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feat: improve strategy studio and fix trader deletion bug

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- Add strategy export/import functionality to Strategy Studio
- Fix trader deletion not removing from memory (competition page ghost data)
- Simplify TraderConfigViewModal: remove unused fields, show strategy name
- Improve quant data formatting: OI/Netflow multi-timeframe display
- Add configurable OI/Netflow toggles in indicator settings
- Clean up unused frontend components and dead code
This commit is contained in:
tinkle-community
2025-12-09 16:46:58 +08:00
parent 48792907b3
commit 9fa2432705
20 changed files with 258 additions and 2348 deletions
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113
decision/strategy_engine.go
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@@ -179,11 +179,11 @@ func (e *StrategyEngine) FetchExternalData() (map[string]interface{}, error) {
// QuantData quantitative data structure (fund flow, position changes, price changes)
type QuantData struct {
Symbol string `json:"symbol"`
Price float64 `json:"price"`
Netflow *NetflowData `json:"netflow,omitempty"`
OI map[string]*OIData `json:"oi,omitempty"`
PriceChange map[string]float64 `json:"price_change,omitempty"`
Symbol string `json:"symbol"`
Price float64 `json:"price"`
Netflow *NetflowData `json:"netflow,omitempty"`
OI map[string]*OIData `json:"oi,omitempty"`
PriceChange map[string]float64 `json:"price_change,omitempty"`
}
type NetflowData struct {
@@ -197,9 +197,9 @@ type FlowTypeData struct {
}
type OIData struct {
CurrentOI float64 `json:"current_oi"`
NetLong float64 `json:"net_long"`
NetShort float64 `json:"net_short"`
CurrentOI float64 `json:"current_oi"`
NetLong float64 `json:"net_long"`
NetShort float64 `json:"net_short"`
Delta map[string]*OIDeltaData `json:"delta,omitempty"`
}
@@ -242,7 +242,7 @@ func (e *StrategyEngine) FetchQuantData(symbol string) (*QuantData, error) {
// Parse response
var apiResp struct {
Code int `json:"code"`
Code int `json:"code"`
Data *QuantData `json:"data"`
}
@@ -285,84 +285,85 @@ func (e *StrategyEngine) formatQuantData(data *QuantData) string {
return ""
}
indicators := e.config.Indicators
// If both OI and Netflow are disabled, return empty
if !indicators.EnableQuantOI && !indicators.EnableQuantNetflow {
return ""
}
var sb strings.Builder
sb.WriteString("📊 Quantitative Data:\n")
// Price changes
// Price changes (API returns decimals, multiply by 100 for percentage)
if len(data.PriceChange) > 0 {
sb.WriteString("Price Change: ")
timeframes := []string{"5m", "15m", "1h", "4h", "24h"}
timeframes := []string{"5m", "15m", "1h", "4h", "12h", "24h"}
parts := []string{}
for _, tf := range timeframes {
if v, ok := data.PriceChange[tf]; ok {
parts = append(parts, fmt.Sprintf("%s: %+.2f%%", tf, v))
parts = append(parts, fmt.Sprintf("%s: %+.4f%%", tf, v*100))
}
}
sb.WriteString(strings.Join(parts, " | "))
sb.WriteString("\n")
}
// Fund flow
if data.Netflow != nil {
sb.WriteString("Fund Flow (USDT):\n")
// Fund flow (Netflow) - only show if enabled
if indicators.EnableQuantNetflow && data.Netflow != nil {
sb.WriteString("Fund Flow (Netflow):\n")
timeframes := []string{"5m", "15m", "1h", "4h", "12h", "24h"}
// Institutional funds
if data.Netflow.Institution != nil {
if data.Netflow.Institution.Future != nil {
sb.WriteString(" Institutional Futures: ")
parts := []string{}
for _, tf := range []string{"1h", "4h", "24h"} {
if data.Netflow.Institution.Future != nil && len(data.Netflow.Institution.Future) > 0 {
sb.WriteString(" Institutional Futures:\n")
for _, tf := range timeframes {
if v, ok := data.Netflow.Institution.Future[tf]; ok {
parts = append(parts, fmt.Sprintf("%s: %+.0f", tf, v))
sb.WriteString(fmt.Sprintf(" %s: %s\n", tf, formatFlowValue(v)))
}
}
sb.WriteString(strings.Join(parts, " | "))
sb.WriteString("\n")
}
if data.Netflow.Institution.Spot != nil {
sb.WriteString(" Institutional Spot: ")
parts := []string{}
for _, tf := range []string{"1h", "4h", "24h"} {
if data.Netflow.Institution.Spot != nil && len(data.Netflow.Institution.Spot) > 0 {
sb.WriteString(" Institutional Spot:\n")
for _, tf := range timeframes {
if v, ok := data.Netflow.Institution.Spot[tf]; ok {
parts = append(parts, fmt.Sprintf("%s: %+.0f", tf, v))
sb.WriteString(fmt.Sprintf(" %s: %s\n", tf, formatFlowValue(v)))
}
}
sb.WriteString(strings.Join(parts, " | "))
sb.WriteString("\n")
}
}
// Retail funds
if data.Netflow.Personal != nil {
if data.Netflow.Personal.Future != nil {
sb.WriteString(" Retail Futures: ")
parts := []string{}
for _, tf := range []string{"1h", "4h", "24h"} {
if data.Netflow.Personal.Future != nil && len(data.Netflow.Personal.Future) > 0 {
sb.WriteString(" Retail Futures:\n")
for _, tf := range timeframes {
if v, ok := data.Netflow.Personal.Future[tf]; ok {
parts = append(parts, fmt.Sprintf("%s: %+.0f", tf, v))
sb.WriteString(fmt.Sprintf(" %s: %s\n", tf, formatFlowValue(v)))
}
}
}
if data.Netflow.Personal.Spot != nil && len(data.Netflow.Personal.Spot) > 0 {
sb.WriteString(" Retail Spot:\n")
for _, tf := range timeframes {
if v, ok := data.Netflow.Personal.Spot[tf]; ok {
sb.WriteString(fmt.Sprintf(" %s: %s\n", tf, formatFlowValue(v)))
}
}
sb.WriteString(strings.Join(parts, " | "))
sb.WriteString("\n")
}
}
}
// Position data
if len(data.OI) > 0 {
// Open Interest (OI) - only show if enabled
if indicators.EnableQuantOI && len(data.OI) > 0 {
for exchange, oiData := range data.OI {
sb.WriteString(fmt.Sprintf("Open Interest (%s): Current %.2f | Long %.2f Short %.2f\n",
exchange, oiData.CurrentOI, oiData.NetLong, oiData.NetShort))
if len(oiData.Delta) > 0 {
sb.WriteString(" OI Change: ")
parts := []string{}
for _, tf := range []string{"1h", "4h", "24h"} {
sb.WriteString(fmt.Sprintf("Open Interest (%s):\n", exchange))
for _, tf := range []string{"5m", "15m", "1h", "4h", "12h", "24h"} {
if d, ok := oiData.Delta[tf]; ok {
parts = append(parts, fmt.Sprintf("%s: %+.2f%%", tf, d.OIDeltaPercent))
sb.WriteString(fmt.Sprintf(" %s: %+.4f%% (%s)\n", tf, d.OIDeltaPercent, formatFlowValue(d.OIDeltaValue)))
}
}
sb.WriteString(strings.Join(parts, " | "))
sb.WriteString("\n")
}
}
}
@@ -760,6 +761,26 @@ func (e *StrategyEngine) formatTimeframeSeriesData(sb *strings.Builder, data *ma
sb.WriteString("\n")
}
// formatFlowValue formats flow value with M/K units
func formatFlowValue(v float64) string {
sign := ""
if v >= 0 {
sign = "+"
}
absV := v
if absV < 0 {
absV = -absV
}
if absV >= 1e9 {
return fmt.Sprintf("%s%.2fB", sign, v/1e9)
} else if absV >= 1e6 {
return fmt.Sprintf("%s%.2fM", sign, v/1e6)
} else if absV >= 1e3 {
return fmt.Sprintf("%s%.2fK", sign, v/1e3)
}
return fmt.Sprintf("%s%.2f", sign, v)
}
// formatFloatSlice formats float slice
func formatFloatSlice(values []float64) string {
strValues := make([]string, len(values))