arbitrage-engine/frontend/app/paper/page.tsx
root 5b704a0a0e feat: paper pages show per-strategy signals with layer scores
- V5.1 paper reads /api/signals/latest?strategy=v51_baseline
- V5.2 paper reads /api/signals/latest?strategy=v52_8signals
- Each coin shows layer score badges (方向/拥挤/环境/确认/辅助)
- V5.2 additionally shows FR and 清算 badges
2026-03-02 02:59:39 +00:00

476 lines
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"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";
// ─── 工具函数 ────────────────────────────────────────────────────
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 });
}
const PAPER_STRATEGY = "v51_baseline";
// ─── 控制面板(开关+配置)──────────────────────────────────────
function ControlPanel() {
const [config, setConfig] = useState<any>(null);
const [saving, setSaving] = useState(false);
useEffect(() => {
const f = async () => { try { const r = await authFetch("/api/paper/config"); if (r.ok) setConfig(await r.json()); } catch {} };
f();
}, []);
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 => 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 ? "⏹ 停止模拟盘" : "▶️ 启动模拟盘"}
</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>初始资金: ${config.initial_balance?.toLocaleString()}</span>
<span>: {(config.risk_per_trade * 100).toFixed(0)}%</span>
<span>: {config.max_positions}</span>
</div>
</div>
);
}
// ─── 总览面板 ────────────────────────────────────────────────────
function SummaryCards() {
const [data, setData] = useState<any>(null);
useEffect(() => {
const f = async () => { try { const r = await authFetch(`/api/paper/summary?strategy=${PAPER_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-7 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"></p>
<p className={`font-mono font-bold text-base ${data.balance >= 10000 ? "text-emerald-600" : "text-red-500"}`}>${data.balance?.toLocaleString()}</p>
</div>
<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
<p className="text-[10px] text-slate-400">(R)</p>
<p className={`font-mono font-bold text-lg ${data.total_pnl >= 0 ? "text-emerald-600" : "text-red-500"}`}>{data.total_pnl >= 0 ? "+" : ""}{data.total_pnl}R</p>
<p className={`font-mono text-[10px] ${data.total_pnl_usdt >= 0 ? "text-emerald-500" : "text-red-400"}`}>{data.total_pnl_usdt >= 0 ? "+" : ""}${data.total_pnl_usdt}</p>
</div>
<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
<p className="text-[10px] text-slate-400"></p>
<p className="font-mono font-bold text-lg text-slate-800">{data.win_rate}%</p>
</div>
<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
<p className="text-[10px] text-slate-400"></p>
<p className="font-mono font-bold text-lg text-slate-800">{data.total_trades}</p>
</div>
<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
<p className="text-[10px] text-slate-400"></p>
<p className="font-mono font-bold text-lg text-blue-600">{data.active_positions}</p>
</div>
<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
<p className="text-[10px] text-slate-400">(PF)</p>
<p className="font-mono font-bold text-lg text-slate-800">{data.profit_factor}</p>
</div>
<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
<p className="text-[10px] text-slate-400"></p>
<p className="font-mono font-semibold text-sm text-slate-600">{data.start_time ? "运行中 ✅" : "等待首笔"}</p>
</div>
</div>
);
}
// ─── 最新信号状态 ────────────────────────────────────────────────
const COINS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"];
function LatestSignals() {
const [signals, setSignals] = useState<Record<string, any>>({});
useEffect(() => {
const f = async () => {
try {
const r = await authFetch("/api/signals/latest?strategy=v51_baseline");
if (r.ok) {
const j = await r.json();
setSignals(j);
}
} 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">
<h3 className="font-semibold text-slate-800 text-xs"></h3>
</div>
<div className="divide-y divide-slate-50">
{COINS.map(sym => {
const coin = sym.replace("USDT", "");
const s = signals[coin];
const ago = s?.ts ? Math.round((Date.now() - s.ts) / 60000) : null;
const f = s?.factors;
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 ${s.signal === "LONG" ? "text-emerald-600" : "text-red-500"}`}>
{s.signal === "LONG" ? "🟢" : "🔴"} {s.signal}
</span>
<span className="font-mono text-xs font-bold text-slate-800">{s.score}</span>
</>
) : (
<>
<span className="text-[10px] text-slate-400"> </span>
<span className="font-mono text-[10px] text-slate-500">{s?.score ?? 0}</span>
</>
)}
</div>
{ago !== null && <span className="text-[10px] text-slate-400">{ago < 60 ? `${ago}m前` : `${Math.round(ago/60)}h前`}</span>}
</div>
{f && (
<div className="flex gap-1 mt-1 flex-wrap">
<span className="text-[9px] px-1 py-0.5 rounded bg-blue-50 text-blue-700">{f.direction?.score ?? 0}/{f.direction?.max ?? 45}</span>
<span className="text-[9px] px-1 py-0.5 rounded bg-violet-50 text-violet-700">{f.crowding?.score ?? 0}/{f.crowding?.max ?? 20}</span>
<span className="text-[9px] px-1 py-0.5 rounded bg-emerald-50 text-emerald-700">{f.environment?.score ?? 0}/{f.environment?.max ?? 15}</span>
<span className="text-[9px] px-1 py-0.5 rounded bg-amber-50 text-amber-700">{f.confirmation?.score ?? 0}/{f.confirmation?.max ?? 15}</span>
<span className="text-[9px] px-1 py-0.5 rounded bg-slate-100 text-slate-600">{f.auxiliary?.score ?? 0}/{f.auxiliary?.max ?? 5}</span>
</div>
)}
</div>
);
})}
</div>
</div>
);
}
// ─── 当前持仓 ────────────────────────────────────────────────────
function ActivePositions() {
const [positions, setPositions] = useState<any[]>([]);
const [wsPrices, setWsPrices] = useState<Record<string, number>>({});
// 从API获取持仓列表10秒刷新
useEffect(() => {
const f = async () => { try { const r = await authFetch(`/api/paper/positions?strategy=${PAPER_STRATEGY}`); if (r.ok) { const j = await r.json(); setPositions(j.data || []); } } catch {} };
f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
}, []);
// WebSocket实时价格aggTrade逐笔成交
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">
</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 atr = p.atr_at_entry || 1;
const riskDist = 2.0 * 0.7 * atr;
// TP1触发后只剩半仓0.5×TP1锁定 + 0.5×当前浮盈
const fullR = riskDist > 0 ? (p.direction === "LONG" ? (currentPrice - entry) / riskDist : (entry - currentPrice) / riskDist) : 0;
const tp1R = riskDist > 0 ? (p.direction === "LONG" ? ((p.tp1_price || 0) - entry) / riskDist : (entry - (p.tp1_price || 0)) / riskDist) : 0;
const unrealR = p.tp1_hit ? 0.5 * tp1R + 0.5 * fullR : fullR;
const unrealUsdt = unrealR * 200;
return (
<div key={p.id} className="px-3 py-2">
<div className="flex items-center justify-between">
<div className="flex items-center gap-2">
<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-400">{p.score} · {p.tier === "heavy" ? "加仓" : p.tier === "standard" ? "标准" : "轻仓"}</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={`font-mono text-[10px] ${unrealUsdt >= 0 ? "text-emerald-500" : "text-red-400"}`}>
({unrealUsdt >= 0 ? "+" : ""}${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">
<span>入场: ${fmtPrice(p.entry_price)}</span>
<span className="text-blue-600">现价: ${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: ${fmtPrice(p.sl_price)}</span>
</div>
</div>
);
})}
</div>
</div>
);
}
// ─── 权益曲线 ────────────────────────────────────────────────────
function EquityCurve() {
const [data, setData] = useState<any[]>([]);
useEffect(() => {
const f = async () => { try { const r = await authFetch(`/api/paper/equity-curve?strategy=${PAPER_STRATEGY}`); if (r.ok) { const j = await r.json(); setData(j.data || []); } } catch {} };
f(); const iv = setInterval(f, 30000); return () => clearInterval(iv);
}, []);
if (data.length < 2) return 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">
<h3 className="font-semibold text-slate-800 text-xs">线 (PnL)</h3>
</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>
);
}
// ─── 历史交易列表 ────────────────────────────────────────────────
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=${PAPER_STRATEGY}&limit=50`);
if (r.ok) { const j = await r.json(); setTrades(j.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 gap-1">
{(["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>
</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;
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] ${
t.status === "tp" ? "bg-emerald-100 text-emerald-700" :
t.status === "sl" ? "bg-red-100 text-red-700" :
t.status === "sl_be" ? "bg-amber-100 text-amber-700" :
t.status === "signal_flip" ? "bg-purple-100 text-purple-700" :
"bg-slate-100 text-slate-600"
}`}>
{t.status === "tp" ? "止盈" : t.status === "sl" ? "止损" : t.status === "sl_be" ? "保本" : t.status === "timeout" ? "超时" : t.status === "signal_flip" ? "翻转" : t.status}
</span>
</td>
<td className="px-2 py-1.5 text-right font-mono">{t.score}</td>
<td className="px-2 py-1.5 text-right text-slate-400">{holdMin}m</td>
</tr>
);
})}
</tbody>
</table>
)}
</div>
</div>
);
}
// ─── 统计面板 ────────────────────────────────────────────────────
function StatsPanel() {
const [data, setData] = useState<any>(null);
const [tab, setTab] = useState("ALL");
useEffect(() => {
const f = async () => { try { const r = await authFetch(`/api/paper/stats?strategy=${PAPER_STRATEGY}`); if (r.ok) setData(await r.json()); } catch {} };
f(); const iv = setInterval(f, 30000); return () => clearInterval(iv);
}, []);
if (!data || data.error) return null;
const tabs = ["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">
<h3 className="font-semibold text-slate-800 text-xs"></h3>
<div className="flex gap-1">
{tabs.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 grid grid-cols-2 lg:grid-cols-4 gap-2 text-xs">
<div><span className="text-slate-400"></span><p className="font-mono font-bold">{st.win_rate}%</p></div>
<div><span className="text-slate-400"></span><p className="font-mono font-bold">{st.win_loss_ratio}</p></div>
<div><span className="text-slate-400"></span><p className="font-mono font-bold text-emerald-600">+{st.avg_win}R</p></div>
<div><span className="text-slate-400"></span><p className="font-mono font-bold text-red-500">-{st.avg_loss}R</p></div>
<div><span className="text-slate-400"></span><p className="font-mono font-bold">{st.mdd}R</p></div>
<div><span className="text-slate-400"></span><p className="font-mono font-bold">{st.sharpe}</p></div>
<div><span className="text-slate-400"></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"></span><p className="font-mono font-bold">{st.total ?? data.total}</p></div>
<div><span className="text-slate-400"></span><p className="font-mono">{st.long_win_rate}% ({st.long_count})</p></div>
<div><span className="text-slate-400"></span><p className="font-mono">{st.short_win_rate}% ({st.short_count})</p></div>
{tab === "ALL" && data.by_tier && Object.entries(data.by_tier).map(([t, v]: [string, any]) => (
<div key={t}><span className="text-slate-400">{t === "heavy" ? "加仓档" : t === "standard" ? "标准档" : "轻仓档"}</span><p className="font-mono">{v.win_rate}% ({v.total})</p></div>
))}
</div>
) : (
<div className="p-3 text-xs text-slate-400"></div>
)}
</div>
);
}
// ─── 主页面 ──────────────────────────────────────────────────────
export default function PaperTradingPage() {
const { isLoggedIn, loading } = useAuth();
if (loading) return <div className="text-center text-slate-400 py-8">...</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"></p>
<Link href="/login" className="bg-blue-600 text-white px-4 py-2 rounded-lg text-sm"></Link>
</div>
);
return (
<div className="space-y-3">
<div>
<h1 className="text-lg font-bold text-slate-900">📈 V5.1 </h1>
<p className="text-[10px] text-slate-500"> v51_baseline · V5.1 · </p>
</div>
<ControlPanel />
<SummaryCards />
<LatestSignals />
<ActivePositions />
<EquityCurve />
<TradeHistory />
<StatsPanel />
</div>
);
}