arbitrage-engine/frontend/app/paper-v53middle/page.tsx

406 lines
25 KiB
TypeScript

"use client";
import { useState, useEffect } from "react";
import Link from "next/link";
import { authFetch, useAuth } 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 });
}
function parseFactors(raw: any) {
if (!raw) return null;
if (typeof raw === "string") { try { return JSON.parse(raw); } catch { return null; } }
return raw;
}
const STRATEGY = "v53_middle";
const ALL_COINS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"];
// ─── 最新信号 ────────────────────────────────────────────────────
function LatestSignals() {
const [signals, setSignals] = useState<Record<string, any>>({});
useEffect(() => {
const f = async () => {
for (const sym of ALL_COINS) {
const coin = sym.replace("USDT", "");
try {
const r = await authFetch(`/api/signals/signal-history?symbol=${coin}&limit=1&strategy=${STRATEGY}`);
if (r.ok) { const j = await r.json(); if (j.data?.length > 0) setSignals(prev => ({ ...prev, [sym]: j.data[0] })); }
} catch {}
}
};
f(); const iv = setInterval(f, 15000); return () => clearInterval(iv);
}, []);
return (
<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
<div className="px-3 py-2 border-b border-slate-100 flex items-center justify-between">
<h3 className="font-semibold text-slate-800 text-xs"></h3>
<span className="px-2 py-0.5 rounded text-[10px] font-semibold bg-blue-100 text-blue-700 border border-blue-200">v53</span>
</div>
<div className="divide-y divide-slate-50">
{ALL_COINS.map(sym => {
const s = signals[sym];
const coin = sym.replace("USDT", "");
const ago = s?.ts ? Math.round((Date.now() - s.ts) / 60000) : null;
const fc = s?.factors;
const gatePassed = fc?.gate_passed ?? true;
return (
<div key={sym} className="px-3 py-2">
<div className="flex items-center justify-between">
<div className="flex items-center gap-2">
<span className="font-mono text-xs font-bold text-slate-700 w-8">{coin}</span>
{s?.signal ? (
<>
<span className={`text-xs font-bold ${s.signal === "LONG" ? "text-emerald-600" : "text-red-500"}`}>
{s.signal === "LONG" ? "🟢" : "🔴"} {s.signal}
</span>
<span className="font-mono text-xs font-bold text-slate-800">{s.score}</span>
</>
) : <span className="text-[10px] text-slate-400"></span>}
</div>
{ago !== null && <span className="text-[10px] text-slate-400">{ago < 60 ? `${ago}m前` : `${Math.round(ago/60)}h前`}</span>}
</div>
{fc && (
<div className="flex gap-1 mt-1 flex-wrap">
<span className={`text-[9px] px-1 py-0.5 rounded ${gatePassed ? "bg-emerald-100 text-emerald-700" : "bg-red-100 text-red-600"}`}>
{gatePassed ? "✅" : "❌"} {fc.gate_block || "Gate"}
</span>
<span className="text-[9px] px-1 py-0.5 rounded bg-blue-50 text-blue-700">{fc.direction?.score ?? 0}/55</span>
<span className="text-[9px] px-1 py-0.5 rounded bg-violet-50 text-violet-700">{fc.crowding?.score ?? 0}/25</span>
<span className="text-[9px] px-1 py-0.5 rounded bg-emerald-50 text-emerald-700">{fc.environment?.score ?? 0}/15</span>
<span className="text-[9px] px-1 py-0.5 rounded bg-slate-100 text-slate-600">{fc.auxiliary?.score ?? 0}/5</span>
</div>
)}
</div>
);
})}
</div>
</div>
);
}
// ─── 控制面板 ────────────────────────────────────────────────────
function ControlPanel() {
const [config, setConfig] = useState<any>(null);
const [saving, setSaving] = useState(false);
useEffect(() => {
(async () => { try { const r = await authFetch("/api/paper/config"); if (r.ok) setConfig(await r.json()); } catch {} })();
}, []);
const toggle = async () => {
setSaving(true);
try {
const r = await authFetch("/api/paper/config", { method: "POST", headers: { "Content-Type": "application/json" }, body: JSON.stringify({ enabled: !config.enabled }) });
if (r.ok) setConfig(await r.json().then((j: any) => j.config));
} catch {} finally { setSaving(false); }
};
if (!config) return null;
return (
<div className={`rounded-xl border-2 ${config.enabled ? "border-emerald-400 bg-emerald-50" : "border-slate-200 bg-white"} px-3 py-2 flex items-center justify-between`}>
<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 ${config.enabled ? "bg-red-500 text-white hover:bg-red-600" : "bg-emerald-500 text-white hover:bg-emerald-600"}`}>
{saving ? "..." : config.enabled ? "⏹ 停止" : "▶️ 启动"}
</button>
<span className={`text-xs font-medium ${config.enabled ? "text-emerald-700" : "text-slate-500"}`}>{config.enabled ? "🟢 运行中" : "⚪ 已停止"}</span>
</div>
<div className="flex gap-4 text-[10px] text-slate-500">
<span>初始: ${config.initial_balance?.toLocaleString()}</span>
<span>: {(config.risk_per_trade * 100).toFixed(0)}%</span>
<span>: {config.max_positions}</span>
</div>
</div>
);
}
// ─── 总览 ────────────────────────────────────────────────────────
function SummaryCards() {
const [data, setData] = useState<any>(null);
useEffect(() => {
const f = async () => { try { const r = await authFetch(`/api/paper/summary?strategy=${STRATEGY}`); if (r.ok) setData(await r.json()); } catch {} };
f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
}, []);
if (!data) return <div className="text-center text-slate-400 text-sm py-4">...</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 ? "+" : ""}$${data.total_pnl_usdt}`, color: data.total_pnl >= 0 ? "text-emerald-600" : "text-red-500" },
{ label: "胜率", value: `${data.win_rate}%`, sub: `${data.total_trades}`, color: "text-slate-800" },
{ label: "持仓中", value: data.active_positions, sub: "活跃仓位", color: "text-blue-600" },
{ label: "盈亏比", value: data.profit_factor, sub: "PF", color: "text-slate-800" },
{ label: "当前资金", value: `$${data.balance?.toLocaleString()}`, sub: "虚拟余额", color: data.balance >= 10000 ? "text-emerald-600" : "text-red-500" },
{ label: "状态", value: data.start_time ? "运行中 ✅" : "等待首笔", sub: "accumulating", color: "text-slate-600" },
].map(({ label, value, sub, color }) => (
<div key={label} className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
<p className="text-[10px] text-slate-400">{label}</p>
<p className={`font-mono font-bold text-base ${color}`}>{value}</p>
<p className="text-[10px] text-slate-400">{sub}</p>
</div>
))}
</div>
);
}
// ─── 当前持仓 ────────────────────────────────────────────────────
function ActivePositions() {
const [positions, setPositions] = useState<any[]>([]);
const [wsPrices, setWsPrices] = useState<Record<string, number>>({});
const [paperRiskUsd, setPaperRiskUsd] = useState(200);
useEffect(() => {
(async () => { try { const r = await authFetch("/api/paper/config"); if (r.ok) { const cfg = await r.json(); setPaperRiskUsd((cfg.initial_balance||10000)*(cfg.risk_per_trade||0.02)); } } catch {} })();
}, []);
useEffect(() => {
const f = async () => { try { const r = await authFetch(`/api/paper/positions?strategy=${STRATEGY}`); if (r.ok) setPositions((await r.json()).data||[]); } catch {} };
f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
}, []);
useEffect(() => {
const streams = ["btcusdt","ethusdt","xrpusdt","solusdt"].map(s=>`${s}@aggTrade`).join("/");
const ws = new WebSocket(`wss://fstream.binance.com/stream?streams=${streams}`);
ws.onmessage = (e) => { try { const msg=JSON.parse(e.data); if(msg.data){const sym=msg.data.s;const price=parseFloat(msg.data.p);if(sym&&price>0)setWsPrices(prev=>({...prev,[sym]:price}));} } catch {} };
return () => ws.close();
}, []);
if (positions.length === 0) return <div className="rounded-xl border border-slate-200 bg-white px-3 py-4 text-center text-slate-400 text-sm">v53 </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"> <span className="text-[10px] text-emerald-500 font-normal"> </span></h3></div>
<div className="divide-y divide-slate-100">
{positions.map((p: any) => {
const sym = p.symbol?.replace("USDT","") || "";
const holdMin = Math.round((Date.now()-p.entry_ts)/60000);
const currentPrice = wsPrices[p.symbol]||p.current_price||0;
const entry = p.entry_price||0;
const riskDist = p.risk_distance||Math.abs(entry-(p.sl_price||entry))||1;
const tp1R = riskDist>0?(p.direction==="LONG"?((p.tp1_price||0)-entry)/riskDist:(entry-(p.tp1_price||0))/riskDist):0;
const fullR = riskDist>0?(p.direction==="LONG"?(currentPrice-entry)/riskDist:(entry-currentPrice)/riskDist):0;
const unrealR = p.tp1_hit?0.5*tp1R+0.5*fullR:fullR;
const unrealUsdt = unrealR*paperRiskUsd;
const fc = parseFactors(p.score_factors);
const track = fc?.track||(p.symbol==="BTCUSDT"?"BTC":"ALT");
return (
<div key={p.id} className="px-3 py-2 bg-emerald-50/60">
<div className="flex items-center justify-between gap-2">
<div className="flex items-center gap-2 flex-wrap">
<span className={`text-xs font-bold ${p.direction==="LONG"?"text-emerald-600":"text-red-500"}`}>{p.direction==="LONG"?"🟢":"🔴"} {sym} {p.direction}</span>
<span className={`px-1.5 py-0.5 rounded text-[10px] font-semibold ${track==="BTC"?"bg-amber-100 text-amber-700":"bg-purple-100 text-purple-700"}`}>{track}</span>
<span className="text-[10px] text-slate-500">{p.score}</span>
</div>
<div className="flex items-center gap-2">
<span className={`font-mono text-sm font-bold ${unrealR>=0?"text-emerald-600":"text-red-500"}`}>{unrealR>=0?"+":""}{unrealR.toFixed(2)}R</span>
<span className="text-[10px] text-slate-400">{holdMin}m</span>
</div>
</div>
<div className="flex gap-3 mt-1 text-[10px] font-mono text-slate-600 flex-wrap">
<span>: ${fmtPrice(p.entry_price)}</span>
<span className="text-blue-600">: ${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: ${fmtPrice(p.sl_price)}</span>
</div>
<div className="mt-1 text-[9px] text-slate-400">
: {p.entry_ts ? new Date(p.entry_ts).toLocaleString("zh-CN", {hour12:false, month:"2-digit", day:"2-digit", hour:"2-digit", minute:"2-digit", second:"2-digit"} as any) : "-"}
</div>
</div>
);
})}
</div>
</div>
);
}
// ─── 权益曲线 ────────────────────────────────────────────────────
function EquityCurve() {
const [data, setData] = useState<any[]>([]);
useEffect(() => {
const f = async () => { try { const r = await authFetch(`/api/paper/equity-curve?strategy=${STRATEGY}`); if (r.ok) setData((await r.json()).data||[]); } catch {} };
f(); const iv = setInterval(f, 30000); return () => clearInterval(iv);
}, []);
return (
<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
<div className="px-3 py-2 border-b border-slate-100"><h3 className="font-semibold text-slate-800 text-xs">线</h3></div>
{data.length < 2 ? <div className="px-3 py-6 text-center text-xs text-slate-400">...</div> : (
<div className="p-2" style={{ height: 200 }}>
<ResponsiveContainer width="100%" height="100%">
<AreaChart data={data}>
<XAxis dataKey="ts" tickFormatter={(v) => bjt(v)} tick={{ fontSize: 10 }} />
<YAxis tick={{ fontSize: 10 }} tickFormatter={(v) => `${v}R`} />
<Tooltip labelFormatter={(v) => bjt(Number(v))} formatter={(v: any) => [`${v}R`, "累计PnL"]} />
<ReferenceLine y={0} stroke="#94a3b8" strokeDasharray="3 3" />
<Area type="monotone" dataKey="pnl" stroke="#10b981" fill="#d1fae5" strokeWidth={2} />
</AreaChart>
</ResponsiveContainer>
</div>
)}
</div>
);
}
// ─── 历史交易 ────────────────────────────────────────────────────
type FilterSymbol = "all" | "BTC" | "ETH" | "XRP" | "SOL";
type FilterResult = "all" | "win" | "loss";
function TradeHistory() {
const [trades, setTrades] = useState<any[]>([]);
const [symbol, setSymbol] = useState<FilterSymbol>("all");
const [result, setResult] = useState<FilterResult>("all");
useEffect(() => {
const f = async () => { try { const r = await authFetch(`/api/paper/trades?symbol=${symbol}&result=${result}&strategy=${STRATEGY}&limit=50`); if (r.ok) setTrades((await r.json()).data||[]); } catch {} };
f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
}, [symbol, result]);
return (
<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
<div className="px-3 py-2 border-b border-slate-100 flex items-center justify-between flex-wrap gap-1">
<h3 className="font-semibold text-slate-800 text-xs"></h3>
<div className="flex items-center gap-1 flex-wrap">
{(["all","BTC","ETH","XRP","SOL"] as FilterSymbol[]).map(s => (
<button key={s} onClick={() => setSymbol(s)} className={`px-2 py-0.5 rounded text-[10px] ${symbol===s?"bg-slate-800 text-white":"text-slate-500 hover:bg-slate-100"}`}>{s==="all"?"全部":s}</button>
))}
<span className="text-slate-300">|</span>
{(["all","win","loss"] as FilterResult[]).map(r => (
<button key={r} onClick={() => setResult(r)} className={`px-2 py-0.5 rounded text-[10px] ${result===r?"bg-slate-800 text-white":"text-slate-500 hover:bg-slate-100"}`}>{r==="all"?"全部":r==="win"?"盈利":"亏损"}</button>
))}
</div>
</div>
<div className="max-h-64 overflow-y-auto">
{trades.length === 0 ? <div className="text-center text-slate-400 text-sm py-6"></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"></th>
<th className="px-2 py-1.5 text-left font-medium"></th>
<th className="px-2 py-1.5 text-right font-medium"></th>
<th className="px-2 py-1.5 text-right font-medium"></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"></th>
<th className="px-2 py-1.5 text-right font-medium"></th>
<th className="px-2 py-1.5 text-right font-medium"></th>
<th className="px-2 py-1.5 text-right font-medium"></th>
<th className="px-2 py-1.5 text-right font-medium"></th>
</tr>
</thead>
<tbody className="divide-y divide-slate-50">
{trades.map((t: any) => {
const holdMin = t.exit_ts&&t.entry_ts?Math.round((t.exit_ts-t.entry_ts)/60000):0;
const fc = parseFactors(t.score_factors);
const track = fc?.track||(t.symbol==="BTCUSDT"?"BTC":"ALT");
const fmtTime = (ms: number) => ms ? new Date(ms).toLocaleString("zh-CN", {hour12:false, month:"2-digit", day:"2-digit", hour:"2-digit", minute:"2-digit"} as any) : "-";
return (
<tr key={t.id} className="hover:bg-slate-50">
<td className="px-2 py-1.5 font-mono">{t.symbol?.replace("USDT","")}<span className={`ml-1 text-[9px] px-1 rounded ${track==="BTC"?"bg-amber-100 text-amber-700":"bg-purple-100 text-purple-700"}`}>{track}</span></td>
<td className={`px-2 py-1.5 font-bold ${t.direction==="LONG"?"text-emerald-600":"text-red-500"}`}>{t.direction==="LONG"?"🟢":"🔴"} {t.direction}</td>
<td className="px-2 py-1.5 text-right font-mono">{fmtPrice(t.entry_price)}</td>
<td className="px-2 py-1.5 text-right font-mono">{t.exit_price?fmtPrice(t.exit_price):"-"}</td>
<td className={`px-2 py-1.5 text-right font-mono font-bold ${t.pnl_r>0?"text-emerald-600":t.pnl_r<0?"text-red-500":"text-slate-500"}`}>{t.pnl_r>0?"+":""}{t.pnl_r?.toFixed(2)}</td>
<td className="px-2 py-1.5 text-center"><span className={`px-1 py-0.5 rounded text-[9px] ${t.status==="tp"?"bg-emerald-100 text-emerald-700":t.status==="sl"?"bg-red-100 text-red-700":t.status==="sl_be"?"bg-amber-100 text-amber-700":t.status==="signal_flip"?"bg-purple-100 text-purple-700":"bg-slate-100 text-slate-600"}`}>{t.status==="tp"?"止盈":t.status==="sl"?"止损":t.status==="sl_be"?"保本":t.status==="timeout"?"超时":t.status==="signal_flip"?"翻转":t.status}</span></td>
<td className="px-2 py-1.5 text-right font-mono">{t.score}</td>
<td className="px-2 py-1.5 text-right text-slate-400 whitespace-nowrap">{fmtTime(t.entry_ts)}</td>
<td className="px-2 py-1.5 text-right text-slate-400 whitespace-nowrap">{fmtTime(t.exit_ts)}</td>
<td className="px-2 py-1.5 text-right text-slate-400">{holdMin}m</td>
</tr>
);
})}
</tbody>
</table>
)}
</div>
</div>
);
}
// ─── 统计面板 ────────────────────────────────────────────────────
function StatsPanel() {
const [data, setData] = useState<any>(null);
const [tab, setTab] = useState("ALL");
useEffect(() => {
const f = async () => { try { const r = await authFetch(`/api/paper/stats?strategy=${STRATEGY}`); if (r.ok) setData(await r.json()); } catch {} };
f(); const iv = setInterval(f, 30000); return () => clearInterval(iv);
}, []);
if (!data || data.error) return (
<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
<div className="px-3 py-2 border-b border-slate-100"><h3 className="font-semibold text-slate-800 text-xs">详细统计</h3></div>
<div className="p-3 text-xs text-slate-400">等待交易记录积累...</div>
</div>
);
const coinTabs = ["ALL","BTC","ETH","XRP","SOL"];
const st = tab==="ALL"?data:(data.by_symbol?.[tab]||null);
return (
<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
<div className="px-3 py-2 border-b border-slate-100 flex items-center justify-between flex-wrap gap-1">
<h3 className="font-semibold text-slate-800 text-xs">详细统计</h3>
<div className="flex items-center gap-1">
{coinTabs.map(t => (
<button key={t} onClick={() => setTab(t)} className={`px-2 py-0.5 rounded text-[10px] font-medium transition-colors ${tab===t?"bg-slate-800 text-white":"bg-slate-100 text-slate-500 hover:bg-slate-200"}`}>{t==="ALL"?"总计":t}</button>
))}
</div>
</div>
{st ? (
<div className="p-3">
<div className="grid grid-cols-2 lg:grid-cols-4 gap-2 text-xs">
<div><span className="text-slate-400">胜率</span><p className="font-mono font-bold">{st.win_rate}%</p></div>
<div><span className="text-slate-400">盈亏比</span><p className="font-mono font-bold">{st.win_loss_ratio}</p></div>
<div><span className="text-slate-400">平均盈利</span><p className="font-mono font-bold text-emerald-600">+{st.avg_win}R</p></div>
<div><span className="text-slate-400">平均亏损</span><p className="font-mono font-bold text-red-500">-{st.avg_loss}R</p></div>
<div><span className="text-slate-400">最大回撤</span><p className="font-mono font-bold">{st.mdd}R</p></div>
<div><span className="text-slate-400">夏普比率</span><p className="font-mono font-bold">{st.sharpe}</p></div>
<div><span className="text-slate-400">总盈亏</span><p className={`font-mono font-bold ${(st.total_pnl??0)>=0?"text-emerald-600":"text-red-500"}`}>{(st.total_pnl??0)>=0?"+":""}{st.total_pnl??"-"}R</p></div>
<div><span className="text-slate-400">总笔数</span><p className="font-mono font-bold">{st.total??data.total}</p></div>
<div><span className="text-slate-400">做多胜率</span><p className="font-mono">{st.long_win_rate}% ({st.long_count}笔)</p></div>
<div><span className="text-slate-400">做空胜率</span><p className="font-mono">{st.short_win_rate}% ({st.short_count}笔)</p></div>
</div>
</div>
) : <div className="p-3 text-xs text-slate-400">该币种暂无数据</div>}
</div>
);
}
// ─── 主页面 ──────────────────────────────────────────────────────
export default function PaperTradingV53Page() {
const { isLoggedIn, loading } = useAuth();
if (loading) return <div className="text-center text-slate-400 py-8">加载中...</div>;
if (!isLoggedIn) return (
<div className="flex flex-col items-center justify-center h-64 gap-4">
<div className="text-5xl">🔒</div>
<p className="text-slate-600 font-medium">请先登录查看模拟盘</p>
<Link href="/login" className="bg-blue-600 text-white px-4 py-2 rounded-lg text-sm">登录</Link>
</div>
);
return (
<div className="space-y-3">
{/* Fast 实验版标识条 */}
<div className="rounded-lg bg-gradient-to-r from-orange-500 to-amber-400 px-3 py-1.5 flex items-center justify-between">
<span className="text-white text-xs font-bold">🚀 V5.3 Middle — 实验变体 A/B对照</span>
<div className="flex gap-2 text-white text-[10px] font-medium">
<span className="bg-white/20 px-2 py-0.5 rounded">CVD 5m/30m</span>
<span className="bg-white/20 px-2 py-0.5 rounded">OBI+加分</span>
<span className="bg-white/20 px-2 py-0.5 rounded">accel独立触发</span>
</div>
</div>
<div>
<h1 className="text-lg font-bold text-slate-900">🚀 模拟盘 V5.3 Middle</h1>
<p className="text-[10px] text-slate-500">实验变体 v53_middle · BTC/ETH/XRP/SOL · CVD 5m/30m · OBI正向加分 · 与 V5.3 同起点对照</p>
</div>
<ControlPanel />
<SummaryCards />
<LatestSignals />
<ActivePositions />
<EquityCurve />
<TradeHistory />
<StatsPanel />
</div>
);
}