# -*- coding: utf-8 -*-
"""
dashboard.py — 统一图表入口
--mode=live 轻量实时看板（原 factor_chart.py）
生成 chart.html + chart_data.json，浏览器30s自动刷新
--watch 持续更新（每30秒）
--data 只更新数据，不重建壳
--mode=detail 深度因子走势图（原 factor_detail_charts.py）
生成 factor_detail_charts.html，包含全局相关系数矩阵
--watch 持续更新（每60秒）+ 启动本地 HTTP 服务
用法:
python tools/dashboard.py --mode=live
python tools/dashboard.py --mode=live --watch
python tools/dashboard.py --mode=detail
python tools/dashboard.py --mode=detail --watch
"""
import json, math, os, re, sys, time, subprocess
from datetime import datetime, timezone, timedelta
_ROOT = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
_TOOLS = os.path.dirname(os.path.abspath(__file__))
sys.path.insert(0, _ROOT)
from tools.log_parser import (
FK, FN, FC, DEFAULT_LOG,
parse_rows, parse_news_events, pearson, normalize_prices,
RE_PRICE, RE_FACTOR,
)
# ── 输出路径 ──────────────────────────────────────────────────
LIVE_HTML = os.path.join(_ROOT, "chart.html")
LIVE_DATA = os.path.join(_ROOT, "chart_data.json")
DETAIL_HTML = os.path.join(_ROOT, "factor_detail_charts.html")
CHART_TMPL_JS = os.path.join(_ROOT, "dashboard/chart_template.js")
GAP_CACHE = os.path.join(_ROOT, "gap_prices.json")
CHART_TS_TXT = os.path.join(_ROOT, "chart_ts.txt")
# ── 因子颜色（live 模式）────────────────────────────────────
COLORS_LIVE = [
'#ff6b6b', '#ffa94d', '#ffe066', '#a9e34b', '#4dabf7',
'#74c0fc', '#da77f2', '#f783ac', '#e64980', '#12b886',
'#228be6', '#fab005', '#7950f2', '#ffd700', '#00ced1',
]
HIDDEN_DEFAULT = {'FR', 'OI', 'IV', 'MP', 'CT'}
MAX_LIVE = 400
MAX_DETAIL = 6000
# ── 动态读取权重 ──────────────────────────────────────────────
def _load_weights():
try:
import config as _cfg
return {
'TR': getattr(_cfg, 'W_TREND', 0.08),
'OB': getattr(_cfg, 'W_ORDERBOOK', 0.06),
'TK': getattr(_cfg, 'W_TAKER', 0.10),
'OI': getattr(_cfg, 'W_OI_CHANGE', 0.02),
'FR': getattr(_cfg, 'W_FUNDING', 0.04),
'MP': getattr(_cfg, 'W_MAXPAIN', 0.04),
'VD': getattr(_cfg, 'W_VOL_DELTA', 0.10),
'BTC': getattr(_cfg, 'W_BTC_CORR', 0.06),
'GM': getattr(_cfg, 'W_GAMMA', 0.06),
'IV': getattr(_cfg, 'W_IV', 0.02),
'EX': getattr(_cfg, 'W_TAKER_EXHAUST', 0.07),
'LC': getattr(_cfg, 'W_LIQ_COOLDOWN', 0.13),
'MR': getattr(_cfg, 'W_MEAN_REVERT', 0.05),
'SM': getattr(_cfg, 'W_SMART_MONEY', 0.00),
'CT': getattr(_cfg, 'COPY_TRADE_WEIGHT', 0.10),
'RT': getattr(_cfg, 'W_RETAIL_POSITION', 0.05),
'MM': getattr(_cfg, 'W_MM_POSITION', 0.05),
'LT': getattr(_cfg, 'W_LIQ_TRIGGER', 0.06),
'TX': getattr(_cfg, 'W_TOXIC_FLOW', 0.06),
}
except Exception:
return {
'TR': 0.08, 'OB': 0.06, 'TK': 0.10, 'OI': 0.02, 'FR': 0.04, 'MP': 0.04,
'VD': 0.10, 'BTC': 0.06, 'GM': 0.06, 'IV': 0.02, 'EX': 0.07, 'LC': 0.13,
'MR': 0.05, 'NEWS': 0.17, 'SM': 0.00, 'CT': 0.10,
}
# ════════════════════════════════════════════════════════════
# LIVE 模式（原 factor_chart.py）
# ════════════════════════════════════════════════════════════
def _live_parse_extra(rows):
"""解析新闻/快讯事件（live 模式专用）"""
news_events, flash_events = parse_news_events()
# 匹配简洁版 trade open/close（仅用 rows 中已有事件格式）
trade_opens = []
trade_closes = []
try:
re_open = re.compile(r'(\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2}),\d+ \[MyTrader\] INFO: \[交易\] ✅ ETH (\w+) ([\d.]+)张')
re_close = re.compile(r'(\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2}),\d+ \[MyTrader\] (?:INFO|WARNING): \[(?:止盈|止损|决策树)\].+(?:平仓|止盈触发|止损触发)')
for line in open(DEFAULT_LOG, encoding='utf-8', errors='replace'):
m = re_open.search(line)
if m:
trade_opens.append({'ts': m.group(1), 'action': m.group(2), 'size': m.group(3), 'type': 'open'})
m = re_close.search(line)
if m:
trade_closes.append({'ts': m.group(1), 'action': '', 'size': '', 'type': 'close'})
except Exception:
pass
return news_events, flash_events, trade_opens + trade_closes
def _live_calc_rate(values, scale=3.0):
rates = [None]
for i in range(1, len(values)):
if values[i] is None or values[i - 1] is None:
rates.append(None)
else:
rates.append(round(max(-1, min(1, (values[i] - values[i - 1]) * scale)), 3))
return rates
def _live_build_data(rows, news_events, flash_events, trades):
if not rows:
return {}
# 价格归一化
valid_px = [r['price'] for r in rows if r['price']]
if valid_px:
px_min, px_max = min(valid_px), max(valid_px)
px_range = px_max - px_min if px_max != px_min else 1
px_mid = (px_max + px_min) / 2
for row in rows:
row['price_norm'] = round((row['price'] - px_mid) / (px_range / 2), 3) if row['price'] else None
else:
for row in rows:
row['price_norm'] = None
ts_labels = [r['ts'][11:16] for r in rows]
ts_full = [r['ts'][:16] for r in rows]
series_data, rate_data = {}, {}
for k in FK:
vals = [r.get(k) for r in rows]
series_data[k] = vals
rate_data[k] = _live_calc_rate(vals)
series_data['ETH'] = [r['price_norm'] for r in rows]
series_data['Total'] = [r['total'] for r in rows]
rate_data['ETH'] = _live_calc_rate(series_data['ETH'], scale=5.0)
rate_data['Total'] = _live_calc_rate(series_data['Total'], scale=5.0)
news_tooltip = {}
for ev in news_events:
key = ev['ts'][:16]
news_tooltip[key] = f"[新闻{ev['score']:+d}] {ev['summary'][:80]}"
for ev in flash_events:
key = ev['ts'][:16]
existing = news_tooltip.get(key, '')
news_tooltip[key] = (existing + '\n' if existing else '') + f"[★{ev['score']}] {ev['text'][:80]}"
mark_lines = []
for ev in news_events:
ev_ts = ev['ts'][:16]
idx = next((i for i, t in enumerate(ts_full) if t >= ev_ts), None)
if idx is not None:
color = '#51cf66' if ev['score'] > 0 else ('#ff6b6b' if ev['score'] < 0 else '#aaa')
mark_lines.append({'idx': idx, 'color': color, 'label': f"新闻{ev['score']:+d}", 'type': 'dashed'})
for ev in flash_events:
ev_ts = ev['ts'][:16]
idx = next((i for i, t in enumerate(ts_full) if t >= ev_ts), None)
if idx is not None:
color = '#ffa94d' if ev['score'] >= 8 else '#555'
mark_lines.append({'idx': idx, 'color': color, 'label': f"★{ev['score']}", 'type': 'dotted'})
mark_points = []
for t in trades:
t_short = t['ts'][:16]
idx = next((i for i, ts in enumerate(ts_full) if ts >= t_short), None)
if idx is not None:
val = rows[idx]['total'] if idx < len(rows) else 0
if t['type'] == 'open':
color = '#51cf66' if t['action'] == 'LONG' else '#ff6b6b'
label = f"开{t['action']}"
rotate = 180 if t['action'] == 'SHORT' else 0
else:
color, label, rotate = '#ffd43b', '平仓', 0
mark_points.append({'idx': idx, 'val': val, 'color': color, 'label': label, 'rotate': rotate})
last = rows[-1]
return {
'ts': ts_labels, 'ts_full': ts_full,
'series': series_data, 'rates': rate_data,
'news_tooltip': news_tooltip,
'mark_lines': mark_lines, 'mark_points': mark_points,
'last_price': last['price'] or 0,
'last_total': last['total'], 'last_dir': last['dir'],
'px_min': min(valid_px) if valid_px else 0,
'px_max': max(valid_px) if valid_px else 0,
'updated': datetime.now().strftime('%H:%M:%S'),
'n_points': len(rows),
}
def _live_build_shell(weights):
FK_LIVE = [k for k in FK if k != 'SM'] # SM 权重0，默认隐藏
legend_defs = []
for i, k in enumerate(FK_LIVE):
legend_defs.append({
'key': k, 'label': f'{k} {FN[k]}',
'color': COLORS_LIVE[i % len(COLORS_LIVE)],
'weight': weights.get(k, 0), 'hidden': k in HIDDEN_DEFAULT,
})
legend_defs.append({'key': 'ETH', 'label': 'ETH价格', 'color': '#ffd43b', 'weight': 0, 'hidden': False})
legend_defs.append({'key': 'Total', 'label': 'Total总分', 'color': '#ffffff', 'weight': 0, 'hidden': False})
series_defs = []
rate_defs = []
for i, k in enumerate(FK_LIVE):
c = COLORS_LIVE[i % len(COLORS_LIVE)]
series_defs.append({'name': f'{k} {FN[k]}', 'key': k, 'color': c, 'width': 1.5})
rate_defs.append( {'name': f'{k}速率', 'key': k, 'color': c, 'width': 1.2})
series_defs.append({'name': 'ETH价格(归一化)', 'key': 'ETH', 'color': '#ffd43b', 'width': 2.5})
series_defs.append({'name': 'Total总分', 'key': 'Total', 'color': '#ffffff', 'width': 3.0})
rate_defs.append( {'name': 'ETH价格速率', 'key': 'ETH', 'color': '#ffd43b', 'width': 2.5})
rate_defs.append( {'name': 'Total速率', 'key': 'Total', 'color': '#ffffff', 'width': 3.0})
legend_json = json.dumps(legend_defs, ensure_ascii=False)
series_json = json.dumps(series_defs, ensure_ascii=False)
rate_json = json.dumps(rate_defs, ensure_ascii=False)
weights_json = json.dumps(weights)
return f"""
ETH 因子走势
📊 ETH 因子走势
价格: -
总分: -
信号: -
数据点: -
-
"""
def run_live(data_only=False, watch=False):
weights = _load_weights()
if not data_only and not os.path.exists(LIVE_HTML):
shell = _live_build_shell(weights)
with open(LIVE_HTML, 'w', encoding='utf-8') as f:
f.write(shell)
print(f"[{datetime.now().strftime('%H:%M:%S')}] 生成壳: {LIVE_HTML}")
while True:
rows, _events = parse_rows(max_rows=MAX_LIVE)
news_events, flash_events, trades = _live_parse_extra(rows)
data = _live_build_data(rows, news_events, flash_events, trades)
with open(LIVE_DATA, 'w', encoding='utf-8') as f:
json.dump(data, f, ensure_ascii=False)
print(f"[{datetime.now().strftime('%H:%M:%S')}] live: {len(rows)}点 "
f"{len(news_events)}新闻 {len(flash_events)}快讯 {len(trades)}交易")
if not watch:
break
time.sleep(30)
# ════════════════════════════════════════════════════════════
# DETAIL 模式（原 factor_detail_charts.py）
# ════════════════════════════════════════════════════════════
def _detail_fill_gaps(rows):
"""补充日志空缺期间的价格（OKX API + 本地缓存）"""
from datetime import datetime as _dt
GAP_FILL = 5 * 60
price_cache = {}
if os.path.exists(GAP_CACHE):
try:
raw = json.load(open(GAP_CACHE, encoding='utf-8'))
price_cache = raw.get('prices', {})
except Exception:
pass
gaps = []
for i in range(1, len(rows)):
try:
t0g = _dt.strptime(rows[i - 1]['ts'], '%Y-%m-%d %H:%M:%S')
t1g = _dt.strptime(rows[i]['ts'], '%Y-%m-%d %H:%M:%S')
if (t1g - t0g).total_seconds() > GAP_FILL:
gaps.append((rows[i - 1]['ts'], rows[i]['ts']))
except Exception:
pass
fill_rows = []
needs_fetch = []
for g_start, g_end in gaps:
t0g = _dt.strptime(g_start, '%Y-%m-%d %H:%M:%S')
t1g = _dt.strptime(g_end, '%Y-%m-%d %H:%M:%S')
cur = t0g.replace(second=0) + timedelta(minutes=1)
miss_start = None
while cur < t1g:
ts_str = cur.strftime('%Y-%m-%d %H:%M:%S')
if ts_str in price_cache:
fill_rows.append({'ts': ts_str, 'price': price_cache[ts_str]})
if miss_start:
needs_fetch.append((miss_start, cur))
miss_start = None
else:
miss_start = miss_start or cur
cur += timedelta(minutes=1)
if miss_start:
needs_fetch.append((miss_start, t1g))
if needs_fetch:
try:
import requests
from config import OKX_BASE_URL, PROXIES
sess = requests.Session()
if PROXIES:
sess.proxies = PROXIES
new_count = 0
for ms, me in needs_fetch:
t0_ms = int((ms - timedelta(hours=8)).replace(tzinfo=timezone.utc).timestamp() * 1000)
t1_ms = int((me - timedelta(hours=8)).replace(tzinfo=timezone.utc).timestamp() * 1000)
after_ms = t1_ms
for _ in range(15):
r = sess.get(f'{OKX_BASE_URL}/api/v5/market/history-candles',
params={'instId': 'ETH-USDT-SWAP', 'bar': '1m',
'after': str(after_ms), 'before': str(t0_ms), 'limit': '100'},
timeout=8)
data = r.json().get('data', [])
if not data:
break
for c in data:
ts_ms_c = int(c[0])
if t0_ms <= ts_ms_c <= t1_ms:
ts_local = (_dt.utcfromtimestamp(ts_ms_c / 1000) + timedelta(hours=8)).strftime('%Y-%m-%d %H:%M:%S')
p = float(c[4])
if ts_local not in price_cache:
price_cache[ts_local] = p
fill_rows.append({'ts': ts_local, 'price': p})
new_count += 1
after_ms = int(data[-1][0]) - 1
if after_ms <= t0_ms:
break
print(f" 补充 {new_count} 条新价格数据")
with open(GAP_CACHE, 'w', encoding='utf-8') as cf:
json.dump({'prices': price_cache}, cf, ensure_ascii=False)
except Exception as e:
print(f"价格补充失败（继续生成）: {e}")
if fill_rows:
null_factors = {k: None for k in FK}
null_factors.update({'total': None, 'dir': None, 'news': None})
full_fill = [{**null_factors, 'ts': fr['ts'], 'price': fr['price'], '_filled': True}
for fr in fill_rows]
rows = sorted(rows + full_fill, key=lambda r: r['ts'])
print(f" 共补充 {len(fill_rows)} 条价格数据")
return rows
def _detail_overview(rows):
real = [r for r in rows if not r.get('_filled') and r.get('total') is not None]
n = len(real)
prices = [r['price'] for r in real]
pn = normalize_prices(real)
tot = [r['total'] for r in real]
res = {}
for k in FK:
fv = [r[k] for r in real]
d = {'vt': pearson(fv, tot), 'vp': pearson(fv, pn)}
for lag in [1, 3, 5, 10, 20]:
if n <= lag:
d[f'l{lag}'] = 0.0
continue
fr = [math.log(prices[i + lag] / prices[i]) if prices[i] > 0 else 0 for i in range(n - lag)]
d[f'l{lag}'] = pearson(fv[:n - lag], fr)
res[k] = d
return res
def _detail_corr_table_html(ov):
def cc(v):
a = abs(v)
if a < 0.05:
return '#333'
return f'rgb(0,{int(80 + a * 175)},50)' if v > 0 else f'rgb({int(80 + a * 175)},30,30)'
rows_html = ''
for k in FK:
d = ov[k]
c = FC[k]
cells = f'
{k}
{FN[k]}
'
cells += f'
{d["vt"]:+.3f}
'
cells += f'
{d["vp"]:+.3f}
'
for lag in [1, 3, 5, 10, 20]:
v = d[f'l{lag}']
cells += f'
{v:+.3f}
'
rows_html += f'
{cells}
\n'
return rows_html
def _detail_news_compress(rows):
news_list, news_key_map, ni_arr = [], {}, []
for r in rows:
n = r.get('news')
if n is None:
ni_arr.append(-1)
else:
key = (round(n['ai'] * 20) / 20, n['fg'], n['summary'][:30])
if key not in news_key_map:
news_key_map[key] = len(news_list)
news_list.append(n)
ni_arr.append(news_key_map[key])
nr_runs = []
if ni_arr:
cur_v, cur_c = ni_arr[0], 1
for v in ni_arr[1:]:
if v == cur_v:
cur_c += 1
else:
nr_runs.append([cur_v, cur_c])
cur_v, cur_c = v, 1
nr_runs.append([cur_v, cur_c])
return news_list, nr_runs
def _detail_build_html(rows, events, ov):
n = len(rows)
t0, t1 = rows[0]['ts'], rows[-1]['ts']
now = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
ovr = _detail_corr_table_html(ov)
af_data = json.dumps({k: [round(r[k], 4) if r[k] is not None else None for r in rows] for k in FK})
news_list, nr_runs = _detail_news_compress(rows)
data_js = (
'const FK=' + json.dumps(FK) + ';\n'
'const FN=' + json.dumps(FN) + ';\n'
'const FC=' + json.dumps(FC) + ';\n'
'const T=' + json.dumps([r['ts'] for r in rows]) + ';\n'
'const P=' + json.dumps([r['price'] for r in rows]) + ';\n'
'const S=' + json.dumps([round(r['total'], 4) if r['total'] is not None else None for r in rows]) + ';\n'
'const D=' + json.dumps([r['dir'] for r in rows]) + ';\n'
'const AF=' + af_data + ';\n'
'const EV=' + json.dumps(events) + ';\n'
'const NL=' + json.dumps(news_list) + ';\n'
'const NR=' + json.dumps(nr_runs) + ';\n'
'function getNI(gi){let i=0,r=0;for(const[v,c]of NR){if(gi\n'
'\n'
'\n'
'ETH 因子走势图\n'
'\n'
'\n'
'\n'
'\n'
'\n\n'
f'