"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"; 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; } 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 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); } // ─── 实时指标卡片 ──────────────────────────────────────────────── function IndicatorCards({ symbol }: { symbol: Symbol }) { const [data, setData] = useState(null); useEffect(() => { const fetch = async () => { try { const res = await authFetch("/api/signals/latest"); if (!res.ok) return; const json = await res.json(); setData(json[symbol] || null); } catch {} }; fetch(); const iv = setInterval(fetch, 5000); return () => clearInterval(iv); }, [symbol]); if (!data) return
等待指标数据...
; const cvdFastDir = data.cvd_fast > 0 ? "多" : "空"; const cvdMidDir = data.cvd_mid > 0 ? "多" : "空"; const priceVsVwap = data.price > data.vwap_30m ? "上方" : "下方"; // 核心条件检查 const core1 = data.cvd_fast > 0 && data.cvd_fast_slope > 0 ? "✅" : data.cvd_fast < 0 && data.cvd_fast_slope < 0 ? "✅空" : "⬜"; const core2 = data.cvd_mid !== 0 ? "✅" : "⬜"; const core3 = data.price !== data.vwap_30m ? "✅" : "⬜"; return (
{/* CVD三轨 */}

CVD_fast (30m)

= 0 ? "text-emerald-600" : "text-red-500"}`}> {fmt(data.cvd_fast)}

斜率: = 0 ? "text-emerald-600" : "text-red-500"}> {data.cvd_fast_slope >= 0 ? "↑" : "↓"} {fmt(Math.abs(data.cvd_fast_slope))}

CVD_mid (4h)

= 0 ? "text-emerald-600" : "text-red-500"}`}> {fmt(data.cvd_mid)}

大方向: {cvdMidDir}头占优

CVD_day (日内)

= 0 ? "text-emerald-600" : "text-red-500"}`}> {fmt(data.cvd_day)}

盘中基线

{/* ATR + VWAP + 大单 */}

ATR (5m×14)

${fmt(data.atr_5m, 2)}

分位: 60 ? "text-amber-600 font-semibold" : "text-slate-500"}> {data.atr_percentile.toFixed(0)}% {data.atr_percentile > 60 ? " 🔥扩张" : data.atr_percentile < 40 ? " 压缩" : ""}

VWAP (30m)

${data.vwap_30m.toLocaleString("en-US", { maximumFractionDigits: 1 })}

价格在VWAP data.vwap_30m ? "text-emerald-600" : "text-red-500"}>{priceVsVwap}

大单阈值 P95

{data.p95_qty.toFixed(4)}

24h动态分位

大单阈值 P99

{data.p99_qty.toFixed(4)}

超大单门槛

{/* 信号状态 */}

当前信号

{data.signal === "LONG" ? "🟢 做多" : data.signal === "SHORT" ? "🔴 做空" : "⚪ 无信号"}

加分

{data.score}/60

{data.signal && (
{core1} CVD_fast方向 {core2} CVD_mid方向 {core3} VWAP位置
)}
); } // ─── CVD三轨图 ────────────────────────────────────────────────── function CVDChart({ symbol, minutes }: { symbol: Symbol; minutes: number }) { const [data, setData] = useState([]); const [loading, setLoading] = useState(true); const fetchData = useCallback(async (silent = false) => { try { const res = await authFetch(`/api/signals/indicators?symbol=${symbol}&minutes=${minutes}`); if (!res.ok) return; const json = await res.json(); setData(json.data || []); if (!silent) setLoading(false); } catch {} }, [symbol, minutes]); 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, })); // 价格轴自适应 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
加载指标数据...
; if (data.length === 0) return
暂无指标数据,signal-engine需运行积累
; return ( v >= 1000 ? `$${(v / 1000).toFixed(1)}k` : `$${v.toFixed(0)}`} /> { 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 }} /> ); } // ─── 主页面 ────────────────────────────────────────────────────── export default function SignalsPage() { const { isLoggedIn, loading } = useAuth(); const [symbol, setSymbol] = useState("BTC"); const [minutes, setMinutes] = useState(240); if (loading) return
加载中...
; if (!isLoggedIn) return (
🔒

请先登录查看信号数据

登录 注册
); return (
{/* 标题 */}

V5 信号引擎

CVD三轨 + ATR + VWAP + 大单阈值 → 做多/做空信号

{(["BTC", "ETH"] as Symbol[]).map(s => ( ))}
{/* 实时指标卡片 */} {/* CVD三轨图 */}

CVD三轨 + 币价

蓝色面积=CVD_fast(30m) · 紫色虚线=CVD_mid(4h) · 橙色虚线=币价

{WINDOWS.map(w => ( ))}
{/* 说明 */}

信号逻辑:CVD_fast方向 + CVD_mid方向 + VWAP位置 = 核心3条件。加分:ATR扩张(+25) + 无反向大单(+20) + 资金费率(+15)。

仓位:0-15分→2%仓 / 20-40分→5%仓 / 45-60分→8%仓。冷却10分钟,时间止损30分钟。

); }