feat: add ops-map text summaries for leverage and move periods
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -0,0 +1,32 @@
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"""对齐前端 opsSummary 规则的轻量逻辑测试（Python 镜像）。"""
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MIN_N = 3
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TOP_K = 5
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def leverage_summary_week(buckets, min_leverage=100):
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active = [b for b in buckets if b["n"] > 0]
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ranked = sorted(
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[b for b in active if b["n"] >= MIN_N and b.get("pct_ge_min") is not None],
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key=lambda b: (b["pct_ge_min"], b["n"], b.get("mean") or 0),
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reverse=True,
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)[:TOP_K]
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return ranked
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def test_week_ranks_by_pct_ge_min():
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buckets = [
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{"label": "09:00", "n": 10, "mean": 110, "pct_ge_min": 0.5},
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{"label": "14:00", "n": 10, "mean": 105, "pct_ge_min": 0.8},
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{"label": "21:00", "n": 2, "mean": 200, "pct_ge_min": 1.0}, # n 不足
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]
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ranked = leverage_summary_week(buckets)
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assert [b["label"] for b in ranked] == ["14:00", "09:00"]
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def test_day_keeps_small_n():
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active = [b for b in [
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{"label": "09:00", "n": 1, "mean": 118, "pct_ge_min": 1.0},
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] if b["n"] > 0]
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assert len(active) == 1
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Vendored
+116
-4
@@ -38,6 +38,16 @@
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.chart-wrap { background: var(--panel); border: 1px solid #243041; border-radius: 10px; padding: 0.75rem 0.5rem; margin-top: 0.5rem; }
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.chart-title { padding: 0 0.75rem 0.25rem; color: var(--muted); font-size: 0.85rem; }
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.chart-svg { width: 100%; height: auto; display: block; }
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.chart-summary {
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margin: 0.65rem 0 0;
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padding: 0.75rem 0.9rem;
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background: #0c1117;
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border: 1px solid #243041;
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border-radius: 8px;
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color: var(--muted);
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font-size: 0.88rem;
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line-height: 1.55;
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}
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.hidden { display: none; }
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pre { background: var(--panel); border: 1px solid #243041; border-radius: 10px; padding: 1rem; overflow: auto; font-size: 0.78rem; color: #b7c5d4; }
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.center-page { display: flex; justify-content: center; align-items: flex-start; min-height: 50vh; padding: 1.5rem 0 3rem; }
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@@ -123,6 +133,7 @@
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<div class="chart-title" id="chartTitle">上图 · 时段杠杆均值</div>
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<svg id="levChart" class="chart-svg" viewBox="0 0 880 260" role="img"></svg>
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</div>
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<p class="chart-summary" id="levSummary">—</p>
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<div class="toolbar" style="margin-top:1rem">
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<div class="seg" id="moveModeSeg">
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<button type="button" data-mode="abs" class="active">绝对波动</button>
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@@ -134,7 +145,7 @@
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<div class="chart-title" id="moveTitle">下图 · 时段→到期波动</div>
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<svg id="moveChart" class="chart-svg" viewBox="0 0 880 260" role="img"></svg>
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</div>
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<p id="moveHint" style="color:var(--muted);font-size:0.85rem;margin-top:0.75rem"></p>
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<p class="chart-summary" id="moveSummary">—</p>
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</section>
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<section id="page-settings" class="hidden">
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<div class="center-page">
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@@ -517,7 +528,16 @@
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document.querySelectorAll("#moveModeSeg button").forEach(b => b.addEventListener("click", () => {
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state.moveMode = b.dataset.mode;
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document.querySelectorAll("#moveModeSeg button").forEach(x => x.classList.toggle("active", x === b));
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if (state.lastMov) drawMoveChart(state.lastMov.buckets || [], state.moveMode);
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if (state.lastMov) {
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drawMoveChart(state.lastMov.buckets || [], state.moveMode);
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document.getElementById("moveSummary").textContent = buildMoveSummary(
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state.range, state.lastMov.buckets || [], {
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pendingExpiry: !!state.lastMov.pending_expiry,
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mode: state.moveMode,
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apiMessage: state.lastMov.message || null,
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}
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);
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}
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}));
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document.getElementById("anchorDate").addEventListener("change", loadOps);
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@@ -577,6 +597,88 @@
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svg.innerHTML = html;
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}
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const SUMMARY_MIN_N = 3;
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const SUMMARY_TOP_K = 5;
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function fmtSummaryPct(p) { return Math.round(p * 100) + "%"; }
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function fmtSummaryNum(n, d) {
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d = d == null ? 1 : d;
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return Number(n).toFixed(d);
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}
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function buildLevSummary(range, buckets, minLeverage) {
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const active = (buckets || []).filter(b => (b.n || 0) > 0);
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if (!active.length) return "所选范围内暂无杠杆样本，采集后将显示各时段分布。";
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const bestMean = active.slice().sort((a, b) => (b.mean ?? -1) - (a.mean ?? -1))[0];
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if (range === "day") {
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const labels = active.map(b => b.label).join("、");
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let text = "今日杠杆分布：有样本时段 " + labels + "。";
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if (bestMean && bestMean.mean != null) {
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const ge = bestMean.mean >= minLeverage ? "已超过" : "未达到";
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text += " " + bestMean.label + " 均值约 " + fmtSummaryNum(bestMean.mean) + "，" + ge + "达标线 " + minLeverage + "。";
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}
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if (active.length <= 2) {
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text += " 采集初期，今日仅 " + active.length + " 个时段有样本，结论仅供参考。";
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}
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return text;
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}
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const windowName = range === "week" ? "本周" : "本月";
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const ranked = active
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.filter(b => b.n >= SUMMARY_MIN_N && b.pct_ge_min != null)
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.sort((a, b) => {
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const dp = (b.pct_ge_min || 0) - (a.pct_ge_min || 0);
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if (dp !== 0) return dp;
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const dn = (b.n || 0) - (a.n || 0);
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if (dn !== 0) return dn;
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return (b.mean || 0) - (a.mean || 0);
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})
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.slice(0, SUMMARY_TOP_K);
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let text = "";
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if (!ranked.length) {
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text = windowName + "各时段样本仍偏少（单时段不足 " + SUMMARY_MIN_N + " 条），暂不给出高概率名单；持续采集后会更稳定。";
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} else {
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text = windowName + "≥" + minLeverage + " 出现概率较高的时段：" +
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ranked.map(b => b.label + "（" + fmtSummaryPct(b.pct_ge_min || 0) + "）").join("、") + "。";
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}
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if (bestMean && bestMean.mean != null && bestMean.n >= SUMMARY_MIN_N) {
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text += " 杠杆均值最高时段：" + bestMean.label + "（约 " + fmtSummaryNum(bestMean.mean) + "）。";
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} else if (bestMean && bestMean.mean != null) {
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text += " 当前均值最高：" + bestMean.label + "（约 " + fmtSummaryNum(bestMean.mean) + "，样本 " + bestMean.n + "，偏少）。";
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}
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return text;
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}
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function buildMoveSummary(range, buckets, opts) {
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opts = opts || {};
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if (opts.pendingExpiry) {
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const extra = opts.apiMessage ? (" " + opts.apiMessage) : "";
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return ("未到期，暂无法统计时段→到期波动；结算后将按日/周/月给出高波动钟点。" + extra).trim();
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}
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const mode = opts.mode || "abs";
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const active = (buckets || []).filter(b => {
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if ((b.n || 0) <= 0) return false;
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return mode === "abs" ? b.mean_abs != null : b.mean_signed != null;
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});
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if (!active.length) return "所选范围内暂无已结算波动样本。";
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const windowName = range === "day" ? "今日" : (range === "week" ? "本周" : "本月");
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const pool = range === "day" ? active : active.filter(b => b.n >= SUMMARY_MIN_N);
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const ranked = pool.slice().sort((a, b) => {
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if (mode === "abs") return Math.abs(b.mean_abs || 0) - Math.abs(a.mean_abs || 0);
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return Math.abs(b.mean_signed || 0) - Math.abs(a.mean_signed || 0);
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}).slice(0, SUMMARY_TOP_K);
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if (!ranked.length) {
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return range === "day"
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? (windowName + "暂无可用波动样本。")
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: (windowName + "波动样本偏少（单时段不足 " + SUMMARY_MIN_N + " 条），暂不排名。");
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}
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if (mode === "abs") {
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return windowName + "波动较高时段：" +
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ranked.map(b => b.label + "（" + fmtSummaryNum(b.mean_abs || 0, 2) + "）").join("、") + "。";
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}
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return windowName + "带符号波动较大时段：" +
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ranked.map(b => {
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const v = b.mean_signed || 0;
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return b.label + "（" + fmtSummaryNum(v, 2) + "，" + (v >= 0 ? "偏多" : "偏空") + "）";
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}).join("、") + "。";
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}
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async function loadOps() {
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const date = document.getElementById("anchorDate").value;
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const q = new URLSearchParams({ range: state.range, side: state.side, bucket_minutes: "60", date });
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@@ -592,6 +694,9 @@
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const titleMap = { day: "日", week: "近7日", month: "近30日" };
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document.getElementById("chartTitle").textContent = "上图 · 时段杠杆均值（" + (titleMap[state.range]||"") + "）";
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drawChart(lev.buckets || [], lev.min_leverage || 100);
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document.getElementById("levSummary").textContent = buildLevSummary(
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state.range, lev.buckets || [], lev.min_leverage || 100
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);
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const mov = d.move_points || {};
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state.lastMov = mov;
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document.getElementById("opsMoveN").textContent = mov.settled_count ?? 0;
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@@ -602,10 +707,17 @@
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document.getElementById("moveTitle").textContent =
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"下图 · 时段→到期波动（" + (titleMap[state.range]||"") + " · " + state.moveMode + "）";
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drawMoveChart(mov.buckets || [], state.moveMode);
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document.getElementById("moveHint").textContent = mov.message || "";
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document.getElementById("moveSummary").textContent = buildMoveSummary(
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state.range, mov.buckets || [], {
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pendingExpiry: !!mov.pending_expiry,
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mode: state.moveMode,
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apiMessage: mov.message || null,
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}
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);
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} catch (e) {
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document.getElementById("opsRange").textContent = "加载失败";
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document.getElementById("moveHint").textContent = String(e);
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document.getElementById("levSummary").textContent = String(e);
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document.getElementById("moveSummary").textContent = String(e);
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}
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}
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@@ -0,0 +1,157 @@
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/** 作战地图图下文字结论（由 buckets 生成）。 */
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export type LevBucket = {
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label: string;
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n: number;
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mean: number | null;
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pct_ge_min: number | null;
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};
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export type MoveBucket = {
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label: string;
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n: number;
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mean_abs: number | null;
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mean_signed: number | null;
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};
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const MIN_N = 3;
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const TOP_K = 5;
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function fmtPct(p: number): string {
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return `${Math.round(p * 100)}%`;
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}
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function fmtNum(n: number, d = 1): string {
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return n.toFixed(d);
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}
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function withData<T extends { n: number }>(buckets: T[]): T[] {
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return buckets.filter((b) => b.n > 0);
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}
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function enoughSamples<T extends { n: number }>(buckets: T[]): T[] {
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return buckets.filter((b) => b.n >= MIN_N);
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}
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/** 上图杠杆结论 */
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export function leverageSummary(
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range: "day" | "week" | "month",
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buckets: LevBucket[],
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minLeverage: number
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): string {
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const active = withData(buckets);
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if (!active.length) {
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return "所选范围内暂无杠杆样本，采集后将显示各时段分布。";
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}
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const bestMean = [...active].sort((a, b) => (b.mean ?? -1) - (a.mean ?? -1))[0];
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const minL = minLeverage;
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if (range === "day") {
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const labels = active.map((b) => b.label).join("、");
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const parts: string[] = [];
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parts.push(`今日杠杆分布：有样本时段 ${labels}。`);
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if (bestMean?.mean != null) {
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const ge = bestMean.mean >= minL ? "已超过" : "未达到";
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parts.push(
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`${bestMean.label} 均值约 ${fmtNum(bestMean.mean)}，${ge}达标线 ${minL}。`
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);
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}
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if (active.length <= 2) {
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parts.push(`采集初期，今日仅 ${active.length} 个时段有样本，结论仅供参考。`);
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}
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return parts.join(" ");
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}
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const windowName = range === "week" ? "本周" : "本月";
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const ranked = enoughSamples(active)
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.filter((b) => b.pct_ge_min != null)
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.sort((a, b) => {
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const dp = (b.pct_ge_min ?? 0) - (a.pct_ge_min ?? 0);
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if (dp !== 0) return dp;
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const dn = b.n - a.n;
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if (dn !== 0) return dn;
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return (b.mean ?? 0) - (a.mean ?? 0);
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})
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.slice(0, TOP_K);
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const parts: string[] = [];
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if (!ranked.length) {
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parts.push(
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`${windowName}各时段样本仍偏少（单时段不足 ${MIN_N} 条），暂不给出高概率名单；持续采集后会更稳定。`
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);
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} else {
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const list = ranked
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.map((b) => `${b.label}（${fmtPct(b.pct_ge_min ?? 0)}）`)
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.join("、");
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parts.push(`${windowName}≥${minL} 出现概率较高的时段：${list}。`);
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}
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if (bestMean?.mean != null && bestMean.n >= MIN_N) {
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parts.push(`杠杆均值最高时段：${bestMean.label}（约 ${fmtNum(bestMean.mean)}）。`);
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} else if (bestMean?.mean != null) {
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parts.push(
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`当前均值最高：${bestMean.label}（约 ${fmtNum(bestMean.mean)}，样本 ${bestMean.n}，偏少）。`
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);
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}
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return parts.join(" ");
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}
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/** 下图波动结论 */
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export function moveSummary(
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range: "day" | "week" | "month",
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buckets: MoveBucket[],
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opts: {
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pendingExpiry?: boolean;
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pendingCount?: number;
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mode: "abs" | "signed";
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apiMessage?: string | null;
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}
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): string {
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if (opts.pendingExpiry) {
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const extra = opts.apiMessage ? ` ${opts.apiMessage}` : "";
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return `未到期，暂无法统计时段→到期波动；结算后将按日/周/月给出高波动钟点。${extra}`.trim();
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}
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const active = withData(buckets).filter((b) =>
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opts.mode === "abs" ? b.mean_abs != null : b.mean_signed != null
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);
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if (!active.length) {
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return "所选范围内暂无已结算波动样本。";
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}
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const windowName =
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range === "day" ? "今日" : range === "week" ? "本周" : "本月";
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// 日视图样本少时放宽；周/月仍要求单时段样本足够
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const pool = range === "day" ? active : enoughSamples(active);
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const ranked = [...pool]
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.sort((a, b) => {
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if (opts.mode === "abs") {
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return Math.abs(b.mean_abs ?? 0) - Math.abs(a.mean_abs ?? 0);
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}
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return Math.abs(b.mean_signed ?? 0) - Math.abs(a.mean_signed ?? 0);
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})
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.slice(0, TOP_K);
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if (!ranked.length) {
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return range === "day"
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? `${windowName}暂无可用波动样本。`
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: `${windowName}波动样本偏少（单时段不足 ${MIN_N} 条），暂不排名。`;
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}
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if (opts.mode === "abs") {
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const list = ranked
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.map((b) => `${b.label}（${fmtNum(b.mean_abs ?? 0, 2)}）`)
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.join("、");
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return `${windowName}波动较高时段：${list}。`;
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}
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const list = ranked
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.map((b) => {
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const v = b.mean_signed ?? 0;
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const dir = v >= 0 ? "偏多" : "偏空";
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return `${b.label}（${fmtNum(v, 2)}，${dir}）`;
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})
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.join("、");
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return `${windowName}带符号波动较大时段：${list}。`;
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}
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@@ -10,6 +10,7 @@ import AppNav from "../components/AppNav";
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import LeverageChart from "../components/LeverageChart";
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import LoginGate from "../components/LoginGate";
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import MovePointsChart from "../components/MovePointsChart";
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import { leverageSummary, moveSummary } from "../lib/opsSummary";
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type RangeKey = "day" | "week" | "month";
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type SideKey = "both" | "C" | "P";
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@@ -157,6 +158,9 @@ export default function OpsMapPage() {
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minLeverage={lev.min_leverage}
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||||
title={`上图 · 时段杠杆均值（${rangeLabel}）`}
|
||||
/>
|
||||
<p className="chart-summary">
|
||||
{leverageSummary(range, lev.buckets, lev.min_leverage)}
|
||||
</p>
|
||||
|
||||
<div className="toolbar" style={{ marginTop: "1.25rem" }}>
|
||||
<div className="seg">
|
||||
@@ -189,11 +193,14 @@ export default function OpsMapPage() {
|
||||
moveMode === "abs" ? "abs" : "signed"
|
||||
}）`}
|
||||
/>
|
||||
{mov?.message && (
|
||||
<p style={{ color: "var(--muted)", fontSize: "0.85rem", marginTop: "0.75rem" }}>
|
||||
{mov.message}
|
||||
</p>
|
||||
)}
|
||||
<p className="chart-summary">
|
||||
{moveSummary(range, mov?.buckets ?? [], {
|
||||
pendingExpiry: mov?.pending_expiry,
|
||||
pendingCount: mov?.pending_count,
|
||||
mode: moveMode,
|
||||
apiMessage: mov?.message,
|
||||
})}
|
||||
</p>
|
||||
</>
|
||||
)}
|
||||
</div>
|
||||
|
||||
@@ -179,6 +179,16 @@ select.field-input { cursor: pointer; }
|
||||
font-size: 0.85rem;
|
||||
}
|
||||
.chart-svg { width: 100%; height: auto; display: block; }
|
||||
.chart-summary {
|
||||
margin: 0.65rem 0 0;
|
||||
padding: 0.75rem 0.9rem;
|
||||
background: #0c1117;
|
||||
border: 1px solid #243041;
|
||||
border-radius: 8px;
|
||||
color: var(--muted);
|
||||
font-size: 0.88rem;
|
||||
line-height: 1.55;
|
||||
}
|
||||
.chart-legend {
|
||||
display: flex;
|
||||
flex-wrap: wrap;
|
||||
|
||||
Reference in New Issue
Block a user