Files
crypto_monitor/manual_trading_hub/static/amp_stats.js
T
dekun 2ce67da8e8 Use daily open as perp-hedge entry and toggle buy-straddle vs perp overlays.
Amp-stats now prices premium from each day's open, and the form switches mutually between straddle and perpetual-options对照.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-28 14:31:17 +08:00

574 lines
24 KiB
JavaScript

/**
* 中控振幅统计:OKX ETH/BTC + 买跨/止盈/周末筛选.
*/
(function () {
const page = document.getElementById("page-amp-stats");
if (!page) return;
let lastResult = null;
let pageNo = 1;
let bound = false;
let reframeTimer = null;
const el = (id) => document.getElementById(id);
async function apiFetch(url, opts) {
const r = await fetch(url, { credentials: "same-origin", ...(opts || {}) });
const ct = (r.headers.get("content-type") || "").toLowerCase();
if (ct.includes("application/json")) {
const data = await r.json();
if (!r.ok) throw new Error((data && (data.detail || data.msg)) || r.statusText || "请求失败");
return data;
}
if (!r.ok) throw new Error(r.statusText || "请求失败");
return r;
}
function esc(s) {
return String(s ?? "")
.replace(/&/g, "&amp;")
.replace(/</g, "&lt;")
.replace(/>/g, "&gt;")
.replace(/"/g, "&quot;");
}
function pct(ratio) {
if (ratio == null || ratio === "") return "—";
const n = Number(ratio);
if (!Number.isFinite(n)) return "—";
return (n * 100).toFixed(1) + "%";
}
function overlayMode() {
return el("amp-overlay-mode")?.value || "straddle";
}
function syncOverlayMode() {
const isPerp = overlayMode() === "perp";
page.querySelectorAll(".amp-overlay-straddle").forEach((n) => n.classList.toggle("hidden", isPerp));
page.querySelectorAll(".amp-overlay-perp").forEach((n) => n.classList.toggle("hidden", !isPerp));
el("amp-overlay-straddle-block")?.classList.toggle("hidden", isPerp);
el("amp-overlay-perp-block")?.classList.toggle("hidden", !isPerp);
const col = el("amp-col-pnl");
if (col) col.textContent = isPerp ? "永期盈亏" : "收益";
}
function readPremium() {
if (overlayMode() !== "straddle") return null;
const raw = (el("amp-straddle-premium")?.value || "").trim();
if (!raw) return null;
const n = Number(raw);
if (!Number.isFinite(n) || n <= 0) return null;
return n;
}
function readTakeProfit() {
if (overlayMode() !== "straddle") return null;
const raw = (el("amp-take-profit")?.value || "").trim();
if (!raw) return null;
const n = Number(raw);
if (!Number.isFinite(n) || n <= 0) return null;
return n;
}
function readWeekend() {
return el("amp-weekend-filter")?.value || "all";
}
function readNum(id) {
const raw = (el(id)?.value || "").trim();
if (!raw) return null;
const n = Number(raw);
return Number.isFinite(n) ? n : null;
}
function readPerpHedge() {
if (overlayMode() !== "perp") return null;
const target = readNum("amp-hedge-target");
const perpLev = readNum("amp-hedge-perp-lev");
const optLev = readNum("amp-hedge-opt-lev");
if (target == null || perpLev == null || optLev == null) return null;
if (target < 0 || perpLev <= 0 || optLev <= 0) return null;
return {
target_profit_u: target,
perp_leverage: perpLev,
option_leverage: optLev,
ratio_perp: readNum("amp-hedge-ratio-perp") || 1,
ratio_opt: readNum("amp-hedge-ratio-opt") || 2,
ct_mult: 0.01,
};
}
function setStatus(msg) {
const s = el("amp-status");
if (s) s.textContent = msg || "";
}
function setView(view) {
const isHist = view === "history";
el("amp-panel-stats")?.classList.toggle("hidden", isHist);
el("amp-panel-history")?.classList.toggle("hidden", !isHist);
page.querySelectorAll(".amp-view-tab").forEach((btn) => {
const on = btn.getAttribute("data-view") === view;
btn.classList.toggle("is-active", on);
btn.setAttribute("aria-selected", on ? "true" : "false");
});
if (isHist) void loadHistory();
}
function syncCustomDays() {
const period = el("amp-period")?.value || "2m";
const wrap = el("amp-custom-wrap");
if (wrap) wrap.classList.toggle("hidden", period !== "custom");
}
function fillMetaControls() {
const hourSel = el("amp-start-hour");
if (hourSel && !hourSel.options.length) {
for (let h = 0; h < 24; h++) {
const opt = document.createElement("option");
opt.value = String(h);
opt.textContent = String(h).padStart(2, "0") + ":00";
if (h === 16) opt.selected = true;
hourSel.appendChild(opt);
}
}
}
function pnlClass(v) {
const n = Number(v);
if (!Number.isFinite(n) || n === 0) return "";
return n > 0 ? "is-pos" : "is-neg";
}
function renderSummary(summary, result) {
const box = el("amp-summary");
if (!box) return;
const s = summary || {};
syncOverlayMode();
if (!s.sample_count) {
box.innerHTML = '<p class="amp-empty">暂无汇总</p>';
renderStraddle(null);
renderPerpHedge(null);
return;
}
box.innerHTML =
`<div class="amp-sum-grid">` +
`<div><span class="amp-sum-k">样本</span><span class="amp-sum-v">${esc(s.sample_count)}</span></div>` +
`<div><span class="amp-sum-k">最大振幅</span><span class="amp-sum-v">${esc(s.max_amplitude)} <small>(${esc(s.max_amplitude_day)})</small></span></div>` +
`<div><span class="amp-sum-k">振幅均值</span><span class="amp-sum-v">${esc(s.avg_amplitude)}</span></div>` +
`<div><span class="amp-sum-k">振幅中位</span><span class="amp-sum-v">${esc(s.median_amplitude)}</span></div>` +
`<div><span class="amp-sum-k">开→高最大/均</span><span class="amp-sum-v">${esc(s.max_up_points)} / ${esc(s.avg_up_points)}</span></div>` +
`<div><span class="amp-sum-k">开→低最大/均</span><span class="amp-sum-v">${esc(s.max_down_points)} / ${esc(s.avg_down_points)}</span></div>` +
`<div><span class="amp-sum-k">涨/跌窗占比</span><span class="amp-sum-v">${esc(s.up_day_ratio)} / ${esc(s.down_day_ratio)}</span></div>` +
`<div><span class="amp-sum-k">价源</span><span class="amp-sum-v">${esc(result && result.price_source)}</span></div>` +
`</div>`;
if (overlayMode() === "perp") {
renderStraddle(null);
renderPerpHedge(s.perp_hedge);
} else {
renderPerpHedge(null);
renderStraddle(s.straddle);
}
}
function renderStraddle(st) {
const box = el("amp-straddle");
if (!box) return;
if (!st) {
box.innerHTML = '<p class="amp-empty">填写「买跨·双边权利金」后计算,可看越过天数与买跨点数盈亏</p>';
return;
}
const verdict =
st.pnl_total == null
? "—"
: Number(st.pnl_total) > 0
? "样本合计盈利"
: Number(st.pnl_total) < 0
? "样本合计亏损"
: "样本合计持平";
const tpLine =
st.take_profit != null
? `<div><span class="amp-sum-k">止盈点 / 触达</span><span class="amp-sum-v">${esc(st.take_profit)} · ${esc(st.tp_hit_days)} 天 · ${esc(pct(st.tp_hit_ratio))}</span></div>`
: `<div><span class="amp-sum-k">止盈点</span><span class="amp-sum-v">未设(按|涨跌|)</span></div>`;
box.innerHTML =
`<div class="amp-sum-grid">` +
`<div><span class="amp-sum-k">双边权利金</span><span class="amp-sum-v">${esc(st.premium)}</span></div>` +
tpLine +
`<div><span class="amp-sum-k">开→高超过权利金</span><span class="amp-sum-v">${esc(st.up_exceed_days)} 天 · ${esc(pct(st.up_exceed_ratio))}</span></div>` +
`<div><span class="amp-sum-k">开→低超过权利金</span><span class="amp-sum-v">${esc(st.down_exceed_days)} 天 · ${esc(pct(st.down_exceed_ratio))}</span></div>` +
`<div><span class="amp-sum-k">|涨跌|超过权利金</span><span class="amp-sum-v">${esc(st.abs_change_exceed_days)} 天 · ${esc(pct(st.abs_change_exceed_ratio))}</span></div>` +
`<div><span class="amp-sum-k">买跨盈亏合计</span><span class="amp-sum-v ${pnlClass(st.pnl_total)}">${esc(st.pnl_total)} <small>(${esc(verdict)})</small></span></div>` +
`<div><span class="amp-sum-k">日均盈亏</span><span class="amp-sum-v ${pnlClass(st.pnl_avg)}">${esc(st.pnl_avg)}</span></div>` +
`<div><span class="amp-sum-k">赚钱天数/胜率</span><span class="amp-sum-v">${esc(st.win_days)} · ${esc(pct(st.win_ratio))}</span></div>` +
`<div><span class="amp-sum-k">单日最大赚/亏</span><span class="amp-sum-v">${esc(st.pnl_max)} / ${esc(st.pnl_min)}</span></div>` +
`</div>`;
}
function renderPerpHedge(ph) {
const box = el("amp-perp-hedge");
if (!box) return;
if (!ph) {
box.innerHTML =
'<p class="amp-empty">填写「目标 / 杠杆」后计算;入场按日开盘;对照所需点数达标与组合盈亏(永续多1币+买期权)</p>';
return;
}
const err =
ph.points_error
? `<div><span class="amp-sum-k">推点数提示</span><span class="amp-sum-v">${esc(ph.points_error)}</span></div>`
: "";
box.innerHTML =
`<div class="amp-sum-grid">` +
`<div><span class="amp-sum-k">入场</span><span class="amp-sum-v">按日开盘 · 推点数中位 ${esc(ph.spot)}</span></div>` +
`<div><span class="amp-sum-k">比例 / 期权仓</span><span class="amp-sum-v">${esc(ph.ratio_label)} · ${esc(ph.opt_coins)} 币</span></div>` +
`<div><span class="amp-sum-k">单币/总权利金(中位)</span><span class="amp-sum-v">${esc(ph.prem_per_coin)} / ${esc(ph.premium_total)}</span></div>` +
`<div><span class="amp-sum-k">A所需点数(永续对)</span><span class="amp-sum-v">${esc(ph.move_a)}</span></div>` +
`<div><span class="amp-sum-k">A达标</span><span class="amp-sum-v">${esc(ph.hit_a_days)} 天 · ${esc(pct(ph.hit_a_ratio))}</span></div>` +
`<div><span class="amp-sum-k">B所需点数(组合)</span><span class="amp-sum-v">${esc(ph.move_b)}</span></div>` +
`<div><span class="amp-sum-k">B达标</span><span class="amp-sum-v">${esc(ph.hit_b_days)} 天 · ${esc(pct(ph.hit_b_ratio))}</span></div>` +
`<div><span class="amp-sum-k">组合盈亏合计</span><span class="amp-sum-v ${pnlClass(ph.pnl_total)}">${esc(ph.pnl_total)}</span></div>` +
`<div><span class="amp-sum-k">日均 / 胜率</span><span class="amp-sum-v ${pnlClass(ph.pnl_avg)}">${esc(ph.pnl_avg)} · ${esc(pct(ph.win_ratio))}</span></div>` +
`<div><span class="amp-sum-k">上涨日盈亏</span><span class="amp-sum-v ${pnlClass(ph.up_pnl_total)}">${esc(ph.up_pnl_total)} <small>(${esc(ph.up_days)}天)</small></span></div>` +
`<div><span class="amp-sum-k">下跌日盈亏</span><span class="amp-sum-v ${pnlClass(ph.down_pnl_total)}">${esc(ph.down_pnl_total)} <small>(${esc(ph.down_days)}天)</small></span></div>` +
`<div><span class="amp-sum-k">单日最大赚/亏</span><span class="amp-sum-v">${esc(ph.pnl_max)} / ${esc(ph.pnl_min)}</span></div>` +
err +
`</div>`;
}
function dayLabel(r) {
const day = esc(r.settlement_day);
if (r.is_weekend && r.weekday_label) {
return `${day}<span class="amp-wd-tag">${esc(r.weekday_label)}</span>`;
}
return day;
}
function renderTable(pagePayload) {
const body = el("amp-table-body");
const pager = el("amp-pager");
if (!body) return;
const isPerp = overlayMode() === "perp";
syncOverlayMode();
const rows = (pagePayload && pagePayload.rows) || [];
if (!rows.length) {
body.innerHTML = '<tr><td colspan="11" class="amp-empty">暂无数据</td></tr>';
} else {
body.innerHTML = rows
.map((r) => {
const pnlVal = isPerp ? r.perp_hedge_pnl : r.profit;
const pnlCell =
pnlVal == null || pnlVal === ""
? "—"
: `<span class="amp-pnl ${pnlClass(pnlVal)}">${esc(pnlVal)}</span>`;
const trClass = r.is_weekend ? ' class="amp-row-weekend"' : "";
return (
`<tr${trClass}>` +
`<td>${dayLabel(r)}</td>` +
`<td>${esc(r.window_start)}</td>` +
`<td>${esc(r.open)}</td>` +
`<td>${esc(r.high)}</td>` +
`<td>${esc(r.low)}</td>` +
`<td>${esc(r.close)}</td>` +
`<td>${esc(r.up_points)}</td>` +
`<td>${esc(r.down_points)}</td>` +
`<td><strong>${esc(r.amplitude)}</strong></td>` +
`<td>${esc(r.change)}</td>` +
`<td>${pnlCell}</td>` +
`</tr>`
);
})
.join("");
}
if (pager && pagePayload) {
pager.innerHTML =
`<button type="button" class="ghost" id="amp-page-prev" ${pagePayload.page <= 1 ? "disabled" : ""}>上一页</button>` +
`<span class="amp-pager-meta">第 ${esc(pagePayload.page)} / ${esc(pagePayload.total_pages)} 页 · 共 ${esc(pagePayload.total)} 天</span>` +
`<button type="button" class="ghost" id="amp-page-next" ${pagePayload.page >= pagePayload.total_pages ? "disabled" : ""}>下一页</button>`;
el("amp-page-prev")?.addEventListener("click", () => {
if (pageNo > 1) {
pageNo -= 1;
void reframe(false);
}
});
el("amp-page-next")?.addEventListener("click", () => {
if (pagePayload.page < pagePayload.total_pages) {
pageNo += 1;
void reframe(false);
}
});
}
}
function rowsAllFromLast() {
if (!lastResult) return [];
if (Array.isArray(lastResult.rows_all) && lastResult.rows_all.length) return lastResult.rows_all;
return lastResult.rows || [];
}
async function reframe(resetPage) {
if (!lastResult) {
renderStraddle(null);
renderPerpHedge(null);
return;
}
if (resetPage) pageNo = 1;
const rowsAll = rowsAllFromLast();
if (!rowsAll.length) return;
try {
const data = await apiFetch("/api/amp-stats/reframe", {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify({
rows_all: rowsAll,
symbol: lastResult.symbol || el("amp-symbol")?.value || "eth",
start_hour: lastResult.start_hour ?? Number(el("amp-start-hour")?.value || 16),
period: lastResult.period || el("amp-period")?.value || "2m",
sample_days: lastResult.sample_days_requested || 60,
straddle_premium: readPremium(),
take_profit: readTakeProfit(),
weekend_filter: readWeekend(),
perp_hedge: readPerpHedge(),
price_source: lastResult.price_source || "",
inst_id: lastResult.inst_id || "",
page: pageNo,
page_size: 20,
}),
});
const prevAll = rowsAll;
lastResult = data.result || lastResult;
if (!lastResult.rows_all || !lastResult.rows_all.length) lastResult.rows_all = prevAll;
renderSummary(lastResult.summary, lastResult);
renderTable(data.page);
setStatus(`完成 · 样本 ${(lastResult.summary || {}).sample_count || 0}`);
} catch (e) {
setStatus(String(e && e.message ? e.message : e));
}
}
function scheduleReframe() {
if (!lastResult) return;
if (reframeTimer) clearTimeout(reframeTimer);
reframeTimer = setTimeout(() => void reframe(true), 280);
}
async function compute(resetPage) {
if (resetPage) pageNo = 1;
const symbol = el("amp-symbol")?.value || "eth";
const startHour = Number(el("amp-start-hour")?.value || 16);
const period = el("amp-period")?.value || "2m";
const customDays = Number(el("amp-custom-days")?.value || 60);
setStatus("计算中…(长周期会分页拉 OKX,遇限频会自动重试,请稍候)");
try {
const data = await apiFetch("/api/amp-stats/compute", {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify({
symbol,
start_hour: startHour,
period,
custom_days: period === "custom" ? customDays : null,
straddle_premium: readPremium(),
take_profit: readTakeProfit(),
weekend_filter: readWeekend(),
perp_hedge: readPerpHedge(),
page: pageNo,
page_size: 20,
}),
});
lastResult = data.result || null;
renderSummary(lastResult && lastResult.summary, lastResult);
renderTable(data.page);
const miss = (lastResult && lastResult.missing_count) || 0;
setStatus(
miss
? `完成 · 样本 ${(lastResult.summary || {}).sample_count || 0} · 缺 ${miss}`
: `完成 · 样本 ${(lastResult.summary || {}).sample_count || 0}`
);
} catch (e) {
setStatus(String(e && e.message ? e.message : e));
}
}
async function saveHistory() {
if (!lastResult) {
setStatus("请先计算");
return;
}
try {
await apiFetch("/api/amp-stats/history", {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify({ result: lastResult }),
});
setStatus("已保存到历史");
} catch (e) {
setStatus(String(e && e.message ? e.message : e));
}
}
function appendHedgeQuery(q) {
const h = readPerpHedge();
if (!h) return;
q.set("hedge_target", String(h.target_profit_u));
q.set("hedge_perp_lev", String(h.perp_leverage));
q.set("hedge_opt_lev", String(h.option_leverage));
q.set("hedge_ratio_perp", String(h.ratio_perp));
q.set("hedge_ratio_opt", String(h.ratio_opt));
q.set("hedge_ct_mult", String(h.ct_mult || 0.01));
}
function downloadCurrent() {
if (!lastResult) {
setStatus("请先计算");
return;
}
const symbol = el("amp-symbol")?.value || "eth";
const startHour = Number(el("amp-start-hour")?.value || 16);
const period = el("amp-period")?.value || "2m";
const customDays = Number(el("amp-custom-days")?.value || 60);
const prem = readPremium();
const tp = readTakeProfit();
const q = new URLSearchParams({
symbol,
start_hour: String(startHour),
period,
weekend_filter: readWeekend(),
});
if (period === "custom") q.set("custom_days", String(customDays));
if (prem != null) q.set("straddle_premium", String(prem));
if (tp != null) q.set("take_profit", String(tp));
appendHedgeQuery(q);
window.location.href = "/api/amp-stats/export?" + q.toString();
}
async function loadHistory() {
const box = el("amp-history-list");
if (!box) return;
box.innerHTML = '<p class="amp-empty">加载中…</p>';
try {
const data = await apiFetch("/api/amp-stats/history?limit=50");
const items = data.items || [];
if (!items.length) {
box.innerHTML = '<p class="amp-empty">暂无历史</p>';
return;
}
box.innerHTML = items
.map(
(it) =>
`<div class="amp-hist-card" data-id="${esc(it.id)}">` +
`<div class="amp-hist-main">` +
`<strong>${esc(it.symbol_label || it.symbol)}</strong> · ${esc(String(it.start_hour).padStart(2, "0"))}:00→16:00 · ${esc(it.period)}` +
`<div class="amp-hist-sub">${esc(it.created_at)} · 样本 ${esc(it.sample_count)} · 最大振幅 ${esc(it.max_amplitude)} (${esc(it.max_amplitude_day)})</div>` +
`</div>` +
`<div class="amp-hist-actions">` +
`<button type="button" class="ghost amp-hist-view">查看</button>` +
`<button type="button" class="ghost amp-hist-dl">下载</button>` +
`<button type="button" class="danger amp-hist-del">删除</button>` +
`</div></div>`
)
.join("");
box.querySelectorAll(".amp-hist-card").forEach((card) => {
const id = card.getAttribute("data-id");
card.querySelector(".amp-hist-view")?.addEventListener("click", () => void openHistory(id));
card.querySelector(".amp-hist-dl")?.addEventListener("click", () => {
const prem = readPremium();
const tp = readTakeProfit();
const q = new URLSearchParams({
history_id: id,
weekend_filter: readWeekend(),
});
if (prem != null) q.set("straddle_premium", String(prem));
if (tp != null) q.set("take_profit", String(tp));
appendHedgeQuery(q);
window.location.href = "/api/amp-stats/export?" + q.toString();
});
card.querySelector(".amp-hist-del")?.addEventListener("click", async () => {
if (!confirm("删除该历史记录?")) return;
await apiFetch("/api/amp-stats/history/" + encodeURIComponent(id), { method: "DELETE" });
void loadHistory();
});
});
} catch (e) {
box.innerHTML = `<p class="amp-empty">${esc(String(e && e.message ? e.message : e))}</p>`;
}
}
async function openHistory(id) {
try {
const data = await apiFetch("/api/amp-stats/history/" + encodeURIComponent(id));
lastResult = data.item || null;
setView("stats");
if (lastResult) {
if (el("amp-symbol")) el("amp-symbol").value = lastResult.symbol || "eth";
if (el("amp-start-hour")) el("amp-start-hour").value = String(lastResult.start_hour ?? 16);
if (lastResult.straddle_premium != null && el("amp-straddle-premium")) {
el("amp-straddle-premium").value = String(lastResult.straddle_premium);
}
if (lastResult.take_profit != null && el("amp-take-profit")) {
el("amp-take-profit").value = String(lastResult.take_profit);
}
if (lastResult.weekend_filter && el("amp-weekend-filter")) {
el("amp-weekend-filter").value = lastResult.weekend_filter;
}
const h = lastResult.perp_hedge;
if (h && typeof h === "object") {
if (el("amp-overlay-mode")) el("amp-overlay-mode").value = "perp";
if (h.target_profit_u != null && el("amp-hedge-target")) el("amp-hedge-target").value = String(h.target_profit_u);
if (h.perp_leverage != null && el("amp-hedge-perp-lev")) el("amp-hedge-perp-lev").value = String(h.perp_leverage);
if (h.option_leverage != null && el("amp-hedge-opt-lev")) el("amp-hedge-opt-lev").value = String(h.option_leverage);
if (h.ratio_perp != null && el("amp-hedge-ratio-perp")) el("amp-hedge-ratio-perp").value = String(h.ratio_perp);
if (h.ratio_opt != null && el("amp-hedge-ratio-opt")) el("amp-hedge-ratio-opt").value = String(h.ratio_opt);
} else if (lastResult.straddle_premium != null && el("amp-overlay-mode")) {
el("amp-overlay-mode").value = "straddle";
}
syncOverlayMode();
pageNo = 1;
setStatus("已载入历史 " + id);
await reframe(true);
}
} catch (e) {
setStatus(String(e && e.message ? e.message : e));
}
}
function bind() {
if (bound) return;
bound = true;
fillMetaControls();
page.querySelectorAll(".amp-view-tab").forEach((btn) => {
btn.addEventListener("click", () => setView(btn.getAttribute("data-view")));
});
el("amp-period")?.addEventListener("change", syncCustomDays);
el("amp-btn-compute")?.addEventListener("click", () => void compute(true));
el("amp-btn-save")?.addEventListener("click", () => void saveHistory());
el("amp-btn-download")?.addEventListener("click", downloadCurrent);
el("amp-overlay-mode")?.addEventListener("change", () => {
syncOverlayMode();
void reframe(true);
});
el("amp-straddle-premium")?.addEventListener("input", scheduleReframe);
el("amp-take-profit")?.addEventListener("input", scheduleReframe);
[
"amp-hedge-target",
"amp-hedge-perp-lev",
"amp-hedge-opt-lev",
"amp-hedge-ratio-perp",
"amp-hedge-ratio-opt",
].forEach((id) => el(id)?.addEventListener("input", scheduleReframe));
el("amp-weekend-filter")?.addEventListener("change", () => void reframe(true));
syncCustomDays();
syncOverlayMode();
}
window.hubAmpStatsPage = {
init() {
bind();
setView("stats");
setStatus("");
syncOverlayMode();
renderStraddle(null);
renderPerpHedge(null);
},
};
})();