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
+18
View File
@@ -150,6 +150,24 @@ func (d *DB) migrate() error {
);
CREATE INDEX IF NOT EXISTS idx_cm_events_coin ON cm_events(coin);
CREATE INDEX IF NOT EXISTS idx_cm_events_created ON cm_events(created_at);
CREATE TABLE IF NOT EXISTS trend_signals (
id INTEGER PRIMARY KEY AUTOINCREMENT,
coin TEXT NOT NULL,
type TEXT NOT NULL,
signal_score REAL,
price REAL,
ema_52 REAL,
ema_slope REAL,
volume_ratio REAL,
range_24h REAL,
vol_baseline REAL,
price_above_ema INTEGER,
state TEXT,
created_at DATETIME NOT NULL
);
CREATE INDEX IF NOT EXISTS idx_trend_signals_coin ON trend_signals(coin);
CREATE INDEX IF NOT EXISTS idx_trend_signals_created ON trend_signals(created_at);
`
_, err := d.Exec(schema)
if err != nil {
+64
View File
@@ -0,0 +1,64 @@
package db
import "time"
// TrendSignalRecord mirrors the trend_signals table row.
type TrendSignalRecord struct {
ID int64
Coin string
Type string // "enter" or "exit"
SignalScore *float64
Price *float64
EMA52 *float64
EMASlope *float64
VolumeRatio *float64
Range24h *float64
VolBaseline *float64
PriceAboveEMA bool
State *string
CreatedAt time.Time
}
// SaveTrendSignal inserts a new trend signal record.
func (d *DB) SaveTrendSignal(s *TrendSignalRecord) (int64, error) {
pa := 0
if s.PriceAboveEMA {
pa = 1
}
res, err := d.Exec(`INSERT INTO trend_signals
(coin, type, signal_score, price, ema_52, ema_slope, volume_ratio,
range_24h, vol_baseline, price_above_ema, state, created_at)
VALUES (?,?,?,?,?,?,?,?,?,?,?,?)`,
s.Coin, s.Type, s.SignalScore, s.Price, s.EMA52, s.EMASlope, s.VolumeRatio,
s.Range24h, s.VolBaseline, pa, s.State, s.CreatedAt,
)
if err != nil {
return 0, err
}
return res.LastInsertId()
}
// GetTrendSignals returns the most recent N trend signal records.
func (d *DB) GetTrendSignals(limit int) ([]TrendSignalRecord, error) {
rows, err := d.Query(`SELECT id, coin, type, signal_score, price, ema_52, ema_slope,
volume_ratio, range_24h, vol_baseline, price_above_ema, state, created_at
FROM trend_signals ORDER BY id DESC LIMIT ?`, limit)
if err != nil {
return nil, err
}
defer rows.Close()
var signals []TrendSignalRecord
for rows.Next() {
var s TrendSignalRecord
var pa int
if err := rows.Scan(&s.ID, &s.Coin, &s.Type, &s.SignalScore, &s.Price,
&s.EMA52, &s.EMASlope, &s.VolumeRatio, &s.Range24h, &s.VolBaseline,
&pa, &s.State, &s.CreatedAt); err != nil {
return nil, err
}
s.PriceAboveEMA = pa == 1
signals = append(signals, s)
}
return signals, rows.Err()
}