add ETH/XRP/SOL factory strategies and plaza filters

frontend/app/strategy-plaza/page.tsx

@@ -317,6 +317,16 @@ export default function StrategyPlazaPage() {
   const [lastUpdated, setLastUpdated] = useState<Date | null>(null);
   const [addBalanceTarget, setAddBalanceTarget] = useState<StrategyCard | null>(null);
 
+  type SymbolFilter = "ALL" | "BTCUSDT" | "ETHUSDT" | "XRPUSDT" | "SOLUSDT";
+  type StatusFilter = "all" | "running" | "paused" | "error";
+  type PnlFilter = "all" | "positive" | "negative";
+  type SortKey = "recent" | "net_usdt_desc" | "net_usdt_asc" | "pnl24h_desc" | "pnl24h_asc";
+
+  const [symbolFilter, setSymbolFilter] = useState<SymbolFilter>("ALL");
+  const [statusFilter, setStatusFilter] = useState<StatusFilter>("all");
+  const [pnlFilter, setPnlFilter] = useState<PnlFilter>("all");
+  const [sortKey, setSortKey] = useState<SortKey>("net_usdt_desc");
+
   const fetchData = useCallback(async () => {
     try {
       const res = await authFetch("/api/strategies");
@@ -350,6 +360,33 @@ export default function StrategyPlazaPage() {
     }
   };
 
+  const filteredStrategies = strategies
+    .filter((s) => {
+      if (symbolFilter !== "ALL" && s.symbol !== symbolFilter) return false;
+      if (statusFilter !== "all" && s.status !== statusFilter) return false;
+      if (pnlFilter === "positive" && s.net_usdt <= 0) return false;
+      if (pnlFilter === "negative" && s.net_usdt >= 0) return false;
+      return true;
+    })
+    .sort((a, b) => {
+      switch (sortKey) {
+        case "net_usdt_desc":
+          return b.net_usdt - a.net_usdt;
+        case "net_usdt_asc":
+          return a.net_usdt - b.net_usdt;
+        case "pnl24h_desc":
+          return b.pnl_usdt_24h - a.pnl_usdt_24h;
+        case "pnl24h_asc":
+          return a.pnl_usdt_24h - b.pnl_usdt_24h;
+        case "recent":
+        default: {
+          const aTs = a.last_trade_at ?? a.started_at ?? 0;
+          const bTs = b.last_trade_at ?? b.started_at ?? 0;
+          return bTs - aTs;
+        }
+      }
+    });
+
   if (loading) {
     return (
       <div className="flex items-center justify-center min-h-64">
@@ -383,9 +420,101 @@ export default function StrategyPlazaPage() {
         </div>
       </div>
 
+      {/* Filters & Sorting */}
+      <div className="mb-4 flex flex-wrap items-center justify-between gap-3">
+        {/* 左侧：币种 + 盈亏过滤 */}
+        <div className="flex flex-wrap items-center gap-2">
+          <div className="flex items-center gap-1 text-[11px] text-slate-400">
+            <span>币种:</span>
+            {(["ALL", "BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"] as SymbolFilter[]).map((sym) => {
+              const label = sym === "ALL" ? "全部" : sym.replace("USDT", "");
+              const active = symbolFilter === sym;
+              return (
+                <button
+                  key={sym}
+                  onClick={() => setSymbolFilter(sym)}
+                  className={`px-2 py-0.5 rounded-full border text-[11px] ${
+                    active
+                      ? "border-blue-500 bg-blue-50 text-blue-600"
+                      : "border-slate-200 text-slate-500 hover:bg-slate-50"
+                  }`}
+                >
+                  {label}
+                </button>
+              );
+            })}
+          </div>
+          <div className="flex items-center gap-1 text-[11px] text-slate-400">
+            <span>盈亏:</span>
+            {[
+              { key: "all" as PnlFilter, label: "全部" },
+              { key: "positive" as PnlFilter, label: "仅盈利" },
+              { key: "negative" as PnlFilter, label: "仅亏损" },
+            ].map((opt) => {
+              const active = pnlFilter === opt.key;
+              return (
+                <button
+                  key={opt.key}
+                  onClick={() => setPnlFilter(opt.key)}
+                  className={`px-2 py-0.5 rounded-full border text-[11px] ${
+                    active
+                      ? "border-emerald-500 bg-emerald-50 text-emerald-600"
+                      : "border-slate-200 text-slate-500 hover:bg-slate-50"
+                  }`}
+                >
+                  {opt.label}
+                </button>
+              );
+            })}
+          </div>
+        </div>
+
+        {/* 右侧：状态 + 排序 */}
+        <div className="flex flex-wrap items-center gap-2">
+          <div className="flex items-center gap-1 text-[11px] text-slate-400">
+            <span>状态:</span>
+            {[
+              { key: "all" as StatusFilter, label: "全部" },
+              { key: "running" as StatusFilter, label: "运行中" },
+              { key: "paused" as StatusFilter, label: "已暂停" },
+              { key: "error" as StatusFilter, label: "异常" },
+            ].map((opt) => {
+              const active = statusFilter === opt.key;
+              return (
+                <button
+                  key={opt.key}
+                  onClick={() => setStatusFilter(opt.key)}
+                  className={`px-2 py-0.5 rounded-full border text-[11px] ${
+                    active
+                      ? "border-slate-700 bg-slate-800 text-white"
+                      : "border-slate-200 text-slate-500 hover:bg-slate-50"
+                  }`}
+                >
+                  {opt.label}
+                </button>
+              );
+            })}
+          </div>
+          <div className="flex items-center gap-1 text-[11px] text-slate-400">
+            <span>排序:</span>
+            <select
+              value={sortKey}
+              onChange={(e) => setSortKey(e.target.value as SortKey)}
+              className="border border-slate-200 rounded-lg px-2 py-1 text-[11px] text-slate-700 bg-white"
+            >
+              <option value="net_usdt_desc">总盈亏从高到低</option>
+              <option value="net_usdt_asc">总盈亏从低到高</option>
+              <option value="pnl24h_desc">24h 盈亏从高到低</option>
+              <option value="pnl24h_asc">24h 盈亏从低到高</option>
+              <option value="recent">最近有交易优先</option>
+            </select>
+          </div>
+        </div>
+      </div>
+
       {/* Strategy Cards */}
       <div className="grid grid-cols-1 md:grid-cols-2 xl:grid-cols-3 gap-4">
-        {strategies.map((s) => (
+        {filteredStrategies.map((s) => (
           <StrategyCardComponent
             key={s.strategy_id}
             s={s}
@@ -395,7 +524,7 @@ export default function StrategyPlazaPage() {
         ))}
       </div>
 
-      {strategies.length === 0 && (
+      {filteredStrategies.length === 0 && (
         <div className="text-center text-slate-400 text-sm py-16">
           <p className="mb-3">暂无运行中的策略</p>
           <button

scripts/bootstrap_eth_xrp_sol_strategies.py

@@ -0,0 +1,244 @@
+#!/usr/bin/env python3
+"""
+bootstrap_eth_xrp_sol_strategies.py
+
+基于 v5.3 Optuna 结果 + v53.json 的 symbol_gates，为策略工厂批量创建
+ETH/XRP/SOL 的 54 条单币种策略配置。
+
+约定：
+  - 仍沿用 BTC 工厂当前的 CVD 组合与 TP 档位：
+      * CVD 窗口: (5m,30m), (5m,1h), (15m,1h), (15m,4h), (30m,1h), (30m,4h)
+      * TP 档位: 保守 / 平衡 / 激进（sl=2ATR，TP=0.75/1.0/1.5R 与 1.5/2.0/2.5R）
+  - 每个 symbol 的门控阈值复刻 v53.json 的 symbol_gates：
+      * ETHUSDT: min_vol=0.003, whale_usd=50000, obi=0.35, spd=0.005
+      * XRPUSDT: min_vol=0.0025, whale_usd=30000, obi=0.40, spd=0.006
+      * SOLUSDT: min_vol=0.004, whale_usd=20000, obi=0.45, spd=0.008
+  - 五门开关与 BTC 工厂当前配置保持一致：
+      * 波动率门 / CVD 门 / 巨鲸门 / OBI 门：启用
+      * 期现门：关闭（仅写入阈值，保留以后启用的空间）
+  - 权重与开仓阈值取自 optuna_results_v3_cn.xlsx 中各 symbol 的 v53/v53_fast Top1：
+      * ETHUSDT (v53):       dir=51, env=18, aux=28, mom=3,  threshold=75
+      * XRPUSDT (v53):       dir=58, env=8,  aux=32, mom=2,  threshold=80
+      * SOLUSDT (v53_fast):  dir=38, env=42, aux=8,  mom=12, threshold=65
+
+注意：
+  - 如果某个 display_name 已存在于 strategies 表，将跳过，不会重复插入。
+  - 连接参数走 backend.db.get_sync_conn()，运行脚本时请设置：
+        PG_HOST=127.0.0.1 PG_PORT=9470 PG_DB=arb_engine PG_USER=arb PG_PASS=...
+    或在服务器上直接使用 Cloud SQL 内网地址。
+"""
+
+from __future__ import annotations
+
+import os
+import sys
+from dataclasses import dataclass
+
+# 确保可以从 backend 导入 db.get_sync_conn
+sys.path.insert(0, os.path.join(os.path.dirname(__file__), "..", "backend"))
+from db import get_sync_conn  # type: ignore
+
+
+@dataclass
+class SymbolProfile:
+    symbol: str
+    weight_direction: int
+    weight_env: int
+    weight_aux: int
+    weight_momentum: int
+    entry_score: int
+    min_vol: float
+    whale_usd_threshold: float
+    whale_flow_pct: float
+    obi_threshold: float
+    spot_perp_threshold: float
+
+
+# 基于 optuna_results_v3_cn.xlsx Top1 Summary + v53.json symbol_gates
+SYMBOL_PROFILES: list[SymbolProfile] = [
+    SymbolProfile(
+        symbol="ETHUSDT",
+        weight_direction=51,
+        weight_env=18,
+        weight_aux=28,
+        weight_momentum=3,
+        entry_score=75,
+        min_vol=0.003,
+        whale_usd_threshold=50_000,
+        whale_flow_pct=0.5,  # ALT 分支主要用 whale_usd_threshold，此处保持默认
+        obi_threshold=0.35,
+        spot_perp_threshold=0.005,
+    ),
+    SymbolProfile(
+        symbol="XRPUSDT",
+        weight_direction=58,
+        weight_env=8,
+        weight_aux=32,
+        weight_momentum=2,
+        entry_score=80,
+        min_vol=0.0025,
+        whale_usd_threshold=30_000,
+        whale_flow_pct=0.5,
+        obi_threshold=0.40,
+        spot_perp_threshold=0.006,
+    ),
+    SymbolProfile(
+        symbol="SOLUSDT",
+        weight_direction=38,
+        weight_env=42,
+        weight_aux=8,
+        weight_momentum=12,
+        entry_score=65,
+        min_vol=0.004,
+        whale_usd_threshold=20_000,
+        whale_flow_pct=0.5,
+        obi_threshold=0.45,
+        spot_perp_threshold=0.008,
+    ),
+]
+
+
+# 与 BTC 工厂一致的 CVD 组合
+CVD_COMBOS: list[tuple[str, str]] = [
+    ("5m", "30m"),
+    ("5m", "1h"),
+    ("15m", "1h"),
+    ("15m", "4h"),
+    ("30m", "1h"),
+    ("30m", "4h"),
+]
+
+
+# TP 档位：保守 / 平衡 / 激进（统一 sl_multiplier=2.0）
+TP_PROFILES: dict[str, dict[str, float]] = {
+    "保守": {"sl_atr_multiplier": 2.0, "tp1_ratio": 0.75, "tp2_ratio": 1.5},
+    "平衡": {"sl_atr_multiplier": 2.0, "tp1_ratio": 1.0, "tp2_ratio": 2.0},
+    "激进": {"sl_atr_multiplier": 2.0, "tp1_ratio": 1.5, "tp2_ratio": 2.5},
+}
+
+
+def build_display_name(symbol: str, fast_win: str, slow_win: str, tp_label: str) -> str:
+    """
+    生成与 BTC 工厂一致的 display_name，例如：
+      BTC_CVD5x30m_TP保守 → ETH_CVD5x30m_TP保守
+    """
+    base = symbol.replace("USDT", "")
+    fast_label = fast_win.replace("m", "")  # "5m" → "5"
+    return f"{base}_CVD{fast_label}x{slow_win}_TP{tp_label}"
+
+
+def main() -> None:
+    created = 0
+    skipped = 0
+
+    with get_sync_conn() as conn:
+        with conn.cursor() as cur:
+            for profile in SYMBOL_PROFILES:
+                sym = profile.symbol
+                for fast_win, slow_win in CVD_COMBOS:
+                    for tp_label, tp_cfg in TP_PROFILES.items():
+                        display_name = build_display_name(sym, fast_win, slow_win, tp_label)
+
+                        # 避免重复插入：按 display_name 检查
+                        cur.execute(
+                            "SELECT 1 FROM strategies WHERE display_name=%s",
+                            (display_name,),
+                        )
+                        if cur.fetchone():
+                            skipped += 1
+                            continue
+
+                        cur.execute(
+                            """
+                            INSERT INTO strategies (
+                                display_name,
+                                symbol,
+                                direction,
+                                cvd_fast_window,
+                                cvd_slow_window,
+                                weight_direction,
+                                weight_env,
+                                weight_aux,
+                                weight_momentum,
+                                entry_score,
+                                gate_vol_enabled,
+                                vol_atr_pct_min,
+                                gate_cvd_enabled,
+                                gate_whale_enabled,
+                                whale_usd_threshold,
+                                whale_flow_pct,
+                                gate_obi_enabled,
+                                obi_threshold,
+                                gate_spot_perp_enabled,
+                                spot_perp_threshold,
+                                sl_atr_multiplier,
+                                tp1_ratio,
+                                tp2_ratio,
+                                timeout_minutes,
+                                flip_threshold
+                            )
+                            VALUES (
+                                %s,  -- display_name
+                                %s,  -- symbol
+                                %s,  -- direction
+                                %s,  -- cvd_fast_window
+                                %s,  -- cvd_slow_window
+                                %s,  -- weight_direction
+                                %s,  -- weight_env
+                                %s,  -- weight_aux
+                                %s,  -- weight_momentum
+                                %s,  -- entry_score
+                                %s,  -- gate_vol_enabled
+                                %s,  -- vol_atr_pct_min
+                                %s,  -- gate_cvd_enabled
+                                %s,  -- gate_whale_enabled
+                                %s,  -- whale_usd_threshold
+                                %s,  -- whale_flow_pct
+                                %s,  -- gate_obi_enabled
+                                %s,  -- obi_threshold
+                                %s,  -- gate_spot_perp_enabled
+                                %s,  -- spot_perp_threshold
+                                %s,  -- sl_atr_multiplier
+                                %s,  -- tp1_ratio
+                                %s,  -- tp2_ratio
+                                %s,  -- timeout_minutes
+                                %s   -- flip_threshold
+                            )
+                            """,
+                            (
+                                display_name,
+                                sym,
+                                "both",  # 方向：多空双向
+                                fast_win,
+                                slow_win,
+                                profile.weight_direction,
+                                profile.weight_env,
+                                profile.weight_aux,
+                                profile.weight_momentum,
+                                profile.entry_score,
+                                True,  # gate_vol_enabled
+                                profile.min_vol,
+                                True,  # gate_cvd_enabled
+                                True,  # gate_whale_enabled
+                                profile.whale_usd_threshold,
+                                profile.whale_flow_pct,
+                                True,  # gate_obi_enabled
+                                profile.obi_threshold,
+                                False,  # gate_spot_perp_enabled（与当前 BTC 工厂一致，先关闭）
+                                profile.spot_perp_threshold,
+                                tp_cfg["sl_atr_multiplier"],
+                                tp_cfg["tp1_ratio"],
+                                tp_cfg["tp2_ratio"],
+                                240,  # timeout_minutes，沿用 BTC 工厂
+                                80,   # flip_threshold，沿用 v5.4 设计
+                            ),
+                        )
+                        created += 1
+
+            conn.commit()
+
+    print(f"[bootstrap] created={created}, skipped={skipped}")
+
+
+if __name__ == "__main__":
+    main()