442 lines
23 KiB
TypeScript
442 lines
23 KiB
TypeScript
"use client";
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import { useState, useEffect } from "react";
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import Link from "next/link";
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import { authFetch, useAuth } from "@/lib/auth";
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import { XAxis, YAxis, Tooltip, ResponsiveContainer, ReferenceLine, Area, AreaChart } from "recharts";
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function bjt(ms: number) {
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const d = new Date(ms + 8 * 3600 * 1000);
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return `${String(d.getUTCMonth() + 1).padStart(2, "0")}-${String(d.getUTCDate()).padStart(2, "0")} ${String(d.getUTCHours()).padStart(2, "0")}:${String(d.getUTCMinutes()).padStart(2, "0")}`;
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}
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function fmtPrice(p: number) {
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return p < 100 ? p.toFixed(4) : p.toLocaleString("en-US", { minimumFractionDigits: 1, maximumFractionDigits: 1 });
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}
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function parseFactors(raw: any) {
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if (!raw) return null;
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if (typeof raw === "string") { try { return JSON.parse(raw); } catch { return null; } }
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return raw;
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}
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type StrategyTab = "v53_alt" | "v53_btc";
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const STRATEGY_LABELS: Record<StrategyTab, { label: string; desc: string; coins: string[]; badgeClass: string }> = {
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v53_alt: {
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label: "🟣 ALT轨 (v53_alt)",
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desc: "ETH / XRP / SOL · 四层评分 55/25/15/5",
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coins: ["ETHUSDT", "XRPUSDT", "SOLUSDT"],
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badgeClass: "bg-purple-100 text-purple-700 border border-purple-200",
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},
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v53_btc: {
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label: "🔵 BTC轨 (v53_btc)",
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desc: "BTCUSDT · Gate-Control逻辑",
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coins: ["BTCUSDT"],
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badgeClass: "bg-amber-100 text-amber-700 border border-amber-200",
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},
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};
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// ─── 控制面板 ────────────────────────────────────────────────────
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function ControlPanel() {
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const [config, setConfig] = useState<any>(null);
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const [saving, setSaving] = useState(false);
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useEffect(() => {
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(async () => {
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try { const r = await authFetch("/api/paper/config"); if (r.ok) setConfig(await r.json()); } catch {}
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})();
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}, []);
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const toggle = async () => {
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setSaving(true);
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try {
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const r = await authFetch("/api/paper/config", {
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method: "POST",
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headers: { "Content-Type": "application/json" },
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body: JSON.stringify({ enabled: !config.enabled }),
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});
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if (r.ok) setConfig(await r.json().then((j: any) => j.config));
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} catch {} finally { setSaving(false); }
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};
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if (!config) return null;
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return (
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<div className={`rounded-xl border-2 ${config.enabled ? "border-emerald-400 bg-emerald-50" : "border-slate-200 bg-white"} px-3 py-2 flex items-center justify-between`}>
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<div className="flex items-center gap-3">
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<button onClick={toggle} disabled={saving}
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className={`px-3 py-1.5 rounded-lg text-xs font-bold transition-all ${config.enabled ? "bg-red-500 text-white hover:bg-red-600" : "bg-emerald-500 text-white hover:bg-emerald-600"}`}>
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{saving ? "..." : config.enabled ? "⏹ 停止模拟盘" : "▶️ 启动模拟盘"}
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</button>
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<span className={`text-xs font-medium ${config.enabled ? "text-emerald-700" : "text-slate-500"}`}>
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{config.enabled ? "🟢 运行中" : "⚪ 已停止"}
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</span>
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</div>
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<div className="flex gap-4 text-[10px] text-slate-500">
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<span>初始资金: ${config.initial_balance?.toLocaleString()}</span>
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<span>单笔风险: {(config.risk_per_trade * 100).toFixed(0)}%</span>
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<span>最大持仓: {config.max_positions}</span>
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</div>
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</div>
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);
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}
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// ─── 总览 ────────────────────────────────────────────────────────
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function SummaryCards({ strategy }: { strategy: StrategyTab }) {
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const [data, setData] = useState<any>(null);
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useEffect(() => {
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const f = async () => {
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try { const r = await authFetch(`/api/paper/summary?strategy=${strategy}`); if (r.ok) setData(await r.json()); } catch {}
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};
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f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
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}, [strategy]);
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if (!data) return <div className="text-center text-slate-400 text-sm py-4">加载中...</div>;
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return (
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<div className="grid grid-cols-3 lg:grid-cols-6 gap-1.5">
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{[
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{ label: "总盈亏(R)", value: `${data.total_pnl >= 0 ? "+" : ""}${data.total_pnl}R`, sub: `${data.total_pnl_usdt >= 0 ? "+" : ""}$${data.total_pnl_usdt}`, color: data.total_pnl >= 0 ? "text-emerald-600" : "text-red-500" },
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{ label: "胜率", value: `${data.win_rate}%`, sub: `共${data.total_trades}笔`, color: "text-slate-800" },
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{ label: "持仓中", value: data.active_positions, sub: "活跃仓位", color: "text-blue-600" },
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{ label: "盈亏比", value: data.profit_factor, sub: "Profit Factor", color: "text-slate-800" },
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{ label: "当前资金", value: `$${data.balance?.toLocaleString()}`, sub: "虚拟余额", color: data.balance >= 10000 ? "text-emerald-600" : "text-red-500" },
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{ label: "状态", value: data.start_time ? "运行中 ✅" : "等待首笔", sub: "signal accumulating", color: "text-slate-600" },
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].map(({ label, value, sub, color }) => (
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<div key={label} className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
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<p className="text-[10px] text-slate-400">{label}</p>
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<p className={`font-mono font-bold text-base ${color}`}>{value}</p>
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<p className="text-[10px] text-slate-400">{sub}</p>
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</div>
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))}
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</div>
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);
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}
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// ─── 当前持仓 ────────────────────────────────────────────────────
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function ActivePositions({ strategy }: { strategy: StrategyTab }) {
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const [positions, setPositions] = useState<any[]>([]);
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const [wsPrices, setWsPrices] = useState<Record<string, number>>({});
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const [paperRiskUsd, setPaperRiskUsd] = useState(200);
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const meta = STRATEGY_LABELS[strategy];
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useEffect(() => {
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(async () => {
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try { const r = await authFetch("/api/paper/config"); if (r.ok) { const cfg = await r.json(); setPaperRiskUsd((cfg.initial_balance || 10000) * (cfg.risk_per_trade || 0.02)); } } catch {}
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})();
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}, []);
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useEffect(() => {
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const f = async () => {
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try { const r = await authFetch(`/api/paper/positions?strategy=${strategy}`); if (r.ok) setPositions((await r.json()).data || []); } catch {}
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};
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f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
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}, [strategy]);
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useEffect(() => {
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const streams = ["btcusdt", "ethusdt", "xrpusdt", "solusdt"].map(s => `${s}@aggTrade`).join("/");
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const ws = new WebSocket(`wss://fstream.binance.com/stream?streams=${streams}`);
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ws.onmessage = (e) => {
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try {
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const msg = JSON.parse(e.data);
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if (msg.data) { const sym = msg.data.s; const price = parseFloat(msg.data.p); if (sym && price > 0) setWsPrices(prev => ({ ...prev, [sym]: price })); }
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} catch {}
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};
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return () => ws.close();
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}, []);
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if (positions.length === 0) return (
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<div className="rounded-xl border border-slate-200 bg-white px-3 py-4 text-center text-slate-400 text-sm">
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{meta.label} 暂无活跃持仓
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</div>
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);
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return (
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<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
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<div className="px-3 py-2 border-b border-slate-100">
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<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>
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</div>
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<div className="divide-y divide-slate-100">
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{positions.map((p: any) => {
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const sym = p.symbol?.replace("USDT", "") || "";
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const holdMin = Math.round((Date.now() - p.entry_ts) / 60000);
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const currentPrice = wsPrices[p.symbol] || p.current_price || 0;
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const entry = p.entry_price || 0;
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const riskDist = p.risk_distance || Math.abs(entry - (p.sl_price || entry)) || 1;
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const tp1R = riskDist > 0 ? (p.direction === "LONG" ? ((p.tp1_price || 0) - entry) / riskDist : (entry - (p.tp1_price || 0)) / riskDist) : 0;
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const fullR = riskDist > 0 ? (p.direction === "LONG" ? (currentPrice - entry) / riskDist : (entry - currentPrice) / riskDist) : 0;
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const unrealR = p.tp1_hit ? 0.5 * tp1R + 0.5 * fullR : fullR;
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const unrealUsdt = unrealR * paperRiskUsd;
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return (
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<div key={p.id} className="px-3 py-2 bg-emerald-50/60">
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<div className="flex items-center justify-between gap-2">
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<div className="flex items-center gap-2 flex-wrap">
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<span className={`text-xs font-bold ${p.direction === "LONG" ? "text-emerald-600" : "text-red-500"}`}>
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{p.direction === "LONG" ? "🟢" : "🔴"} {sym} {p.direction}
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</span>
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<span className={`px-1.5 py-0.5 rounded text-[10px] font-semibold ${meta.badgeClass}`}>{strategy}</span>
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<span className="text-[10px] text-slate-500">评分{p.score} · {p.tier === "heavy" ? "加仓" : "标准"}</span>
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</div>
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<div className="flex items-center gap-2">
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<span className={`font-mono text-sm font-bold ${unrealR >= 0 ? "text-emerald-600" : "text-red-500"}`}>
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{unrealR >= 0 ? "+" : ""}{unrealR.toFixed(2)}R
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</span>
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<span className={`font-mono text-[10px] ${unrealUsdt >= 0 ? "text-emerald-500" : "text-red-400"}`}>
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({unrealUsdt >= 0 ? "+" : ""}${unrealUsdt.toFixed(0)})
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</span>
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<span className="text-[10px] text-slate-400">{holdMin}m</span>
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</div>
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</div>
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<div className="flex gap-3 mt-1 text-[10px] font-mono text-slate-600 flex-wrap">
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<span>入场: ${fmtPrice(p.entry_price)}</span>
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<span className="text-blue-600">现价: ${currentPrice ? fmtPrice(currentPrice) : "-"}</span>
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<span className="text-emerald-600">TP1: ${fmtPrice(p.tp1_price)}{p.tp1_hit ? " ✅" : ""}</span>
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<span className="text-emerald-600">TP2: ${fmtPrice(p.tp2_price)}</span>
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<span className="text-red-500">SL: ${fmtPrice(p.sl_price)}</span>
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</div>
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</div>
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);
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})}
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</div>
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</div>
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);
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}
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// ─── 权益曲线 ────────────────────────────────────────────────────
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function EquityCurve({ strategy }: { strategy: StrategyTab }) {
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const [data, setData] = useState<any[]>([]);
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useEffect(() => {
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const f = async () => {
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try { const r = await authFetch(`/api/paper/equity-curve?strategy=${strategy}`); if (r.ok) setData((await r.json()).data || []); } catch {}
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};
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f(); const iv = setInterval(f, 30000); return () => clearInterval(iv);
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}, [strategy]);
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return (
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<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
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<div className="px-3 py-2 border-b border-slate-100">
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<h3 className="font-semibold text-slate-800 text-xs">权益曲线 (累计PnL)</h3>
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</div>
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{data.length < 2 ? (
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<div className="px-3 py-6 text-center text-xs text-slate-400">V5.3 暂无足够历史数据，积累中...</div>
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) : (
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<div className="p-2" style={{ height: 200 }}>
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<ResponsiveContainer width="100%" height="100%">
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<AreaChart data={data}>
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<XAxis dataKey="ts" tickFormatter={(v) => bjt(v)} tick={{ fontSize: 10 }} />
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<YAxis tick={{ fontSize: 10 }} tickFormatter={(v) => `${v}R`} />
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<Tooltip labelFormatter={(v) => bjt(Number(v))} formatter={(v: any) => [`${v}R`, "累计PnL"]} />
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<ReferenceLine y={0} stroke="#94a3b8" strokeDasharray="3 3" />
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<Area type="monotone" dataKey="pnl" stroke="#10b981" fill="#d1fae5" strokeWidth={2} />
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</AreaChart>
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</ResponsiveContainer>
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</div>
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)}
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</div>
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);
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}
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// ─── 历史交易 ────────────────────────────────────────────────────
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type FilterResult = "all" | "win" | "loss";
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function TradeHistory({ strategy }: { strategy: StrategyTab }) {
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const [trades, setTrades] = useState<any[]>([]);
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const [result, setResult] = useState<FilterResult>("all");
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const meta = STRATEGY_LABELS[strategy];
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useEffect(() => {
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const f = async () => {
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try {
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const r = await authFetch(`/api/paper/trades?result=${result}&strategy=${strategy}&limit=50`);
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if (r.ok) setTrades((await r.json()).data || []);
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} catch {}
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};
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f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
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}, [result, strategy]);
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return (
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<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
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<div className="px-3 py-2 border-b border-slate-100 flex items-center justify-between flex-wrap gap-1">
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<h3 className="font-semibold text-slate-800 text-xs">历史交易</h3>
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<div className="flex items-center gap-1 flex-wrap">
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<span className={`px-2 py-0.5 rounded text-[10px] font-semibold ${meta.badgeClass}`}>{strategy}</span>
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<span className="text-slate-300">|</span>
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{(["all", "win", "loss"] as FilterResult[]).map((r) => (
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<button key={r} onClick={() => setResult(r)}
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className={`px-2 py-0.5 rounded text-[10px] ${result === r ? "bg-slate-800 text-white" : "text-slate-500 hover:bg-slate-100"}`}>
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{r === "all" ? "全部" : r === "win" ? "盈利" : "亏损"}
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</button>
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))}
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</div>
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</div>
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<div className="max-h-64 overflow-y-auto">
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{trades.length === 0 ? (
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<div className="text-center text-slate-400 text-sm py-6">暂无交易记录</div>
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) : (
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<table className="w-full text-[11px]">
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<thead className="bg-slate-50 sticky top-0">
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<tr className="text-slate-500">
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<th className="px-2 py-1.5 text-left font-medium">币种</th>
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<th className="px-2 py-1.5 text-left font-medium">方向</th>
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<th className="px-2 py-1.5 text-right font-medium">入场</th>
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<th className="px-2 py-1.5 text-right font-medium">出场</th>
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<th className="px-2 py-1.5 text-right font-medium">PnL(R)</th>
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<th className="px-2 py-1.5 text-center font-medium">状态</th>
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<th className="px-2 py-1.5 text-right font-medium">分数</th>
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<th className="px-2 py-1.5 text-right font-medium">持仓</th>
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</tr>
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</thead>
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<tbody className="divide-y divide-slate-50">
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{trades.map((t: any) => {
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const holdMin = t.exit_ts && t.entry_ts ? Math.round((t.exit_ts - t.entry_ts) / 60000) : 0;
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const factors = parseFactors(t.score_factors);
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const track = factors?.track || (t.symbol === "BTCUSDT" ? "BTC" : "ALT");
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return (
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<tr key={t.id} className="hover:bg-slate-50">
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<td className="px-2 py-1.5 font-mono">
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{t.symbol?.replace("USDT", "")}
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<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>
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</td>
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<td className={`px-2 py-1.5 font-bold ${t.direction === "LONG" ? "text-emerald-600" : "text-red-500"}`}>
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{t.direction === "LONG" ? "🟢" : "🔴"} {t.direction}
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</td>
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<td className="px-2 py-1.5 text-right font-mono">{fmtPrice(t.entry_price)}</td>
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<td className="px-2 py-1.5 text-right font-mono">{t.exit_price ? fmtPrice(t.exit_price) : "-"}</td>
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<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"}`}>
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{t.pnl_r > 0 ? "+" : ""}{t.pnl_r?.toFixed(2)}
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</td>
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<td className="px-2 py-1.5 text-center">
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<span className={`px-1 py-0.5 rounded text-[9px] ${
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t.status === "tp" ? "bg-emerald-100 text-emerald-700" :
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t.status === "sl" ? "bg-red-100 text-red-700" :
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t.status === "sl_be" ? "bg-amber-100 text-amber-700" :
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t.status === "signal_flip" ? "bg-purple-100 text-purple-700" :
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"bg-slate-100 text-slate-600"
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}`}>
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{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}
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</span>
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</td>
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<td className="px-2 py-1.5 text-right font-mono">{t.score}</td>
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<td className="px-2 py-1.5 text-right text-slate-400">{holdMin}m</td>
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</tr>
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);
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})}
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</tbody>
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</table>
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)}
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</div>
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</div>
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);
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}
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// ─── 统计面板 ────────────────────────────────────────────────────
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function StatsPanel({ strategy }: { strategy: StrategyTab }) {
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const [data, setData] = useState<any>(null);
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const [tab, setTab] = useState("ALL");
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useEffect(() => { setTab("ALL"); }, [strategy]);
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useEffect(() => {
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const f = async () => {
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try { const r = await authFetch(`/api/paper/stats?strategy=${strategy}`); if (r.ok) setData(await r.json()); } catch {}
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};
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f(); const iv = setInterval(f, 30000); return () => clearInterval(iv);
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}, [strategy]);
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if (!data || data.error) return (
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<div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
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<div className="px-3 py-2 border-b border-slate-100"><h3 className="font-semibold text-slate-800 text-xs">详细统计</h3></div>
|
||
<div className="p-3 text-xs text-slate-400">该视图暂无统计数据，等待交易记录积累</div>
|
||
</div>
|
||
);
|
||
|
||
const coinTabs = strategy === "v53_btc" ? ["ALL", "BTC"] : ["ALL", "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();
|
||
const [strategyTab, setStrategyTab] = useState<StrategyTab>("v53_alt");
|
||
const meta = STRATEGY_LABELS[strategyTab];
|
||
|
||
if (loading) return <div className="text-center text-slate-400 py-8">加载中...</div>;
|
||
if (!isLoggedIn) return (
|
||
<div className="flex flex-col items-center justify-center h-64 gap-4">
|
||
<div className="text-5xl">🔒</div>
|
||
<p className="text-slate-600 font-medium">请先登录查看模拟盘</p>
|
||
<Link href="/login" className="bg-blue-600 text-white px-4 py-2 rounded-lg text-sm">登录</Link>
|
||
</div>
|
||
);
|
||
|
||
return (
|
||
<div className="space-y-3">
|
||
<div className="flex items-center justify-between flex-wrap gap-2">
|
||
<div>
|
||
<h1 className="text-lg font-bold text-slate-900">📈 模拟盘 V5.3</h1>
|
||
<p className="text-[10px] text-slate-500">ALT轨(ETH/XRP/SOL) + BTC独立Gate-Control</p>
|
||
</div>
|
||
{/* 策略Tab切换 */}
|
||
<div className="flex gap-1.5">
|
||
{(Object.entries(STRATEGY_LABELS) as [StrategyTab, typeof STRATEGY_LABELS[StrategyTab]][]).map(([key, val]) => (
|
||
<button key={key} onClick={() => setStrategyTab(key)}
|
||
className={`px-3 py-1.5 rounded-lg border text-xs font-medium transition-all ${strategyTab === key ? val.badgeClass + " border-current" : "border-slate-200 text-slate-600 hover:border-slate-400"}`}>
|
||
{val.label}
|
||
</button>
|
||
))}
|
||
</div>
|
||
</div>
|
||
|
||
<div className={`rounded-lg border px-3 py-1.5 text-[11px] ${meta.badgeClass}`}>
|
||
<span className="font-semibold">{meta.label}</span> — {meta.desc}
|
||
</div>
|
||
|
||
<ControlPanel />
|
||
<SummaryCards strategy={strategyTab} />
|
||
<ActivePositions strategy={strategyTab} />
|
||
<EquityCurve strategy={strategyTab} />
|
||
<TradeHistory strategy={strategyTab} />
|
||
<StatsPanel strategy={strategyTab} />
|
||
</div>
|
||
);
|
||
}
|