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
2026-05-06 22:24:59 +08:00
co-authored by Claude Opus 4.6
parent 73dac50a36
commit 559d7bb870
14 changed files with 1316 additions and 260 deletions
+33 -1
View File
@@ -208,9 +208,12 @@ type Dashboard struct {
// Cumulative tracker (1m/5m multi-exchange consensus)
cumulativeTracker *CumulativeTracker
// Trend filter (K-line based quiet + EMA filter)
trendFilter *TrendFilter
}
func NewDashboard(store *PriceStore, trader *Trader, database *db.DB, addr string, cfg *Config, momentumTracker *MomentumTracker, trendDetector *TrendDetector, cumulativeTracker *CumulativeTracker) *Dashboard {
func NewDashboard(store *PriceStore, trader *Trader, database *db.DB, addr string, cfg *Config, momentumTracker *MomentumTracker, trendDetector *TrendDetector, cumulativeTracker *CumulativeTracker, trendFilter *TrendFilter) *Dashboard {
d := &Dashboard{
hub: NewSSEHub(),
history: newPriceHistory(),
@@ -224,6 +227,7 @@ func NewDashboard(store *PriceStore, trader *Trader, database *db.DB, addr strin
momentumTracker: momentumTracker,
trendDetector: trendDetector,
cumulativeTracker: cumulativeTracker,
trendFilter: trendFilter,
}
// Wire trend event persistence to SQLite
@@ -235,6 +239,13 @@ func NewDashboard(store *PriceStore, trader *Trader, database *db.DB, addr strin
}
}
// Wire trend filter signal broadcast via SSE
if trendFilter != nil {
trendFilter.OnNewSignal = func(sig TrendSignal) {
d.hub.Broadcast("trend_signal", sig)
}
}
// Wire cumulative event persistence to SQLite
if cumulativeTracker != nil && database != nil {
cumulativeTracker.OnEvent = func(ev CmEvent) {
@@ -276,6 +287,7 @@ func (d *Dashboard) Run() {
mux.HandleFunc("GET /api/connections", d.handleConnStatus) // P3-5
mux.HandleFunc("GET /api/trend-history", d.handleTrendHistory)
mux.HandleFunc("GET /api/cm-history", d.handleCmHistory)
mux.HandleFunc("GET /api/trend-signals", d.handleTrendSignals)
mux.HandleFunc("GET /events", d.handleSSE)
mux.HandleFunc("POST /api/stop", d.handleStop)
mux.HandleFunc("POST /api/start", d.handleStart)
@@ -597,6 +609,15 @@ func (d *Dashboard) broadcastLoop() {
d.hub.Broadcast("cumulative", cmData)
}
}
// 8. Trend filter (K-line based quiet + EMA)
if d.trendFilter != nil {
d.trendFilter.Tick()
filterData := d.trendFilter.Snapshot(0)
if len(filterData) > 0 {
d.hub.Broadcast("trend_filter", filterData)
}
}
}
}
@@ -764,6 +785,17 @@ func (d *Dashboard) handleCmHistory(w http.ResponseWriter, r *http.Request) {
writeJSON(w, map[string]interface{}{"events": events})
}
func (d *Dashboard) handleTrendSignals(w http.ResponseWriter, r *http.Request) {
var signals []TrendSignal
if d.trendFilter != nil {
signals = d.trendFilter.GetSignals(100)
}
if signals == nil {
signals = []TrendSignal{}
}
writeJSON(w, map[string]interface{}{"signals": signals})
}
func (d *Dashboard) handleTrades(w http.ResponseWriter, r *http.Request) {
if d.db == nil {
writeJSON(w, map[string]interface{}{"trades": []interface{}{}, "total": 0})