feat: cream terminal redesign, English-only UI, autopilot launch fixes

- Redesign dashboard into a cream-paper + vermilion IBM Plex Mono terminal
  (live L2 order book, cost/liq map, WS K-line, signal matrix, orchestration
  topology, risk radar, execution log, current positions, equity curve)
- Convert all user-facing UI and backend strings/prompts from Chinese to
  English (multi-language retained, default English)
- Add /api/statistics/full endpoint + full-stats frontend wiring
- Fix Autopilot launch: reuse the existing trader instead of creating
  duplicates (eliminates repeat ~35s create cost and stale-trader 404s);
  launch sends 5m scan interval
- Fix unreadable toasts: cream theme with high-contrast text + per-type accent
- Silence background dashboard polls (getTraderConfig) to stop error-toast spam
This commit is contained in:
tinkle-community
2026-06-30 16:03:52 +08:00
parent eba28bcf0e
commit 110bf52908
149 changed files with 6835 additions and 3611 deletions

View File

@@ -12,7 +12,7 @@ type QuantData struct {
Symbol string `json:"symbol"`
Price float64 `json:"price"`
Netflow *NetflowData `json:"netflow,omitempty"`
OI map[string]*OIData `json:"oi,omitempty"` // keyed by exchange: "binance", "bybit"
OI map[string]*OIData `json:"oi,omitempty"` // keyed by exchange: "binance", "bybit"
PriceChange map[string]float64 `json:"price_change,omitempty"` // keyed by duration: "1h", "4h", etc.
}
@@ -118,11 +118,11 @@ func FormatQuantDataForAI(symbol string, data *QuantData, lang Language) string
func formatQuantDataZH(symbol string, data *QuantData) string {
var sb strings.Builder
sb.WriteString(fmt.Sprintf("### %s 量化数据\n", symbol))
sb.WriteString(fmt.Sprintf("价格: $%.4f\n\n", data.Price))
sb.WriteString(fmt.Sprintf("### %s Quant Data\n", symbol))
sb.WriteString(fmt.Sprintf("Price: $%.4f\n\n", data.Price))
if len(data.PriceChange) > 0 {
sb.WriteString("**价格变化**:\n")
sb.WriteString("**Price Change**:\n")
durations := []string{"1h", "4h", "8h", "12h", "24h"}
for _, d := range durations {
if change, ok := data.PriceChange[d]; ok {
@@ -135,14 +135,14 @@ func formatQuantDataZH(symbol string, data *QuantData) string {
if len(data.OI) > 0 {
for exchange, oiData := range data.OI {
if oiData != nil {
sb.WriteString(fmt.Sprintf("**%s持仓**:\n", strings.ToUpper(exchange)))
sb.WriteString(fmt.Sprintf("**%s Open Interest**:\n", strings.ToUpper(exchange)))
sb.WriteString(fmt.Sprintf("- OI: %.2f\n", oiData.CurrentOI))
if oiData.NetLong > 0 || oiData.NetShort > 0 {
sb.WriteString(fmt.Sprintf("- 多头: %.2f, 空头: %.2f\n", oiData.NetLong, oiData.NetShort))
sb.WriteString(fmt.Sprintf("- Long: %.2f, Short: %.2f\n", oiData.NetLong, oiData.NetShort))
}
if oiData.Delta != nil {
if delta, ok := oiData.Delta["1h"]; ok && delta != nil {
sb.WriteString(fmt.Sprintf("- 1h变化: %s (%.2f%%)\n",
sb.WriteString(fmt.Sprintf("- 1h Change: %s (%.2f%%)\n",
formatValue(delta.OIDeltaValue), delta.OIDeltaPercent))
}
}
@@ -152,7 +152,7 @@ func formatQuantDataZH(symbol string, data *QuantData) string {
}
if data.Netflow != nil && data.Netflow.Institution != nil && data.Netflow.Institution.Future != nil {
sb.WriteString("**机构资金流**:\n")
sb.WriteString("**Institution Net Flow**:\n")
durations := []string{"1h", "4h", "24h"}
for _, d := range durations {
if flow, ok := data.Netflow.Institution.Future[d]; ok {