535 lines
22 KiB
TypeScript
535 lines
22 KiB
TypeScript
"use client";
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import { useState } from "react";
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import { useRouter } from "next/navigation";
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import { authFetch } from "@/lib/auth";
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import { useAuth } from "@/lib/auth";
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import Link from "next/link";
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import { ArrowLeft, Save, Info } from "lucide-react";
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// ─── Types ────────────────────────────────────────────────────────────────────
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export interface StrategyFormData {
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display_name: string;
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symbol: string;
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direction: string;
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initial_balance: number;
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cvd_fast_window: string;
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cvd_slow_window: string;
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weight_direction: number;
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weight_env: number;
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weight_aux: number;
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weight_momentum: number;
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entry_score: number;
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// 门1 波动率
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gate_vol_enabled: boolean;
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vol_atr_pct_min: number;
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// 门2 CVD共振
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gate_cvd_enabled: boolean;
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// 门3 鲸鱼否决
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gate_whale_enabled: boolean;
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whale_usd_threshold: number;
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whale_flow_pct: number;
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// 门4 OBI否决
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gate_obi_enabled: boolean;
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obi_threshold: number;
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// 门5 期现背离
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gate_spot_perp_enabled: boolean;
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spot_perp_threshold: number;
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sl_atr_multiplier: number;
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tp1_ratio: number;
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tp2_ratio: number;
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timeout_minutes: number;
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flip_threshold: number;
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description: string;
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}
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export const DEFAULT_FORM: StrategyFormData = {
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display_name: "",
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symbol: "BTCUSDT",
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direction: "both",
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initial_balance: 10000,
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cvd_fast_window: "30m",
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cvd_slow_window: "4h",
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weight_direction: 55,
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weight_env: 25,
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weight_aux: 15,
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weight_momentum: 5,
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entry_score: 75,
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gate_vol_enabled: true,
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vol_atr_pct_min: 0.002,
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gate_cvd_enabled: true,
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gate_whale_enabled: true,
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whale_usd_threshold: 50000,
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whale_flow_pct: 0.5,
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gate_obi_enabled: true,
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obi_threshold: 0.35,
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gate_spot_perp_enabled: false,
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spot_perp_threshold: 0.005,
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sl_atr_multiplier: 1.5,
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tp1_ratio: 0.75,
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tp2_ratio: 1.5,
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timeout_minutes: 240,
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flip_threshold: 80,
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description: "",
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};
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// ─── Per-symbol 推荐值 ────────────────────────────────────────────────────────
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// 来自 v53.json symbol_gates，与 signal_engine.py 默认值保持一致
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export const SYMBOL_RECOMMENDED: Record<string, Partial<StrategyFormData>> = {
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BTCUSDT: {
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vol_atr_pct_min: 0.002, // ATR需>价格0.2%
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whale_usd_threshold: 100000, // 鲸鱼单>10万USD
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whale_flow_pct: 0.5, // BTC鲸鱼流量>50%才否决
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obi_threshold: 0.30, // OBI阈值宽松（BTC流动性好）
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spot_perp_threshold: 0.003, // 期现溢价<0.3%
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},
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ETHUSDT: {
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vol_atr_pct_min: 0.003, // ETH波动需更大
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whale_usd_threshold: 50000,
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whale_flow_pct: 0.5,
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obi_threshold: 0.35,
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spot_perp_threshold: 0.005,
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},
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SOLUSDT: {
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vol_atr_pct_min: 0.004, // SOL波动更剧烈，需更高阈值
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whale_usd_threshold: 20000,
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whale_flow_pct: 0.5,
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obi_threshold: 0.45, // SOL OBI噪音多，需更严
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spot_perp_threshold: 0.008,
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},
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XRPUSDT: {
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vol_atr_pct_min: 0.0025,
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whale_usd_threshold: 30000,
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whale_flow_pct: 0.5,
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obi_threshold: 0.40,
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spot_perp_threshold: 0.006,
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},
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};
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export function applySymbolDefaults(form: StrategyFormData, symbol: string): StrategyFormData {
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const rec = SYMBOL_RECOMMENDED[symbol] || SYMBOL_RECOMMENDED["BTCUSDT"];
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return { ...form, symbol, ...rec };
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}
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// ─── Helper Components ────────────────────────────────────────────────────────
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function FieldLabel({ label, hint }: { label: string; hint?: string }) {
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return (
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<div className="flex items-center gap-1 mb-1">
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<span className="text-xs font-medium text-slate-600">{label}</span>
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{hint && (
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<span className="group relative">
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<Info size={11} className="text-slate-400 cursor-help" />
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<span className="hidden group-hover:block absolute left-4 top-0 z-10 w-48 text-[10px] bg-slate-800 text-white rounded px-2 py-1">
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{hint}
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</span>
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</span>
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)}
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</div>
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);
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}
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function NumberInput({
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value, onChange, min, max, step = 1, disabled = false
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}: {
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value: number; onChange: (v: number) => void;
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min: number; max: number; step?: number; disabled?: boolean;
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}) {
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return (
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<input
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type="number"
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value={value}
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min={min}
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max={max}
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step={step}
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disabled={disabled}
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onChange={(e) => {
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const v = parseFloat(e.target.value);
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if (!isNaN(v)) onChange(Math.min(max, Math.max(min, v)));
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}}
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className="w-full border border-slate-200 rounded-lg px-3 py-2 text-sm text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-300 disabled:bg-slate-50 disabled:text-slate-400"
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/>
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);
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}
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function SelectInput({
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value, onChange, options
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}: {
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value: string; onChange: (v: string) => void;
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options: { label: string; value: string }[];
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}) {
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return (
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<select
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value={value}
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onChange={(e) => onChange(e.target.value)}
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className="w-full border border-slate-200 rounded-lg px-3 py-2 text-sm text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-300 bg-white"
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>
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{options.map((o) => (
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<option key={o.value} value={o.value}>{o.label}</option>
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))}
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</select>
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);
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}
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function GateRow({
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label, hint, enabled, onToggle, children
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}: {
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label: string; hint: string; enabled: boolean; onToggle: () => void; children?: React.ReactNode;
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}) {
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return (
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<div className={`border rounded-lg p-3 transition-colors ${enabled ? "border-blue-200 bg-blue-50/30" : "border-slate-200 bg-slate-50/50"}`}>
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<div className="flex items-center justify-between mb-2">
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<div className="flex items-center gap-1">
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<span className="text-xs font-medium text-slate-700">{label}</span>
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<span className="group relative">
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<Info size={11} className="text-slate-400 cursor-help" />
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<span className="hidden group-hover:block absolute left-4 top-0 z-10 w-52 text-[10px] bg-slate-800 text-white rounded px-2 py-1">
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{hint}
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</span>
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</span>
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</div>
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<button
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type="button"
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onClick={onToggle}
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className={`relative inline-flex items-center w-10 h-5 rounded-full transition-colors flex-shrink-0 ${enabled ? "bg-blue-500" : "bg-slate-300"}`}
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>
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<span className={`absolute top-0.5 left-0.5 w-4 h-4 bg-white rounded-full shadow transition-transform ${enabled ? "translate-x-5" : "translate-x-0"}`} />
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</button>
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</div>
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{enabled && <div className="mt-2">{children}</div>}
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</div>
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);
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}
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// ─── Main Form Component ──────────────────────────────────────────────────────
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interface StrategyFormProps {
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mode: "create" | "edit";
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initialData: StrategyFormData;
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strategyId?: string;
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onSuccess?: (id: string) => void;
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isBalanceEditable?: boolean;
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}
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export default function StrategyForm({ mode, initialData, strategyId, onSuccess, isBalanceEditable = true }: StrategyFormProps) {
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useAuth();
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const router = useRouter();
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const [form, setForm] = useState<StrategyFormData>(initialData);
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const [submitting, setSubmitting] = useState(false);
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const [error, setError] = useState("");
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const set = <K extends keyof StrategyFormData>(key: K, value: StrategyFormData[K]) => {
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setForm((prev) => ({ ...prev, [key]: value }));
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};
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const weightsTotal = form.weight_direction + form.weight_env + form.weight_aux + form.weight_momentum;
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const weightsOk = weightsTotal === 100;
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const handleSubmit = async (e: React.FormEvent) => {
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e.preventDefault();
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if (!weightsOk) {
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setError(`权重合计必须等于 100，当前为 ${weightsTotal}`);
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return;
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}
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if (!form.display_name.trim()) {
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setError("策略名称不能为空");
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return;
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}
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setError("");
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setSubmitting(true);
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try {
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const payload: Record<string, unknown> = { ...form };
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if (!payload.description) delete payload.description;
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let res: Response;
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if (mode === "create") {
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res = await authFetch("/api/strategies", {
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method: "POST",
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headers: { "Content-Type": "application/json" },
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body: JSON.stringify(payload),
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});
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} else {
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// Edit: only send changed fields (excluding symbol & initial_balance)
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const { symbol: _s, initial_balance: _b, ...editPayload } = payload;
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void _s; void _b;
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res = await authFetch(`/api/strategies/${strategyId}`, {
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method: "PATCH",
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headers: { "Content-Type": "application/json" },
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body: JSON.stringify(editPayload),
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});
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}
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if (!res.ok) {
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const err = await res.json();
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throw new Error(err.detail?.[0]?.msg || err.detail || "请求失败");
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}
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const data = await res.json();
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const newId = data.strategy?.strategy_id || strategyId || "";
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if (onSuccess) onSuccess(newId);
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else router.push(`/strategy-plaza/${newId}`);
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} catch (err: unknown) {
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setError(err instanceof Error ? err.message : "未知错误");
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} finally {
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setSubmitting(false);
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}
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};
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return (
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<form onSubmit={handleSubmit} className="space-y-6">
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{/* ── 基础信息 ── */}
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<div className="bg-white border border-slate-200 rounded-xl p-4">
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<h3 className="text-sm font-semibold text-slate-700 mb-3">基础信息</h3>
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<div className="grid grid-cols-1 md:grid-cols-2 gap-4">
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<div>
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<FieldLabel label="策略名称" hint="自由命名，最多50字符" />
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<input
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type="text"
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value={form.display_name}
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onChange={(e) => set("display_name", e.target.value)}
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placeholder="例如：我的BTC激进策略"
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maxLength={50}
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className="w-full border border-slate-200 rounded-lg px-3 py-2 text-sm text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-300"
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/>
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</div>
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<div>
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<FieldLabel label="交易对" />
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<SelectInput
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value={form.symbol}
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onChange={(v) => {
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if (mode === "create") {
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// 新建时切换币种自动填入推荐值
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setForm((prev) => applySymbolDefaults(prev, v));
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} else {
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set("symbol", v);
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}
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}}
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options={[
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{ label: "BTC/USDT", value: "BTCUSDT" },
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{ label: "ETH/USDT", value: "ETHUSDT" },
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{ label: "SOL/USDT", value: "SOLUSDT" },
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{ label: "XRP/USDT", value: "XRPUSDT" },
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]}
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/>
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</div>
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<div>
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<FieldLabel label="交易方向" />
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<SelectInput
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value={form.direction}
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onChange={(v) => set("direction", v)}
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options={[
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{ label: "多空双向", value: "both" },
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{ label: "只做多", value: "long_only" },
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{ label: "只做空", value: "short_only" },
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]}
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/>
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</div>
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<div>
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<FieldLabel label="初始资金 (USDT)" hint="最少 1,000 USDT" />
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<NumberInput
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value={form.initial_balance}
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onChange={(v) => set("initial_balance", v)}
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min={1000}
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max={1000000}
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step={1000}
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disabled={mode === "edit" && !isBalanceEditable}
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/>
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</div>
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<div className="md:col-span-2">
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<FieldLabel label="策略描述（可选）" />
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<input
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type="text"
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value={form.description}
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onChange={(e) => set("description", e.target.value)}
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placeholder="简短描述这个策略的思路"
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maxLength={200}
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className="w-full border border-slate-200 rounded-lg px-3 py-2 text-sm text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-300"
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/>
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</div>
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</div>
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</div>
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{/* ── CVD 窗口 ── */}
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<div className="bg-white border border-slate-200 rounded-xl p-4">
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<h3 className="text-sm font-semibold text-slate-700 mb-3">CVD 窗口</h3>
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<div className="grid grid-cols-2 gap-4">
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<div>
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<FieldLabel label="快线 CVD" hint="短周期CVD，捕捉近期买卖力量" />
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<SelectInput
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value={form.cvd_fast_window}
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onChange={(v) => set("cvd_fast_window", v)}
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options={[
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{ label: "5m（超短线）", value: "5m" },
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{ label: "15m（短线）", value: "15m" },
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{ label: "30m（中短线）", value: "30m" },
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]}
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/>
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</div>
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<div>
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<FieldLabel label="慢线 CVD" hint="长周期CVD，反映趋势方向" />
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<SelectInput
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value={form.cvd_slow_window}
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onChange={(v) => set("cvd_slow_window", v)}
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options={[
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{ label: "30m", value: "30m" },
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{ label: "1h（推荐）", value: "1h" },
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{ label: "4h（趋势）", value: "4h" },
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]}
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/>
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</div>
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</div>
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</div>
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{/* ── 四层权重 ── */}
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<div className="bg-white border border-slate-200 rounded-xl p-4">
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<div className="flex items-center justify-between mb-3">
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<h3 className="text-sm font-semibold text-slate-700">四层评分权重</h3>
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<span className={`text-xs font-bold px-2 py-0.5 rounded-full ${weightsOk ? "bg-emerald-100 text-emerald-700" : "bg-red-100 text-red-600"}`}>
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合计: {weightsTotal}/100
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</span>
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</div>
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<div className="grid grid-cols-2 gap-4">
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<div>
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<FieldLabel label="方向得分权重" hint="CVD方向信号的权重，建议50-65" />
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<NumberInput value={form.weight_direction} onChange={(v) => set("weight_direction", v)} min={10} max={80} />
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</div>
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<div>
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<FieldLabel label="环境得分权重" hint="市场环境（OI/FR/资金费率）的权重" />
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<NumberInput value={form.weight_env} onChange={(v) => set("weight_env", v)} min={5} max={60} />
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</div>
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<div>
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<FieldLabel label="辅助因子权重" hint="清算/现货溢价等辅助信号的权重" />
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<NumberInput value={form.weight_aux} onChange={(v) => set("weight_aux", v)} min={0} max={40} />
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</div>
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<div>
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<FieldLabel label="动量权重" hint="短期价格动量信号的权重" />
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<NumberInput value={form.weight_momentum} onChange={(v) => set("weight_momentum", v)} min={0} max={20} />
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</div>
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</div>
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</div>
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{/* ── 入场阈值 ── */}
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<div className="bg-white border border-slate-200 rounded-xl p-4">
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<h3 className="text-sm font-semibold text-slate-700 mb-3">入场阈值</h3>
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<div className="grid grid-cols-2 gap-4">
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<div>
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<FieldLabel label="入场最低总分" hint="信号总分超过此值才开仓，默认75，越高越严格" />
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<NumberInput value={form.entry_score} onChange={(v) => set("entry_score", v)} min={60} max={95} />
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</div>
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</div>
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</div>
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{/* ── 五道 Gate ── */}
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<div className="bg-white border border-slate-200 rounded-xl p-4">
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<h3 className="text-sm font-semibold text-slate-700 mb-3">过滤门控（Gate）</h3>
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<div className="space-y-3">
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{/* 推荐值提示 */}
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{(() => {
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const rec = SYMBOL_RECOMMENDED[form.symbol];
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if (!rec) return null;
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return (
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<div className="text-xs text-slate-500 bg-slate-50 rounded-lg px-3 py-2">
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📌 {form.symbol.replace("USDT","")} 推荐值：ATR%≥{((rec.vol_atr_pct_min??0)*100).toFixed(2)}%，鲸鱼≥${((rec.whale_usd_threshold??50000)/1000).toFixed(0)}k，OBI阈值{rec.obi_threshold}
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</div>
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);
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})()}
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<GateRow
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label="门1：波动率门 (ATR%价格)"
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hint="ATR占价格比例低于阈值时不开仓，过滤低波动时段"
|
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enabled={form.gate_vol_enabled}
|
||
onToggle={() => set("gate_vol_enabled", !form.gate_vol_enabled)}
|
||
>
|
||
<FieldLabel label="ATR% 最低阈值" hint={`推荐：BTC=0.002, ETH=0.003, SOL=0.004, XRP=0.0025（当前${form.symbol.replace("USDT","")}推荐${SYMBOL_RECOMMENDED[form.symbol]?.vol_atr_pct_min??0.002}）`} />
|
||
<NumberInput value={form.vol_atr_pct_min} onChange={(v) => set("vol_atr_pct_min", v)} min={0.0001} max={0.02} step={0.0005} />
|
||
</GateRow>
|
||
<GateRow
|
||
label="门2：CVD共振方向门"
|
||
hint="要求快慢两条CVD同向（双线共振），否则视为无方向不开仓"
|
||
enabled={form.gate_cvd_enabled}
|
||
onToggle={() => set("gate_cvd_enabled", !form.gate_cvd_enabled)}
|
||
/>
|
||
<GateRow
|
||
label="门3：鲸鱼否决门"
|
||
hint="检测大单方向：ALT用USD金额阈值，BTC用鲸鱼CVD流量比例"
|
||
enabled={form.gate_whale_enabled}
|
||
onToggle={() => set("gate_whale_enabled", !form.gate_whale_enabled)}
|
||
>
|
||
<FieldLabel label="大单USD阈值 (ALT)" hint={`推荐：BTC=10万, ETH=5万, SOL=2万, XRP=3万（当前推荐$${((SYMBOL_RECOMMENDED[form.symbol]?.whale_usd_threshold??50000)/1000).toFixed(0)}k）`} />
|
||
<NumberInput value={form.whale_usd_threshold} onChange={(v) => set("whale_usd_threshold", v)} min={1000} max={1000000} step={5000} />
|
||
<FieldLabel label="鲸鱼CVD流量阈值 (BTC)" hint="0~1，BTC鲸鱼净方向比例超过此值才否决，推荐0.5" />
|
||
<NumberInput value={form.whale_flow_pct} onChange={(v) => set("whale_flow_pct", v)} min={0} max={1} step={0.05} />
|
||
</GateRow>
|
||
<GateRow
|
||
label="门4：订单簿失衡门 (OBI)"
|
||
hint="要求订单簿方向与信号一致，OBI绝对值超过阈值才否决反向信号"
|
||
enabled={form.gate_obi_enabled}
|
||
onToggle={() => set("gate_obi_enabled", !form.gate_obi_enabled)}
|
||
>
|
||
<FieldLabel label="OBI 否决阈值" hint={`推荐：BTC=0.30(宽松), ETH=0.35, SOL=0.45(严格)（当前推荐${SYMBOL_RECOMMENDED[form.symbol]?.obi_threshold??0.35}）`} />
|
||
<NumberInput value={form.obi_threshold} onChange={(v) => set("obi_threshold", v)} min={0.1} max={0.9} step={0.05} />
|
||
</GateRow>
|
||
<GateRow
|
||
label="门5：期现背离门"
|
||
hint="要求现货与永续溢价低于阈值，过滤套利异常时段（默认关闭）"
|
||
enabled={form.gate_spot_perp_enabled}
|
||
onToggle={() => set("gate_spot_perp_enabled", !form.gate_spot_perp_enabled)}
|
||
>
|
||
<FieldLabel label="溢价率阈值" hint={`推荐：BTC=0.003, ETH=0.005, SOL=0.008（当前推荐${SYMBOL_RECOMMENDED[form.symbol]?.spot_perp_threshold??0.005}）`} />
|
||
<NumberInput value={form.spot_perp_threshold} onChange={(v) => set("spot_perp_threshold", v)} min={0.0005} max={0.01} step={0.0005} />
|
||
</GateRow>
|
||
</div>
|
||
</div>
|
||
|
||
{/* ── 风控参数 ── */}
|
||
<div className="bg-white border border-slate-200 rounded-xl p-4">
|
||
<h3 className="text-sm font-semibold text-slate-700 mb-3">风控参数</h3>
|
||
<div className="grid grid-cols-2 gap-4">
|
||
<div>
|
||
<FieldLabel label="SL 宽度 (× ATR)" hint="止损距离 = SL倍数 × ATR，默认1.5" />
|
||
<NumberInput value={form.sl_atr_multiplier} onChange={(v) => set("sl_atr_multiplier", v)} min={0.5} max={3.0} step={0.1} />
|
||
</div>
|
||
<div>
|
||
<FieldLabel label="TP1 目标 (× RD)" hint="第一止盈 = TP1倍数 × 风险距离，默认0.75" />
|
||
<NumberInput value={form.tp1_ratio} onChange={(v) => set("tp1_ratio", v)} min={0.3} max={2.0} step={0.05} />
|
||
</div>
|
||
<div>
|
||
<FieldLabel label="TP2 目标 (× RD)" hint="第二止盈 = TP2倍数 × 风险距离，默认1.5" />
|
||
<NumberInput value={form.tp2_ratio} onChange={(v) => set("tp2_ratio", v)} min={0.5} max={4.0} step={0.1} />
|
||
</div>
|
||
<div>
|
||
<FieldLabel label="超时时间 (分钟)" hint="持仓超过此时间自动平仓，默认240min" />
|
||
<NumberInput value={form.timeout_minutes} onChange={(v) => set("timeout_minutes", v)} min={30} max={1440} step={30} />
|
||
</div>
|
||
<div>
|
||
<FieldLabel label="反转平仓阈值 (分)" hint="对手方向信号分≥此值时平仓，默认80" />
|
||
<NumberInput value={form.flip_threshold} onChange={(v) => set("flip_threshold", v)} min={60} max={95} />
|
||
</div>
|
||
</div>
|
||
</div>
|
||
|
||
{/* ── Error & Submit ── */}
|
||
{error && (
|
||
<div className="bg-red-50 border border-red-200 rounded-lg px-4 py-2 text-sm text-red-600">
|
||
{error}
|
||
</div>
|
||
)}
|
||
|
||
<div className="flex gap-3">
|
||
<Link
|
||
href="/strategy-plaza"
|
||
className="flex items-center gap-2 px-4 py-2.5 rounded-xl border border-slate-200 text-sm text-slate-600 hover:bg-slate-50 transition-colors"
|
||
>
|
||
<ArrowLeft size={15} />
|
||
返回
|
||
</Link>
|
||
<button
|
||
type="submit"
|
||
disabled={submitting || !weightsOk}
|
||
className="flex items-center gap-2 px-6 py-2.5 rounded-xl bg-blue-600 text-white text-sm font-medium hover:bg-blue-700 disabled:opacity-50 disabled:cursor-not-allowed transition-colors"
|
||
>
|
||
<Save size={15} />
|
||
{submitting ? "保存中..." : mode === "create" ? "创建并启动" : "保存参数"}
|
||
</button>
|
||
</div>
|
||
</form>
|
||
);
|
||
}
|