toFixed(2)}bps
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</p>
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<p className="text-[9px] text-slate-400">否决±{thresholds.spd}</p>
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</div>
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<div className="bg-white rounded px-2 py-1">
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<p className="text-[10px] text-slate-400">鲸鱼阈值</p>
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<p className="text-xs font-mono text-slate-800">{thresholds.whale}</p>
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<p className="text-[9px] text-slate-400">大单门槛</p>
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</div>
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</div>
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{blockReason && (
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<p className="text-[10px] text-red-600 mt-1.5 bg-red-50 rounded px-2 py-1">
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否决原因: <span className="font-mono">{blockReason}</span>
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</p>
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)}
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</div>
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);
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}
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function BTCGateCard({ factors }: { factors: LatestIndicator["factors"] }) {
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if (!factors) return null;
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return (
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<div className="rounded-xl border border-amber-200 bg-amber-50 px-3 py-2 mt-2">
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<div className="flex items-center justify-between mb-1.5">
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<p className="text-[10px] font-semibold text-amber-800">⚡ BTC Gate-Control</p>
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<span className={`text-[10px] font-bold px-2 py-0.5 rounded ${factors.gate_passed ? "bg-emerald-100 text-emerald-700" : "bg-red-100 text-red-600"}`}>
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{factors.gate_passed ? "✅ Gate通过" : "❌ 否决"}
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</span>
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</div>
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<div className="grid grid-cols-4 gap-1.5">
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<div className="bg-white rounded px-2 py-1">
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<p className="text-[10px] text-slate-400">波动率</p>
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<p className="text-xs font-mono text-slate-800">{((factors.atr_pct_price ?? 0) * 100).toFixed(3)}%</p>
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<p className="text-[9px] text-slate-400">需 ≥0.2%</p>
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</div>
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<div className="bg-white rounded px-2 py-1">
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<p className="text-[10px] text-slate-400">OBI</p>
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<p className={`text-xs font-mono ${(factors.obi_raw ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
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{((factors.obi_raw ?? 0) * 100).toFixed(2)}%
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</p>
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<p className="text-[9px] text-slate-400">盘口失衡</p>
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</div>
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<div className="bg-white rounded px-2 py-1">
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<p className="text-[10px] text-slate-400">期现背离</p>
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<p className={`text-xs font-mono ${(factors.spot_perp_div ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
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{((factors.spot_perp_div ?? 0) * 10000).toFixed(2)}bps
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</p>
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<p className="text-[9px] text-slate-400">spot-perp</p>
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</div>
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<div className="bg-white rounded px-2 py-1">
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<p className="text-[10px] text-slate-400">巨鲸CVD</p>
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<p className={`text-xs font-mono ${(factors.whale_cvd_ratio ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
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{((factors.whale_cvd_ratio ?? 0) * 100).toFixed(2)}%
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</p>
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<p className="text-[9px] text-slate-400">>$100k</p>
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</div>
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</div>
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{factors.block_reason && (
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<p className="text-[10px] text-red-600 mt-1.5 bg-red-50 rounded px-2 py-1">
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否决原因: <span className="font-mono">{factors.block_reason}</span>
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</p>
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)}
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</div>
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);
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}
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function IndicatorCards({ symbol, strategy }: { symbol: Symbol; strategy: string }) {
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const [data, setData] = useState<LatestIndicator | null>(null);
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useEffect(() => {
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const fetch = async () => {
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try {
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const res = await authFetch(`/api/signals/latest?strategy=${strategy}`);
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if (!res.ok) return;
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const json = await res.json();
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setData(json[symbol] || null);
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} catch {}
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};
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fetch();
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const iv = setInterval(fetch, 5000);
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return () => clearInterval(iv);
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}, [symbol, strategy]);
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if (!data) return <div className="text-center text-slate-400 text-sm py-4">等待指标数据...</div>;
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const isBTC = symbol === "BTC";
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const priceVsVwap = data.price > data.vwap_30m ? "上方" : "下方";
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return (
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<div className="space-y-3">
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<div className="grid grid-cols-3 gap-1.5">
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<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
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<p className="text-[10px] text-slate-400">CVD_fast (30m)</p>
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<p className={`font-mono font-bold text-sm ${data.cvd_fast >= 0 ? "text-emerald-600" : "text-red-500"}`}>
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{fmt(data.cvd_fast)}
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</p>
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<p className="text-[10px] text-slate-400">
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斜率: <span className={data.cvd_fast_slope >= 0 ? "text-emerald-600" : "text-red-500"}>
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{data.cvd_fast_slope >= 0 ? "↑" : "↓"}{fmt(Math.abs(data.cvd_fast_slope))}
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</span>
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</p>
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</div>
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<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
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<p className="text-[10px] text-slate-400">CVD_mid (4h)</p>
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<p className={`font-mono font-bold text-sm ${data.cvd_mid >= 0 ? "text-emerald-600" : "text-red-500"}`}>
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{fmt(data.cvd_mid)}
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</p>
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<p className="text-[10px] text-slate-400">{data.cvd_mid > 0 ? "多" : "空"}头占优</p>
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</div>
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<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
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<p className="text-[10px] text-slate-400">CVD共振</p>
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<p className={`font-mono font-bold text-sm ${data.cvd_fast >= 0 && data.cvd_mid >= 0 ? "text-emerald-600" : data.cvd_fast < 0 && data.cvd_mid < 0 ? "text-red-500" : "text-slate-400"}`}>
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{data.cvd_fast >= 0 && data.cvd_mid >= 0 ? "✅ 多头共振" : data.cvd_fast < 0 && data.cvd_mid < 0 ? "✅ 空头共振" : "⚠️ 分歧"}
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</p>
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||||||
|
<p className="text-[10px] text-slate-400">V5.3核心信号</p>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<div className="grid grid-cols-4 gap-1.5">
|
||||||
|
<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
|
||||||
|
<p className="text-[10px] text-slate-400">ATR</p>
|
||||||
|
<p className="font-mono font-semibold text-sm text-slate-800">${fmt(data.atr_5m, 2)}</p>
|
||||||
|
<p className="text-[10px]">
|
||||||
|
<span className={data.atr_percentile > 60 ? "text-amber-600 font-semibold" : "text-slate-400"}>
|
||||||
|
{data.atr_percentile.toFixed(0)}%{data.atr_percentile > 60 ? "🔥" : ""}
|
||||||
|
</span>
|
||||||
|
</p>
|
||||||
|
</div>
|
||||||
|
<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
|
||||||
|
<p className="text-[10px] text-slate-400">VWAP</p>
|
||||||
|
<p className="font-mono font-semibold text-sm text-slate-800">${data.vwap_30m.toLocaleString("en-US", { maximumFractionDigits: 1 })}</p>
|
||||||
|
<p className="text-[10px]">
|
||||||
|
价格在<span className={data.price > data.vwap_30m ? "text-emerald-600" : "text-red-500"}>{priceVsVwap}</span>
|
||||||
|
</p>
|
||||||
|
</div>
|
||||||
|
<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
|
||||||
|
<p className="text-[10px] text-slate-400">P95</p>
|
||||||
|
<p className="font-mono font-semibold text-sm text-slate-800">{data.p95_qty.toFixed(4)}</p>
|
||||||
|
<p className="text-[10px] text-slate-400">大单阈值</p>
|
||||||
|
</div>
|
||||||
|
<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
|
||||||
|
<p className="text-[10px] text-slate-400">P99</p>
|
||||||
|
<p className="font-mono font-semibold text-sm text-amber-600">{data.p99_qty.toFixed(4)}</p>
|
||||||
|
<p className="text-[10px] text-slate-400">超大单</p>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<div className={`rounded-xl border px-3 py-2.5 ${
|
||||||
|
data.signal === "LONG" ? "border-emerald-300 bg-emerald-50" :
|
||||||
|
data.signal === "SHORT" ? "border-red-300 bg-red-50" :
|
||||||
|
"border-slate-200 bg-slate-50"
|
||||||
|
}`}>
|
||||||
|
<div className="flex items-center justify-between">
|
||||||
|
<div>
|
||||||
|
<p className="text-[10px] text-slate-500">
|
||||||
|
{isBTC ? "BTC Gate-Control" : "ALT 四层评分"}
|
||||||
|
{" · "}{"v53"}
|
||||||
|
</p>
|
||||||
|
<p className={`font-bold text-base ${
|
||||||
|
data.signal === "LONG" ? "text-emerald-700" :
|
||||||
|
data.signal === "SHORT" ? "text-red-600" :
|
||||||
|
"text-slate-400"
|
||||||
|
}`}>
|
||||||
|
{data.signal === "LONG" ? "🟢 做多" : data.signal === "SHORT" ? "🔴 做空" : "⚪ 无信号"}
|
||||||
|
</p>
|
||||||
|
</div>
|
||||||
|
<div className="text-right">
|
||||||
|
{isBTC ? (
|
||||||
|
<>
|
||||||
|
<p className="font-mono font-bold text-lg text-slate-800">
|
||||||
|
{data.display_score ?? data.factors?.alt_score_ref ?? data.score}/100
|
||||||
|
<span className="text-[10px] font-normal text-slate-400 ml-1">参考分</span>
|
||||||
|
</p>
|
||||||
|
<p className="text-[10px] text-slate-500">
|
||||||
|
{(data.gate_passed ?? data.factors?.gate_passed) ? (data.tier === "standard" ? "标准" : "不开仓") : "Gate否决"}
|
||||||
|
</p>
|
||||||
|
</>
|
||||||
|
) : (
|
||||||
|
<>
|
||||||
|
<p className="font-mono font-bold text-lg text-slate-800">{data.score}/100</p>
|
||||||
|
<p className="text-[10px] text-slate-500">{data.tier === "heavy" ? "加仓" : data.tier === "standard" ? "标准" : "不开仓"}</p>
|
||||||
|
</>
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<div className="mt-2 space-y-1">
|
||||||
|
<LayerScore label="方向" score={data.factors?.direction?.score ?? 0} max={55} colorClass="bg-blue-600" />
|
||||||
|
<LayerScore label="拥挤" score={data.factors?.crowding?.score ?? 0} max={25} colorClass="bg-violet-600" />
|
||||||
|
<LayerScore label="环境" score={data.factors?.environment?.score ?? 0} max={15} colorClass="bg-emerald-600" />
|
||||||
|
<LayerScore label="辅助" score={data.factors?.auxiliary?.score ?? 0} max={5} colorClass="bg-slate-500" />
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
{!isBTC && data.factors && <ALTGateCard symbol={symbol} factors={data.factors} />}
|
||||||
|
{isBTC && data.factors && <BTCGateCard factors={data.factors} />}
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
interface SignalRecord {
|
||||||
|
ts: number;
|
||||||
|
score: number;
|
||||||
|
signal: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
function SignalHistory({ symbol, strategy }: { symbol: Symbol; strategy: string }) {
|
||||||
|
const [data, setData] = useState<SignalRecord[]>([]);
|
||||||
|
|
||||||
|
useEffect(() => {
|
||||||
|
const fetchData = async () => {
|
||||||
|
try {
|
||||||
|
const res = await authFetch(`/api/signals/signal-history?symbol=${symbol}&limit=20&strategy=${strategy}`);
|
||||||
|
if (!res.ok) return;
|
||||||
|
const json = await res.json();
|
||||||
|
setData(json.data || []);
|
||||||
|
} catch {}
|
||||||
|
};
|
||||||
|
fetchData();
|
||||||
|
const iv = setInterval(fetchData, 15000);
|
||||||
|
return () => clearInterval(iv);
|
||||||
|
}, [symbol, strategy]);
|
||||||
|
|
||||||
|
if (data.length === 0) return null;
|
||||||
|
|
||||||
|
return (
|
||||||
|
<div className="rounded-xl border border-slate-200 bg-white shadow-sm overflow-hidden">
|
||||||
|
<div className="px-3 py-2 border-b border-slate-100">
|
||||||
|
<h3 className="font-semibold text-slate-800 text-xs">最近信号 ({strategy})</h3>
|
||||||
|
</div>
|
||||||
|
<div className="divide-y divide-slate-100 max-h-48 overflow-y-auto">
|
||||||
|
{data.map((s, i) => (
|
||||||
|
<div key={i} className="px-3 py-1.5 flex items-center justify-between">
|
||||||
|
<div className="flex items-center gap-2">
|
||||||
|
<span className={`text-xs font-bold ${s.signal === "LONG" ? "text-emerald-600" : "text-red-500"}`}>
|
||||||
|
{s.signal === "LONG" ? "🟢 LONG" : "🔴 SHORT"}
|
||||||
|
</span>
|
||||||
|
<span className="text-[10px] text-slate-400">{bjtFull(s.ts)}</span>
|
||||||
|
</div>
|
||||||
|
<div className="flex items-center gap-1.5">
|
||||||
|
<span className="font-mono text-xs text-slate-700">{s.score}</span>
|
||||||
|
<span className={`text-[10px] px-1 py-0.5 rounded ${
|
||||||
|
s.score >= 85 ? "bg-red-100 text-red-700" :
|
||||||
|
s.score >= 75 ? "bg-blue-100 text-blue-700" :
|
||||||
|
"bg-slate-100 text-slate-600"
|
||||||
|
}`}>
|
||||||
|
{s.score >= 85 ? "加仓" : s.score >= 75 ? "标准" : "不开仓"}
|
||||||
|
</span>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
))}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
function CVDChart({ symbol, minutes, strategy }: { symbol: Symbol; minutes: number; strategy: string }) {
|
||||||
|
const [data, setData] = useState<IndicatorRow[]>([]);
|
||||||
|
const [loading, setLoading] = useState(true);
|
||||||
|
|
||||||
|
const fetchData = useCallback(async (silent = false) => {
|
||||||
|
try {
|
||||||
|
const res = await authFetch(`/api/signals/indicators?symbol=${symbol}&minutes=${minutes}&strategy=${strategy}`);
|
||||||
|
if (!res.ok) return;
|
||||||
|
const json = await res.json();
|
||||||
|
setData(json.data || []);
|
||||||
|
if (!silent) setLoading(false);
|
||||||
|
} catch {}
|
||||||
|
}, [symbol, minutes, strategy]);
|
||||||
|
|
||||||
|
useEffect(() => {
|
||||||
|
setLoading(true);
|
||||||
|
fetchData();
|
||||||
|
const iv = setInterval(() => fetchData(true), 30000);
|
||||||
|
return () => clearInterval(iv);
|
||||||
|
}, [fetchData]);
|
||||||
|
|
||||||
|
const chartData = data.map(d => ({
|
||||||
|
time: bjtStr(d.ts),
|
||||||
|
fast: parseFloat(d.cvd_fast?.toFixed(2) || "0"),
|
||||||
|
mid: parseFloat(d.cvd_mid?.toFixed(2) || "0"),
|
||||||
|
price: d.price,
|
||||||
|
}));
|
||||||
|
|
||||||
|
const prices = chartData.map(d => d.price).filter(v => v > 0);
|
||||||
|
const pMin = prices.length ? Math.min(...prices) : 0;
|
||||||
|
const pMax = prices.length ? Math.max(...prices) : 0;
|
||||||
|
const pPad = (pMax - pMin) * 0.3 || pMax * 0.001;
|
||||||
|
|
||||||
|
if (loading) return <div className="flex items-center justify-center h-48 text-slate-400 text-sm">加载指标数据...</div>;
|
||||||
|
if (data.length === 0) return <div className="flex items-center justify-center h-48 text-slate-400 text-sm">暂无 V5.3 指标数据，signal-engine 需运行积累</div>;
|
||||||
|
|
||||||
|
return (
|
||||||
|
<ResponsiveContainer width="100%" height={220}>
|
||||||
|
<ComposedChart data={chartData} margin={{ top: 4, right: 60, bottom: 0, left: 8 }}>
|
||||||
|
<CartesianGrid strokeDasharray="3 3" stroke="#f1f5f9" />
|
||||||
|
<XAxis dataKey="time" tick={{ fill: "#94a3b8", fontSize: 10 }} tickLine={false} interval="preserveStartEnd" />
|
||||||
|
<YAxis yAxisId="cvd" tick={{ fill: "#94a3b8", fontSize: 10 }} tickLine={false} axisLine={false} width={55} />
|
||||||
|
<YAxis yAxisId="price" orientation="right" tick={{ fill: "#f59e0b", fontSize: 10 }} tickLine={false} axisLine={false} width={65}
|
||||||
|
domain={[Math.floor(pMin - pPad), Math.ceil(pMax + pPad)]}
|
||||||
|
tickFormatter={(v: number) => v >= 1000 ? `$${(v / 1000).toFixed(1)}k` : `$${v.toFixed(0)}`}
|
||||||
|
/>
|
||||||
|
<Tooltip
|
||||||
|
formatter={(v: any, name: any) => {
|
||||||
|
if (name === "price") return [`$${Number(v).toLocaleString()}`, "币价"];
|
||||||
|
if (name === "fast") return [fmt(Number(v)), "CVD_fast(30m)"];
|
||||||
|
return [fmt(Number(v)), "CVD_mid(4h)"];
|
||||||
|
}}
|
||||||
|
contentStyle={{ background: "#fff", border: "1px solid #e2e8f0", borderRadius: 8, fontSize: 11 }}
|
||||||
|
/>
|
||||||
|
<Legend wrapperStyle={{ fontSize: 11 }} />
|
||||||
|
<ReferenceLine yAxisId="cvd" y={0} stroke="#94a3b8" strokeDasharray="4 2" />
|
||||||
|
<Area yAxisId="cvd" type="monotone" dataKey="fast" name="fast" stroke="#2563eb" fill="#eff6ff" strokeWidth={1.5} dot={false} connectNulls />
|
||||||
|
<Line yAxisId="cvd" type="monotone" dataKey="mid" name="mid" stroke="#7c3aed" strokeWidth={1.5} dot={false} connectNulls strokeDasharray="6 3" />
|
||||||
|
<Line yAxisId="price" type="monotone" dataKey="price" name="price" stroke="#f59e0b" strokeWidth={1.5} dot={false} connectNulls strokeDasharray="4 2" />
|
||||||
|
</ComposedChart>
|
||||||
|
</ResponsiveContainer>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
export default function SignalsView({ strategy }: { strategy: string }) {
|
||||||
|
const { isLoggedIn, loading } = useAuth();
|
||||||
|
const [symbol, setSymbol] = useState<Symbol>("ETH");
|
||||||
|
const [minutes, setMinutes] = useState(240);
|
||||||
|
|
||||||
|
if (loading) return <div className="flex items-center justify-center h-64 text-slate-400">加载中...</div>;
|
||||||
|
if (!isLoggedIn) return (
|
||||||
|
<div className="flex flex-col items-center justify-center h-64 gap-4">
|
||||||
|
<div className="text-5xl">🔒</div>
|
||||||
|
<p className="text-slate-600 font-medium">请先登录查看信号数据</p>
|
||||||
|
<div className="flex gap-2">
|
||||||
|
<Link href="/login" className="bg-blue-600 text-white px-4 py-2 rounded-lg text-sm">登录</Link>
|
||||||
|
<Link href="/register" className="border border-slate-300 text-slate-600 px-4 py-2 rounded-lg text-sm">注册</Link>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
|
||||||
|
return (
|
||||||
|
<div className="space-y-3">
|
||||||
|
<div className="flex items-center justify-between flex-wrap gap-2">
|
||||||
|
<div>
|
||||||
|
<h1 className="text-lg font-bold text-slate-900">⚡ 信号引擎 V5.3</h1>
|
||||||
|
<p className="text-slate-500 text-[10px]">
|
||||||
|
四层评分 55/25/15/5 · ALT双轨 + BTC gate-control ·
|
||||||
|
{symbol === "BTC" ? " 🔵 BTC轨（gate-control）" : " 🟣 ALT轨（ETH/XRP/SOL）"}
|
||||||
|
</p>
|
||||||
|
</div>
|
||||||
|
<div className="flex gap-1">
|
||||||
|
{(["BTC", "ETH", "XRP", "SOL"] as Symbol[]).map(s => (
|
||||||
|
<button key={s} onClick={() => setSymbol(s)}
|
||||||
|
className={`px-3 py-1 rounded-lg border text-xs font-medium transition-colors ${symbol === s ? (s === "BTC" ? "bg-amber-500 text-white border-amber-500" : "bg-blue-600 text-white border-blue-600") : "border-slate-200 text-slate-600 hover:border-blue-400"}`}>
|
||||||
|
{s}{s === "BTC" ? " 🔵" : ""}
|
||||||
|
</button>
|
||||||
|
))}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<IndicatorCards symbol={symbol} strategy={strategy} />
|
||||||
|
<SignalHistory symbol={symbol} strategy={strategy} />
|
||||||
|
|
||||||
|
<div className="rounded-xl border border-slate-200 bg-white shadow-sm overflow-hidden">
|
||||||
|
<div className="px-3 py-2 border-b border-slate-100 flex items-center justify-between flex-wrap gap-1">
|
||||||
|
<div>
|
||||||
|
<h3 className="font-semibold text-slate-800 text-xs">CVD三轨 + 币价</h3>
|
||||||
|
<p className="text-[10px] text-slate-400">蓝=fast(30m) · 紫=mid(4h) · 橙=价格</p>
|
||||||
|
</div>
|
||||||
|
<div className="flex gap-1">
|
||||||
|
{WINDOWS.map(w => (
|
||||||
|
<button key={w.value} onClick={() => setMinutes(w.value)}
|
||||||
|
className={`px-2 py-1 rounded border text-xs transition-colors ${minutes === w.value ? "bg-slate-800 text-white border-slate-800" : "border-slate-200 text-slate-500 hover:border-slate-400"}`}>
|
||||||
|
{w.label}
|
||||||
|
</button>
|
||||||
|
))}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<div className="px-3 py-2">
|
||||||
|
<CVDChart symbol={symbol} minutes={minutes} strategy={strategy} />
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<div className="rounded-xl border border-slate-200 bg-white shadow-sm overflow-hidden">
|
||||||
|
<div className="px-3 py-2 border-b border-slate-100">
|
||||||
|
<h3 className="font-semibold text-slate-800 text-xs">📖 V5.3 双轨信号说明</h3>
|
||||||
|
</div>
|
||||||
|
<div className="px-3 py-2 space-y-2 text-[11px] text-slate-600">
|
||||||
|
<div className="p-2 bg-purple-50 rounded-lg border border-purple-100">
|
||||||
|
<span className="font-bold text-purple-800">🟣 ALT轨（ETH/XRP/SOL）— 四层线性评分</span>
|
||||||
|
<div className="mt-1 space-y-1">
|
||||||
|
<p><span className="font-semibold">1️⃣ 方向层（55分）</span> — CVD共振30分（fast+mid同向）+ P99大单对齐20分 + 加速奖励5分。删除独立确认层，解决CVD双重计分问题。</p>
|
||||||
|
<p><span className="font-semibold">2️⃣ 拥挤层（25分）</span> — LSR反向拥挤15分（散户过度拥挤=信号）+ 大户持仓方向10分。</p>
|
||||||
|
<p><span className="font-semibold">3️⃣ 环境层（15分）</span> — OI变化率，新资金进场vs撤离，判断趋势持续性。</p>
|
||||||
|
<p><span className="font-semibold">4️⃣ 辅助层（5分）</span> — Coinbase Premium，美系机构动向。</p>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<div className="p-2 bg-amber-50 rounded-lg border border-amber-100">
|
||||||
|
<span className="font-bold text-amber-800">🔵 BTC轨 — Gate-Control逻辑</span>
|
||||||
|
<div className="mt-1 space-y-1">
|
||||||
|
<p><span className="font-semibold">波动率门控</span>：ATR/Price ≥ 0.2%，低波动行情拒绝开仓</p>
|
||||||
|
<p><span className="font-semibold">OBI否决</span>：订单簿失衡超阈值且与信号方向冲突时否决（实时100ms）</p>
|
||||||
|
<p><span className="font-semibold">期现背离否决</span>：spot与perp价差超阈值时否决（实时1s）</p>
|
||||||
|
<p><span className="font-semibold">巨鲸CVD</span>：>$100k成交额净CVD，15分钟滚动窗口实时计算</p>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<div className="pt-1 border-t border-slate-100">
|
||||||
|
<span className="text-blue-600 font-medium">档位：</span><75不开仓 · 75-84标准 · ≥85加仓 · 冷却10分钟
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
Loading…
Reference in New Issue
Block a user