bfxsentry-agent 0.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/config/default.yaml +137 -0
- package/config/phase1-safety.yaml +24 -0
- package/dist/bin/sentry.d.ts +3 -0
- package/dist/bin/sentry.d.ts.map +1 -0
- package/dist/bin/sentry.js +124 -0
- package/dist/bin/sentry.js.map +1 -0
- package/dist/src/backtest/fill-simulator.d.ts +5 -0
- package/dist/src/backtest/fill-simulator.d.ts.map +1 -0
- package/dist/src/backtest/fill-simulator.js +43 -0
- package/dist/src/backtest/fill-simulator.js.map +1 -0
- package/dist/src/backtest/report.d.ts +3 -0
- package/dist/src/backtest/report.d.ts.map +1 -0
- package/dist/src/backtest/report.js +43 -0
- package/dist/src/backtest/report.js.map +1 -0
- package/dist/src/backtest/runner.d.ts +34 -0
- package/dist/src/backtest/runner.d.ts.map +1 -0
- package/dist/src/backtest/runner.js +132 -0
- package/dist/src/backtest/runner.js.map +1 -0
- package/dist/src/collector/basis-monitor.d.ts +9 -0
- package/dist/src/collector/basis-monitor.d.ts.map +1 -0
- package/dist/src/collector/basis-monitor.js +52 -0
- package/dist/src/collector/basis-monitor.js.map +1 -0
- package/dist/src/collector/bitfinex-rest.d.ts +20 -0
- package/dist/src/collector/bitfinex-rest.d.ts.map +1 -0
- package/dist/src/collector/bitfinex-rest.js +350 -0
- package/dist/src/collector/bitfinex-rest.js.map +1 -0
- package/dist/src/collector/event-detector.d.ts +3 -0
- package/dist/src/collector/event-detector.d.ts.map +1 -0
- package/dist/src/collector/event-detector.js +41 -0
- package/dist/src/collector/event-detector.js.map +1 -0
- package/dist/src/collector/polymarket.d.ts +32 -0
- package/dist/src/collector/polymarket.d.ts.map +1 -0
- package/dist/src/collector/polymarket.js +89 -0
- package/dist/src/collector/polymarket.js.map +1 -0
- package/dist/src/collector/types.d.ts +114 -0
- package/dist/src/collector/types.d.ts.map +1 -0
- package/dist/src/collector/types.js +2 -0
- package/dist/src/collector/types.js.map +1 -0
- package/dist/src/core/config.d.ts +67 -0
- package/dist/src/core/config.d.ts.map +1 -0
- package/dist/src/core/config.js +27 -0
- package/dist/src/core/config.js.map +1 -0
- package/dist/src/core/decision-log.d.ts +7 -0
- package/dist/src/core/decision-log.d.ts.map +1 -0
- package/dist/src/core/decision-log.js +69 -0
- package/dist/src/core/decision-log.js.map +1 -0
- package/dist/src/core/engine.d.ts +19 -0
- package/dist/src/core/engine.d.ts.map +1 -0
- package/dist/src/core/engine.js +148 -0
- package/dist/src/core/engine.js.map +1 -0
- package/dist/src/core/event-bus.d.ts +12 -0
- package/dist/src/core/event-bus.d.ts.map +1 -0
- package/dist/src/core/event-bus.js +21 -0
- package/dist/src/core/event-bus.js.map +1 -0
- package/dist/src/core/logger.d.ts +4 -0
- package/dist/src/core/logger.d.ts.map +1 -0
- package/dist/src/core/logger.js +22 -0
- package/dist/src/core/logger.js.map +1 -0
- package/dist/src/core/recorder.d.ts +7 -0
- package/dist/src/core/recorder.d.ts.map +1 -0
- package/dist/src/core/recorder.js +42 -0
- package/dist/src/core/recorder.js.map +1 -0
- package/dist/src/executor/bitfinex-trader.d.ts +3 -0
- package/dist/src/executor/bitfinex-trader.d.ts.map +1 -0
- package/dist/src/executor/bitfinex-trader.js +119 -0
- package/dist/src/executor/bitfinex-trader.js.map +1 -0
- package/dist/src/executor/dry-run.d.ts +4 -0
- package/dist/src/executor/dry-run.d.ts.map +1 -0
- package/dist/src/executor/dry-run.js +39 -0
- package/dist/src/executor/dry-run.js.map +1 -0
- package/dist/src/executor/order-id.d.ts +5 -0
- package/dist/src/executor/order-id.d.ts.map +1 -0
- package/dist/src/executor/order-id.js +20 -0
- package/dist/src/executor/order-id.js.map +1 -0
- package/dist/src/executor/reconciler.d.ts +8 -0
- package/dist/src/executor/reconciler.d.ts.map +1 -0
- package/dist/src/executor/reconciler.js +44 -0
- package/dist/src/executor/reconciler.js.map +1 -0
- package/dist/src/executor/types.d.ts +19 -0
- package/dist/src/executor/types.d.ts.map +1 -0
- package/dist/src/executor/types.js +2 -0
- package/dist/src/executor/types.js.map +1 -0
- package/dist/src/risk/cooldown.d.ts +8 -0
- package/dist/src/risk/cooldown.d.ts.map +1 -0
- package/dist/src/risk/cooldown.js +30 -0
- package/dist/src/risk/cooldown.js.map +1 -0
- package/dist/src/risk/portfolio-filter.d.ts +9 -0
- package/dist/src/risk/portfolio-filter.d.ts.map +1 -0
- package/dist/src/risk/portfolio-filter.js +58 -0
- package/dist/src/risk/portfolio-filter.js.map +1 -0
- package/dist/src/risk/position-manager.d.ts +19 -0
- package/dist/src/risk/position-manager.d.ts.map +1 -0
- package/dist/src/risk/position-manager.js +171 -0
- package/dist/src/risk/position-manager.js.map +1 -0
- package/dist/src/risk/strategy-filter.d.ts +8 -0
- package/dist/src/risk/strategy-filter.d.ts.map +1 -0
- package/dist/src/risk/strategy-filter.js +40 -0
- package/dist/src/risk/strategy-filter.js.map +1 -0
- package/dist/src/risk/var-calculator.d.ts +10 -0
- package/dist/src/risk/var-calculator.d.ts.map +1 -0
- package/dist/src/risk/var-calculator.js +38 -0
- package/dist/src/risk/var-calculator.js.map +1 -0
- package/dist/src/signal/funding-radar.d.ts +4 -0
- package/dist/src/signal/funding-radar.d.ts.map +1 -0
- package/dist/src/signal/funding-radar.js +92 -0
- package/dist/src/signal/funding-radar.js.map +1 -0
- package/dist/src/signal/index.d.ts +12 -0
- package/dist/src/signal/index.d.ts.map +1 -0
- package/dist/src/signal/index.js +37 -0
- package/dist/src/signal/index.js.map +1 -0
- package/dist/src/signal/liquidation.d.ts +4 -0
- package/dist/src/signal/liquidation.d.ts.map +1 -0
- package/dist/src/signal/liquidation.js +83 -0
- package/dist/src/signal/liquidation.js.map +1 -0
- package/dist/src/signal/orderbook.d.ts +4 -0
- package/dist/src/signal/orderbook.d.ts.map +1 -0
- package/dist/src/signal/orderbook.js +100 -0
- package/dist/src/signal/orderbook.js.map +1 -0
- package/dist/src/signal/smart-money.d.ts +4 -0
- package/dist/src/signal/smart-money.d.ts.map +1 -0
- package/dist/src/signal/smart-money.js +39 -0
- package/dist/src/signal/smart-money.js.map +1 -0
- package/dist/src/signal/types.d.ts +13 -0
- package/dist/src/signal/types.d.ts.map +1 -0
- package/dist/src/signal/types.js +2 -0
- package/dist/src/signal/types.js.map +1 -0
- package/dist/src/skill/backtest.d.ts +5 -0
- package/dist/src/skill/backtest.d.ts.map +1 -0
- package/dist/src/skill/backtest.js +14 -0
- package/dist/src/skill/backtest.js.map +1 -0
- package/dist/src/skill/config.d.ts +4 -0
- package/dist/src/skill/config.d.ts.map +1 -0
- package/dist/src/skill/config.js +35 -0
- package/dist/src/skill/config.js.map +1 -0
- package/dist/src/skill/logs.d.ts +5 -0
- package/dist/src/skill/logs.d.ts.map +1 -0
- package/dist/src/skill/logs.js +37 -0
- package/dist/src/skill/logs.js.map +1 -0
- package/dist/src/skill/scan.d.ts +5 -0
- package/dist/src/skill/scan.d.ts.map +1 -0
- package/dist/src/skill/scan.js +75 -0
- package/dist/src/skill/scan.js.map +1 -0
- package/dist/src/skill/signal.d.ts +4 -0
- package/dist/src/skill/signal.d.ts.map +1 -0
- package/dist/src/skill/signal.js +63 -0
- package/dist/src/skill/signal.js.map +1 -0
- package/dist/src/skill/status.d.ts +2 -0
- package/dist/src/skill/status.d.ts.map +1 -0
- package/dist/src/skill/status.js +58 -0
- package/dist/src/skill/status.js.map +1 -0
- package/dist/src/skill/strategy.d.ts +4 -0
- package/dist/src/skill/strategy.d.ts.map +1 -0
- package/dist/src/skill/strategy.js +44 -0
- package/dist/src/skill/strategy.js.map +1 -0
- package/dist/src/skill/trade.d.ts +6 -0
- package/dist/src/skill/trade.d.ts.map +1 -0
- package/dist/src/skill/trade.js +58 -0
- package/dist/src/skill/trade.js.map +1 -0
- package/dist/src/strategy/funding-arb.d.ts +6 -0
- package/dist/src/strategy/funding-arb.d.ts.map +1 -0
- package/dist/src/strategy/funding-arb.js +57 -0
- package/dist/src/strategy/funding-arb.js.map +1 -0
- package/dist/src/strategy/index.d.ts +7 -0
- package/dist/src/strategy/index.d.ts.map +1 -0
- package/dist/src/strategy/index.js +27 -0
- package/dist/src/strategy/index.js.map +1 -0
- package/dist/src/strategy/liq-hunter.d.ts +6 -0
- package/dist/src/strategy/liq-hunter.d.ts.map +1 -0
- package/dist/src/strategy/liq-hunter.js +61 -0
- package/dist/src/strategy/liq-hunter.js.map +1 -0
- package/dist/src/strategy/ob-sniper.d.ts +6 -0
- package/dist/src/strategy/ob-sniper.d.ts.map +1 -0
- package/dist/src/strategy/ob-sniper.js +47 -0
- package/dist/src/strategy/ob-sniper.js.map +1 -0
- package/dist/src/strategy/pm-hedge.d.ts +6 -0
- package/dist/src/strategy/pm-hedge.d.ts.map +1 -0
- package/dist/src/strategy/pm-hedge.js +55 -0
- package/dist/src/strategy/pm-hedge.js.map +1 -0
- package/dist/src/strategy/smart-follow.d.ts +6 -0
- package/dist/src/strategy/smart-follow.d.ts.map +1 -0
- package/dist/src/strategy/smart-follow.js +44 -0
- package/dist/src/strategy/smart-follow.js.map +1 -0
- package/dist/src/strategy/types.d.ts +58 -0
- package/dist/src/strategy/types.d.ts.map +1 -0
- package/dist/src/strategy/types.js +2 -0
- package/dist/src/strategy/types.js.map +1 -0
- package/package.json +54 -0
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export function generateOrderbookSignals(snapshot) {
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const { orderbook, tradeFlow, ticker } = snapshot;
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const now = snapshot.timestamp;
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const signals = [];
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const { bidDepth05, askDepth05, walls } = orderbook;
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const imbalance05 = askDepth05 > 0 ? bidDepth05 / askDepth05 : 1;
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// O1: 买盘失衡
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if (imbalance05 >= 1.5 && tradeFlow.netFlow60s > 0) {
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signals.push({
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id: 'OB-1',
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module: 'orderbook',
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direction: 'long',
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confidence: Math.min(80, 50 + (imbalance05 - 1.5) * 30),
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level: 'yellow',
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title: '买盘失衡',
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summary: `Bid/Ask ${imbalance05.toFixed(2)}x (0.5%), 60s 净买入 ${tradeFlow.netFlow60s.toFixed(3)} BTC`,
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details: {
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imbalance: imbalance05,
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bidDepth: bidDepth05,
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askDepth: askDepth05,
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netFlow: tradeFlow.netFlow60s,
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buyRatio: tradeFlow.buyRatio60s,
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},
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ttlSec: 120,
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timestamp: now,
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});
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}
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// O2: 卖盘失衡
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if (imbalance05 <= 0.67 && tradeFlow.netFlow60s < 0) {
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signals.push({
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id: 'OB-2',
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module: 'orderbook',
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direction: 'short',
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confidence: Math.min(80, 50 + (1 / imbalance05 - 1.5) * 30),
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level: 'yellow',
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title: '卖盘失衡',
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summary: `Bid/Ask ${imbalance05.toFixed(2)}x (0.5%), 60s 净卖出 ${Math.abs(tradeFlow.netFlow60s).toFixed(3)} BTC`,
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details: {
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imbalance: imbalance05,
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bidDepth: bidDepth05,
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askDepth: askDepth05,
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netFlow: tradeFlow.netFlow60s,
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buyRatio: tradeFlow.buyRatio60s,
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},
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ttlSec: 120,
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timestamp: now,
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});
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}
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// O3: Wall breaks (detected via event-detector, but also check current state)
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const askWalls = walls.filter(w => w.side === 'ask');
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const bidWalls = walls.filter(w => w.side === 'bid');
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for (const w of askWalls) {
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if (ticker.lastPrice >= w.price * 0.999) {
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signals.push({
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id: `OB-3a-${w.price.toFixed(0)}`,
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module: 'orderbook',
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direction: 'long',
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confidence: 60,
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level: 'yellow',
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title: '上方墙突破',
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summary: `价格逼近卖墙 $${w.price.toFixed(0)} (${w.multiplier.toFixed(1)}x 均量)`,
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details: { wall: w, price: ticker.lastPrice },
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ttlSec: 60,
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timestamp: now,
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});
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}
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}
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for (const w of bidWalls) {
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if (ticker.lastPrice <= w.price * 1.001) {
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signals.push({
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id: `OB-3b-${w.price.toFixed(0)}`,
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module: 'orderbook',
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direction: 'short',
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confidence: 60,
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level: 'yellow',
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title: '下方墙击穿',
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summary: `价格逼近买墙 $${w.price.toFixed(0)} (${w.multiplier.toFixed(1)}x 均量)`,
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details: { wall: w, price: ticker.lastPrice },
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ttlSec: 60,
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timestamp: now,
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});
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}
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}
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// No signals = green
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if (signals.length === 0) {
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signals.push({
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id: 'OB-0',
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module: 'orderbook',
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direction: 'neutral',
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confidence: 20,
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level: 'green',
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title: '盘口正常',
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summary: `Bid/Ask ${imbalance05.toFixed(2)}x, 墙 ${walls.length} 个`,
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details: { imbalance: imbalance05, wallCount: walls.length },
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timestamp: now,
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});
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}
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return signals;
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}
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//# sourceMappingURL=orderbook.js.map
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{"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../../../src/signal/orderbook.ts"],"names":[],"mappings":"AAGA,MAAM,UAAU,wBAAwB,CAAC,QAAwB;IAC/D,MAAM,EAAE,SAAS,EAAE,SAAS,EAAE,MAAM,EAAE,GAAG,QAAQ,CAAA;IACjD,MAAM,GAAG,GAAG,QAAQ,CAAC,SAAS,CAAA;IAC9B,MAAM,OAAO,GAAa,EAAE,CAAA;IAE5B,MAAM,EAAE,UAAU,EAAE,UAAU,EAAE,KAAK,EAAE,GAAG,SAAS,CAAA;IACnD,MAAM,WAAW,GAAG,UAAU,GAAG,CAAC,CAAC,CAAC,CAAC,UAAU,GAAG,UAAU,CAAC,CAAC,CAAC,CAAC,CAAA;IAEhE,WAAW;IACX,IAAI,WAAW,IAAI,GAAG,IAAI,SAAS,CAAC,UAAU,GAAG,CAAC,EAAE,CAAC;QACnD,OAAO,CAAC,IAAI,CAAC;YACX,EAAE,EAAE,MAAM;YACV,MAAM,EAAE,WAAW;YACnB,SAAS,EAAE,MAAM;YACjB,UAAU,EAAE,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,EAAE,GAAG,CAAC,WAAW,GAAG,GAAG,CAAC,GAAG,EAAE,CAAC;YACvD,KAAK,EAAE,QAAQ;YACf,KAAK,EAAE,MAAM;YACb,OAAO,EAAE,WAAW,WAAW,CAAC,OAAO,CAAC,CAAC,CAAC,qBAAqB,SAAS,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,CAAC,MAAM;YACpG,OAAO,EAAE;gBACP,SAAS,EAAE,WAAW;gBACtB,QAAQ,EAAE,UAAU;gBACpB,QAAQ,EAAE,UAAU;gBACpB,OAAO,EAAE,SAAS,CAAC,UAAU;gBAC7B,QAAQ,EAAE,SAAS,CAAC,WAAW;aAChC;YACD,MAAM,EAAE,GAAG;YACX,SAAS,EAAE,GAAG;SACf,CAAC,CAAA;IACJ,CAAC;IAED,WAAW;IACX,IAAI,WAAW,IAAI,IAAI,IAAI,SAAS,CAAC,UAAU,GAAG,CAAC,EAAE,CAAC;QACpD,OAAO,CAAC,IAAI,CAAC;YACX,EAAE,EAAE,MAAM;YACV,MAAM,EAAE,WAAW;YACnB,SAAS,EAAE,OAAO;YAClB,UAAU,EAAE,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,EAAE,GAAG,CAAC,CAAC,GAAG,WAAW,GAAG,GAAG,CAAC,GAAG,EAAE,CAAC;YAC3D,KAAK,EAAE,QAAQ;YACf,KAAK,EAAE,MAAM;YACb,OAAO,EAAE,WAAW,WAAW,CAAC,OAAO,CAAC,CAAC,CAAC,qBAAqB,IAAI,CAAC,GAAG,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,MAAM;YAC9G,OAAO,EAAE;gBACP,SAAS,EAAE,WAAW;gBACtB,QAAQ,EAAE,UAAU;gBACpB,QAAQ,EAAE,UAAU;gBACpB,OAAO,EAAE,SAAS,CAAC,UAAU;gBAC7B,QAAQ,EAAE,SAAS,CAAC,WAAW;aAChC;YACD,MAAM,EAAE,GAAG;YACX,SAAS,EAAE,GAAG;SACf,CAAC,CAAA;IACJ,CAAC;IAED,8EAA8E;IAC9E,MAAM,QAAQ,GAAG,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,KAAK,CAAC,CAAA;IACpD,MAAM,QAAQ,GAAG,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,KAAK,CAAC,CAAA;IAEpD,KAAK,MAAM,CAAC,IAAI,QAAQ,EAAE,CAAC;QACzB,IAAI,MAAM,CAAC,SAAS,IAAI,CAAC,CAAC,KAAK,GAAG,KAAK,EAAE,CAAC;YACxC,OAAO,CAAC,IAAI,CAAC;gBACX,EAAE,EAAE,SAAS,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE;gBACjC,MAAM,EAAE,WAAW;gBACnB,SAAS,EAAE,MAAM;gBACjB,UAAU,EAAE,EAAE;gBACd,KAAK,EAAE,QAAQ;gBACf,KAAK,EAAE,OAAO;gBACd,OAAO,EAAE,WAAW,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,CAAC,OAAO;gBACzE,OAAO,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,KAAK,EAAE,MAAM,CAAC,SAAS,EAAE;gBAC7C,MAAM,EAAE,EAAE;gBACV,SAAS,EAAE,GAAG;aACf,CAAC,CAAA;QACJ,CAAC;IACH,CAAC;IAED,KAAK,MAAM,CAAC,IAAI,QAAQ,EAAE,CAAC;QACzB,IAAI,MAAM,CAAC,SAAS,IAAI,CAAC,CAAC,KAAK,GAAG,KAAK,EAAE,CAAC;YACxC,OAAO,CAAC,IAAI,CAAC;gBACX,EAAE,EAAE,SAAS,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE;gBACjC,MAAM,EAAE,WAAW;gBACnB,SAAS,EAAE,OAAO;gBAClB,UAAU,EAAE,EAAE;gBACd,KAAK,EAAE,QAAQ;gBACf,KAAK,EAAE,OAAO;gBACd,OAAO,EAAE,WAAW,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,CAAC,OAAO;gBACzE,OAAO,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,KAAK,EAAE,MAAM,CAAC,SAAS,EAAE;gBAC7C,MAAM,EAAE,EAAE;gBACV,SAAS,EAAE,GAAG;aACf,CAAC,CAAA;QACJ,CAAC;IACH,CAAC;IAED,qBAAqB;IACrB,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACzB,OAAO,CAAC,IAAI,CAAC;YACX,EAAE,EAAE,MAAM;YACV,MAAM,EAAE,WAAW;YACnB,SAAS,EAAE,SAAS;YACpB,UAAU,EAAE,EAAE;YACd,KAAK,EAAE,OAAO;YACd,KAAK,EAAE,MAAM;YACb,OAAO,EAAE,WAAW,WAAW,CAAC,OAAO,CAAC,CAAC,CAAC,QAAQ,KAAK,CAAC,MAAM,IAAI;YAClE,OAAO,EAAE,EAAE,SAAS,EAAE,WAAW,EAAE,SAAS,EAAE,KAAK,CAAC,MAAM,EAAE;YAC5D,SAAS,EAAE,GAAG;SACf,CAAC,CAAA;IACJ,CAAC;IAED,OAAO,OAAO,CAAA;AAChB,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"smart-money.d.ts","sourceRoot":"","sources":["../../../src/signal/smart-money.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,uBAAuB,CAAA;AAC3D,OAAO,KAAK,EAAE,MAAM,EAAE,MAAM,YAAY,CAAA;AAExC,wBAAgB,yBAAyB,CAAC,QAAQ,EAAE,cAAc,GAAG,MAAM,EAAE,CAyC5E"}
|
|
@@ -0,0 +1,39 @@
|
|
|
1
|
+
export function generateSmartMoneySignals(snapshot) {
|
|
2
|
+
const { whales, whaleScore, whaleDirection, deriv } = snapshot;
|
|
3
|
+
const now = snapshot.timestamp;
|
|
4
|
+
if (whales.length === 0)
|
|
5
|
+
return [];
|
|
6
|
+
const longWhales = whales.filter(w => w.direction === 'long');
|
|
7
|
+
const shortWhales = whales.filter(w => w.direction === 'short');
|
|
8
|
+
const totalAligned = Math.max(longWhales.length, shortWhales.length);
|
|
9
|
+
const majorityDir = longWhales.length >= shortWhales.length ? 'long' : 'short';
|
|
10
|
+
// Funding dimension
|
|
11
|
+
const fr = deriv?.fundingRate ?? 0;
|
|
12
|
+
const annualized = Math.abs(fr * 3 * 365 * 100);
|
|
13
|
+
let fundingWarning = '';
|
|
14
|
+
if (annualized > 100)
|
|
15
|
+
fundingWarning = '资金费率过热';
|
|
16
|
+
const direction = whaleScore >= 60 ? 'long' : whaleScore <= 40 ? 'short' : 'neutral';
|
|
17
|
+
const signals = [{
|
|
18
|
+
id: 'SM-1',
|
|
19
|
+
module: 'smart-money',
|
|
20
|
+
direction: direction,
|
|
21
|
+
confidence: Math.min(95, whaleScore),
|
|
22
|
+
level: whaleScore >= 70 || whaleScore <= 30 ? 'red' : whaleScore >= 60 || whaleScore <= 40 ? 'yellow' : 'green',
|
|
23
|
+
title: `聪明钱 ${whaleDirection}`,
|
|
24
|
+
summary: `综合评分 ${whaleScore.toFixed(0)}/100, ${totalAligned} 鲸鱼${majorityDir === 'long' ? '做多' : '做空'}主导${fundingWarning ? `, ${fundingWarning}` : ''}`,
|
|
25
|
+
details: {
|
|
26
|
+
score: whaleScore,
|
|
27
|
+
longWhales: longWhales.length,
|
|
28
|
+
shortWhales: shortWhales.length,
|
|
29
|
+
hedgeWhales: whales.length - longWhales.length - shortWhales.length,
|
|
30
|
+
topPnl: whales.slice(0, 5).map(w => ({
|
|
31
|
+
username: w.username, pnl: w.pnl, direction: w.direction,
|
|
32
|
+
})),
|
|
33
|
+
fundingAnnualized: annualized,
|
|
34
|
+
},
|
|
35
|
+
timestamp: now,
|
|
36
|
+
}];
|
|
37
|
+
return signals;
|
|
38
|
+
}
|
|
39
|
+
//# sourceMappingURL=smart-money.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"smart-money.js","sourceRoot":"","sources":["../../../src/signal/smart-money.ts"],"names":[],"mappings":"AAGA,MAAM,UAAU,yBAAyB,CAAC,QAAwB;IAChE,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,cAAc,EAAE,KAAK,EAAE,GAAG,QAAQ,CAAA;IAC9D,MAAM,GAAG,GAAG,QAAQ,CAAC,SAAS,CAAA;IAE9B,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,EAAE,CAAA;IAElC,MAAM,UAAU,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,SAAS,KAAK,MAAM,CAAC,CAAA;IAC7D,MAAM,WAAW,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,SAAS,KAAK,OAAO,CAAC,CAAA;IAC/D,MAAM,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,MAAM,EAAE,WAAW,CAAC,MAAM,CAAC,CAAA;IACpE,MAAM,WAAW,GAAG,UAAU,CAAC,MAAM,IAAI,WAAW,CAAC,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAA;IAE9E,oBAAoB;IACpB,MAAM,EAAE,GAAG,KAAK,EAAE,WAAW,IAAI,CAAC,CAAA;IAClC,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,GAAG,CAAC,GAAG,GAAG,GAAG,GAAG,CAAC,CAAA;IAC/C,IAAI,cAAc,GAAG,EAAE,CAAA;IACvB,IAAI,UAAU,GAAG,GAAG;QAAE,cAAc,GAAG,QAAQ,CAAA;IAE/C,MAAM,SAAS,GAAG,UAAU,IAAI,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,UAAU,IAAI,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,CAAA;IAEpF,MAAM,OAAO,GAAa,CAAC;YACzB,EAAE,EAAE,MAAM;YACV,MAAM,EAAE,aAAa;YACrB,SAAS,EAAE,SAAgC;YAC3C,UAAU,EAAE,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,UAAU,CAAC;YACpC,KAAK,EAAE,UAAU,IAAI,EAAE,IAAI,UAAU,IAAI,EAAE,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,IAAI,EAAE,IAAI,UAAU,IAAI,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,OAAO;YAC/G,KAAK,EAAE,OAAO,cAAc,EAAE;YAC9B,OAAO,EAAE,QAAQ,UAAU,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,YAAY,MAAM,WAAW,KAAK,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,KAAK,cAAc,CAAC,CAAC,CAAC,KAAK,cAAc,EAAE,CAAC,CAAC,CAAC,EAAE,EAAE;YACvJ,OAAO,EAAE;gBACP,KAAK,EAAE,UAAU;gBACjB,UAAU,EAAE,UAAU,CAAC,MAAM;gBAC7B,WAAW,EAAE,WAAW,CAAC,MAAM;gBAC/B,WAAW,EAAE,MAAM,CAAC,MAAM,GAAG,UAAU,CAAC,MAAM,GAAG,WAAW,CAAC,MAAM;gBACnE,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC;oBACnC,QAAQ,EAAE,CAAC,CAAC,QAAQ,EAAE,GAAG,EAAE,CAAC,CAAC,GAAG,EAAE,SAAS,EAAE,CAAC,CAAC,SAAS;iBACzD,CAAC,CAAC;gBACH,iBAAiB,EAAE,UAAU;aAC9B;YACD,SAAS,EAAE,GAAG;SACf,CAAC,CAAA;IAEF,OAAO,OAAO,CAAA;AAChB,CAAC"}
|
|
@@ -0,0 +1,13 @@
|
|
|
1
|
+
export interface Signal {
|
|
2
|
+
id: string;
|
|
3
|
+
module: 'smart-money' | 'funding' | 'liquidation' | 'orderbook' | 'polymarket';
|
|
4
|
+
direction: 'long' | 'short' | 'neutral';
|
|
5
|
+
confidence: number;
|
|
6
|
+
level: 'green' | 'yellow' | 'red';
|
|
7
|
+
title: string;
|
|
8
|
+
summary: string;
|
|
9
|
+
details: Record<string, unknown>;
|
|
10
|
+
ttlSec?: number;
|
|
11
|
+
timestamp: number;
|
|
12
|
+
}
|
|
13
|
+
//# sourceMappingURL=types.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../../src/signal/types.ts"],"names":[],"mappings":"AAAA,MAAM,WAAW,MAAM;IACrB,EAAE,EAAE,MAAM,CAAA;IACV,MAAM,EAAE,aAAa,GAAG,SAAS,GAAG,aAAa,GAAG,WAAW,GAAG,YAAY,CAAA;IAC9E,SAAS,EAAE,MAAM,GAAG,OAAO,GAAG,SAAS,CAAA;IACvC,UAAU,EAAE,MAAM,CAAA;IAClB,KAAK,EAAE,OAAO,GAAG,QAAQ,GAAG,KAAK,CAAA;IACjC,KAAK,EAAE,MAAM,CAAA;IACb,OAAO,EAAE,MAAM,CAAA;IACf,OAAO,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;IAChC,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,SAAS,EAAE,MAAM,CAAA;CAClB"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/signal/types.ts"],"names":[],"mappings":""}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"backtest.d.ts","sourceRoot":"","sources":["../../../src/skill/backtest.ts"],"names":[],"mappings":"AAMA,wBAAsB,eAAe,CACnC,QAAQ,EAAE,MAAM,GAAG,SAAS,EAC5B,OAAO,EAAE;IAAE,IAAI,CAAC,EAAE,MAAM,CAAC;IAAC,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,iBAU5C"}
|
|
@@ -0,0 +1,14 @@
|
|
|
1
|
+
import chalk from 'chalk';
|
|
2
|
+
import { loadConfig } from '../core/config.js';
|
|
3
|
+
import { initLogger } from '../core/logger.js';
|
|
4
|
+
import { runBacktest } from '../backtest/runner.js';
|
|
5
|
+
import { printBacktestReport } from '../backtest/report.js';
|
|
6
|
+
export async function backtestCommand(strategy, options) {
|
|
7
|
+
initLogger('warn');
|
|
8
|
+
const cfg = loadConfig(options.config);
|
|
9
|
+
const days = parseInt(options.days || '7');
|
|
10
|
+
console.log(chalk.dim(`\n 回测中... 策略: ${strategy || 'all'}, 天数: ${days}\n`));
|
|
11
|
+
const result = await runBacktest(cfg, strategy, days);
|
|
12
|
+
printBacktestReport(result);
|
|
13
|
+
}
|
|
14
|
+
//# sourceMappingURL=backtest.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"backtest.js","sourceRoot":"","sources":["../../../src/skill/backtest.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,MAAM,OAAO,CAAA;AACzB,OAAO,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAA;AAC9C,OAAO,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAA;AAC9C,OAAO,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAA;AACnD,OAAO,EAAE,mBAAmB,EAAE,MAAM,uBAAuB,CAAA;AAE3D,MAAM,CAAC,KAAK,UAAU,eAAe,CACnC,QAA4B,EAC5B,OAA2C;IAE3C,UAAU,CAAC,MAAM,CAAC,CAAA;IAClB,MAAM,GAAG,GAAG,UAAU,CAAC,OAAO,CAAC,MAAM,CAAC,CAAA;IACtC,MAAM,IAAI,GAAG,QAAQ,CAAC,OAAO,CAAC,IAAI,IAAI,GAAG,CAAC,CAAA;IAE1C,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,kBAAkB,QAAQ,IAAI,KAAK,SAAS,IAAI,IAAI,CAAC,CAAC,CAAA;IAE5E,MAAM,MAAM,GAAG,MAAM,WAAW,CAAC,GAAG,EAAE,QAAQ,EAAE,IAAI,CAAC,CAAA;IACrD,mBAAmB,CAAC,MAAM,CAAC,CAAA;AAC7B,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"config.d.ts","sourceRoot":"","sources":["../../../src/skill/config.ts"],"names":[],"mappings":"AAGA,wBAAsB,aAAa,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,EAAE,EAAE,OAAO,CAAC,EAAE;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,iBAsBjG"}
|
|
@@ -0,0 +1,35 @@
|
|
|
1
|
+
import chalk from 'chalk';
|
|
2
|
+
import { loadConfig } from '../core/config.js';
|
|
3
|
+
export async function configCommand(action, args, options) {
|
|
4
|
+
const cfg = loadConfig(options?.config);
|
|
5
|
+
if (action === 'show') {
|
|
6
|
+
console.log('');
|
|
7
|
+
console.log(chalk.bold.cyan(' BfxSentry · 当前配置'));
|
|
8
|
+
console.log('');
|
|
9
|
+
printObj(cfg, 2);
|
|
10
|
+
console.log('');
|
|
11
|
+
return;
|
|
12
|
+
}
|
|
13
|
+
if (action === 'set' && args && args.length >= 2) {
|
|
14
|
+
const path = args[0];
|
|
15
|
+
const value = args[1];
|
|
16
|
+
console.log(chalk.yellow(`\n 运行时配置修改: ${path} = ${value}`));
|
|
17
|
+
console.log(chalk.dim(' 注: 运行时修改不会持久化,重启后恢复默认\n'));
|
|
18
|
+
// In a full implementation, this would modify the in-memory config
|
|
19
|
+
return;
|
|
20
|
+
}
|
|
21
|
+
console.log(chalk.dim('\n 用法: sentry config show | sentry config set <path> <value>\n'));
|
|
22
|
+
}
|
|
23
|
+
function printObj(obj, indent) {
|
|
24
|
+
for (const [key, value] of Object.entries(obj)) {
|
|
25
|
+
const pad = ' '.repeat(indent);
|
|
26
|
+
if (value && typeof value === 'object' && !Array.isArray(value)) {
|
|
27
|
+
console.log(`${pad}${chalk.bold(key)}:`);
|
|
28
|
+
printObj(value, indent + 2);
|
|
29
|
+
}
|
|
30
|
+
else {
|
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console.log(`${pad}${chalk.dim(key)}: ${chalk.white(String(value))}`);
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}
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}
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}
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//# sourceMappingURL=config.js.map
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1
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{"version":3,"file":"config.js","sourceRoot":"","sources":["../../../src/skill/config.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,MAAM,OAAO,CAAA;AACzB,OAAO,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAA;AAE9C,MAAM,CAAC,KAAK,UAAU,aAAa,CAAC,MAAc,EAAE,IAAe,EAAE,OAA6B;IAChG,MAAM,GAAG,GAAG,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAA;IAEvC,IAAI,MAAM,KAAK,MAAM,EAAE,CAAC;QACtB,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;QACf,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,oBAAoB,CAAC,CAAC,CAAA;QAClD,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;QACf,QAAQ,CAAC,GAAyC,EAAE,CAAC,CAAC,CAAA;QACtD,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;QACf,OAAM;IACR,CAAC;IAED,IAAI,MAAM,KAAK,KAAK,IAAI,IAAI,IAAI,IAAI,CAAC,MAAM,IAAI,CAAC,EAAE,CAAC;QACjD,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,CAAA;QACpB,MAAM,KAAK,GAAG,IAAI,CAAC,CAAC,CAAC,CAAA;QACrB,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,MAAM,CAAC,gBAAgB,IAAI,MAAM,KAAK,EAAE,CAAC,CAAC,CAAA;QAC5D,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,2BAA2B,CAAC,CAAC,CAAA;QACnD,mEAAmE;QACnE,OAAM;IACR,CAAC;IAED,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,iEAAiE,CAAC,CAAC,CAAA;AAC3F,CAAC;AAED,SAAS,QAAQ,CAAC,GAA4B,EAAE,MAAc;IAC5D,KAAK,MAAM,CAAC,GAAG,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC;QAC/C,MAAM,GAAG,GAAG,GAAG,CAAC,MAAM,CAAC,MAAM,CAAC,CAAA;QAC9B,IAAI,KAAK,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,EAAE,CAAC;YAChE,OAAO,CAAC,GAAG,CAAC,GAAG,GAAG,GAAG,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;YACxC,QAAQ,CAAC,KAAgC,EAAE,MAAM,GAAG,CAAC,CAAC,CAAA;QACxD,CAAC;aAAM,CAAC;YACN,OAAO,CAAC,GAAG,CAAC,GAAG,GAAG,GAAG,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,KAAK,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAA;QACvE,CAAC;IACH,CAAC;AACH,CAAC"}
|
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@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"logs.d.ts","sourceRoot":"","sources":["../../../src/skill/logs.ts"],"names":[],"mappings":"AAGA,wBAAsB,WAAW,CAAC,OAAO,EAAE;IAAE,KAAK,CAAC,EAAE,MAAM,CAAC;IAAC,KAAK,CAAC,EAAE,MAAM,CAAA;CAAE,iBAoC5E"}
|
|
@@ -0,0 +1,37 @@
|
|
|
1
|
+
import chalk from 'chalk';
|
|
2
|
+
import { getRecentDecisions } from '../core/decision-log.js';
|
|
3
|
+
export async function logsCommand(options) {
|
|
4
|
+
const limit = parseInt(options.limit || '20');
|
|
5
|
+
const decisions = getRecentDecisions(limit);
|
|
6
|
+
console.log('');
|
|
7
|
+
console.log(chalk.bold.cyan(' BfxSentry · 交易日志'));
|
|
8
|
+
console.log('');
|
|
9
|
+
if (decisions.length === 0) {
|
|
10
|
+
console.log(chalk.dim(' 暂无交易记录。运行 sentry start 后将自动记录。'));
|
|
11
|
+
console.log('');
|
|
12
|
+
return;
|
|
13
|
+
}
|
|
14
|
+
for (const d of decisions) {
|
|
15
|
+
const time = new Date(d.timestamp).toLocaleString();
|
|
16
|
+
const hasIntent = d.intent !== null;
|
|
17
|
+
const passed = d.riskFilterResult.passed;
|
|
18
|
+
let icon;
|
|
19
|
+
if (!hasIntent)
|
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20
|
+
icon = chalk.dim('·');
|
|
21
|
+
else if (passed)
|
|
22
|
+
icon = chalk.green('V');
|
|
23
|
+
else
|
|
24
|
+
icon = chalk.red('X');
|
|
25
|
+
const dir = d.intent?.direction || '-';
|
|
26
|
+
const conf = d.intent ? `${d.intent.confidence.toFixed(0)}%` : '-';
|
|
27
|
+
const reason = !passed ? chalk.dim(d.riskFilterResult.reason || '') : '';
|
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28
|
+
const pnl = d.pnlAtExit !== undefined
|
|
29
|
+
? (d.pnlAtExit >= 0 ? chalk.green(`+$${d.pnlAtExit.toFixed(2)}`) : chalk.red(`$${d.pnlAtExit.toFixed(2)}`))
|
|
30
|
+
: '';
|
|
31
|
+
if (options.level === 'warn' && passed)
|
|
32
|
+
continue;
|
|
33
|
+
console.log(` ${icon} ${time} ${d.strategy.padEnd(14)} ${dir.padEnd(6)} ${conf.padEnd(5)} ${pnl} ${reason}`);
|
|
34
|
+
}
|
|
35
|
+
console.log('');
|
|
36
|
+
}
|
|
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|
+
//# sourceMappingURL=logs.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"logs.js","sourceRoot":"","sources":["../../../src/skill/logs.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,MAAM,OAAO,CAAA;AACzB,OAAO,EAAE,kBAAkB,EAAE,MAAM,yBAAyB,CAAA;AAE5D,MAAM,CAAC,KAAK,UAAU,WAAW,CAAC,OAA2C;IAC3E,MAAM,KAAK,GAAG,QAAQ,CAAC,OAAO,CAAC,KAAK,IAAI,IAAI,CAAC,CAAA;IAC7C,MAAM,SAAS,GAAG,kBAAkB,CAAC,KAAK,CAAC,CAAA;IAE3C,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;IACf,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,oBAAoB,CAAC,CAAC,CAAA;IAClD,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;IAEf,IAAI,SAAS,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QAC3B,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,kCAAkC,CAAC,CAAC,CAAA;QAC1D,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;QACf,OAAM;IACR,CAAC;IAED,KAAK,MAAM,CAAC,IAAI,SAAS,EAAE,CAAC;QAC1B,MAAM,IAAI,GAAG,IAAI,IAAI,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,cAAc,EAAE,CAAA;QACnD,MAAM,SAAS,GAAG,CAAC,CAAC,MAAM,KAAK,IAAI,CAAA;QACnC,MAAM,MAAM,GAAG,CAAC,CAAC,gBAAgB,CAAC,MAAM,CAAA;QAExC,IAAI,IAAY,CAAA;QAChB,IAAI,CAAC,SAAS;YAAE,IAAI,GAAG,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;aAChC,IAAI,MAAM;YAAE,IAAI,GAAG,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;;YACnC,IAAI,GAAG,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;QAE1B,MAAM,GAAG,GAAG,CAAC,CAAC,MAAM,EAAE,SAAS,IAAI,GAAG,CAAA;QACtC,MAAM,IAAI,GAAG,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAA;QAClE,MAAM,MAAM,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,gBAAgB,CAAC,MAAM,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE,CAAA;QACxE,MAAM,GAAG,GAAG,CAAC,CAAC,SAAS,KAAK,SAAS;YACnC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC3G,CAAC,CAAC,EAAE,CAAA;QAEN,IAAI,OAAO,CAAC,KAAK,KAAK,MAAM,IAAI,MAAM;YAAE,SAAQ;QAEhD,OAAO,CAAC,GAAG,CAAC,KAAK,IAAI,IAAI,IAAI,KAAK,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,EAAE,CAAC,IAAI,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,GAAG,IAAI,MAAM,EAAE,CAAC,CAAA;IAChH,CAAC;IACD,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;AACjB,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"scan.d.ts","sourceRoot":"","sources":["../../../src/skill/scan.ts"],"names":[],"mappings":"AAiBA,wBAAsB,WAAW,CAAC,OAAO,EAAE;IAAE,IAAI,CAAC,EAAE,OAAO,CAAC;IAAC,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,iBA8D7E"}
|
|
@@ -0,0 +1,75 @@
|
|
|
1
|
+
import chalk from 'chalk';
|
|
2
|
+
import { loadConfig } from '../core/config.js';
|
|
3
|
+
import { runOnce } from '../core/engine.js';
|
|
4
|
+
const LEVEL_ICON = {
|
|
5
|
+
red: '🔴',
|
|
6
|
+
yellow: '🟡',
|
|
7
|
+
green: '🟢',
|
|
8
|
+
};
|
|
9
|
+
const DIR_LABEL = {
|
|
10
|
+
long: '↑ 多',
|
|
11
|
+
short: '↓ 空',
|
|
12
|
+
neutral: '— 中性',
|
|
13
|
+
};
|
|
14
|
+
export async function scanCommand(options) {
|
|
15
|
+
const cfg = loadConfig(options.config);
|
|
16
|
+
let result;
|
|
17
|
+
try {
|
|
18
|
+
result = await runOnce(cfg);
|
|
19
|
+
}
|
|
20
|
+
catch (err) {
|
|
21
|
+
console.error(chalk.red(`\n 数据采集失败: ${err.message}`));
|
|
22
|
+
console.error(chalk.dim(' 请检查网络连接或代理设置 (Bitfinex API 可能需要代理)\n'));
|
|
23
|
+
process.exit(1);
|
|
24
|
+
}
|
|
25
|
+
const { snapshot, signals } = result;
|
|
26
|
+
if (options.json) {
|
|
27
|
+
console.log(JSON.stringify({ snapshot: { timestamp: snapshot.timestamp, price: snapshot.ticker.lastPrice }, signals }, null, 2));
|
|
28
|
+
return;
|
|
29
|
+
}
|
|
30
|
+
const price = snapshot.ticker.lastPrice;
|
|
31
|
+
const vol = snapshot.ticker.volume;
|
|
32
|
+
console.log('');
|
|
33
|
+
console.log(chalk.bold.cyan('═══════════════════════════════════════════════════'));
|
|
34
|
+
console.log(chalk.bold.cyan(' BfxSentry · 全市场扫描'));
|
|
35
|
+
console.log(chalk.bold.cyan('═══════════════════════════════════════════════════'));
|
|
36
|
+
console.log('');
|
|
37
|
+
console.log(` ${chalk.dim('BTC/USD')} ${chalk.bold.white('$' + price.toLocaleString())} ${chalk.dim('Vol')} ${vol.toFixed(1)} BTC ${chalk.dim(new Date().toLocaleTimeString())}`);
|
|
38
|
+
console.log('');
|
|
39
|
+
// Group by module
|
|
40
|
+
const modules = ['smart-money', 'funding', 'liquidation', 'orderbook'];
|
|
41
|
+
const moduleNames = {
|
|
42
|
+
'smart-money': '聪明钱雷达',
|
|
43
|
+
'funding': '融资雷达',
|
|
44
|
+
'liquidation': '爆仓猎人',
|
|
45
|
+
'orderbook': '盘口狙击',
|
|
46
|
+
};
|
|
47
|
+
for (const mod of modules) {
|
|
48
|
+
const modSignals = signals.filter(s => s.module === mod);
|
|
49
|
+
if (modSignals.length === 0)
|
|
50
|
+
continue;
|
|
51
|
+
console.log(chalk.bold(` ── ${moduleNames[mod]} ──`));
|
|
52
|
+
for (const s of modSignals) {
|
|
53
|
+
printSignal(s);
|
|
54
|
+
}
|
|
55
|
+
console.log('');
|
|
56
|
+
}
|
|
57
|
+
// Summary
|
|
58
|
+
const longSigs = signals.filter(s => s.direction === 'long');
|
|
59
|
+
const shortSigs = signals.filter(s => s.direction === 'short');
|
|
60
|
+
const strongSigs = signals.filter(s => s.confidence >= 60);
|
|
61
|
+
console.log(chalk.dim(' ─────────────────────────────────────────────────'));
|
|
62
|
+
console.log(` ${chalk.bold('综合判断')} 多 ${chalk.green(String(longSigs.length))} · 空 ${chalk.red(String(shortSigs.length))} · 强信号 ${chalk.yellow(String(strongSigs.length))}`);
|
|
63
|
+
if (strongSigs.length > 0) {
|
|
64
|
+
const top = strongSigs.sort((a, b) => b.confidence - a.confidence)[0];
|
|
65
|
+
console.log(` ${chalk.bold('最强信号')} ${LEVEL_ICON[top.level]} ${top.title} (${top.confidence.toFixed(0)}%)`);
|
|
66
|
+
}
|
|
67
|
+
console.log('');
|
|
68
|
+
}
|
|
69
|
+
function printSignal(s) {
|
|
70
|
+
const icon = LEVEL_ICON[s.level] || '⚪';
|
|
71
|
+
const dir = DIR_LABEL[s.direction] || s.direction;
|
|
72
|
+
const conf = s.confidence.toFixed(0).padStart(3);
|
|
73
|
+
console.log(` ${icon} ${chalk.bold(s.title.padEnd(14))} ${dir.padEnd(6)} ${chalk.dim('置信')} ${conf}% ${chalk.dim(s.summary)}`);
|
|
74
|
+
}
|
|
75
|
+
//# sourceMappingURL=scan.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"scan.js","sourceRoot":"","sources":["../../../src/skill/scan.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,MAAM,OAAO,CAAA;AACzB,OAAO,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAA;AAC9C,OAAO,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAA;AAG3C,MAAM,UAAU,GAA2B;IACzC,GAAG,EAAE,IAAI;IACT,MAAM,EAAE,IAAI;IACZ,KAAK,EAAE,IAAI;CACZ,CAAA;AAED,MAAM,SAAS,GAA2B;IACxC,IAAI,EAAE,KAAK;IACX,KAAK,EAAE,KAAK;IACZ,OAAO,EAAE,MAAM;CAChB,CAAA;AAED,MAAM,CAAC,KAAK,UAAU,WAAW,CAAC,OAA4C;IAC5E,MAAM,GAAG,GAAG,UAAU,CAAC,OAAO,CAAC,MAAM,CAAC,CAAA;IAEtC,IAAI,MAAM,CAAA;IACV,IAAI,CAAC;QACH,MAAM,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC,CAAA;IAC7B,CAAC;IAAC,OAAO,GAAG,EAAE,CAAC;QACb,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,eAAgB,GAAa,CAAC,OAAO,EAAE,CAAC,CAAC,CAAA;QACjE,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,wCAAwC,CAAC,CAAC,CAAA;QAClE,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAA;IACjB,CAAC;IACD,MAAM,EAAE,QAAQ,EAAE,OAAO,EAAE,GAAG,MAAM,CAAA;IAEpC,IAAI,OAAO,CAAC,IAAI,EAAE,CAAC;QACjB,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,SAAS,CAAC,EAAE,QAAQ,EAAE,EAAE,SAAS,EAAE,QAAQ,CAAC,SAAS,EAAE,KAAK,EAAE,QAAQ,CAAC,MAAM,CAAC,SAAS,EAAE,EAAE,OAAO,EAAE,EAAE,IAAI,EAAE,CAAC,CAAC,CAAC,CAAA;QAChI,OAAM;IACR,CAAC;IAED,MAAM,KAAK,GAAG,QAAQ,CAAC,MAAM,CAAC,SAAS,CAAA;IACvC,MAAM,GAAG,GAAG,QAAQ,CAAC,MAAM,CAAC,MAAM,CAAA;IAElC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;IACf,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,qDAAqD,CAAC,CAAC,CAAA;IACnF,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,qBAAqB,CAAC,CAAC,CAAA;IACnD,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,qDAAqD,CAAC,CAAC,CAAA;IACnF,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;IACf,OAAO,CAAC,GAAG,CAAC,KAAK,KAAK,CAAC,GAAG,CAAC,SAAS,CAAC,KAAK,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,GAAG,KAAK,CAAC,cAAc,EAAE,CAAC,KAAK,KAAK,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,GAAG,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,KAAK,CAAC,GAAG,CAAC,IAAI,IAAI,EAAE,CAAC,kBAAkB,EAAE,CAAC,EAAE,CAAC,CAAA;IACrL,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;IAEf,kBAAkB;IAClB,MAAM,OAAO,GAAG,CAAC,aAAa,EAAE,SAAS,EAAE,aAAa,EAAE,WAAW,CAAU,CAAA;IAC/E,MAAM,WAAW,GAA2B;QAC1C,aAAa,EAAE,OAAO;QACtB,SAAS,EAAE,MAAM;QACjB,aAAa,EAAE,MAAM;QACrB,WAAW,EAAE,MAAM;KACpB,CAAA;IAED,KAAK,MAAM,GAAG,IAAI,OAAO,EAAE,CAAC;QAC1B,MAAM,UAAU,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,GAAG,CAAC,CAAA;QACxD,IAAI,UAAU,CAAC,MAAM,KAAK,CAAC;YAAE,SAAQ;QAErC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,WAAW,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAA;QACtD,KAAK,MAAM,CAAC,IAAI,UAAU,EAAE,CAAC;YAC3B,WAAW,CAAC,CAAC,CAAC,CAAA;QAChB,CAAC;QACD,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;IACjB,CAAC;IAED,UAAU;IACV,MAAM,QAAQ,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,SAAS,KAAK,MAAM,CAAC,CAAA;IAC5D,MAAM,SAAS,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,SAAS,KAAK,OAAO,CAAC,CAAA;IAC9D,MAAM,UAAU,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,UAAU,IAAI,EAAE,CAAC,CAAA;IAE1D,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,qDAAqD,CAAC,CAAC,CAAA;IAC7E,OAAO,CAAC,GAAG,CAAC,KAAK,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,OAAO,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,QAAQ,KAAK,CAAC,GAAG,CAAC,MAAM,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,UAAU,KAAK,CAAC,MAAM,CAAC,MAAM,CAAC,UAAU,CAAC,MAAM,CAAC,CAAC,EAAE,CAAC,CAAA;IAE7K,IAAI,UAAU,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QAC1B,MAAM,GAAG,GAAG,UAAU,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,GAAG,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAA;QACrE,OAAO,CAAC,GAAG,CAAC,KAAK,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,KAAK,UAAU,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,GAAG,CAAC,KAAK,KAAK,GAAG,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,CAAA;IAC/G,CAAC;IACD,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;AACjB,CAAC;AAED,SAAS,WAAW,CAAC,CAAS;IAC5B,MAAM,IAAI,GAAG,UAAU,CAAC,CAAC,CAAC,KAAK,CAAC,IAAI,GAAG,CAAA;IACvC,MAAM,GAAG,GAAG,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC,SAAS,CAAA;IACjD,MAAM,IAAI,GAAG,CAAC,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAA;IAChD,OAAO,CAAC,GAAG,CAAC,OAAO,IAAI,IAAI,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,IAAI,MAAM,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAA;AACpI,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"signal.d.ts","sourceRoot":"","sources":["../../../src/skill/signal.ts"],"names":[],"mappings":"AAaA,wBAAsB,aAAa,CAAC,MAAM,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,iBAyDjF"}
|
|
@@ -0,0 +1,63 @@
|
|
|
1
|
+
import chalk from 'chalk';
|
|
2
|
+
import { loadConfig } from '../core/config.js';
|
|
3
|
+
import { runOnce, getEngineState } from '../core/engine.js';
|
|
4
|
+
const MODULE_NAMES = {
|
|
5
|
+
'smart-money': '聪明钱雷达',
|
|
6
|
+
'funding': '融资雷达',
|
|
7
|
+
'liquidation': '爆仓猎人',
|
|
8
|
+
'orderbook': '盘口狙击',
|
|
9
|
+
'polymarket': 'PM 雷达',
|
|
10
|
+
};
|
|
11
|
+
export async function signalCommand(module, options) {
|
|
12
|
+
const cfg = loadConfig(options?.config);
|
|
13
|
+
// Use cached state if available, otherwise fetch
|
|
14
|
+
let signals;
|
|
15
|
+
const state = getEngineState();
|
|
16
|
+
if (state.lastSignals.length > 0) {
|
|
17
|
+
signals = state.lastSignals;
|
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18
|
+
}
|
|
19
|
+
else {
|
|
20
|
+
const result = await runOnce(cfg);
|
|
21
|
+
signals = result.signals;
|
|
22
|
+
}
|
|
23
|
+
if (module) {
|
|
24
|
+
signals = signals.filter(s => s.module === module);
|
|
25
|
+
if (signals.length === 0) {
|
|
26
|
+
console.log(chalk.yellow(` 没有找到模块 "${module}" 的信号`));
|
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|
+
return;
|
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|
+
}
|
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|
+
}
|
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|
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console.log('');
|
|
31
|
+
console.log(chalk.bold.cyan(' BfxSentry · 信号详情'));
|
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32
|
+
console.log(chalk.dim(` ${new Date().toLocaleString()}`));
|
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33
|
+
console.log('');
|
|
34
|
+
const grouped = new Map();
|
|
35
|
+
for (const s of signals) {
|
|
36
|
+
const arr = grouped.get(s.module) || [];
|
|
37
|
+
arr.push(s);
|
|
38
|
+
grouped.set(s.module, arr);
|
|
39
|
+
}
|
|
40
|
+
for (const [mod, sigs] of grouped) {
|
|
41
|
+
console.log(chalk.bold(` ── ${MODULE_NAMES[mod] || mod} ──`));
|
|
42
|
+
console.log('');
|
|
43
|
+
for (const s of sigs) {
|
|
44
|
+
const levelColor = s.level === 'red' ? chalk.red : s.level === 'yellow' ? chalk.yellow : chalk.green;
|
|
45
|
+
const dirIcon = s.direction === 'long' ? '↑' : s.direction === 'short' ? '↓' : '—';
|
|
46
|
+
console.log(` ${levelColor('●')} ${chalk.bold(s.title)} [${s.id}]`);
|
|
47
|
+
console.log(` 方向: ${dirIcon} ${s.direction} | 置信度: ${s.confidence.toFixed(0)}% | 级别: ${s.level}`);
|
|
48
|
+
console.log(` ${chalk.dim(s.summary)}`);
|
|
49
|
+
// Print details
|
|
50
|
+
const entries = Object.entries(s.details);
|
|
51
|
+
if (entries.length > 0) {
|
|
52
|
+
const detailStr = entries
|
|
53
|
+
.filter(([, v]) => typeof v !== 'object')
|
|
54
|
+
.map(([k, v]) => `${k}: ${typeof v === 'number' ? v.toFixed(4) : v}`)
|
|
55
|
+
.join(' | ');
|
|
56
|
+
if (detailStr)
|
|
57
|
+
console.log(` ${chalk.dim(detailStr)}`);
|
|
58
|
+
}
|
|
59
|
+
console.log('');
|
|
60
|
+
}
|
|
61
|
+
}
|
|
62
|
+
}
|
|
63
|
+
//# sourceMappingURL=signal.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"signal.js","sourceRoot":"","sources":["../../../src/skill/signal.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,MAAM,OAAO,CAAA;AACzB,OAAO,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAA;AAC9C,OAAO,EAAE,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAA;AAG3D,MAAM,YAAY,GAA2B;IAC3C,aAAa,EAAE,OAAO;IACtB,SAAS,EAAE,MAAM;IACjB,aAAa,EAAE,MAAM;IACrB,WAAW,EAAE,MAAM;IACnB,YAAY,EAAE,OAAO;CACtB,CAAA;AAED,MAAM,CAAC,KAAK,UAAU,aAAa,CAAC,MAAe,EAAE,OAA6B;IAChF,MAAM,GAAG,GAAG,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAA;IAEvC,iDAAiD;IACjD,IAAI,OAAiB,CAAA;IACrB,MAAM,KAAK,GAAG,cAAc,EAAE,CAAA;IAC9B,IAAI,KAAK,CAAC,WAAW,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QACjC,OAAO,GAAG,KAAK,CAAC,WAAW,CAAA;IAC7B,CAAC;SAAM,CAAC;QACN,MAAM,MAAM,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC,CAAA;QACjC,OAAO,GAAG,MAAM,CAAC,OAAO,CAAA;IAC1B,CAAC;IAED,IAAI,MAAM,EAAE,CAAC;QACX,OAAO,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,MAAM,CAAC,CAAA;QAClD,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;YACzB,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,MAAM,CAAC,aAAa,MAAM,OAAO,CAAC,CAAC,CAAA;YACrD,OAAM;QACR,CAAC;IACH,CAAC;IAED,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;IACf,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,oBAAoB,CAAC,CAAC,CAAA;IAClD,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,IAAI,IAAI,EAAE,CAAC,cAAc,EAAE,EAAE,CAAC,CAAC,CAAA;IAC1D,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;IAEf,MAAM,OAAO,GAAG,IAAI,GAAG,EAAoB,CAAA;IAC3C,KAAK,MAAM,CAAC,IAAI,OAAO,EAAE,CAAC;QACxB,MAAM,GAAG,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,MAAM,CAAC,IAAI,EAAE,CAAA;QACvC,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,CAAA;QACX,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,MAAM,EAAE,GAAG,CAAC,CAAA;IAC5B,CAAC;IAED,KAAK,MAAM,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,OAAO,EAAE,CAAC;QAClC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,YAAY,CAAC,GAAG,CAAC,IAAI,GAAG,KAAK,CAAC,CAAC,CAAA;QAC9D,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;QAEf,KAAK,MAAM,CAAC,IAAI,IAAI,EAAE,CAAC;YACrB,MAAM,UAAU,GAAG,CAAC,CAAC,KAAK,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,KAAK,QAAQ,CAAC,CAAC,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,CAAA;YACpG,MAAM,OAAO,GAAG,CAAC,CAAC,SAAS,KAAK,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,KAAK,OAAO,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAA;YAElF,OAAO,CAAC,GAAG,CAAC,KAAK,UAAU,CAAC,GAAG,CAAC,IAAI,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,EAAE,GAAG,CAAC,CAAA;YACrE,OAAO,CAAC,GAAG,CAAC,WAAW,OAAO,IAAI,CAAC,CAAC,SAAS,aAAa,CAAC,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,KAAK,EAAE,CAAC,CAAA;YACxG,OAAO,CAAC,GAAG,CAAC,OAAO,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAA;YAE1C,gBAAgB;YAChB,MAAM,OAAO,GAAG,MAAM,CAAC,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,CAAA;YACzC,IAAI,OAAO,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;gBACvB,MAAM,SAAS,GAAG,OAAO;qBACtB,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,OAAO,CAAC,KAAK,QAAQ,CAAC;qBACxC,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,GAAG,CAAC,KAAK,OAAO,CAAC,KAAK,QAAQ,CAAC,CAAC,CAAE,CAAY,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;qBAChF,IAAI,CAAC,OAAO,CAAC,CAAA;gBAChB,IAAI,SAAS;oBAAE,OAAO,CAAC,GAAG,CAAC,OAAO,KAAK,CAAC,GAAG,CAAC,SAAS,CAAC,EAAE,CAAC,CAAA;YAC3D,CAAC;YACD,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;QACjB,CAAC;IACH,CAAC;AACH,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"status.d.ts","sourceRoot":"","sources":["../../../src/skill/status.ts"],"names":[],"mappings":"AAQA,wBAAsB,eAAe,CAAC,MAAM,CAAC,EAAE,MAAM,EAAE,EAAE,CAAC,EAAE,MAAM,iBAgEjE"}
|
|
@@ -0,0 +1,58 @@
|
|
|
1
|
+
import chalk from 'chalk';
|
|
2
|
+
import { getPositions, getDailyPnl, getDailyTrades, getConsecutiveLosses, getTotalPositionUsd, closePosition, closeAllPositions, } from '../risk/position-manager.js';
|
|
3
|
+
import { getVarStats } from '../risk/var-calculator.js';
|
|
4
|
+
export async function positionCommand(action, id) {
|
|
5
|
+
if (action === 'close' && id) {
|
|
6
|
+
if (id === 'all' || id === '-all') {
|
|
7
|
+
// Need current price — use last known
|
|
8
|
+
const positions = getPositions();
|
|
9
|
+
if (positions.length === 0) {
|
|
10
|
+
console.log(chalk.yellow('\n 没有持仓\n'));
|
|
11
|
+
return;
|
|
12
|
+
}
|
|
13
|
+
const price = positions[0].currentPrice;
|
|
14
|
+
const pnl = closeAllPositions(price);
|
|
15
|
+
console.log(chalk.yellow(`\n 全部平仓完成, PnL: $${pnl.toFixed(2)}\n`));
|
|
16
|
+
return;
|
|
17
|
+
}
|
|
18
|
+
const positions = getPositions();
|
|
19
|
+
const pos = positions.find(p => p.id === id || p.id.startsWith(id));
|
|
20
|
+
if (!pos) {
|
|
21
|
+
console.log(chalk.red(`\n 找不到持仓 ${id}\n`));
|
|
22
|
+
return;
|
|
23
|
+
}
|
|
24
|
+
const pnl = closePosition(pos.id, pos.currentPrice, '手动平仓');
|
|
25
|
+
console.log(chalk.yellow(`\n 平仓 ${pos.id}, PnL: $${pnl.toFixed(2)}\n`));
|
|
26
|
+
return;
|
|
27
|
+
}
|
|
28
|
+
const positions = getPositions();
|
|
29
|
+
console.log('');
|
|
30
|
+
console.log(chalk.bold.cyan(' BfxSentry · 持仓状态'));
|
|
31
|
+
console.log('');
|
|
32
|
+
// Summary
|
|
33
|
+
const dailyPnl = getDailyPnl();
|
|
34
|
+
const pnlColor = dailyPnl >= 0 ? chalk.green : chalk.red;
|
|
35
|
+
console.log(` 日 PnL: ${pnlColor('$' + dailyPnl.toFixed(2))} | 交易: ${getDailyTrades()} | 连亏: ${getConsecutiveLosses()} | 总仓位: $${getTotalPositionUsd().toFixed(0)}`);
|
|
36
|
+
const varStats = getVarStats();
|
|
37
|
+
if (varStats.returnsCount > 0) {
|
|
38
|
+
console.log(` VaR(95%): $${varStats.var95.toFixed(2)} | 最差回报: ${(varStats.worstReturn * 100).toFixed(2)}%`);
|
|
39
|
+
}
|
|
40
|
+
console.log('');
|
|
41
|
+
if (positions.length === 0) {
|
|
42
|
+
console.log(chalk.dim(' 无持仓'));
|
|
43
|
+
console.log('');
|
|
44
|
+
return;
|
|
45
|
+
}
|
|
46
|
+
console.log(chalk.dim(' ID 策略 方向 入场 现价 PnL 止损 止盈'));
|
|
47
|
+
console.log(chalk.dim(' ──────────────────────────────────────────────────────────────────────────────────────────'));
|
|
48
|
+
for (const p of positions) {
|
|
49
|
+
const dir = p.direction === 'long' ? chalk.green('多') : chalk.red('空');
|
|
50
|
+
const pnl = p.unrealizedPnl >= 0
|
|
51
|
+
? chalk.green(`+$${p.unrealizedPnl.toFixed(2)}`)
|
|
52
|
+
: chalk.red(`-$${Math.abs(p.unrealizedPnl).toFixed(2)}`);
|
|
53
|
+
const idShort = p.id.length > 20 ? p.id.slice(0, 20) + '..' : p.id.padEnd(22);
|
|
54
|
+
console.log(` ${idShort} ${p.strategy.padEnd(12)} ${dir} $${p.entryPrice.toFixed(0).padEnd(10)}$${p.currentPrice.toFixed(0).padEnd(10)}${pnl.padEnd(12)}$${p.stopLoss.toFixed(0).padEnd(10)}$${p.takeProfit.toFixed(0)}`);
|
|
55
|
+
}
|
|
56
|
+
console.log('');
|
|
57
|
+
}
|
|
58
|
+
//# sourceMappingURL=status.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"strategy.d.ts","sourceRoot":"","sources":["../../../src/skill/strategy.ts"],"names":[],"mappings":"AAYA,wBAAsB,eAAe,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,iBAqCjF"}
|