447 lines
19 KiB
TypeScript
447 lines
19 KiB
TypeScript
"use client";
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import { useEffect, useState, useCallback } from "react";
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import { authFetch } from "@/lib/auth";
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import {
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ComposedChart, Area, Line, XAxis, YAxis, Tooltip, ResponsiveContainer,
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ReferenceLine, CartesianGrid, Legend
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} from "recharts";
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interface IndicatorRow {
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ts: number;
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cvd_fast: number;
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cvd_mid: number;
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cvd_day: number;
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atr_5m: number;
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vwap_30m: number;
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price: number;
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score: number;
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signal: string | null;
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}
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interface LatestIndicator {
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ts: number;
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cvd_fast: number;
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cvd_mid: number;
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cvd_day: number;
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cvd_fast_slope: number;
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atr_5m: number;
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atr_percentile: number;
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vwap_30m: number;
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price: number;
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p95_qty: number;
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p99_qty: number;
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score: number;
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signal: string | null;
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tier?: "light" | "standard" | "heavy" | null;
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gate_passed?: boolean;
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factors?: {
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gate_passed?: boolean;
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gate_block?: string;
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block_reason?: string;
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obi_raw?: number;
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spot_perp_div?: number;
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whale_cvd_ratio?: number;
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atr_pct_price?: number;
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direction?: { score?: number; max?: number };
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crowding?: { score?: number; max?: number };
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environment?: { score?: number; max?: number };
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auxiliary?: { score?: number; max?: number };
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} | null;
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}
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interface SignalRecord {
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ts: number;
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score: number;
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signal: string;
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}
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interface Gates {
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obi_threshold: number;
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whale_usd_threshold: number;
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whale_flow_pct: number;
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vol_atr_pct_min: number;
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spot_perp_threshold: number;
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}
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interface Weights {
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direction: number;
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env: number;
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aux: number;
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momentum: number;
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}
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interface Props {
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strategyId: string;
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symbol: string;
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cvdFastWindow: string;
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cvdSlowWindow: string;
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weights: Weights;
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gates: Gates;
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}
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const WINDOWS = [
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{ label: "1h", value: 60 },
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{ label: "4h", value: 240 },
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{ label: "12h", value: 720 },
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{ label: "24h", value: 1440 },
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];
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function bjtStr(ms: number) {
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const d = new Date(ms + 8 * 3600 * 1000);
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return `${String(d.getUTCHours()).padStart(2, "0")}:${String(d.getUTCMinutes()).padStart(2, "0")}`;
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}
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function bjtFull(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")}:${String(d.getUTCSeconds()).padStart(2, "0")}`;
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}
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function fmt(v: number, decimals = 1): string {
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if (Math.abs(v) >= 1000000) return `${(v / 1000000).toFixed(1)}M`;
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if (Math.abs(v) >= 1000) return `${(v / 1000).toFixed(1)}K`;
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return v.toFixed(decimals);
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}
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function LayerScore({ label, score, max, colorClass }: { label: string; score: number; max: number; colorClass: string }) {
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const ratio = Math.max(0, Math.min((score / max) * 100, 100));
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return (
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<div className="flex items-center gap-2">
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<span className="text-[10px] text-slate-500 w-6 shrink-0">{label}</span>
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<div className="flex-1 h-1.5 rounded-full bg-slate-100 overflow-hidden">
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<div className={`h-full ${colorClass}`} style={{ width: `${ratio}%` }} />
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</div>
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<span className="text-[10px] font-mono text-slate-600 w-12 text-right">{score}/{max}</span>
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</div>
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);
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}
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function GateCard({ factors, gates }: { factors: LatestIndicator["factors"]; gates: Gates }) {
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if (!factors) return null;
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const passed = factors.gate_passed ?? true;
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const blockReason = factors.gate_block || factors.block_reason;
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return (
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<div className={`rounded-xl border px-3 py-2 mt-2 ${passed ? "border-purple-200 bg-purple-50" : "border-red-200 bg-red-50"}`}>
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<div className="flex items-center justify-between mb-1.5">
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<p className="text-[10px] font-semibold text-purple-800">🔒 Gate-Control</p>
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<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"}`}>
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{passed ? "✅ Gate通过" : "❌ 否决"}
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</span>
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</div>
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<div className="grid grid-cols-4 gap-1.5">
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<div className="bg-white rounded px-2 py-1">
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<p className="text-[10px] text-slate-400">波动率</p>
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<p className="text-xs font-mono text-slate-800">{((factors.atr_pct_price ?? 0) * 100).toFixed(3)}%</p>
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<p className="text-[9px] text-slate-400">需 ≥{(gates.vol_atr_pct_min * 100).toFixed(2)}%</p>
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</div>
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<div className="bg-white rounded px-2 py-1">
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<p className="text-[10px] text-slate-400">OBI</p>
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<p className={`text-xs font-mono ${(factors.obi_raw ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
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{((factors.obi_raw ?? 0) * 100).toFixed(2)}%
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</p>
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<p className="text-[9px] text-slate-400">否决±{gates.obi_threshold}</p>
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</div>
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<div className="bg-white rounded px-2 py-1">
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<p className="text-[10px] text-slate-400">期现背离</p>
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<p className={`text-xs font-mono ${(factors.spot_perp_div ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
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{((factors.spot_perp_div ?? 0) * 10000).toFixed(2)}bps
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</p>
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<p className="text-[9px] text-slate-400">否决±{(gates.spot_perp_threshold * 100).toFixed(1)}%</p>
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</div>
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<div className="bg-white rounded px-2 py-1">
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<p className="text-[10px] text-slate-400">鲸鱼</p>
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<p className="text-xs font-mono text-slate-800">${(gates.whale_usd_threshold / 1000).toFixed(0)}k</p>
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<p className="text-[9px] text-slate-400">{">"}{(gates.whale_flow_pct * 100).toFixed(0)}%占比</p>
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</div>
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</div>
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{blockReason && (
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<p className="text-[10px] text-red-600 mt-1.5 bg-red-50 rounded px-2 py-1">
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否决原因: <span className="font-mono">{blockReason}</span>
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</p>
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)}
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</div>
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);
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}
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function IndicatorCards({ sym, strategyName, cvdFastWindow, cvdSlowWindow, weights, gates }: {
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sym: string; strategyName: string; cvdFastWindow: string; cvdSlowWindow: string; weights: Weights; gates: Gates;
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}) {
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const [data, setData] = useState<LatestIndicator | null>(null);
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const coin = sym.replace("USDT", "") as "BTC" | "ETH" | "XRP" | "SOL";
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useEffect(() => {
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const fetch_ = async () => {
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try {
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const res = await authFetch(`/api/signals/latest?strategy=${strategyName}`);
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if (!res.ok) return;
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const json = await res.json();
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setData(json[coin] || null);
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} catch {}
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};
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fetch_();
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const iv = setInterval(fetch_, 5000);
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return () => clearInterval(iv);
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}, [coin, strategyName]);
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if (!data) return <div className="text-center text-slate-400 text-sm py-4">等待指标数据...</div>;
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const priceVsVwap = data.price > data.vwap_30m ? "上方" : "下方";
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const totalWeight = weights.direction + weights.env + weights.aux + weights.momentum;
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return (
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<div className="space-y-3">
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{/* CVD双轨 */}
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<div className="grid grid-cols-3 gap-1.5">
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<div 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">CVD_fast ({cvdFastWindow})</p>
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<p className={`font-mono font-bold text-sm ${data.cvd_fast >= 0 ? "text-emerald-600" : "text-red-500"}`}>
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{fmt(data.cvd_fast)}
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</p>
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<p className="text-[10px] text-slate-400">
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斜率: <span className={data.cvd_fast_slope >= 0 ? "text-emerald-600" : "text-red-500"}>
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{data.cvd_fast_slope >= 0 ? "↑" : "↓"}{fmt(Math.abs(data.cvd_fast_slope))}
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</span>
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</p>
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</div>
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<div 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">CVD_slow ({cvdSlowWindow})</p>
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<p className={`font-mono font-bold text-sm ${data.cvd_mid >= 0 ? "text-emerald-600" : "text-red-500"}`}>
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{fmt(data.cvd_mid)}
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</p>
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<p className="text-[10px] text-slate-400">{data.cvd_mid > 0 ? "多" : "空"}头占优</p>
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</div>
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<div 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">CVD共振</p>
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<p className={`font-mono font-bold text-sm ${data.cvd_fast >= 0 && data.cvd_mid >= 0 ? "text-emerald-600" : data.cvd_fast < 0 && data.cvd_mid < 0 ? "text-red-500" : "text-slate-400"}`}>
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{data.cvd_fast >= 0 && data.cvd_mid >= 0 ? "✅ 多头共振" : data.cvd_fast < 0 && data.cvd_mid < 0 ? "✅ 空头共振" : "⚠️ 分歧"}
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</p>
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<p className="text-[10px] text-slate-400">双周期共振</p>
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</div>
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</div>
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{/* ATR + VWAP + P95/P99 */}
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<div className="grid grid-cols-4 gap-1.5">
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<div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
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<p className="text-[10px] text-slate-400">ATR</p>
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<p className="font-mono font-semibold text-sm text-slate-800">${fmt(data.atr_5m, 2)}</p>
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<p className="text-[10px]">
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<span className={data.atr_percentile > 60 ? "text-amber-600 font-semibold" : "text-slate-400"}>
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{data.atr_percentile.toFixed(0)}%{data.atr_percentile > 60 ? "🔥" : ""}
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</span>
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</p>
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</div>
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<div 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">VWAP</p>
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<p className="font-mono font-semibold text-sm text-slate-800">${data.vwap_30m.toLocaleString("en-US", { maximumFractionDigits: 1 })}</p>
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<p className="text-[10px]">价格在<span className={data.price > data.vwap_30m ? "text-emerald-600" : "text-red-500"}>{priceVsVwap}</span></p>
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</div>
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<div 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">P95</p>
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<p className="font-mono font-semibold text-sm text-slate-800">{data.p95_qty?.toFixed(4) ?? "-"}</p>
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<p className="text-[10px] text-slate-400">大单阈值</p>
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</div>
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<div 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">P99</p>
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<p className="font-mono font-semibold text-sm text-amber-600">{data.p99_qty?.toFixed(4) ?? "-"}</p>
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<p className="text-[10px] text-slate-400">超大单</p>
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</div>
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</div>
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{/* 信号状态 + 四层分 */}
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<div className={`rounded-xl border px-3 py-2.5 ${
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data.signal === "LONG" ? "border-emerald-300 bg-emerald-50" :
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data.signal === "SHORT" ? "border-red-300 bg-red-50" :
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"border-slate-200 bg-slate-50"
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}`}>
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<div className="flex items-center justify-between">
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<div>
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<p className="text-[10px] text-slate-500">四层评分 · {coin}</p>
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<p className={`font-bold text-base ${
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data.signal === "LONG" ? "text-emerald-700" :
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data.signal === "SHORT" ? "text-red-600" :
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"text-slate-400"
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}`}>
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{data.signal === "LONG" ? "🟢 做多" : data.signal === "SHORT" ? "🔴 做空" : "⚪ 无信号"}
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</p>
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</div>
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<div className="text-right">
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<p className="font-mono font-bold text-lg text-slate-800">{data.score}/{totalWeight}</p>
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<p className="text-[10px] text-slate-500">
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{data.tier === "heavy" ? "加仓" : data.tier === "standard" ? "标准" : "不开仓"}
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</p>
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</div>
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</div>
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<div className="mt-2 space-y-1">
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<LayerScore label="方向" score={data.factors?.direction?.score ?? 0} max={weights.direction} colorClass="bg-blue-600" />
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<LayerScore label="环境" score={data.factors?.environment?.score ?? 0} max={weights.env} colorClass="bg-emerald-600" />
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<LayerScore label="辅助" score={data.factors?.auxiliary?.score ?? 0} max={weights.aux} colorClass="bg-violet-600" />
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<LayerScore label="动量" score={data.factors?.crowding?.score ?? 0} max={weights.momentum} colorClass="bg-slate-500" />
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</div>
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</div>
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{/* Gate 卡片 */}
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<GateCard factors={data.factors} gates={gates} />
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</div>
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);
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}
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function SignalHistory({ coin, strategyName }: { coin: string; strategyName: string }) {
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const [data, setData] = useState<SignalRecord[]>([]);
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useEffect(() => {
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const fetchData = async () => {
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try {
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const res = await authFetch(`/api/signals/signal-history?symbol=${coin}&limit=20&strategy=${strategyName}`);
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if (!res.ok) return;
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const json = await res.json();
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setData(json.data || []);
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} catch {}
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};
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fetchData();
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const iv = setInterval(fetchData, 15000);
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return () => clearInterval(iv);
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}, [coin, strategyName]);
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if (data.length === 0) return null;
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return (
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<div className="rounded-xl border border-slate-200 bg-white shadow-sm 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">最近信号</h3>
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</div>
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<div className="divide-y divide-slate-100 max-h-48 overflow-y-auto">
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{data.map((s, i) => (
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<div key={i} className="px-3 py-1.5 flex items-center justify-between">
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<div className="flex items-center gap-2">
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<span className={`text-xs font-bold ${s.signal === "LONG" ? "text-emerald-600" : "text-red-500"}`}>
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{s.signal === "LONG" ? "🟢 LONG" : "🔴 SHORT"}
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</span>
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<span className="text-[10px] text-slate-400">{bjtFull(s.ts)}</span>
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</div>
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<span className="font-mono text-xs text-slate-700">{s.score}</span>
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</div>
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))}
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</div>
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</div>
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);
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}
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function CVDChart({ sym, minutes, strategyName, cvdFastWindow, cvdSlowWindow }: {
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sym: string; minutes: number; strategyName: string; cvdFastWindow: string; cvdSlowWindow: string;
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}) {
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const [data, setData] = useState<IndicatorRow[]>([]);
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const [loading, setLoading] = useState(true);
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const coin = sym.replace("USDT", "");
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const fetchData = useCallback(async (silent = false) => {
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try {
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const res = await authFetch(`/api/signals/indicators?symbol=${coin}&minutes=${minutes}&strategy=${strategyName}`);
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if (!res.ok) return;
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const json = await res.json();
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setData(json.data || []);
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if (!silent) setLoading(false);
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} catch {}
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}, [coin, minutes, strategyName]);
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useEffect(() => {
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setLoading(true);
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fetchData();
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const iv = setInterval(() => fetchData(true), 30000);
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return () => clearInterval(iv);
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}, [fetchData]);
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const chartData = data.map(d => ({
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time: bjtStr(d.ts),
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fast: parseFloat(d.cvd_fast?.toFixed(2) || "0"),
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mid: parseFloat(d.cvd_mid?.toFixed(2) || "0"),
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price: d.price,
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}));
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const prices = chartData.map(d => d.price).filter(v => v > 0);
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const pMin = prices.length ? Math.min(...prices) : 0;
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const pMax = prices.length ? Math.max(...prices) : 0;
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const pPad = (pMax - pMin) * 0.3 || pMax * 0.001;
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if (loading) return <div className="flex items-center justify-center h-48 text-slate-400 text-sm">加载指标数据...</div>;
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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>;
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return (
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<ResponsiveContainer width="100%" height={220}>
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<ComposedChart data={chartData} margin={{ top: 4, right: 60, bottom: 0, left: 8 }}>
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<CartesianGrid strokeDasharray="3 3" stroke="#f1f5f9" />
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<XAxis dataKey="time" tick={{ fill: "#94a3b8", fontSize: 10 }} tickLine={false} interval="preserveStartEnd" />
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<YAxis yAxisId="cvd" tick={{ fill: "#94a3b8", fontSize: 10 }} tickLine={false} axisLine={false} width={55} />
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<YAxis yAxisId="price" orientation="right" tick={{ fill: "#f59e0b", fontSize: 10 }} tickLine={false} axisLine={false} width={65}
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domain={[Math.floor(pMin - pPad), Math.ceil(pMax + pPad)]}
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tickFormatter={(v: number) => v >= 1000 ? `$${(v / 1000).toFixed(1)}k` : `$${v.toFixed(0)}`}
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/>
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<Tooltip
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// eslint-disable-next-line @typescript-eslint/no-explicit-any
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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>
|
||
);
|
||
}
|