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薇薇安
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@ -1208,9 +1208,32 @@ const GlobalConfig = () => {
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},
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]
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// 统计过滤可视化：解析全局 STATS_* 配置
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const rawStatsSymbolFilters = configs?.STATS_SYMBOL_FILTERS
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const rawStatsHourFilters = configs?.STATS_HOUR_FILTERS
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const statsSymbolFiltersValue =
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rawStatsSymbolFilters && typeof rawStatsSymbolFilters === 'object'
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? (rawStatsSymbolFilters.value ?? rawStatsSymbolFilters)
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: null
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const statsHourFiltersValue =
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rawStatsHourFilters && typeof rawStatsHourFilters === 'object'
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? (rawStatsHourFilters.value ?? rawStatsHourFilters)
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: null
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const statsBlacklist = Array.isArray(statsSymbolFiltersValue?.blacklist)
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? statsSymbolFiltersValue.blacklist
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: []
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const statsWhitelist = Array.isArray(statsSymbolFiltersValue?.whitelist)
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? statsSymbolFiltersValue.whitelist
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: []
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const statsHours = Array.isArray(statsHourFiltersValue?.hours)
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? statsHourFiltersValue.hours
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: []
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const statsGeneratedAt = statsSymbolFiltersValue?.generated_at || statsHourFiltersValue?.generated_at || null
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const statsDays = statsSymbolFiltersValue?.days || statsHourFiltersValue?.days || null
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return (
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<div className="global-config">
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@ -1653,6 +1676,7 @@ const GlobalConfig = () => {
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{ key: 'strategy', label: '策略参数' },
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{ key: 'scan', label: '市场扫描' },
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{ key: 'position', label: '仓位控制' },
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{ key: 'stats', label: '统计过滤' },
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].map(tab => (
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<button
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key={tab.key}
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@ -1676,13 +1700,169 @@ const GlobalConfig = () => {
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</div>
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</div>
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{/* 统计过滤可视化（仅在“统计过滤” Tab 展示） */}
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{activeTab === 'stats' && (
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<div style={{ marginBottom: '24px', padding: '16px', borderRadius: '8px', background: '#f8f9fb', border: '1px solid #e1e5ee' }}>
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<div style={{ marginBottom: '8px', display: 'flex', justifyContent: 'space-between', alignItems: 'baseline', gap: '12px', flexWrap: 'wrap' }}>
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<div>
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<h4 style={{ margin: 0, fontSize: '15px' }}>统计过滤总览</h4>
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<div style={{ fontSize: '12px', color: '#6c757d', marginTop: '4px' }}>
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基于最近 {statsDays || 7} 天的交易统计自动生成：差标的与差时段会被自动降权并提高信号门槛，仅影响自动交易，不会一刀切禁止。
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</div>
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</div>
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{statsGeneratedAt && (
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<div style={{ fontSize: '12px', color: '#6c757d' }}>生成时间（UTC）：{String(statsGeneratedAt).replace('T', ' ').slice(0, 19)}</div>
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)}
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</div>
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<div style={{ display: 'grid', gridTemplateColumns: 'minmax(0, 2fr) minmax(0, 1.6fr)', gap: '16px' }}>
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{/* Symbol 白/黑名单 */}
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<div style={{ background: '#ffffff', borderRadius: '6px', padding: '12px', border: '1px solid #e5e9f0' }}>
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<div style={{ display: 'flex', justifyContent: 'space-between', alignItems: 'center', marginBottom: '8px' }}>
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<strong style={{ fontSize: '13px' }}>交易对白名单 / 黑名单</strong>
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<span style={{ fontSize: '11px', color: '#6c757d' }}>
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白名单 {statsWhitelist.length} · 黑名单 {statsBlacklist.length}
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</span>
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</div>
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{(statsWhitelist.length === 0 && statsBlacklist.length === 0) ? (
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<div style={{ fontSize: '12px', color: '#999' }}>暂无统计结果（需先定时跑 7 天聚合脚本）。</div>
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) : (
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<div style={{ display: 'grid', gridTemplateColumns: 'minmax(0, 1fr) minmax(0, 1fr)', gap: '10px' }}>
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<div>
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<div style={{ fontSize: '12px', fontWeight: 600, marginBottom: '4px', color: '#155724' }}>白名单（近期表现较好）</div>
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<div style={{ maxHeight: '220px', overflowY: 'auto', border: '1px solid #e9ecef', borderRadius: '4px' }}>
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<table style={{ width: '100%', borderCollapse: 'collapse', fontSize: '12px' }}>
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<thead>
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<tr style={{ background: '#f1f3f5' }}>
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<th style={{ padding: '4px 6px', textAlign: 'left' }}>Symbol</th>
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<th style={{ padding: '4px 6px', textAlign: 'right' }}>笔数</th>
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<th style={{ padding: '4px 6px', textAlign: 'right' }}>净盈亏</th>
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<th style={{ padding: '4px 6px', textAlign: 'right' }}>胜率%</th>
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</tr>
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</thead>
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<tbody>
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{statsWhitelist.slice(0, 20).map((item) => (
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<tr key={item.symbol}>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f1f3f5', fontWeight: 600 }}>{item.symbol}</td>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f1f3f5', textAlign: 'right' }}>{item.trade_count}</td>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f1f3f5', textAlign: 'right', color: Number(item.net_pnl) >= 0 ? '#28a745' : '#dc3545' }}>
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{Number(item.net_pnl) >= 0 ? '+' : ''}{Number(item.net_pnl).toFixed(2)}
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</td>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f1f3f5', textAlign: 'right' }}>{Number(item.win_rate_pct).toFixed(1)}</td>
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</tr>
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))}
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</tbody>
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</table>
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</div>
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</div>
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<div>
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<div style={{ fontSize: '12px', fontWeight: 600, marginBottom: '4px', color: '#721c24' }}>黑名单（软降权，考核期中）</div>
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<div style={{ maxHeight: '220px', overflowY: 'auto', border: '1px solid #f5c6cb', borderRadius: '4px' }}>
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<table style={{ width: '100%', borderCollapse: 'collapse', fontSize: '12px' }}>
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<thead>
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<tr style={{ background: '#f8d7da' }}>
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<th style={{ padding: '4px 6px', textAlign: 'left' }}>Symbol</th>
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<th style={{ padding: '4px 6px', textAlign: 'right' }}>笔数</th>
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<th style={{ padding: '4px 6px', textAlign: 'right' }}>净盈亏</th>
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<th style={{ padding: '4px 6px', textAlign: 'right' }}>胜率%</th>
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</tr>
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</thead>
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<tbody>
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{statsBlacklist.slice(0, 20).map((item) => (
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<tr key={item.symbol}>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f5c6cb', fontWeight: 600 }}>{item.symbol}</td>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f5c6cb', textAlign: 'right' }}>{item.trade_count}</td>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f5c6cb', textAlign: 'right', color: '#dc3545' }}>
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{Number(item.net_pnl).toFixed(2)}
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</td>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f5c6cb', textAlign: 'right' }}>{Number(item.win_rate_pct).toFixed(1)}</td>
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</tr>
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))}
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</tbody>
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</table>
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</div>
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</div>
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</div>
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)}
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</div>
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{/* 按小时时段过滤 */}
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<div style={{ background: '#ffffff', borderRadius: '6px', padding: '12px', border: '1px solid #e5e9f0' }}>
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<div style={{ display: 'flex', justifyContent: 'space-between', alignItems: 'center', marginBottom: '8px' }}>
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<strong style={{ fontSize: '13px' }}>按小时过滤（北京时间）</strong>
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<span style={{ fontSize: '11px', color: '#6c757d' }}>bucket=bad → 降仓 & 提高信号门槛</span>
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</div>
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{statsHours.length === 0 ? (
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<div style={{ fontSize: '12px', color: '#999' }}>暂无时段统计结果。</div>
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) : (
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<div style={{ maxHeight: '260px', overflowY: 'auto', border: '1px solid #e9ecef', borderRadius: '4px' }}>
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<table style={{ width: '100%', borderCollapse: 'collapse', fontSize: '12px' }}>
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<thead>
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<tr style={{ background: '#f1f3f5' }}>
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<th style={{ padding: '4px 6px', textAlign: 'left' }}>小时</th>
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<th style={{ padding: '4px 6px', textAlign: 'right' }}>笔数</th>
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<th style={{ padding: '4px 6px', textAlign: 'right' }}>净盈亏</th>
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<th style={{ padding: '4px 6px', textAlign: 'center' }}>分组</th>
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<th style={{ padding: '4px 6px', textAlign: 'right' }}>仓位系数</th>
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<th style={{ padding: '4px 6px', textAlign: 'right' }}>信号+档数</th>
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</tr>
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</thead>
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<tbody>
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{statsHours
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.slice()
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.sort((a, b) => Number(a.hour) - Number(b.hour))
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.map((item) => {
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const bucket = String(item.bucket || '').toLowerCase()
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const rowBg =
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bucket === 'bad'
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? '#fff5f5'
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: bucket === 'good'
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? '#f0fff4'
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: '#ffffff'
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const badgeColor =
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bucket === 'bad'
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? '#dc3545'
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: bucket === 'good'
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? '#28a745'
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: '#6c757d'
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return (
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<tr key={item.hour} style={{ background: rowBg }}>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f1f3f5' }}>{item.hour}:00</td>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f1f3f5', textAlign: 'right' }}>{item.trade_count}</td>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f1f3f5', textAlign: 'right', color: Number(item.net_pnl) >= 0 ? '#28a745' : '#dc3545' }}>
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{Number(item.net_pnl) >= 0 ? '+' : ''}{Number(item.net_pnl).toFixed(2)}
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</td>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f1f3f5', textAlign: 'center' }}>
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<span style={{ display: 'inline-block', padding: '1px 6px', borderRadius: '10px', fontSize: '11px', color: badgeColor, border: `1px solid ${badgeColor}33` }}>
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{bucket || 'unknown'}
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</span>
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</td>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f1f3f5', textAlign: 'right' }}>
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{item.position_factor !== undefined ? Number(item.position_factor).toFixed(2) : '1.00'}
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</td>
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<td style={{ padding: '3px 6px', borderTop: '1px solid #f1f3f5', textAlign: 'right' }}>
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{item.signal_boost || 0}
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</td>
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</tr>
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)
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})}
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</tbody>
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</table>
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</div>
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)}
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</div>
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</div>
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</div>
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)}
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{Object.keys(configs).length > 0 ? (
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(() => {
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const configCategories = {
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'risk': '风险控制',
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'strategy': '策略参数',
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'scan': '市场扫描',
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'position': '仓位控制',
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risk: '风险控制',
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strategy: '策略参数',
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scan: '市场扫描',
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position: '仓位控制',
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stats: '统计过滤',
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}
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// 过滤逻辑
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