feat: add v53_fast strategy - 5m/30m CVD + OBI positive scoring + accel independent trigger
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@ -1,6 +1,6 @@
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{
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{
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"enabled": true,
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"enabled": true,
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"enabled_strategies": ["v53"],
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"enabled_strategies": ["v53", "v53_fast"],
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"initial_balance": 10000,
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"initial_balance": 10000,
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"risk_per_trade": 0.02,
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"risk_per_trade": 0.02,
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"max_positions": 4,
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"max_positions": 4,
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@ -42,7 +42,7 @@ logger = logging.getLogger("signal-engine")
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SYMBOLS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"]
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SYMBOLS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"]
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LOOP_INTERVAL = 15 # 秒（从5改15，CPU降60%，信号质量无影响）
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LOOP_INTERVAL = 15 # 秒（从5改15，CPU降60%，信号质量无影响）
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STRATEGY_DIR = os.path.join(os.path.dirname(__file__), "strategies")
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STRATEGY_DIR = os.path.join(os.path.dirname(__file__), "strategies")
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DEFAULT_STRATEGY_FILES = ["v51_baseline.json", "v52_8signals.json", "v53.json"]
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DEFAULT_STRATEGY_FILES = ["v51_baseline.json", "v52_8signals.json", "v53.json", "v53_fast.json"]
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def load_strategy_configs() -> list[dict]:
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def load_strategy_configs() -> list[dict]:
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@ -730,10 +730,32 @@ class SymbolState:
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strategy_name = strategy_cfg.get("name", "v53")
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strategy_name = strategy_cfg.get("name", "v53")
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strategy_threshold = int(strategy_cfg.get("threshold", 75))
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strategy_threshold = int(strategy_cfg.get("threshold", 75))
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flip_threshold = int(strategy_cfg.get("flip_threshold", 85))
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flip_threshold = int(strategy_cfg.get("flip_threshold", 85))
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is_fast = strategy_name.endswith("_fast")
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snap = snapshot or self.build_evaluation_snapshot(now_ms)
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snap = snapshot or self.build_evaluation_snapshot(now_ms)
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cvd_fast = snap["cvd_fast"]
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cvd_mid = snap["cvd_mid"]
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# v53_fast: 用自定义短窗口重算 cvd_fast / cvd_mid
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if is_fast:
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fast_ms = int(strategy_cfg.get("cvd_window_fast_ms", 5 * 60 * 1000))
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mid_ms = int(strategy_cfg.get("cvd_window_mid_ms", 30 * 60 * 1000))
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cutoff_fast = now_ms - fast_ms
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cutoff_mid = now_ms - mid_ms
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buy_f = sell_f = buy_m = sell_m = 0.0
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for t_ms, qty, _price, ibm in self.win_fast.trades:
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if t_ms >= cutoff_fast:
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if ibm == 0: buy_f += qty
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else: sell_f += qty
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# mid 从 win_mid 中读（win_mid 窗口是4h，包含30min内数据）
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for t_ms, qty, _price, ibm in self.win_mid.trades:
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if t_ms >= cutoff_mid:
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if ibm == 0: buy_m += qty
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else: sell_m += qty
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cvd_fast = buy_f - sell_f
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cvd_mid = buy_m - sell_m
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else:
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cvd_fast = snap["cvd_fast"]
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cvd_mid = snap["cvd_mid"]
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price = snap["price"]
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price = snap["price"]
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atr = snap["atr"]
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atr = snap["atr"]
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atr_value = snap.get("atr_value", atr)
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atr_value = snap.get("atr_value", atr)
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@ -832,7 +854,21 @@ class SymbolState:
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(direction == "LONG" and cvd_fast_accel > 0) or
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(direction == "LONG" and cvd_fast_accel > 0) or
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(direction == "SHORT" and cvd_fast_accel < 0)
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(direction == "SHORT" and cvd_fast_accel < 0)
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) else 0
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) else 0
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direction_score = min(cvd_resonance + p99_flow + accel_bonus, 55)
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# v53_fast：accel 独立触发路径（不要求 cvd 双线同向）
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accel_independent_score = 0
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if is_fast and not no_direction:
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accel_cfg = strategy_cfg.get("accel_independent", {})
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if accel_cfg.get("enabled", False):
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# accel 足够大 + p99 大单同向 → 独立给分
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accel_strong = (
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(direction == "LONG" and cvd_fast_accel > 0 and has_aligned_p99) or
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(direction == "SHORT" and cvd_fast_accel < 0 and has_aligned_p99)
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)
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if accel_strong:
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accel_independent_score = int(accel_cfg.get("min_direction_score", 35))
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direction_score = max(min(cvd_resonance + p99_flow + accel_bonus, 55), accel_independent_score)
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# ── Crowding Layer（25分）─────────────────────────────────
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# ── Crowding Layer（25分）─────────────────────────────────
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long_short_ratio = to_float(self.market_indicators.get("long_short_ratio"))
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long_short_ratio = to_float(self.market_indicators.get("long_short_ratio"))
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@ -858,7 +894,26 @@ class SymbolState:
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crowding_score = min(ls_score + top_trader_score, 25)
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crowding_score = min(ls_score + top_trader_score, 25)
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# ── Environment Layer（15分）──────────────────────────────
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# ── Environment Layer（15分）──────────────────────────────
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environment_score = round(environment_score_raw / 15 * 15)
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# OI变化率基础分（v53: 0~15）
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oi_base_score = round(environment_score_raw / 15 * 10) # 缩到10分
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# v53_fast：OBI 正向加分（5分，放入 environment 层）
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obi_bonus = 0
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if is_fast and obi_raw is not None:
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obi_cfg = strategy_cfg.get("obi_scoring", {})
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strong_thr = float(obi_cfg.get("strong_threshold", 0.30))
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weak_thr = float(obi_cfg.get("weak_threshold", 0.15))
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strong_sc = int(obi_cfg.get("strong_score", 5))
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weak_sc = int(obi_cfg.get("weak_score", 3))
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obi_aligned = (direction == "LONG" and obi_raw > 0) or (direction == "SHORT" and obi_raw < 0)
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obi_abs = abs(obi_raw)
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if obi_aligned:
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if obi_abs >= strong_thr:
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obi_bonus = strong_sc
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elif obi_abs >= weak_thr:
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obi_bonus = weak_sc
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environment_score = min(oi_base_score + obi_bonus, 15) if is_fast else round(environment_score_raw / 15 * 15)
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# ── Auxiliary Layer（5分）────────────────────────────────
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# ── Auxiliary Layer（5分）────────────────────────────────
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coinbase_premium = to_float(self.market_indicators.get("coinbase_premium"))
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coinbase_premium = to_float(self.market_indicators.get("coinbase_premium"))
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@ -899,7 +954,7 @@ class SymbolState:
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"score": crowding_score, "max": 25,
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"score": crowding_score, "max": 25,
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"lsr_contrarian": ls_score, "top_trader_position": top_trader_score,
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"lsr_contrarian": ls_score, "top_trader_position": top_trader_score,
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},
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},
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"environment": {"score": environment_score, "max": 15},
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"environment": {"score": environment_score, "max": 15, "oi_base": oi_base_score if is_fast else environment_score, "obi_bonus": obi_bonus},
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"auxiliary": {"score": aux_score, "max": 5, "coinbase_premium": coinbase_premium},
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"auxiliary": {"score": aux_score, "max": 5, "coinbase_premium": coinbase_premium},
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},
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},
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})
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})
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60
backend/strategies/v53_fast.json
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backend/strategies/v53_fast.json
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{
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"name": "v53_fast",
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"version": "5.3-fast",
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"description": "V5.3 Fast 实验变体: CVD 5m/30m 短窗口 + OBI正向加分 + accel独立触发。对照组: v53(30m/4h)。",
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"threshold": 75,
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"flip_threshold": 85,
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"cvd_window_fast_ms": 300000,
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"cvd_window_mid_ms": 1800000,
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"weights": {
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"direction": 55,
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"crowding": 25,
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"environment": 15,
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"auxiliary": 5
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},
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"obi_scoring": {
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"strong_threshold": 0.30,
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"weak_threshold": 0.15,
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"strong_score": 5,
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"weak_score": 3
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},
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"accel_independent": {
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"enabled": true,
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"accel_percentile_threshold": 0.95,
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"min_direction_score": 35
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},
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"tp_sl": {
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"sl_multiplier": 2.0,
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"tp1_multiplier": 1.5,
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"tp2_multiplier": 3.0,
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"tp_maker": true
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},
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"symbols": ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"],
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"symbol_gates": {
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"BTCUSDT": {
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"min_vol_threshold": 0.002,
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"whale_threshold_usd": 100000,
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"whale_flow_threshold_pct": 0.5,
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"obi_veto_threshold": 0.30,
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"spot_perp_divergence_veto": 0.003
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},
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"ETHUSDT": {
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"min_vol_threshold": 0.003,
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"whale_threshold_usd": 50000,
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"obi_veto_threshold": 0.35,
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"spot_perp_divergence_veto": 0.005
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},
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"SOLUSDT": {
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"min_vol_threshold": 0.006,
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"whale_threshold_usd": 20000,
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"obi_veto_threshold": 0.45,
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"spot_perp_divergence_veto": 0.008
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},
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"XRPUSDT": {
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"min_vol_threshold": 0.004,
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"whale_threshold_usd": 30000,
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"obi_veto_threshold": 0.40,
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"spot_perp_divergence_veto": 0.006
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}
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}
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}
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391
frontend/app/paper-v53fast/page.tsx
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391
frontend/app/paper-v53fast/page.tsx
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"use client";
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import { useState, useEffect } from "react";
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import Link from "next/link";
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import { authFetch, useAuth } from "@/lib/auth";
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import { XAxis, YAxis, Tooltip, ResponsiveContainer, ReferenceLine, Area, AreaChart } from "recharts";
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function bjt(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")}`;
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}
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function fmtPrice(p: number) {
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return p < 100 ? p.toFixed(4) : p.toLocaleString("en-US", { minimumFractionDigits: 1, maximumFractionDigits: 1 });
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}
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function parseFactors(raw: any) {
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if (!raw) return null;
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if (typeof raw === "string") { try { return JSON.parse(raw); } catch { return null; } }
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return raw;
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}
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const STRATEGY = "v53_fast";
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const ALL_COINS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"];
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// ─── 最新信号 ────────────────────────────────────────────────────
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function LatestSignals() {
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const [signals, setSignals] = useState<Record<string, any>>({});
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useEffect(() => {
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const f = async () => {
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for (const sym of ALL_COINS) {
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const coin = sym.replace("USDT", "");
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try {
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const r = await authFetch(`/api/signals/signal-history?symbol=${coin}&limit=1&strategy=${STRATEGY}`);
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if (r.ok) { const j = await r.json(); if (j.data?.length > 0) setSignals(prev => ({ ...prev, [sym]: j.data[0] })); }
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} catch {}
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}
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};
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f(); const iv = setInterval(f, 15000); return () => clearInterval(iv);
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}, []);
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return (
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<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
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<div className="px-3 py-2 border-b border-slate-100 flex items-center justify-between">
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<h3 className="font-semibold text-slate-800 text-xs">最新信号</h3>
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<span className="px-2 py-0.5 rounded text-[10px] font-semibold bg-blue-100 text-blue-700 border border-blue-200">v53</span>
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</div>
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<div className="divide-y divide-slate-50">
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{ALL_COINS.map(sym => {
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const s = signals[sym];
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const coin = sym.replace("USDT", "");
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const ago = s?.ts ? Math.round((Date.now() - s.ts) / 60000) : null;
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const fc = s?.factors;
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const gatePassed = fc?.gate_passed ?? true;
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return (
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<div key={sym} className="px-3 py-2">
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<div className="flex items-center justify-between">
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<div className="flex items-center gap-2">
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<span className="font-mono text-xs font-bold text-slate-700 w-8">{coin}</span>
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{s?.signal ? (
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<>
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<span className={`text-xs font-bold ${s.signal === "LONG" ? "text-emerald-600" : "text-red-500"}`}>
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{s.signal === "LONG" ? "🟢" : "🔴"} {s.signal}
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</span>
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<span className="font-mono text-xs font-bold text-slate-800">{s.score}分</span>
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</>
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) : <span className="text-[10px] text-slate-400">暂无信号</span>}
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</div>
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{ago !== null && <span className="text-[10px] text-slate-400">{ago < 60 ? `${ago}m前` : `${Math.round(ago/60)}h前`}</span>}
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</div>
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{fc && (
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<div className="flex gap-1 mt-1 flex-wrap">
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<span className={`text-[9px] px-1 py-0.5 rounded ${gatePassed ? "bg-emerald-100 text-emerald-700" : "bg-red-100 text-red-600"}`}>
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{gatePassed ? "✅" : "❌"} {fc.gate_block || "Gate"}
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</span>
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<span className="text-[9px] px-1 py-0.5 rounded bg-blue-50 text-blue-700">方向{fc.direction?.score ?? 0}/55</span>
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<span className="text-[9px] px-1 py-0.5 rounded bg-violet-50 text-violet-700">拥挤{fc.crowding?.score ?? 0}/25</span>
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<span className="text-[9px] px-1 py-0.5 rounded bg-emerald-50 text-emerald-700">环境{fc.environment?.score ?? 0}/15</span>
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<span className="text-[9px] px-1 py-0.5 rounded bg-slate-100 text-slate-600">辅助{fc.auxiliary?.score ?? 0}/5</span>
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</div>
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)}
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</div>
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);
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})}
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</div>
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</div>
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);
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}
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// ─── 控制面板 ────────────────────────────────────────────────────
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function ControlPanel() {
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const [config, setConfig] = useState<any>(null);
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const [saving, setSaving] = useState(false);
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useEffect(() => {
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(async () => { try { const r = await authFetch("/api/paper/config"); if (r.ok) setConfig(await r.json()); } catch {} })();
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}, []);
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const toggle = async () => {
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setSaving(true);
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try {
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const r = await authFetch("/api/paper/config", { method: "POST", headers: { "Content-Type": "application/json" }, body: JSON.stringify({ enabled: !config.enabled }) });
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if (r.ok) setConfig(await r.json().then((j: any) => j.config));
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} catch {} finally { setSaving(false); }
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};
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if (!config) return null;
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return (
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<div className={`rounded-xl border-2 ${config.enabled ? "border-emerald-400 bg-emerald-50" : "border-slate-200 bg-white"} px-3 py-2 flex items-center justify-between`}>
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<div className="flex items-center gap-3">
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<button onClick={toggle} disabled={saving}
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className={`px-3 py-1.5 rounded-lg text-xs font-bold transition-all ${config.enabled ? "bg-red-500 text-white hover:bg-red-600" : "bg-emerald-500 text-white hover:bg-emerald-600"}`}>
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{saving ? "..." : config.enabled ? "⏹ 停止" : "▶️ 启动"}
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</button>
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||||||
|
<span className={`text-xs font-medium ${config.enabled ? "text-emerald-700" : "text-slate-500"}`}>{config.enabled ? "🟢 运行中" : "⚪ 已停止"}</span>
|
||||||
|
</div>
|
||||||
|
<div className="flex gap-4 text-[10px] text-slate-500">
|
||||||
|
<span>初始: ${config.initial_balance?.toLocaleString()}</span>
|
||||||
|
<span>风险: {(config.risk_per_trade * 100).toFixed(0)}%</span>
|
||||||
|
<span>最大: {config.max_positions}仓</span>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// ─── 总览 ────────────────────────────────────────────────────────
|
||||||
|
|
||||||
|
function SummaryCards() {
|
||||||
|
const [data, setData] = useState<any>(null);
|
||||||
|
useEffect(() => {
|
||||||
|
const f = async () => { try { const r = await authFetch(`/api/paper/summary?strategy=${STRATEGY}`); if (r.ok) setData(await r.json()); } catch {} };
|
||||||
|
f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
|
||||||
|
}, []);
|
||||||
|
if (!data) return <div className="text-center text-slate-400 text-sm py-4">加载中...</div>;
|
||||||
|
return (
|
||||||
|
<div className="grid grid-cols-3 lg:grid-cols-6 gap-1.5">
|
||||||
|
{[
|
||||||
|
{ label: "总盈亏(R)", value: `${data.total_pnl >= 0 ? "+" : ""}${data.total_pnl}R`, sub: `${data.total_pnl_usdt >= 0 ? "+" : ""}$${data.total_pnl_usdt}`, color: data.total_pnl >= 0 ? "text-emerald-600" : "text-red-500" },
|
||||||
|
{ label: "胜率", value: `${data.win_rate}%`, sub: `共${data.total_trades}笔`, color: "text-slate-800" },
|
||||||
|
{ label: "持仓中", value: data.active_positions, sub: "活跃仓位", color: "text-blue-600" },
|
||||||
|
{ label: "盈亏比", value: data.profit_factor, sub: "PF", color: "text-slate-800" },
|
||||||
|
{ label: "当前资金", value: `$${data.balance?.toLocaleString()}`, sub: "虚拟余额", color: data.balance >= 10000 ? "text-emerald-600" : "text-red-500" },
|
||||||
|
{ label: "状态", value: data.start_time ? "运行中 ✅" : "等待首笔", sub: "accumulating", color: "text-slate-600" },
|
||||||
|
].map(({ label, value, sub, color }) => (
|
||||||
|
<div key={label} className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
|
||||||
|
<p className="text-[10px] text-slate-400">{label}</p>
|
||||||
|
<p className={`font-mono font-bold text-base ${color}`}>{value}</p>
|
||||||
|
<p className="text-[10px] text-slate-400">{sub}</p>
|
||||||
|
</div>
|
||||||
|
))}
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// ─── 当前持仓 ────────────────────────────────────────────────────
|
||||||
|
|
||||||
|
function ActivePositions() {
|
||||||
|
const [positions, setPositions] = useState<any[]>([]);
|
||||||
|
const [wsPrices, setWsPrices] = useState<Record<string, number>>({});
|
||||||
|
const [paperRiskUsd, setPaperRiskUsd] = useState(200);
|
||||||
|
useEffect(() => {
|
||||||
|
(async () => { try { const r = await authFetch("/api/paper/config"); if (r.ok) { const cfg = await r.json(); setPaperRiskUsd((cfg.initial_balance||10000)*(cfg.risk_per_trade||0.02)); } } catch {} })();
|
||||||
|
}, []);
|
||||||
|
useEffect(() => {
|
||||||
|
const f = async () => { try { const r = await authFetch(`/api/paper/positions?strategy=${STRATEGY}`); if (r.ok) setPositions((await r.json()).data||[]); } catch {} };
|
||||||
|
f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
|
||||||
|
}, []);
|
||||||
|
useEffect(() => {
|
||||||
|
const streams = ["btcusdt","ethusdt","xrpusdt","solusdt"].map(s=>`${s}@aggTrade`).join("/");
|
||||||
|
const ws = new WebSocket(`wss://fstream.binance.com/stream?streams=${streams}`);
|
||||||
|
ws.onmessage = (e) => { try { const msg=JSON.parse(e.data); if(msg.data){const sym=msg.data.s;const price=parseFloat(msg.data.p);if(sym&&price>0)setWsPrices(prev=>({...prev,[sym]:price}));} } catch {} };
|
||||||
|
return () => ws.close();
|
||||||
|
}, []);
|
||||||
|
if (positions.length === 0) return <div className="rounded-xl border border-slate-200 bg-white px-3 py-4 text-center text-slate-400 text-sm">v53 暂无活跃持仓</div>;
|
||||||
|
return (
|
||||||
|
<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
|
||||||
|
<div className="px-3 py-2 border-b border-slate-100"><h3 className="font-semibold text-slate-800 text-xs">当前持仓 <span className="text-[10px] text-emerald-500 font-normal">● 实时</span></h3></div>
|
||||||
|
<div className="divide-y divide-slate-100">
|
||||||
|
{positions.map((p: any) => {
|
||||||
|
const sym = p.symbol?.replace("USDT","") || "";
|
||||||
|
const holdMin = Math.round((Date.now()-p.entry_ts)/60000);
|
||||||
|
const currentPrice = wsPrices[p.symbol]||p.current_price||0;
|
||||||
|
const entry = p.entry_price||0;
|
||||||
|
const riskDist = p.risk_distance||Math.abs(entry-(p.sl_price||entry))||1;
|
||||||
|
const tp1R = riskDist>0?(p.direction==="LONG"?((p.tp1_price||0)-entry)/riskDist:(entry-(p.tp1_price||0))/riskDist):0;
|
||||||
|
const fullR = riskDist>0?(p.direction==="LONG"?(currentPrice-entry)/riskDist:(entry-currentPrice)/riskDist):0;
|
||||||
|
const unrealR = p.tp1_hit?0.5*tp1R+0.5*fullR:fullR;
|
||||||
|
const unrealUsdt = unrealR*paperRiskUsd;
|
||||||
|
const fc = parseFactors(p.score_factors);
|
||||||
|
const track = fc?.track||(p.symbol==="BTCUSDT"?"BTC":"ALT");
|
||||||
|
return (
|
||||||
|
<div key={p.id} className="px-3 py-2 bg-emerald-50/60">
|
||||||
|
<div className="flex items-center justify-between gap-2">
|
||||||
|
<div className="flex items-center gap-2 flex-wrap">
|
||||||
|
<span className={`text-xs font-bold ${p.direction==="LONG"?"text-emerald-600":"text-red-500"}`}>{p.direction==="LONG"?"🟢":"🔴"} {sym} {p.direction}</span>
|
||||||
|
<span className={`px-1.5 py-0.5 rounded text-[10px] font-semibold ${track==="BTC"?"bg-amber-100 text-amber-700":"bg-purple-100 text-purple-700"}`}>{track}</span>
|
||||||
|
<span className="text-[10px] text-slate-500">评分{p.score}</span>
|
||||||
|
</div>
|
||||||
|
<div className="flex items-center gap-2">
|
||||||
|
<span className={`font-mono text-sm font-bold ${unrealR>=0?"text-emerald-600":"text-red-500"}`}>{unrealR>=0?"+":""}{unrealR.toFixed(2)}R</span>
|
||||||
|
<span className="text-[10px] text-slate-400">{holdMin}m</span>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<div className="flex gap-3 mt-1 text-[10px] font-mono text-slate-600 flex-wrap">
|
||||||
|
<span>入: ${fmtPrice(p.entry_price)}</span>
|
||||||
|
<span className="text-blue-600">现: ${currentPrice?fmtPrice(currentPrice):"-"}</span>
|
||||||
|
<span className="text-emerald-600">TP1: ${fmtPrice(p.tp1_price)}{p.tp1_hit?" ✅":""}</span>
|
||||||
|
<span className="text-emerald-600">TP2: ${fmtPrice(p.tp2_price)}</span>
|
||||||
|
<span className="text-red-500">SL: ${fmtPrice(p.sl_price)}</span>
|
||||||
|
</div>
|
||||||
|
<div className="mt-1 text-[9px] text-slate-400">
|
||||||
|
入场时间: {p.entry_ts ? new Date(p.entry_ts).toLocaleString("zh-CN", {hour12:false, month:"2-digit", day:"2-digit", hour:"2-digit", minute:"2-digit", second:"2-digit"} as any) : "-"}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
})}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// ─── 权益曲线 ────────────────────────────────────────────────────
|
||||||
|
|
||||||
|
function EquityCurve() {
|
||||||
|
const [data, setData] = useState<any[]>([]);
|
||||||
|
useEffect(() => {
|
||||||
|
const f = async () => { try { const r = await authFetch(`/api/paper/equity-curve?strategy=${STRATEGY}`); if (r.ok) setData((await r.json()).data||[]); } catch {} };
|
||||||
|
f(); const iv = setInterval(f, 30000); return () => clearInterval(iv);
|
||||||
|
}, []);
|
||||||
|
return (
|
||||||
|
<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
|
||||||
|
<div className="px-3 py-2 border-b border-slate-100"><h3 className="font-semibold text-slate-800 text-xs">权益曲线</h3></div>
|
||||||
|
{data.length < 2 ? <div className="px-3 py-6 text-center text-xs text-slate-400">数据积累中...</div> : (
|
||||||
|
<div className="p-2" style={{ height: 200 }}>
|
||||||
|
<ResponsiveContainer width="100%" height="100%">
|
||||||
|
<AreaChart data={data}>
|
||||||
|
<XAxis dataKey="ts" tickFormatter={(v) => bjt(v)} tick={{ fontSize: 10 }} />
|
||||||
|
<YAxis tick={{ fontSize: 10 }} tickFormatter={(v) => `${v}R`} />
|
||||||
|
<Tooltip labelFormatter={(v) => bjt(Number(v))} formatter={(v: any) => [`${v}R`, "累计PnL"]} />
|
||||||
|
<ReferenceLine y={0} stroke="#94a3b8" strokeDasharray="3 3" />
|
||||||
|
<Area type="monotone" dataKey="pnl" stroke="#10b981" fill="#d1fae5" strokeWidth={2} />
|
||||||
|
</AreaChart>
|
||||||
|
</ResponsiveContainer>
|
||||||
|
</div>
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// ─── 历史交易 ────────────────────────────────────────────────────
|
||||||
|
|
||||||
|
type FilterSymbol = "all" | "BTC" | "ETH" | "XRP" | "SOL";
|
||||||
|
type FilterResult = "all" | "win" | "loss";
|
||||||
|
|
||||||
|
function TradeHistory() {
|
||||||
|
const [trades, setTrades] = useState<any[]>([]);
|
||||||
|
const [symbol, setSymbol] = useState<FilterSymbol>("all");
|
||||||
|
const [result, setResult] = useState<FilterResult>("all");
|
||||||
|
useEffect(() => {
|
||||||
|
const f = async () => { try { const r = await authFetch(`/api/paper/trades?symbol=${symbol}&result=${result}&strategy=${STRATEGY}&limit=50`); if (r.ok) setTrades((await r.json()).data||[]); } catch {} };
|
||||||
|
f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
|
||||||
|
}, [symbol, result]);
|
||||||
|
return (
|
||||||
|
<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
|
||||||
|
<div className="px-3 py-2 border-b border-slate-100 flex items-center justify-between flex-wrap gap-1">
|
||||||
|
<h3 className="font-semibold text-slate-800 text-xs">历史交易</h3>
|
||||||
|
<div className="flex items-center gap-1 flex-wrap">
|
||||||
|
{(["all","BTC","ETH","XRP","SOL"] as FilterSymbol[]).map(s => (
|
||||||
|
<button key={s} onClick={() => setSymbol(s)} className={`px-2 py-0.5 rounded text-[10px] ${symbol===s?"bg-slate-800 text-white":"text-slate-500 hover:bg-slate-100"}`}>{s==="all"?"全部":s}</button>
|
||||||
|
))}
|
||||||
|
<span className="text-slate-300">|</span>
|
||||||
|
{(["all","win","loss"] as FilterResult[]).map(r => (
|
||||||
|
<button key={r} onClick={() => setResult(r)} className={`px-2 py-0.5 rounded text-[10px] ${result===r?"bg-slate-800 text-white":"text-slate-500 hover:bg-slate-100"}`}>{r==="all"?"全部":r==="win"?"盈利":"亏损"}</button>
|
||||||
|
))}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<div className="max-h-64 overflow-y-auto">
|
||||||
|
{trades.length === 0 ? <div className="text-center text-slate-400 text-sm py-6">暂无交易记录</div> : (
|
||||||
|
<table className="w-full text-[11px]">
|
||||||
|
<thead className="bg-slate-50 sticky top-0">
|
||||||
|
<tr className="text-slate-500">
|
||||||
|
<th className="px-2 py-1.5 text-left font-medium">币种</th>
|
||||||
|
<th className="px-2 py-1.5 text-left font-medium">方向</th>
|
||||||
|
<th className="px-2 py-1.5 text-right font-medium">入场</th>
|
||||||
|
<th className="px-2 py-1.5 text-right font-medium">出场</th>
|
||||||
|
<th className="px-2 py-1.5 text-right font-medium">PnL(R)</th>
|
||||||
|
<th className="px-2 py-1.5 text-center font-medium">状态</th>
|
||||||
|
<th className="px-2 py-1.5 text-right font-medium">分数</th>
|
||||||
|
<th className="px-2 py-1.5 text-right font-medium">持仓</th>
|
||||||
|
</tr>
|
||||||
|
</thead>
|
||||||
|
<tbody className="divide-y divide-slate-50">
|
||||||
|
{trades.map((t: any) => {
|
||||||
|
const holdMin = t.exit_ts&&t.entry_ts?Math.round((t.exit_ts-t.entry_ts)/60000):0;
|
||||||
|
const fc = parseFactors(t.score_factors);
|
||||||
|
const track = fc?.track||(t.symbol==="BTCUSDT"?"BTC":"ALT");
|
||||||
|
return (
|
||||||
|
<tr key={t.id} className="hover:bg-slate-50">
|
||||||
|
<td className="px-2 py-1.5 font-mono">{t.symbol?.replace("USDT","")}<span className={`ml-1 text-[9px] px-1 rounded ${track==="BTC"?"bg-amber-100 text-amber-700":"bg-purple-100 text-purple-700"}`}>{track}</span></td>
|
||||||
|
<td className={`px-2 py-1.5 font-bold ${t.direction==="LONG"?"text-emerald-600":"text-red-500"}`}>{t.direction==="LONG"?"🟢":"🔴"} {t.direction}</td>
|
||||||
|
<td className="px-2 py-1.5 text-right font-mono">{fmtPrice(t.entry_price)}</td>
|
||||||
|
<td className="px-2 py-1.5 text-right font-mono">{t.exit_price?fmtPrice(t.exit_price):"-"}</td>
|
||||||
|
<td className={`px-2 py-1.5 text-right font-mono font-bold ${t.pnl_r>0?"text-emerald-600":t.pnl_r<0?"text-red-500":"text-slate-500"}`}>{t.pnl_r>0?"+":""}{t.pnl_r?.toFixed(2)}</td>
|
||||||
|
<td className="px-2 py-1.5 text-center"><span className={`px-1 py-0.5 rounded text-[9px] ${t.status==="tp"?"bg-emerald-100 text-emerald-700":t.status==="sl"?"bg-red-100 text-red-700":t.status==="sl_be"?"bg-amber-100 text-amber-700":t.status==="signal_flip"?"bg-purple-100 text-purple-700":"bg-slate-100 text-slate-600"}`}>{t.status==="tp"?"止盈":t.status==="sl"?"止损":t.status==="sl_be"?"保本":t.status==="timeout"?"超时":t.status==="signal_flip"?"翻转":t.status}</span></td>
|
||||||
|
<td className="px-2 py-1.5 text-right font-mono">{t.score}</td>
|
||||||
|
<td className="px-2 py-1.5 text-right text-slate-400">{holdMin}m</td>
|
||||||
|
</tr>
|
||||||
|
);
|
||||||
|
})}
|
||||||
|
</tbody>
|
||||||
|
</table>
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// ─── 统计面板 ────────────────────────────────────────────────────
|
||||||
|
|
||||||
|
function StatsPanel() {
|
||||||
|
const [data, setData] = useState<any>(null);
|
||||||
|
const [tab, setTab] = useState("ALL");
|
||||||
|
useEffect(() => {
|
||||||
|
const f = async () => { try { const r = await authFetch(`/api/paper/stats?strategy=${STRATEGY}`); if (r.ok) setData(await r.json()); } catch {} };
|
||||||
|
f(); const iv = setInterval(f, 30000); return () => clearInterval(iv);
|
||||||
|
}, []);
|
||||||
|
if (!data || data.error) return (
|
||||||
|
<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
|
||||||
|
<div className="px-3 py-2 border-b border-slate-100"><h3 className="font-semibold text-slate-800 text-xs">详细统计</h3></div>
|
||||||
|
<div className="p-3 text-xs text-slate-400">等待交易记录积累...</div>
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
const coinTabs = ["ALL","BTC","ETH","XRP","SOL"];
|
||||||
|
const st = tab==="ALL"?data:(data.by_symbol?.[tab]||null);
|
||||||
|
return (
|
||||||
|
<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
|
||||||
|
<div className="px-3 py-2 border-b border-slate-100 flex items-center justify-between flex-wrap gap-1">
|
||||||
|
<h3 className="font-semibold text-slate-800 text-xs">详细统计</h3>
|
||||||
|
<div className="flex items-center gap-1">
|
||||||
|
{coinTabs.map(t => (
|
||||||
|
<button key={t} onClick={() => setTab(t)} className={`px-2 py-0.5 rounded text-[10px] font-medium transition-colors ${tab===t?"bg-slate-800 text-white":"bg-slate-100 text-slate-500 hover:bg-slate-200"}`}>{t==="ALL"?"总计":t}</button>
|
||||||
|
))}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
{st ? (
|
||||||
|
<div className="p-3">
|
||||||
|
<div className="grid grid-cols-2 lg:grid-cols-4 gap-2 text-xs">
|
||||||
|
<div><span className="text-slate-400">胜率</span><p className="font-mono font-bold">{st.win_rate}%</p></div>
|
||||||
|
<div><span className="text-slate-400">盈亏比</span><p className="font-mono font-bold">{st.win_loss_ratio}</p></div>
|
||||||
|
<div><span className="text-slate-400">平均盈利</span><p className="font-mono font-bold text-emerald-600">+{st.avg_win}R</p></div>
|
||||||
|
<div><span className="text-slate-400">平均亏损</span><p className="font-mono font-bold text-red-500">-{st.avg_loss}R</p></div>
|
||||||
|
<div><span className="text-slate-400">最大回撤</span><p className="font-mono font-bold">{st.mdd}R</p></div>
|
||||||
|
<div><span className="text-slate-400">夏普比率</span><p className="font-mono font-bold">{st.sharpe}</p></div>
|
||||||
|
<div><span className="text-slate-400">总盈亏</span><p className={`font-mono font-bold ${(st.total_pnl??0)>=0?"text-emerald-600":"text-red-500"}`}>{(st.total_pnl??0)>=0?"+":""}{st.total_pnl??"-"}R</p></div>
|
||||||
|
<div><span className="text-slate-400">总笔数</span><p className="font-mono font-bold">{st.total??data.total}</p></div>
|
||||||
|
<div><span className="text-slate-400">做多胜率</span><p className="font-mono">{st.long_win_rate}% ({st.long_count}笔)</p></div>
|
||||||
|
<div><span className="text-slate-400">做空胜率</span><p className="font-mono">{st.short_win_rate}% ({st.short_count}笔)</p></div>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
) : <div className="p-3 text-xs text-slate-400">该币种暂无数据</div>}
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// ─── 主页面 ──────────────────────────────────────────────────────
|
||||||
|
|
||||||
|
export default function PaperTradingV53Page() {
|
||||||
|
const { isLoggedIn, loading } = useAuth();
|
||||||
|
if (loading) return <div className="text-center text-slate-400 py-8">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">请先登录查看模拟盘</p>
|
||||||
|
<Link href="/login" className="bg-blue-600 text-white px-4 py-2 rounded-lg text-sm">登录</Link>
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
return (
|
||||||
|
<div className="space-y-3">
|
||||||
|
<div>
|
||||||
|
<h1 className="text-lg font-bold text-slate-900">📈 模拟盘 V5.3 Fast</h1>
|
||||||
|
<p className="text-[10px] text-slate-500">实验变体 v53_fast · BTC/ETH/XRP/SOL · 四层评分 55/25/15/5 + per-symbol 四门控制</p>
|
||||||
|
</div>
|
||||||
|
<ControlPanel />
|
||||||
|
<SummaryCards />
|
||||||
|
<LatestSignals />
|
||||||
|
<ActivePositions />
|
||||||
|
<EquityCurve />
|
||||||
|
<TradeHistory />
|
||||||
|
<StatsPanel />
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
565
frontend/app/signals-v53fast/page.tsx
Normal file
565
frontend/app/signals-v53fast/page.tsx
Normal file
@ -0,0 +1,565 @@
|
|||||||
|
"use client";
|
||||||
|
|
||||||
|
import { useEffect, useState, useCallback } from "react";
|
||||||
|
import { authFetch } from "@/lib/auth";
|
||||||
|
import { useAuth } from "@/lib/auth";
|
||||||
|
import Link from "next/link";
|
||||||
|
import {
|
||||||
|
ComposedChart, Area, Line, XAxis, YAxis, Tooltip, ResponsiveContainer,
|
||||||
|
ReferenceLine, CartesianGrid, Legend
|
||||||
|
} from "recharts";
|
||||||
|
|
||||||
|
type Symbol = "BTC" | "ETH" | "XRP" | "SOL";
|
||||||
|
|
||||||
|
interface IndicatorRow {
|
||||||
|
ts: number;
|
||||||
|
cvd_fast: number;
|
||||||
|
cvd_mid: number;
|
||||||
|
cvd_day: number;
|
||||||
|
atr_5m: number;
|
||||||
|
vwap_30m: number;
|
||||||
|
price: number;
|
||||||
|
score: number;
|
||||||
|
signal: string | null;
|
||||||
|
}
|
||||||
|
|
||||||
|
interface LatestIndicator {
|
||||||
|
ts: number;
|
||||||
|
cvd_fast: number;
|
||||||
|
cvd_mid: number;
|
||||||
|
cvd_day: number;
|
||||||
|
cvd_fast_slope: number;
|
||||||
|
atr_5m: number;
|
||||||
|
atr_percentile: number;
|
||||||
|
vwap_30m: number;
|
||||||
|
price: number;
|
||||||
|
p95_qty: number;
|
||||||
|
p99_qty: number;
|
||||||
|
score: number;
|
||||||
|
display_score?: number; // v53_btc: alt_score_ref（参考分）
|
||||||
|
gate_passed?: boolean; // v53_btc顶层字段
|
||||||
|
signal: string | null;
|
||||||
|
tier?: "light" | "standard" | "heavy" | null;
|
||||||
|
factors?: {
|
||||||
|
track?: string;
|
||||||
|
direction?: { score?: number; max?: number; cvd_resonance?: number; p99_flow?: number; accel_bonus?: number };
|
||||||
|
crowding?: { score?: number; max?: number; lsr_contrarian?: number; top_trader_position?: number };
|
||||||
|
environment?: { score?: number; max?: number };
|
||||||
|
auxiliary?: { score?: number; max?: number; coinbase_premium?: number };
|
||||||
|
// BTC gate fields
|
||||||
|
gate_passed?: boolean;
|
||||||
|
block_reason?: string; // BTC用
|
||||||
|
gate_block?: string; // ALT用
|
||||||
|
obi_raw?: number;
|
||||||
|
spot_perp_div?: number;
|
||||||
|
whale_cvd_ratio?: number;
|
||||||
|
atr_pct_price?: number;
|
||||||
|
alt_score_ref?: number;
|
||||||
|
} | null;
|
||||||
|
}
|
||||||
|
|
||||||
|
const WINDOWS = [
|
||||||
|
{ label: "1h", value: 60 },
|
||||||
|
{ label: "4h", value: 240 },
|
||||||
|
{ label: "12h", value: 720 },
|
||||||
|
{ label: "24h", value: 1440 },
|
||||||
|
];
|
||||||
|
|
||||||
|
function bjtStr(ms: number) {
|
||||||
|
const d = new Date(ms + 8 * 3600 * 1000);
|
||||||
|
return `${String(d.getUTCHours()).padStart(2, "0")}:${String(d.getUTCMinutes()).padStart(2, "0")}`;
|
||||||
|
}
|
||||||
|
|
||||||
|
function bjtFull(ms: number) {
|
||||||
|
const d = new Date(ms + 8 * 3600 * 1000);
|
||||||
|
return `${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")}:${String(d.getUTCSeconds()).padStart(2, "0")}`;
|
||||||
|
}
|
||||||
|
|
||||||
|
function fmt(v: number, decimals = 1): string {
|
||||||
|
if (Math.abs(v) >= 1000000) return `${(v / 1000000).toFixed(1)}M`;
|
||||||
|
if (Math.abs(v) >= 1000) return `${(v / 1000).toFixed(1)}K`;
|
||||||
|
return v.toFixed(decimals);
|
||||||
|
}
|
||||||
|
|
||||||
|
function LayerScore({ label, score, max, colorClass }: { label: string; score: number; max: number; colorClass: string }) {
|
||||||
|
const ratio = Math.max(0, Math.min((score / max) * 100, 100));
|
||||||
|
return (
|
||||||
|
<div className="flex items-center gap-2">
|
||||||
|
<span className="text-[10px] text-slate-500 w-6 shrink-0">{label}</span>
|
||||||
|
<div className="flex-1 h-1.5 rounded-full bg-slate-100 overflow-hidden">
|
||||||
|
<div className={`h-full ${colorClass}`} style={{ width: `${ratio}%` }} />
|
||||||
|
</div>
|
||||||
|
<span className="text-[10px] font-mono text-slate-600 w-8 text-right">{score}/{max}</span>
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// ─── ALT Gate 状态卡片 ──────────────────────────────────────────
|
||||||
|
|
||||||
|
const ALT_GATE_THRESHOLDS: Record<string, { vol: string; obi: string; spd: string; whale: string }> = {
|
||||||
|
ETH: { vol: "0.3%", obi: "0.35", spd: "0.5%", whale: "$50k" },
|
||||||
|
XRP: { vol: "0.4%", obi: "0.40", spd: "0.6%", whale: "$30k" },
|
||||||
|
SOL: { vol: "0.6%", obi: "0.45", spd: "0.8%", whale: "$20k" },
|
||||||
|
};
|
||||||
|
|
||||||
|
function ALTGateCard({ symbol, factors }: { symbol: Symbol; factors: LatestIndicator["factors"] }) {
|
||||||
|
if (!factors || symbol === "BTC") return null;
|
||||||
|
const thresholds = ALT_GATE_THRESHOLDS[symbol] ?? ALT_GATE_THRESHOLDS["ETH"];
|
||||||
|
const passed = factors.gate_passed ?? true;
|
||||||
|
const blockReason = factors.gate_block;
|
||||||
|
return (
|
||||||
|
<div className={`rounded-xl border px-3 py-2 mt-2 ${passed ? "border-purple-200 bg-purple-50" : "border-red-200 bg-red-50"}`}>
|
||||||
|
<div className="flex items-center justify-between mb-1.5">
|
||||||
|
<p className="text-[10px] font-semibold text-purple-800">🔒 {symbol} Gate-Control</p>
|
||||||
|
<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"}`}>
|
||||||
|
{passed ? "✅ Gate通过" : "❌ 否决"}
|
||||||
|
</span>
|
||||||
|
</div>
|
||||||
|
<div className="grid grid-cols-4 gap-1.5">
|
||||||
|
<div className="bg-white rounded px-2 py-1">
|
||||||
|
<p className="text-[10px] text-slate-400">波动率</p>
|
||||||
|
<p className="text-xs font-mono text-slate-800">{((factors.atr_pct_price ?? 0) * 100).toFixed(3)}%</p>
|
||||||
|
<p className="text-[9px] text-slate-400">需 ≥{thresholds.vol}</p>
|
||||||
|
</div>
|
||||||
|
<div className="bg-white rounded px-2 py-1">
|
||||||
|
<p className="text-[10px] text-slate-400">OBI</p>
|
||||||
|
<p className={`text-xs font-mono ${(factors.obi_raw ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
|
||||||
|
{((factors.obi_raw ?? 0) * 100).toFixed(2)}%
|
||||||
|
</p>
|
||||||
|
<p className="text-[9px] text-slate-400">否决±{thresholds.obi}</p>
|
||||||
|
</div>
|
||||||
|
<div className="bg-white rounded px-2 py-1">
|
||||||
|
<p className="text-[10px] text-slate-400">期现背离</p>
|
||||||
|
<p className={`text-xs font-mono ${(factors.spot_perp_div ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
|
||||||
|
{((factors.spot_perp_div ?? 0) * 10000).toFixed(2)}bps
|
||||||
|
</p>
|
||||||
|
<p className="text-[9px] text-slate-400">否决±{thresholds.spd}</p>
|
||||||
|
</div>
|
||||||
|
<div className="bg-white rounded px-2 py-1">
|
||||||
|
<p className="text-[10px] text-slate-400">鲸鱼阈值</p>
|
||||||
|
<p className="text-xs font-mono text-slate-800">{thresholds.whale}</p>
|
||||||
|
<p className="text-[9px] text-slate-400">大单门槛</p>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
{blockReason && (
|
||||||
|
<p className="text-[10px] text-red-600 mt-1.5 bg-red-50 rounded px-2 py-1">
|
||||||
|
否决原因: <span className="font-mono">{blockReason}</span>
|
||||||
|
</p>
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// ─── BTC Gate 状态卡片 ───────────────────────────────────────────
|
||||||
|
|
||||||
|
function BTCGateCard({ factors }: { factors: LatestIndicator["factors"] }) {
|
||||||
|
if (!factors) return null;
|
||||||
|
return (
|
||||||
|
<div className="rounded-xl border border-amber-200 bg-amber-50 px-3 py-2 mt-2">
|
||||||
|
<div className="flex items-center justify-between mb-1.5">
|
||||||
|
<p className="text-[10px] font-semibold text-amber-800">⚡ BTC Gate-Control</p>
|
||||||
|
<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"}`}>
|
||||||
|
{factors.gate_passed ? "✅ Gate通过" : "❌ 否决"}
|
||||||
|
</span>
|
||||||
|
</div>
|
||||||
|
<div className="grid grid-cols-4 gap-1.5">
|
||||||
|
<div className="bg-white rounded px-2 py-1">
|
||||||
|
<p className="text-[10px] text-slate-400">波动率</p>
|
||||||
|
<p className="text-xs font-mono text-slate-800">{((factors.atr_pct_price ?? 0) * 100).toFixed(3)}%</p>
|
||||||
|
<p className="text-[9px] text-slate-400">需 ≥0.2%</p>
|
||||||
|
</div>
|
||||||
|
<div className="bg-white rounded px-2 py-1">
|
||||||
|
<p className="text-[10px] text-slate-400">OBI</p>
|
||||||
|
<p className={`text-xs font-mono ${(factors.obi_raw ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
|
||||||
|
{((factors.obi_raw ?? 0) * 100).toFixed(2)}%
|
||||||
|
</p>
|
||||||
|
<p className="text-[9px] text-slate-400">盘口失衡</p>
|
||||||
|
</div>
|
||||||
|
<div className="bg-white rounded px-2 py-1">
|
||||||
|
<p className="text-[10px] text-slate-400">期现背离</p>
|
||||||
|
<p className={`text-xs font-mono ${(factors.spot_perp_div ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
|
||||||
|
{((factors.spot_perp_div ?? 0) * 10000).toFixed(2)}bps
|
||||||
|
</p>
|
||||||
|
<p className="text-[9px] text-slate-400">spot-perp</p>
|
||||||
|
</div>
|
||||||
|
<div className="bg-white rounded px-2 py-1">
|
||||||
|
<p className="text-[10px] text-slate-400">巨鲸CVD</p>
|
||||||
|
<p className={`text-xs font-mono ${(factors.whale_cvd_ratio ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
|
||||||
|
{((factors.whale_cvd_ratio ?? 0) * 100).toFixed(2)}%
|
||||||
|
</p>
|
||||||
|
<p className="text-[9px] text-slate-400">>$100k</p>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
{factors.block_reason && (
|
||||||
|
<p className="text-[10px] text-red-600 mt-1.5 bg-red-50 rounded px-2 py-1">
|
||||||
|
否决原因: <span className="font-mono">{factors.block_reason}</span>
|
||||||
|
</p>
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// ─── 实时指标卡片 ────────────────────────────────────────────────
|
||||||
|
|
||||||
|
function IndicatorCards({ symbol }: { symbol: Symbol }) {
|
||||||
|
const [data, setData] = useState<LatestIndicator | null>(null);
|
||||||
|
const strategy = "v53";
|
||||||
|
|
||||||
|
useEffect(() => {
|
||||||
|
const fetch = async () => {
|
||||||
|
try {
|
||||||
|
const res = await authFetch(`/api/signals/latest?strategy=${strategy}`);
|
||||||
|
if (!res.ok) return;
|
||||||
|
const json = await res.json();
|
||||||
|
setData(json[symbol] || null);
|
||||||
|
} catch {}
|
||||||
|
};
|
||||||
|
fetch();
|
||||||
|
const iv = setInterval(fetch, 5000);
|
||||||
|
return () => clearInterval(iv);
|
||||||
|
}, [symbol, strategy]);
|
||||||
|
|
||||||
|
if (!data) return <div className="text-center text-slate-400 text-sm py-4">等待指标数据...</div>;
|
||||||
|
|
||||||
|
const isBTC = symbol === "BTC";
|
||||||
|
const priceVsVwap = data.price > data.vwap_30m ? "上方" : "下方";
|
||||||
|
|
||||||
|
return (
|
||||||
|
<div className="space-y-3">
|
||||||
|
{/* CVD三轨 */}
|
||||||
|
<div className="grid grid-cols-3 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">CVD_fast (30m)</p>
|
||||||
|
<p className={`font-mono font-bold text-sm ${data.cvd_fast >= 0 ? "text-emerald-600" : "text-red-500"}`}>
|
||||||
|
{fmt(data.cvd_fast)}
|
||||||
|
</p>
|
||||||
|
<p className="text-[10px] text-slate-400">
|
||||||
|
斜率: <span className={data.cvd_fast_slope >= 0 ? "text-emerald-600" : "text-red-500"}>
|
||||||
|
{data.cvd_fast_slope >= 0 ? "↑" : "↓"}{fmt(Math.abs(data.cvd_fast_slope))}
|
||||||
|
</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">CVD_mid (4h)</p>
|
||||||
|
<p className={`font-mono font-bold text-sm ${data.cvd_mid >= 0 ? "text-emerald-600" : "text-red-500"}`}>
|
||||||
|
{fmt(data.cvd_mid)}
|
||||||
|
</p>
|
||||||
|
<p className="text-[10px] text-slate-400">{data.cvd_mid > 0 ? "多" : "空"}头占优</p>
|
||||||
|
</div>
|
||||||
|
<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
|
||||||
|
<p className="text-[10px] text-slate-400">CVD共振</p>
|
||||||
|
<p className={`font-mono font-bold text-sm ${data.cvd_fast >= 0 && data.cvd_mid >= 0 ? "text-emerald-600" : data.cvd_fast < 0 && data.cvd_mid < 0 ? "text-red-500" : "text-slate-400"}`}>
|
||||||
|
{data.cvd_fast >= 0 && data.cvd_mid >= 0 ? "✅ 多头共振" : data.cvd_fast < 0 && data.cvd_mid < 0 ? "✅ 空头共振" : "⚠️ 分歧"}
|
||||||
|
</p>
|
||||||
|
<p className="text-[10px] text-slate-400">V5.3核心信号</p>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
{/* ATR + VWAP */}
|
||||||
|
<div className="grid grid-cols-4 gap-1.5">
|
||||||
|
<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
|
||||||
|
<p className="text-[10px] text-slate-400">ATR</p>
|
||||||
|
<p className="font-mono font-semibold text-sm text-slate-800">${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>
|
||||||
|
|
||||||
|
{/* 信号状态 */}
|
||||||
|
<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>
|
||||||
|
|
||||||
|
{/* 四层分数 — ALT和BTC都显示 */}
|
||||||
|
<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>
|
||||||
|
|
||||||
|
{/* ALT Gate 卡片 */}
|
||||||
|
{!isBTC && data.factors && <ALTGateCard symbol={symbol} factors={data.factors} />}
|
||||||
|
|
||||||
|
{/* BTC Gate 卡片 */}
|
||||||
|
{isBTC && data.factors && <BTCGateCard factors={data.factors} />}
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// ─── 信号历史 ────────────────────────────────────────────────────
|
||||||
|
|
||||||
|
interface SignalRecord {
|
||||||
|
ts: number;
|
||||||
|
score: number;
|
||||||
|
signal: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
function SignalHistory({ symbol }: { symbol: Symbol }) {
|
||||||
|
const [data, setData] = useState<SignalRecord[]>([]);
|
||||||
|
const strategy = "v53";
|
||||||
|
|
||||||
|
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 ${
|
||||||
|
s.score >= 85 ? "bg-red-100 text-red-700" :
|
||||||
|
s.score >= 75 ? "bg-blue-100 text-blue-700" :
|
||||||
|
"bg-slate-100 text-slate-600"
|
||||||
|
}`}>
|
||||||
|
{s.score >= 85 ? "加仓" : s.score >= 75 ? "标准" : "不开仓"}
|
||||||
|
</span>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
))}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// ─── CVD图表 ────────────────────────────────────────────────────
|
||||||
|
|
||||||
|
function CVDChart({ symbol, minutes }: { symbol: Symbol; minutes: number }) {
|
||||||
|
const [data, setData] = useState<IndicatorRow[]>([]);
|
||||||
|
const [loading, setLoading] = useState(true);
|
||||||
|
const strategy = "v53";
|
||||||
|
|
||||||
|
const fetchData = useCallback(async (silent = false) => {
|
||||||
|
try {
|
||||||
|
const res = await authFetch(`/api/signals/indicators?symbol=${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
|
||||||
|
// eslint-disable-next-line @typescript-eslint/no-explicit-any
|
||||||
|
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>
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// ─── 主页面 ──────────────────────────────────────────────────────
|
||||||
|
|
||||||
|
export default function SignalsV53Page() {
|
||||||
|
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} />
|
||||||
|
<SignalHistory symbol={symbol} />
|
||||||
|
|
||||||
|
<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} />
|
||||||
|
</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>
|
||||||
|
);
|
||||||
|
}
|
||||||
@ -16,6 +16,8 @@ const navItems = [
|
|||||||
{ href: "/live", label: "⚡ 实盘交易", icon: Bolt, section: "── 实盘 ──" },
|
{ href: "/live", label: "⚡ 实盘交易", icon: Bolt, section: "── 实盘 ──" },
|
||||||
{ href: "/signals-v53", label: "V5.3 信号引擎", icon: Zap, section: "── V5.3 ──" },
|
{ href: "/signals-v53", label: "V5.3 信号引擎", icon: Zap, section: "── V5.3 ──" },
|
||||||
{ href: "/paper-v53", label: "V5.3 模拟盘", icon: LineChart },
|
{ href: "/paper-v53", label: "V5.3 模拟盘", icon: LineChart },
|
||||||
|
{ href: "/signals-v53fast", label: "V5.3 Fast 信号", icon: Zap, section: "── V5.3 Fast ──" },
|
||||||
|
{ href: "/paper-v53fast", label: "V5.3 Fast 模拟盘", icon: LineChart },
|
||||||
{ href: "/server", label: "服务器", icon: Monitor },
|
{ href: "/server", label: "服务器", icon: Monitor },
|
||||||
{ href: "/about", label: "说明", icon: Info },
|
{ href: "/about", label: "说明", icon: Info },
|
||||||
];
|
];
|
||||||
|
|||||||
Loading…
Reference in New Issue
Block a user