509 lines
22 KiB
TypeScript
509 lines
22 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 { useAuth } from "@/lib/auth";
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import Link from "next/link";
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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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type Symbol = "BTC" | "ETH";
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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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factors?: {
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direction?: { score?: number };
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crowding?: { score?: number };
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environment?: { score?: number };
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confirmation?: { score?: number };
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auxiliary?: { score?: number };
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} | null;
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}
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interface MarketIndicatorValue {
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value: Record<string, unknown>;
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ts: number;
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}
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interface MarketIndicatorSet {
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long_short_ratio?: MarketIndicatorValue;
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top_trader_position?: MarketIndicatorValue;
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open_interest_hist?: MarketIndicatorValue;
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coinbase_premium?: MarketIndicatorValue;
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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 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 pct(v: number, digits = 1): string {
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return `${(v * 100).toFixed(digits)}%`;
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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="space-y-1">
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<div className="flex items-center justify-between text-xs text-slate-600">
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<span>{label}</span>
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<span className="font-mono">{score}/{max}</span>
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</div>
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<div className="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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</div>
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);
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}
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function MarketIndicatorsCards({ symbol }: { symbol: Symbol }) {
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const [data, setData] = useState<MarketIndicatorSet | null>(null);
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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/market-indicators");
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if (!res.ok) return;
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const json = await res.json();
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setData(json[symbol] || 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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}, [symbol]);
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if (!data) return <div className="text-center text-slate-400 text-sm py-3">等待市场指标数据...</div>;
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// value可能是JSON字符串或对象，统一解析
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const parseVal = (v: unknown): Record<string, unknown> => {
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if (!v) return {};
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if (typeof v === "string") { try { return JSON.parse(v); } catch { return {}; } }
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if (typeof v === "object") return v as Record<string, unknown>;
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return {};
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};
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const lsVal = parseVal(data.long_short_ratio?.value);
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const topVal = parseVal(data.top_trader_position?.value);
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const oiVal = parseVal(data.open_interest_hist?.value);
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const premVal = parseVal(data.coinbase_premium?.value);
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const longPct = Number(lsVal?.longAccount ?? 0.5) * 100;
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const shortPct = Number(lsVal?.shortAccount ?? 0.5) * 100;
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const topLong = Number(topVal?.longAccount ?? 0.5) * 100;
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const topShort = Number(topVal?.shortAccount ?? 0.5) * 100;
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const oiValue = Number(oiVal?.sumOpenInterestValue ?? 0);
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const oiDisplay = oiValue >= 1e9 ? `$${(oiValue / 1e9).toFixed(2)}B` : oiValue >= 1e6 ? `$${(oiValue / 1e6).toFixed(0)}M` : `$${oiValue.toFixed(0)}`;
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const premium = Number(premVal?.premium_pct ?? 0);
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return (
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<div className="grid grid-cols-2 lg:grid-cols-4 gap-2">
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<div className="bg-white rounded-xl border border-slate-200 p-3">
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<p className="text-xs text-slate-400">多空比 (L/S)</p>
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<p className="text-sm text-slate-800 mt-1">Long: {longPct.toFixed(1)}%</p>
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<p className="text-sm text-slate-600">Short: {shortPct.toFixed(1)}%</p>
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</div>
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<div className="bg-white rounded-xl border border-slate-200 p-3">
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<p className="text-xs text-slate-400">大户持仓</p>
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<p className="text-sm text-slate-800 mt-1">大户做多: {topLong.toFixed(1)}%</p>
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<p className="text-sm text-slate-600">方向: {topLong >= 55 ? "多头占优" : topLong <= 45 ? "空头占优" : "中性"}</p>
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</div>
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<div className="bg-white rounded-xl border border-slate-200 p-3">
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<p className="text-xs text-slate-400">持仓量 (OI)</p>
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<p className="text-sm text-slate-800 mt-1">{oiDisplay}</p>
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<p className="text-sm text-slate-600">{Number(oiVal?.sumOpenInterest ?? 0).toFixed(0)} BTC</p>
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</div>
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<div className="bg-white rounded-xl border border-slate-200 p-3">
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<p className="text-xs text-slate-400">Coinbase Premium</p>
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<p className={`text-sm mt-1 font-mono ${premium >= 0 ? "text-emerald-600" : "text-red-500"}`}>{premium >= 0 ? "+" : ""}{premium.toFixed(4)}%</p>
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<p className="text-sm text-slate-600">机构: {premium > 0.005 ? "偏多" : premium < -0.005 ? "偏空" : "中性"}</p>
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</div>
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</div>
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);
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}
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// ─── 信号历史 ────────────────────────────────────────────────────
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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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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 SignalHistory({ symbol }: { symbol: Symbol }) {
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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=${symbol}&limit=20`);
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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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}, [symbol]);
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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-4 py-3 border-b border-slate-100">
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<h3 className="font-semibold text-slate-800 text-sm">最近信号</h3>
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<p className="text-xs text-slate-400 mt-0.5">最近20条有效信号记录（北京时间）</p>
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</div>
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<div className="divide-y divide-slate-100">
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{data.map((s, i) => (
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<div key={i} className="px-4 py-2 flex items-center justify-between">
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<div className="flex items-center gap-3">
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<span className={`text-sm 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-xs text-slate-400">{bjtFull(s.ts)}</span>
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</div>
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<div className="flex items-center gap-2">
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<span className="font-mono text-sm text-slate-700">{s.score}/100</span>
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<span className={`text-xs px-1.5 py-0.5 rounded ${
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s.score >= 85 ? "bg-red-100 text-red-700" :
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s.score >= 75 ? "bg-blue-100 text-blue-700" :
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"bg-slate-100 text-slate-600"
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}`}>
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{s.score >= 85 ? "加仓" : s.score >= 75 ? "标准" : "轻仓"}
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</span>
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</div>
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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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// ─── 实时指标卡片 ────────────────────────────────────────────────
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function IndicatorCards({ symbol }: { symbol: Symbol }) {
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const [data, setData] = useState<LatestIndicator | null>(null);
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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");
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if (!res.ok) return;
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const json = await res.json();
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setData(json[symbol] || 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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}, [symbol]);
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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 cvdFastDir = data.cvd_fast > 0 ? "多" : "空";
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const cvdMidDir = data.cvd_mid > 0 ? "多" : "空";
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const priceVsVwap = data.price > data.vwap_30m ? "上方" : "下方";
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// 核心条件检查
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const core1 = data.cvd_fast > 0 && data.cvd_fast_slope > 0 ? "✅" : data.cvd_fast < 0 && data.cvd_fast_slope < 0 ? "✅空" : "⬜";
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const core2 = data.cvd_mid !== 0 ? "✅" : "⬜";
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const core3 = data.price !== data.vwap_30m ? "✅" : "⬜";
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return (
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<div className="space-y-3">
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{/* CVD三轨 */}
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<div className="grid grid-cols-3 gap-2">
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<div className="bg-white rounded-lg border border-slate-200 p-3">
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<p className="text-xs text-slate-400">CVD_fast (30m)</p>
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<p className={`font-mono font-bold text-lg ${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-xs text-slate-400 mt-0.5">
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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 p-3">
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<p className="text-xs text-slate-400">CVD_mid (4h)</p>
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<p className={`font-mono font-bold text-lg ${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-xs text-slate-400 mt-0.5">大方向: {cvdMidDir}头占优</p>
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</div>
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<div className="bg-white rounded-lg border border-slate-200 p-3">
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<p className="text-xs text-slate-400">CVD_day (日内)</p>
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<p className={`font-mono font-bold text-lg ${data.cvd_day >= 0 ? "text-emerald-600" : "text-red-500"}`}>
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{fmt(data.cvd_day)}
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</p>
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<p className="text-xs text-slate-400 mt-0.5">盘中基线</p>
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</div>
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</div>
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{/* ATR + VWAP + 大单 */}
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<div className="grid grid-cols-2 md:grid-cols-4 gap-2">
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<div className="bg-white rounded-lg border border-slate-200 p-3">
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<p className="text-xs text-slate-400">ATR (5m×14)</p>
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<p className="font-mono font-semibold text-slate-800">${fmt(data.atr_5m, 2)}</p>
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<p className="text-xs text-slate-400 mt-0.5">
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分位: <span className={data.atr_percentile > 60 ? "text-amber-600 font-semibold" : "text-slate-500"}>
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{data.atr_percentile.toFixed(0)}%
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</span>
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{data.atr_percentile > 60 ? " 🔥扩张" : data.atr_percentile < 40 ? " 压缩" : ""}
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</p>
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</div>
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<div className="bg-white rounded-lg border border-slate-200 p-3">
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<p className="text-xs text-slate-400">VWAP (30m)</p>
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<p className="font-mono font-semibold text-slate-800">${data.vwap_30m.toLocaleString("en-US", { maximumFractionDigits: 1 })}</p>
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<p className="text-xs text-slate-400 mt-0.5">
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价格在VWAP<span className={data.price > data.vwap_30m ? "text-emerald-600" : "text-red-500"}>{priceVsVwap}</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 p-3">
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<p className="text-xs text-slate-400">大单阈值 P95</p>
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<p className="font-mono font-semibold text-slate-800">{data.p95_qty.toFixed(4)}</p>
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<p className="text-xs text-slate-400 mt-0.5">24h动态分位</p>
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</div>
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<div className="bg-white rounded-lg border border-slate-200 p-3">
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<p className="text-xs text-slate-400">大单阈值 P99</p>
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<p className="font-mono font-semibold text-amber-600">{data.p99_qty.toFixed(4)}</p>
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<p className="text-xs text-slate-400 mt-0.5">超大单门槛</p>
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</div>
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</div>
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{/* 信号状态（V5.1） */}
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<div className={`rounded-xl border p-3 ${
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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-xs text-slate-500">当前信号</p>
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<p className={`font-bold text-lg ${
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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="text-xs text-slate-500">总分</p>
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<p className="font-mono font-bold text-slate-800">{data.score}/100</p>
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<p className="text-xs text-slate-500 mt-0.5">档位: {data.tier === "heavy" ? "加仓" : data.tier === "standard" ? "标准" : data.tier === "light" ? "轻仓" : "不开仓"}</p>
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</div>
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</div>
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<div className="mt-3 space-y-2">
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<LayerScore label="方向层" score={data.factors?.direction?.score ?? Math.min(Math.round(data.score * 0.45), 45)} max={45} colorClass="bg-blue-600" />
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<LayerScore label="拥挤层" score={data.factors?.crowding?.score ?? Math.min(Math.round(data.score * 0.20), 20)} max={20} colorClass="bg-violet-600" />
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<LayerScore label="环境层" score={data.factors?.environment?.score ?? Math.min(Math.round(data.score * 0.15), 15)} max={15} colorClass="bg-emerald-600" />
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<LayerScore label="确认层" score={data.factors?.confirmation?.score ?? Math.min(Math.round(data.score * 0.15), 15)} max={15} colorClass="bg-amber-500" />
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<LayerScore label="辅助层" score={data.factors?.auxiliary?.score ?? Math.min(Math.round(data.score * 0.05), 5)} max={5} colorClass="bg-slate-500" />
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</div>
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{data.signal && (
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<div className="mt-2 grid grid-cols-3 gap-2 text-xs text-slate-600">
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<span>{core1} CVD_fast方向</span>
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<span>{core2} CVD_mid方向</span>
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<span>{core3} VWAP位置</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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// ─── CVD三轨图 ──────────────────────────────────────────────────
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function CVDChart({ symbol, minutes }: { symbol: Symbol; minutes: number }) {
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const [data, setData] = useState<IndicatorRow[]>([]);
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const [loading, setLoading] = useState(true);
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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=${symbol}&minutes=${minutes}`);
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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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}, [symbol, minutes]);
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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,
|
||
}));
|
||
|
||
// 价格轴自适应
|
||
const prices = chartData.map(d => d.price).filter(v => v > 0);
|
||
const pMin = prices.length ? Math.min(...prices) : 0;
|
||
const pMax = prices.length ? Math.max(...prices) : 0;
|
||
const pPad = (pMax - pMin) * 0.3 || pMax * 0.001;
|
||
|
||
if (loading) return <div className="flex items-center justify-center h-48 text-slate-400 text-sm">加载指标数据...</div>;
|
||
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，signal-engine需运行积累</div>;
|
||
|
||
return (
|
||
<ResponsiveContainer width="100%" height={220}>
|
||
<ComposedChart data={chartData} margin={{ top: 4, right: 60, bottom: 0, left: 8 }}>
|
||
<CartesianGrid strokeDasharray="3 3" stroke="#f1f5f9" />
|
||
<XAxis dataKey="time" tick={{ fill: "#94a3b8", fontSize: 10 }} tickLine={false} interval="preserveStartEnd" />
|
||
<YAxis yAxisId="cvd" tick={{ fill: "#94a3b8", fontSize: 10 }} tickLine={false} axisLine={false} width={55} />
|
||
<YAxis yAxisId="price" orientation="right" tick={{ fill: "#f59e0b", fontSize: 10 }} tickLine={false} axisLine={false} width={65}
|
||
domain={[Math.floor(pMin - pPad), Math.ceil(pMax + pPad)]}
|
||
tickFormatter={(v: number) => v >= 1000 ? `$${(v / 1000).toFixed(1)}k` : `$${v.toFixed(0)}`}
|
||
/>
|
||
<Tooltip
|
||
// eslint-disable-next-line @typescript-eslint/no-explicit-any
|
||
formatter={(v: any, name: any) => {
|
||
if (name === "price") return [`$${Number(v).toLocaleString()}`, "币价"];
|
||
if (name === "fast") return [fmt(Number(v)), "CVD_fast(30m)"];
|
||
return [fmt(Number(v)), "CVD_mid(4h)"];
|
||
}}
|
||
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>
|
||
);
|
||
}
|
||
|
||
// ─── 主页面 ──────────────────────────────────────────────────────
|
||
|
||
export default function SignalsPage() {
|
||
const { isLoggedIn, loading } = useAuth();
|
||
const [symbol, setSymbol] = useState<Symbol>("BTC");
|
||
const [minutes, setMinutes] = useState(240);
|
||
|
||
if (loading) return <div className="flex items-center justify-center h-64 text-slate-400">加载中...</div>;
|
||
if (!isLoggedIn) return (
|
||
<div className="flex flex-col items-center justify-center h-64 gap-4">
|
||
<div className="text-5xl">🔒</div>
|
||
<p className="text-slate-600 font-medium">请先登录查看信号数据</p>
|
||
<div className="flex gap-2">
|
||
<Link href="/login" className="bg-blue-600 text-white px-4 py-2 rounded-lg text-sm">登录</Link>
|
||
<Link href="/register" className="border border-slate-300 text-slate-600 px-4 py-2 rounded-lg text-sm">注册</Link>
|
||
</div>
|
||
</div>
|
||
);
|
||
|
||
return (
|
||
<div className="space-y-5">
|
||
{/* 标题 */}
|
||
<div className="flex items-center justify-between flex-wrap gap-2">
|
||
<div>
|
||
<h1 className="text-xl font-bold text-slate-900">V5.1 信号引擎</h1>
|
||
<p className="text-slate-500 text-xs mt-0.5">五层100分评分 + 市场拥挤度 + 环境确认</p>
|
||
</div>
|
||
<div className="flex gap-1.5">
|
||
{(["BTC", "ETH"] as Symbol[]).map(s => (
|
||
<button key={s} onClick={() => setSymbol(s)}
|
||
className={`px-4 py-1.5 rounded-lg border text-sm font-medium transition-colors ${symbol === s ? "bg-blue-600 text-white border-blue-600" : "border-slate-200 text-slate-600 hover:border-blue-400"}`}>
|
||
{s}
|
||
</button>
|
||
))}
|
||
</div>
|
||
</div>
|
||
|
||
{/* 实时指标卡片 */}
|
||
<IndicatorCards symbol={symbol} />
|
||
|
||
{/* Market Indicators */}
|
||
<div className="rounded-xl border border-slate-200 bg-white p-3">
|
||
<h3 className="font-semibold text-slate-800 text-sm mb-2">Market Indicators</h3>
|
||
<MarketIndicatorsCards symbol={symbol} />
|
||
</div>
|
||
|
||
{/* 信号历史 */}
|
||
<SignalHistory symbol={symbol} />
|
||
|
||
{/* CVD三轨图 */}
|
||
<div className="rounded-xl border border-slate-200 bg-white shadow-sm overflow-hidden">
|
||
<div className="px-4 py-3 border-b border-slate-100 flex items-center justify-between flex-wrap gap-2">
|
||
<div>
|
||
<h3 className="font-semibold text-slate-800 text-sm">CVD三轨 + 币价</h3>
|
||
<p className="text-xs text-slate-400 mt-0.5">蓝色面积=CVD_fast(30m) · 紫色虚线=CVD_mid(4h) · 橙色虚线=币价</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="p-4">
|
||
<CVDChart symbol={symbol} minutes={minutes} />
|
||
</div>
|
||
</div>
|
||
|
||
{/* 说明 */}
|
||
<div className="rounded-xl border border-blue-100 bg-blue-50 px-4 py-3 text-xs text-slate-700 space-y-1">
|
||
<p><span className="text-blue-600 font-medium">V5.1评分逻辑：</span>方向层45分 + 拥挤层20分 + 环境层15分 + 确认层15分 + 辅助层5分（方向加速可额外+5）。</p>
|
||
<p><span className="text-blue-600 font-medium">开仓档位：</span><60不开仓，60-74轻仓，75-84标准仓位，≥85允许加仓；信号冷却10分钟。</p>
|
||
</div>
|
||
</div>
|
||
);
|
||
}
|