feat: 趋势过滤信号记录系统 + 实时涨跌方向判断
- 新增 TrendFilter 信号记录（enter/exit），按完整信号和高分信号两档分类 - 信号持久化到 data/trend_signals_cache.json，开机自动恢复 - 新增 /api/trend-signals API + SSE trend_signal 实时广播 - 前端新增完整信号卡片和高分信号卡片，移除旧趋势检测卡片 - 评分加入 1h 涨跌方向和实时 drift 惩罚，下跌币不触发信号 - OKX 交易所支持（累积变动、动量、趋势检测） - 修复 trend_filter.go 编译错误 Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
jackyu66git
co-authored by
Claude Opus 4.6
Claude Opus 4.6
parent
73dac50a36
commit
559d7bb870
+82
-21
@@ -22,6 +22,21 @@ type exChange struct {
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change float64
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}
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// shortExName maps full exchange names to short prefixes for JSON keys.
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func shortExName(name string) string {
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switch name {
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case ExBitget:
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return "bg"
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case ExHyperLiquid:
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return "hl"
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case ExBinance:
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return "bn"
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case ExOKX:
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return "okx"
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}
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return name
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}
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// CmEvent records a cumulative move state transition, persisted to DB.
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type CmEvent struct {
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Coin string `json:"coin"`
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@@ -50,7 +65,7 @@ type cmSnapshot struct {
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}
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// CumulativeTracker monitors multi-exchange cumulative price changes.
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// Takes 1-second snapshots, computes 1m/5m changes, detects consensus surges.
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// Takes 1-second snapshots, computes 1m/5m/1h changes, detects consensus surges.
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type CumulativeTracker struct {
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mu sync.RWMutex
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coins map[string][]cmSnapshot // coin → ring buffer of snapshots
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@@ -68,6 +83,7 @@ type CumulativeTracker struct {
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minExchanges int // need at least this many exchanges with data (default: 3)
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surgePct1m float64 // 1m change% threshold to trigger (default: 0.5%)
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surgePct5m float64 // 5m change% threshold to trigger (default: 1.0%)
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surgePct1h float64 // 1h change% threshold to trigger (default: 2.0%)
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// Event history (in-memory ring buffer)
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events [maxTrendEvents]CmEvent
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@@ -86,10 +102,11 @@ func NewCumulativeTracker() *CumulativeTracker {
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counts: make(map[string]int),
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states: make(map[string]CmState),
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prevState: make(map[string]CmState),
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maxSnapshots: 300, // 5min at 1s
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maxSnapshots: 3600, // 1h at 1s
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minExchanges: 3,
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surgePct1m: 0.5, // 0.5% in 1min
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surgePct5m: 1.0, // 1.0% in 5min
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surgePct1h: 2.0, // 2.0% in 1h
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}
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}
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@@ -99,27 +116,40 @@ func (ct *CumulativeTracker) Record(coin string, prices map[string]float64) {
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ct.mu.Lock()
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defer ct.mu.Unlock()
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snap := cmSnapshot{
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time: time.Now().UnixMilli(),
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prices: prices,
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}
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now := time.Now().UnixMilli()
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// Initialize buffer if needed
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// Initialize buffer if needed — pre-fill entire ring buffer with this price
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// so 1m/5m/1h windows show 0% immediately instead of waiting for data.
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if ct.coins[coin] == nil {
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ct.coins[coin] = make([]cmSnapshot, ct.maxSnapshots)
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ct.heads[coin] = 0
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ct.counts[coin] = 0
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ct.counts[coin] = ct.maxSnapshots // mark as full
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ct.states[coin] = CmNeutral
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ct.prevState[coin] = CmNeutral
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startTime := now - int64(ct.maxSnapshots-1)*1000
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for i := 0; i < ct.maxSnapshots; i++ {
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ct.coins[coin][i] = cmSnapshot{
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time: startTime + int64(i)*1000,
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prices: prices,
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}
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}
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return
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}
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// Deduplicate: skip if last snapshot is less than 1 second old
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buf := ct.coins[coin]
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head := ct.heads[coin]
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buf[head] = snap
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ct.heads[coin] = (head + 1) % ct.maxSnapshots
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if ct.counts[coin] < ct.maxSnapshots {
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ct.counts[coin]++
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prevIdx := (head - 1 + ct.maxSnapshots) % ct.maxSnapshots
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if buf[prevIdx].time > now-1000 {
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return
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}
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buf[head] = cmSnapshot{
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time: now,
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prices: prices,
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}
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ct.heads[coin] = (head + 1) % ct.maxSnapshots
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}
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// GetCurrent returns current cumulative change info for all coins, sorted by score desc.
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@@ -146,12 +176,13 @@ func (ct *CumulativeTracker) GetCurrent() []map[string]interface{} {
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continue
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}
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// Find snapshots from ~60s ago and ~300s ago
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// Find snapshots from ~60s ago, ~300s ago, and ~3600s ago
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now := current.time
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oneMinAgo := now - 60000
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fiveMinAgo := now - 300000
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var snap1m, snap5m *cmSnapshot
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var found1m, found5m bool
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oneHourAgo := now - 3600000
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var snap1m, snap5m, snap1h *cmSnapshot
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var found1m, found5m, found1h bool
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// Walk backwards from current to find closest snapshots
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for i := 0; i < count && i < ct.maxSnapshots; i++ {
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@@ -168,14 +199,18 @@ func (ct *CumulativeTracker) GetCurrent() []map[string]interface{} {
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snap5m = s
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found5m = true
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}
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if !found1h && s.time <= oneHourAgo {
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snap1h = s
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found1h = true
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}
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}
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if !found1m {
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// Use oldest available as 1m approximation
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continue
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}
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// Compute 1m changes per exchange
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var changes1m, changes5m []exChange
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// Compute 1m/5m/1h changes per exchange
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var changes1m, changes5m, changes1h []exChange
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for ex, curP := range current.prices {
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if curP <= 0 {
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@@ -191,6 +226,12 @@ func (ct *CumulativeTracker) GetCurrent() []map[string]interface{} {
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changes5m = append(changes5m, exChange{name: ex, change: chg})
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}
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}
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if found1h && snap1h != nil {
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if oldP, ok := snap1h.prices[ex]; ok && oldP > 0 {
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chg := (curP - oldP) / oldP * 100
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changes1h = append(changes1h, exChange{name: ex, change: chg})
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}
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}
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}
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if len(changes1m) < ct.minExchanges {
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@@ -198,9 +239,10 @@ func (ct *CumulativeTracker) GetCurrent() []map[string]interface{} {
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}
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// Compute averages and agreement
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var sum1m, sum5m float64
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var sum1m, sum5m, sum1h float64
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agreeUp1m, agreeDown1m := 0, 0
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agreeUp5m, agreeDown5m := 0, 0
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agreeUp1h, agreeDown1h := 0, 0
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for _, c := range changes1m {
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sum1m += c.change
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@@ -220,11 +262,24 @@ func (ct *CumulativeTracker) GetCurrent() []map[string]interface{} {
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}
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}
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for _, c := range changes1h {
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sum1h += c.change
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if c.change > 0.01 {
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agreeUp1h++
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} else if c.change < -0.01 {
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agreeDown1h++
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}
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}
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avg1m := sum1m / float64(len(changes1m))
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var avg5m float64
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if len(changes5m) >= ct.minExchanges {
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avg5m = sum5m / float64(len(changes5m))
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}
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var avg1h float64
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if len(changes1h) >= ct.minExchanges {
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avg1h = sum1h / float64(len(changes1h))
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}
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// Determine direction and agreement
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majorityDir := "up"
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@@ -242,19 +297,25 @@ func (ct *CumulativeTracker) GetCurrent() []map[string]interface{} {
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"coin": coin,
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"avg_1m": math.Round(avg1m*10000) / 10000,
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"avg_5m": math.Round(avg5m*10000) / 10000,
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"avg_1h": math.Round(avg1h*10000) / 10000,
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"score": math.Round(score*100) / 100,
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"direction": majorityDir,
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"ex_agree": majority,
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"ex_total": len(changes1m),
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}
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// Individual exchange changes
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// Individual exchange changes (using short names: bg, hl, bn, okx)
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for _, c := range changes1m {
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entry[c.name+"_1m"] = math.Round(c.change*10000) / 10000
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entry[shortExName(c.name)+"_1m"] = math.Round(c.change*10000) / 10000
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}
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if len(changes5m) >= ct.minExchanges {
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for _, c := range changes5m {
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entry[c.name+"_5m"] = math.Round(c.change*10000) / 10000
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entry[shortExName(c.name)+"_5m"] = math.Round(c.change*10000) / 10000
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}
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}
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if len(changes1h) >= ct.minExchanges {
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for _, c := range changes1h {
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entry[shortExName(c.name)+"_1h"] = math.Round(c.change*10000) / 10000
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}
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}
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