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
@@ -51,7 +51,7 @@ type TrendEntry struct {
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Direction TrendDirection `json:"direction"`
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AnomalyScore float64 `json:"anomaly_score"` // max z-score across all exchanges
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Volatility float64 `json:"volatility"` // current EMA volatility baseline
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BGChange float64 `json:"bg_change"` // 15s change %
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BGChange float64 `json:"bg_change"` // 60s change %
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HLChange float64 `json:"hl_change"`
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BNChange float64 `json:"bn_change"`
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OKXChange float64 `json:"okx_change"`
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@@ -72,6 +72,7 @@ type trendCoinState struct {
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state TrendState
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direction TrendDirection
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anomalyScore float64
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peakScore float64 // highest z-score seen during current cycle
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volatility float64
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alertedAt time.Time
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@@ -198,19 +199,19 @@ func (td *TrendDetector) Tick() {
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defer td.mu.Unlock()
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for _, entry := range entries {
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// Collect 15s changes from all 4 exchanges
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// Collect 60s changes from all 4 exchanges
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var changes []exchangeChange
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if entry.BG15s != 0 {
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changes = append(changes, exchangeChange{name: ExBitget, change: entry.BG15s})
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if entry.BG60s != 0 {
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changes = append(changes, exchangeChange{name: ExBitget, change: entry.BG60s})
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}
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if entry.HL15s != 0 {
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changes = append(changes, exchangeChange{name: ExHyperLiquid, change: entry.HL15s})
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if entry.HL60s != 0 {
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changes = append(changes, exchangeChange{name: ExHyperLiquid, change: entry.HL60s})
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}
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if entry.BN15s != 0 {
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changes = append(changes, exchangeChange{name: ExBinance, change: entry.BN15s})
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if entry.BN60s != 0 {
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changes = append(changes, exchangeChange{name: ExBinance, change: entry.BN60s})
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}
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if entry.OKX15s != 0 {
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changes = append(changes, exchangeChange{name: ExOKX, change: entry.OKX15s})
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if entry.OKX60s != 0 {
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changes = append(changes, exchangeChange{name: ExOKX, change: entry.OKX60s})
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}
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if len(changes) < 3 {
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@@ -258,8 +259,11 @@ func (td *TrendDetector) Tick() {
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cs.volatility = cs.volatility*(1-alpha) + maxAbs*alpha
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}
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// Update anomaly score
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// Update anomaly score — track the peak during the current cycle
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cs.anomalyScore = zScore
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if zScore > cs.peakScore {
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cs.peakScore = zScore
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}
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// Determine majority direction
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majorityDir := TrendUp
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@@ -279,10 +283,11 @@ func (td *TrendDetector) Tick() {
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cs.direction = majorityDir
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cs.alertedAt = now
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cs.stateSince = now
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cs.peakScore = zScore
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cs.confirmCount = 1
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cs.misalignCount = 0
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td.recordEvent(entry.Coin, "idle", "alert", string(majorityDir),
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zScore, cs.volatility, entry.BG15s, entry.HL15s, entry.BN15s, entry.OKX15s,
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zScore, cs.volatility, entry.BG60s, entry.HL60s, entry.BN60s, entry.OKX60s,
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majorityCount, len(changes))
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}
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@@ -296,7 +301,7 @@ func (td *TrendDetector) Tick() {
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cs.confirmedAt = now
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cs.stateSince = now
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td.recordEvent(entry.Coin, "alert", "confirmed", string(cs.direction),
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zScore, cs.volatility, entry.BG15s, entry.HL15s, entry.BN15s, entry.OKX15s,
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zScore, cs.volatility, entry.BG60s, entry.HL60s, entry.BN60s, entry.OKX60s,
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majorityCount, len(changes))
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}
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} else {
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@@ -308,7 +313,7 @@ func (td *TrendDetector) Tick() {
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cs.confirmCount = 0
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cs.misalignCount = 0
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td.recordEvent(entry.Coin, "alert", "idle", string(cs.direction),
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zScore, cs.volatility, entry.BG15s, entry.HL15s, entry.BN15s, entry.OKX15s,
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zScore, cs.volatility, entry.BG60s, entry.HL60s, entry.BN60s, entry.OKX60s,
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majorityCount, len(changes))
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}
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}
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@@ -320,7 +325,7 @@ func (td *TrendDetector) Tick() {
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cs.state = TrendExhausting
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cs.stateSince = now
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td.recordEvent(entry.Coin, "confirmed", "exhausting", string(cs.direction),
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zScore, cs.volatility, entry.BG15s, entry.HL15s, entry.BN15s, entry.OKX15s,
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zScore, cs.volatility, entry.BG60s, entry.HL60s, entry.BN60s, entry.OKX60s,
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majorityCount, len(changes))
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}
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@@ -332,7 +337,7 @@ func (td *TrendDetector) Tick() {
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cs.confirmCount = 0
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cs.misalignCount = 0
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td.recordEvent(entry.Coin, "exhausting", "idle", string(cs.direction),
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zScore, cs.volatility, entry.BG15s, entry.HL15s, entry.BN15s, entry.OKX15s,
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zScore, cs.volatility, entry.BG60s, entry.HL60s, entry.BN60s, entry.OKX60s,
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majorityCount, len(changes))
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}
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// Also immediately go to idle if below threshold
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@@ -342,16 +347,16 @@ func (td *TrendDetector) Tick() {
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cs.confirmCount = 0
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cs.misalignCount = 0
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td.recordEvent(entry.Coin, "exhausting", "idle", string(cs.direction),
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zScore, cs.volatility, entry.BG15s, entry.HL15s, entry.BN15s, entry.OKX15s,
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zScore, cs.volatility, entry.BG60s, entry.HL60s, entry.BN60s, entry.OKX60s,
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majorityCount, len(changes))
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}
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}
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}
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// Cleanup stale entries (no update for > 60s)
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cutoff := time.Now().Add(-60 * time.Second)
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// Cleanup stale entries that never even reached alert state (> 120s)
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cutoff := time.Now().Add(-120 * time.Second)
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for coin, cs := range td.coins {
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if cs.state == TrendIdle && cs.stateSince.Before(cutoff) {
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if cs.state == TrendIdle && cs.alertedAt.IsZero() && cs.stateSince.Before(cutoff) {
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delete(td.coins, coin)
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}
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}
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@@ -370,15 +375,16 @@ func (td *TrendDetector) Snapshot() []TrendEntry {
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var result []TrendEntry
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for coin, cs := range td.coins {
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if cs.state == TrendIdle {
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continue // skip idle coins
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// Skip coins that never even reached alert state
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if cs.state == TrendIdle && cs.alertedAt.IsZero() {
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continue
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}
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entry := TrendEntry{
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Coin: coin,
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State: cs.state,
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Direction: cs.direction,
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AnomalyScore: math.Round(cs.anomalyScore*100) / 100,
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AnomalyScore: math.Round(cs.peakScore*100) / 100,
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Volatility: math.Round(cs.volatility*10000) / 10000,
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ExChanges: 0,
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}
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@@ -416,12 +422,13 @@ func (td *TrendDetector) Snapshot() []TrendEntry {
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result = append(result, entry)
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}
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// Sort: confirmed first, then alert, then exhausting
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// Sort: confirmed first, then alert, then exhausting, then idle (completed)
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sort.Slice(result, func(i, j int) bool {
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order := map[TrendState]int{
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TrendConfirmed: 0,
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TrendAlert: 1,
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TrendExhausting: 2,
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TrendIdle: 3,
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}
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oi := order[result[i].State]
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oj := order[result[j].State]
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@@ -464,6 +471,25 @@ func (td *TrendDetector) IsTrending(coin string) bool {
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return ok && cs.state == TrendConfirmed
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}
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// IsAnomalous returns true if the coin is in alert or confirmed trend state.
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func (td *TrendDetector) IsAnomalous(coin string) bool {
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td.mu.RLock()
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defer td.mu.RUnlock()
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cs, ok := td.coins[coin]
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return ok && (cs.state == TrendAlert || cs.state == TrendConfirmed)
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}
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// State returns the human-readable trend state for a coin, or empty string if unknown.
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func (td *TrendDetector) State(coin string) string {
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td.mu.RLock()
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defer td.mu.RUnlock()
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cs, ok := td.coins[coin]
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if !ok {
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return ""
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}
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return string(cs.state)
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}
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// GetTrendingCoins returns all coins currently in confirmed trend.
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func (td *TrendDetector) GetTrendingCoins() map[string]TrendDirection {
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td.mu.RLock()
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