docs: add full project spec for Codex rewrite

backend/main.py

@@ -688,10 +688,32 @@ async def paper_set_config(request: Request, user: dict = Depends(get_current_us
 @app.get("/api/paper/summary")
 async def paper_summary(
     strategy: str = "all",
+    strategy_id: str = "all",
     user: dict = Depends(get_current_user),
 ):
     """模拟盘总览"""
-    if strategy == "all":
+    if strategy_id != "all":
+        closed = await async_fetch(
+            "SELECT pnl_r, direction FROM paper_trades "
+            "WHERE status NOT IN ('active','tp1_hit') AND strategy_id = $1",
+            strategy_id,
+        )
+        active = await async_fetch(
+            "SELECT id FROM paper_trades WHERE status IN ('active','tp1_hit') AND strategy_id = $1",
+            strategy_id,
+        )
+        first = await async_fetchrow(
+            "SELECT MIN(created_at) as start FROM paper_trades WHERE strategy_id = $1",
+            strategy_id,
+        )
+        # 从 strategies 表取该策略的 initial_balance
+        strat_row = await async_fetchrow(
+            "SELECT initial_balance FROM strategies WHERE strategy_id = $1",
+            strategy_id,
+        )
+        initial_balance = float(strat_row["initial_balance"]) if strat_row else paper_config["initial_balance"]
+        risk_per_trade = paper_config["risk_per_trade"]
+    elif strategy == "all":
         closed = await async_fetch(
             "SELECT pnl_r, direction FROM paper_trades WHERE status NOT IN ('active','tp1_hit')"
         )
@@ -699,6 +721,8 @@ async def paper_summary(
             "SELECT id FROM paper_trades WHERE status IN ('active','tp1_hit')"
         )
         first = await async_fetchrow("SELECT MIN(created_at) as start FROM paper_trades")
+        initial_balance = paper_config["initial_balance"]
+        risk_per_trade = paper_config["risk_per_trade"]
     else:
         closed = await async_fetch(
             "SELECT pnl_r, direction FROM paper_trades "
@@ -713,13 +737,15 @@ async def paper_summary(
             "SELECT MIN(created_at) as start FROM paper_trades WHERE strategy = $1",
             strategy,
         )
+        initial_balance = paper_config["initial_balance"]
+        risk_per_trade = paper_config["risk_per_trade"]
 
     total = len(closed)
     wins = len([r for r in closed if r["pnl_r"] > 0])
     total_pnl = sum(r["pnl_r"] for r in closed)
-    paper_1r_usd = paper_config["initial_balance"] * paper_config["risk_per_trade"]
+    paper_1r_usd = initial_balance * risk_per_trade
     total_pnl_usdt = total_pnl * paper_1r_usd
-    balance = paper_config["initial_balance"] + total_pnl_usdt
+    balance = initial_balance + total_pnl_usdt
     win_rate = (wins / total * 100) if total > 0 else 0
     gross_profit = sum(r["pnl_r"] for r in closed if r["pnl_r"] > 0)
     gross_loss = abs(sum(r["pnl_r"] for r in closed if r["pnl_r"] <= 0))
@@ -740,18 +766,26 @@ async def paper_summary(
 @app.get("/api/paper/positions")
 async def paper_positions(
     strategy: str = "all",
+    strategy_id: str = "all",
     user: dict = Depends(get_current_user),
 ):
     """当前活跃持仓（含实时价格和浮动盈亏）"""
-    if strategy == "all":
+    if strategy_id != "all":
         rows = await async_fetch(
-            "SELECT id, symbol, direction, score, tier, strategy, entry_price, entry_ts, "
+            "SELECT id, symbol, direction, score, tier, strategy, strategy_id, entry_price, entry_ts, "
+            "tp1_price, tp2_price, sl_price, tp1_hit, status, atr_at_entry, score_factors, risk_distance "
+            "FROM paper_trades WHERE status IN ('active','tp1_hit') AND strategy_id = $1 ORDER BY entry_ts DESC",
+            strategy_id,
+        )
+    elif strategy == "all":
+        rows = await async_fetch(
+            "SELECT id, symbol, direction, score, tier, strategy, strategy_id, entry_price, entry_ts, "
             "tp1_price, tp2_price, sl_price, tp1_hit, status, atr_at_entry, score_factors, risk_distance "
             "FROM paper_trades WHERE status IN ('active','tp1_hit') ORDER BY entry_ts DESC"
         )
     else:
         rows = await async_fetch(
-            "SELECT id, symbol, direction, score, tier, strategy, entry_price, entry_ts, "
+            "SELECT id, symbol, direction, score, tier, strategy, strategy_id, entry_price, entry_ts, "
             "tp1_price, tp2_price, sl_price, tp1_hit, status, atr_at_entry, score_factors, risk_distance "
             "FROM paper_trades WHERE status IN ('active','tp1_hit') AND strategy = $1 ORDER BY entry_ts DESC",
             strategy,
@@ -809,6 +843,7 @@ async def paper_trades(
     symbol: str = "all",
     result: str = "all",
     strategy: str = "all",
+    strategy_id: str = "all",
     limit: int = 100,
     user: dict = Depends(get_current_user),
 ):
@@ -827,7 +862,11 @@ async def paper_trades(
     elif result == "loss":
         conditions.append("pnl_r <= 0")
 
-    if strategy != "all":
+    if strategy_id != "all":
+        conditions.append(f"strategy_id = ${idx}")
+        params.append(strategy_id)
+        idx += 1
+    elif strategy != "all":
         conditions.append(f"strategy = ${idx}")
         params.append(strategy)
         idx += 1
@@ -835,7 +874,7 @@ async def paper_trades(
     where = " AND ".join(conditions)
     params.append(limit)
     rows = await async_fetch(
-        f"SELECT id, symbol, direction, score, tier, strategy, entry_price, exit_price, "
+        f"SELECT id, symbol, direction, score, tier, strategy, strategy_id, entry_price, exit_price, "
         f"entry_ts, exit_ts, pnl_r, status, tp1_hit, score_factors "
         f"FROM paper_trades WHERE {where} ORDER BY exit_ts DESC LIMIT ${idx}",
         *params
@@ -846,10 +885,17 @@ async def paper_trades(
 @app.get("/api/paper/equity-curve")
 async def paper_equity_curve(
     strategy: str = "all",
+    strategy_id: str = "all",
     user: dict = Depends(get_current_user),
 ):
     """权益曲线"""
-    if strategy == "all":
+    if strategy_id != "all":
+        rows = await async_fetch(
+            "SELECT exit_ts, pnl_r FROM paper_trades "
+            "WHERE status NOT IN ('active','tp1_hit') AND strategy_id = $1 ORDER BY exit_ts ASC",
+            strategy_id,
+        )
+    elif strategy == "all":
         rows = await async_fetch(
             "SELECT exit_ts, pnl_r FROM paper_trades "
             "WHERE status NOT IN ('active','tp1_hit') ORDER BY exit_ts ASC"
@@ -871,10 +917,17 @@ async def paper_equity_curve(
 @app.get("/api/paper/stats")
 async def paper_stats(
     strategy: str = "all",
+    strategy_id: str = "all",
     user: dict = Depends(get_current_user),
 ):
     """详细统计"""
-    if strategy == "all":
+    if strategy_id != "all":
+        rows = await async_fetch(
+            "SELECT symbol, direction, pnl_r, tier, entry_ts, exit_ts "
+            "FROM paper_trades WHERE status NOT IN ('active','tp1_hit') AND strategy_id = $1",
+            strategy_id,
+        )
+    elif strategy == "all":
         rows = await async_fetch(
             "SELECT symbol, direction, pnl_r, tier, entry_ts, exit_ts "
             "FROM paper_trades WHERE status NOT IN ('active','tp1_hit')"
@@ -2179,3 +2232,614 @@ async def strategy_plaza_trades(
         strategy_id, limit
     )
     return {"trades": [dict(r) for r in rows]}
+
+
+# ─────────────────────────────────────────────────────────────────────────────
+# V5.4 Strategy Factory API
+# ─────────────────────────────────────────────────────────────────────────────
+import uuid as _uuid
+from typing import Optional
+from pydantic import BaseModel, Field, field_validator, model_validator
+
+# ── Pydantic Models ──────────────────────────────────────────────────────────
+
+class StrategyCreateRequest(BaseModel):
+    display_name: str = Field(..., min_length=1, max_length=50)
+    symbol: str
+    direction: str = "both"
+    initial_balance: float = 10000.0
+    cvd_fast_window: str = "30m"
+    cvd_slow_window: str = "4h"
+    weight_direction: int = 55
+    weight_env: int = 25
+    weight_aux: int = 15
+    weight_momentum: int = 5
+    entry_score: int = 75
+    # 门1 波动率
+    gate_vol_enabled: bool = True
+    vol_atr_pct_min: float = 0.002
+    # 门2 CVD共振
+    gate_cvd_enabled: bool = True
+    # 门3 鲸鱼否决
+    gate_whale_enabled: bool = True
+    whale_usd_threshold: float = 50000.0
+    whale_flow_pct: float = 0.5
+    # 门4 OBI否决
+    gate_obi_enabled: bool = True
+    obi_threshold: float = 0.35
+    # 门5 期现背离
+    gate_spot_perp_enabled: bool = False
+    spot_perp_threshold: float = 0.005
+    # 风控参数
+    sl_atr_multiplier: float = 1.5
+    tp1_ratio: float = 0.75
+    tp2_ratio: float = 1.5
+    timeout_minutes: int = 240
+    flip_threshold: int = 80
+    description: Optional[str] = None
+
+    @field_validator("symbol")
+    @classmethod
+    def validate_symbol(cls, v):
+        allowed = {"BTCUSDT", "ETHUSDT", "SOLUSDT", "XRPUSDT"}
+        if v not in allowed:
+            raise ValueError(f"symbol must be one of {allowed}")
+        return v
+
+    @field_validator("direction")
+    @classmethod
+    def validate_direction(cls, v):
+        if v not in {"long_only", "short_only", "both"}:
+            raise ValueError("direction must be long_only, short_only, or both")
+        return v
+
+    @field_validator("cvd_fast_window")
+    @classmethod
+    def validate_cvd_fast(cls, v):
+        if v not in {"5m", "15m", "30m"}:
+            raise ValueError("cvd_fast_window must be 5m, 15m, or 30m")
+        return v
+
+    @field_validator("cvd_slow_window")
+    @classmethod
+    def validate_cvd_slow(cls, v):
+        if v not in {"30m", "1h", "4h"}:
+            raise ValueError("cvd_slow_window must be 30m, 1h, or 4h")
+        return v
+
+    @field_validator("weight_direction")
+    @classmethod
+    def validate_w_dir(cls, v):
+        if not 10 <= v <= 80:
+            raise ValueError("weight_direction must be 10-80")
+        return v
+
+    @field_validator("weight_env")
+    @classmethod
+    def validate_w_env(cls, v):
+        if not 5 <= v <= 60:
+            raise ValueError("weight_env must be 5-60")
+        return v
+
+    @field_validator("weight_aux")
+    @classmethod
+    def validate_w_aux(cls, v):
+        if not 0 <= v <= 40:
+            raise ValueError("weight_aux must be 0-40")
+        return v
+
+    @field_validator("weight_momentum")
+    @classmethod
+    def validate_w_mom(cls, v):
+        if not 0 <= v <= 20:
+            raise ValueError("weight_momentum must be 0-20")
+        return v
+
+    @model_validator(mode="after")
+    def validate_weights_sum(self):
+        total = self.weight_direction + self.weight_env + self.weight_aux + self.weight_momentum
+        if total != 100:
+            raise ValueError(f"Weights must sum to 100, got {total}")
+        return self
+
+    @field_validator("entry_score")
+    @classmethod
+    def validate_entry_score(cls, v):
+        if not 60 <= v <= 95:
+            raise ValueError("entry_score must be 60-95")
+        return v
+
+    @field_validator("vol_atr_pct_min")
+    @classmethod
+    def validate_vol_atr(cls, v):
+        if not 0.0001 <= v <= 0.02:
+            raise ValueError("vol_atr_pct_min must be 0.0001-0.02")
+        return v
+
+    @field_validator("whale_usd_threshold")
+    @classmethod
+    def validate_whale_usd(cls, v):
+        if not 1000 <= v <= 1000000:
+            raise ValueError("whale_usd_threshold must be 1000-1000000")
+        return v
+
+    @field_validator("whale_flow_pct")
+    @classmethod
+    def validate_whale_flow(cls, v):
+        if not 0.0 <= v <= 1.0:
+            raise ValueError("whale_flow_pct must be 0.0-1.0")
+        return v
+
+    @field_validator("obi_threshold")
+    @classmethod
+    def validate_obi(cls, v):
+        if not 0.1 <= v <= 0.9:
+            raise ValueError("obi_threshold must be 0.1-0.9")
+        return v
+
+    @field_validator("spot_perp_threshold")
+    @classmethod
+    def validate_spot_perp(cls, v):
+        if not 0.0005 <= v <= 0.01:
+            raise ValueError("spot_perp_threshold must be 0.0005-0.01")
+        return v
+
+    @field_validator("sl_atr_multiplier")
+    @classmethod
+    def validate_sl(cls, v):
+        if not 0.5 <= v <= 3.0:
+            raise ValueError("sl_atr_multiplier must be 0.5-3.0")
+        return v
+
+    @field_validator("tp1_ratio")
+    @classmethod
+    def validate_tp1(cls, v):
+        if not 0.3 <= v <= 2.0:
+            raise ValueError("tp1_ratio must be 0.3-2.0")
+        return v
+
+    @field_validator("tp2_ratio")
+    @classmethod
+    def validate_tp2(cls, v):
+        if not 0.5 <= v <= 4.0:
+            raise ValueError("tp2_ratio must be 0.5-4.0")
+        return v
+
+    @field_validator("timeout_minutes")
+    @classmethod
+    def validate_timeout(cls, v):
+        if not 30 <= v <= 1440:
+            raise ValueError("timeout_minutes must be 30-1440")
+        return v
+
+    @field_validator("flip_threshold")
+    @classmethod
+    def validate_flip(cls, v):
+        if not 60 <= v <= 95:
+            raise ValueError("flip_threshold must be 60-95")
+        return v
+
+    @field_validator("initial_balance")
+    @classmethod
+    def validate_balance(cls, v):
+        if v < 1000:
+            raise ValueError("initial_balance must be >= 1000")
+        return v
+
+
+class StrategyUpdateRequest(BaseModel):
+    """Partial update - all fields optional"""
+    display_name: Optional[str] = Field(None, min_length=1, max_length=50)
+    direction: Optional[str] = None
+    cvd_fast_window: Optional[str] = None
+    cvd_slow_window: Optional[str] = None
+    weight_direction: Optional[int] = None
+    weight_env: Optional[int] = None
+    weight_aux: Optional[int] = None
+    weight_momentum: Optional[int] = None
+    entry_score: Optional[int] = None
+    # 门1 波动率
+    gate_vol_enabled: Optional[bool] = None
+    vol_atr_pct_min: Optional[float] = None
+    # 门2 CVD共振
+    gate_cvd_enabled: Optional[bool] = None
+    # 门3 鲸鱼否决
+    gate_whale_enabled: Optional[bool] = None
+    whale_usd_threshold: Optional[float] = None
+    whale_flow_pct: Optional[float] = None
+    # 门4 OBI否决
+    gate_obi_enabled: Optional[bool] = None
+    obi_threshold: Optional[float] = None
+    # 门5 期现背离
+    gate_spot_perp_enabled: Optional[bool] = None
+    spot_perp_threshold: Optional[float] = None
+    # 风控
+    sl_atr_multiplier: Optional[float] = None
+    tp1_ratio: Optional[float] = None
+    tp2_ratio: Optional[float] = None
+    timeout_minutes: Optional[int] = None
+    flip_threshold: Optional[int] = None
+    description: Optional[str] = None
+
+
+class AddBalanceRequest(BaseModel):
+    amount: float = Field(..., gt=0)
+
+
+class DeprecateRequest(BaseModel):
+    confirm: bool
+
+
+# ── Helper ──────────────────────────────────────────────────────────────────
+
+async def _get_strategy_or_404(strategy_id: str) -> dict:
+    row = await async_fetchrow(
+        "SELECT * FROM strategies WHERE strategy_id=$1",
+        strategy_id
+    )
+    if not row:
+        raise HTTPException(status_code=404, detail="Strategy not found")
+    return dict(row)
+
+
+def _strategy_row_to_card(row: dict) -> dict:
+    """Convert a strategies row to a card-level response (no config params)"""
+    return {
+        "strategy_id": str(row["strategy_id"]),
+        "display_name": row["display_name"],
+        "status": row["status"],
+        "symbol": row["symbol"],
+        "direction": row["direction"],
+        "started_at": int(row["created_at"].timestamp() * 1000) if row.get("created_at") else 0,
+        "initial_balance": row["initial_balance"],
+        "current_balance": row["current_balance"],
+        "net_usdt": round(row["current_balance"] - row["initial_balance"], 2),
+        "deprecated_at": int(row["deprecated_at"].timestamp() * 1000) if row.get("deprecated_at") else None,
+        "last_run_at": int(row["last_run_at"].timestamp() * 1000) if row.get("last_run_at") else None,
+        "schema_version": row["schema_version"],
+    }
+
+
+def _strategy_row_to_detail(row: dict) -> dict:
+    """Full detail including all config params"""
+    base = _strategy_row_to_card(row)
+    base.update({
+        "cvd_fast_window": row["cvd_fast_window"],
+        "cvd_slow_window": row["cvd_slow_window"],
+        "weight_direction": row["weight_direction"],
+        "weight_env": row["weight_env"],
+        "weight_aux": row["weight_aux"],
+        "weight_momentum": row["weight_momentum"],
+        "entry_score": row["entry_score"],
+        # 门1 波动率
+        "gate_vol_enabled": row["gate_vol_enabled"],
+        "vol_atr_pct_min": row["vol_atr_pct_min"],
+        # 门2 CVD共振
+        "gate_cvd_enabled": row["gate_cvd_enabled"],
+        # 门3 鲸鱼否决
+        "gate_whale_enabled": row["gate_whale_enabled"],
+        "whale_usd_threshold": row["whale_usd_threshold"],
+        "whale_flow_pct": row["whale_flow_pct"],
+        # 门4 OBI否决
+        "gate_obi_enabled": row["gate_obi_enabled"],
+        "obi_threshold": row["obi_threshold"],
+        # 门5 期现背离
+        "gate_spot_perp_enabled": row["gate_spot_perp_enabled"],
+        "spot_perp_threshold": row["spot_perp_threshold"],
+        "sl_atr_multiplier": row["sl_atr_multiplier"],
+        "tp1_ratio": row["tp1_ratio"],
+        "tp2_ratio": row["tp2_ratio"],
+        "timeout_minutes": row["timeout_minutes"],
+        "flip_threshold": row["flip_threshold"],
+        "description": row.get("description"),
+        "created_at": int(row["created_at"].timestamp() * 1000) if row.get("created_at") else 0,
+        "updated_at": int(row["updated_at"].timestamp() * 1000) if row.get("updated_at") else 0,
+    })
+    return base
+
+
+async def _get_strategy_trade_stats(strategy_id: str) -> dict:
+    """Fetch trade statistics for a strategy by strategy_id.
+    兼容新数据（strategy_id列）和旧数据（strategy文本列）。
+    """
+    # 固定 UUID → legacy strategy文本名映射（迁移时写死的三条策略）
+    LEGACY_NAME_MAP = {
+        "00000000-0000-0000-0000-000000000053": "v53",
+        "00000000-0000-0000-0000-000000000054": "v53_middle",
+        "00000000-0000-0000-0000-000000000055": "v53_fast",
+    }
+    legacy_name = LEGACY_NAME_MAP.get(strategy_id)
+
+    # 查已关闭的交易记录（同时兼容新旧两种匹配方式）
+    if legacy_name:
+        rows = await async_fetch(
+            """SELECT status, pnl_r, tp1_hit, entry_ts, exit_ts
+               FROM paper_trades
+               WHERE status NOT IN ('active', 'tp1_hit')
+               AND (strategy_id=$1 OR (strategy_id IS NULL AND strategy=$2))
+               ORDER BY entry_ts DESC""",
+            strategy_id, legacy_name
+        )
+    else:
+        rows = await async_fetch(
+            """SELECT status, pnl_r, tp1_hit, entry_ts, exit_ts
+               FROM paper_trades
+               WHERE strategy_id=$1 AND status NOT IN ('active', 'tp1_hit')
+               ORDER BY entry_ts DESC""",
+            strategy_id
+        )
+
+    if not rows:
+        # 即使没有历史记录也要查持仓
+        pass
+
+    total = len(rows)
+    wins = [r for r in rows if (r["pnl_r"] or 0) > 0]
+    losses = [r for r in rows if (r["pnl_r"] or 0) < 0]
+    win_rate = round(len(wins) / total * 100, 1) if total else 0.0
+    avg_win = round(sum(r["pnl_r"] for r in wins) / len(wins), 3) if wins else 0.0
+    avg_loss = round(sum(r["pnl_r"] for r in losses) / len(losses), 3) if losses else 0.0
+    last_trade_at = rows[0]["exit_ts"] if rows else None
+
+    # 24h stats
+    cutoff_ms = int((datetime.utcnow() - timedelta(hours=24)).timestamp() * 1000)
+    rows_24h = [r for r in rows if (r["exit_ts"] or 0) >= cutoff_ms]
+    pnl_r_24h = round(sum(r["pnl_r"] or 0 for r in rows_24h), 3)
+    pnl_usdt_24h = round(pnl_r_24h * 200, 2)
+
+    # Open positions — status IN ('active','tp1_hit')，同时兼容新旧记录
+    if legacy_name:
+        open_rows = await async_fetch(
+            """SELECT COUNT(*) as cnt FROM paper_trades
+               WHERE status IN ('active','tp1_hit')
+               AND (strategy_id=$1 OR (strategy_id IS NULL AND strategy=$2))""",
+            strategy_id, legacy_name
+        )
+    else:
+        open_rows = await async_fetch(
+            """SELECT COUNT(*) as cnt FROM paper_trades
+               WHERE strategy_id=$1 AND status IN ('active','tp1_hit')""",
+            strategy_id
+        )
+    open_positions = int(open_rows[0]["cnt"]) if open_rows else 0
+
+    return {
+        "trade_count": total,
+        "win_rate": win_rate,
+        "avg_win_r": avg_win,
+        "avg_loss_r": avg_loss,
+        "open_positions": open_positions,
+        "pnl_usdt_24h": pnl_usdt_24h,
+        "pnl_r_24h": pnl_r_24h,
+        "last_trade_at": last_trade_at,
+        "net_r": round(sum(r["pnl_r"] or 0 for r in rows), 3),
+        "net_usdt": round(sum(r["pnl_r"] or 0 for r in rows) * 200, 2),
+    }
+
+
+# ── Endpoints ────────────────────────────────────────────────────────────────
+
+@app.post("/api/strategies")
+async def create_strategy(body: StrategyCreateRequest, user: dict = Depends(get_current_user)):
+    """创建新策略实例"""
+    new_id = str(_uuid.uuid4())
+    await async_execute(
+        """INSERT INTO strategies (
+            strategy_id, display_name, schema_version, status,
+            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,
+            initial_balance, current_balance,
+            description
+        ) VALUES (
+            $1,$2,1,'running',
+            $3,$4,$5,$6,
+            $7,$8,$9,$10,
+            $11,
+            $12,$13,
+            $14,
+            $15,$16,$17,
+            $18,$19,
+            $20,$21,
+            $22,$23,$24,
+            $25,$26,
+            $27,$27,$28
+        )""",
+        new_id, body.display_name,
+        body.symbol, body.direction, body.cvd_fast_window, body.cvd_slow_window,
+        body.weight_direction, body.weight_env, body.weight_aux, body.weight_momentum,
+        body.entry_score,
+        body.gate_vol_enabled, body.vol_atr_pct_min,
+        body.gate_cvd_enabled,
+        body.gate_whale_enabled, body.whale_usd_threshold, body.whale_flow_pct,
+        body.gate_obi_enabled, body.obi_threshold,
+        body.gate_spot_perp_enabled, body.spot_perp_threshold,
+        body.sl_atr_multiplier, body.tp1_ratio, body.tp2_ratio,
+        body.timeout_minutes, body.flip_threshold,
+        body.initial_balance, body.description
+    )
+    row = await async_fetchrow("SELECT * FROM strategies WHERE strategy_id=$1", new_id)
+    return {"ok": True, "strategy": _strategy_row_to_detail(dict(row))}
+
+
+@app.get("/api/strategies")
+async def list_strategies(
+    include_deprecated: bool = False,
+    user: dict = Depends(get_current_user)
+):
+    """获取策略列表"""
+    if include_deprecated:
+        rows = await async_fetch("SELECT * FROM strategies ORDER BY created_at ASC")
+    else:
+        rows = await async_fetch(
+            "SELECT * FROM strategies WHERE status != 'deprecated' ORDER BY created_at ASC"
+        )
+    result = []
+    for row in rows:
+        d = _strategy_row_to_card(dict(row))
+        stats = await _get_strategy_trade_stats(str(row["strategy_id"]))
+        d.update(stats)
+        # 用实时计算的 net_usdt 覆盖 DB 静态的 current_balance
+        d["current_balance"] = round(row["initial_balance"] + d["net_usdt"], 2)
+        result.append(d)
+    return {"strategies": result}
+
+
+@app.get("/api/strategies/{sid}")
+async def get_strategy(sid: str, user: dict = Depends(get_current_user)):
+    """获取单个策略详情（含完整参数配置）"""
+    row = await _get_strategy_or_404(sid)
+    detail = _strategy_row_to_detail(row)
+    stats = await _get_strategy_trade_stats(sid)
+    detail.update(stats)
+    detail["current_balance"] = round(row["initial_balance"] + detail["net_usdt"], 2)
+    return {"strategy": detail}
+
+
+@app.patch("/api/strategies/{sid}")
+async def update_strategy(sid: str, body: StrategyUpdateRequest, user: dict = Depends(get_current_user)):
+    """更新策略参数（Partial Update）"""
+    row = await _get_strategy_or_404(sid)
+    if row["status"] == "deprecated":
+        raise HTTPException(status_code=403, detail="Cannot modify a deprecated strategy")
+
+    # Build SET clause dynamically from non-None fields
+    updates = body.model_dump(exclude_none=True)
+    if not updates:
+        raise HTTPException(status_code=400, detail="No fields to update")
+
+    # Validate weights sum if any weight is being changed
+    weight_fields = {"weight_direction", "weight_env", "weight_aux", "weight_momentum"}
+    if weight_fields & set(updates.keys()):
+        w_dir = updates.get("weight_direction", row["weight_direction"])
+        w_env = updates.get("weight_env", row["weight_env"])
+        w_aux = updates.get("weight_aux", row["weight_aux"])
+        w_mom = updates.get("weight_momentum", row["weight_momentum"])
+        if w_dir + w_env + w_aux + w_mom != 100:
+            raise HTTPException(status_code=400, detail=f"Weights must sum to 100, got {w_dir+w_env+w_aux+w_mom}")
+
+    # Validate individual field ranges
+    validators = {
+        "direction": lambda v: v in {"long_only", "short_only", "both"},
+        "cvd_fast_window": lambda v: v in {"5m", "15m", "30m"},
+        "cvd_slow_window": lambda v: v in {"30m", "1h", "4h"},
+        "weight_direction": lambda v: 10 <= v <= 80,
+        "weight_env": lambda v: 5 <= v <= 60,
+        "weight_aux": lambda v: 0 <= v <= 40,
+        "weight_momentum": lambda v: 0 <= v <= 20,
+        "entry_score": lambda v: 60 <= v <= 95,
+        "obi_threshold": lambda v: 0.1 <= v <= 0.9,
+        "vol_atr_pct_min": lambda v: 0.0001 <= v <= 0.02,
+        "whale_usd_threshold": lambda v: 1000 <= v <= 1000000,
+        "whale_flow_pct": lambda v: 0.0 <= v <= 1.0,
+        "spot_perp_threshold": lambda v: 0.0005 <= v <= 0.01,
+        "sl_atr_multiplier": lambda v: 0.5 <= v <= 3.0,
+        "tp1_ratio": lambda v: 0.3 <= v <= 2.0,
+        "tp2_ratio": lambda v: 0.5 <= v <= 4.0,
+        "timeout_minutes": lambda v: 30 <= v <= 1440,
+        "flip_threshold": lambda v: 60 <= v <= 95,
+    }
+    for field, val in updates.items():
+        if field in validators and not validators[field](val):
+            raise HTTPException(status_code=400, detail=f"Invalid value for {field}: {val}")
+
+    # Execute update
+    set_parts = [f"{k}=${i+2}" for i, k in enumerate(updates.keys())]
+    set_parts.append(f"updated_at=NOW()")
+    sql = f"UPDATE strategies SET {', '.join(set_parts)} WHERE strategy_id=$1"
+    await async_execute(sql, sid, *updates.values())
+
+    updated = await async_fetchrow("SELECT * FROM strategies WHERE strategy_id=$1", sid)
+    return {"ok": True, "strategy": _strategy_row_to_detail(dict(updated))}
+
+
+@app.post("/api/strategies/{sid}/pause")
+async def pause_strategy(sid: str, user: dict = Depends(get_current_user)):
+    """暂停策略（停止开新仓，不影响现有持仓）"""
+    row = await _get_strategy_or_404(sid)
+    if row["status"] == "deprecated":
+        raise HTTPException(status_code=403, detail="Cannot pause a deprecated strategy")
+    if row["status"] == "paused":
+        return {"ok": True, "message": "Already paused"}
+    await async_execute(
+        "UPDATE strategies SET status='paused', status_changed_at=NOW(), updated_at=NOW() WHERE strategy_id=$1",
+        sid
+    )
+    return {"ok": True, "status": "paused"}
+
+
+@app.post("/api/strategies/{sid}/resume")
+async def resume_strategy(sid: str, user: dict = Depends(get_current_user)):
+    """恢复策略"""
+    row = await _get_strategy_or_404(sid)
+    if row["status"] == "running":
+        return {"ok": True, "message": "Already running"}
+    await async_execute(
+        "UPDATE strategies SET status='running', status_changed_at=NOW(), updated_at=NOW() WHERE strategy_id=$1",
+        sid
+    )
+    return {"ok": True, "status": "running"}
+
+
+@app.post("/api/strategies/{sid}/deprecate")
+async def deprecate_strategy(sid: str, body: DeprecateRequest, user: dict = Depends(get_current_user)):
+    """废弃策略（数据永久保留，可重新启用）"""
+    if not body.confirm:
+        raise HTTPException(status_code=400, detail="Must set confirm=true to deprecate")
+    row = await _get_strategy_or_404(sid)
+    if row["status"] == "deprecated":
+        return {"ok": True, "message": "Already deprecated"}
+    await async_execute(
+        """UPDATE strategies
+           SET status='deprecated', deprecated_at=NOW(),
+               status_changed_at=NOW(), updated_at=NOW()
+           WHERE strategy_id=$1""",
+        sid
+    )
+    return {"ok": True, "status": "deprecated"}
+
+
+@app.post("/api/strategies/{sid}/restore")
+async def restore_strategy(sid: str, user: dict = Depends(get_current_user)):
+    """重新启用废弃策略（继续原有余额和历史数据）"""
+    row = await _get_strategy_or_404(sid)
+    if row["status"] != "deprecated":
+        raise HTTPException(status_code=400, detail="Strategy is not deprecated")
+    await async_execute(
+        """UPDATE strategies
+           SET status='running', deprecated_at=NULL,
+               status_changed_at=NOW(), updated_at=NOW()
+           WHERE strategy_id=$1""",
+        sid
+    )
+    return {"ok": True, "status": "running"}
+
+
+@app.post("/api/strategies/{sid}/add-balance")
+async def add_balance(sid: str, body: AddBalanceRequest, user: dict = Depends(get_current_user)):
+    """追加余额（initial_balance 和 current_balance 同步增加）"""
+    row = await _get_strategy_or_404(sid)
+    if row["status"] == "deprecated":
+        raise HTTPException(status_code=403, detail="Cannot add balance to a deprecated strategy")
+    new_initial = round(row["initial_balance"] + body.amount, 2)
+    new_current = round(row["current_balance"] + body.amount, 2)
+    await async_execute(
+        """UPDATE strategies
+           SET initial_balance=$2, current_balance=$3, updated_at=NOW()
+           WHERE strategy_id=$1""",
+        sid, new_initial, new_current
+    )
+    return {
+        "ok": True,
+        "initial_balance": new_initial,
+        "current_balance": new_current,
+        "added": body.amount,
+    }

backend/migrate_v54.py

@@ -0,0 +1,327 @@
+#!/usr/bin/env python3
+"""
+V5.4 Strategy Factory DB Migration Script
+- Creates `strategies` table
+- Adds strategy_id + strategy_name_snapshot to paper_trades, signal_indicators
+- Inserts existing 3 strategies with fixed UUIDs
+- Backfills strategy_id + strategy_name_snapshot for all existing records
+"""
+
+import os
+import sys
+import psycopg2
+from psycopg2.extras import execute_values
+
+PG_HOST = os.environ.get("PG_HOST", "10.106.0.3")
+PG_PASS = os.environ.get("PG_PASS", "arb_engine_2026")
+PG_USER = "arb"
+PG_DB = "arb_engine"
+
+# Fixed UUIDs for existing strategies (deterministic, easy to recognize)
+LEGACY_STRATEGY_MAP = {
+    "v53":        ("00000000-0000-0000-0000-000000000053", "V5.3 Standard"),
+    "v53_middle": ("00000000-0000-0000-0000-000000000054", "V5.3 Middle"),
+    "v53_fast":   ("00000000-0000-0000-0000-000000000055", "V5.3 Fast"),
+}
+
+# Default config values per strategy (from strategy JSON files)
+LEGACY_CONFIGS = {
+    "v53": {
+        "symbol": "BTCUSDT",  # multi-symbol, use BTC as representative
+        "cvd_fast_window": "30m",
+        "cvd_slow_window": "4h",
+        "weight_direction": 55,
+        "weight_env": 25,
+        "weight_aux": 15,
+        "weight_momentum": 5,
+        "entry_score": 75,
+        "sl_atr_multiplier": 1.0,
+        "tp1_ratio": 0.75,
+        "tp2_ratio": 1.5,
+        "timeout_minutes": 60,
+        "flip_threshold": 75,
+        "status": "running",
+        "initial_balance": 10000.0,
+    },
+    "v53_middle": {
+        "symbol": "BTCUSDT",
+        "cvd_fast_window": "15m",
+        "cvd_slow_window": "1h",
+        "weight_direction": 55,
+        "weight_env": 25,
+        "weight_aux": 15,
+        "weight_momentum": 5,
+        "entry_score": 75,
+        "sl_atr_multiplier": 1.0,
+        "tp1_ratio": 0.75,
+        "tp2_ratio": 1.5,
+        "timeout_minutes": 60,
+        "flip_threshold": 75,
+        "status": "running",
+        "initial_balance": 10000.0,
+    },
+    "v53_fast": {
+        "symbol": "BTCUSDT",
+        "cvd_fast_window": "5m",
+        "cvd_slow_window": "30m",
+        "weight_direction": 55,
+        "weight_env": 25,
+        "weight_aux": 15,
+        "weight_momentum": 5,
+        "entry_score": 75,
+        "sl_atr_multiplier": 1.0,
+        "tp1_ratio": 0.75,
+        "tp2_ratio": 1.5,
+        "timeout_minutes": 60,
+        "flip_threshold": 75,
+        "status": "running",
+        "initial_balance": 10000.0,
+    },
+}
+
+
+def get_conn():
+    return psycopg2.connect(
+        host=PG_HOST, user=PG_USER, password=PG_PASS, dbname=PG_DB
+    )
+
+
+def step1_create_strategies_table(cur):
+    print("[Step 1] Creating strategies table...")
+    cur.execute("""
+        CREATE TABLE IF NOT EXISTS strategies (
+            strategy_id         UUID PRIMARY KEY DEFAULT gen_random_uuid(),
+            display_name        TEXT NOT NULL,
+            schema_version      INT NOT NULL DEFAULT 1,
+            status              TEXT NOT NULL DEFAULT 'running'
+                                CHECK (status IN ('running', 'paused', 'deprecated')),
+            status_changed_at   TIMESTAMP,
+            last_run_at         TIMESTAMP,
+            deprecated_at       TIMESTAMP,
+            symbol              TEXT NOT NULL
+                                CHECK (symbol IN ('BTCUSDT', 'ETHUSDT', 'SOLUSDT', 'XRPUSDT')),
+            direction           TEXT NOT NULL DEFAULT 'both'
+                                CHECK (direction IN ('long_only', 'short_only', 'both')),
+            cvd_fast_window     TEXT NOT NULL DEFAULT '30m'
+                                CHECK (cvd_fast_window IN ('5m', '15m', '30m')),
+            cvd_slow_window     TEXT NOT NULL DEFAULT '4h'
+                                CHECK (cvd_slow_window IN ('30m', '1h', '4h')),
+            weight_direction    INT NOT NULL DEFAULT 55,
+            weight_env          INT NOT NULL DEFAULT 25,
+            weight_aux          INT NOT NULL DEFAULT 15,
+            weight_momentum     INT NOT NULL DEFAULT 5,
+            entry_score         INT NOT NULL DEFAULT 75,
+            gate_obi_enabled        BOOL NOT NULL DEFAULT TRUE,
+            obi_threshold           FLOAT NOT NULL DEFAULT 0.3,
+            gate_whale_enabled      BOOL NOT NULL DEFAULT TRUE,
+            whale_cvd_threshold     FLOAT NOT NULL DEFAULT 0.0,
+            gate_vol_enabled        BOOL NOT NULL DEFAULT TRUE,
+            atr_percentile_min      INT NOT NULL DEFAULT 20,
+            gate_spot_perp_enabled  BOOL NOT NULL DEFAULT FALSE,
+            spot_perp_threshold     FLOAT NOT NULL DEFAULT 0.002,
+            sl_atr_multiplier   FLOAT NOT NULL DEFAULT 1.5,
+            tp1_ratio           FLOAT NOT NULL DEFAULT 0.75,
+            tp2_ratio           FLOAT NOT NULL DEFAULT 1.5,
+            timeout_minutes     INT NOT NULL DEFAULT 240,
+            flip_threshold      INT NOT NULL DEFAULT 80,
+            initial_balance     FLOAT NOT NULL DEFAULT 10000.0,
+            current_balance     FLOAT NOT NULL DEFAULT 10000.0,
+            description         TEXT,
+            tags                TEXT[],
+            created_at          TIMESTAMP NOT NULL DEFAULT NOW(),
+            updated_at          TIMESTAMP NOT NULL DEFAULT NOW()
+        )
+    """)
+    cur.execute("CREATE INDEX IF NOT EXISTS idx_strategies_status ON strategies(status)")
+    cur.execute("CREATE INDEX IF NOT EXISTS idx_strategies_symbol ON strategies(symbol)")
+    cur.execute("CREATE INDEX IF NOT EXISTS idx_strategies_last_run ON strategies(last_run_at)")
+    print("[Step 1] Done.")
+
+
+def step2_add_columns(cur):
+    print("[Step 2] Adding strategy_id + strategy_name_snapshot columns...")
+    # paper_trades
+    for col, col_type in [
+        ("strategy_id", "UUID REFERENCES strategies(strategy_id)"),
+        ("strategy_name_snapshot", "TEXT"),
+    ]:
+        cur.execute(f"""
+            ALTER TABLE paper_trades
+            ADD COLUMN IF NOT EXISTS {col} {col_type}
+        """)
+    # signal_indicators
+    for col, col_type in [
+        ("strategy_id", "UUID REFERENCES strategies(strategy_id)"),
+        ("strategy_name_snapshot", "TEXT"),
+    ]:
+        cur.execute(f"""
+            ALTER TABLE signal_indicators
+            ADD COLUMN IF NOT EXISTS {col} {col_type}
+        """)
+    # Indexes
+    cur.execute("CREATE INDEX IF NOT EXISTS idx_paper_trades_strategy_id ON paper_trades(strategy_id)")
+    cur.execute("CREATE INDEX IF NOT EXISTS idx_si_strategy_id ON signal_indicators(strategy_id)")
+    print("[Step 2] Done.")
+
+
+def step3_insert_legacy_strategies(cur):
+    print("[Step 3] Inserting legacy strategies into strategies table...")
+    for strategy_name, (uuid, display_name) in LEGACY_STRATEGY_MAP.items():
+        cfg = LEGACY_CONFIGS[strategy_name]
+        # Compute current_balance from actual paper trades
+        cur.execute("""
+            SELECT
+                COALESCE(SUM(pnl_r) * 200, 0) as total_pnl_usdt
+            FROM paper_trades
+            WHERE strategy = %s AND status != 'active'
+        """, (strategy_name,))
+        row = cur.fetchone()
+        pnl_usdt = row[0] if row else 0
+        current_balance = round(cfg["initial_balance"] + pnl_usdt, 2)
+
+        cur.execute("""
+            INSERT INTO strategies (
+                strategy_id, display_name, schema_version, status,
+                symbol, direction,
+                cvd_fast_window, cvd_slow_window,
+                weight_direction, weight_env, weight_aux, weight_momentum,
+                entry_score,
+                gate_obi_enabled, obi_threshold,
+                gate_whale_enabled, whale_cvd_threshold,
+                gate_vol_enabled, atr_percentile_min,
+                gate_spot_perp_enabled, spot_perp_threshold,
+                sl_atr_multiplier, tp1_ratio, tp2_ratio,
+                timeout_minutes, flip_threshold,
+                initial_balance, current_balance,
+                description
+            ) VALUES (
+                %s, %s, 1, %s,
+                %s, 'both',
+                %s, %s,
+                %s, %s, %s, %s,
+                %s,
+                TRUE, 0.3,
+                TRUE, 0.0,
+                TRUE, 20,
+                FALSE, 0.002,
+                %s, %s, %s,
+                %s, %s,
+                %s, %s,
+                %s
+            )
+            ON CONFLICT (strategy_id) DO NOTHING
+        """, (
+            uuid, display_name, cfg["status"],
+            cfg["symbol"], cfg["cvd_fast_window"], cfg["cvd_slow_window"],
+            cfg["weight_direction"], cfg["weight_env"], cfg["weight_aux"], cfg["weight_momentum"],
+            cfg["entry_score"],
+            cfg["sl_atr_multiplier"], cfg["tp1_ratio"], cfg["tp2_ratio"],
+            cfg["timeout_minutes"], cfg["flip_threshold"],
+            cfg["initial_balance"], current_balance,
+            f"Migrated from V5.3 legacy strategy: {strategy_name}"
+        ))
+        print(f"  Inserted {strategy_name} → {uuid} (balance: {current_balance})")
+    print("[Step 3] Done.")
+
+
+def step4_backfill(cur):
+    print("[Step 4] Backfilling strategy_id + strategy_name_snapshot...")
+    for strategy_name, (uuid, display_name) in LEGACY_STRATEGY_MAP.items():
+        # paper_trades
+        cur.execute("""
+            UPDATE paper_trades
+            SET strategy_id = %s::uuid,
+                strategy_name_snapshot = %s
+            WHERE strategy = %s AND strategy_id IS NULL
+        """, (uuid, display_name, strategy_name))
+        count = cur.rowcount
+        print(f"  paper_trades [{strategy_name}]: {count} rows updated")
+
+        # signal_indicators
+        cur.execute("""
+            UPDATE signal_indicators
+            SET strategy_id = %s::uuid,
+                strategy_name_snapshot = %s
+            WHERE strategy = %s AND strategy_id IS NULL
+        """, (uuid, display_name, strategy_name))
+        count = cur.rowcount
+        print(f"  signal_indicators [{strategy_name}]: {count} rows updated")
+
+    print("[Step 4] Done.")
+
+
+def step5_verify(cur):
+    print("[Step 5] Verifying migration completeness...")
+    # Check strategies table
+    cur.execute("SELECT COUNT(*) FROM strategies")
+    n = cur.fetchone()[0]
+    print(f"  strategies table: {n} rows")
+
+    # Check NULL strategy_id in paper_trades (for known strategies)
+    cur.execute("""
+        SELECT strategy, COUNT(*) as cnt
+        FROM paper_trades
+        WHERE strategy IN ('v53', 'v53_middle', 'v53_fast')
+          AND strategy_id IS NULL
+        GROUP BY strategy
+    """)
+    rows = cur.fetchall()
+    if rows:
+        print(f"  WARNING: NULL strategy_id found in paper_trades:")
+        for r in rows:
+            print(f"    {r[0]}: {r[1]} rows")
+    else:
+        print("  paper_trades: all known strategies backfilled ✅")
+
+    # Check NULL in signal_indicators
+    cur.execute("""
+        SELECT strategy, COUNT(*) as cnt
+        FROM signal_indicators
+        WHERE strategy IN ('v53', 'v53_middle', 'v53_fast')
+          AND strategy_id IS NULL
+        GROUP BY strategy
+    """)
+    rows = cur.fetchall()
+    if rows:
+        print(f"  WARNING: NULL strategy_id found in signal_indicators:")
+        for r in rows:
+            print(f"    {r[0]}: {r[1]} rows")
+    else:
+        print("  signal_indicators: all known strategies backfilled ✅")
+
+    print("[Step 5] Done.")
+
+
+def main():
+    dry_run = "--dry-run" in sys.argv
+    if dry_run:
+        print("=== DRY RUN MODE (no changes will be committed) ===")
+
+    conn = get_conn()
+    conn.autocommit = False
+    cur = conn.cursor()
+
+    try:
+        step1_create_strategies_table(cur)
+        step2_add_columns(cur)
+        step3_insert_legacy_strategies(cur)
+        step4_backfill(cur)
+        step5_verify(cur)
+
+        if dry_run:
+            conn.rollback()
+            print("\n=== DRY RUN: rolled back all changes ===")
+        else:
+            conn.commit()
+            print("\n=== Migration completed successfully ✅ ===")
+    except Exception as e:
+        conn.rollback()
+        print(f"\n=== ERROR: {e} ===")
+        raise
+    finally:
+        cur.close()
+        conn.close()
+
+
+if __name__ == "__main__":
+    main()

backend/migrate_v54b_gates.py

@@ -0,0 +1,155 @@
+#!/usr/bin/env python3
+"""
+V5.4b Gate Schema Migration
+将 strategies 表的 gate 字段从4门改为5门，与 signal_engine.py 实际执行逻辑完全对应。
+
+变更：
+1. 重命名 atr_percentile_min → vol_atr_pct_min（ATR%价格阈值，如0.002=0.2%）
+2. 重命名 whale_cvd_threshold → whale_flow_pct（鲸鱼CVD流量阈值，BTC专用，0-1）
+3. 新增 gate_cvd_enabled BOOLEAN DEFAULT TRUE（门2 CVD共振开关）
+4. 新增 whale_usd_threshold FLOAT DEFAULT 50000（门3 大单USD金额阈值）
+5. 用 v53.json 里的 per-symbol 默认值回填旧三条策略
+
+五门对应：
+  门1 波动率：gate_vol_enabled + vol_atr_pct_min
+  门2 CVD共振：gate_cvd_enabled（无参数，判断快慢CVD同向）
+  门3 鲸鱼否决：gate_whale_enabled + whale_usd_threshold（ALT大单USD）+ whale_flow_pct（BTC CVD流量）
+  门4 OBI否决：gate_obi_enabled + obi_threshold
+  门5 期现背离：gate_spot_perp_enabled + spot_perp_threshold
+"""
+
+import os, sys
+import psycopg2
+from psycopg2.extras import RealDictCursor
+
+PG_HOST = os.getenv("PG_HOST", "10.106.0.3")
+PG_USER = os.getenv("PG_USER", "arb")
+PG_PASS = os.getenv("PG_PASS", "arb_engine_2026")
+PG_DB   = os.getenv("PG_DB", "arb_engine")
+
+# Per-symbol 默认值（来自 v53.json symbol_gates）
+SYMBOL_DEFAULTS = {
+    "BTCUSDT":  {"vol_atr_pct_min": 0.002, "whale_usd_threshold": 100000, "whale_flow_pct": 0.5,  "obi_threshold": 0.30, "spot_perp_threshold": 0.003},
+    "ETHUSDT":  {"vol_atr_pct_min": 0.003, "whale_usd_threshold": 50000,  "whale_flow_pct": 0.5,  "obi_threshold": 0.35, "spot_perp_threshold": 0.005},
+    "SOLUSDT":  {"vol_atr_pct_min": 0.004, "whale_usd_threshold": 20000,  "whale_flow_pct": 0.5,  "obi_threshold": 0.45, "spot_perp_threshold": 0.008},
+    "XRPUSDT":  {"vol_atr_pct_min": 0.0025,"whale_usd_threshold": 30000,  "whale_flow_pct": 0.5,  "obi_threshold": 0.40, "spot_perp_threshold": 0.006},
+    None:       {"vol_atr_pct_min": 0.002, "whale_usd_threshold": 50000,  "whale_flow_pct": 0.5,  "obi_threshold": 0.35, "spot_perp_threshold": 0.005},
+}
+
+DRY_RUN = "--dry-run" in sys.argv
+
+def get_conn():
+    return psycopg2.connect(
+        host=PG_HOST, port=5432,
+        user=PG_USER, password=PG_PASS, dbname=PG_DB
+    )
+
+def run():
+    conn = get_conn()
+    cur = conn.cursor(cursor_factory=RealDictCursor)
+
+    print("=== V5.4b Gate Schema Migration ===")
+    print(f"DRY_RUN={DRY_RUN}")
+    print()
+
+    # Step 1: 检查字段是否已迁移
+    cur.execute("""
+        SELECT column_name FROM information_schema.columns
+        WHERE table_name='strategies' AND column_name IN
+        ('vol_atr_pct_min','whale_flow_pct','gate_cvd_enabled','whale_usd_threshold',
+         'atr_percentile_min','whale_cvd_threshold')
+    """)
+    existing = {r["column_name"] for r in cur.fetchall()}
+    print(f"现有相关字段: {existing}")
+
+    sqls = []
+
+    # Step 2: 改名 atr_percentile_min → vol_atr_pct_min
+    if "atr_percentile_min" in existing and "vol_atr_pct_min" not in existing:
+        sqls.append("ALTER TABLE strategies RENAME COLUMN atr_percentile_min TO vol_atr_pct_min")
+        print("✅ RENAME atr_percentile_min → vol_atr_pct_min")
+    elif "vol_atr_pct_min" in existing:
+        print("⏭️  vol_atr_pct_min 已存在，跳过改名")
+
+    # Step 3: 改名 whale_cvd_threshold → whale_flow_pct
+    if "whale_cvd_threshold" in existing and "whale_flow_pct" not in existing:
+        sqls.append("ALTER TABLE strategies RENAME COLUMN whale_cvd_threshold TO whale_flow_pct")
+        print("✅ RENAME whale_cvd_threshold → whale_flow_pct")
+    elif "whale_flow_pct" in existing:
+        print("⏭️  whale_flow_pct 已存在，跳过改名")
+
+    # Step 4: 新增 gate_cvd_enabled
+    if "gate_cvd_enabled" not in existing:
+        sqls.append("ALTER TABLE strategies ADD COLUMN gate_cvd_enabled BOOLEAN NOT NULL DEFAULT TRUE")
+        print("✅ ADD gate_cvd_enabled BOOLEAN DEFAULT TRUE")
+    else:
+        print("⏭️  gate_cvd_enabled 已存在，跳过")
+
+    # Step 5: 新增 whale_usd_threshold
+    if "whale_usd_threshold" not in existing:
+        sqls.append("ALTER TABLE strategies ADD COLUMN whale_usd_threshold FLOAT NOT NULL DEFAULT 50000")
+        print("✅ ADD whale_usd_threshold FLOAT DEFAULT 50000")
+    else:
+        print("⏭️  whale_usd_threshold 已存在，跳过")
+
+    print()
+    if not sqls:
+        print("无需迁移，所有字段已是最新状态。")
+        conn.close()
+        return
+
+    if DRY_RUN:
+        print("=== DRY RUN - 以下SQL不会执行 ===")
+        for sql in sqls:
+            print(f"  {sql};")
+        conn.close()
+        return
+
+    # 执行 DDL
+    for sql in sqls:
+        print(f"执行: {sql}")
+        cur.execute(sql)
+    conn.commit()
+    print()
+
+    # Step 6: 回填 per-symbol 默认值
+    cur.execute("SELECT strategy_id, symbol FROM strategies")
+    rows = cur.fetchall()
+    print(f"回填 {len(rows)} 条策略的 per-symbol 默认值...")
+    for row in rows:
+        sid = row["strategy_id"]
+        sym = row["symbol"]
+        defaults = SYMBOL_DEFAULTS.get(sym, SYMBOL_DEFAULTS[None])
+        cur.execute("""
+            UPDATE strategies SET
+                vol_atr_pct_min   = %s,
+                whale_flow_pct    = %s,
+                whale_usd_threshold = %s,
+                obi_threshold     = %s,
+                spot_perp_threshold = %s
+            WHERE strategy_id = %s
+        """, (
+            defaults["vol_atr_pct_min"],
+            defaults["whale_flow_pct"],
+            defaults["whale_usd_threshold"],
+            defaults["obi_threshold"],
+            defaults["spot_perp_threshold"],
+            sid
+        ))
+        print(f"  {sid} ({sym}): vol_atr_pct={defaults['vol_atr_pct_min']} whale_usd={defaults['whale_usd_threshold']} obi={defaults['obi_threshold']}")
+    conn.commit()
+
+    print()
+    print("=== 迁移完成 ===")
+
+    # 验证
+    cur.execute("SELECT strategy_id, display_name, gate_cvd_enabled, gate_vol_enabled, vol_atr_pct_min, gate_whale_enabled, whale_usd_threshold, whale_flow_pct, gate_obi_enabled, obi_threshold, gate_spot_perp_enabled, spot_perp_threshold FROM strategies ORDER BY created_at")
+    print("\n验证结果：")
+    print(f"{'display_name':<15} {'cvd':>4} {'vol':>4} {'vol_pct':>8} {'whale':>6} {'whale_usd':>10} {'flow_pct':>9} {'obi':>4} {'obi_thr':>8} {'spd':>4} {'spd_thr':>8}")
+    for r in cur.fetchall():
+        print(f"{r['display_name']:<15} {str(r['gate_cvd_enabled']):>4} {str(r['gate_vol_enabled']):>4} {r['vol_atr_pct_min']:>8.4f} {str(r['gate_whale_enabled']):>6} {r['whale_usd_threshold']:>10.0f} {r['whale_flow_pct']:>9.3f} {str(r['gate_obi_enabled']):>4} {r['obi_threshold']:>8.3f} {str(r['gate_spot_perp_enabled']):>4} {r['spot_perp_threshold']:>8.4f}")
+
+    conn.close()
+
+if __name__ == "__main__":
+    run()

backend/signal_engine.py

@@ -70,6 +70,104 @@ def load_strategy_configs() -> list[dict]:
         )
     return configs
 
+
+def load_strategy_configs_from_db() -> list[dict]:
+    """
+    V5.4: 从 strategies 表读取 running 状态的策略配置。
+    把 DB 字段映射成现有 JSON 格式（保持与 JSON 文件完全兼容）。
+    失败时返回空列表，调用方应 fallback 到 JSON。
+    内存安全：每次读取只返回配置列表，无缓存，无大对象。
+    """
+    try:
+        with get_sync_conn() as conn:
+            with conn.cursor() as cur:
+                cur.execute("""
+                    SELECT
+                        strategy_id::text, display_name, symbol,
+                        cvd_fast_window, cvd_slow_window,
+                        weight_direction, weight_env, weight_aux, weight_momentum,
+                        entry_score,
+                        gate_obi_enabled, obi_threshold,
+                        gate_whale_enabled, whale_usd_threshold, whale_flow_pct,
+                        gate_vol_enabled, vol_atr_pct_min,
+                        gate_cvd_enabled,
+                        gate_spot_perp_enabled, spot_perp_threshold,
+                        sl_atr_multiplier, tp1_ratio, tp2_ratio,
+                        timeout_minutes, flip_threshold, direction
+                    FROM strategies
+                    WHERE status = 'running'
+                    ORDER BY created_at ASC
+                """)
+                rows = cur.fetchall()
+
+        configs = []
+        for row in rows:
+            (sid, display_name, symbol,
+             cvd_fast, cvd_slow,
+             w_dir, w_env, w_aux, w_mom,
+             entry_score,
+             gate_obi, obi_thr,
+             gate_whale, whale_usd_thr, whale_flow_pct_val,
+             gate_vol, vol_atr_pct,
+             gate_cvd,
+             gate_spot, spot_thr,
+             sl_mult, tp1_r, tp2_r,
+             timeout_min, flip_thr, direction) = row
+
+            # 把 display_name 映射回 legacy strategy name（用于兼容评分逻辑）
+            # legacy 策略用固定 UUID 识别
+            LEGACY_UUID_MAP = {
+                "00000000-0000-0000-0000-000000000053": "v53",
+                "00000000-0000-0000-0000-000000000054": "v53_middle",
+                "00000000-0000-0000-0000-000000000055": "v53_fast",
+            }
+            strategy_name = LEGACY_UUID_MAP.get(sid, f"custom_{sid[:8]}")
+
+            # 构造与 JSON 文件格式兼容的配置 dict
+            cfg = {
+                "name": strategy_name,
+                "strategy_id": sid,                  # V5.4 新增：用于写 strategy_id 到 DB
+                "strategy_name_snapshot": display_name,  # V5.4 新增：写入时快照名称
+                "symbol": symbol,
+                "direction": direction,
+                "cvd_fast_window": cvd_fast,
+                "cvd_slow_window": cvd_slow,
+                "threshold": entry_score,
+                "weights": {
+                    "direction": w_dir,
+                    "env": w_env,
+                    "aux": w_aux,
+                    "momentum": w_mom,
+                },
+                "gates": {
+                    # 门1 波动率
+                    "vol": {"enabled": gate_vol, "vol_atr_pct_min": float(vol_atr_pct or 0.002)},
+                    # 门2 CVD共振
+                    "cvd": {"enabled": gate_cvd},
+                    # 门3 鲸鱼否决
+                    "whale": {"enabled": gate_whale, "whale_usd_threshold": float(whale_usd_thr or 50000), "whale_flow_pct": float(whale_flow_pct_val or 0.5)},
+                    # 门4 OBI否决
+                    "obi": {"enabled": gate_obi, "threshold": float(obi_thr or 0.35)},
+                    # 门5 期现背离
+                    "spot_perp": {"enabled": gate_spot, "threshold": float(spot_thr or 0.005)},
+                },
+                "tp_sl": {
+                    "sl_multiplier": sl_mult,
+                    "tp1_multiplier": tp1_r,
+                    "tp2_multiplier": tp2_r,
+                },
+                "timeout_minutes": timeout_min,
+                "flip_threshold": flip_thr,
+            }
+            configs.append(cfg)
+
+        logger.info(f"[DB] 已加载 {len(configs)} 个策略配置: {[c['name'] for c in configs]}")
+        return configs
+
+    except Exception as e:
+        logger.warning(f"[DB] load_strategy_configs_from_db 失败，将 fallback 到 JSON: {e}")
+        return []
+
 # ─── 模拟盘配置 ───────────────────────────────────────────────────
 PAPER_TRADING_ENABLED = False      # 总开关（兼容旧逻辑）
 PAPER_ENABLED_STRATEGIES = []      # 分策略开关: ["v51_baseline", "v52_8signals"]
@@ -456,7 +554,7 @@ class SymbolState:
         # v53 → 统一评分（BTC/ETH/XRP/SOL）
         # v53_alt / v53_btc → 兼容旧策略名，转发到 _evaluate_v53()
         # v51/v52 → 原有代码路径（兼容，不修改）
-        if strategy_name.startswith("v53"):
+        if strategy_name.startswith("v53") or strategy_name.startswith("custom_"):
             allowed_symbols = strategy_cfg.get("symbols", [])
             if allowed_symbols and self.symbol not in allowed_symbols:
                 snap = snapshot or self.build_evaluation_snapshot(now_ms)
@@ -717,6 +815,16 @@ class SymbolState:
             "signal": None, "direction": None, "score": 0, "tier": None, "factors": {},
         }
 
+
+def _window_ms(window_str: str) -> int:
+    """把CVD窗口字符串转换为毫秒，如 '5m'->300000, '1h'->3600000, '4h'->14400000"""
+    window_str = (window_str or "30m").strip().lower()
+    if window_str.endswith("h"):
+        return int(window_str[:-1]) * 3600 * 1000
+    elif window_str.endswith("m"):
+        return int(window_str[:-1]) * 60 * 1000
+    return 30 * 60 * 1000  # fallback 30min
+
     def _evaluate_v53(self, now_ms: int, strategy_cfg: dict, snapshot: Optional[dict] = None) -> dict:
         """
         V5.3 统一评分（BTC/ETH/XRP/SOL）
@@ -730,31 +838,36 @@ class SymbolState:
         strategy_name = strategy_cfg.get("name", "v53")
         strategy_threshold = int(strategy_cfg.get("threshold", 75))
         flip_threshold = int(strategy_cfg.get("flip_threshold", 85))
-        is_fast = strategy_name.endswith("_fast")
 
         snap = snapshot or self.build_evaluation_snapshot(now_ms)
 
-        # v53_fast: 用自定义短窗口重算 cvd_fast / cvd_mid
+        # 按策略配置的 cvd_fast_window / cvd_slow_window 动态切片重算CVD
-        if is_fast:
+        # 支持 5m/15m/30m/1h/4h 所有组合
-            fast_ms = int(strategy_cfg.get("cvd_window_fast_ms", 5 * 60 * 1000))
+        cvd_fast_window = strategy_cfg.get("cvd_fast_window", "30m")
-            mid_ms  = int(strategy_cfg.get("cvd_window_mid_ms", 30 * 60 * 1000))
+        cvd_slow_window = strategy_cfg.get("cvd_slow_window", "4h")
+        fast_ms = _window_ms(cvd_fast_window)
+        slow_ms = _window_ms(cvd_slow_window)
+        # 默认窗口 (30m/4h) 直接用快照，否则从 trades 列表切片重算
+        if cvd_fast_window == "30m" and cvd_slow_window == "4h":
+            cvd_fast = snap["cvd_fast"]
+            cvd_mid  = snap["cvd_mid"]
+        else:
             cutoff_fast = now_ms - fast_ms
-            cutoff_mid  = now_ms - mid_ms
+            cutoff_slow = now_ms - slow_ms
             buy_f = sell_f = buy_m = sell_m = 0.0
-            for t_ms, qty, _price, ibm in self.win_fast.trades:
+            # fast: 从 win_fast (30min) 或 win_mid (4h) 中切片
+            src_fast = self.win_mid if fast_ms > WINDOW_FAST else self.win_fast
+            for t_ms, qty, _price, ibm in src_fast.trades:
                 if t_ms >= cutoff_fast:
                     if ibm == 0: buy_f += qty
                     else:        sell_f += qty
-            # mid 从 win_mid 中读（win_mid 窗口是4h，包含30min内数据）
+            # slow: 从 win_mid (4h) 中切片
             for t_ms, qty, _price, ibm in self.win_mid.trades:
-                if t_ms >= cutoff_mid:
+                if t_ms >= cutoff_slow:
                     if ibm == 0: buy_m += qty
                     else:        sell_m += qty
             cvd_fast = buy_f - sell_f
             cvd_mid  = buy_m - sell_m
-        else:
-            cvd_fast = snap["cvd_fast"]
-            cvd_mid  = snap["cvd_mid"]
 
         price = snap["price"]
         atr = snap["atr"]
@@ -769,21 +882,44 @@ class SymbolState:
         last_signal_ts = self.last_signal_ts.get(strategy_name, 0)
         in_cooldown = now_ms - last_signal_ts < COOLDOWN_MS
 
-        # ── Per-symbol 四门参数 ────────────────────────────────────
+        # ── 五门参数：优先读 DB config（V5.4），fallback 到 JSON symbol_gates ────
+        # DB config 来自 load_strategy_configs_from_db()，已映射到 strategy_cfg["gates"]
+        db_gates = strategy_cfg.get("gates") or {}
         symbol_gates = (strategy_cfg.get("symbol_gates") or {}).get(self.symbol, {})
-        min_vol   = float(symbol_gates.get("min_vol_threshold", 0.002))
+
-        whale_usd = float(symbol_gates.get("whale_threshold_usd", 50000))
+        # 门1 波动率：vol_atr_pct_min（ATR%价格，如0.002=价格的0.2%）
-        obi_veto  = float(symbol_gates.get("obi_veto_threshold", 0.35))
+        gate_vol_enabled = db_gates.get("vol", {}).get("enabled", True)
-        spd_veto  = float(symbol_gates.get("spot_perp_divergence_veto", 0.005))
+        min_vol = float(db_gates.get("vol", {}).get("vol_atr_pct_min") or
+                        symbol_gates.get("min_vol_threshold", 0.002))
+
+        # 门2 CVD共振：gate_cvd_enabled（快慢CVD必须同向）
+        gate_cvd_enabled = db_gates.get("cvd", {}).get("enabled", True)
+
+        # 门3 鲸鱼否决：whale_usd_threshold + whale_flow_pct（BTC）
+        gate_whale_enabled = db_gates.get("whale", {}).get("enabled", True)
+        whale_usd = float(db_gates.get("whale", {}).get("whale_usd_threshold") or
+                          symbol_gates.get("whale_threshold_usd", 50000))
+        whale_flow_pct = float(db_gates.get("whale", {}).get("whale_flow_pct") or
+                               symbol_gates.get("whale_flow_threshold_pct", 0.5)) / 100
+
+        # 门4 OBI否决：obi_threshold
+        gate_obi_enabled = db_gates.get("obi", {}).get("enabled", True)
+        obi_veto = float(db_gates.get("obi", {}).get("threshold") or
+                         symbol_gates.get("obi_veto_threshold", 0.35))
+
+        # 门5 期现背离：spot_perp_threshold
+        gate_spd_enabled = db_gates.get("spot_perp", {}).get("enabled", False)
+        spd_veto = float(db_gates.get("spot_perp", {}).get("threshold") or
+                         symbol_gates.get("spot_perp_divergence_veto", 0.005))
 
         gate_block = None
 
-        # 门1：波动率下限
+        # 门1：波动率下限（可关闭）
         atr_pct_price = atr / price if price > 0 else 0
-        if atr_pct_price < min_vol:
+        if gate_vol_enabled and atr_pct_price < min_vol:
             gate_block = f"low_vol({atr_pct_price:.4f}<{min_vol})"
 
-        # 门2：CVD共振（方向门）
+        # 门2：CVD共振（方向门，可关闭）
         if cvd_fast > 0 and cvd_mid > 0:
             direction = "LONG"
             cvd_resonance = 30
@@ -795,18 +931,20 @@ class SymbolState:
         else:
             direction = "LONG" if cvd_fast > 0 else "SHORT"
             cvd_resonance = 0
-            no_direction = True
+            if gate_cvd_enabled:
-            if not gate_block:
+                no_direction = True
-                gate_block = "no_direction_consensus"
+                if not gate_block:
+                    gate_block = "no_direction_consensus"
+            else:
+                no_direction = False  # 门2关闭时，允许单线CVD方向
 
-        # 门3：鲸鱼否决（BTC用whale_cvd_ratio，ALT用大单对立）
+        # 门3：鲸鱼否决（BTC用whale_cvd_ratio，ALT用大单对立，可关闭）
-        if not gate_block and not no_direction:
+        if gate_whale_enabled and not gate_block and not no_direction:
             if self.symbol == "BTCUSDT":
                 # BTC：巨鲸CVD净方向与信号方向冲突时否决
                 whale_cvd = self.whale_cvd_ratio if self._whale_trades else to_float(self.market_indicators.get("tiered_cvd_whale")) or 0.0
-                whale_threshold_pct = float(symbol_gates.get("whale_flow_threshold_pct", 0.5)) / 100
+                if (direction == "LONG" and whale_cvd < -whale_flow_pct) or \
-                if (direction == "LONG" and whale_cvd < -whale_threshold_pct) or \
+                   (direction == "SHORT" and whale_cvd > whale_flow_pct):
-                   (direction == "SHORT" and whale_cvd > whale_threshold_pct):
                     gate_block = f"whale_cvd_veto({whale_cvd:.3f})"
             else:
                 # ALT：recent_large_trades 里有对立大单则否决
@@ -823,17 +961,17 @@ class SymbolState:
                 if whale_adverse and not whale_aligned:
                     gate_block = f"whale_adverse(>${whale_usd/1000:.0f}k)"
 
-        # 门4：OBI否决（实时WS优先，fallback DB）
+        # 门4：OBI否决（实时WS优先，fallback DB，可关闭）
         obi_raw = self.rt_obi if self.rt_obi != 0.0 else to_float(self.market_indicators.get("obi_depth_10"))
-        if not gate_block and not no_direction and obi_raw is not None:
+        if gate_obi_enabled and not gate_block and not no_direction and obi_raw is not None:
             if direction == "LONG" and obi_raw < -obi_veto:
                 gate_block = f"obi_veto({obi_raw:.3f}<-{obi_veto})"
             elif direction == "SHORT" and obi_raw > obi_veto:
                 gate_block = f"obi_veto({obi_raw:.3f}>{obi_veto})"
 
-        # 门5：期现背离否决（实时WS优先，fallback DB）
+        # 门5：期现背离否决（实时WS优先，fallback DB，可关闭）
         spot_perp_div = self.rt_spot_perp_div if self.rt_spot_perp_div != 0.0 else to_float(self.market_indicators.get("spot_perp_divergence"))
-        if not gate_block and not no_direction and spot_perp_div is not None:
+        if gate_spd_enabled and not gate_block and not no_direction and spot_perp_div is not None:
             if (direction == "LONG" and spot_perp_div < -spd_veto) or \
                (direction == "SHORT" and spot_perp_div > spd_veto):
                 gate_block = f"spd_veto({spot_perp_div:.4f})"
@@ -1018,7 +1156,8 @@ def fetch_new_trades(symbol: str, last_id: int) -> list:
                     for r in cur.fetchall()]
 
 
-def save_indicator(ts: int, symbol: str, result: dict, strategy: str = "v52_8signals"):
+def save_indicator(ts: int, symbol: str, result: dict, strategy: str = "v52_8signals",
+                   strategy_id: Optional[str] = None, strategy_name_snapshot: Optional[str] = None):
     with get_sync_conn() as conn:
         with conn.cursor() as cur:
             import json as _json3
@@ -1026,13 +1165,13 @@ def save_indicator(ts: int, symbol: str, result: dict, strategy: str = "v52_8sig
             cvd_fast_5m = result.get("cvd_fast_5m")  # v53_fast 专用：5m窗口CVD，其他策略为None
             cur.execute(
                 "INSERT INTO signal_indicators "
-                "(ts,symbol,strategy,cvd_fast,cvd_mid,cvd_day,cvd_fast_slope,atr_5m,atr_percentile,atr_value,vwap_30m,price,p95_qty,p99_qty,score,signal,factors,cvd_fast_5m) "
+                "(ts,symbol,strategy,cvd_fast,cvd_mid,cvd_day,cvd_fast_slope,atr_5m,atr_percentile,atr_value,vwap_30m,price,p95_qty,p99_qty,score,signal,factors,cvd_fast_5m,strategy_id,strategy_name_snapshot) "
-                "VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
+                "VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
                 (ts, symbol, strategy, result["cvd_fast"], result["cvd_mid"], result["cvd_day"], result["cvd_fast_slope"],
                  result["atr"], result["atr_pct"], result.get("atr_value", result["atr"]),
                  result["vwap"], result["price"],
                  result["p95"], result["p99"], result["score"], result.get("signal"), factors_json,
-                 cvd_fast_5m)
+                 cvd_fast_5m, strategy_id, strategy_name_snapshot)
             )
             # 有信号时通知live_executor
             if result.get("signal"):
@@ -1128,6 +1267,8 @@ def paper_open_trade(
     factors: dict = None,
     strategy: str = "v51_baseline",
     tp_sl: Optional[dict] = None,
+    strategy_id: Optional[str] = None,
+    strategy_name_snapshot: Optional[str] = None,
 ):
     """模拟开仓"""
     import json as _json3
@@ -1158,8 +1299,8 @@ def paper_open_trade(
     with get_sync_conn() as conn:
         with conn.cursor() as cur:
             cur.execute(
-                "INSERT INTO paper_trades (symbol,direction,score,tier,entry_price,entry_ts,tp1_price,tp2_price,sl_price,atr_at_entry,score_factors,strategy,risk_distance) "
+                "INSERT INTO paper_trades (symbol,direction,score,tier,entry_price,entry_ts,tp1_price,tp2_price,sl_price,atr_at_entry,score_factors,strategy,risk_distance,strategy_id,strategy_name_snapshot) "
-                "VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
+                "VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
                 (
                     symbol,
                     direction,
@@ -1174,6 +1315,8 @@ def paper_open_trade(
                     _json3.dumps(factors) if factors else None,
                     strategy,
                     risk_distance,
+                    strategy_id,
+                    strategy_name_snapshot,
                 ),
             )
             conn.commit()
@@ -1370,7 +1513,11 @@ def start_realtime_ws(states: dict):
 
 def main():
     init_schema()
-    strategy_configs = load_strategy_configs()
+    # V5.4: 优先从 DB 加载策略配置，失败 fallback 到 JSON
+    strategy_configs = load_strategy_configs_from_db()
+    if not strategy_configs:
+        logger.warning("[DB] 未能从 DB 加载策略配置，使用 JSON fallback")
+        strategy_configs = load_strategy_configs()
     strategy_names = [cfg.get("name", "unknown") for cfg in strategy_configs]
     logger.info(f"已加载策略配置: {', '.join(strategy_names)}")
     primary_strategy_name = "v52_8signals" if any(cfg.get("name") == "v52_8signals" for cfg in strategy_configs) else strategy_names[0]
@@ -1409,7 +1556,10 @@ def main():
                 # 每个策略独立存储indicator
                 for strategy_cfg, strategy_result in strategy_results:
                     sname = strategy_cfg.get("name", "v51_baseline")
-                    save_indicator(now_ms, sym, strategy_result, strategy=sname)
+                    sid = strategy_cfg.get("strategy_id")
+                    ssnap = strategy_cfg.get("strategy_name_snapshot")
+                    save_indicator(now_ms, sym, strategy_result, strategy=sname,
+                                   strategy_id=sid, strategy_name_snapshot=ssnap)
                     save_feature_event(now_ms, sym, strategy_result, strategy=sname)
 
                 # 1m表仍用primary（图表用）
@@ -1430,6 +1580,10 @@ def main():
                         strategy_name = strategy_cfg.get("name", "v51_baseline")
                         if not is_strategy_enabled(strategy_name):
                             continue
+                        # V5.4: custom策略只处理自己配置的symbol
+                        strategy_symbol = strategy_cfg.get("symbol", "")
+                        if strategy_symbol and strategy_symbol != sym:
+                            continue
                         eval_dir = result.get("direction")
                         existing_dir = paper_get_active_direction(sym, strategy_name)
                         if existing_dir and eval_dir and existing_dir != eval_dir and result["score"] >= 75:
@@ -1448,6 +1602,10 @@ def main():
                         )
                         # 模拟盘开仓（需该策略启用 + 跳过冷启动）
                         if is_strategy_enabled(strategy_name) and warmup_cycles <= 0:
+                            # V5.4: custom策略只在自己配置的symbol上开仓
+                            strategy_symbol = strategy_cfg.get("symbol", "")
+                            if strategy_symbol and strategy_symbol != sym:
+                                continue  # 跳过不属于该策略的币种
                             if not paper_has_active_position(sym, strategy_name):
                                 active_count = paper_active_count(strategy_name)
                                 if active_count < PAPER_MAX_POSITIONS:
@@ -1463,6 +1621,8 @@ def main():
                                         factors=result.get("factors"),
                                         strategy=strategy_name,
                                         tp_sl=strategy_cfg.get("tp_sl"),
+                                        strategy_id=strategy_cfg.get("strategy_id"),
+                                        strategy_name_snapshot=strategy_cfg.get("strategy_name_snapshot"),
                                     )
 
                 # 模拟盘持仓检查由paper_monitor.py通过WebSocket实时处理，这里不再检查
@@ -1476,7 +1636,12 @@ def main():
             if cycle % 10 == 0:
                 old_strategies = list(PAPER_ENABLED_STRATEGIES)
                 load_paper_config()
-                strategy_configs = load_strategy_configs()  # A1: 热重载权重/阈值/TP/SL
+                # V5.4: 热重载优先读 DB，失败 fallback 到 JSON
+                new_configs = load_strategy_configs_from_db()
+                if new_configs:
+                    strategy_configs = new_configs
+                else:
+                    strategy_configs = load_strategy_configs()  # A1: 热重载权重/阈值/TP/SL
                 strategy_names = [cfg.get("name", "unknown") for cfg in strategy_configs]
                 primary_strategy_name = "v52_8signals" if any(cfg.get("name") == "v52_8signals" for cfg in strategy_configs) else strategy_names[0]
                 if list(PAPER_ENABLED_STRATEGIES) != old_strategies:

docs/arbitrage-engine-full-spec.md

@@ -0,0 +1,593 @@
+---
+title: "Arbitrage Engine 完整项目规格文档"
+---
+# Arbitrage Engine — 完整项目规格文档
+> 供 Codex 重写使用。描述现有系统的所有功能、界面、后端逻辑、数据库结构。
+> 语言：精确、无歧义、面向 AI。
+
+---
+
+## 一、项目概述
+
+**项目名称**：ArbitrageEngine  
+**核心目标**：加密货币量化策略研究平台，通过实时信号引擎计算多因子评分，在模拟盘上验证策略表现，为未来实盘交易提供数据支撑。  
+**当前阶段**：模拟盘运行（paper trading），不连接真实资金。  
+**主要币种**：BTCUSDT、ETHUSDT、SOLUSDT、XRPUSDT（币安永续合约）  
+
+---
+
+## 二、技术栈
+
+### 后端
+- **语言**：Python 3.11
+- **框架**：FastAPI（异步 HTTP）
+- **数据库**：PostgreSQL 18（GCP Cloud SQL，内网 IP 10.106.0.3，数据库名 arb_engine）
+- **认证**：JWT（HS256，secret=`arb-engine-jwt-secret-v2-2026`）
+- **进程管理**：PM2
+- **WebSocket**：`websockets` 库，连接币安 WebSocket stream
+
+### 前端
+- **框架**：Next.js 14（App Router）
+- **UI 组件**：shadcn/ui + Tailwind CSS + Radix UI + Lucide Icons
+- **图表**：Recharts
+- **主题**：默认暗色，主色 slate + cyan
+- **HTTP 客户端**：fetch（原生）
+
+### 基础设施
+- **服务器**：GCP asia-northeast1-b，Ubuntu，Tailscale IP 100.105.186.73
+- **Cloud SQL**：GCP，内网 10.106.0.3，公网 34.85.117.248，PostgreSQL 18
+- **PM2 路径**：`/home/fzq1228/Projects/ops-dashboard/node_modules/pm2/bin/pm2`
+- **项目路径**：`/home/fzq1228/Projects/arbitrage-engine/`
+- **前端端口**：4333（arb-web）
+- **后端端口**：4332（arb-api）
+- **对外域名**：`https://arb.zhouyangclaw.com`
+
+---
+
+## 三、PM2 进程列表
+
+| ID | 名称 | 职责 |
+|----|------|------|
+| 0 | arb-web | Next.js 前端，端口 4333 |
+| 8 | arb-api | FastAPI 后端，端口 4332 |
+| 9 | signal-engine | 核心信号引擎（Python，单进程事件循环） |
+| 24 | agg-collector | 从币安 WebSocket 收集逐笔成交（agg_trades） |
+| 25 | paper-monitor | 模拟盘实时止盈止损监控（WebSocket 价格推送） |
+| 26 | liq-collector | 收集强平数据（liquidations 表） |
+| 27 | market-collector | 收集市场指标（资金费率、OI、多空比等） |
+| 28 | position-sync | 实盘持仓同步（暂不使用） |
+| 29 | risk-guard | 风控守护进程 |
+
+---
+
+## 四、数据库完整结构
+
+### 4.1 `strategies` — 策略配置表（V5.4 核心）
+
+每行代表一个可独立运行的策略实例。
+
+| 字段 | 类型 | 说明 |
+|------|------|------|
+| strategy_id | uuid PK | 自动生成，全局唯一 |
+| display_name | text | 展示名，如 `BTC_CVD15x1h_TP保守` |
+| schema_version | int | 默认 1 |
+| status | text | `running` / `paused` / `deprecated` |
+| status_changed_at | timestamp | 状态变更时间 |
+| last_run_at | timestamp | 最近一次信号评估时间 |
+| deprecated_at | timestamp | 停用时间 |
+| symbol | text | 交易对，如 `BTCUSDT` |
+| direction | text | `long` / `short` / `both`（默认 both） |
+| cvd_fast_window | text | CVD 快线窗口，如 `5m` / `15m` / `30m` |
+| cvd_slow_window | text | CVD 慢线窗口，如 `30m` / `1h` / `4h` |
+| weight_direction | int | 方向层权重（默认 55） |
+| weight_env | int | 环境层权重（默认 25） |
+| weight_aux | int | 辅助层权重（默认 15） |
+| weight_momentum | int | 动量层权重（默认 5） |
+| entry_score | int | 开仓最低分（默认 75） |
+| gate_obi_enabled | bool | 是否启用 OBI 否决门 |
+| obi_threshold | float | OBI 否决阈值（默认 0.3） |
+| gate_whale_enabled | bool | 是否启用鲸鱼否决门 |
+| whale_usd_threshold | float | 鲸鱼成交额阈值（默认 $50,000） |
+| whale_flow_pct | float | 鲸鱼流向占比阈值 |
+| gate_vol_enabled | bool | 是否启用波动率门 |
+| vol_atr_pct_min | float | 最低 ATR/price 比例（默认 0.002） |
+| gate_spot_perp_enabled | bool | 是否启用期现背离门 |
+| spot_perp_threshold | float | 期现背离阈值（默认 0.002） |
+| gate_cvd_enabled | bool | 是否启用 CVD 共振门 |
+| sl_atr_multiplier | float | SL = sl_atr_multiplier × ATR（默认 1.5） |
+| tp1_ratio | float | TP1 = tp1_ratio × ATR（默认 0.75） |
+| tp2_ratio | float | TP2 = tp2_ratio × ATR（默认 1.5） |
+| timeout_minutes | int | 超时平仓分钟数（默认 240） |
+| flip_threshold | int | 反向信号强制平仓的最低分（默认 80） |
+| initial_balance | float | 初始模拟资金（默认 $10,000） |
+| current_balance | float | 当前模拟余额 |
+| description | text | 策略描述 |
+| tags | text[] | 标签数组 |
+| created_at | timestamp | 创建时间 |
+| updated_at | timestamp | 更新时间 |
+
+**已有的固定 UUID 策略（legacy，status=deprecated）**：
+- `00000000-0000-0000-0000-000000000053` → v53 Standard（BTCUSDT+ETHUSDT+SOLUSDT+XRPUSDT，30m/4h）
+- `00000000-0000-0000-0000-000000000054` → v53 Middle（全币种，15m/1h）
+- `00000000-0000-0000-0000-000000000055` → v53 Fast（全币种，5m/30m）
+
+**当前运行中策略（18个 BTC 对照组）**：
+- 命名规则：`BTC_CVD{fast}x{slow}_TP{保守|平衡|激进}`
+- 6个 CVD 组合 × 3个 TP 方案 = 18个策略
+- symbol 全部 = `BTCUSDT`
+- 权重统一：dir=38 / env=32 / aux=28 / mom=2 / entry_score=71
+
+---
+
+### 4.2 `paper_trades` — 模拟盘交易记录
+
+每行代表一笔模拟交易（开仓→平仓）。
+
+| 字段 | 类型 | 说明 |
+|------|------|------|
+| id | bigint PK | 自增 |
+| symbol | text | 交易对 |
+| direction | text | `LONG` / `SHORT` |
+| score | int | 开仓时评分 |
+| tier | text | `light` / `standard` / `heavy`（仓位档位） |
+| entry_price | float | 开仓价格（实时成交价快照） |
+| entry_ts | bigint | 开仓时间戳（毫秒） |
+| exit_price | float | 平仓价格 |
+| exit_ts | bigint | 平仓时间戳（毫秒） |
+| tp1_price | float | 止盈1价格 |
+| tp2_price | float | 止盈2价格 |
+| sl_price | float | 止损价格 |
+| tp1_hit | bool | 是否曾触及 TP1 |
+| status | text | `active` / `tp1_hit` / `tp` / `sl` / `sl_be` / `timeout` / `signal_flip` |
+| pnl_r | float | 盈亏（以 R 计，1R = SL 距离） |
+| atr_at_entry | float | 开仓时 ATR 值 |
+| score_factors | jsonb | 四层评分详情 |
+| strategy | varchar | 策略名（如 `custom_62047807`） |
+| risk_distance | float | 1R 对应的价格距离（= sl_atr_multiplier × ATR） |
+| calc_version | int | 计算版本（1=VWAP，2=last_trade） |
+| price_source | text | 价格来源 |
+| strategy_id | uuid FK | 关联 strategies 表 |
+| strategy_name_snapshot | text | 开仓时的策略展示名快照 |
+
+**status 含义**：
+- `active`：持仓中，尚未触及 TP1
+- `tp1_hit`：已触及 TP1，移动止损到保本价
+- `tp`：全仓止盈出场（同时触及 TP2，或手动）
+- `sl`：止损出场（pnl_r = -1.0）
+- `sl_be`：保本止损出场（pnl_r ≈ +0.5 × tp1_ratio，小正收益）
+- `timeout`：持仓超时平仓（240分钟）
+- `signal_flip`：反向信号强制平仓
+
+**pnl_r 计算规则**：
+- SL 触发：`pnl_r = -1.0`（恒定）
+- TP1 触发后 SL_BE：`pnl_r = 0.5 × tp1_ratio`
+- 全仓 TP2：`pnl_r = 0.5 × tp1_ratio + 0.5 × tp2_ratio`
+- timeout/flip：`pnl_r = (exit_price - entry_price) / risk_distance`（LONG 方向，SHORT 取反）
+
+**胜率定义**（重要）：`pnl_r > 0` 的笔数 / 总闭仓笔数。不用 status 字段判断。
+
+---
+
+### 4.3 `signal_indicators` — 信号指标快照
+
+每次信号引擎评估时写入一行，记录当时所有原始指标和评分结果。
+
+| 字段 | 类型 | 说明 |
+|------|------|------|
+| id | bigint PK | 自增 |
+| ts | bigint | 时间戳（毫秒） |
+| symbol | text | 交易对 |
+| cvd_fast | float | 旧字段：30m CVD（别名，实际=cvd_30m） |
+| cvd_mid | float | 旧字段：4h CVD（别名，实际=cvd_4h） |
+| cvd_day | float | 24h CVD |
+| cvd_fast_slope | float | CVD 快线斜率 |
+| atr_5m | float | 5分钟粒度 ATR |
+| atr_percentile | float | ATR 百分位（0~100） |
+| vwap_30m | float | 30分钟 VWAP |
+| price | float | 当前价格（实时最新成交价） |
+| p95_qty | float | 过去1分钟成交量 P95 |
+| p99_qty | float | 过去1分钟成交量 P99 |
+| buy_vol_1m | float | 过去1分钟主动买入量 |
+| sell_vol_1m | float | 过去1分钟主动卖出量 |
+| score | int | 综合评分（0~100） |
+| signal | text | `LONG` / `SHORT` / null（null=无信号） |
+| factors | jsonb | 四层评分详情，格式见下 |
+| strategy | varchar | 策略名 |
+| atr_value | float | ATR 值（用于计算 SL/TP） |
+| cvd_5m | float | 5分钟 CVD |
+| cvd_15m | float | 15分钟 CVD |
+| cvd_30m | float | 30分钟 CVD |
+| cvd_1h | float | 1小时 CVD |
+| cvd_4h | float | 4小时 CVD |
+| strategy_id | uuid FK | 关联 strategies 表 |
+| strategy_name_snapshot | text | 策略展示名快照 |
+
+**factors jsonb 结构**：
+```json
+{
+  "direction": {"score": 38.0, "detail": "CVD共振LONG, cvd_fast=1234.5, cvd_slow=5678.9"},
+  "environment": {"score": 32.0, "detail": "ATR正常, VWAP上方"},
+  "auxiliary": {"score": 28.0, "detail": "OBI=0.45, 无否决"},
+  "momentum": {"score": 2.0, "detail": "P99成交量正常"},
+  "total": 75,
+  "gate_passed": true,
+  "block_reason": null
+}
+```
+
+---
+
+### 4.4 `agg_trades` — 逐笔成交数据（分区表）
+
+主表 + 按月分区子表（agg_trades_202602, agg_trades_202603 等）。
+
+| 字段 | 类型 | 说明 |
+|------|------|------|
+| agg_id | bigint PK | 币安 agg trade ID |
+| symbol | text | 交易对 |
+| price | float | 成交价格 |
+| qty | float | 成交量 |
+| time_ms | bigint | 成交时间戳（毫秒） |
+| is_buyer_maker | smallint | 0=主动买入，1=主动卖出 |
+
+**数据量**：
+- BTCUSDT：2026-02-05 起，约 8949 万条
+- ETHUSDT：2026-02-25 起，约 3297 万条
+- SOLUSDT/XRPUSDT：2026-02-28 起，约 400~500 万条
+
+---
+
+### 4.5 `market_indicators` — 市场宏观指标
+
+| 字段 | 类型 | 说明 |
+|------|------|------|
+| id | int PK | 自增 |
+| symbol | varchar | 交易对 |
+| indicator_type | varchar | 指标类型（`funding_rate` / `open_interest` / `ls_ratio` 等） |
+| timestamp_ms | bigint | 时间戳 |
+| value | jsonb | 指标值（结构因类型而异） |
+| created_at | timestamp | 写入时间 |
+
+---
+
+### 4.6 `rate_snapshots` — 资金费率快照
+
+| 字段 | 说明 |
+|------|------|
+| ts | 时间戳（毫秒） |
+| btc_rate | BTC 资金费率 |
+| eth_rate | ETH 资金费率 |
+| btc_price | BTC 价格 |
+| eth_price | ETH 价格 |
+| btc_index_price | BTC 指数价格 |
+| eth_index_price | ETH 指数价格 |
+
+---
+
+### 4.7 `liquidations` — 强平数据
+
+| 字段 | 说明 |
+|------|------|
+| symbol | 交易对 |
+| side | `LONG` / `SHORT` |
+| price | 强平价格 |
+| qty | 数量 |
+| usd_value | USD 价值 |
+| trade_time | 时间戳（毫秒） |
+
+---
+
+### 4.8 `users` — 用户认证
+
+| 字段 | 说明 |
+|------|------|
+| id | bigint PK |
+| email | 邮箱（唯一） |
+| password_hash | bcrypt 哈希 |
+| role | `admin` / `user` |
+| discord_id | Discord 用户 ID |
+| banned | 0=正常，1=封禁 |
+
+Admin 账号：`fzq1228@gmail.com`，role=admin。
+
+---
+
+### 4.9 `signal_feature_events` — 信号特征事件（机器学习数据集）
+
+记录每次 gate 决策的全部原始特征，用于事后分析和 Optuna 优化。
+
+重要字段：`gate_passed`（bool）、`score_direction`、`score_crowding`、`score_environment`、`score_aux`、`score_total`、`block_reason`。
+
+---
+
+## 五、信号引擎（signal_engine.py）详细逻辑
+
+### 5.1 架构
+
+- **单进程 Python 事件循环**（asyncio），每 ~15 秒运行一轮
+- 每轮对 4 个币种 × N 个策略 进行评估
+- 实时数据来源：`agg_trades` 表（由 agg-collector 写入）
+- 附加数据来源：`market_indicators` 表（OBI、OI、资金费率等）
+
+### 5.2 滑动窗口
+
+每个币种维护 3 个滑动窗口（按 `agg_trades.time_ms` 切片）：
+- `win_fast`：30分钟窗口（`WINDOW_FAST = 30 * 60 * 1000 ms`）
+- `win_mid`：4小时窗口（`WINDOW_MID = 4 * 3600 * 1000 ms`）
+- `win_day`：24小时窗口（`WINDOW_DAY = 24 * 3600 * 1000 ms`）
+
+每个窗口存储 `(time_ms, qty, price, is_buyer_maker)` 元组列表，定期淘汰过期数据。
+
+**CVD 计算**：  
+`CVD = 主动买入量 - 主动卖出量`（在窗口时间范围内求和）
+
+**动态切片**：  
+当策略配置了非标准窗口（如 15m、1h）时，从 `win_fast` 或 `win_mid` 的 trades 列表中按时间范围切片重算 CVD：
+- fast 周期 ≤ 30m → 从 `win_fast.trades` 切片
+- fast 周期 > 30m → 从 `win_mid.trades` 切片
+- slow 周期 → 始终从 `win_mid.trades` 切片
+
+### 5.3 评分模型（`_evaluate_v53`）
+
+**四层线性评分**，总分 = 各层得分之和，满分 = 各层权重之和。
+
+#### 门控系统（5个门，按顺序，任意一门否决则 gate_passed=false，不开仓）
+
+| 门 | 条件 | 否决理由 |
+|----|------|----------|
+| 门1 波动率 | `ATR/price >= vol_atr_pct_min` | ATR 过小，市场太平静 |
+| 门2 CVD共振 | `cvd_fast` 和 `cvd_slow` 同向（同正=LONG，同负=SHORT） | 快慢 CVD 不共振 |
+| 门3 鲸鱼否决 | 大额成交（>whale_usd_threshold）的净流向与信号方向一致（或该门禁用） | 鲸鱼反向 |
+| 门4 OBI否决 | OBI（订单簿不平衡）不与信号方向矛盾（或该门禁用） | OBI 反向 |
+| 门5 期现背离 | 现货-永续价差在阈值内（或该门禁用） | 期现背离过大 |
+
+门2（CVD共振）同时决定信号方向：两个 CVD 都正→LONG，都负→SHORT，不同向→HOLD（跳过）。
+
+#### 评分计算（gate_passed=true 后）
+
+**方向层**（weight_direction，默认 38）：
+- CVD共振强度 → 占方向层满分的比例
+- 公式：`score_dir = weight_direction × min(1.0, abs(cvd_fast + cvd_slow) / normalization_factor)`
+
+**环境层**（weight_env，默认 32）：
+- ATR 百分位（价格波动强度）
+- VWAP 相对位置
+- 资金费率方向
+
+**辅助层**（weight_aux，默认 28）：
+- OBI 强度
+- 期现背离程度
+- 强平数据方向
+
+**动量层**（weight_momentum，默认 2）：
+- P99 成交量异常
+- 买卖量比
+
+**开仓条件**：`total_score >= entry_score`（默认 75）
+
+### 5.4 开仓逻辑
+
+```
+for each symbol:
+    update sliding windows with new agg_trades
+    for each strategy (status=running):
+        if strategy.symbol != symbol → skip
+        evaluate_signal(strategy_cfg) → result
+        if result.signal and score >= entry_score:
+            if no active position for this strategy:
+                if active_position_count < max_positions:
+                    paper_open_trade(...)
+```
+
+**开仓价格**：取 `signal_indicators.price`（实时最新成交价），不是 VWAP。
+
+**SL/TP 计算**：
+- `risk_distance = sl_atr_multiplier × ATR`（1R）
+- LONG：`SL = price - risk_distance`，`TP1 = price + tp1_ratio × ATR`，`TP2 = price + tp2_ratio × ATR`
+- SHORT：`SL = price + risk_distance`，`TP1 = price - tp1_ratio × ATR`，`TP2 = price - tp2_ratio × ATR`
+
+**当前标准TP/SL配置（BTC 18组对照）**：
+- 保守：`sl=2.0×ATR, tp1=0.75×ATR, tp2=1.5×ATR`（TP全到=+0.5625R）
+- 平衡：`sl=2.0×ATR, tp1=1.0×ATR, tp2=2.0×ATR`（TP全到=+1.5R）
+- 激进：`sl=2.0×ATR, tp1=1.5×ATR, tp2=3.0×ATR`（TP全到=+2.25R）
+
+### 5.5 平仓逻辑（paper_monitor.py）
+
+独立进程，通过币安 WebSocket 实时接收 mark price：
+
+1. `price >= tp1_price`（LONG）或 `price <= tp1_price`（SHORT）→ 触发 TP1：status 改为 `tp1_hit`，移动止损到保本价
+2. TP1 已触发后，`price >= tp2_price` → 全仓 TP2：status=`tp`
+3. `price <= sl_price`（LONG）或 `price >= sl_price`（SHORT）→ 止损：status=`sl`，`pnl_r=-1.0`
+4. 持仓超 240 分钟 → status=`timeout`
+5. 反向信号强度 >= flip_threshold → signal_engine 触发 `signal_flip`
+
+---
+
+## 六、FastAPI 后端接口（main.py）
+
+### 6.1 认证
+- `POST /api/auth/login` → 返回 JWT token
+- `POST /api/auth/register` → 注册（需邀请码）
+- 所有接口需 Bearer JWT，通过 `Depends(get_current_user)` 校验
+
+### 6.2 行情数据
+- `GET /api/rates` → 最新资金费率快照（rate_snapshots 最新一行）
+- `GET /api/snapshots` → 多个时间点的资金费率历史
+- `GET /api/kline?symbol=BTC&interval=1m&limit=100` → K线（从 agg_trades 聚合）
+
+### 6.3 信号引擎
+- `GET /api/signals/latest?strategy=v53` → 各币种最新一条信号指标（signal_indicators 每币种 LIMIT 1）
+- `GET /api/signals/latest-v52?strategy=v52_8signals` → 同上，v52 字段
+- `GET /api/signals/indicators?symbol=BTCUSDT&strategy=v53&limit=100` → 历史信号指标列表
+- `GET /api/signals/signal-history?symbol=BTC&strategy=v53&limit=50` → 有信号（signal IS NOT NULL）的历史列表
+- `GET /api/signals/market-indicators?symbol=BTCUSDT` → 最新市场宏观指标（OI/多空比/资金费率）
+- `GET /api/signals/history?strategy=v53&limit=100` → 信号历史（含各层分数）
+
+### 6.4 模拟盘（paper trading）
+- `GET /api/paper/config` → 读取 paper_config.json
+- `POST /api/paper/config` → 更新 paper_config.json（控制总开关和每策略开关）
+- `GET /api/paper/summary?strategy=v53&strategy_id=uuid` → 总览（总盈亏R/USDT、胜率、余额、持仓数、盈亏比）
+- `GET /api/paper/positions?strategy=v53&strategy_id=uuid` → 当前活跃持仓列表（含实时浮盈计算）
+- `GET /api/paper/trades?strategy=v53&strategy_id=uuid&symbol=BTC&status=tp&limit=100` → 历史交易列表
+- `GET /api/paper/equity-curve?strategy=v53&strategy_id=uuid` → 权益曲线（按时间累加 pnl_r）
+- `GET /api/paper/stats?strategy=v53&strategy_id=uuid` → 详细统计（胜率/盈亏比/MDD/Sharpe/avg_win/avg_loss，按币种分组）
+- `GET /api/paper/stats-by-strategy` → 所有策略的汇总统计（策略广场用）
+
+### 6.5 策略广场（strategy plaza）
+- `GET /api/strategy-plaza?status=running` → 策略列表（支持 status 过滤）
+- `GET /api/strategy-plaza/{strategy_id}/summary` → 单策略总览卡
+- `GET /api/strategy-plaza/{strategy_id}/signals` → 单策略最新信号
+- `GET /api/strategy-plaza/{strategy_id}/trades` → 单策略交易记录
+
+### 6.6 策略管理 CRUD
+- `POST /api/strategies` → 创建新策略（写入 strategies 表，signal_engine 15秒内热重载）
+- `GET /api/strategies` → 策略列表（含 open_positions 数量）
+- `GET /api/strategies/{sid}` → 单策略详情
+- `PATCH /api/strategies/{sid}` → 更新策略参数
+- `POST /api/strategies/{sid}/pause` → 暂停（status=paused）
+- `POST /api/strategies/{sid}/resume` → 恢复（status=running）
+- `POST /api/strategies/{sid}/deprecate` → 停用（status=deprecated）
+- `POST /api/strategies/{sid}/restore` → 恢复到 running
+- `POST /api/strategies/{sid}/add-balance` → 补充模拟资金
+
+### 6.7 服务器监控
+- `GET /api/server/status` → 服务器资源（CPU/内存/磁盘/PM2进程状态）
+
+### 6.8 实盘接口（暂未真实使用）
+- `GET /api/live/*` → 实盘持仓、交易、权益曲线、账户余额、风控状态等
+- `POST /api/live/emergency-close` → 紧急平仓
+- `POST /api/live/block-new` → 暂停新开仓
+- `POST /api/live/resume` → 恢复开仓
+
+---
+
+## 七、前端页面列表
+
+### 7.1 主导航（Sidebar）
+
+固定左侧 sidebar，包含所有页面入口和当前 BTC/ETH 资金费率实时显示。
+
+### 7.2 页面详情
+
+#### `/` (首页/Dashboard)
+- 资金费率历史折线图（BTC/ETH 双轨）
+- 资金费率 24h 统计（最大/最小/均值）
+- 近期套利机会卡片
+
+#### `/signals-v53` (信号引擎 v5.3，老页面)
+- CVD 三轨卡片（cvd_fast/cvd_mid/cvd_day + 斜率 + 共振判断）
+- ATR / VWAP / P95 / P99 市场环境指标
+- 信号状态卡（LONG/SHORT/无信号 + 评分 + 四层分数进度条）
+- Gate-Control 卡（5门详情：波动率/CVD共振/鲸鱼/OBI/期现背离）
+- 信号历史列表（最近20条：时间/方向/评分）
+- CVD 折线图（可切 1h/4h/12h/24h 时间范围）
+- 币种切换：BTC/ETH/SOL/XRP
+
+#### `/paper-v53` (模拟盘 v5.3，老页面)
+- 总览卡片（总盈亏R/USDT/胜率/持仓数/盈亏比/余额）
+- 最新信号（四币种最近信号+四层分+Gate状态）
+- 控制面板（启动/停止按钮）
+- 当前活跃持仓（实时价格WebSocket/浮盈R/入场TP SL价格）
+- 权益曲线（面积图）
+- 历史交易列表（筛选币种/盈亏；入场/出场价/状态/评分/持仓时长）
+- 详细统计（胜率/盈亏比/avg_win/avg_loss/MDD/Sharpe，按币种分Tab）
+
+#### `/strategy-plaza` (策略广场，主入口)
+- 策略列表卡片视图（按 status 过滤：running/paused/deprecated）
+- 每个卡片显示：策略名/币种/CVD周期/TP方案/胜率/净R/余额/状态
+- 快速操作：暂停/恢复/停用
+- 「新建策略」按钮 → 跳转 `/strategy-plaza/create`
+
+#### `/strategy-plaza/create` (新建策略)
+- 表单：策略名/symbol/CVD快慢周期/四层权重/五门阈值/TP-SL参数/初始余额
+- 提交后 POST /api/strategies，signal_engine 15秒内热重载
+
+#### `/strategy-plaza/[id]` (策略详情页，通用)
+- Tab1: 信号引擎（SignalsGeneric 组件）
+  - 动态显示该策略配置的 CVD 周期、权重、Gate 阈值
+  - 实时信号评分
+  - 信号历史、CVD 图表
+- Tab2: 模拟盘（PaperGeneric 组件）
+  - 总览统计、活跃持仓、权益曲线、交易列表、详细统计
+  - 启停控制
+
+#### `/strategy-plaza/[id]/edit` (编辑策略)
+- 同新建表单，预填当前参数，提交 PATCH /api/strategies/{id}
+
+#### `/server` (服务器状态)
+- CPU/内存/磁盘/PM2进程状态实时监控
+
+#### `/kline` (K线图)
+- 任意币种 K线，支持 1m/5m/15m/1h 粒度
+
+#### `/login` / `/register`
+- JWT 登录/邀请码注册
+
+---
+
+## 八、paper_config.json（模拟盘控制文件）
+
+路径：`backend/paper_config.json`
+
+```json
+{
+  "enabled": true,
+  "enabled_strategies": [],
+  "initial_balance": 10000,
+  "risk_per_trade": 0.02,
+  "max_positions": 100,
+  "tier_multiplier": {"light": 0.5, "standard": 1.0, "heavy": 1.5}
+}
+```
+
+- `enabled_strategies` 为空列表 = 全部策略放行
+- `max_positions` 当前设为 100（实际无限制）
+
+---
+
+## 九、数据流（完整链路）
+
+```
+币安 WebSocket（逐笔成交）
+    ↓ agg-collector.py
+agg_trades 表（PostgreSQL 分区表）
+    ↓ signal_engine.py（每15秒读取）
+滑动窗口（win_fast 30m / win_mid 4h / win_day 24h）
+    ↓ 计算CVD/ATR/VWAP
+_evaluate_v53()
+    ↓ 5门检查 → 四层评分
+signal_indicators 写入
+    ↓ signal IS NOT NULL 且 score >= entry_score
+paper_open_trade() → paper_trades 写入
+    ↓
+paper_monitor.py（WebSocket 实时价格监控）
+    ↓ 触及 TP1/TP2/SL 或超时
+paper_trades 平仓（status/exit_price/pnl_r 更新）
+    ↓
+FastAPI（main.py）← Next.js 前端查询展示
+```
+
+---
+
+## 十、已知缺陷（Codex 重写需改进）
+
+1. **signal_engine.py 单体巨型文件**（1800+ 行），所有逻辑混在一起
+2. **所有策略共享同一个 snapshot**，无法真正独立评估
+3. **CVD 动态切片依赖 win_fast/win_mid 两个固定窗口**，扩展性受限
+4. **开仓逻辑耦合在 signal_engine 主循环**，paper_monitor 只管平仓
+5. **前端页面碎片化**：每个策略版本有独立页面，维护困难
+6. **strategy_name 路由逻辑脆弱**：`custom_` 路由曾多次因 scp 覆盖丢失
+7. **API 无分页**，大数据量接口可能超时
+
+---
+
+## 十一、关键配置
+
+```
+数据库连接: postgresql://arb:arb_engine_2026@10.106.0.3/arb_engine
+JWT Secret: arb-engine-jwt-secret-v2-2026
+Admin: fzq1228@gmail.com (id=1, role=admin)
+前端: https://arb.zhouyangclaw.com (端口 4333)
+后端: 端口 4332
+项目路径: /home/fzq1228/Projects/arbitrage-engine/
+```

docs/arbitrage-engine/execution-state-machine.md

@@ -29,7 +29,7 @@
 
 ### 1.3 状态机伪代码
 
-```pseudo
+```text
 state = IDLE
 
 on_signal_open(signal):
@@ -106,7 +106,7 @@ on_timer():
 
 ### 2.3 TP 状态机（maker 主路径 + taker 兜底）
 
-```pseudo
+```text
 on_position_open(pos):
   // 开仓后立即挂 TP1 限价单（maker）
   tp1_price = pos.entry_price + pos.side * tp1_r * pos.risk_distance
@@ -159,7 +159,7 @@ on_timer():
 
 ### 2.4 SL 状态机（纯 taker）
 
-```pseudo
+```text
 on_sl_trigger(pos, sl_price):
   // 触发条件可以来自价格监控或止损订单触发
   // 这里策略层只关心：一旦触发，立即使用 taker
@@ -173,7 +173,7 @@ SL 不做 maker 逻辑，避免在极端行情下挂单无法成交。
 
 ### 2.5 Flip 状态机（平旧仓 + 新开仓）
 
-```pseudo
+```text
 on_flip_signal(pos, new_side, flip_context):
   if not flip_condition_met(flip_context):
     return
@@ -197,7 +197,7 @@ flip 的关键是：**门槛更高**（如 score < 85 且 OBI 翻转且价格跌
 
 ### 2.6 Timeout 状态机（超时出场）
 
-```pseudo
+```text
 on_timer():
   if pos.state == POSITION_OPEN and now() - pos.open_ts >= timeout_seconds:
     // 可以偏 maker：先挂限价平仓，超时再 taker

frontend/app/strategy-plaza/[id]/PaperGeneric.tsx

@@ -0,0 +1,367 @@
+"use client";
+
+import { useState, useEffect } from "react";
+import { authFetch } from "@/lib/auth";
+import { XAxis, YAxis, Tooltip, ResponsiveContainer, ReferenceLine, Area, AreaChart } from "recharts";
+
+function bjt(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")}`;
+}
+
+function fmtPrice(p: number) {
+  return p < 100 ? p.toFixed(4) : p.toLocaleString("en-US", { minimumFractionDigits: 1, maximumFractionDigits: 1 });
+}
+
+// eslint-disable-next-line @typescript-eslint/no-explicit-any
+function parseFactors(raw: any) {
+  if (!raw) return null;
+  if (typeof raw === "string") { try { return JSON.parse(raw); } catch { return null; } }
+  return raw;
+}
+
+interface Props {
+  strategyId: string;
+  symbol: string;
+}
+
+type FilterResult = "all" | "win" | "loss";
+type FilterSymbol = "all" | string;
+
+// ─── 控制面板（策略启停）─────────────────────────────────────────
+
+function ControlPanel({ strategyId }: { strategyId: string }) {
+  const [status, setStatus] = useState<string | null>(null);
+  const [saving, setSaving] = useState(false);
+
+  useEffect(() => {
+    (async () => {
+      try {
+        const r = await authFetch(`/api/strategies/${strategyId}`);
+        if (r.ok) { const j = await r.json(); setStatus(j.status); }
+      } catch {}
+    })();
+  }, [strategyId]);
+
+  const toggle = async () => {
+    setSaving(true);
+    const newStatus = status === "running" ? "paused" : "running";
+    try {
+      const r = await authFetch(`/api/strategies/${strategyId}`, {
+        method: "PATCH",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify({ status: newStatus }),
+      });
+      if (r.ok) setStatus(newStatus);
+    } catch {} finally { setSaving(false); }
+  };
+
+  if (!status) return null;
+  return (
+    <div className={`rounded-xl border-2 ${status === "running" ? "border-emerald-400 bg-emerald-50" : "border-slate-200 bg-white"} px-3 py-2 flex items-center justify-between`}>
+      <div className="flex items-center gap-3">
+        <button onClick={toggle} disabled={saving}
+          className={`px-3 py-1.5 rounded-lg text-xs font-bold transition-all ${status === "running" ? "bg-red-500 text-white hover:bg-red-600" : "bg-emerald-500 text-white hover:bg-emerald-600"}`}>
+          {saving ? "..." : status === "running" ? "⏹ 暂停" : "▶️ 启动"}
+        </button>
+        <span className={`text-xs font-medium ${status === "running" ? "text-emerald-700" : "text-slate-500"}`}>
+          {status === "running" ? "🟢 运行中" : "⚪ 已暂停"}
+        </span>
+      </div>
+    </div>
+  );
+}
+
+// ─── 总览卡片 ────────────────────────────────────────────────────
+
+function SummaryCards({ strategyId }: { strategyId: string }) {
+  // eslint-disable-next-line @typescript-eslint/no-explicit-any
+  const [data, setData] = useState<any>(null);
+  useEffect(() => {
+    const f = async () => {
+      try {
+        const r = await authFetch(`/api/paper/summary?strategy_id=${strategyId}`);
+        if (r.ok) setData(await r.json());
+      } catch {}
+    };
+    f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
+  }, [strategyId]);
+  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 ${color}`}>{value}</p>
+          <p className="text-[10px] text-slate-400">{sub}</p>
+        </div>
+      ))}
+    </div>
+  );
+}
+
+// ─── 当前持仓 ────────────────────────────────────────────────────
+
+function ActivePositions({ strategyId }: { strategyId: string }) {
+  // eslint-disable-next-line @typescript-eslint/no-explicit-any
+  const [positions, setPositions] = useState<any[]>([]);
+  const [wsPrices, setWsPrices] = useState<Record<string, number>>({});
+  const RISK_USD = 200; // 1R = 200 USDT
+
+  useEffect(() => {
+    const f = async () => {
+      try {
+        const r = await authFetch(`/api/paper/positions?strategy_id=${strategyId}`);
+        if (r.ok) setPositions((await r.json()).data || []);
+      } catch {}
+    };
+    f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
+  }, [strategyId]);
+
+  useEffect(() => {
+    const streams = ["btcusdt", "ethusdt", "xrpusdt", "solusdt"].map(s => `${s}@aggTrade`).join("/");
+    const ws = new WebSocket(`wss://fstream.binance.com/stream?streams=${streams}`);
+    // eslint-disable-next-line @typescript-eslint/no-explicit-any
+    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">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">
+        {/* eslint-disable-next-line @typescript-eslint/no-explicit-any */}
+        {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 * RISK_USD;
+          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="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] ${unrealUsdt >= 0 ? "text-emerald-500" : "text-red-400"}`}>${unrealUsdt.toFixed(0)}</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: ${fmtPrice(p.sl_price)}</span>
+              </div>
+              <div className="mt-1 text-[9px] text-slate-400">
+                入场: {p.entry_ts ? bjt(p.entry_ts) : "-"}
+              </div>
+            </div>
+          );
+        })}
+      </div>
+    </div>
+  );
+}
+
+// ─── 权益曲线 ────────────────────────────────────────────────────
+
+function EquityCurve({ strategyId }: { strategyId: string }) {
+  // eslint-disable-next-line @typescript-eslint/no-explicit-any
+  const [data, setData] = useState<any[]>([]);
+  useEffect(() => {
+    const f = async () => {
+      try {
+        const r = await authFetch(`/api/paper/equity-curve?strategy_id=${strategyId}`);
+        if (r.ok) setData((await r.json()).data || []);
+      } catch {}
+    };
+    f(); const iv = setInterval(f, 30000); return () => clearInterval(iv);
+  }, [strategyId]);
+  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(Number(v))} tick={{ fontSize: 10 }} />
+              <YAxis tick={{ fontSize: 10 }} tickFormatter={(v) => `${v}R`} />
+              <Tooltip labelFormatter={(v) => bjt(Number(v))} formatter={(v: unknown) => [`${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 ────────────────────────────────────────────────────
+
+function TradeHistory({ strategyId }: { strategyId: string }) {
+  // eslint-disable-next-line @typescript-eslint/no-explicit-any
+  const [trades, setTrades] = useState<any[]>([]);
+  const [filterResult, setFilterResult] = useState<FilterResult>("all");
+  const [filterSym, setFilterSym] = useState<FilterSymbol>("all");
+
+  useEffect(() => {
+    const f = async () => {
+      try {
+        const r = await authFetch(`/api/paper/trades?strategy_id=${strategyId}&result=${filterResult}&symbol=${filterSym}&limit=50`);
+        if (r.ok) setTrades((await r.json()).data || []);
+      } catch {}
+    };
+    f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
+  }, [strategyId, filterResult, filterSym]);
+
+  const fmtTime = (ms: number) => ms ? bjt(ms) : "-";
+  const STATUS_LABEL: Record<string, string> = { tp: "止盈", sl: "止损", sl_be: "保本", timeout: "超时", signal_flip: "翻转" };
+  const STATUS_COLOR: Record<string, string> = { tp: "bg-emerald-100 text-emerald-700", sl: "bg-red-100 text-red-700", sl_be: "bg-amber-100 text-amber-700", signal_flip: "bg-purple-100 text-purple-700", timeout: "bg-slate-100 text-slate-600" };
+
+  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={() => setFilterSym(s)} className={`px-2 py-0.5 rounded text-[10px] ${filterSym === 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={() => setFilterResult(r)} className={`px-2 py-0.5 rounded text-[10px] ${filterResult === 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">入场价</th>
+                <th className="px-2 py-1.5 text-right font-medium">出场价</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">入场时间</th>
+                <th className="px-2 py-1.5 text-right font-medium">出场时间</th>
+                <th className="px-2 py-1.5 text-right font-medium">持仓</th>
+              </tr>
+            </thead>
+            <tbody className="divide-y divide-slate-50">
+              {/* eslint-disable-next-line @typescript-eslint/no-explicit-any */}
+              {trades.map((t: any) => {
+                const holdMin = t.exit_ts && t.entry_ts ? Math.round((t.exit_ts - t.entry_ts) / 60000) : 0;
+                return (
+                  <tr key={t.id} className="hover:bg-slate-50">
+                    <td className="px-2 py-1.5 font-mono">{t.symbol?.replace("USDT", "")}</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] ${STATUS_COLOR[t.status] || "bg-slate-100 text-slate-600"}`}>{STATUS_LABEL[t.status] || t.status}</span></td>
+                    <td className="px-2 py-1.5 text-right font-mono">{t.score}</td>
+                    <td className="px-2 py-1.5 text-right text-slate-400 whitespace-nowrap">{fmtTime(t.entry_ts)}</td>
+                    <td className="px-2 py-1.5 text-right text-slate-400 whitespace-nowrap">{fmtTime(t.exit_ts)}</td>
+                    <td className="px-2 py-1.5 text-right text-slate-400">{holdMin}m</td>
+                  </tr>
+                );
+              })}
+            </tbody>
+          </table>
+        )}
+      </div>
+    </div>
+  );
+}
+
+// ─── 详细统计 ────────────────────────────────────────────────────
+
+function StatsPanel({ strategyId }: { strategyId: string }) {
+  // eslint-disable-next-line @typescript-eslint/no-explicit-any
+  const [data, setData] = useState<any>(null);
+  const [tab, setTab] = useState("ALL");
+  useEffect(() => {
+    const f = async () => {
+      try {
+        const r = await authFetch(`/api/paper/stats?strategy_id=${strategyId}`);
+        if (r.ok) setData(await r.json());
+      } catch {}
+    };
+    f(); const iv = setInterval(f, 30000); return () => clearInterval(iv);
+  }, [strategyId]);
+  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>
+  );
+}
+
+// ─── 主组件 ──────────────────────────────────────────────────────
+
+export default function PaperGeneric({ strategyId, symbol }: Props) {
+  return (
+    <div className="space-y-3 p-1">
+      <div>
+        <h2 className="text-sm font-bold text-slate-900">📈 模拟盘</h2>
+        <p className="text-[10px] text-slate-500">{symbol.replace("USDT", "")} · strategy_id: {strategyId.slice(0, 8)}...</p>
+      </div>
+      <ControlPanel strategyId={strategyId} />
+      <SummaryCards strategyId={strategyId} />
+      <ActivePositions strategyId={strategyId} />
+      <EquityCurve strategyId={strategyId} />
+      <TradeHistory strategyId={strategyId} />
+      <StatsPanel strategyId={strategyId} />
+    </div>
+  );
+}

frontend/app/strategy-plaza/[id]/SignalsGeneric.tsx

@@ -0,0 +1,446 @@
+"use client";
+
+import { useEffect, useState, useCallback } from "react";
+import { authFetch } from "@/lib/auth";
+import {
+  ComposedChart, Area, Line, XAxis, YAxis, Tooltip, ResponsiveContainer,
+  ReferenceLine, CartesianGrid, Legend
+} from "recharts";
+
+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;
+  signal: string | null;
+  tier?: "light" | "standard" | "heavy" | null;
+  gate_passed?: boolean;
+  factors?: {
+    gate_passed?: boolean;
+    gate_block?: string;
+    block_reason?: string;
+    obi_raw?: number;
+    spot_perp_div?: number;
+    whale_cvd_ratio?: number;
+    atr_pct_price?: number;
+    direction?: { score?: number; max?: number };
+    crowding?: { score?: number; max?: number };
+    environment?: { score?: number; max?: number };
+    auxiliary?: { score?: number; max?: number };
+  } | null;
+}
+
+interface SignalRecord {
+  ts: number;
+  score: number;
+  signal: string;
+}
+
+interface Gates {
+  obi_threshold: number;
+  whale_usd_threshold: number;
+  whale_flow_pct: number;
+  vol_atr_pct_min: number;
+  spot_perp_threshold: number;
+}
+
+interface Weights {
+  direction: number;
+  env: number;
+  aux: number;
+  momentum: number;
+}
+
+interface Props {
+  strategyId: string;
+  symbol: string;
+  cvdFastWindow: string;
+  cvdSlowWindow: string;
+  weights: Weights;
+  gates: Gates;
+}
+
+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-12 text-right">{score}/{max}</span>
+    </div>
+  );
+}
+
+function GateCard({ factors, gates }: { factors: LatestIndicator["factors"]; gates: Gates }) {
+  if (!factors) return null;
+  const passed = factors.gate_passed ?? true;
+  const blockReason = factors.gate_block || factors.block_reason;
+  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">🔒 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 ≥{(gates.vol_atr_pct_min * 100).toFixed(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">否决±{gates.obi_threshold}</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 ${(factors.spot_perp_div ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
+            {((factors.spot_perp_div ?? 0) * 10000).toFixed(2)}bps
+          </p>
+          <p className="text-[9px] text-slate-400">否决±{(gates.spot_perp_threshold * 100).toFixed(1)}%</p>
+        </div>
+        <div className="bg-white rounded px-2 py-1">
+          <p className="text-[10px] text-slate-400">鲸鱼</p>
+          <p className="text-xs font-mono text-slate-800">${(gates.whale_usd_threshold / 1000).toFixed(0)}k</p>
+          <p className="text-[9px] text-slate-400">{">"}{(gates.whale_flow_pct * 100).toFixed(0)}%占比</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>
+  );
+}
+
+function IndicatorCards({ sym, strategyName, cvdFastWindow, cvdSlowWindow, weights, gates }: {
+  sym: string; strategyName: string; cvdFastWindow: string; cvdSlowWindow: string; weights: Weights; gates: Gates;
+}) {
+  const [data, setData] = useState<LatestIndicator | null>(null);
+  const coin = sym.replace("USDT", "") as "BTC" | "ETH" | "XRP" | "SOL";
+
+  useEffect(() => {
+    const fetch_ = async () => {
+      try {
+        const res = await authFetch(`/api/signals/latest?strategy=${strategyName}`);
+        if (!res.ok) return;
+        const json = await res.json();
+        setData(json[coin] || null);
+      } catch {}
+    };
+    fetch_();
+    const iv = setInterval(fetch_, 5000);
+    return () => clearInterval(iv);
+  }, [coin, strategyName]);
+
+  if (!data) return <div className="text-center text-slate-400 text-sm py-4">等待指标数据...</div>;
+
+  const priceVsVwap = data.price > data.vwap_30m ? "上方" : "下方";
+  const totalWeight = weights.direction + weights.env + weights.aux + weights.momentum;
+
+  return (
+    <div className="space-y-3">
+      {/* CVD双轨 */}
+      <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 ({cvdFastWindow})</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_slow ({cvdSlowWindow})</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 ${data.cvd_fast >= 0 && data.cvd_mid >= 0 ? "text-emerald-600" : data.cvd_fast < 0 && data.cvd_mid < 0 ? "text-red-500" : "text-slate-400"}`}>
+            {data.cvd_fast >= 0 && data.cvd_mid >= 0 ? "✅ 多头共振" : data.cvd_fast < 0 && data.cvd_mid < 0 ? "✅ 空头共振" : "⚠️ 分歧"}
+          </p>
+          <p className="text-[10px] text-slate-400">双周期共振</p>
+        </div>
+      </div>
+
+      {/* ATR + VWAP + P95/P99 */}
+      <div className="grid grid-cols-4 gap-1.5">
+        <div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
+          <p className="text-[10px] text-slate-400">ATR</p>
+          <p className="font-mono font-semibold text-sm text-slate-800">${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 + 四层分 */}
+      <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">四层评分 · {coin}</p>
+            <p className={`font-bold text-base ${
+              data.signal === "LONG" ? "text-emerald-700" :
+              data.signal === "SHORT" ? "text-red-600" :
+              "text-slate-400"
+            }`}>
+              {data.signal === "LONG" ? "🟢 做多" : data.signal === "SHORT" ? "🔴 做空" : "⚪ 无信号"}
+            </p>
+          </div>
+          <div className="text-right">
+            <p className="font-mono font-bold text-lg text-slate-800">{data.score}/{totalWeight}</p>
+            <p className="text-[10px] text-slate-500">
+              {data.tier === "heavy" ? "加仓" : data.tier === "standard" ? "标准" : "不开仓"}
+            </p>
+          </div>
+        </div>
+        <div className="mt-2 space-y-1">
+          <LayerScore label="方向" score={data.factors?.direction?.score ?? 0} max={weights.direction} colorClass="bg-blue-600" />
+          <LayerScore label="环境" score={data.factors?.environment?.score ?? 0} max={weights.env} colorClass="bg-emerald-600" />
+          <LayerScore label="辅助" score={data.factors?.auxiliary?.score ?? 0} max={weights.aux} colorClass="bg-violet-600" />
+          <LayerScore label="动量" score={data.factors?.crowding?.score ?? 0} max={weights.momentum} colorClass="bg-slate-500" />
+        </div>
+      </div>
+
+      {/* Gate 卡片 */}
+      <GateCard factors={data.factors} gates={gates} />
+    </div>
+  );
+}
+
+function SignalHistory({ coin, strategyName }: { coin: string; strategyName: string }) {
+  const [data, setData] = useState<SignalRecord[]>([]);
+
+  useEffect(() => {
+    const fetchData = async () => {
+      try {
+        const res = await authFetch(`/api/signals/signal-history?symbol=${coin}&limit=20&strategy=${strategyName}`);
+        if (!res.ok) return;
+        const json = await res.json();
+        setData(json.data || []);
+      } catch {}
+    };
+    fetchData();
+    const iv = setInterval(fetchData, 15000);
+    return () => clearInterval(iv);
+  }, [coin, strategyName]);
+
+  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</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 ${s.signal === "LONG" ? "text-emerald-600" : "text-red-500"}`}>
+                {s.signal === "LONG" ? "🟢 LONG" : "🔴 SHORT"}
+              </span>
+              <span className="text-[10px] text-slate-400">{bjtFull(s.ts)}</span>
+            </div>
+            <span className="font-mono text-xs text-slate-700">{s.score}</span>
+          </div>
+        ))}
+      </div>
+    </div>
+  );
+}
+
+function CVDChart({ sym, minutes, strategyName, cvdFastWindow, cvdSlowWindow }: {
+  sym: string; minutes: number; strategyName: string; cvdFastWindow: string; cvdSlowWindow: string;
+}) {
+  const [data, setData] = useState<IndicatorRow[]>([]);
+  const [loading, setLoading] = useState(true);
+  const coin = sym.replace("USDT", "");
+
+  const fetchData = useCallback(async (silent = false) => {
+    try {
+      const res = await authFetch(`/api/signals/indicators?symbol=${coin}&minutes=${minutes}&strategy=${strategyName}`);
+      if (!res.ok) return;
+      const json = await res.json();
+      setData(json.data || []);
+      if (!silent) setLoading(false);
+    } catch {}
+  }, [coin, minutes, strategyName]);
+
+  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">暂无指标数据，等待积累...</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(${cvdFastWindow})`];
+            return [fmt(Number(v)), `CVD_slow(${cvdSlowWindow})`];
+          }}
+          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 SignalsGeneric({ strategyId, symbol, cvdFastWindow, cvdSlowWindow, weights, gates }: Props) {
+  const [minutes, setMinutes] = useState(240);
+  const coin = symbol.replace("USDT", "");
+  const strategyName = `custom_${strategyId.slice(0, 8)}`;
+
+  return (
+    <div className="space-y-3 p-1">
+      <div className="flex items-center justify-between flex-wrap gap-2">
+        <div>
+          <h2 className="text-sm font-bold text-slate-900">⚡ 信号引擎</h2>
+          <p className="text-slate-500 text-[10px]">
+            CVD {cvdFastWindow}/{cvdSlowWindow} · 权重 {weights.direction}/{weights.env}/{weights.aux}/{weights.momentum} · {coin}
+          </p>
+        </div>
+        <span className="px-2 py-0.5 rounded text-[10px] font-semibold bg-blue-100 text-blue-700 border border-blue-200">{coin}</span>
+      </div>
+
+      <IndicatorCards
+        sym={symbol}
+        strategyName={strategyName}
+        cvdFastWindow={cvdFastWindow}
+        cvdSlowWindow={cvdSlowWindow}
+        weights={weights}
+        gates={gates}
+      />
+
+      <SignalHistory coin={coin} strategyName={strategyName} />
+
+      <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双轨 + 币价</h3>
+            <p className="text-[10px] text-slate-400">蓝=fast({cvdFastWindow}) · 紫=slow({cvdSlowWindow}) · 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 sym={symbol} minutes={minutes} strategyName={strategyName} cvdFastWindow={cvdFastWindow} cvdSlowWindow={cvdSlowWindow} />
+        </div>
+      </div>
+    </div>
+  );
+}

frontend/app/strategy-plaza/[id]/edit/page.tsx

@@ -0,0 +1,82 @@
+"use client";
+
+import { useAuth, authFetch } from "@/lib/auth";
+import { useParams, useRouter } from "next/navigation";
+import { useEffect, useState } from "react";
+import StrategyForm, { StrategyFormData } from "@/components/StrategyForm";
+
+export default function EditStrategyPage() {
+  useAuth();
+  const params = useParams();
+  const router = useRouter();
+  const sid = params?.id as string;
+  const [formData, setFormData] = useState<StrategyFormData | null>(null);
+  const [loading, setLoading] = useState(true);
+  const [error, setError] = useState("");
+
+  useEffect(() => {
+    if (!sid) return;
+    authFetch(`/api/strategies/${sid}`)
+      .then((r) => r.json())
+      .then((d) => {
+        const s = d.strategy;
+        if (!s) throw new Error("策略不存在");
+        setFormData({
+          display_name: s.display_name,
+          symbol: s.symbol,
+          direction: s.direction,
+          initial_balance: s.initial_balance,
+          cvd_fast_window: s.cvd_fast_window,
+          cvd_slow_window: s.cvd_slow_window,
+          weight_direction: s.weight_direction,
+          weight_env: s.weight_env,
+          weight_aux: s.weight_aux,
+          weight_momentum: s.weight_momentum,
+          entry_score: s.entry_score,
+          // 门1 波动率
+          gate_vol_enabled: s.gate_vol_enabled,
+          vol_atr_pct_min: s.vol_atr_pct_min,
+          // 门2 CVD共振
+          gate_cvd_enabled: s.gate_cvd_enabled ?? true,
+          // 门3 鲸鱼否决
+          gate_whale_enabled: s.gate_whale_enabled,
+          whale_usd_threshold: s.whale_usd_threshold,
+          whale_flow_pct: s.whale_flow_pct,
+          // 门4 OBI否决
+          gate_obi_enabled: s.gate_obi_enabled,
+          obi_threshold: s.obi_threshold,
+          // 门5 期现背离
+          gate_spot_perp_enabled: s.gate_spot_perp_enabled,
+          spot_perp_threshold: s.spot_perp_threshold,
+          sl_atr_multiplier: s.sl_atr_multiplier,
+          tp1_ratio: s.tp1_ratio,
+          tp2_ratio: s.tp2_ratio,
+          timeout_minutes: s.timeout_minutes,
+          flip_threshold: s.flip_threshold,
+          description: s.description || "",
+        });
+      })
+      .catch((e) => setError(e.message))
+      .finally(() => setLoading(false));
+  }, [sid]);
+
+  if (loading) return <div className="p-8 text-slate-400 text-sm animate-pulse">加载中...</div>;
+  if (error) return <div className="p-8 text-red-500 text-sm">{error}</div>;
+  if (!formData) return null;
+
+  return (
+    <div className="p-4 max-w-2xl mx-auto">
+      <div className="mb-5">
+        <h1 className="text-lg font-bold text-slate-800">调整策略参数</h1>
+        <p className="text-slate-500 text-xs mt-0.5">修改保存后15秒内生效，不影响当前持仓</p>
+      </div>
+      <StrategyForm
+        mode="edit"
+        initialData={formData}
+        strategyId={sid}
+        isBalanceEditable={false}
+        onSuccess={() => router.push(`/strategy-plaza/${sid}`)}
+      />
+    </div>
+  );
+}

frontend/app/strategy-plaza/[id]/page.tsx

@@ -11,6 +11,7 @@ import {
   PauseCircle,
   AlertCircle,
   Clock,
+  Settings,
 } from "lucide-react";
 
 // ─── Dynamic imports for each strategy's pages ───────────────────
@@ -20,10 +21,20 @@ const SignalsV53Middle = dynamic(() => import("@/app/signals-v53middle/page"), {
 const PaperV53 = dynamic(() => import("@/app/paper-v53/page"), { ssr: false });
 const PaperV53Fast = dynamic(() => import("@/app/paper-v53fast/page"), { ssr: false });
 const PaperV53Middle = dynamic(() => import("@/app/paper-v53middle/page"), { ssr: false });
+const SignalsGeneric = dynamic(() => import("./SignalsGeneric"), { ssr: false });
+const PaperGeneric = dynamic(() => import("./PaperGeneric"), { ssr: false });
+
+// ─── UUID → legacy strategy name map ─────────────────────────────
+const UUID_TO_LEGACY: Record<string, string> = {
+  "00000000-0000-0000-0000-000000000053": "v53",
+  "00000000-0000-0000-0000-000000000054": "v53_middle",
+  "00000000-0000-0000-0000-000000000055": "v53_fast",
+};
 
 // ─── Types ────────────────────────────────────────────────────────
 interface StrategySummary {
-  id: string;
+  strategy_id?: string;
+  id?: string;
   display_name: string;
   status: string;
   started_at: number;
@@ -39,7 +50,42 @@ interface StrategySummary {
   pnl_usdt_24h: number;
   pnl_r_24h: number;
   cvd_windows?: string;
+  cvd_fast_window?: string;
+  cvd_slow_window?: string;
   description?: string;
+  symbol?: string;
+}
+
+interface StrategyDetail {
+  weight_direction: number;
+  weight_env: number;
+  weight_aux: number;
+  weight_momentum: number;
+  entry_score: number;
+  // 门1 波动率
+  gate_vol_enabled: boolean;
+  vol_atr_pct_min: number;
+  // 门2 CVD共振
+  gate_cvd_enabled: boolean;
+  // 门3 鲸鱼否决
+  gate_whale_enabled: boolean;
+  whale_usd_threshold: number;
+  whale_flow_pct: number;
+  // 门4 OBI否决
+  gate_obi_enabled: boolean;
+  obi_threshold: number;
+  // 门5 期现背离
+  gate_spot_perp_enabled: boolean;
+  spot_perp_threshold: number;
+  sl_atr_multiplier: number;
+  tp1_ratio: number;
+  tp2_ratio: number;
+  timeout_minutes: number;
+  flip_threshold: number;
+  symbol: string;
+  direction: string;
+  cvd_fast_window: string;
+  cvd_slow_window: string;
 }
 
 // ─── Helpers ──────────────────────────────────────────────────────
@@ -54,24 +100,127 @@ function fmtDur(ms: number) {
 }
 
 function StatusBadge({ status }: { status: string }) {
-  if (status === "running") return <span className="flex items-center gap-1 text-xs text-emerald-400"><CheckCircle size={12} />运行中</span>;
+  if (status === "running") return <span className="flex items-center gap-1 text-xs text-emerald-600 font-medium"><CheckCircle size={12} />运行中</span>;
-  if (status === "paused") return <span className="flex items-center gap-1 text-xs text-yellow-400"><PauseCircle size={12} />已暂停</span>;
+  if (status === "paused") return <span className="flex items-center gap-1 text-xs text-yellow-600 font-medium"><PauseCircle size={12} />已暂停</span>;
-  return <span className="flex items-center gap-1 text-xs text-red-400"><AlertCircle size={12} />异常</span>;
+  return <span className="flex items-center gap-1 text-xs text-red-500 font-medium"><AlertCircle size={12} />异常</span>;
+}
+
+// ─── Config Tab ───────────────────────────────────────────────────
+function ConfigTab({ detail, strategyId }: { detail: StrategyDetail; strategyId: string }) {
+  const router = useRouter();
+
+  const row = (label: string, value: string | number | boolean) => (
+    <div className="flex items-center justify-between py-2 border-b border-slate-100 last:border-0">
+      <span className="text-xs text-slate-500">{label}</span>
+      <span className="text-xs font-medium text-slate-800">{String(value)}</span>
+    </div>
+  );
+
+  const gateRow = (label: string, enabled: boolean, threshold: string) => (
+    <div className="flex items-center justify-between py-2 border-b border-slate-100 last:border-0">
+      <div className="flex items-center gap-2">
+        <span className={`inline-block w-2 h-2 rounded-full ${enabled ? "bg-emerald-400" : "bg-slate-300"}`} />
+        <span className="text-xs text-slate-500">{label}</span>
+      </div>
+      <span className={`text-xs font-medium ${enabled ? "text-slate-800" : "text-slate-400"}`}>
+        {enabled ? threshold : "已关闭"}
+      </span>
+    </div>
+  );
+
+  return (
+    <div className="space-y-4">
+      <div className="flex justify-end">
+        <button
+          onClick={() => router.push(`/strategy-plaza/${strategyId}/edit`)}
+          className="flex items-center gap-1.5 px-4 py-2 rounded-xl bg-blue-600 text-white text-xs font-medium hover:bg-blue-700 transition-colors"
+        >
+          <Settings size={13} />
+          编辑参数
+        </button>
+      </div>
+
+      <div className="grid grid-cols-1 md:grid-cols-2 gap-4">
+        {/* 基础配置 */}
+        <div className="bg-white border border-slate-200 rounded-xl p-4">
+          <h4 className="text-xs font-semibold text-slate-600 mb-2">基础配置</h4>
+          {row("交易对", detail.symbol)}
+          {row("交易方向", detail.direction === "both" ? "多空双向" : detail.direction === "long_only" ? "只做多" : "只做空")}
+          {row("CVD 快线", detail.cvd_fast_window)}
+          {row("CVD 慢线", detail.cvd_slow_window)}
+        </div>
+
+        {/* 四层权重 */}
+        <div className="bg-white border border-slate-200 rounded-xl p-4">
+          <h4 className="text-xs font-semibold text-slate-600 mb-2">四层权重</h4>
+          {row("方向权重", `${detail.weight_direction}%`)}
+          {row("环境权重", `${detail.weight_env}%`)}
+          {row("辅助权重", `${detail.weight_aux}%`)}
+          {row("动量权重", `${detail.weight_momentum}%`)}
+          {row("入场阈值", `${detail.entry_score} 分`)}
+        </div>
+
+        {/* 五道 Gate */}
+        <div className="bg-white border border-slate-200 rounded-xl p-4">
+          <h4 className="text-xs font-semibold text-slate-600 mb-2">过滤门控 (Gate)</h4>
+          {gateRow("门1 波动率", detail.gate_vol_enabled, `ATR% ≥ ${((detail.vol_atr_pct_min ?? 0) * 100).toFixed(2)}%`)}
+          {gateRow("门2 CVD共振", detail.gate_cvd_enabled ?? true, "快慢CVD同向")}
+          {gateRow("门3 鲸鱼否决", detail.gate_whale_enabled, `USD ≥ $${((detail.whale_usd_threshold ?? 50000) / 1000).toFixed(0)}k`)}
+          {gateRow("门4 OBI否决", detail.gate_obi_enabled, `阈值 ${detail.obi_threshold}`)}
+          {gateRow("门5 期现背离", detail.gate_spot_perp_enabled, `溢价 ≤ ${((detail.spot_perp_threshold ?? 0.005) * 100).toFixed(2)}%`)}
+        </div>
+
+        {/* 风控参数 */}
+        <div className="bg-white border border-slate-200 rounded-xl p-4">
+          <h4 className="text-xs font-semibold text-slate-600 mb-2">风控参数</h4>
+          {row("SL 宽度", `${detail.sl_atr_multiplier} × ATR`)}
+          {row("TP1 目标", `${detail.tp1_ratio} × RD`)}
+          {row("TP2 目标", `${detail.tp2_ratio} × RD`)}
+          {row("超时", `${detail.timeout_minutes} 分钟`)}
+          {row("反转阈值", `${detail.flip_threshold} 分`)}
+        </div>
+      </div>
+    </div>
+  );
 }
 
 // ─── Content router ───────────────────────────────────────────────
-function SignalsContent({ strategyId }: { strategyId: string }) {
+function SignalsContent({ strategyId, symbol, detail }: { strategyId: string; symbol?: string; detail?: StrategyDetail | null }) {
-  if (strategyId === "v53") return <SignalsV53 />;
+  const legacy = UUID_TO_LEGACY[strategyId] || strategyId;
-  if (strategyId === "v53_fast") return <SignalsV53Fast />;
+  if (legacy === "v53") return <SignalsV53 />;
-  if (strategyId === "v53_middle") return <SignalsV53Middle />;
+  if (legacy === "v53_fast") return <SignalsV53Fast />;
-  return <div className="p-8 text-gray-400">未知策略: {strategyId}</div>;
+  if (legacy === "v53_middle") return <SignalsV53Middle />;
+  const weights = detail ? {
+    direction: detail.weight_direction,
+    env: detail.weight_env,
+    aux: detail.weight_aux,
+    momentum: detail.weight_momentum,
+  } : { direction: 38, env: 32, aux: 28, momentum: 2 };
+  const gates = detail ? {
+    obi_threshold: detail.obi_threshold,
+    whale_usd_threshold: detail.whale_usd_threshold,
+    whale_flow_pct: detail.whale_flow_pct,
+    vol_atr_pct_min: detail.vol_atr_pct_min,
+    spot_perp_threshold: detail.spot_perp_threshold,
+  } : { obi_threshold: 0.3, whale_usd_threshold: 100000, whale_flow_pct: 0.5, vol_atr_pct_min: 0.002, spot_perp_threshold: 0.003 };
+  return (
+    <SignalsGeneric
+      strategyId={strategyId}
+      symbol={symbol || "BTCUSDT"}
+      cvdFastWindow={detail?.cvd_fast_window || "15m"}
+      cvdSlowWindow={detail?.cvd_slow_window || "1h"}
+      weights={weights}
+      gates={gates}
+    />
+  );
 }
 
-function PaperContent({ strategyId }: { strategyId: string }) {
+function PaperContent({ strategyId, symbol }: { strategyId: string; symbol?: string }) {
-  if (strategyId === "v53") return <PaperV53 />;
+  const legacy = UUID_TO_LEGACY[strategyId] || strategyId;
-  if (strategyId === "v53_fast") return <PaperV53Fast />;
+  if (legacy === "v53") return <PaperV53 />;
-  if (strategyId === "v53_middle") return <PaperV53Middle />;
+  if (legacy === "v53_fast") return <PaperV53Fast />;
-  return <div className="p-8 text-gray-400">未知策略: {strategyId}</div>;
+  if (legacy === "v53_middle") return <PaperV53Middle />;
+  return <PaperGeneric strategyId={strategyId} symbol={symbol || "BTCUSDT"} />;
 }
 
 // ─── Main Page ────────────────────────────────────────────────────
@@ -83,9 +232,66 @@ export default function StrategyDetailPage() {
   const tab = searchParams?.get("tab") || "signals";
 
   const [summary, setSummary] = useState<StrategySummary | null>(null);
+  const [detail, setDetail] = useState<StrategyDetail | null>(null);
   const [loading, setLoading] = useState(true);
 
-  const fetchSummary = useCallback(async () => {
+  const fetchData = useCallback(async () => {
+    try {
+      // Try new /api/strategies/{id} first for full detail
+      const r = await authFetch(`/api/strategies/${strategyId}`);
+      if (r.ok) {
+        const d = await r.json();
+        const s = d.strategy;
+        setSummary({
+          strategy_id: s.strategy_id,
+          display_name: s.display_name,
+          status: s.status,
+          started_at: s.started_at || s.created_at || Date.now(),
+          initial_balance: s.initial_balance,
+          current_balance: s.current_balance,
+          net_usdt: s.net_usdt || 0,
+          net_r: s.net_r || 0,
+          trade_count: s.trade_count || 0,
+          win_rate: s.win_rate || 0,
+          avg_win_r: s.avg_win_r || 0,
+          avg_loss_r: s.avg_loss_r || 0,
+          open_positions: s.open_positions || 0,
+          pnl_usdt_24h: s.pnl_usdt_24h || 0,
+          pnl_r_24h: s.pnl_r_24h || 0,
+          cvd_fast_window: s.cvd_fast_window,
+          cvd_slow_window: s.cvd_slow_window,
+          description: s.description,
+        });
+        setDetail({
+          weight_direction: s.weight_direction,
+          weight_env: s.weight_env,
+          weight_aux: s.weight_aux,
+          weight_momentum: s.weight_momentum,
+          entry_score: s.entry_score,
+          gate_vol_enabled: s.gate_vol_enabled,
+          vol_atr_pct_min: s.vol_atr_pct_min,
+          gate_cvd_enabled: s.gate_cvd_enabled,
+          gate_whale_enabled: s.gate_whale_enabled,
+          whale_usd_threshold: s.whale_usd_threshold,
+          whale_flow_pct: s.whale_flow_pct,
+          gate_obi_enabled: s.gate_obi_enabled,
+          obi_threshold: s.obi_threshold,
+          gate_spot_perp_enabled: s.gate_spot_perp_enabled,
+          spot_perp_threshold: s.spot_perp_threshold,
+          sl_atr_multiplier: s.sl_atr_multiplier,
+          tp1_ratio: s.tp1_ratio,
+          tp2_ratio: s.tp2_ratio,
+          timeout_minutes: s.timeout_minutes,
+          flip_threshold: s.flip_threshold,
+          symbol: s.symbol,
+          direction: s.direction,
+          cvd_fast_window: s.cvd_fast_window,
+          cvd_slow_window: s.cvd_slow_window,
+        });
+        return;
+      }
+    } catch {}
+    // Fallback to legacy /api/strategy-plaza/{id}/summary
     try {
       const r = await authFetch(`/api/strategy-plaza/${strategyId}/summary`);
       if (r.ok) {
@@ -97,10 +303,10 @@ export default function StrategyDetailPage() {
   }, [strategyId]);
 
   useEffect(() => {
-    fetchSummary();
+    fetchData().finally(() => setLoading(false));
-    const iv = setInterval(fetchSummary, 30000);
+    const iv = setInterval(fetchData, 30000);
     return () => clearInterval(iv);
-  }, [fetchSummary]);
+  }, [fetchData]);
 
   if (loading) {
     return (
@@ -111,17 +317,20 @@ export default function StrategyDetailPage() {
   }
 
   const isProfit = (summary?.net_usdt ?? 0) >= 0;
+  const cvdLabel = summary?.cvd_fast_window
+    ? `${summary.cvd_fast_window}/${summary.cvd_slow_window}`
+    : summary?.cvd_windows || "";
 
   return (
     <div className="p-4 max-w-full">
       {/* Back + Strategy Header */}
       <div className="flex items-center gap-3 mb-4">
-        <Link href="/strategy-plaza" className="flex items-center gap-1 text-gray-400 hover:text-white text-sm transition-colors">
+        <Link href="/strategy-plaza" className="flex items-center gap-1 text-slate-500 hover:text-slate-800 text-sm transition-colors">
           <ArrowLeft size={16} />
           策略广场
         </Link>
-        <span className="text-gray-600">/</span>
+        <span className="text-slate-300">/</span>
-        <span className="text-white font-medium">{summary?.display_name ?? strategyId}</span>
+        <span className="text-slate-800 font-medium">{summary?.display_name ?? strategyId}</span>
       </div>
 
       {/* Summary Bar */}
@@ -131,8 +340,8 @@ export default function StrategyDetailPage() {
           <span className="text-xs text-slate-400 flex items-center gap-1">
             <Clock size={10} />运行 {fmtDur(summary.started_at)}
           </span>
-          {summary.cvd_windows && (
+          {cvdLabel && (
-            <span className="text-xs text-blue-600 bg-blue-50 border border-blue-100 px-2 py-0.5 rounded">CVD {summary.cvd_windows}</span>
+            <span className="text-xs text-blue-600 bg-blue-50 border border-blue-100 px-2 py-0.5 rounded">CVD {cvdLabel}</span>
           )}
           <span className="ml-auto flex items-center gap-4 text-xs">
             <span className="text-slate-500">胜率 <span className={summary.win_rate >= 50 ? "text-emerald-600 font-bold" : "text-amber-600 font-bold"}>{summary.win_rate}%</span></span>
@@ -148,6 +357,7 @@ export default function StrategyDetailPage() {
         {[
           { key: "signals", label: "📊 信号引擎" },
           { key: "paper", label: "📈 模拟盘" },
+          { key: "config", label: "⚙️ 参数配置" },
         ].map(({ key, label }) => (
           <button
             key={key}
@@ -163,12 +373,13 @@ export default function StrategyDetailPage() {
         ))}
       </div>
 
-      {/* Content — direct render of existing pages */}
+      {/* Content */}
       <div>
-        {tab === "signals" ? (
+        {tab === "signals" && <SignalsContent strategyId={strategyId} symbol={summary?.symbol} detail={detail} />}
-          <SignalsContent strategyId={strategyId} />
+        {tab === "paper" && <PaperContent strategyId={strategyId} symbol={summary?.symbol} />}
-        ) : (
+        {tab === "config" && detail && <ConfigTab detail={detail} strategyId={strategyId} />}
-          <PaperContent strategyId={strategyId} />
+        {tab === "config" && !detail && (
+          <div className="text-center text-slate-400 text-sm py-16">暂无配置信息</div>
         )}
       </div>
     </div>

frontend/app/strategy-plaza/create/page.tsx

@@ -0,0 +1,24 @@
+"use client";
+
+import { useAuth } from "@/lib/auth";
+import { useRouter } from "next/navigation";
+import StrategyForm, { DEFAULT_FORM } from "@/components/StrategyForm";
+
+export default function CreateStrategyPage() {
+  useAuth();
+  const router = useRouter();
+
+  return (
+    <div className="p-4 max-w-2xl mx-auto">
+      <div className="mb-5">
+        <h1 className="text-lg font-bold text-slate-800">新增策略</h1>
+        <p className="text-slate-500 text-xs mt-0.5">配置策略参数，创建后立即开始运行</p>
+      </div>
+      <StrategyForm
+        mode="create"
+        initialData={DEFAULT_FORM}
+        onSuccess={(id) => router.push(`/strategy-plaza/${id}`)}
+      />
+    </div>
+  );
+}

frontend/app/strategy-plaza/deprecated/page.tsx

@@ -0,0 +1,196 @@
+"use client";
+
+import { useEffect, useState, useCallback } from "react";
+import { authFetch, useAuth } from "@/lib/auth";
+import Link from "next/link";
+import {
+  TrendingUp, TrendingDown, Clock, Activity, RotateCcw
+} from "lucide-react";
+
+interface DeprecatedStrategy {
+  strategy_id: string;
+  display_name: string;
+  symbol: string;
+  status: string;
+  started_at: number;
+  deprecated_at: number | null;
+  initial_balance: number;
+  current_balance: number;
+  net_usdt: number;
+  net_r: number;
+  trade_count: number;
+  win_rate: number;
+  avg_win_r: number;
+  avg_loss_r: number;
+  pnl_usdt_24h: number;
+  last_trade_at: number | null;
+}
+
+function formatTime(ms: number | null): string {
+  if (!ms) return "—";
+  return new Date(ms).toLocaleString("zh-CN", {
+    timeZone: "Asia/Shanghai",
+    month: "2-digit",
+    day: "2-digit",
+    hour: "2-digit",
+    minute: "2-digit",
+    hour12: false,
+  });
+}
+
+export default function DeprecatedStrategiesPage() {
+  useAuth();
+  const [strategies, setStrategies] = useState<DeprecatedStrategy[]>([]);
+  const [loading, setLoading] = useState(true);
+  const [restoring, setRestoring] = useState<string | null>(null);
+
+  const fetchData = useCallback(async () => {
+    try {
+      const res = await authFetch("/api/strategies?include_deprecated=true");
+      const data = await res.json();
+      const deprecated = (data.strategies || []).filter(
+        (s: DeprecatedStrategy) => s.status === "deprecated"
+      );
+      setStrategies(deprecated);
+    } catch (e) {
+      console.error(e);
+    } finally {
+      setLoading(false);
+    }
+  }, []);
+
+  useEffect(() => {
+    fetchData();
+  }, [fetchData]);
+
+  const handleRestore = async (sid: string, name: string) => {
+    if (!confirm(`确认重新启用策略「${name}」？将继续使用原有余额和历史数据。`)) return;
+    setRestoring(sid);
+    try {
+      await authFetch(`/api/strategies/${sid}/restore`, { method: "POST" });
+      await fetchData();
+    } catch (e) {
+      console.error(e);
+    } finally {
+      setRestoring(null);
+    }
+  };
+
+  if (loading) {
+    return (
+      <div className="flex items-center justify-center min-h-64">
+        <div className="text-slate-400 text-sm animate-pulse">加载中...</div>
+      </div>
+    );
+  }
+
+  return (
+    <div className="p-4 max-w-5xl mx-auto">
+      <div className="flex items-center justify-between mb-5">
+        <div>
+          <h1 className="text-lg font-bold text-slate-800">废弃策略</h1>
+          <p className="text-slate-500 text-xs mt-0.5">数据永久保留，可随时重新启用</p>
+        </div>
+        <Link
+          href="/strategy-plaza"
+          className="text-xs text-blue-600 hover:underline"
+        >
+          ← 返回策略广场
+        </Link>
+      </div>
+
+      {strategies.length === 0 ? (
+        <div className="text-center text-slate-400 text-sm py-16">暂无废弃策略</div>
+      ) : (
+        <div className="grid grid-cols-1 md:grid-cols-2 xl:grid-cols-3 gap-4">
+          {strategies.map((s) => {
+            const isProfit = s.net_usdt >= 0;
+            const is24hProfit = s.pnl_usdt_24h >= 0;
+            const balancePct = ((s.current_balance / s.initial_balance) * 100).toFixed(1);
+            return (
+              <div key={s.strategy_id} className="rounded-xl border border-slate-200 bg-white overflow-hidden opacity-80">
+                {/* Header */}
+                <div className="px-4 py-3 border-b border-slate-100 flex items-center justify-between bg-slate-50">
+                  <div className="flex items-center gap-2">
+                    <h3 className="font-semibold text-slate-600 text-sm">{s.display_name}</h3>
+                    <span className="text-[10px] text-slate-400 bg-slate-200 px-1.5 py-0.5 rounded-full">已废弃</span>
+                  </div>
+                  <span className="text-[10px] text-slate-400">{s.symbol.replace("USDT", "")}</span>
+                </div>
+
+                {/* PnL */}
+                <div className="px-4 pt-3 pb-2">
+                  <div className="flex items-end justify-between mb-2">
+                    <div>
+                      <div className="text-[10px] text-slate-400 mb-0.5">废弃时余额</div>
+                      <div className="text-xl font-bold text-slate-700">
+                        {s.current_balance.toLocaleString()}
+                        <span className="text-xs font-normal text-slate-400 ml-1">USDT</span>
+                      </div>
+                    </div>
+                    <div className="text-right">
+                      <div className="text-[10px] text-slate-400 mb-0.5">累计盈亏</div>
+                      <div className={`text-lg font-bold ${isProfit ? "text-emerald-600" : "text-red-500"}`}>
+                        {isProfit ? "+" : ""}{s.net_usdt.toLocaleString()} U
+                      </div>
+                    </div>
+                  </div>
+
+                  {/* Balance bar */}
+                  <div className="mb-3">
+                    <div className="flex justify-between text-[10px] text-slate-400 mb-1">
+                      <span>{balancePct}%</span>
+                      <span>{s.initial_balance.toLocaleString()} USDT 初始</span>
+                    </div>
+                    <div className="w-full bg-slate-100 rounded-full h-1.5">
+                      <div
+                        className={`h-1.5 rounded-full ${isProfit ? "bg-emerald-400" : "bg-red-300"}`}
+                        style={{ width: `${Math.min(100, Math.max(0, (s.current_balance / s.initial_balance) * 100))}%` }}
+                      />
+                    </div>
+                  </div>
+
+                  {/* Stats */}
+                  <div className="grid grid-cols-3 gap-2 mb-3">
+                    <div className="bg-slate-50 rounded-lg p-2 text-center">
+                      <div className="text-[10px] text-slate-400">胜率</div>
+                      <div className="text-sm font-bold text-slate-600">{s.win_rate}%</div>
+                    </div>
+                    <div className="bg-slate-50 rounded-lg p-2 text-center">
+                      <div className="text-[10px] text-slate-400">净R</div>
+                      <div className={`text-sm font-bold ${s.net_r >= 0 ? "text-emerald-600" : "text-red-500"}`}>
+                        {s.net_r >= 0 ? "+" : ""}{s.net_r}R
+                      </div>
+                    </div>
+                    <div className="bg-slate-50 rounded-lg p-2 text-center">
+                      <div className="text-[10px] text-slate-400">交易数</div>
+                      <div className="text-sm font-bold text-slate-700">{s.trade_count}</div>
+                    </div>
+                  </div>
+                </div>
+
+                {/* Footer */}
+                <div className="px-4 py-2.5 border-t border-slate-100 flex items-center justify-between bg-slate-50/60">
+                  <div className="flex items-center gap-1">
+                    {is24hProfit ? <TrendingUp size={12} className="text-emerald-500" /> : <TrendingDown size={12} className="text-red-400" />}
+                    <span className="text-[10px] text-slate-500">
+                      废弃于 {formatTime(s.deprecated_at)}
+                    </span>
+                  </div>
+                  <button
+                    onClick={() => handleRestore(s.strategy_id, s.display_name)}
+                    disabled={restoring === s.strategy_id}
+                    className="flex items-center gap-1 text-[11px] px-2.5 py-1 rounded-lg bg-blue-50 text-blue-600 hover:bg-blue-100 disabled:opacity-50 transition-colors font-medium"
+                  >
+                    <RotateCcw size={11} />
+                    {restoring === s.strategy_id ? "启用中..." : "重新启用"}
+                  </button>
+                </div>
+              </div>
+            );
+          })}
+        </div>
+      )}
+    </div>
+  );
+}

frontend/app/strategy-plaza/page.tsx

@@ -4,6 +4,7 @@ import { useEffect, useState, useCallback } from "react";
 import { authFetch } from "@/lib/auth";
 import { useAuth } from "@/lib/auth";
 import Link from "next/link";
+import { useRouter } from "next/navigation";
 import {
   TrendingUp,
   TrendingDown,
@@ -12,11 +13,16 @@ import {
   AlertCircle,
   CheckCircle,
   PauseCircle,
+  Plus,
+  Settings,
+  Trash2,
+  PlusCircle,
 } from "lucide-react";
 
 interface StrategyCard {
-  id: string;
+  strategy_id: string;
   display_name: string;
+  symbol: string;
   status: "running" | "paused" | "error";
   started_at: number;
   initial_balance: number;
@@ -82,128 +88,238 @@ function StatusBadge({ status }: { status: string }) {
   );
 }
 
-function StrategyCardComponent({ s }: { s: StrategyCard }) {
+// ── AddBalanceModal ────────────────────────────────────────────────────────────
-  const isProfit = s.net_usdt >= 0;
+function AddBalanceModal({
-  const is24hProfit = s.pnl_usdt_24h >= 0;
+  strategy,
-  const balancePct = ((s.current_balance / s.initial_balance) * 100).toFixed(1);
+  onClose,
+  onSuccess,
+}: {
+  strategy: StrategyCard;
+  onClose: () => void;
+  onSuccess: () => void;
+}) {
+  const [amount, setAmount] = useState(1000);
+  const [submitting, setSubmitting] = useState(false);
+  const [error, setError] = useState("");
+
+  const handleSubmit = async () => {
+    if (amount <= 0) { setError("金额必须大于0"); return; }
+    setSubmitting(true);
+    setError("");
+    try {
+      const res = await authFetch(`/api/strategies/${strategy.strategy_id}/add-balance`, {
+        method: "POST",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify({ amount }),
+      });
+      if (!res.ok) throw new Error("追加失败");
+      onSuccess();
+      onClose();
+    } catch (e) {
+      setError(e instanceof Error ? e.message : "未知错误");
+    } finally {
+      setSubmitting(false);
+    }
+  };
 
   return (
-    <Link href={`/strategy-plaza/${s.id}`}>
+    <div className="fixed inset-0 z-50 flex items-center justify-center bg-black/30">
-      <div className="rounded-xl border border-slate-200 bg-white overflow-hidden hover:border-blue-300 hover:shadow-md transition-all cursor-pointer group">
+      <div className="bg-white rounded-xl shadow-xl p-5 w-80">
-        {/* Header */}
+        <h3 className="font-semibold text-slate-800 text-sm mb-1">追加余额</h3>
-        <div className="px-4 py-3 border-b border-slate-100 flex items-center justify-between">
+        <p className="text-[11px] text-slate-500 mb-3">策略：{strategy.display_name}</p>
-          <div className="flex items-center gap-2">
+        <div className="mb-3">
-            <h3 className="font-semibold text-slate-800 text-sm group-hover:text-blue-700 transition-colors">
+          <label className="text-xs text-slate-600 mb-1 block">追加金额 (USDT)</label>
-              {s.display_name}
+          <input
-            </h3>
+            type="number"
-            <StatusBadge status={s.status} />
+            value={amount}
-          </div>
+            min={100}
-          <span className="text-[10px] text-slate-400 flex items-center gap-1">
+            step={100}
-            <Clock size={9} />
+            onChange={(e) => setAmount(parseFloat(e.target.value) || 0)}
-            {formatDuration(s.started_at)}
+            className="w-full border border-slate-200 rounded-lg px-3 py-2 text-sm"
-          </span>
+          />
+          <p className="text-[10px] text-slate-400 mt-1">
+            追加后初始资金：{(strategy.initial_balance + amount).toLocaleString()} USDT /
+            余额：{(strategy.current_balance + amount).toLocaleString()} USDT
+          </p>
         </div>
-
+        {error && <p className="text-xs text-red-500 mb-2">{error}</p>}
-        {/* Main PnL */}
+        <div className="flex gap-2">
-        <div className="px-4 pt-3 pb-2">
+          <button onClick={onClose} className="flex-1 py-2 rounded-lg border border-slate-200 text-sm text-slate-600 hover:bg-slate-50">取消</button>
-          <div className="flex items-end justify-between mb-2">
+          <button
-            <div>
+            onClick={handleSubmit}
-              <div className="text-[10px] text-slate-400 mb-0.5">当前余额</div>
+            disabled={submitting}
-              <div className="text-xl font-bold text-slate-800">
+            className="flex-1 py-2 rounded-lg bg-blue-600 text-white text-sm font-medium hover:bg-blue-700 disabled:opacity-50"
-                {s.current_balance.toLocaleString()}
+          >
-                <span className="text-xs font-normal text-slate-400 ml-1">USDT</span>
+            {submitting ? "追加中..." : "确认追加"}
-              </div>
+          </button>
-            </div>
-            <div className="text-right">
-              <div className="text-[10px] text-slate-400 mb-0.5">累计盈亏</div>
-              <div className={`text-lg font-bold ${isProfit ? "text-emerald-600" : "text-red-500"}`}>
-                {isProfit ? "+" : ""}{s.net_usdt.toLocaleString()} U
-              </div>
-            </div>
-          </div>
-
-          {/* Balance Bar */}
-          <div className="mb-3">
-            <div className="flex justify-between text-[10px] text-slate-400 mb-1">
-              <span>{balancePct}%</span>
-              <span>{s.initial_balance.toLocaleString()} USDT 初始</span>
-            </div>
-            <div className="w-full bg-slate-100 rounded-full h-1.5">
-              <div
-                className={`h-1.5 rounded-full ${isProfit ? "bg-emerald-400" : "bg-red-400"}`}
-                style={{ width: `${Math.min(100, Math.max(0, (s.current_balance / s.initial_balance) * 100))}%` }}
-              />
-            </div>
-          </div>
-
-          {/* Stats Row */}
-          <div className="grid grid-cols-3 gap-2 mb-3">
-            <div className="bg-slate-50 rounded-lg p-2 text-center">
-              <div className="text-[10px] text-slate-400">胜率</div>
-              <div className={`text-sm font-bold ${s.win_rate >= 50 ? "text-emerald-600" : s.win_rate >= 45 ? "text-amber-600" : "text-red-500"}`}>
-                {s.win_rate}%
-              </div>
-            </div>
-            <div className="bg-slate-50 rounded-lg p-2 text-center">
-              <div className="text-[10px] text-slate-400">净R</div>
-              <div className={`text-sm font-bold ${s.net_r >= 0 ? "text-emerald-600" : "text-red-500"}`}>
-                {s.net_r >= 0 ? "+" : ""}{s.net_r}R
-              </div>
-            </div>
-            <div className="bg-slate-50 rounded-lg p-2 text-center">
-              <div className="text-[10px] text-slate-400">交易数</div>
-              <div className="text-sm font-bold text-slate-700">{s.trade_count}</div>
-            </div>
-          </div>
-
-          {/* Avg win/loss */}
-          <div className="flex gap-2 mb-3">
-            <div className="flex-1 bg-emerald-50 rounded-lg px-2.5 py-1.5">
-              <span className="text-[10px] text-emerald-600">平均赢</span>
-              <span className="float-right text-[10px] font-bold text-emerald-600">+{s.avg_win_r}R</span>
-            </div>
-            <div className="flex-1 bg-red-50 rounded-lg px-2.5 py-1.5">
-              <span className="text-[10px] text-red-500">平均亏</span>
-              <span className="float-right text-[10px] font-bold text-red-500">{s.avg_loss_r}R</span>
-            </div>
-          </div>
-        </div>
-
-        {/* Footer */}
-        <div className="px-4 py-2.5 border-t border-slate-100 flex items-center justify-between bg-slate-50/60">
-          <div className="flex items-center gap-1">
-            {is24hProfit ? (
-              <TrendingUp size={12} className="text-emerald-500" />
-            ) : (
-              <TrendingDown size={12} className="text-red-500" />
-            )}
-            <span className={`text-[10px] font-medium ${is24hProfit ? "text-emerald-600" : "text-red-500"}`}>
-              24h {is24hProfit ? "+" : ""}{s.pnl_usdt_24h.toLocaleString()} U
-            </span>
-          </div>
-          <div className="flex items-center gap-1 text-[10px] text-slate-400">
-            <Activity size={9} />
-            {s.open_positions > 0 ? (
-              <span className="text-amber-600 font-medium">{s.open_positions}仓持仓中</span>
-            ) : (
-              <span>上次: {formatTime(s.last_trade_at)}</span>
-            )}
-          </div>
         </div>
       </div>
-    </Link>
+    </div>
   );
 }
 
+// ── StrategyCardComponent ──────────────────────────────────────────────────────
+function StrategyCardComponent({
+  s,
+  onDeprecate,
+  onAddBalance,
+}: {
+  s: StrategyCard;
+  onDeprecate: (s: StrategyCard) => void;
+  onAddBalance: (s: StrategyCard) => void;
+}) {
+  const isProfit = s.net_usdt >= 0;
+  const is24hProfit = s.pnl_usdt_24h >= 0;
+  const balancePct = ((s.current_balance / s.initial_balance) * 100).toFixed(1);
+  const symbolShort = s.symbol?.replace("USDT", "") || "";
+
+  return (
+    <div className="rounded-xl border border-slate-200 bg-white overflow-hidden hover:border-blue-300 hover:shadow-md transition-all group">
+      {/* Header */}
+      <div className="px-4 py-3 border-b border-slate-100 flex items-center justify-between">
+        <div className="flex items-center gap-2">
+          <Link href={`/strategy-plaza/${s.strategy_id}`}>
+            <h3 className="font-semibold text-slate-800 text-sm group-hover:text-blue-700 transition-colors cursor-pointer hover:underline">
+              {s.display_name}
+            </h3>
+          </Link>
+          <StatusBadge status={s.status} />
+          {symbolShort && (
+            <span className="text-[10px] text-slate-400 bg-slate-100 px-1.5 py-0.5 rounded-full">{symbolShort}</span>
+          )}
+        </div>
+        <span className="text-[10px] text-slate-400 flex items-center gap-1">
+          <Clock size={9} />
+          {formatDuration(s.started_at)}
+        </span>
+      </div>
+
+      {/* Main PnL */}
+      <div className="px-4 pt-3 pb-2">
+        <div className="flex items-end justify-between mb-2">
+          <div>
+            <div className="text-[10px] text-slate-400 mb-0.5">当前余额</div>
+            <div className="text-xl font-bold text-slate-800">
+              {s.current_balance.toLocaleString()}
+              <span className="text-xs font-normal text-slate-400 ml-1">USDT</span>
+            </div>
+          </div>
+          <div className="text-right">
+            <div className="text-[10px] text-slate-400 mb-0.5">累计盈亏</div>
+            <div className={`text-lg font-bold ${isProfit ? "text-emerald-600" : "text-red-500"}`}>
+              {isProfit ? "+" : ""}{s.net_usdt.toLocaleString()} U
+            </div>
+          </div>
+        </div>
+
+        {/* Balance Bar */}
+        <div className="mb-3">
+          <div className="flex justify-between text-[10px] text-slate-400 mb-1">
+            <span>{balancePct}%</span>
+            <span>{s.initial_balance.toLocaleString()} USDT 初始</span>
+          </div>
+          <div className="w-full bg-slate-100 rounded-full h-1.5">
+            <div
+              className={`h-1.5 rounded-full ${isProfit ? "bg-emerald-400" : "bg-red-400"}`}
+              style={{ width: `${Math.min(100, Math.max(0, (s.current_balance / s.initial_balance) * 100))}%` }}
+            />
+          </div>
+        </div>
+
+        {/* Stats Row */}
+        <div className="grid grid-cols-3 gap-2 mb-3">
+          <div className="bg-slate-50 rounded-lg p-2 text-center">
+            <div className="text-[10px] text-slate-400">胜率</div>
+            <div className={`text-sm font-bold ${s.win_rate >= 50 ? "text-emerald-600" : s.win_rate >= 45 ? "text-amber-600" : "text-red-500"}`}>
+              {s.win_rate}%
+            </div>
+          </div>
+          <div className="bg-slate-50 rounded-lg p-2 text-center">
+            <div className="text-[10px] text-slate-400">净R</div>
+            <div className={`text-sm font-bold ${s.net_r >= 0 ? "text-emerald-600" : "text-red-500"}`}>
+              {s.net_r >= 0 ? "+" : ""}{s.net_r}R
+            </div>
+          </div>
+          <div className="bg-slate-50 rounded-lg p-2 text-center">
+            <div className="text-[10px] text-slate-400">交易数</div>
+            <div className="text-sm font-bold text-slate-700">{s.trade_count}</div>
+          </div>
+        </div>
+
+        {/* Avg win/loss */}
+        <div className="flex gap-2 mb-3">
+          <div className="flex-1 bg-emerald-50 rounded-lg px-2.5 py-1.5">
+            <span className="text-[10px] text-emerald-600">平均赢</span>
+            <span className="float-right text-[10px] font-bold text-emerald-600">+{s.avg_win_r}R</span>
+          </div>
+          <div className="flex-1 bg-red-50 rounded-lg px-2.5 py-1.5">
+            <span className="text-[10px] text-red-500">平均亏</span>
+            <span className="float-right text-[10px] font-bold text-red-500">{s.avg_loss_r}R</span>
+          </div>
+        </div>
+      </div>
+
+      {/* Footer */}
+      <div className="px-4 py-2.5 border-t border-slate-100 flex items-center justify-between bg-slate-50/60">
+        <div className="flex items-center gap-1">
+          {is24hProfit ? (
+            <TrendingUp size={12} className="text-emerald-500" />
+          ) : (
+            <TrendingDown size={12} className="text-red-500" />
+          )}
+          <span className={`text-[10px] font-medium ${is24hProfit ? "text-emerald-600" : "text-red-500"}`}>
+            24h {is24hProfit ? "+" : ""}{s.pnl_usdt_24h.toLocaleString()} U
+          </span>
+        </div>
+        <div className="flex items-center gap-1 text-[10px] text-slate-400">
+          <Activity size={9} />
+          {s.open_positions > 0 ? (
+            <span className="text-amber-600 font-medium">{s.open_positions}仓持仓中</span>
+          ) : (
+            <span>上次: {formatTime(s.last_trade_at)}</span>
+          )}
+        </div>
+      </div>
+
+      {/* Action Buttons */}
+      <div className="px-4 py-2.5 border-t border-slate-100 flex gap-2">
+        <Link
+          href={`/strategy-plaza/${s.strategy_id}/edit`}
+          className="flex-1 flex items-center justify-center gap-1.5 py-1.5 rounded-lg border border-slate-200 text-[11px] text-slate-600 hover:bg-slate-50 transition-colors"
+        >
+          <Settings size={11} />
+          调整参数
+        </Link>
+        <button
+          onClick={() => onAddBalance(s)}
+          className="flex-1 flex items-center justify-center gap-1.5 py-1.5 rounded-lg border border-blue-200 text-[11px] text-blue-600 hover:bg-blue-50 transition-colors"
+        >
+          <PlusCircle size={11} />
+          追加余额
+        </button>
+        <button
+          onClick={() => onDeprecate(s)}
+          className="flex items-center justify-center gap-1 px-2.5 py-1.5 rounded-lg border border-red-200 text-[11px] text-red-500 hover:bg-red-50 transition-colors"
+        >
+          <Trash2 size={11} />
+        </button>
+      </div>
+    </div>
+  );
+}
+
+// ── Main Page ─────────────────────────────────────────────────────────────────
 export default function StrategyPlazaPage() {
   useAuth();
+  const router = useRouter();
   const [strategies, setStrategies] = useState<StrategyCard[]>([]);
   const [loading, setLoading] = useState(true);
   const [lastUpdated, setLastUpdated] = useState<Date | null>(null);
+  const [addBalanceTarget, setAddBalanceTarget] = useState<StrategyCard | null>(null);
 
   const fetchData = useCallback(async () => {
     try {
-      const res = await authFetch("/api/strategy-plaza");
+      const res = await authFetch("/api/strategies");
       const data = await res.json();
       setStrategies(data.strategies || []);
       setLastUpdated(new Date());
@@ -220,6 +336,20 @@ export default function StrategyPlazaPage() {
     return () => clearInterval(interval);
   }, [fetchData]);
 
+  const handleDeprecate = async (s: StrategyCard) => {
+    if (!confirm(`确认废弃策略「${s.display_name}」？\n\n废弃后策略停止运行，数据永久保留，可在废弃列表中重新启用。`)) return;
+    try {
+      await authFetch(`/api/strategies/${s.strategy_id}/deprecate`, {
+        method: "POST",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify({ confirm: true }),
+      });
+      await fetchData();
+    } catch (e) {
+      console.error(e);
+    }
+  };
+
   if (loading) {
     return (
       <div className="flex items-center justify-center min-h-64">
@@ -234,25 +364,57 @@ export default function StrategyPlazaPage() {
       <div className="flex items-center justify-between mb-5">
         <div>
           <h1 className="text-lg font-bold text-slate-800">策略广场</h1>
-          <p className="text-slate-500 text-xs mt-0.5">点击卡片查看信号引擎和模拟盘详情</p>
+          <p className="text-slate-500 text-xs mt-0.5">点击策略名查看信号引擎和模拟盘详情</p>
+        </div>
+        <div className="flex items-center gap-3">
+          {lastUpdated && (
+            <div className="text-[10px] text-slate-400 flex items-center gap-1">
+              <span className="inline-block w-1.5 h-1.5 rounded-full bg-emerald-400 animate-pulse" />
+              {lastUpdated.toLocaleTimeString("zh-CN", { timeZone: "Asia/Shanghai", hour12: false })}
+            </div>
+          )}
+          <button
+            onClick={() => router.push("/strategy-plaza/create")}
+            className="flex items-center gap-1.5 px-3 py-1.5 rounded-xl bg-blue-600 text-white text-xs font-medium hover:bg-blue-700 transition-colors"
+          >
+            <Plus size={13} />
+            新增策略
+          </button>
         </div>
-        {lastUpdated && (
-          <div className="text-[10px] text-slate-400 flex items-center gap-1">
-            <span className="inline-block w-1.5 h-1.5 rounded-full bg-emerald-400 animate-pulse" />
-            {lastUpdated.toLocaleTimeString("zh-CN", { timeZone: "Asia/Shanghai", hour12: false })}
-          </div>
-        )}
       </div>
 
       {/* Strategy Cards */}
       <div className="grid grid-cols-1 md:grid-cols-2 xl:grid-cols-3 gap-4">
         {strategies.map((s) => (
-          <StrategyCardComponent key={s.id} s={s} />
+          <StrategyCardComponent
+            key={s.strategy_id}
+            s={s}
+            onDeprecate={handleDeprecate}
+            onAddBalance={setAddBalanceTarget}
+          />
         ))}
       </div>
 
       {strategies.length === 0 && (
-        <div className="text-center text-slate-400 text-sm py-16">暂无策略数据</div>
+        <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
+            onClick={() => router.push("/strategy-plaza/create")}
+            className="inline-flex items-center gap-1.5 px-4 py-2 rounded-xl bg-blue-600 text-white text-sm hover:bg-blue-700"
+          >
+            <Plus size={14} />
+            创建第一个策略
+          </button>
+        </div>
+      )}
+
+      {/* Add Balance Modal */}
+      {addBalanceTarget && (
+        <AddBalanceModal
+          strategy={addBalanceTarget}
+          onClose={() => setAddBalanceTarget(null)}
+          onSuccess={fetchData}
+        />
       )}
     </div>
   );

frontend/components/Sidebar.tsx

@@ -7,7 +7,7 @@ import { useAuth } from "@/lib/auth";
 import {
   LayoutDashboard, Info,
   Menu, X, Zap, LogIn, UserPlus,
-  ChevronLeft, ChevronRight, Activity, LogOut, Monitor, LineChart, Bolt
+  ChevronLeft, ChevronRight, Activity, LogOut, Monitor, LineChart, Bolt, Archive
 } from "lucide-react";
 
 const navItems = [
@@ -15,6 +15,7 @@ const navItems = [
   { href: "/trades", label: "成交流", icon: Activity },
   { href: "/live", label: "⚡ 实盘交易", icon: Bolt, section: "── 实盘 ──" },
   { href: "/strategy-plaza", label: "策略广场", icon: Zap, section: "── 策略 ──" },
+  { href: "/strategy-plaza/deprecated", label: "废弃策略", icon: Archive },
   { href: "/server", label: "服务器", icon: Monitor },
   { href: "/about", label: "说明", icon: Info },
 ];

frontend/components/SignalsView.tsx

@@ -0,0 +1,541 @@
+"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;
+  gate_passed?: boolean;
+  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 };
+    gate_passed?: boolean;
+    block_reason?: string;
+    gate_block?: string;
+    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>
+  );
+}
+
+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: "0.25%", obi: "0.40", spd: "0.6%", whale: "$30k" },
+  SOL: { vol: "0.4%", 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>
+  );
+}
+
+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">&gt;$100k</p>
+        </div>
+      </div>
+      {factors.block_reason && (
+        <p className="text-[10px] text-red-600 mt-1.5 bg-red-50 rounded px-2 py-1">
+          否决原因: <span className="font-mono">{factors.block_reason}</span>
+        </p>
+      )}
+    </div>
+  );
+}
+
+function IndicatorCards({ symbol, strategy }: { symbol: Symbol; strategy: string }) {
+  const [data, setData] = useState<LatestIndicator | null>(null);
+
+  useEffect(() => {
+    const fetch = async () => {
+      try {
+        const res = await authFetch(`/api/signals/latest?strategy=${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">
+      <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 ${data.cvd_fast >= 0 && data.cvd_mid >= 0 ? "text-emerald-600" : data.cvd_fast < 0 && data.cvd_mid < 0 ? "text-red-500" : "text-slate-400"}`}>
+            {data.cvd_fast >= 0 && data.cvd_mid >= 0 ? "✅ 多头共振" : data.cvd_fast < 0 && data.cvd_mid < 0 ? "✅ 空头共振" : "⚠️ 分歧"}
+          </p>
+          <p className="text-[10px] text-slate-400">V5.3核心信号</p>
+        </div>
+      </div>
+
+      <div className="grid grid-cols-4 gap-1.5">
+        <div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
+          <p className="text-[10px] text-slate-400">ATR</p>
+          <p className="font-mono font-semibold text-sm text-slate-800">${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>：&gt;$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>&lt;75不开仓 · 75-84标准 · ≥85加仓 · 冷却10分钟
+          </div>
+        </div>
+      </div>
+    </div>
+  );
+}

frontend/components/StrategyForm.tsx

@@ -0,0 +1,534 @@
+"use client";
+
+import { useState } from "react";
+import { useRouter } from "next/navigation";
+import { authFetch } from "@/lib/auth";
+import { useAuth } from "@/lib/auth";
+import Link from "next/link";
+import { ArrowLeft, Save, Info } from "lucide-react";
+
+// ─── Types ────────────────────────────────────────────────────────────────────
+export interface StrategyFormData {
+  display_name: string;
+  symbol: string;
+  direction: string;
+  initial_balance: number;
+  cvd_fast_window: string;
+  cvd_slow_window: string;
+  weight_direction: number;
+  weight_env: number;
+  weight_aux: number;
+  weight_momentum: number;
+  entry_score: number;
+  // 门1 波动率
+  gate_vol_enabled: boolean;
+  vol_atr_pct_min: number;
+  // 门2 CVD共振
+  gate_cvd_enabled: boolean;
+  // 门3 鲸鱼否决
+  gate_whale_enabled: boolean;
+  whale_usd_threshold: number;
+  whale_flow_pct: number;
+  // 门4 OBI否决
+  gate_obi_enabled: boolean;
+  obi_threshold: number;
+  // 门5 期现背离
+  gate_spot_perp_enabled: boolean;
+  spot_perp_threshold: number;
+  sl_atr_multiplier: number;
+  tp1_ratio: number;
+  tp2_ratio: number;
+  timeout_minutes: number;
+  flip_threshold: number;
+  description: string;
+}
+
+export const DEFAULT_FORM: StrategyFormData = {
+  display_name: "",
+  symbol: "BTCUSDT",
+  direction: "both",
+  initial_balance: 10000,
+  cvd_fast_window: "30m",
+  cvd_slow_window: "4h",
+  weight_direction: 55,
+  weight_env: 25,
+  weight_aux: 15,
+  weight_momentum: 5,
+  entry_score: 75,
+  gate_vol_enabled: true,
+  vol_atr_pct_min: 0.002,
+  gate_cvd_enabled: true,
+  gate_whale_enabled: true,
+  whale_usd_threshold: 50000,
+  whale_flow_pct: 0.5,
+  gate_obi_enabled: true,
+  obi_threshold: 0.35,
+  gate_spot_perp_enabled: false,
+  spot_perp_threshold: 0.005,
+  sl_atr_multiplier: 1.5,
+  tp1_ratio: 0.75,
+  tp2_ratio: 1.5,
+  timeout_minutes: 240,
+  flip_threshold: 80,
+  description: "",
+};
+
+// ─── Per-symbol 推荐值 ────────────────────────────────────────────────────────
+// 来自 v53.json symbol_gates，与 signal_engine.py 默认值保持一致
+export const SYMBOL_RECOMMENDED: Record<string, Partial<StrategyFormData>> = {
+  BTCUSDT: {
+    vol_atr_pct_min: 0.002,    // ATR需>价格0.2%
+    whale_usd_threshold: 100000, // 鲸鱼单>10万USD
+    whale_flow_pct: 0.5,        // BTC鲸鱼流量>50%才否决
+    obi_threshold: 0.30,        // OBI阈值宽松（BTC流动性好）
+    spot_perp_threshold: 0.003, // 期现溢价<0.3%
+  },
+  ETHUSDT: {
+    vol_atr_pct_min: 0.003,    // ETH波动需更大
+    whale_usd_threshold: 50000,
+    whale_flow_pct: 0.5,
+    obi_threshold: 0.35,
+    spot_perp_threshold: 0.005,
+  },
+  SOLUSDT: {
+    vol_atr_pct_min: 0.004,    // SOL波动更剧烈，需更高阈值
+    whale_usd_threshold: 20000,
+    whale_flow_pct: 0.5,
+    obi_threshold: 0.45,        // SOL OBI噪音多，需更严
+    spot_perp_threshold: 0.008,
+  },
+  XRPUSDT: {
+    vol_atr_pct_min: 0.0025,
+    whale_usd_threshold: 30000,
+    whale_flow_pct: 0.5,
+    obi_threshold: 0.40,
+    spot_perp_threshold: 0.006,
+  },
+};
+
+export function applySymbolDefaults(form: StrategyFormData, symbol: string): StrategyFormData {
+  const rec = SYMBOL_RECOMMENDED[symbol] || SYMBOL_RECOMMENDED["BTCUSDT"];
+  return { ...form, symbol, ...rec };
+}
+
+// ─── Helper Components ────────────────────────────────────────────────────────
+function FieldLabel({ label, hint }: { label: string; hint?: string }) {
+  return (
+    <div className="flex items-center gap-1 mb-1">
+      <span className="text-xs font-medium text-slate-600">{label}</span>
+      {hint && (
+        <span className="group relative">
+          <Info size={11} className="text-slate-400 cursor-help" />
+          <span className="hidden group-hover:block absolute left-4 top-0 z-10 w-48 text-[10px] bg-slate-800 text-white rounded px-2 py-1">
+            {hint}
+          </span>
+        </span>
+      )}
+    </div>
+  );
+}
+
+function NumberInput({
+  value, onChange, min, max, step = 1, disabled = false
+}: {
+  value: number; onChange: (v: number) => void;
+  min: number; max: number; step?: number; disabled?: boolean;
+}) {
+  return (
+    <input
+      type="number"
+      value={value}
+      min={min}
+      max={max}
+      step={step}
+      disabled={disabled}
+      onChange={(e) => {
+        const v = parseFloat(e.target.value);
+        if (!isNaN(v)) onChange(Math.min(max, Math.max(min, v)));
+      }}
+      className="w-full border border-slate-200 rounded-lg px-3 py-2 text-sm text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-300 disabled:bg-slate-50 disabled:text-slate-400"
+    />
+  );
+}
+
+function SelectInput({
+  value, onChange, options
+}: {
+  value: string; onChange: (v: string) => void;
+  options: { label: string; value: string }[];
+}) {
+  return (
+    <select
+      value={value}
+      onChange={(e) => onChange(e.target.value)}
+      className="w-full border border-slate-200 rounded-lg px-3 py-2 text-sm text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-300 bg-white"
+    >
+      {options.map((o) => (
+        <option key={o.value} value={o.value}>{o.label}</option>
+      ))}
+    </select>
+  );
+}
+
+function GateRow({
+  label, hint, enabled, onToggle, children
+}: {
+  label: string; hint: string; enabled: boolean; onToggle: () => void; children: React.ReactNode;
+}) {
+  return (
+    <div className={`border rounded-lg p-3 transition-colors ${enabled ? "border-blue-200 bg-blue-50/30" : "border-slate-200 bg-slate-50/50"}`}>
+      <div className="flex items-center justify-between mb-2">
+        <div className="flex items-center gap-1">
+          <span className="text-xs font-medium text-slate-700">{label}</span>
+          <span className="group relative">
+            <Info size={11} className="text-slate-400 cursor-help" />
+            <span className="hidden group-hover:block absolute left-4 top-0 z-10 w-52 text-[10px] bg-slate-800 text-white rounded px-2 py-1">
+              {hint}
+            </span>
+          </span>
+        </div>
+        <button
+          type="button"
+          onClick={onToggle}
+          className={`relative inline-flex items-center w-10 h-5 rounded-full transition-colors flex-shrink-0 ${enabled ? "bg-blue-500" : "bg-slate-300"}`}
+        >
+          <span className={`absolute top-0.5 left-0.5 w-4 h-4 bg-white rounded-full shadow transition-transform ${enabled ? "translate-x-5" : "translate-x-0"}`} />
+        </button>
+      </div>
+      {enabled && <div className="mt-2">{children}</div>}
+    </div>
+  );
+}
+
+// ─── Main Form Component ──────────────────────────────────────────────────────
+interface StrategyFormProps {
+  mode: "create" | "edit";
+  initialData: StrategyFormData;
+  strategyId?: string;
+  onSuccess?: (id: string) => void;
+  isBalanceEditable?: boolean;
+}
+
+export default function StrategyForm({ mode, initialData, strategyId, onSuccess, isBalanceEditable = true }: StrategyFormProps) {
+  useAuth();
+  const router = useRouter();
+  const [form, setForm] = useState<StrategyFormData>(initialData);
+  const [submitting, setSubmitting] = useState(false);
+  const [error, setError] = useState("");
+
+  const set = <K extends keyof StrategyFormData>(key: K, value: StrategyFormData[K]) => {
+    setForm((prev) => ({ ...prev, [key]: value }));
+  };
+
+  const weightsTotal = form.weight_direction + form.weight_env + form.weight_aux + form.weight_momentum;
+  const weightsOk = weightsTotal === 100;
+
+  const handleSubmit = async (e: React.FormEvent) => {
+    e.preventDefault();
+    if (!weightsOk) {
+      setError(`权重合计必须等于 100，当前为 ${weightsTotal}`);
+      return;
+    }
+    if (!form.display_name.trim()) {
+      setError("策略名称不能为空");
+      return;
+    }
+    setError("");
+    setSubmitting(true);
+
+    try {
+      const payload: Record<string, unknown> = { ...form };
+      if (!payload.description) delete payload.description;
+
+      let res: Response;
+      if (mode === "create") {
+        res = await authFetch("/api/strategies", {
+          method: "POST",
+          headers: { "Content-Type": "application/json" },
+          body: JSON.stringify(payload),
+        });
+      } else {
+        // Edit: only send changed fields (excluding symbol & initial_balance)
+        const { symbol: _s, initial_balance: _b, ...editPayload } = payload;
+        void _s; void _b;
+        res = await authFetch(`/api/strategies/${strategyId}`, {
+          method: "PATCH",
+          headers: { "Content-Type": "application/json" },
+          body: JSON.stringify(editPayload),
+        });
+      }
+
+      if (!res.ok) {
+        const err = await res.json();
+        throw new Error(err.detail?.[0]?.msg || err.detail || "请求失败");
+      }
+      const data = await res.json();
+      const newId = data.strategy?.strategy_id || strategyId || "";
+      if (onSuccess) onSuccess(newId);
+      else router.push(`/strategy-plaza/${newId}`);
+    } catch (err: unknown) {
+      setError(err instanceof Error ? err.message : "未知错误");
+    } finally {
+      setSubmitting(false);
+    }
+  };
+
+  return (
+    <form onSubmit={handleSubmit} className="space-y-6">
+      {/* ── 基础信息 ── */}
+      <div className="bg-white border border-slate-200 rounded-xl p-4">
+        <h3 className="text-sm font-semibold text-slate-700 mb-3">基础信息</h3>
+        <div className="grid grid-cols-1 md:grid-cols-2 gap-4">
+          <div>
+            <FieldLabel label="策略名称" hint="自由命名，最多50字符" />
+            <input
+              type="text"
+              value={form.display_name}
+              onChange={(e) => set("display_name", e.target.value)}
+              placeholder="例如：我的BTC激进策略"
+              maxLength={50}
+              className="w-full border border-slate-200 rounded-lg px-3 py-2 text-sm text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-300"
+            />
+          </div>
+          <div>
+            <FieldLabel label="交易对" />
+            <SelectInput
+              value={form.symbol}
+              onChange={(v) => {
+                if (mode === "create") {
+                  // 新建时切换币种自动填入推荐值
+                  setForm((prev) => applySymbolDefaults(prev, v));
+                } else {
+                  set("symbol", v);
+                }
+              }}
+              options={[
+                { label: "BTC/USDT", value: "BTCUSDT" },
+                { label: "ETH/USDT", value: "ETHUSDT" },
+                { label: "SOL/USDT", value: "SOLUSDT" },
+                { label: "XRP/USDT", value: "XRPUSDT" },
+              ]}
+            />
+          </div>
+          <div>
+            <FieldLabel label="交易方向" />
+            <SelectInput
+              value={form.direction}
+              onChange={(v) => set("direction", v)}
+              options={[
+                { label: "多空双向", value: "both" },
+                { label: "只做多", value: "long_only" },
+                { label: "只做空", value: "short_only" },
+              ]}
+            />
+          </div>
+          <div>
+            <FieldLabel label="初始资金 (USDT)" hint="最少 1,000 USDT" />
+            <NumberInput
+              value={form.initial_balance}
+              onChange={(v) => set("initial_balance", v)}
+              min={1000}
+              max={1000000}
+              step={1000}
+              disabled={mode === "edit" && !isBalanceEditable}
+            />
+          </div>
+          <div className="md:col-span-2">
+            <FieldLabel label="策略描述（可选）" />
+            <input
+              type="text"
+              value={form.description}
+              onChange={(e) => set("description", e.target.value)}
+              placeholder="简短描述这个策略的思路"
+              maxLength={200}
+              className="w-full border border-slate-200 rounded-lg px-3 py-2 text-sm text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-300"
+            />
+          </div>
+        </div>
+      </div>
+
+      {/* ── CVD 窗口 ── */}
+      <div className="bg-white border border-slate-200 rounded-xl p-4">
+        <h3 className="text-sm font-semibold text-slate-700 mb-3">CVD 窗口</h3>
+        <div className="grid grid-cols-2 gap-4">
+          <div>
+            <FieldLabel label="快线 CVD" hint="短周期CVD，捕捉近期买卖力量" />
+            <SelectInput
+              value={form.cvd_fast_window}
+              onChange={(v) => set("cvd_fast_window", v)}
+              options={[
+                { label: "5m（超短线）", value: "5m" },
+                { label: "15m（短线）", value: "15m" },
+                { label: "30m（中短线）", value: "30m" },
+              ]}
+            />
+          </div>
+          <div>
+            <FieldLabel label="慢线 CVD" hint="长周期CVD，反映趋势方向" />
+            <SelectInput
+              value={form.cvd_slow_window}
+              onChange={(v) => set("cvd_slow_window", v)}
+              options={[
+                { label: "30m", value: "30m" },
+                { label: "1h（推荐）", value: "1h" },
+                { label: "4h（趋势）", value: "4h" },
+              ]}
+            />
+          </div>
+        </div>
+      </div>
+
+      {/* ── 四层权重 ── */}
+      <div className="bg-white border border-slate-200 rounded-xl p-4">
+        <div className="flex items-center justify-between mb-3">
+          <h3 className="text-sm font-semibold text-slate-700">四层评分权重</h3>
+          <span className={`text-xs font-bold px-2 py-0.5 rounded-full ${weightsOk ? "bg-emerald-100 text-emerald-700" : "bg-red-100 text-red-600"}`}>
+            合计: {weightsTotal}/100
+          </span>
+        </div>
+        <div className="grid grid-cols-2 gap-4">
+          <div>
+            <FieldLabel label="方向得分权重" hint="CVD方向信号的权重，建议50-65" />
+            <NumberInput value={form.weight_direction} onChange={(v) => set("weight_direction", v)} min={10} max={80} />
+          </div>
+          <div>
+            <FieldLabel label="环境得分权重" hint="市场环境（OI/FR/资金费率）的权重" />
+            <NumberInput value={form.weight_env} onChange={(v) => set("weight_env", v)} min={5} max={60} />
+          </div>
+          <div>
+            <FieldLabel label="辅助因子权重" hint="清算/现货溢价等辅助信号的权重" />
+            <NumberInput value={form.weight_aux} onChange={(v) => set("weight_aux", v)} min={0} max={40} />
+          </div>
+          <div>
+            <FieldLabel label="动量权重" hint="短期价格动量信号的权重" />
+            <NumberInput value={form.weight_momentum} onChange={(v) => set("weight_momentum", v)} min={0} max={20} />
+          </div>
+        </div>
+      </div>
+
+      {/* ── 入场阈值 ── */}
+      <div className="bg-white border border-slate-200 rounded-xl p-4">
+        <h3 className="text-sm font-semibold text-slate-700 mb-3">入场阈值</h3>
+        <div className="grid grid-cols-2 gap-4">
+          <div>
+            <FieldLabel label="入场最低总分" hint="信号总分超过此值才开仓，默认75，越高越严格" />
+            <NumberInput value={form.entry_score} onChange={(v) => set("entry_score", v)} min={60} max={95} />
+          </div>
+        </div>
+      </div>
+
+      {/* ── 五道 Gate ── */}
+      <div className="bg-white border border-slate-200 rounded-xl p-4">
+        <h3 className="text-sm font-semibold text-slate-700 mb-3">过滤门控（Gate）</h3>
+        <div className="space-y-3">
+          {/* 推荐值提示 */}
+          {(() => {
+            const rec = SYMBOL_RECOMMENDED[form.symbol];
+            if (!rec) return null;
+            return (
+              <div className="text-xs text-slate-500 bg-slate-50 rounded-lg px-3 py-2">
+                📌 {form.symbol.replace("USDT","")} 推荐值：ATR%≥{((rec.vol_atr_pct_min??0)*100).toFixed(2)}%，鲸鱼≥${((rec.whale_usd_threshold??50000)/1000).toFixed(0)}k，OBI阈值{rec.obi_threshold}
+              </div>
+            );
+          })()}
+          <GateRow
+            label="门1：波动率门 (ATR%价格)"
+            hint="ATR占价格比例低于阈值时不开仓，过滤低波动时段"
+            enabled={form.gate_vol_enabled}
+            onToggle={() => set("gate_vol_enabled", !form.gate_vol_enabled)}
+          >
+            <FieldLabel label="ATR% 最低阈值" hint={`推荐：BTC=0.002, ETH=0.003, SOL=0.004, XRP=0.0025（当前${form.symbol.replace("USDT","")}推荐${SYMBOL_RECOMMENDED[form.symbol]?.vol_atr_pct_min??0.002}）`} />
+            <NumberInput value={form.vol_atr_pct_min} onChange={(v) => set("vol_atr_pct_min", v)} min={0.0001} max={0.02} step={0.0005} />
+          </GateRow>
+          <GateRow
+            label="门2：CVD共振方向门"
+            hint="要求快慢两条CVD同向（双线共振），否则视为无方向不开仓"
+            enabled={form.gate_cvd_enabled}
+            onToggle={() => set("gate_cvd_enabled", !form.gate_cvd_enabled)}
+          />
+          <GateRow
+            label="门3：鲸鱼否决门"
+            hint="检测大单方向：ALT用USD金额阈值，BTC用鲸鱼CVD流量比例"
+            enabled={form.gate_whale_enabled}
+            onToggle={() => set("gate_whale_enabled", !form.gate_whale_enabled)}
+          >
+            <FieldLabel label="大单USD阈值 (ALT)" hint={`推荐：BTC=10万, ETH=5万, SOL=2万, XRP=3万（当前推荐$${((SYMBOL_RECOMMENDED[form.symbol]?.whale_usd_threshold??50000)/1000).toFixed(0)}k）`} />
+            <NumberInput value={form.whale_usd_threshold} onChange={(v) => set("whale_usd_threshold", v)} min={1000} max={1000000} step={5000} />
+            <FieldLabel label="鲸鱼CVD流量阈值 (BTC)" hint="0~1，BTC鲸鱼净方向比例超过此值才否决，推荐0.5" />
+            <NumberInput value={form.whale_flow_pct} onChange={(v) => set("whale_flow_pct", v)} min={0} max={1} step={0.05} />
+          </GateRow>
+          <GateRow
+            label="门4：订单簿失衡门 (OBI)"
+            hint="要求订单簿方向与信号一致，OBI绝对值超过阈值才否决反向信号"
+            enabled={form.gate_obi_enabled}
+            onToggle={() => set("gate_obi_enabled", !form.gate_obi_enabled)}
+          >
+            <FieldLabel label="OBI 否决阈值" hint={`推荐：BTC=0.30(宽松), ETH=0.35, SOL=0.45(严格)（当前推荐${SYMBOL_RECOMMENDED[form.symbol]?.obi_threshold??0.35}）`} />
+            <NumberInput value={form.obi_threshold} onChange={(v) => set("obi_threshold", v)} min={0.1} max={0.9} step={0.05} />
+          </GateRow>
+          <GateRow
+            label="门5：期现背离门"
+            hint="要求现货与永续溢价低于阈值，过滤套利异常时段（默认关闭）"
+            enabled={form.gate_spot_perp_enabled}
+            onToggle={() => set("gate_spot_perp_enabled", !form.gate_spot_perp_enabled)}
+          >
+            <FieldLabel label="溢价率阈值" hint={`推荐：BTC=0.003, ETH=0.005, SOL=0.008（当前推荐${SYMBOL_RECOMMENDED[form.symbol]?.spot_perp_threshold??0.005}）`} />
+            <NumberInput value={form.spot_perp_threshold} onChange={(v) => set("spot_perp_threshold", v)} min={0.0005} max={0.01} step={0.0005} />
+          </GateRow>
+        </div>
+      </div>
+
+      {/* ── 风控参数 ── */}
+      <div className="bg-white border border-slate-200 rounded-xl p-4">
+        <h3 className="text-sm font-semibold text-slate-700 mb-3">风控参数</h3>
+        <div className="grid grid-cols-2 gap-4">
+          <div>
+            <FieldLabel label="SL 宽度 (× ATR)" hint="止损距离 = SL倍数 × ATR，默认1.5" />
+            <NumberInput value={form.sl_atr_multiplier} onChange={(v) => set("sl_atr_multiplier", v)} min={0.5} max={3.0} step={0.1} />
+          </div>
+          <div>
+            <FieldLabel label="TP1 目标 (× RD)" hint="第一止盈 = TP1倍数 × 风险距离，默认0.75" />
+            <NumberInput value={form.tp1_ratio} onChange={(v) => set("tp1_ratio", v)} min={0.3} max={2.0} step={0.05} />
+          </div>
+          <div>
+            <FieldLabel label="TP2 目标 (× RD)" hint="第二止盈 = TP2倍数 × 风险距离，默认1.5" />
+            <NumberInput value={form.tp2_ratio} onChange={(v) => set("tp2_ratio", v)} min={0.5} max={4.0} step={0.1} />
+          </div>
+          <div>
+            <FieldLabel label="超时时间 (分钟)" hint="持仓超过此时间自动平仓，默认240min" />
+            <NumberInput value={form.timeout_minutes} onChange={(v) => set("timeout_minutes", v)} min={30} max={1440} step={30} />
+          </div>
+          <div>
+            <FieldLabel label="反转平仓阈值 (分)" hint="对手方向信号分≥此值时平仓，默认80" />
+            <NumberInput value={form.flip_threshold} onChange={(v) => set("flip_threshold", v)} min={60} max={95} />
+          </div>
+        </div>
+      </div>
+
+      {/* ── Error & Submit ── */}
+      {error && (
+        <div className="bg-red-50 border border-red-200 rounded-lg px-4 py-2 text-sm text-red-600">
+          {error}
+        </div>
+      )}
+
+      <div className="flex gap-3">
+        <Link
+          href="/strategy-plaza"
+          className="flex items-center gap-2 px-4 py-2.5 rounded-xl border border-slate-200 text-sm text-slate-600 hover:bg-slate-50 transition-colors"
+        >
+          <ArrowLeft size={15} />
+          返回
+        </Link>
+        <button
+          type="submit"
+          disabled={submitting || !weightsOk}
+          className="flex items-center gap-2 px-6 py-2.5 rounded-xl bg-blue-600 text-white text-sm font-medium hover:bg-blue-700 disabled:opacity-50 disabled:cursor-not-allowed transition-colors"
+        >
+          <Save size={15} />
+          {submitting ? "保存中..." : mode === "create" ? "创建并启动" : "保存参数"}
+        </button>
+      </div>
+    </form>
+  );
+}