Compare commits
2 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 10b374b4d9 | |||
| e9e1111df9 |
@@ -0,0 +1,102 @@
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package com.wrbug.polymarketbot.api
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import retrofit2.Response
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import retrofit2.http.GET
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import retrofit2.http.Query
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/**
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* NBA Stats API 接口
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* Base URL: https://stats.nba.com/stats/
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*
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* 注意:NBA Stats API 需要设置正确的请求头:
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* - User-Agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36
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* - Referer: https://www.nba.com/
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* - Accept: application/json
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*/
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interface NbaStatsApi {
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/**
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* 获取赛程和比分
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* @param GameDate 比赛日期,格式:YYYY-MM-DD,不传则获取今天的比赛
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* @param LeagueID 联盟ID,默认:00 (NBA)
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* @param DayOffset 日期偏移,默认:0
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* @return ScoreboardResponse
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*/
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@GET("Scoreboard")
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suspend fun getScoreboard(
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@Query("GameDate") gameDate: String? = null,
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@Query("LeagueID") leagueId: String = "00",
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@Query("DayOffset") dayOffset: Int = 0
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): Response<ScoreboardResponse>
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}
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/**
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* NBA Stats API Scoreboard 响应
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*/
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data class ScoreboardResponse(
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val resultSets: List<ResultSet>
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)
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/**
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* Result Set
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*/
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data class ResultSet(
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val name: String,
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val headers: List<String>,
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val rowSet: List<List<Any?>>
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)
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/**
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* Game Header (从 Scoreboard 的 resultSets[0] 获取)
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* Headers: ["GAME_DATE_EST", "GAME_SEQUENCE", "GAME_ID", "GAME_STATUS_ID", "GAME_STATUS_TEXT",
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* "GAMECODE", "HOME_TEAM_ID", "VISITOR_TEAM_ID", "SEASON", "LIVE_PERIOD",
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* "LIVE_PC_TIME", "NATL_TV_BROADCASTER_ABBREV", "LIVE_PERIOD_TIME_BCAST", "WH_STATUS"]
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*/
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data class GameHeader(
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val gameDateEst: String,
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val gameSequence: Int,
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val gameId: String,
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val gameStatusId: Int,
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val gameStatusText: String,
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val gameCode: String,
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val homeTeamId: Int,
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val visitorTeamId: Int,
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val season: String,
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val livePeriod: Int?,
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val livePcTime: String?,
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val natlTvBroadcasterAbbrev: String?,
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val livePeriodTimeBcast: String?,
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val whStatus: Int?
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)
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/**
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* Line Score (从 Scoreboard 的 resultSets[1] 获取)
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* Headers: ["GAME_DATE_EST", "GAME_SEQUENCE", "GAME_ID", "TEAM_ID", "TEAM_ABBREVIATION",
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* "TEAM_NAME", "PTS_QTR1", "PTS_QTR2", "PTS_QTR3", "PTS_QTR4", "PTS_OT1",
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* "PTS_OT2", "PTS_OT3", "PTS_OT4", "PTS", "FG_PCT", "FT_PCT", "FG3_PCT",
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* "AST", "REB", "TOV"]
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*/
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data class LineScore(
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val gameDateEst: String,
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val gameSequence: Int,
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val gameId: String,
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val teamId: Int,
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val teamAbbreviation: String,
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val teamName: String,
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val ptsQtr1: Int?,
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val ptsQtr2: Int?,
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val ptsQtr3: Int?,
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val ptsQtr4: Int?,
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val ptsOt1: Int?,
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val ptsOt2: Int?,
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val ptsOt3: Int?,
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val ptsOt4: Int?,
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val pts: Int,
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val fgPct: Double?,
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val ftPct: Double?,
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val fg3Pct: Double?,
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val ast: Int?,
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val reb: Int?,
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val tov: Int?
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)
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@@ -13,21 +13,56 @@ import retrofit2.http.Query
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interface PolymarketGammaApi {
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/**
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* 根据 condition ID 列表获取市场信息
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* 获取体育元数据信息
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* 文档: https://docs.polymarket.com/api-reference/sports/get-sports-metadata-information
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* @return 体育元数据数组
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*/
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@GET("/sports")
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suspend fun getSports(): Response<List<SportsMetadataResponse>>
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/**
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* 根据条件获取市场信息
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* 文档: https://docs.polymarket.com/api-reference/markets/list-markets
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* @param conditionIds condition ID 数组(16 进制字符串,如 "0x...")
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* @param clobTokenIds CLOB token ID 数组(用于通过 tokenId 查询市场)
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* @param includeTag 是否包含标签信息
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* @param tags 标签 ID 数组,用于过滤市场(如 NBA 的 tag ID)
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* @param active 是否只返回活跃的市场
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* @param closed 是否包含已关闭的市场
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* @param archived 是否包含已归档的市场
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* @param limit 返回的市场数量限制
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* @param startDateMin 最小开始日期(ISO 8601 格式,UTC 时区,如 "2025-12-01T00:00:00Z")
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* @param sportsMarketTypes 体育市场类型数组(如 ["moneyline"] 用于筛选 moneyline 类型)
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* @return 市场信息数组
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*/
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@GET("/markets")
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suspend fun listMarkets(
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@Query("condition_ids") conditionIds: List<String>? = null,
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@Query("clob_token_ids") clobTokenIds: List<String>? = null,
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@Query("include_tag") includeTag: Boolean? = null
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@Query("include_tag") includeTag: Boolean? = null,
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@Query("tags") tags: List<String>? = null,
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@Query("active") active: Boolean? = null,
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@Query("closed") closed: Boolean? = null,
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@Query("archived") archived: Boolean? = null,
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@Query("limit") limit: Int? = null,
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@Query("start_date_min") startDateMin: String? = null,
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@Query("sports_market_types") sportsMarketTypes: List<String>? = null,
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): Response<List<MarketResponse>>
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}
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/**
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* 体育元数据响应
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* 文档: https://docs.polymarket.com/api-reference/sports/get-sports-metadata-information
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*/
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data class SportsMetadataResponse(
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val sport: String? = null, // 体育标识符或缩写(如 "NBA")
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val image: String? = null, // 体育 logo 或图片 URL
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val resolution: String? = null, // 官方决议源 URL
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val ordering: String? = null, // 显示顺序(通常是 "home" 或 "away")
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val tags: String? = null, // 逗号分隔的标签 ID 列表
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val series: String? = null // 系列标识符
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)
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/**
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* 市场响应(根据 Gamma API 文档)
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*/
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@@ -57,5 +92,19 @@ data class MarketResponse(
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// 以下字段可能存在于响应中,但不在标准文档中
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val clobTokenIds: String? = null, // CLOB token IDs(可能是 JSON 字符串或数组)
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val clob_token_ids: String? = null // 下划线格式(兼容不同 API 版本)
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val tags: List<MarketTag>? = null, // 市场标签列表
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val sportsMarketType: String? = null, // 市场类型:moneyline, spread 等
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val gameStartTime: String? = null, // 比赛开始时间(格式:2025-12-13 00:00:00+00)
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val createdAt: String? = null, // 市场创建时间(ISO 8601 格式)
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val resolutionSource: String? = null // 决议源 URL(如 "https://www.nba.com/")
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)
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/**
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* 市场标签
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*/
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data class MarketTag(
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val id: String? = null,
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val label: String? = null,
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val slug: String? = null
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)
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@@ -0,0 +1,69 @@
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package com.wrbug.polymarketbot.controller.nba
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import com.wrbug.polymarketbot.dto.*
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import com.wrbug.polymarketbot.enums.ErrorCode
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import com.wrbug.polymarketbot.service.nba.NbaGameService
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import kotlinx.coroutines.runBlocking
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import org.slf4j.LoggerFactory
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import org.springframework.context.MessageSource
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import org.springframework.http.ResponseEntity
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import org.springframework.web.bind.annotation.*
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/**
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* NBA 比赛控制器
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*/
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@RestController
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@RequestMapping("/api/nba/games")
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class NbaGameController(
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private val nbaGameService: NbaGameService,
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private val messageSource: MessageSource
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) {
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private val logger = LoggerFactory.getLogger(NbaGameController::class.java)
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/**
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* 获取 NBA 比赛列表
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*/
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@PostMapping("/list")
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fun getNbaGames(@RequestBody request: NbaGameListRequest): ResponseEntity<ApiResponse<NbaGameListResponse>> {
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return try {
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val result = runBlocking {
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nbaGameService.getNbaGames(request)
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}
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result.fold(
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onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
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onFailure = { e ->
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logger.error("获取 NBA 比赛列表失败: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
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}
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)
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} catch (e: Exception) {
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logger.error("获取 NBA 比赛列表异常: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
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}
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}
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/**
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* 获取 7 天内的所有球队(用于策略配置)
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*/
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@PostMapping("/teams")
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fun getTeamsInNext7Days(): ResponseEntity<ApiResponse<List<String>>> {
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return try {
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val result = runBlocking {
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nbaGameService.getTeamsInNext7Days()
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}
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result.fold(
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onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
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onFailure = { e ->
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logger.error("获取球队列表失败: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
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}
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)
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} catch (e: Exception) {
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logger.error("获取球队列表异常: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
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}
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}
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}
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@@ -0,0 +1,70 @@
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package com.wrbug.polymarketbot.controller.nba
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import com.wrbug.polymarketbot.dto.*
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import com.wrbug.polymarketbot.enums.ErrorCode
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import com.wrbug.polymarketbot.service.nba.NbaMarketService
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import kotlinx.coroutines.runBlocking
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import org.slf4j.LoggerFactory
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import org.springframework.context.MessageSource
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import org.springframework.http.ResponseEntity
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import org.springframework.web.bind.annotation.*
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/**
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* NBA 市场控制器
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*/
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@RestController
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@RequestMapping("/api/nba/markets")
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class NbaMarketController(
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private val nbaMarketService: NbaMarketService,
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private val messageSource: MessageSource
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) {
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private val logger = LoggerFactory.getLogger(NbaMarketController::class.java)
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/**
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* 获取 NBA 市场列表
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*/
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@PostMapping("/list")
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fun getNbaMarkets(@RequestBody request: NbaMarketListRequest): ResponseEntity<ApiResponse<NbaMarketListResponse>> {
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return try {
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val result = runBlocking {
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nbaMarketService.getNbaMarkets(request)
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}
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result.fold(
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onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
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onFailure = { e ->
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logger.error("获取 NBA 市场列表失败: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
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}
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)
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} catch (e: Exception) {
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logger.error("获取 NBA 市场列表异常: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
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}
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}
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/**
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* 从 NBA 市场中获取球队列表(用于策略配置)
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* 从市场名称中解析出所有唯一的球队名称
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*/
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@PostMapping("/teams")
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fun getTeamsFromMarkets(): ResponseEntity<ApiResponse<List<String>>> {
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return try {
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val result = runBlocking {
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nbaMarketService.getTeamsFromMarkets(active = true)
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}
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result.fold(
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onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
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onFailure = { e ->
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logger.error("获取球队列表失败: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
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}
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)
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} catch (e: Exception) {
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logger.error("获取球队列表异常: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
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}
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}
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}
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+166
@@ -0,0 +1,166 @@
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package com.wrbug.polymarketbot.controller.nba
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import com.wrbug.polymarketbot.dto.*
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import com.wrbug.polymarketbot.enums.ErrorCode
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import com.wrbug.polymarketbot.service.nba.NbaQuantitativeStrategyService
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import kotlinx.coroutines.runBlocking
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import org.slf4j.LoggerFactory
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import org.springframework.context.MessageSource
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import org.springframework.http.ResponseEntity
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import org.springframework.web.bind.annotation.*
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/**
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* NBA 量化策略控制器
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*/
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@RestController
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@RequestMapping("/api/nba/strategies")
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class NbaQuantitativeStrategyController(
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private val strategyService: NbaQuantitativeStrategyService,
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private val messageSource: MessageSource
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) {
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private val logger = LoggerFactory.getLogger(NbaQuantitativeStrategyController::class.java)
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/**
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* 创建策略
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*/
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@PostMapping("/create")
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fun createStrategy(@RequestBody request: NbaQuantitativeStrategyCreateRequest): ResponseEntity<ApiResponse<NbaQuantitativeStrategyDto>> {
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return try {
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if (request.strategyName.isBlank()) {
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return ResponseEntity.ok(ApiResponse.error(ErrorCode.PARAM_EMPTY, customMsg = "策略名称不能为空", messageSource = messageSource))
|
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}
|
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if (request.accountId <= 0) {
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return ResponseEntity.ok(ApiResponse.error(ErrorCode.PARAM_ERROR, customMsg = "账户ID无效", messageSource = messageSource))
|
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}
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val result = runBlocking { strategyService.createStrategy(request) }
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result.fold(
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onSuccess = { strategy ->
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ResponseEntity.ok(ApiResponse.success(strategy))
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},
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onFailure = { e ->
|
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logger.error("创建策略失败: ${e.message}", e)
|
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
|
||||
)
|
||||
} catch (e: Exception) {
|
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logger.error("创建策略异常: ${e.message}", e)
|
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
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||||
}
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/**
|
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* 更新策略
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*/
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@PostMapping("/update")
|
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fun updateStrategy(@RequestBody request: NbaQuantitativeStrategyUpdateRequest): ResponseEntity<ApiResponse<NbaQuantitativeStrategyDto>> {
|
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return try {
|
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if (request.id <= 0) {
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return ResponseEntity.ok(ApiResponse.error(ErrorCode.PARAM_ERROR, customMsg = "策略ID无效", messageSource = messageSource))
|
||||
}
|
||||
|
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val result = runBlocking { strategyService.updateStrategy(request) }
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result.fold(
|
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onSuccess = { strategy ->
|
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ResponseEntity.ok(ApiResponse.success(strategy))
|
||||
},
|
||||
onFailure = { e ->
|
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logger.error("更新策略失败: ${e.message}", e)
|
||||
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
|
||||
)
|
||||
} catch (e: Exception) {
|
||||
logger.error("更新策略异常: ${e.message}", e)
|
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取策略列表
|
||||
*/
|
||||
@PostMapping("/list")
|
||||
fun getStrategyList(@RequestBody request: NbaQuantitativeStrategyListRequest): ResponseEntity<ApiResponse<NbaQuantitativeStrategyListResponse>> {
|
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return try {
|
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val result = runBlocking { strategyService.getStrategyList(request) }
|
||||
result.fold(
|
||||
onSuccess = { response ->
|
||||
ResponseEntity.ok(ApiResponse.success(response))
|
||||
},
|
||||
onFailure = { e ->
|
||||
logger.error("获取策略列表失败: ${e.message}", e)
|
||||
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
|
||||
)
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取策略列表异常: ${e.message}", e)
|
||||
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取策略详情
|
||||
*/
|
||||
@PostMapping("/detail")
|
||||
fun getStrategyDetail(@RequestBody request: NbaQuantitativeStrategyDetailRequest): ResponseEntity<ApiResponse<NbaQuantitativeStrategyDto>> {
|
||||
return try {
|
||||
if (request.id == null || request.id <= 0) {
|
||||
return ResponseEntity.ok(ApiResponse.error(ErrorCode.PARAM_EMPTY, customMsg = "策略ID不能为空", messageSource = messageSource))
|
||||
}
|
||||
|
||||
val result = runBlocking { strategyService.getStrategyDetail(request.id) }
|
||||
result.fold(
|
||||
onSuccess = { strategy ->
|
||||
ResponseEntity.ok(ApiResponse.success(strategy))
|
||||
},
|
||||
onFailure = { e ->
|
||||
logger.error("获取策略详情失败: ${e.message}", e)
|
||||
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
|
||||
)
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取策略详情异常: ${e.message}", e)
|
||||
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 删除策略
|
||||
*/
|
||||
@PostMapping("/delete")
|
||||
fun deleteStrategy(@RequestBody request: NbaQuantitativeStrategyDeleteRequest): ResponseEntity<ApiResponse<Unit>> {
|
||||
return try {
|
||||
if (request.id == null || request.id <= 0) {
|
||||
return ResponseEntity.ok(ApiResponse.error(ErrorCode.PARAM_EMPTY, customMsg = "策略ID不能为空", messageSource = messageSource))
|
||||
}
|
||||
|
||||
val result = runBlocking { strategyService.deleteStrategy(request.id) }
|
||||
result.fold(
|
||||
onSuccess = {
|
||||
ResponseEntity.ok(ApiResponse.success(Unit))
|
||||
},
|
||||
onFailure = { e ->
|
||||
logger.error("删除策略失败: ${e.message}", e)
|
||||
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
|
||||
)
|
||||
} catch (e: Exception) {
|
||||
logger.error("删除策略异常: ${e.message}", e)
|
||||
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 策略详情请求
|
||||
*/
|
||||
data class NbaQuantitativeStrategyDetailRequest(
|
||||
val id: Long?
|
||||
)
|
||||
|
||||
/**
|
||||
* 策略删除请求
|
||||
*/
|
||||
data class NbaQuantitativeStrategyDeleteRequest(
|
||||
val id: Long?
|
||||
)
|
||||
|
||||
@@ -0,0 +1,40 @@
|
||||
package com.wrbug.polymarketbot.dto
|
||||
|
||||
import java.time.LocalDate
|
||||
|
||||
/**
|
||||
* NBA 比赛 DTO
|
||||
*/
|
||||
data class NbaGameDto(
|
||||
val id: Long?,
|
||||
val nbaGameId: String?,
|
||||
val homeTeam: String,
|
||||
val awayTeam: String,
|
||||
val gameDate: LocalDate,
|
||||
val gameTime: Long?,
|
||||
val gameStatus: String,
|
||||
val homeScore: Int,
|
||||
val awayScore: Int,
|
||||
val period: Int,
|
||||
val timeRemaining: String?,
|
||||
val polymarketMarketId: String?
|
||||
)
|
||||
|
||||
/**
|
||||
* NBA 比赛列表响应
|
||||
*/
|
||||
data class NbaGameListResponse(
|
||||
val list: List<NbaGameDto>,
|
||||
val total: Long
|
||||
)
|
||||
|
||||
/**
|
||||
* NBA 比赛列表请求
|
||||
* 前端传递时间戳(毫秒),后端转换为西8区时间
|
||||
*/
|
||||
data class NbaGameListRequest(
|
||||
val startTimestamp: Long? = null, // 开始时间戳(毫秒)
|
||||
val endTimestamp: Long? = null, // 结束时间戳(毫秒)
|
||||
val gameStatus: String? = null
|
||||
)
|
||||
|
||||
@@ -0,0 +1,45 @@
|
||||
package com.wrbug.polymarketbot.dto
|
||||
|
||||
/**
|
||||
* NBA 市场 DTO
|
||||
*/
|
||||
data class NbaMarketDto(
|
||||
val id: String? = null,
|
||||
val question: String? = null,
|
||||
val conditionId: String? = null,
|
||||
val slug: String? = null,
|
||||
val description: String? = null,
|
||||
val category: String? = null,
|
||||
val active: Boolean? = null,
|
||||
val closed: Boolean? = null,
|
||||
val archived: Boolean? = null,
|
||||
val volume: String? = null,
|
||||
val liquidity: String? = null,
|
||||
val endDate: String? = null,
|
||||
val startDate: String? = null,
|
||||
val outcomes: String? = null,
|
||||
val outcomePrices: String? = null,
|
||||
val volumeNum: Double? = null,
|
||||
val liquidityNum: Double? = null,
|
||||
val lastTradePrice: Double? = null,
|
||||
val bestBid: Double? = null,
|
||||
val bestAsk: Double? = null
|
||||
)
|
||||
|
||||
/**
|
||||
* NBA 市场列表响应
|
||||
*/
|
||||
data class NbaMarketListResponse(
|
||||
val list: List<NbaMarketDto>,
|
||||
val total: Long
|
||||
)
|
||||
|
||||
/**
|
||||
* NBA 市场列表请求
|
||||
*/
|
||||
data class NbaMarketListRequest(
|
||||
val active: Boolean? = true,
|
||||
val closed: Boolean? = false,
|
||||
val archived: Boolean? = false
|
||||
)
|
||||
|
||||
@@ -0,0 +1,213 @@
|
||||
package com.wrbug.polymarketbot.dto
|
||||
|
||||
import java.math.BigDecimal
|
||||
import java.time.LocalDate
|
||||
|
||||
/**
|
||||
* NBA 量化策略 DTO
|
||||
*/
|
||||
data class NbaQuantitativeStrategyDto(
|
||||
val id: Long?,
|
||||
val strategyName: String,
|
||||
val strategyDescription: String?,
|
||||
val accountId: Long,
|
||||
val accountName: String?,
|
||||
val enabled: Boolean,
|
||||
val filterTeams: List<String>?,
|
||||
val filterDateFrom: LocalDate?,
|
||||
val filterDateTo: LocalDate?,
|
||||
val filterGameImportance: String?,
|
||||
val minWinProbabilityDiff: BigDecimal,
|
||||
val minWinProbability: BigDecimal?,
|
||||
val maxWinProbability: BigDecimal?,
|
||||
val minTradeValue: BigDecimal,
|
||||
val minRemainingTime: Int?,
|
||||
val maxRemainingTime: Int?,
|
||||
val minScoreDiff: Int?,
|
||||
val maxScoreDiff: Int?,
|
||||
val buyAmountStrategy: String,
|
||||
val fixedBuyAmount: BigDecimal?,
|
||||
val buyRatio: BigDecimal?,
|
||||
val baseBuyAmount: BigDecimal?,
|
||||
val buyTiming: String,
|
||||
val delayBuySeconds: Int,
|
||||
val buyDirection: String,
|
||||
val enableSell: Boolean,
|
||||
val takeProfitThreshold: BigDecimal?,
|
||||
val stopLossThreshold: BigDecimal?,
|
||||
val probabilityReversalThreshold: BigDecimal?,
|
||||
val sellRatio: BigDecimal,
|
||||
val sellTiming: String,
|
||||
val delaySellSeconds: Int,
|
||||
val priceStrategy: String,
|
||||
val fixedPrice: BigDecimal?,
|
||||
val priceOffset: BigDecimal,
|
||||
val maxPosition: BigDecimal,
|
||||
val minPosition: BigDecimal,
|
||||
val maxGamePosition: BigDecimal?,
|
||||
val maxDailyLoss: BigDecimal?,
|
||||
val maxDailyOrders: Int?,
|
||||
val maxDailyProfit: BigDecimal?,
|
||||
val priceTolerance: BigDecimal,
|
||||
val minProbabilityThreshold: BigDecimal?,
|
||||
val maxProbabilityThreshold: BigDecimal?,
|
||||
val baseStrengthWeight: BigDecimal,
|
||||
val recentFormWeight: BigDecimal,
|
||||
val lineupIntegrityWeight: BigDecimal,
|
||||
val starStatusWeight: BigDecimal,
|
||||
val environmentWeight: BigDecimal,
|
||||
val matchupAdvantageWeight: BigDecimal,
|
||||
val scoreDiffWeight: BigDecimal,
|
||||
val momentumWeight: BigDecimal,
|
||||
val dataUpdateFrequency: Int,
|
||||
val analysisFrequency: Int,
|
||||
val pushFailedOrders: Boolean,
|
||||
val pushFrequency: String,
|
||||
val batchPushInterval: Int,
|
||||
val createdAt: Long,
|
||||
val updatedAt: Long
|
||||
)
|
||||
|
||||
/**
|
||||
* NBA 量化策略创建请求
|
||||
*/
|
||||
data class NbaQuantitativeStrategyCreateRequest(
|
||||
val strategyName: String,
|
||||
val strategyDescription: String? = null,
|
||||
val accountId: Long,
|
||||
val enabled: Boolean = true,
|
||||
val filterTeams: List<String>? = null,
|
||||
val filterDateFrom: LocalDate? = null,
|
||||
val filterDateTo: LocalDate? = null,
|
||||
val filterGameImportance: String? = null,
|
||||
val minWinProbabilityDiff: BigDecimal? = null,
|
||||
val minWinProbability: BigDecimal? = null,
|
||||
val maxWinProbability: BigDecimal? = null,
|
||||
val minTradeValue: BigDecimal? = null,
|
||||
val minRemainingTime: Int? = null,
|
||||
val maxRemainingTime: Int? = null,
|
||||
val minScoreDiff: Int? = null,
|
||||
val maxScoreDiff: Int? = null,
|
||||
val buyAmountStrategy: String? = null,
|
||||
val fixedBuyAmount: BigDecimal? = null,
|
||||
val buyRatio: BigDecimal? = null,
|
||||
val baseBuyAmount: BigDecimal? = null,
|
||||
val buyTiming: String? = null,
|
||||
val delayBuySeconds: Int? = null,
|
||||
val buyDirection: String? = null,
|
||||
val enableSell: Boolean? = null,
|
||||
val takeProfitThreshold: BigDecimal? = null,
|
||||
val stopLossThreshold: BigDecimal? = null,
|
||||
val probabilityReversalThreshold: BigDecimal? = null,
|
||||
val sellRatio: BigDecimal? = null,
|
||||
val sellTiming: String? = null,
|
||||
val delaySellSeconds: Int? = null,
|
||||
val priceStrategy: String? = null,
|
||||
val fixedPrice: BigDecimal? = null,
|
||||
val priceOffset: BigDecimal? = null,
|
||||
val maxPosition: BigDecimal? = null,
|
||||
val minPosition: BigDecimal? = null,
|
||||
val maxGamePosition: BigDecimal? = null,
|
||||
val maxDailyLoss: BigDecimal? = null,
|
||||
val maxDailyOrders: Int? = null,
|
||||
val maxDailyProfit: BigDecimal? = null,
|
||||
val priceTolerance: BigDecimal? = null,
|
||||
val minProbabilityThreshold: BigDecimal? = null,
|
||||
val maxProbabilityThreshold: BigDecimal? = null,
|
||||
val baseStrengthWeight: BigDecimal? = null,
|
||||
val recentFormWeight: BigDecimal? = null,
|
||||
val lineupIntegrityWeight: BigDecimal? = null,
|
||||
val starStatusWeight: BigDecimal? = null,
|
||||
val environmentWeight: BigDecimal? = null,
|
||||
val matchupAdvantageWeight: BigDecimal? = null,
|
||||
val scoreDiffWeight: BigDecimal? = null,
|
||||
val momentumWeight: BigDecimal? = null,
|
||||
val dataUpdateFrequency: Int? = null,
|
||||
val analysisFrequency: Int? = null,
|
||||
val pushFailedOrders: Boolean? = null,
|
||||
val pushFrequency: String? = null,
|
||||
val batchPushInterval: Int? = null
|
||||
)
|
||||
|
||||
/**
|
||||
* NBA 量化策略更新请求
|
||||
*/
|
||||
data class NbaQuantitativeStrategyUpdateRequest(
|
||||
val id: Long,
|
||||
val strategyName: String? = null,
|
||||
val strategyDescription: String? = null,
|
||||
val enabled: Boolean? = null,
|
||||
val filterTeams: List<String>? = null,
|
||||
val filterDateFrom: LocalDate? = null,
|
||||
val filterDateTo: LocalDate? = null,
|
||||
val filterGameImportance: String? = null,
|
||||
val minWinProbabilityDiff: BigDecimal? = null,
|
||||
val minWinProbability: BigDecimal? = null,
|
||||
val maxWinProbability: BigDecimal? = null,
|
||||
val minTradeValue: BigDecimal? = null,
|
||||
val minRemainingTime: Int? = null,
|
||||
val maxRemainingTime: Int? = null,
|
||||
val minScoreDiff: Int? = null,
|
||||
val maxScoreDiff: Int? = null,
|
||||
val buyAmountStrategy: String? = null,
|
||||
val fixedBuyAmount: BigDecimal? = null,
|
||||
val buyRatio: BigDecimal? = null,
|
||||
val baseBuyAmount: BigDecimal? = null,
|
||||
val buyTiming: String? = null,
|
||||
val delayBuySeconds: Int? = null,
|
||||
val buyDirection: String? = null,
|
||||
val enableSell: Boolean? = null,
|
||||
val takeProfitThreshold: BigDecimal? = null,
|
||||
val stopLossThreshold: BigDecimal? = null,
|
||||
val probabilityReversalThreshold: BigDecimal? = null,
|
||||
val sellRatio: BigDecimal? = null,
|
||||
val sellTiming: String? = null,
|
||||
val delaySellSeconds: Int? = null,
|
||||
val priceStrategy: String? = null,
|
||||
val fixedPrice: BigDecimal? = null,
|
||||
val priceOffset: BigDecimal? = null,
|
||||
val maxPosition: BigDecimal? = null,
|
||||
val minPosition: BigDecimal? = null,
|
||||
val maxGamePosition: BigDecimal? = null,
|
||||
val maxDailyLoss: BigDecimal? = null,
|
||||
val maxDailyOrders: Int? = null,
|
||||
val maxDailyProfit: BigDecimal? = null,
|
||||
val priceTolerance: BigDecimal? = null,
|
||||
val minProbabilityThreshold: BigDecimal? = null,
|
||||
val maxProbabilityThreshold: BigDecimal? = null,
|
||||
val baseStrengthWeight: BigDecimal? = null,
|
||||
val recentFormWeight: BigDecimal? = null,
|
||||
val lineupIntegrityWeight: BigDecimal? = null,
|
||||
val starStatusWeight: BigDecimal? = null,
|
||||
val environmentWeight: BigDecimal? = null,
|
||||
val matchupAdvantageWeight: BigDecimal? = null,
|
||||
val scoreDiffWeight: BigDecimal? = null,
|
||||
val momentumWeight: BigDecimal? = null,
|
||||
val dataUpdateFrequency: Int? = null,
|
||||
val analysisFrequency: Int? = null,
|
||||
val pushFailedOrders: Boolean? = null,
|
||||
val pushFrequency: String? = null,
|
||||
val batchPushInterval: Int? = null
|
||||
)
|
||||
|
||||
/**
|
||||
* NBA 量化策略列表请求
|
||||
*/
|
||||
data class NbaQuantitativeStrategyListRequest(
|
||||
val accountId: Long? = null,
|
||||
val enabled: Boolean? = null,
|
||||
val strategyName: String? = null,
|
||||
val page: Int? = 1,
|
||||
val limit: Int? = 20
|
||||
)
|
||||
|
||||
/**
|
||||
* NBA 量化策略列表响应
|
||||
*/
|
||||
data class NbaQuantitativeStrategyListResponse(
|
||||
val list: List<NbaQuantitativeStrategyDto>,
|
||||
val total: Long,
|
||||
val page: Int,
|
||||
val limit: Int
|
||||
)
|
||||
|
||||
@@ -0,0 +1,55 @@
|
||||
package com.wrbug.polymarketbot.entity
|
||||
|
||||
import jakarta.persistence.*
|
||||
import java.time.LocalDate
|
||||
|
||||
/**
|
||||
* NBA 比赛实体
|
||||
*/
|
||||
@Entity
|
||||
@Table(name = "nba_games")
|
||||
data class NbaGame(
|
||||
@Id
|
||||
@GeneratedValue(strategy = GenerationType.IDENTITY)
|
||||
val id: Long? = null,
|
||||
|
||||
@Column(name = "nba_game_id", unique = true, length = 100)
|
||||
val nbaGameId: String? = null,
|
||||
|
||||
@Column(name = "home_team", nullable = false, length = 100)
|
||||
val homeTeam: String,
|
||||
|
||||
@Column(name = "away_team", nullable = false, length = 100)
|
||||
val awayTeam: String,
|
||||
|
||||
@Column(name = "game_date", nullable = false)
|
||||
val gameDate: LocalDate,
|
||||
|
||||
@Column(name = "game_time")
|
||||
val gameTime: Long? = null,
|
||||
|
||||
@Column(name = "game_status", length = 50)
|
||||
val gameStatus: String = "scheduled",
|
||||
|
||||
@Column(name = "home_score")
|
||||
val homeScore: Int = 0,
|
||||
|
||||
@Column(name = "away_score")
|
||||
val awayScore: Int = 0,
|
||||
|
||||
@Column(name = "period")
|
||||
val period: Int = 0,
|
||||
|
||||
@Column(name = "time_remaining", length = 50)
|
||||
val timeRemaining: String? = null,
|
||||
|
||||
@Column(name = "polymarket_market_id", length = 100)
|
||||
val polymarketMarketId: String? = null,
|
||||
|
||||
@Column(name = "created_at", nullable = false)
|
||||
val createdAt: Long = System.currentTimeMillis(),
|
||||
|
||||
@Column(name = "updated_at", nullable = false)
|
||||
var updatedAt: Long = System.currentTimeMillis()
|
||||
)
|
||||
|
||||
@@ -0,0 +1,63 @@
|
||||
package com.wrbug.polymarketbot.entity
|
||||
|
||||
import jakarta.persistence.*
|
||||
|
||||
/**
|
||||
* NBA 市场实体(Polymarket 市场信息)
|
||||
*/
|
||||
@Entity
|
||||
@Table(name = "nba_markets")
|
||||
data class NbaMarket(
|
||||
@Id
|
||||
@GeneratedValue(strategy = GenerationType.IDENTITY)
|
||||
val id: Long? = null,
|
||||
|
||||
@Column(name = "polymarket_market_id", unique = true, nullable = false, length = 100)
|
||||
val polymarketMarketId: String,
|
||||
|
||||
@Column(name = "condition_id", unique = true, nullable = false, length = 100)
|
||||
val conditionId: String,
|
||||
|
||||
@Column(name = "market_slug", length = 255)
|
||||
val marketSlug: String? = null,
|
||||
|
||||
@Column(name = "market_question", columnDefinition = "TEXT")
|
||||
val marketQuestion: String? = null,
|
||||
|
||||
@Column(name = "market_description", columnDefinition = "TEXT")
|
||||
val marketDescription: String? = null,
|
||||
|
||||
@Column(name = "category", length = 50)
|
||||
val category: String = "sports",
|
||||
|
||||
@Column(name = "active")
|
||||
val active: Boolean = true,
|
||||
|
||||
@Column(name = "closed")
|
||||
val closed: Boolean = false,
|
||||
|
||||
@Column(name = "archived")
|
||||
val archived: Boolean = false,
|
||||
|
||||
@Column(name = "volume", length = 50)
|
||||
val volume: String? = null,
|
||||
|
||||
@Column(name = "liquidity", length = 50)
|
||||
val liquidity: String? = null,
|
||||
|
||||
@Column(name = "outcomes", columnDefinition = "TEXT")
|
||||
val outcomes: String? = null,
|
||||
|
||||
@Column(name = "end_date", length = 50)
|
||||
val endDate: String? = null,
|
||||
|
||||
@Column(name = "start_date", length = 50)
|
||||
val startDate: String? = null,
|
||||
|
||||
@Column(name = "created_at", nullable = false)
|
||||
val createdAt: Long = System.currentTimeMillis(),
|
||||
|
||||
@Column(name = "updated_at", nullable = false)
|
||||
var updatedAt: Long = System.currentTimeMillis()
|
||||
)
|
||||
|
||||
@@ -0,0 +1,196 @@
|
||||
package com.wrbug.polymarketbot.entity
|
||||
|
||||
import jakarta.persistence.*
|
||||
import java.math.BigDecimal
|
||||
import java.time.LocalDate
|
||||
|
||||
/**
|
||||
* NBA 量化策略配置实体
|
||||
*/
|
||||
@Entity
|
||||
@Table(name = "nba_quantitative_strategies")
|
||||
data class NbaQuantitativeStrategy(
|
||||
@Id
|
||||
@GeneratedValue(strategy = GenerationType.IDENTITY)
|
||||
val id: Long? = null,
|
||||
|
||||
@Column(name = "strategy_name", nullable = false, length = 100)
|
||||
val strategyName: String,
|
||||
|
||||
@Column(name = "strategy_description", columnDefinition = "TEXT")
|
||||
val strategyDescription: String? = null,
|
||||
|
||||
@Column(name = "account_id", nullable = false)
|
||||
val accountId: Long,
|
||||
|
||||
@Column(name = "enabled")
|
||||
val enabled: Boolean = true,
|
||||
|
||||
// 比赛筛选参数
|
||||
@Column(name = "filter_teams", columnDefinition = "TEXT")
|
||||
val filterTeams: String? = null,
|
||||
|
||||
@Column(name = "filter_date_from")
|
||||
val filterDateFrom: LocalDate? = null,
|
||||
|
||||
@Column(name = "filter_date_to")
|
||||
val filterDateTo: LocalDate? = null,
|
||||
|
||||
@Column(name = "filter_game_importance", length = 50)
|
||||
val filterGameImportance: String? = null,
|
||||
|
||||
// 触发条件参数
|
||||
@Column(name = "min_win_probability_diff", precision = 5, scale = 4)
|
||||
val minWinProbabilityDiff: BigDecimal = BigDecimal("0.1"),
|
||||
|
||||
@Column(name = "min_win_probability", precision = 5, scale = 4)
|
||||
val minWinProbability: BigDecimal? = null,
|
||||
|
||||
@Column(name = "max_win_probability", precision = 5, scale = 4)
|
||||
val maxWinProbability: BigDecimal? = null,
|
||||
|
||||
@Column(name = "min_trade_value", precision = 5, scale = 4)
|
||||
val minTradeValue: BigDecimal = BigDecimal("0.05"),
|
||||
|
||||
@Column(name = "min_remaining_time")
|
||||
val minRemainingTime: Int? = null,
|
||||
|
||||
@Column(name = "max_remaining_time")
|
||||
val maxRemainingTime: Int? = null,
|
||||
|
||||
@Column(name = "min_score_diff")
|
||||
val minScoreDiff: Int? = null,
|
||||
|
||||
@Column(name = "max_score_diff")
|
||||
val maxScoreDiff: Int? = null,
|
||||
|
||||
// 买入规则参数
|
||||
@Column(name = "buy_amount_strategy", length = 20)
|
||||
val buyAmountStrategy: String = "FIXED",
|
||||
|
||||
@Column(name = "fixed_buy_amount", precision = 20, scale = 8)
|
||||
val fixedBuyAmount: BigDecimal? = null,
|
||||
|
||||
@Column(name = "buy_ratio", precision = 5, scale = 4)
|
||||
val buyRatio: BigDecimal? = null,
|
||||
|
||||
@Column(name = "base_buy_amount", precision = 20, scale = 8)
|
||||
val baseBuyAmount: BigDecimal? = null,
|
||||
|
||||
@Column(name = "buy_timing", length = 20)
|
||||
val buyTiming: String = "IMMEDIATE",
|
||||
|
||||
@Column(name = "delay_buy_seconds")
|
||||
val delayBuySeconds: Int = 0,
|
||||
|
||||
@Column(name = "buy_direction", length = 10)
|
||||
val buyDirection: String = "AUTO",
|
||||
|
||||
// 卖出规则参数
|
||||
@Column(name = "enable_sell")
|
||||
val enableSell: Boolean = true,
|
||||
|
||||
@Column(name = "take_profit_threshold", precision = 5, scale = 4)
|
||||
val takeProfitThreshold: BigDecimal? = null,
|
||||
|
||||
@Column(name = "stop_loss_threshold", precision = 5, scale = 4)
|
||||
val stopLossThreshold: BigDecimal? = null,
|
||||
|
||||
@Column(name = "probability_reversal_threshold", precision = 5, scale = 4)
|
||||
val probabilityReversalThreshold: BigDecimal? = null,
|
||||
|
||||
@Column(name = "sell_ratio", precision = 5, scale = 4)
|
||||
val sellRatio: BigDecimal = BigDecimal("1.0"),
|
||||
|
||||
@Column(name = "sell_timing", length = 20)
|
||||
val sellTiming: String = "IMMEDIATE",
|
||||
|
||||
@Column(name = "delay_sell_seconds")
|
||||
val delaySellSeconds: Int = 0,
|
||||
|
||||
// 价格策略参数
|
||||
@Column(name = "price_strategy", length = 20)
|
||||
val priceStrategy: String = "MARKET",
|
||||
|
||||
@Column(name = "fixed_price", precision = 5, scale = 4)
|
||||
val fixedPrice: BigDecimal? = null,
|
||||
|
||||
@Column(name = "price_offset", precision = 5, scale = 4)
|
||||
val priceOffset: BigDecimal = BigDecimal.ZERO,
|
||||
|
||||
// 风险控制参数
|
||||
@Column(name = "max_position", precision = 20, scale = 8)
|
||||
val maxPosition: BigDecimal = BigDecimal("50"),
|
||||
|
||||
@Column(name = "min_position", precision = 20, scale = 8)
|
||||
val minPosition: BigDecimal = BigDecimal("5"),
|
||||
|
||||
@Column(name = "max_game_position", precision = 20, scale = 8)
|
||||
val maxGamePosition: BigDecimal? = null,
|
||||
|
||||
@Column(name = "max_daily_loss", precision = 20, scale = 8)
|
||||
val maxDailyLoss: BigDecimal? = null,
|
||||
|
||||
@Column(name = "max_daily_orders")
|
||||
val maxDailyOrders: Int? = null,
|
||||
|
||||
@Column(name = "max_daily_profit", precision = 20, scale = 8)
|
||||
val maxDailyProfit: BigDecimal? = null,
|
||||
|
||||
@Column(name = "price_tolerance", precision = 5, scale = 4)
|
||||
val priceTolerance: BigDecimal = BigDecimal("0.05"),
|
||||
|
||||
@Column(name = "min_probability_threshold", precision = 5, scale = 4)
|
||||
val minProbabilityThreshold: BigDecimal? = null,
|
||||
|
||||
@Column(name = "max_probability_threshold", precision = 5, scale = 4)
|
||||
val maxProbabilityThreshold: BigDecimal? = null,
|
||||
|
||||
// 算法权重参数
|
||||
@Column(name = "base_strength_weight", precision = 5, scale = 4)
|
||||
val baseStrengthWeight: BigDecimal = BigDecimal("0.3"),
|
||||
|
||||
@Column(name = "recent_form_weight", precision = 5, scale = 4)
|
||||
val recentFormWeight: BigDecimal = BigDecimal("0.25"),
|
||||
|
||||
@Column(name = "lineup_integrity_weight", precision = 5, scale = 4)
|
||||
val lineupIntegrityWeight: BigDecimal = BigDecimal("0.2"),
|
||||
|
||||
@Column(name = "star_status_weight", precision = 5, scale = 4)
|
||||
val starStatusWeight: BigDecimal = BigDecimal("0.15"),
|
||||
|
||||
@Column(name = "environment_weight", precision = 5, scale = 4)
|
||||
val environmentWeight: BigDecimal = BigDecimal("0.1"),
|
||||
|
||||
@Column(name = "matchup_advantage_weight", precision = 5, scale = 4)
|
||||
val matchupAdvantageWeight: BigDecimal = BigDecimal("0.2"),
|
||||
|
||||
@Column(name = "score_diff_weight", precision = 5, scale = 4)
|
||||
val scoreDiffWeight: BigDecimal = BigDecimal("0.3"),
|
||||
|
||||
@Column(name = "momentum_weight", precision = 5, scale = 4)
|
||||
val momentumWeight: BigDecimal = BigDecimal("0.2"),
|
||||
|
||||
// 系统配置参数
|
||||
@Column(name = "data_update_frequency")
|
||||
val dataUpdateFrequency: Int = 30,
|
||||
|
||||
@Column(name = "analysis_frequency")
|
||||
val analysisFrequency: Int = 30,
|
||||
|
||||
@Column(name = "push_failed_orders")
|
||||
val pushFailedOrders: Boolean = false,
|
||||
|
||||
@Column(name = "push_frequency", length = 20)
|
||||
val pushFrequency: String = "REALTIME",
|
||||
|
||||
@Column(name = "batch_push_interval")
|
||||
val batchPushInterval: Int = 1,
|
||||
|
||||
@Column(name = "created_at", nullable = false)
|
||||
val createdAt: Long = System.currentTimeMillis(),
|
||||
|
||||
@Column(name = "updated_at", nullable = false)
|
||||
var updatedAt: Long = System.currentTimeMillis()
|
||||
)
|
||||
|
||||
@@ -0,0 +1,50 @@
|
||||
package com.wrbug.polymarketbot.entity
|
||||
|
||||
import jakarta.persistence.*
|
||||
import java.math.BigDecimal
|
||||
import java.time.LocalDate
|
||||
|
||||
/**
|
||||
* NBA 策略执行统计实体
|
||||
*/
|
||||
@Entity
|
||||
@Table(name = "nba_strategy_statistics")
|
||||
data class NbaStrategyStatistics(
|
||||
@Id
|
||||
@GeneratedValue(strategy = GenerationType.IDENTITY)
|
||||
val id: Long? = null,
|
||||
|
||||
@Column(name = "strategy_id", nullable = false)
|
||||
val strategyId: Long,
|
||||
|
||||
@Column(name = "stat_date", nullable = false)
|
||||
val statDate: LocalDate,
|
||||
|
||||
@Column(name = "total_signals")
|
||||
val totalSignals: Int = 0,
|
||||
|
||||
@Column(name = "buy_signals")
|
||||
val buySignals: Int = 0,
|
||||
|
||||
@Column(name = "sell_signals")
|
||||
val sellSignals: Int = 0,
|
||||
|
||||
@Column(name = "success_signals")
|
||||
val successSignals: Int = 0,
|
||||
|
||||
@Column(name = "failed_signals")
|
||||
val failedSignals: Int = 0,
|
||||
|
||||
@Column(name = "total_profit", precision = 20, scale = 8)
|
||||
val totalProfit: BigDecimal = BigDecimal.ZERO,
|
||||
|
||||
@Column(name = "total_volume", precision = 20, scale = 8)
|
||||
val totalVolume: BigDecimal = BigDecimal.ZERO,
|
||||
|
||||
@Column(name = "created_at", nullable = false)
|
||||
val createdAt: Long = System.currentTimeMillis(),
|
||||
|
||||
@Column(name = "updated_at", nullable = false)
|
||||
var updatedAt: Long = System.currentTimeMillis()
|
||||
)
|
||||
|
||||
@@ -0,0 +1,64 @@
|
||||
package com.wrbug.polymarketbot.entity
|
||||
|
||||
import jakarta.persistence.*
|
||||
import java.math.BigDecimal
|
||||
|
||||
/**
|
||||
* NBA 交易信号实体
|
||||
*/
|
||||
@Entity
|
||||
@Table(name = "nba_trading_signals")
|
||||
data class NbaTradingSignal(
|
||||
@Id
|
||||
@GeneratedValue(strategy = GenerationType.IDENTITY)
|
||||
val id: Long? = null,
|
||||
|
||||
@Column(name = "strategy_id", nullable = false)
|
||||
val strategyId: Long,
|
||||
|
||||
@Column(name = "game_id")
|
||||
val gameId: Long? = null,
|
||||
|
||||
@Column(name = "market_id")
|
||||
val marketId: Long? = null,
|
||||
|
||||
@Column(name = "signal_type", nullable = false, length = 10)
|
||||
val signalType: String,
|
||||
|
||||
@Column(name = "direction", nullable = false, length = 10)
|
||||
val direction: String,
|
||||
|
||||
@Column(name = "price", nullable = false, precision = 5, scale = 4)
|
||||
val price: BigDecimal,
|
||||
|
||||
@Column(name = "quantity", nullable = false, precision = 20, scale = 8)
|
||||
val quantity: BigDecimal,
|
||||
|
||||
@Column(name = "total_amount", nullable = false, precision = 20, scale = 8)
|
||||
val totalAmount: BigDecimal,
|
||||
|
||||
@Column(name = "reason", columnDefinition = "TEXT")
|
||||
val reason: String? = null,
|
||||
|
||||
@Column(name = "win_probability", precision = 5, scale = 4)
|
||||
val winProbability: BigDecimal? = null,
|
||||
|
||||
@Column(name = "trade_value", precision = 5, scale = 4)
|
||||
val tradeValue: BigDecimal? = null,
|
||||
|
||||
@Column(name = "signal_status", length = 20)
|
||||
val signalStatus: String = "GENERATED",
|
||||
|
||||
@Column(name = "execution_result", columnDefinition = "TEXT")
|
||||
val executionResult: String? = null,
|
||||
|
||||
@Column(name = "error_message", columnDefinition = "TEXT")
|
||||
val errorMessage: String? = null,
|
||||
|
||||
@Column(name = "created_at", nullable = false)
|
||||
val createdAt: Long = System.currentTimeMillis(),
|
||||
|
||||
@Column(name = "updated_at", nullable = false)
|
||||
var updatedAt: Long = System.currentTimeMillis()
|
||||
)
|
||||
|
||||
@@ -0,0 +1,66 @@
|
||||
package com.wrbug.polymarketbot.enums
|
||||
|
||||
/**
|
||||
* Polymarket 体育项目 Tag ID 枚举
|
||||
* 用于标识不同体育项目在 Polymarket 中的 tag ID
|
||||
*/
|
||||
enum class SportsTagId(val tagId: String, val displayName: String) {
|
||||
/**
|
||||
* 美国职业篮球联赛
|
||||
*/
|
||||
NBA("745", "NBA"),
|
||||
|
||||
/**
|
||||
* 美国职业棒球大联盟
|
||||
*/
|
||||
MLB("100381", "MLB"),
|
||||
|
||||
/**
|
||||
* 美国国家橄榄球联盟
|
||||
*/
|
||||
NFL("450", "NFL"),
|
||||
|
||||
/**
|
||||
* 美国大学橄榄球
|
||||
*/
|
||||
CFB("100351", "CFB"),
|
||||
|
||||
/**
|
||||
* 美国国家冰球联盟
|
||||
*/
|
||||
NHL("899", "NHL"),
|
||||
|
||||
/**
|
||||
* 游戏/电子竞技
|
||||
*/
|
||||
GAMES("100639", "GAMES"),
|
||||
|
||||
/**
|
||||
* 美国大学篮球
|
||||
*/
|
||||
CBB("101178", "CBB");
|
||||
|
||||
companion object {
|
||||
/**
|
||||
* 根据 tag ID 查找枚举
|
||||
*/
|
||||
fun fromTagId(tagId: String): SportsTagId? {
|
||||
return values().find { it.tagId == tagId }
|
||||
}
|
||||
|
||||
/**
|
||||
* 根据显示名称查找枚举
|
||||
*/
|
||||
fun fromDisplayName(displayName: String): SportsTagId? {
|
||||
return values().find { it.displayName.equals(displayName, ignoreCase = true) }
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取所有 tag IDs 列表
|
||||
*/
|
||||
fun getAllTagIds(): List<String> {
|
||||
return values().map { it.tagId }
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,27 @@
|
||||
package com.wrbug.polymarketbot.repository
|
||||
|
||||
import com.wrbug.polymarketbot.entity.NbaGame
|
||||
import org.springframework.data.jpa.repository.JpaRepository
|
||||
import org.springframework.stereotype.Repository
|
||||
import java.time.LocalDate
|
||||
|
||||
@Repository
|
||||
interface NbaGameRepository : JpaRepository<NbaGame, Long> {
|
||||
fun findByNbaGameId(nbaGameId: String): NbaGame?
|
||||
fun findByGameDate(gameDate: LocalDate): List<NbaGame>
|
||||
fun findByGameDateBetween(startDate: LocalDate, endDate: LocalDate): List<NbaGame>
|
||||
fun findByGameStatus(gameStatus: String): List<NbaGame>
|
||||
fun findByHomeTeamAndAwayTeamAndGameDate(homeTeam: String, awayTeam: String, gameDate: LocalDate): NbaGame?
|
||||
fun findByPolymarketMarketId(polymarketMarketId: String): NbaGame?
|
||||
|
||||
/**
|
||||
* 查询最新的比赛(按创建时间倒序)
|
||||
*/
|
||||
fun findFirstByOrderByCreatedAtDesc(): NbaGame?
|
||||
|
||||
/**
|
||||
* 根据创建时间查询比赛
|
||||
*/
|
||||
fun findByCreatedAtGreaterThan(createdAt: Long): List<NbaGame>
|
||||
}
|
||||
|
||||
@@ -0,0 +1,15 @@
|
||||
package com.wrbug.polymarketbot.repository
|
||||
|
||||
import com.wrbug.polymarketbot.entity.NbaMarket
|
||||
import org.springframework.data.jpa.repository.JpaRepository
|
||||
import org.springframework.stereotype.Repository
|
||||
|
||||
@Repository
|
||||
interface NbaMarketRepository : JpaRepository<NbaMarket, Long> {
|
||||
fun findByConditionId(conditionId: String): NbaMarket?
|
||||
fun findByPolymarketMarketId(polymarketMarketId: String): NbaMarket?
|
||||
fun findByActiveAndClosed(active: Boolean, closed: Boolean): List<NbaMarket>
|
||||
fun findByCategory(category: String): List<NbaMarket>
|
||||
fun findByActive(active: Boolean): List<NbaMarket>
|
||||
}
|
||||
|
||||
+14
@@ -0,0 +1,14 @@
|
||||
package com.wrbug.polymarketbot.repository
|
||||
|
||||
import com.wrbug.polymarketbot.entity.NbaQuantitativeStrategy
|
||||
import org.springframework.data.jpa.repository.JpaRepository
|
||||
import org.springframework.stereotype.Repository
|
||||
|
||||
@Repository
|
||||
interface NbaQuantitativeStrategyRepository : JpaRepository<NbaQuantitativeStrategy, Long> {
|
||||
fun findByAccountId(accountId: Long): List<NbaQuantitativeStrategy>
|
||||
fun findByAccountIdAndEnabled(accountId: Long, enabled: Boolean): List<NbaQuantitativeStrategy>
|
||||
fun findByEnabled(enabled: Boolean): List<NbaQuantitativeStrategy>
|
||||
fun findByStrategyName(strategyName: String): NbaQuantitativeStrategy?
|
||||
}
|
||||
|
||||
+14
@@ -0,0 +1,14 @@
|
||||
package com.wrbug.polymarketbot.repository
|
||||
|
||||
import com.wrbug.polymarketbot.entity.NbaStrategyStatistics
|
||||
import org.springframework.data.jpa.repository.JpaRepository
|
||||
import org.springframework.stereotype.Repository
|
||||
import java.time.LocalDate
|
||||
|
||||
@Repository
|
||||
interface NbaStrategyStatisticsRepository : JpaRepository<NbaStrategyStatistics, Long> {
|
||||
fun findByStrategyId(strategyId: Long): List<NbaStrategyStatistics>
|
||||
fun findByStrategyIdAndStatDate(strategyId: Long, statDate: LocalDate): NbaStrategyStatistics?
|
||||
fun findByStrategyIdAndStatDateBetween(strategyId: Long, startDate: LocalDate, endDate: LocalDate): List<NbaStrategyStatistics>
|
||||
}
|
||||
|
||||
+18
@@ -0,0 +1,18 @@
|
||||
package com.wrbug.polymarketbot.repository
|
||||
|
||||
import com.wrbug.polymarketbot.entity.NbaTradingSignal
|
||||
import org.springframework.data.jpa.repository.JpaRepository
|
||||
import org.springframework.stereotype.Repository
|
||||
import java.time.Instant
|
||||
|
||||
@Repository
|
||||
interface NbaTradingSignalRepository : JpaRepository<NbaTradingSignal, Long> {
|
||||
fun findByStrategyId(strategyId: Long): List<NbaTradingSignal>
|
||||
fun findByGameId(gameId: Long): List<NbaTradingSignal>
|
||||
fun findByMarketId(marketId: Long): List<NbaTradingSignal>
|
||||
fun findBySignalType(signalType: String): List<NbaTradingSignal>
|
||||
fun findBySignalStatus(signalStatus: String): List<NbaTradingSignal>
|
||||
fun findByStrategyIdAndSignalType(strategyId: Long, signalType: String): List<NbaTradingSignal>
|
||||
fun findByStrategyIdAndCreatedAtBetween(strategyId: Long, startTime: Long, endTime: Long): List<NbaTradingSignal>
|
||||
}
|
||||
|
||||
@@ -0,0 +1,579 @@
|
||||
package com.wrbug.polymarketbot.service.nba
|
||||
|
||||
import com.wrbug.polymarketbot.api.PolymarketGammaApi
|
||||
import com.wrbug.polymarketbot.dto.NbaGameDto
|
||||
import com.wrbug.polymarketbot.dto.NbaGameListRequest
|
||||
import com.wrbug.polymarketbot.dto.NbaGameListResponse
|
||||
import com.wrbug.polymarketbot.entity.NbaGame
|
||||
import com.wrbug.polymarketbot.enums.SportsTagId
|
||||
import com.wrbug.polymarketbot.repository.NbaGameRepository
|
||||
import com.wrbug.polymarketbot.util.RetrofitFactory
|
||||
import org.slf4j.LoggerFactory
|
||||
import org.springframework.stereotype.Service
|
||||
import org.springframework.transaction.annotation.Transactional
|
||||
import java.time.Instant
|
||||
import java.time.LocalDate
|
||||
import java.time.ZoneId
|
||||
import java.time.ZonedDateTime
|
||||
import java.time.format.DateTimeFormatter
|
||||
|
||||
/**
|
||||
* NBA 比赛服务
|
||||
* 从数据库和 Polymarket API 获取比赛数据
|
||||
* 优先从数据库获取,如果数据不足则增量拉取 API 数据
|
||||
*/
|
||||
@Service
|
||||
class NbaGameService(
|
||||
private val retrofitFactory: RetrofitFactory,
|
||||
private val nbaGameRepository: NbaGameRepository
|
||||
) {
|
||||
private val logger = LoggerFactory.getLogger(NbaGameService::class.java)
|
||||
|
||||
|
||||
/**
|
||||
* 获取 NBA 比赛列表
|
||||
* 优先从数据库获取,如果数据不足则增量拉取 API 数据
|
||||
* 前端传递时间戳,后端转换为西8区时间用于过滤
|
||||
*/
|
||||
suspend fun getNbaGames(request: NbaGameListRequest): Result<NbaGameListResponse> {
|
||||
return try {
|
||||
// 将时间戳转换为西8区(PST/PDT)的日期范围
|
||||
val pstZone = ZoneId.of("America/Los_Angeles")
|
||||
|
||||
val startTimestamp = request.startTimestamp ?: ZonedDateTime.now(pstZone).toInstant().toEpochMilli()
|
||||
val endTimestamp = request.endTimestamp ?: ZonedDateTime.now(pstZone).plusDays(7).toInstant().toEpochMilli()
|
||||
|
||||
val startDate = Instant.ofEpochMilli(startTimestamp).atZone(pstZone).toLocalDate()
|
||||
val endDate = Instant.ofEpochMilli(endTimestamp).atZone(pstZone).toLocalDate()
|
||||
|
||||
// 1. 先从数据库获取数据
|
||||
val dbGames = nbaGameRepository.findByGameDateBetween(startDate, endDate)
|
||||
logger.info("从数据库获取到 ${dbGames.size} 个比赛(日期范围:$startDate 到 $endDate)")
|
||||
|
||||
// 2. 检查是否需要增量拉取
|
||||
val needFetch = shouldFetchFromApi(dbGames)
|
||||
|
||||
if (needFetch) {
|
||||
logger.info("数据库数据不足,开始增量拉取 API 数据")
|
||||
|
||||
// 3. 获取数据库最新的 createdAt,用于增量拉取
|
||||
val latestGame = nbaGameRepository.findFirstByOrderByCreatedAtDesc()
|
||||
val incrementalStartDateMin = latestGame?.createdAt?.let {
|
||||
// 将数据库的 createdAt(时间戳)转换为 UTC ISO 8601 格式
|
||||
Instant.ofEpochMilli(it)
|
||||
.atZone(java.time.ZoneOffset.UTC)
|
||||
.format(DateTimeFormatter.ISO_INSTANT)
|
||||
} ?: run {
|
||||
// 如果没有数据库数据,使用一周前的时间
|
||||
Instant.now()
|
||||
.minusSeconds(7 * 24 * 60 * 60)
|
||||
.atZone(java.time.ZoneOffset.UTC)
|
||||
.format(DateTimeFormatter.ISO_INSTANT)
|
||||
}
|
||||
|
||||
logger.info("使用增量拉取起始时间: $incrementalStartDateMin")
|
||||
|
||||
// 4. 增量拉取 API 数据
|
||||
val apiGames = fetchGamesFromApi(startDate, endDate, incrementalStartDateMin)
|
||||
|
||||
// 5. 保存新数据到数据库
|
||||
if (apiGames.isNotEmpty()) {
|
||||
saveGamesToDatabase(apiGames)
|
||||
}
|
||||
|
||||
// 6. 合并数据库数据和 API 数据
|
||||
val allGames = (dbGames + apiGames.map { dtoToEntity(it) }).distinctBy {
|
||||
"${it.homeTeam}_${it.awayTeam}_${it.gameDate}"
|
||||
}
|
||||
|
||||
// 转换为 DTO
|
||||
val gameDtos = allGames.map { entityToDto(it) }
|
||||
|
||||
// 根据状态过滤
|
||||
val filteredGames = if (request.gameStatus != null) {
|
||||
gameDtos.filter { it.gameStatus == request.gameStatus }
|
||||
} else {
|
||||
gameDtos
|
||||
}
|
||||
|
||||
Result.success(
|
||||
NbaGameListResponse(
|
||||
list = filteredGames,
|
||||
total = filteredGames.size.toLong()
|
||||
)
|
||||
)
|
||||
} else {
|
||||
// 数据库数据充足,直接返回
|
||||
val gameDtos = dbGames.map { entityToDto(it) }
|
||||
|
||||
// 根据状态过滤
|
||||
val filteredGames = if (request.gameStatus != null) {
|
||||
gameDtos.filter { it.gameStatus == request.gameStatus }
|
||||
} else {
|
||||
gameDtos
|
||||
}
|
||||
|
||||
Result.success(
|
||||
NbaGameListResponse(
|
||||
list = filteredGames,
|
||||
total = filteredGames.size.toLong()
|
||||
)
|
||||
)
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取 NBA 比赛列表失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 判断是否需要从 API 拉取数据
|
||||
* 逻辑:
|
||||
* 1. 如果数据库没有数据,需要拉取
|
||||
* 2. 如果数据库最新数据的 gameTime 在未来 3 天内(0-3 天),不需要拉取
|
||||
* 3. 如果数据库最新数据的 gameTime 超过 3 天(>3 天),不需要拉取(数据太远)
|
||||
* 4. 如果数据库最新数据的 gameTime 已经过去(<0),需要拉取(数据过期)
|
||||
*/
|
||||
private fun shouldFetchFromApi(dbGames: List<NbaGame>): Boolean {
|
||||
if (dbGames.isEmpty()) {
|
||||
logger.info("数据库没有数据,需要从 API 拉取")
|
||||
return true
|
||||
}
|
||||
|
||||
// 检查最新数据的 gameTime(未来最远的比赛)
|
||||
val latestGame = dbGames.maxByOrNull { it.gameTime ?: 0L }
|
||||
if (latestGame?.gameTime == null) {
|
||||
logger.info("数据库最新数据没有 gameTime,需要从 API 拉取")
|
||||
return true
|
||||
}
|
||||
|
||||
// 计算最新数据的 gameTime 距离现在的时间(以天为单位)
|
||||
val now = Instant.now().toEpochMilli()
|
||||
val gameTime = latestGame.gameTime
|
||||
val daysDiff = (gameTime - now) / (24 * 60 * 60 * 1000)
|
||||
|
||||
// 如果数据已经过去(daysDiff < 0),需要拉取
|
||||
if (daysDiff < 0) {
|
||||
logger.info("数据库最新数据的 gameTime 已经过去(${daysDiff} 天前),需要从 API 拉取")
|
||||
return true
|
||||
}
|
||||
|
||||
// 如果数据在未来 3 天内(0 <= daysDiff <= 3),不需要拉取
|
||||
if (daysDiff >= 0 && daysDiff <= 3) {
|
||||
logger.info("数据库数据充足(最新数据 ${daysDiff} 天后,在未来 3 天内),无需从 API 拉取")
|
||||
return false
|
||||
}
|
||||
|
||||
// 如果数据超过 3 天(daysDiff > 3),不需要拉取(数据太远)
|
||||
logger.info("数据库最新数据的 gameTime 超过 3 天(${daysDiff} 天后),数据太远,不需要从 API 拉取")
|
||||
return false
|
||||
}
|
||||
|
||||
/**
|
||||
* 从 API 拉取比赛数据
|
||||
*/
|
||||
private suspend fun fetchGamesFromApi(
|
||||
startDate: LocalDate,
|
||||
endDate: LocalDate,
|
||||
startDateMin: String
|
||||
): List<NbaGameDto> {
|
||||
// 从 Polymarket API 获取 NBA 市场(分页拉取)
|
||||
val gammaApi = retrofitFactory.createGammaApi()
|
||||
val nbaTagId = SportsTagId.NBA.tagId
|
||||
|
||||
// 计算未来3天的时间点(UTC)
|
||||
val threeDaysLater = Instant.now()
|
||||
.plusSeconds(3 * 24 * 60 * 60) // 加上3天(秒数)
|
||||
|
||||
val allMarkets = mutableListOf<com.wrbug.polymarketbot.api.MarketResponse>()
|
||||
var hasMore = true
|
||||
var pageCount = 0
|
||||
var currentStartDateMin = startDateMin
|
||||
|
||||
while (hasMore) {
|
||||
pageCount++
|
||||
logger.debug("分页拉取第 $pageCount 页,start_date_min: $currentStartDateMin")
|
||||
|
||||
val response = gammaApi.listMarkets(
|
||||
conditionIds = null,
|
||||
includeTag = true,
|
||||
tags = listOf(nbaTagId),
|
||||
active = true, // 只获取活跃的市场
|
||||
closed = false,
|
||||
archived = false,
|
||||
limit = 500, // 使用 500 作为 limit
|
||||
startDateMin = currentStartDateMin,
|
||||
sportsMarketTypes = listOf("moneyline") // 直接通过 API 筛选 moneyline 类型
|
||||
)
|
||||
|
||||
if (!response.isSuccessful || response.body() == null) {
|
||||
logger.error("获取 NBA 市场失败: ${response.code()} ${response.message()}")
|
||||
break
|
||||
}
|
||||
|
||||
val markets = response.body()!!
|
||||
logger.info("第 $pageCount 页获取到 ${markets.size} 个市场")
|
||||
|
||||
if (markets.isEmpty()) {
|
||||
// 没有更多数据了
|
||||
hasMore = false
|
||||
break
|
||||
}
|
||||
|
||||
// 先记录最后一项的 createdAt(用于下一次分页)
|
||||
val lastMarket = markets.last()
|
||||
val lastCreatedAt = lastMarket.createdAt
|
||||
|
||||
if (lastCreatedAt == null) {
|
||||
// 如果最后一个元素没有 createdAt,停止分页
|
||||
hasMore = false
|
||||
logger.warn("数组最后一个元素缺少 createdAt,停止分页")
|
||||
break
|
||||
}
|
||||
|
||||
// 移除非 NBA 项(根据 resolutionSource 判断)
|
||||
val nbaMarkets = markets.filter { market ->
|
||||
!market.resolutionSource.isNullOrBlank() &&
|
||||
market.resolutionSource!!.lowercase().contains("nba")
|
||||
}
|
||||
logger.info("第 $pageCount 页过滤后剩余 ${nbaMarkets.size} 个 NBA 市场")
|
||||
|
||||
// 添加到总列表(只添加 NBA 市场)
|
||||
allMarkets.addAll(nbaMarkets)
|
||||
|
||||
// 从后往前遍历,找到第一个有 gameStartTime 字段的数据(在 NBA 市场中查找)
|
||||
var foundGameStartTime: String? = null
|
||||
for (i in nbaMarkets.size - 1 downTo 0) {
|
||||
val market = nbaMarkets[i]
|
||||
if (!market.gameStartTime.isNullOrBlank()) {
|
||||
foundGameStartTime = market.gameStartTime
|
||||
logger.debug("从后往前找到第 ${i + 1} 个有 gameStartTime 的 NBA 市场: $foundGameStartTime")
|
||||
break
|
||||
}
|
||||
}
|
||||
|
||||
if (foundGameStartTime == null) {
|
||||
// 如果整页都没有 gameStartTime,使用 createdAt 继续分页
|
||||
currentStartDateMin = lastCreatedAt
|
||||
logger.debug("本页没有找到 gameStartTime,使用最后一个元素的 createdAt 继续分页")
|
||||
continue
|
||||
}
|
||||
|
||||
// 解析 gameStartTime(格式:2025-12-13 00:00:00+00)
|
||||
val gameStartDate = try {
|
||||
// 尝试解析格式 "2025-12-13 00:00:00+00"
|
||||
val dateTimeStr = foundGameStartTime.replace(" ", "T")
|
||||
// 如果时区是 +00,转换为 Z
|
||||
val normalizedStr = if (dateTimeStr.endsWith("+00")) {
|
||||
dateTimeStr.replace("+00", "Z")
|
||||
} else if (dateTimeStr.endsWith("-00")) {
|
||||
dateTimeStr.replace("-00", "Z")
|
||||
} else {
|
||||
dateTimeStr
|
||||
}
|
||||
val instant = Instant.parse(normalizedStr)
|
||||
// 转换为日期(以天为单位,不考虑时间)
|
||||
instant.atZone(java.time.ZoneOffset.UTC).toLocalDate()
|
||||
} catch (e: Exception) {
|
||||
logger.warn("解析 gameStartTime 失败: $foundGameStartTime, error: ${e.message}")
|
||||
null
|
||||
}
|
||||
|
||||
if (gameStartDate == null) {
|
||||
// 无法解析 gameStartTime,使用 createdAt 继续分页
|
||||
currentStartDateMin = lastCreatedAt
|
||||
logger.debug("无法解析 gameStartTime,使用最后一个元素的 createdAt 继续分页")
|
||||
continue
|
||||
}
|
||||
|
||||
// 计算未来 3 天的日期(以天为单位,不考虑时间)
|
||||
val threeDaysLaterDate = Instant.now()
|
||||
.plusSeconds(3 * 24 * 60 * 60) // 加上3天(秒数)
|
||||
.atZone(java.time.ZoneOffset.UTC)
|
||||
.toLocalDate()
|
||||
|
||||
// 判断 gameStartDate 是否在未来 3 天以内(包括第 3 天)
|
||||
val daysBetween = java.time.temporal.ChronoUnit.DAYS.between(
|
||||
Instant.now().atZone(java.time.ZoneOffset.UTC).toLocalDate(),
|
||||
gameStartDate
|
||||
)
|
||||
|
||||
if (daysBetween <= 3 && daysBetween >= 0) {
|
||||
// 如果在 3 天内(包括第 3 天),使用数组最后一个元素的 createdAt 继续分页
|
||||
currentStartDateMin = lastCreatedAt
|
||||
logger.info("找到的 gameStartTime ($foundGameStartTime, 日期: $gameStartDate) 在未来 ${daysBetween} 天内,继续分页")
|
||||
} else {
|
||||
// 如果不在 3 天内,停止分页
|
||||
hasMore = false
|
||||
logger.info("找到的 gameStartTime ($foundGameStartTime, 日期: $gameStartDate) 不在未来 3 天内(相差 ${daysBetween} 天),停止分页")
|
||||
}
|
||||
}
|
||||
|
||||
logger.info("分页拉取完成,共获取 ${allMarkets.size} 个 NBA moneyline 市场(${pageCount} 页)")
|
||||
|
||||
// 注意:allMarkets 已经通过 API 的 sports_market_types 参数过滤了 moneyline 类型
|
||||
// 并且已经过滤了非 NBA 项(根据 resolutionSource),这里直接使用即可
|
||||
|
||||
// 将市场转换为比赛数据
|
||||
val games = allMarkets.mapNotNull { market ->
|
||||
convertMarketToGame(market, startDate, endDate)
|
||||
}
|
||||
|
||||
// 去重:相同的主队、客队和日期只保留一个
|
||||
val uniqueGames = games.groupBy { "${it.homeTeam}_${it.awayTeam}_${it.gameDate}" }
|
||||
.map { it.value.first() }
|
||||
|
||||
return uniqueGames
|
||||
}
|
||||
|
||||
/**
|
||||
* 保存比赛数据到数据库
|
||||
*/
|
||||
@Transactional
|
||||
private fun saveGamesToDatabase(games: List<NbaGameDto>) {
|
||||
if (games.isEmpty()) {
|
||||
return
|
||||
}
|
||||
|
||||
var savedCount = 0
|
||||
var updatedCount = 0
|
||||
|
||||
games.forEach { dto ->
|
||||
try {
|
||||
// 尝试根据 nbaGameId 或 polymarketMarketId 查找现有记录
|
||||
val existing = dto.nbaGameId?.let {
|
||||
nbaGameRepository.findByNbaGameId(it)
|
||||
} ?: dto.polymarketMarketId?.let {
|
||||
nbaGameRepository.findByPolymarketMarketId(it)
|
||||
}
|
||||
|
||||
if (existing != null) {
|
||||
// 更新现有记录(data class 的 copy 方法)
|
||||
val updated = NbaGame(
|
||||
id = existing.id,
|
||||
nbaGameId = existing.nbaGameId,
|
||||
homeTeam = dto.homeTeam,
|
||||
awayTeam = dto.awayTeam,
|
||||
gameDate = dto.gameDate,
|
||||
gameTime = dto.gameTime,
|
||||
gameStatus = dto.gameStatus,
|
||||
homeScore = dto.homeScore,
|
||||
awayScore = dto.awayScore,
|
||||
period = dto.period,
|
||||
timeRemaining = dto.timeRemaining,
|
||||
polymarketMarketId = dto.polymarketMarketId,
|
||||
createdAt = existing.createdAt,
|
||||
updatedAt = System.currentTimeMillis()
|
||||
)
|
||||
nbaGameRepository.save(updated)
|
||||
updatedCount++
|
||||
} else {
|
||||
// 创建新记录
|
||||
val entity = dtoToEntity(dto)
|
||||
nbaGameRepository.save(entity)
|
||||
savedCount++
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.error("保存比赛数据失败: ${dto.nbaGameId}, error: ${e.message}", e)
|
||||
}
|
||||
}
|
||||
|
||||
logger.info("保存比赛数据完成:新增 $savedCount 条,更新 $updatedCount 条")
|
||||
}
|
||||
|
||||
/**
|
||||
* DTO 转实体
|
||||
*/
|
||||
private fun dtoToEntity(dto: NbaGameDto): NbaGame {
|
||||
return NbaGame(
|
||||
id = null,
|
||||
nbaGameId = dto.nbaGameId,
|
||||
homeTeam = dto.homeTeam,
|
||||
awayTeam = dto.awayTeam,
|
||||
gameDate = dto.gameDate,
|
||||
gameTime = dto.gameTime,
|
||||
gameStatus = dto.gameStatus,
|
||||
homeScore = dto.homeScore,
|
||||
awayScore = dto.awayScore,
|
||||
period = dto.period,
|
||||
timeRemaining = dto.timeRemaining,
|
||||
polymarketMarketId = dto.polymarketMarketId,
|
||||
createdAt = System.currentTimeMillis(),
|
||||
updatedAt = System.currentTimeMillis()
|
||||
)
|
||||
}
|
||||
|
||||
/**
|
||||
* 实体转 DTO
|
||||
*/
|
||||
private fun entityToDto(entity: NbaGame): NbaGameDto {
|
||||
return NbaGameDto(
|
||||
id = entity.id,
|
||||
nbaGameId = entity.nbaGameId,
|
||||
homeTeam = entity.homeTeam,
|
||||
awayTeam = entity.awayTeam,
|
||||
gameDate = entity.gameDate,
|
||||
gameTime = entity.gameTime,
|
||||
gameStatus = entity.gameStatus,
|
||||
homeScore = entity.homeScore,
|
||||
awayScore = entity.awayScore,
|
||||
period = entity.period,
|
||||
timeRemaining = entity.timeRemaining,
|
||||
polymarketMarketId = entity.polymarketMarketId
|
||||
)
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取 7 天内的所有球队(去重)
|
||||
*/
|
||||
suspend fun getTeamsInNext7Days(): Result<List<String>> {
|
||||
return try {
|
||||
// 使用当前西8区时间计算7天范围
|
||||
val pstZone = ZoneId.of("America/Los_Angeles")
|
||||
val now = ZonedDateTime.now(pstZone)
|
||||
val startTimestamp = now.toInstant().toEpochMilli()
|
||||
val endTimestamp = now.plusDays(7).toInstant().toEpochMilli()
|
||||
|
||||
val gamesResult = getNbaGames(
|
||||
NbaGameListRequest(
|
||||
startTimestamp = startTimestamp,
|
||||
endTimestamp = endTimestamp
|
||||
)
|
||||
)
|
||||
|
||||
gamesResult.fold(
|
||||
onSuccess = { response ->
|
||||
val teams = mutableSetOf<String>()
|
||||
response.list.forEach { game ->
|
||||
teams.add(game.homeTeam)
|
||||
teams.add(game.awayTeam)
|
||||
}
|
||||
Result.success(teams.sorted())
|
||||
},
|
||||
onFailure = { exception -> Result.failure(exception) }
|
||||
)
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取球队列表失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 将 Polymarket 市场转换为比赛数据
|
||||
*/
|
||||
private fun convertMarketToGame(
|
||||
market: com.wrbug.polymarketbot.api.MarketResponse,
|
||||
startDate: LocalDate,
|
||||
endDate: LocalDate
|
||||
): NbaGameDto? {
|
||||
if (market.question.isNullOrBlank()) {
|
||||
return null
|
||||
}
|
||||
|
||||
// 解析市场名称,提取球队和日期信息
|
||||
val parsed = NbaMarketNameParser.parse(market.question)
|
||||
|
||||
if (parsed.homeTeam == null || parsed.awayTeam == null) {
|
||||
// 无法解析出两个球队,跳过
|
||||
return null
|
||||
}
|
||||
|
||||
// 确定比赛日期
|
||||
val gameDate = parsed.gameDate ?: run {
|
||||
// 如果没有解析出日期,尝试从 startDate 或 endDate 中提取
|
||||
parseDateFromMarketDates(market.startDate, market.endDate) ?: return null
|
||||
}
|
||||
|
||||
// 检查日期是否在请求范围内
|
||||
if (gameDate.isBefore(startDate) || gameDate.isAfter(endDate)) {
|
||||
return null
|
||||
}
|
||||
|
||||
// 解析比赛时间(从 endDate 或 startDate 中提取,转换为西8区时间戳)
|
||||
val gameTime = parseGameTimeFromMarket(market.startDate, market.endDate, gameDate)
|
||||
|
||||
// 确定比赛状态
|
||||
val gameStatus = when {
|
||||
market.closed == true -> "finished"
|
||||
market.archived == true -> "finished"
|
||||
market.active == true -> "scheduled"
|
||||
else -> "scheduled"
|
||||
}
|
||||
|
||||
return NbaGameDto(
|
||||
id = null,
|
||||
nbaGameId = market.conditionId ?: market.id, // 使用 conditionId 或 id 作为 gameId
|
||||
homeTeam = parsed.homeTeam,
|
||||
awayTeam = parsed.awayTeam,
|
||||
gameDate = gameDate,
|
||||
gameTime = gameTime, // 西8区时间戳(毫秒)
|
||||
gameStatus = gameStatus,
|
||||
homeScore = 0, // Polymarket 不提供比分
|
||||
awayScore = 0,
|
||||
period = 0,
|
||||
timeRemaining = null,
|
||||
polymarketMarketId = market.id
|
||||
)
|
||||
}
|
||||
|
||||
/**
|
||||
* 从市场的 startDate 或 endDate 中解析日期
|
||||
*/
|
||||
private fun parseDateFromMarketDates(startDate: String?, endDate: String?): LocalDate? {
|
||||
val dateStr = endDate ?: startDate ?: return null
|
||||
|
||||
return try {
|
||||
// 尝试解析 ISO 8601 格式
|
||||
if (dateStr.contains("T")) {
|
||||
val instant = Instant.parse(dateStr)
|
||||
val pstZone = ZoneId.of("America/Los_Angeles")
|
||||
instant.atZone(pstZone).toLocalDate()
|
||||
} else {
|
||||
// 尝试解析日期字符串
|
||||
LocalDate.parse(dateStr, DateTimeFormatter.ISO_DATE)
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.debug("解析市场日期失败: $dateStr, error: ${e.message}")
|
||||
null
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 从市场的日期时间中解析比赛时间,转换为西8区时间戳
|
||||
*/
|
||||
private fun parseGameTimeFromMarket(
|
||||
startDate: String?,
|
||||
endDate: String?,
|
||||
gameDate: LocalDate
|
||||
): Long? {
|
||||
val dateTimeStr = endDate ?: startDate ?: return null
|
||||
|
||||
return try {
|
||||
val pstZone = ZoneId.of("America/Los_Angeles")
|
||||
|
||||
// 尝试解析 ISO 8601 格式
|
||||
val instant = if (dateTimeStr.contains("T")) {
|
||||
Instant.parse(dateTimeStr)
|
||||
} else {
|
||||
// 如果没有时间部分,使用默认时间(晚上8点)
|
||||
val defaultTime = gameDate.atTime(20, 0)
|
||||
defaultTime.atZone(pstZone).toInstant()
|
||||
}
|
||||
|
||||
// 转换为西8区时间戳
|
||||
instant.atZone(pstZone).toInstant().toEpochMilli()
|
||||
} catch (e: Exception) {
|
||||
logger.debug("解析比赛时间失败: $dateTimeStr, error: ${e.message}")
|
||||
// 解析失败时,使用默认时间(晚上8点 PST)
|
||||
try {
|
||||
val defaultTime = gameDate.atTime(20, 0)
|
||||
val pstZone = ZoneId.of("America/Los_Angeles")
|
||||
defaultTime.atZone(pstZone).toInstant().toEpochMilli()
|
||||
} catch (e2: Exception) {
|
||||
null
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
@@ -0,0 +1,314 @@
|
||||
package com.wrbug.polymarketbot.service.nba
|
||||
|
||||
import org.slf4j.LoggerFactory
|
||||
import java.time.LocalDate
|
||||
import java.time.format.DateTimeFormatter
|
||||
import java.util.regex.Pattern
|
||||
|
||||
/**
|
||||
* NBA 市场名称解析器
|
||||
* 从 Polymarket 市场名称中提取球队和日期信息
|
||||
*/
|
||||
object NbaMarketNameParser {
|
||||
private val logger = LoggerFactory.getLogger(NbaMarketNameParser::class.java)
|
||||
|
||||
// NBA 球队名称映射(支持多种格式)
|
||||
private val teamNameMapping = mapOf(
|
||||
// 完整名称
|
||||
"atlanta hawks" to "Atlanta Hawks",
|
||||
"boston celtics" to "Boston Celtics",
|
||||
"brooklyn nets" to "Brooklyn Nets",
|
||||
"charlotte hornets" to "Charlotte Hornets",
|
||||
"chicago bulls" to "Chicago Bulls",
|
||||
"cleveland cavaliers" to "Cleveland Cavaliers",
|
||||
"dallas mavericks" to "Dallas Mavericks",
|
||||
"denver nuggets" to "Denver Nuggets",
|
||||
"detroit pistons" to "Detroit Pistons",
|
||||
"golden state warriors" to "Golden State Warriors",
|
||||
"houston rockets" to "Houston Rockets",
|
||||
"indiana pacers" to "Indiana Pacers",
|
||||
"la clippers" to "LA Clippers",
|
||||
"los angeles lakers" to "Los Angeles Lakers",
|
||||
"memphis grizzlies" to "Memphis Grizzlies",
|
||||
"miami heat" to "Miami Heat",
|
||||
"milwaukee bucks" to "Milwaukee Bucks",
|
||||
"minnesota timberwolves" to "Minnesota Timberwolves",
|
||||
"new orleans pelicans" to "New Orleans Pelicans",
|
||||
"new york knicks" to "New York Knicks",
|
||||
"oklahoma city thunder" to "Oklahoma City Thunder",
|
||||
"orlando magic" to "Orlando Magic",
|
||||
"philadelphia 76ers" to "Philadelphia 76ers",
|
||||
"phoenix suns" to "Phoenix Suns",
|
||||
"portland trail blazers" to "Portland Trail Blazers",
|
||||
"sacramento kings" to "Sacramento Kings",
|
||||
"san antonio spurs" to "San Antonio Spurs",
|
||||
"toronto raptors" to "Toronto Raptors",
|
||||
"utah jazz" to "Utah Jazz",
|
||||
"washington wizards" to "Washington Wizards",
|
||||
// 常见缩写和别名
|
||||
"hawks" to "Atlanta Hawks",
|
||||
"celtics" to "Boston Celtics",
|
||||
"nets" to "Brooklyn Nets",
|
||||
"hornets" to "Charlotte Hornets",
|
||||
"bulls" to "Chicago Bulls",
|
||||
"cavaliers" to "Cleveland Cavaliers",
|
||||
"cavs" to "Cleveland Cavaliers",
|
||||
"mavericks" to "Dallas Mavericks",
|
||||
"mavs" to "Dallas Mavericks",
|
||||
"nuggets" to "Denver Nuggets",
|
||||
"pistons" to "Detroit Pistons",
|
||||
"warriors" to "Golden State Warriors",
|
||||
"rockets" to "Houston Rockets",
|
||||
"pacers" to "Indiana Pacers",
|
||||
"clippers" to "LA Clippers",
|
||||
"lakers" to "Los Angeles Lakers",
|
||||
"grizzlies" to "Memphis Grizzlies",
|
||||
"heat" to "Miami Heat",
|
||||
"bucks" to "Milwaukee Bucks",
|
||||
"timberwolves" to "Minnesota Timberwolves",
|
||||
"wolves" to "Minnesota Timberwolves",
|
||||
"pelicans" to "New Orleans Pelicans",
|
||||
"knicks" to "New York Knicks",
|
||||
"thunder" to "Oklahoma City Thunder",
|
||||
"magic" to "Orlando Magic",
|
||||
"76ers" to "Philadelphia 76ers",
|
||||
"sixers" to "Philadelphia 76ers",
|
||||
"suns" to "Phoenix Suns",
|
||||
"trail blazers" to "Portland Trail Blazers",
|
||||
"blazers" to "Portland Trail Blazers",
|
||||
"kings" to "Sacramento Kings",
|
||||
"spurs" to "San Antonio Spurs",
|
||||
"raptors" to "Toronto Raptors",
|
||||
"jazz" to "Utah Jazz",
|
||||
"wizards" to "Washington Wizards",
|
||||
"wiz" to "Washington Wizards"
|
||||
)
|
||||
|
||||
/**
|
||||
* 解析结果
|
||||
*/
|
||||
data class ParsedMarketInfo(
|
||||
val homeTeam: String?,
|
||||
val awayTeam: String?,
|
||||
val gameDate: LocalDate?,
|
||||
val confidence: Double // 置信度 0.0-1.0
|
||||
)
|
||||
|
||||
/**
|
||||
* 解析市场名称
|
||||
* @param marketName 市场名称
|
||||
* @return 解析结果
|
||||
*/
|
||||
fun parse(marketName: String?): ParsedMarketInfo {
|
||||
if (marketName.isNullOrBlank()) {
|
||||
return ParsedMarketInfo(null, null, null, 0.0)
|
||||
}
|
||||
|
||||
val normalized = marketName.lowercase()
|
||||
var homeTeam: String? = null
|
||||
var awayTeam: String? = null
|
||||
var gameDate: LocalDate? = null
|
||||
var confidence = 0.0
|
||||
|
||||
// 尝试提取球队名称
|
||||
val teams = extractTeams(normalized)
|
||||
if (teams.size >= 2) {
|
||||
// 通常第一个是客队,第二个是主队
|
||||
awayTeam = teams[0]
|
||||
homeTeam = teams[1]
|
||||
confidence += 0.5
|
||||
} else if (teams.size == 1) {
|
||||
// 只有一个球队,无法确定主客场
|
||||
awayTeam = teams[0]
|
||||
confidence += 0.2
|
||||
}
|
||||
|
||||
// 尝试提取日期
|
||||
val date = extractDate(normalized)
|
||||
if (date != null) {
|
||||
gameDate = date
|
||||
confidence += 0.3
|
||||
}
|
||||
|
||||
return ParsedMarketInfo(homeTeam, awayTeam, gameDate, confidence.coerceAtMost(1.0))
|
||||
}
|
||||
|
||||
/**
|
||||
* 提取球队名称
|
||||
*/
|
||||
private fun extractTeams(text: String): List<String> {
|
||||
val teams = mutableListOf<String>()
|
||||
|
||||
// 常见的球队名称模式
|
||||
val patterns = listOf(
|
||||
// "Team1 vs Team2" 或 "Team1 @ Team2"
|
||||
Pattern.compile("(\\w+(?:\\s+\\w+)*?)\\s+(?:vs|@|v\\.?|versus)\\s+(\\w+(?:\\s+\\w+)*?)", Pattern.CASE_INSENSITIVE),
|
||||
// "Will Team1 beat Team2"
|
||||
Pattern.compile("will\\s+(\\w+(?:\\s+\\w+)*?)\\s+beat\\s+(\\w+(?:\\s+\\w+)*?)", Pattern.CASE_INSENSITIVE),
|
||||
// "Team1 win" 或 "Team1 wins"
|
||||
Pattern.compile("(\\w+(?:\\s+\\w+)*?)\\s+win", Pattern.CASE_INSENSITIVE)
|
||||
)
|
||||
|
||||
for (pattern in patterns) {
|
||||
val matcher = pattern.matcher(text)
|
||||
if (matcher.find()) {
|
||||
val team1 = normalizeTeamName(matcher.group(1) ?: "")
|
||||
val team2 = if (matcher.groupCount() >= 2) {
|
||||
normalizeTeamName(matcher.group(2) ?: "")
|
||||
} else null
|
||||
|
||||
if (team1 != null) {
|
||||
teams.add(team1)
|
||||
}
|
||||
if (team2 != null) {
|
||||
teams.add(team2)
|
||||
}
|
||||
|
||||
if (teams.size >= 2) {
|
||||
break
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 如果模式匹配失败,尝试直接查找球队名称
|
||||
if (teams.isEmpty()) {
|
||||
for ((key, value) in teamNameMapping) {
|
||||
if (text.contains(key, ignoreCase = true)) {
|
||||
if (!teams.contains(value)) {
|
||||
teams.add(value)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return teams.distinct()
|
||||
}
|
||||
|
||||
/**
|
||||
* 标准化球队名称
|
||||
*/
|
||||
private fun normalizeTeamName(name: String): String? {
|
||||
val normalized = name.trim().lowercase()
|
||||
return teamNameMapping[normalized] ?: teamNameMapping.entries.firstOrNull {
|
||||
normalized.contains(it.key, ignoreCase = true)
|
||||
}?.value
|
||||
}
|
||||
|
||||
/**
|
||||
* 提取日期
|
||||
*/
|
||||
private fun extractDate(text: String): LocalDate? {
|
||||
// 尝试多种日期格式
|
||||
try {
|
||||
// 格式1: "Dec 15, 2024" 或 "December 15, 2024"
|
||||
val pattern1 = Pattern.compile("(jan|feb|mar|apr|may|jun|jul|aug|sep|oct|nov|dec)[a-z]*\\s+(\\d{1,2}),?\\s+(\\d{4})", Pattern.CASE_INSENSITIVE)
|
||||
val matcher1 = pattern1.matcher(text)
|
||||
if (matcher1.find()) {
|
||||
val monthStr = matcher1.group(1)?.lowercase() ?: return null
|
||||
val day = matcher1.group(2)?.toIntOrNull() ?: return null
|
||||
val year = matcher1.group(3)?.toIntOrNull() ?: return null
|
||||
|
||||
val monthMap = mapOf(
|
||||
"jan" to 1, "january" to 1,
|
||||
"feb" to 2, "february" to 2,
|
||||
"mar" to 3, "march" to 3,
|
||||
"apr" to 4, "april" to 4,
|
||||
"may" to 5,
|
||||
"jun" to 6, "june" to 6,
|
||||
"jul" to 7, "july" to 7,
|
||||
"aug" to 8, "august" to 8,
|
||||
"sep" to 9, "september" to 9,
|
||||
"oct" to 10, "october" to 10,
|
||||
"nov" to 11, "november" to 11,
|
||||
"dec" to 12, "december" to 12
|
||||
)
|
||||
|
||||
val month = monthMap.entries.firstOrNull { monthStr.startsWith(it.key) }?.value
|
||||
if (month != null) {
|
||||
return try {
|
||||
LocalDate.of(year, month, day)
|
||||
} catch (e: Exception) {
|
||||
null
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 格式2: "2024-12-15"
|
||||
val pattern2 = Pattern.compile("(\\d{4})[-/](\\d{1,2})[-/](\\d{1,2})")
|
||||
val matcher2 = pattern2.matcher(text)
|
||||
if (matcher2.find()) {
|
||||
val year = matcher2.group(1)?.toIntOrNull() ?: return null
|
||||
val month = matcher2.group(2)?.toIntOrNull() ?: return null
|
||||
val day = matcher2.group(3)?.toIntOrNull() ?: return null
|
||||
return try {
|
||||
LocalDate.of(year, month, day)
|
||||
} catch (e: Exception) {
|
||||
null
|
||||
}
|
||||
}
|
||||
|
||||
// 格式3: "12/15/2024" 或 "12/15/24"
|
||||
val pattern3 = Pattern.compile("(\\d{1,2})/(\\d{1,2})/(\\d{2,4})")
|
||||
val matcher3 = pattern3.matcher(text)
|
||||
if (matcher3.find()) {
|
||||
val month = matcher3.group(1)?.toIntOrNull() ?: return null
|
||||
val day = matcher3.group(2)?.toIntOrNull() ?: return null
|
||||
val yearStr = matcher3.group(3) ?: return null
|
||||
val year = if (yearStr.length == 2) {
|
||||
// 两位年份,假设是 2000-2099
|
||||
val y = yearStr.toIntOrNull() ?: return null
|
||||
if (y < 50) 2000 + y else 1900 + y
|
||||
} else {
|
||||
yearStr.toIntOrNull() ?: return null
|
||||
}
|
||||
return try {
|
||||
LocalDate.of(year, month, day)
|
||||
} catch (e: Exception) {
|
||||
null
|
||||
}
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.debug("解析日期失败: ${e.message}")
|
||||
}
|
||||
|
||||
return null
|
||||
}
|
||||
|
||||
/**
|
||||
* 匹配比赛和市场
|
||||
* @param homeTeam 主队名称
|
||||
* @param awayTeam 客队名称
|
||||
* @param gameDate 比赛日期
|
||||
* @param parsedMarket 解析的市场信息
|
||||
* @return 是否匹配
|
||||
*/
|
||||
fun matchGame(
|
||||
homeTeam: String,
|
||||
awayTeam: String,
|
||||
gameDate: LocalDate,
|
||||
parsedMarket: ParsedMarketInfo
|
||||
): Boolean {
|
||||
// 检查日期是否匹配(允许1天误差)
|
||||
val dateMatch = parsedMarket.gameDate?.let { marketDate ->
|
||||
val daysDiff = kotlin.math.abs(java.time.temporal.ChronoUnit.DAYS.between(gameDate, marketDate))
|
||||
daysDiff <= 1
|
||||
} ?: false
|
||||
|
||||
if (!dateMatch && parsedMarket.gameDate != null) {
|
||||
return false
|
||||
}
|
||||
|
||||
// 检查球队是否匹配
|
||||
val homeMatch = parsedMarket.homeTeam?.let {
|
||||
normalizeTeamName(it)?.equals(normalizeTeamName(homeTeam), ignoreCase = true)
|
||||
} ?: false
|
||||
|
||||
val awayMatch = parsedMarket.awayTeam?.let {
|
||||
normalizeTeamName(it)?.equals(normalizeTeamName(awayTeam), ignoreCase = true)
|
||||
} ?: false
|
||||
|
||||
// 如果两个球队都匹配,或者至少一个匹配且日期匹配
|
||||
return (homeMatch && awayMatch) || ((homeMatch || awayMatch) && dateMatch)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,165 @@
|
||||
package com.wrbug.polymarketbot.service.nba
|
||||
|
||||
import com.wrbug.polymarketbot.api.MarketResponse
|
||||
import com.wrbug.polymarketbot.api.PolymarketGammaApi
|
||||
import com.wrbug.polymarketbot.dto.NbaMarketDto
|
||||
import com.wrbug.polymarketbot.dto.NbaMarketListRequest
|
||||
import com.wrbug.polymarketbot.dto.NbaMarketListResponse
|
||||
import com.wrbug.polymarketbot.enums.SportsTagId
|
||||
import com.wrbug.polymarketbot.util.RetrofitFactory
|
||||
import org.slf4j.LoggerFactory
|
||||
import org.springframework.stereotype.Service
|
||||
|
||||
/**
|
||||
* NBA 市场服务
|
||||
* 用于从 Polymarket 获取 NBA 相关的市场信息
|
||||
*/
|
||||
@Service
|
||||
class NbaMarketService(
|
||||
private val retrofitFactory: RetrofitFactory
|
||||
) {
|
||||
private val logger = LoggerFactory.getLogger(NbaMarketService::class.java)
|
||||
|
||||
/**
|
||||
* 获取 NBA 的 tag ID 列表
|
||||
* 直接使用枚举中定义的已知 tag ID,无需调用 API
|
||||
*/
|
||||
suspend fun getNbaTagIds(): Result<List<String>> {
|
||||
// 直接使用枚举中定义的 NBA tag ID
|
||||
val nbaTagId = SportsTagId.NBA.tagId
|
||||
logger.debug("使用枚举中的 NBA tag ID: $nbaTagId")
|
||||
return Result.success(listOf(nbaTagId))
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取 NBA 市场列表
|
||||
* 使用 NBA 的 tag IDs 过滤市场
|
||||
*
|
||||
* @param request 请求参数
|
||||
* @return NBA 市场列表响应
|
||||
*/
|
||||
suspend fun getNbaMarkets(request: NbaMarketListRequest): Result<NbaMarketListResponse> {
|
||||
return try {
|
||||
// 先获取 NBA 的 tag IDs
|
||||
val tagIdsResult = getNbaTagIds()
|
||||
if (tagIdsResult.isFailure) {
|
||||
return Result.failure(tagIdsResult.exceptionOrNull() ?: Exception("无法获取 NBA tag IDs"))
|
||||
}
|
||||
|
||||
val tagIds = tagIdsResult.getOrNull() ?: return Result.failure(IllegalStateException("NBA tag IDs 为空"))
|
||||
|
||||
if (tagIds.isEmpty()) {
|
||||
logger.warn("NBA tag IDs 为空,无法过滤市场")
|
||||
return Result.success(NbaMarketListResponse(
|
||||
list = emptyList(),
|
||||
total = 0L
|
||||
))
|
||||
}
|
||||
|
||||
// 调用 /markets 接口,使用 tag IDs 过滤
|
||||
val gammaApi = retrofitFactory.createGammaApi()
|
||||
val response = gammaApi.listMarkets(
|
||||
conditionIds = null,
|
||||
includeTag = true,
|
||||
tags = tagIds,
|
||||
active = request.active,
|
||||
closed = request.closed,
|
||||
archived = request.archived
|
||||
)
|
||||
|
||||
if (response.isSuccessful && response.body() != null) {
|
||||
val markets = response.body()!!
|
||||
logger.info("获取到 ${markets.size} 个 NBA 市场")
|
||||
|
||||
// 转换为 DTO
|
||||
val marketDtos = markets.map { market ->
|
||||
NbaMarketDto(
|
||||
id = market.id,
|
||||
question = market.question,
|
||||
conditionId = market.conditionId,
|
||||
slug = market.slug,
|
||||
description = market.description,
|
||||
category = market.category,
|
||||
active = market.active,
|
||||
closed = market.closed,
|
||||
archived = market.archived,
|
||||
volume = market.volume,
|
||||
liquidity = market.liquidity,
|
||||
endDate = market.endDate,
|
||||
startDate = market.startDate,
|
||||
outcomes = market.outcomes,
|
||||
outcomePrices = market.outcomePrices,
|
||||
volumeNum = market.volumeNum,
|
||||
liquidityNum = market.liquidityNum,
|
||||
lastTradePrice = market.lastTradePrice,
|
||||
bestBid = market.bestBid,
|
||||
bestAsk = market.bestAsk
|
||||
)
|
||||
}
|
||||
|
||||
Result.success(NbaMarketListResponse(
|
||||
list = marketDtos,
|
||||
total = marketDtos.size.toLong()
|
||||
))
|
||||
} else {
|
||||
logger.error("获取 NBA 市场失败: ${response.code()} ${response.message()}")
|
||||
val errorBody = response.errorBody()?.string()
|
||||
logger.error("错误响应体: $errorBody")
|
||||
Result.failure(Exception("获取 NBA 市场失败: ${response.code()} ${response.message()}"))
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取 NBA 市场异常: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 从 NBA 市场中提取球队列表
|
||||
* 解析市场名称,提取所有唯一的球队名称
|
||||
*
|
||||
* @param active 是否只从活跃市场提取(默认 true)
|
||||
* @return 球队名称列表(去重、排序)
|
||||
*/
|
||||
suspend fun getTeamsFromMarkets(active: Boolean = true): Result<List<String>> {
|
||||
return try {
|
||||
// 获取 NBA 市场列表
|
||||
val marketsResult = getNbaMarkets(
|
||||
NbaMarketListRequest(
|
||||
active = active,
|
||||
closed = false,
|
||||
archived = false
|
||||
)
|
||||
)
|
||||
|
||||
if (marketsResult.isFailure) {
|
||||
return Result.failure(marketsResult.exceptionOrNull() ?: Exception("无法获取 NBA 市场"))
|
||||
}
|
||||
|
||||
val markets = marketsResult.getOrNull()?.list ?: return Result.success(emptyList())
|
||||
|
||||
// 使用市场名称解析器提取球队
|
||||
val teams = mutableSetOf<String>()
|
||||
|
||||
markets.forEach { market ->
|
||||
if (!market.question.isNullOrBlank()) {
|
||||
val parsed = NbaMarketNameParser.parse(market.question)
|
||||
if (parsed != null) {
|
||||
// 提取主队和客队
|
||||
parsed.homeTeam?.let { teams.add(it) }
|
||||
parsed.awayTeam?.let { teams.add(it) }
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 排序并返回
|
||||
val sortedTeams = teams.sorted()
|
||||
logger.info("从 ${markets.size} 个市场中提取到 ${sortedTeams.size} 个球队")
|
||||
Result.success(sortedTeams)
|
||||
} catch (e: Exception) {
|
||||
logger.error("从市场提取球队列表失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
+346
@@ -0,0 +1,346 @@
|
||||
package com.wrbug.polymarketbot.service.nba
|
||||
|
||||
import com.wrbug.polymarketbot.dto.*
|
||||
import com.wrbug.polymarketbot.entity.NbaQuantitativeStrategy
|
||||
import com.wrbug.polymarketbot.repository.AccountRepository
|
||||
import com.wrbug.polymarketbot.repository.NbaQuantitativeStrategyRepository
|
||||
import com.wrbug.polymarketbot.util.JsonUtils
|
||||
import com.wrbug.polymarketbot.util.toSafeBigDecimal
|
||||
import org.slf4j.LoggerFactory
|
||||
import org.springframework.data.domain.PageRequest
|
||||
import org.springframework.data.domain.Sort
|
||||
import org.springframework.stereotype.Service
|
||||
import org.springframework.transaction.annotation.Transactional
|
||||
import java.math.BigDecimal
|
||||
|
||||
/**
|
||||
* NBA 量化策略服务
|
||||
*/
|
||||
@Service
|
||||
class NbaQuantitativeStrategyService(
|
||||
private val strategyRepository: NbaQuantitativeStrategyRepository,
|
||||
private val accountRepository: AccountRepository
|
||||
) {
|
||||
private val logger = LoggerFactory.getLogger(NbaQuantitativeStrategyService::class.java)
|
||||
|
||||
/**
|
||||
* 创建策略
|
||||
*/
|
||||
@Transactional
|
||||
suspend fun createStrategy(request: NbaQuantitativeStrategyCreateRequest): Result<NbaQuantitativeStrategyDto> {
|
||||
return try {
|
||||
// 验证账户是否存在
|
||||
val account = accountRepository.findById(request.accountId).orElse(null)
|
||||
if (account == null) {
|
||||
return Result.failure(IllegalArgumentException("账户不存在"))
|
||||
}
|
||||
|
||||
// 验证策略名称是否重复
|
||||
val existing = strategyRepository.findByStrategyName(request.strategyName)
|
||||
if (existing != null) {
|
||||
return Result.failure(IllegalArgumentException("策略名称已存在"))
|
||||
}
|
||||
|
||||
// 创建策略实体
|
||||
val strategy = NbaQuantitativeStrategy(
|
||||
strategyName = request.strategyName,
|
||||
strategyDescription = request.strategyDescription,
|
||||
accountId = request.accountId,
|
||||
enabled = request.enabled,
|
||||
filterTeams = request.filterTeams?.let { JsonUtils.toJson(it) },
|
||||
filterDateFrom = request.filterDateFrom,
|
||||
filterDateTo = request.filterDateTo,
|
||||
filterGameImportance = request.filterGameImportance,
|
||||
minWinProbabilityDiff = request.minWinProbabilityDiff ?: BigDecimal("0.1"),
|
||||
minWinProbability = request.minWinProbability,
|
||||
maxWinProbability = request.maxWinProbability,
|
||||
minTradeValue = request.minTradeValue ?: BigDecimal("0.05"),
|
||||
minRemainingTime = request.minRemainingTime,
|
||||
maxRemainingTime = request.maxRemainingTime,
|
||||
minScoreDiff = request.minScoreDiff,
|
||||
maxScoreDiff = request.maxScoreDiff,
|
||||
buyAmountStrategy = request.buyAmountStrategy ?: "FIXED",
|
||||
fixedBuyAmount = request.fixedBuyAmount,
|
||||
buyRatio = request.buyRatio,
|
||||
baseBuyAmount = request.baseBuyAmount,
|
||||
buyTiming = request.buyTiming ?: "IMMEDIATE",
|
||||
delayBuySeconds = request.delayBuySeconds ?: 0,
|
||||
buyDirection = request.buyDirection ?: "AUTO",
|
||||
enableSell = request.enableSell ?: true,
|
||||
takeProfitThreshold = request.takeProfitThreshold,
|
||||
stopLossThreshold = request.stopLossThreshold,
|
||||
probabilityReversalThreshold = request.probabilityReversalThreshold,
|
||||
sellRatio = request.sellRatio ?: BigDecimal("1.0"),
|
||||
sellTiming = request.sellTiming ?: "IMMEDIATE",
|
||||
delaySellSeconds = request.delaySellSeconds ?: 0,
|
||||
priceStrategy = request.priceStrategy ?: "MARKET",
|
||||
fixedPrice = request.fixedPrice,
|
||||
priceOffset = request.priceOffset ?: BigDecimal.ZERO,
|
||||
maxPosition = request.maxPosition ?: BigDecimal("50"),
|
||||
minPosition = request.minPosition ?: BigDecimal("5"),
|
||||
maxGamePosition = request.maxGamePosition,
|
||||
maxDailyLoss = request.maxDailyLoss,
|
||||
maxDailyOrders = request.maxDailyOrders,
|
||||
maxDailyProfit = request.maxDailyProfit,
|
||||
priceTolerance = request.priceTolerance ?: BigDecimal("0.05"),
|
||||
minProbabilityThreshold = request.minProbabilityThreshold,
|
||||
maxProbabilityThreshold = request.maxProbabilityThreshold,
|
||||
baseStrengthWeight = request.baseStrengthWeight ?: BigDecimal("0.3"),
|
||||
recentFormWeight = request.recentFormWeight ?: BigDecimal("0.25"),
|
||||
lineupIntegrityWeight = request.lineupIntegrityWeight ?: BigDecimal("0.2"),
|
||||
starStatusWeight = request.starStatusWeight ?: BigDecimal("0.15"),
|
||||
environmentWeight = request.environmentWeight ?: BigDecimal("0.1"),
|
||||
matchupAdvantageWeight = request.matchupAdvantageWeight ?: BigDecimal("0.2"),
|
||||
scoreDiffWeight = request.scoreDiffWeight ?: BigDecimal("0.3"),
|
||||
momentumWeight = request.momentumWeight ?: BigDecimal("0.2"),
|
||||
dataUpdateFrequency = request.dataUpdateFrequency ?: 30,
|
||||
analysisFrequency = request.analysisFrequency ?: 30,
|
||||
pushFailedOrders = request.pushFailedOrders ?: false,
|
||||
pushFrequency = request.pushFrequency ?: "REALTIME",
|
||||
batchPushInterval = request.batchPushInterval ?: 1
|
||||
)
|
||||
|
||||
val saved = strategyRepository.save(strategy)
|
||||
Result.success(toDto(saved))
|
||||
} catch (e: Exception) {
|
||||
logger.error("创建策略失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新策略
|
||||
*/
|
||||
@Transactional
|
||||
suspend fun updateStrategy(request: NbaQuantitativeStrategyUpdateRequest): Result<NbaQuantitativeStrategyDto> {
|
||||
return try {
|
||||
val strategy = strategyRepository.findById(request.id).orElse(null)
|
||||
if (strategy == null) {
|
||||
return Result.failure(IllegalArgumentException("策略不存在"))
|
||||
}
|
||||
|
||||
// 更新字段(只更新提供的字段)
|
||||
val updated = strategy.copy(
|
||||
strategyName = request.strategyName ?: strategy.strategyName,
|
||||
strategyDescription = request.strategyDescription ?: strategy.strategyDescription,
|
||||
enabled = request.enabled ?: strategy.enabled,
|
||||
filterTeams = request.filterTeams?.let { JsonUtils.toJson(it) } ?: strategy.filterTeams,
|
||||
filterDateFrom = request.filterDateFrom ?: strategy.filterDateFrom,
|
||||
filterDateTo = request.filterDateTo ?: strategy.filterDateTo,
|
||||
filterGameImportance = request.filterGameImportance ?: strategy.filterGameImportance,
|
||||
minWinProbabilityDiff = request.minWinProbabilityDiff ?: strategy.minWinProbabilityDiff,
|
||||
minWinProbability = request.minWinProbability ?: strategy.minWinProbability,
|
||||
maxWinProbability = request.maxWinProbability ?: strategy.maxWinProbability,
|
||||
minTradeValue = request.minTradeValue ?: strategy.minTradeValue,
|
||||
minRemainingTime = request.minRemainingTime ?: strategy.minRemainingTime,
|
||||
maxRemainingTime = request.maxRemainingTime ?: strategy.maxRemainingTime,
|
||||
minScoreDiff = request.minScoreDiff ?: strategy.minScoreDiff,
|
||||
maxScoreDiff = request.maxScoreDiff ?: strategy.maxScoreDiff,
|
||||
buyAmountStrategy = request.buyAmountStrategy ?: strategy.buyAmountStrategy,
|
||||
fixedBuyAmount = request.fixedBuyAmount ?: strategy.fixedBuyAmount,
|
||||
buyRatio = request.buyRatio ?: strategy.buyRatio,
|
||||
baseBuyAmount = request.baseBuyAmount ?: strategy.baseBuyAmount,
|
||||
buyTiming = request.buyTiming ?: strategy.buyTiming,
|
||||
delayBuySeconds = request.delayBuySeconds ?: strategy.delayBuySeconds,
|
||||
buyDirection = request.buyDirection ?: strategy.buyDirection,
|
||||
enableSell = request.enableSell ?: strategy.enableSell,
|
||||
takeProfitThreshold = request.takeProfitThreshold ?: strategy.takeProfitThreshold,
|
||||
stopLossThreshold = request.stopLossThreshold ?: strategy.stopLossThreshold,
|
||||
probabilityReversalThreshold = request.probabilityReversalThreshold ?: strategy.probabilityReversalThreshold,
|
||||
sellRatio = request.sellRatio ?: strategy.sellRatio,
|
||||
sellTiming = request.sellTiming ?: strategy.sellTiming,
|
||||
delaySellSeconds = request.delaySellSeconds ?: strategy.delaySellSeconds,
|
||||
priceStrategy = request.priceStrategy ?: strategy.priceStrategy,
|
||||
fixedPrice = request.fixedPrice ?: strategy.fixedPrice,
|
||||
priceOffset = request.priceOffset ?: strategy.priceOffset,
|
||||
maxPosition = request.maxPosition ?: strategy.maxPosition,
|
||||
minPosition = request.minPosition ?: strategy.minPosition,
|
||||
maxGamePosition = request.maxGamePosition ?: strategy.maxGamePosition,
|
||||
maxDailyLoss = request.maxDailyLoss ?: strategy.maxDailyLoss,
|
||||
maxDailyOrders = request.maxDailyOrders ?: strategy.maxDailyOrders,
|
||||
maxDailyProfit = request.maxDailyProfit ?: strategy.maxDailyProfit,
|
||||
priceTolerance = request.priceTolerance ?: strategy.priceTolerance,
|
||||
minProbabilityThreshold = request.minProbabilityThreshold ?: strategy.minProbabilityThreshold,
|
||||
maxProbabilityThreshold = request.maxProbabilityThreshold ?: strategy.maxProbabilityThreshold,
|
||||
baseStrengthWeight = request.baseStrengthWeight ?: strategy.baseStrengthWeight,
|
||||
recentFormWeight = request.recentFormWeight ?: strategy.recentFormWeight,
|
||||
lineupIntegrityWeight = request.lineupIntegrityWeight ?: strategy.lineupIntegrityWeight,
|
||||
starStatusWeight = request.starStatusWeight ?: strategy.starStatusWeight,
|
||||
environmentWeight = request.environmentWeight ?: strategy.environmentWeight,
|
||||
matchupAdvantageWeight = request.matchupAdvantageWeight ?: strategy.matchupAdvantageWeight,
|
||||
scoreDiffWeight = request.scoreDiffWeight ?: strategy.scoreDiffWeight,
|
||||
momentumWeight = request.momentumWeight ?: strategy.momentumWeight,
|
||||
dataUpdateFrequency = request.dataUpdateFrequency ?: strategy.dataUpdateFrequency,
|
||||
analysisFrequency = request.analysisFrequency ?: strategy.analysisFrequency,
|
||||
pushFailedOrders = request.pushFailedOrders ?: strategy.pushFailedOrders,
|
||||
pushFrequency = request.pushFrequency ?: strategy.pushFrequency,
|
||||
batchPushInterval = request.batchPushInterval ?: strategy.batchPushInterval,
|
||||
updatedAt = System.currentTimeMillis()
|
||||
)
|
||||
|
||||
val saved = strategyRepository.save(updated)
|
||||
Result.success(toDto(saved))
|
||||
} catch (e: Exception) {
|
||||
logger.error("更新策略失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取策略列表
|
||||
*/
|
||||
suspend fun getStrategyList(request: NbaQuantitativeStrategyListRequest): Result<NbaQuantitativeStrategyListResponse> {
|
||||
return try {
|
||||
val page = request.page ?: 1
|
||||
val limit = request.limit ?: 20
|
||||
val pageable = PageRequest.of(page - 1, limit, Sort.by(Sort.Direction.DESC, "createdAt"))
|
||||
|
||||
val strategies = when {
|
||||
request.accountId != null && request.enabled != null -> {
|
||||
strategyRepository.findByAccountIdAndEnabled(request.accountId, request.enabled)
|
||||
}
|
||||
request.accountId != null -> {
|
||||
strategyRepository.findByAccountId(request.accountId)
|
||||
}
|
||||
request.enabled != null -> {
|
||||
strategyRepository.findByEnabled(request.enabled)
|
||||
}
|
||||
else -> {
|
||||
strategyRepository.findAll(pageable).content
|
||||
}
|
||||
}
|
||||
|
||||
// 过滤策略名称(如果提供)
|
||||
val filtered = if (request.strategyName != null) {
|
||||
strategies.filter { it.strategyName.contains(request.strategyName, ignoreCase = true) }
|
||||
} else {
|
||||
strategies
|
||||
}
|
||||
|
||||
val total = filtered.size.toLong()
|
||||
val dtoList = filtered.map { toDto(it) }
|
||||
|
||||
Result.success(
|
||||
NbaQuantitativeStrategyListResponse(
|
||||
list = dtoList,
|
||||
total = total,
|
||||
page = page,
|
||||
limit = limit
|
||||
)
|
||||
)
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取策略列表失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取策略详情
|
||||
*/
|
||||
suspend fun getStrategyDetail(id: Long): Result<NbaQuantitativeStrategyDto> {
|
||||
return try {
|
||||
val strategy = strategyRepository.findById(id).orElse(null)
|
||||
if (strategy == null) {
|
||||
return Result.failure(IllegalArgumentException("策略不存在"))
|
||||
}
|
||||
Result.success(toDto(strategy))
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取策略详情失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 删除策略
|
||||
*/
|
||||
@Transactional
|
||||
suspend fun deleteStrategy(id: Long): Result<Unit> {
|
||||
return try {
|
||||
val strategy = strategyRepository.findById(id).orElse(null)
|
||||
if (strategy == null) {
|
||||
return Result.failure(IllegalArgumentException("策略不存在"))
|
||||
}
|
||||
strategyRepository.delete(strategy)
|
||||
Result.success(Unit)
|
||||
} catch (e: Exception) {
|
||||
logger.error("删除策略失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取启用的策略列表
|
||||
*/
|
||||
suspend fun getEnabledStrategies(): List<NbaQuantitativeStrategy> {
|
||||
return strategyRepository.findByEnabled(true)
|
||||
}
|
||||
|
||||
/**
|
||||
* 转换为 DTO
|
||||
*/
|
||||
private fun toDto(strategy: NbaQuantitativeStrategy): NbaQuantitativeStrategyDto {
|
||||
val account = accountRepository.findById(strategy.accountId).orElse(null)
|
||||
return NbaQuantitativeStrategyDto(
|
||||
id = strategy.id,
|
||||
strategyName = strategy.strategyName,
|
||||
strategyDescription = strategy.strategyDescription,
|
||||
accountId = strategy.accountId,
|
||||
accountName = account?.accountName,
|
||||
enabled = strategy.enabled,
|
||||
filterTeams = strategy.filterTeams?.let { JsonUtils.parseStringList(it) },
|
||||
filterDateFrom = strategy.filterDateFrom,
|
||||
filterDateTo = strategy.filterDateTo,
|
||||
filterGameImportance = strategy.filterGameImportance,
|
||||
minWinProbabilityDiff = strategy.minWinProbabilityDiff,
|
||||
minWinProbability = strategy.minWinProbability,
|
||||
maxWinProbability = strategy.maxWinProbability,
|
||||
minTradeValue = strategy.minTradeValue,
|
||||
minRemainingTime = strategy.minRemainingTime,
|
||||
maxRemainingTime = strategy.maxRemainingTime,
|
||||
minScoreDiff = strategy.minScoreDiff,
|
||||
maxScoreDiff = strategy.maxScoreDiff,
|
||||
buyAmountStrategy = strategy.buyAmountStrategy,
|
||||
fixedBuyAmount = strategy.fixedBuyAmount,
|
||||
buyRatio = strategy.buyRatio,
|
||||
baseBuyAmount = strategy.baseBuyAmount,
|
||||
buyTiming = strategy.buyTiming,
|
||||
delayBuySeconds = strategy.delayBuySeconds,
|
||||
buyDirection = strategy.buyDirection,
|
||||
enableSell = strategy.enableSell,
|
||||
takeProfitThreshold = strategy.takeProfitThreshold,
|
||||
stopLossThreshold = strategy.stopLossThreshold,
|
||||
probabilityReversalThreshold = strategy.probabilityReversalThreshold,
|
||||
sellRatio = strategy.sellRatio,
|
||||
sellTiming = strategy.sellTiming,
|
||||
delaySellSeconds = strategy.delaySellSeconds,
|
||||
priceStrategy = strategy.priceStrategy,
|
||||
fixedPrice = strategy.fixedPrice,
|
||||
priceOffset = strategy.priceOffset,
|
||||
maxPosition = strategy.maxPosition,
|
||||
minPosition = strategy.minPosition,
|
||||
maxGamePosition = strategy.maxGamePosition,
|
||||
maxDailyLoss = strategy.maxDailyLoss,
|
||||
maxDailyOrders = strategy.maxDailyOrders,
|
||||
maxDailyProfit = strategy.maxDailyProfit,
|
||||
priceTolerance = strategy.priceTolerance,
|
||||
minProbabilityThreshold = strategy.minProbabilityThreshold,
|
||||
maxProbabilityThreshold = strategy.maxProbabilityThreshold,
|
||||
baseStrengthWeight = strategy.baseStrengthWeight,
|
||||
recentFormWeight = strategy.recentFormWeight,
|
||||
lineupIntegrityWeight = strategy.lineupIntegrityWeight,
|
||||
starStatusWeight = strategy.starStatusWeight,
|
||||
environmentWeight = strategy.environmentWeight,
|
||||
matchupAdvantageWeight = strategy.matchupAdvantageWeight,
|
||||
scoreDiffWeight = strategy.scoreDiffWeight,
|
||||
momentumWeight = strategy.momentumWeight,
|
||||
dataUpdateFrequency = strategy.dataUpdateFrequency,
|
||||
analysisFrequency = strategy.analysisFrequency,
|
||||
pushFailedOrders = strategy.pushFailedOrders,
|
||||
pushFrequency = strategy.pushFrequency,
|
||||
batchPushInterval = strategy.batchPushInterval,
|
||||
createdAt = strategy.createdAt,
|
||||
updatedAt = strategy.updatedAt
|
||||
)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -30,5 +30,29 @@ class JsonUtils(
|
||||
emptyList()
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 解析 JSON 字符串列表(parseStringArray 的别名)
|
||||
*/
|
||||
fun parseStringList(jsonString: String?): List<String> {
|
||||
return parseStringArray(jsonString)
|
||||
}
|
||||
|
||||
/**
|
||||
* 将对象转换为 JSON 字符串
|
||||
* @param obj 要转换的对象
|
||||
* @return JSON 字符串
|
||||
*/
|
||||
fun toJson(obj: Any?): String? {
|
||||
if (obj == null) {
|
||||
return null
|
||||
}
|
||||
|
||||
return try {
|
||||
gson.toJson(obj)
|
||||
} catch (e: Exception) {
|
||||
null
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,64 @@
|
||||
package com.wrbug.polymarketbot.util
|
||||
|
||||
import com.wrbug.polymarketbot.api.NbaStatsApi
|
||||
import org.slf4j.LoggerFactory
|
||||
import java.time.LocalDate
|
||||
import java.time.format.DateTimeFormatter
|
||||
|
||||
/**
|
||||
* NBA API 验证工具
|
||||
* 用于验证 API 调用是否正确
|
||||
*/
|
||||
object NbaApiValidator {
|
||||
private val logger = LoggerFactory.getLogger(NbaApiValidator::class.java)
|
||||
|
||||
/**
|
||||
* 验证 API 调用
|
||||
*/
|
||||
suspend fun validateApi(nbaStatsApi: NbaStatsApi): Boolean {
|
||||
return try {
|
||||
val today = LocalDate.now().format(DateTimeFormatter.ofPattern("yyyy-MM-dd"))
|
||||
logger.info("验证 NBA Stats API,日期: $today")
|
||||
|
||||
val response = nbaStatsApi.getScoreboard(gameDate = today)
|
||||
|
||||
logger.info("API 响应状态码: ${response.code()}")
|
||||
logger.info("API 响应消息: ${response.message()}")
|
||||
|
||||
if (response.isSuccessful && response.body() != null) {
|
||||
val scoreboard = response.body()!!
|
||||
logger.info("ResultSets 数量: ${scoreboard.resultSets.size}")
|
||||
|
||||
scoreboard.resultSets.forEachIndexed { index, resultSet ->
|
||||
logger.info("ResultSet[$index]: name=${resultSet.name}, headers=${resultSet.headers.size}, rows=${resultSet.rowSet.size}")
|
||||
if (resultSet.headers.isNotEmpty()) {
|
||||
logger.info(" Headers: ${resultSet.headers.take(10)}")
|
||||
}
|
||||
if (resultSet.rowSet.isNotEmpty()) {
|
||||
val firstRow = resultSet.rowSet.first()
|
||||
logger.info(" First row size: ${firstRow.size}")
|
||||
logger.info(" First row (first 5): ${firstRow.take(5)}")
|
||||
}
|
||||
}
|
||||
|
||||
// 检查是否有 GameHeader 和 LineScore
|
||||
val hasGameHeader = scoreboard.resultSets.any { it.name == "GameHeader" }
|
||||
val hasLineScore = scoreboard.resultSets.any { it.name == "LineScore" }
|
||||
|
||||
logger.info("包含 GameHeader: $hasGameHeader")
|
||||
logger.info("包含 LineScore: $hasLineScore")
|
||||
|
||||
hasGameHeader && hasLineScore
|
||||
} else {
|
||||
logger.error("API 调用失败")
|
||||
val errorBody = response.errorBody()?.string()
|
||||
logger.error("错误响应体: $errorBody")
|
||||
false
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.error("验证 API 异常: ${e.message}", e)
|
||||
false
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -4,6 +4,7 @@ import com.google.gson.Gson
|
||||
import com.wrbug.polymarketbot.api.BuilderRelayerApi
|
||||
import com.wrbug.polymarketbot.api.EthereumRpcApi
|
||||
import com.wrbug.polymarketbot.api.GitHubApi
|
||||
import com.wrbug.polymarketbot.api.NbaStatsApi
|
||||
import com.wrbug.polymarketbot.api.PolymarketClobApi
|
||||
import com.wrbug.polymarketbot.api.PolymarketDataApi
|
||||
import com.wrbug.polymarketbot.api.PolymarketGammaApi
|
||||
@@ -415,6 +416,44 @@ class RpcUrlReplaceInterceptor(
|
||||
|
||||
return chain.proceed(newRequest)
|
||||
}
|
||||
|
||||
/**
|
||||
* 创建 NBA Stats API 客户端
|
||||
* NBA Stats API 是公开 API,但需要设置正确的请求头
|
||||
* @return NbaStatsApi 客户端
|
||||
*/
|
||||
fun createNbaStatsApi(): NbaStatsApi {
|
||||
val baseUrl = "https://stats.nba.com/stats/"
|
||||
|
||||
// 添加拦截器,设置 NBA Stats API 需要的请求头
|
||||
val nbaStatsInterceptor = object : Interceptor {
|
||||
override fun intercept(chain: Interceptor.Chain): Response {
|
||||
val request = chain.request().newBuilder()
|
||||
.header("User-Agent", "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36")
|
||||
.header("Referer", "https://www.nba.com/")
|
||||
.header("Accept", "application/json")
|
||||
.header("Accept-Language", "en-US,en;q=0.9")
|
||||
.header("Origin", "https://www.nba.com")
|
||||
.build()
|
||||
return chain.proceed(request)
|
||||
}
|
||||
}
|
||||
|
||||
val okHttpClient = createClient()
|
||||
.addInterceptor(nbaStatsInterceptor)
|
||||
.build()
|
||||
|
||||
val gson = GsonBuilder()
|
||||
.setLenient()
|
||||
.create()
|
||||
|
||||
return Retrofit.Builder()
|
||||
.baseUrl(baseUrl)
|
||||
.client(okHttpClient)
|
||||
.addConverterFactory(GsonConverterFactory.create(gson))
|
||||
.build()
|
||||
.create(NbaStatsApi::class.java)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
|
||||
+184
@@ -0,0 +1,184 @@
|
||||
-- NBA 量化交易系统数据库表
|
||||
|
||||
-- 1. NBA 市场表(Polymarket 市场信息)
|
||||
CREATE TABLE IF NOT EXISTS nba_markets (
|
||||
id BIGINT PRIMARY KEY AUTO_INCREMENT,
|
||||
polymarket_market_id VARCHAR(100) UNIQUE NOT NULL COMMENT 'Polymarket 市场 ID',
|
||||
condition_id VARCHAR(100) UNIQUE NOT NULL COMMENT 'Condition ID',
|
||||
market_slug VARCHAR(255) COMMENT '市场 slug',
|
||||
market_question TEXT COMMENT '市场名称/问题',
|
||||
market_description TEXT COMMENT '市场描述',
|
||||
category VARCHAR(50) DEFAULT 'sports' COMMENT '分类',
|
||||
active BOOLEAN DEFAULT true COMMENT '是否活跃',
|
||||
closed BOOLEAN DEFAULT false COMMENT '是否已关闭',
|
||||
archived BOOLEAN DEFAULT false COMMENT '是否已归档',
|
||||
volume VARCHAR(50) COMMENT '交易量',
|
||||
liquidity VARCHAR(50) COMMENT '流动性',
|
||||
outcomes TEXT COMMENT '结果选项(JSON)',
|
||||
end_date VARCHAR(50) COMMENT '结束日期',
|
||||
start_date VARCHAR(50) COMMENT '开始日期',
|
||||
created_at BIGINT NOT NULL,
|
||||
updated_at BIGINT NOT NULL,
|
||||
INDEX idx_condition_id (condition_id),
|
||||
INDEX idx_active (active),
|
||||
INDEX idx_closed (closed),
|
||||
INDEX idx_category (category)
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='NBA市场表(Polymarket市场)';
|
||||
|
||||
-- 2. NBA 比赛表(NBA 比赛信息)
|
||||
CREATE TABLE IF NOT EXISTS nba_games (
|
||||
id BIGINT PRIMARY KEY AUTO_INCREMENT,
|
||||
nba_game_id VARCHAR(100) UNIQUE COMMENT 'NBA 比赛 ID(来自 NBA API)',
|
||||
home_team VARCHAR(100) NOT NULL COMMENT '主队名称',
|
||||
away_team VARCHAR(100) NOT NULL COMMENT '客队名称',
|
||||
game_date DATE NOT NULL COMMENT '比赛日期',
|
||||
game_time BIGINT COMMENT '比赛时间(时间戳,毫秒)',
|
||||
game_status VARCHAR(50) DEFAULT 'scheduled' COMMENT '比赛状态:scheduled/active/finished',
|
||||
home_score INT DEFAULT 0 COMMENT '主队得分',
|
||||
away_score INT DEFAULT 0 COMMENT '客队得分',
|
||||
period INT DEFAULT 0 COMMENT '当前节次',
|
||||
time_remaining VARCHAR(50) COMMENT '剩余时间',
|
||||
polymarket_market_id VARCHAR(100) COMMENT '关联的 Polymarket 市场 ID',
|
||||
created_at BIGINT NOT NULL,
|
||||
updated_at BIGINT NOT NULL,
|
||||
INDEX idx_game_date (game_date),
|
||||
INDEX idx_game_status (game_status),
|
||||
INDEX idx_home_team (home_team),
|
||||
INDEX idx_away_team (away_team),
|
||||
INDEX idx_polymarket_market_id (polymarket_market_id),
|
||||
FOREIGN KEY (polymarket_market_id) REFERENCES nba_markets(polymarket_market_id) ON DELETE SET NULL
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='NBA比赛表';
|
||||
|
||||
-- 3. 量化策略配置表
|
||||
CREATE TABLE IF NOT EXISTS nba_quantitative_strategies (
|
||||
id BIGINT PRIMARY KEY AUTO_INCREMENT,
|
||||
strategy_name VARCHAR(100) NOT NULL COMMENT '策略名称',
|
||||
strategy_description TEXT COMMENT '策略描述',
|
||||
account_id BIGINT NOT NULL COMMENT '关联账户 ID',
|
||||
enabled BOOLEAN DEFAULT true COMMENT '是否启用',
|
||||
|
||||
-- 比赛筛选参数
|
||||
filter_teams TEXT COMMENT '关注的球队列表(JSON)',
|
||||
filter_date_from DATE COMMENT '日期范围开始',
|
||||
filter_date_to DATE COMMENT '日期范围结束',
|
||||
filter_game_importance VARCHAR(50) COMMENT '比赛重要性:all/regular/playoff/key',
|
||||
|
||||
-- 触发条件参数
|
||||
min_win_probability_diff DECIMAL(5, 4) DEFAULT 0.1000 COMMENT '最小获胜概率差异',
|
||||
min_win_probability DECIMAL(5, 4) COMMENT '最小获胜概率',
|
||||
max_win_probability DECIMAL(5, 4) COMMENT '最大获胜概率',
|
||||
min_trade_value DECIMAL(5, 4) DEFAULT 0.0500 COMMENT '最小交易价值',
|
||||
min_remaining_time INT COMMENT '最小剩余时间(分钟)',
|
||||
max_remaining_time INT COMMENT '最大剩余时间(分钟)',
|
||||
min_score_diff INT COMMENT '最小分差',
|
||||
max_score_diff INT COMMENT '最大分差',
|
||||
|
||||
-- 买入规则参数
|
||||
buy_amount_strategy VARCHAR(20) DEFAULT 'FIXED' COMMENT '买入金额策略:FIXED/RATIO/DYNAMIC',
|
||||
fixed_buy_amount DECIMAL(20, 8) COMMENT '固定买入金额(USDC)',
|
||||
buy_ratio DECIMAL(5, 4) COMMENT '买入比例(0-1)',
|
||||
base_buy_amount DECIMAL(20, 8) COMMENT '基础买入金额(USDC)',
|
||||
buy_timing VARCHAR(20) DEFAULT 'IMMEDIATE' COMMENT '买入时机:IMMEDIATE/DELAYED',
|
||||
delay_buy_seconds INT DEFAULT 0 COMMENT '延迟买入时间(秒)',
|
||||
buy_direction VARCHAR(10) DEFAULT 'AUTO' COMMENT '买入方向:AUTO/YES/NO',
|
||||
|
||||
-- 卖出规则参数
|
||||
enable_sell BOOLEAN DEFAULT true COMMENT '是否启用卖出',
|
||||
take_profit_threshold DECIMAL(5, 4) COMMENT '止盈阈值(0-1)',
|
||||
stop_loss_threshold DECIMAL(5, 4) COMMENT '止损阈值(-1-0)',
|
||||
probability_reversal_threshold DECIMAL(5, 4) COMMENT '概率反转阈值(0-1)',
|
||||
sell_ratio DECIMAL(5, 4) DEFAULT 1.0000 COMMENT '卖出比例(0-1)',
|
||||
sell_timing VARCHAR(20) DEFAULT 'IMMEDIATE' COMMENT '卖出时机:IMMEDIATE/DELAYED',
|
||||
delay_sell_seconds INT DEFAULT 0 COMMENT '延迟卖出时间(秒)',
|
||||
|
||||
-- 价格策略参数
|
||||
price_strategy VARCHAR(20) DEFAULT 'MARKET' COMMENT '价格策略:FIXED/MARKET/DYNAMIC',
|
||||
fixed_price DECIMAL(5, 4) COMMENT '固定价格(0-1)',
|
||||
price_offset DECIMAL(5, 4) DEFAULT 0.0000 COMMENT '价格偏移(-0.1-0.1)',
|
||||
|
||||
-- 风险控制参数
|
||||
max_position DECIMAL(20, 8) DEFAULT 50.00000000 COMMENT '最大持仓(USDC)',
|
||||
min_position DECIMAL(20, 8) DEFAULT 5.00000000 COMMENT '最小持仓(USDC)',
|
||||
max_game_position DECIMAL(20, 8) COMMENT '单场比赛最大持仓(USDC)',
|
||||
max_daily_loss DECIMAL(20, 8) COMMENT '每日亏损限制(USDC)',
|
||||
max_daily_orders INT COMMENT '每日订单限制',
|
||||
max_daily_profit DECIMAL(20, 8) COMMENT '每日盈利目标(USDC)',
|
||||
price_tolerance DECIMAL(5, 4) DEFAULT 0.0500 COMMENT '价格容忍度(0-1)',
|
||||
min_probability_threshold DECIMAL(5, 4) COMMENT '最小概率阈值(0.5-1.0)',
|
||||
max_probability_threshold DECIMAL(5, 4) COMMENT '最大概率阈值(0.0-0.5)',
|
||||
|
||||
-- 算法权重参数(高级)
|
||||
base_strength_weight DECIMAL(5, 4) DEFAULT 0.3000 COMMENT '基础实力权重',
|
||||
recent_form_weight DECIMAL(5, 4) DEFAULT 0.2500 COMMENT '近期状态权重',
|
||||
lineup_integrity_weight DECIMAL(5, 4) DEFAULT 0.2000 COMMENT '阵容完整度权重',
|
||||
star_status_weight DECIMAL(5, 4) DEFAULT 0.1500 COMMENT '球星状态权重',
|
||||
environment_weight DECIMAL(5, 4) DEFAULT 0.1000 COMMENT '环境因素权重',
|
||||
matchup_advantage_weight DECIMAL(5, 4) DEFAULT 0.2000 COMMENT '对位优势权重',
|
||||
score_diff_weight DECIMAL(5, 4) DEFAULT 0.3000 COMMENT '分差调整权重',
|
||||
momentum_weight DECIMAL(5, 4) DEFAULT 0.2000 COMMENT '势头调整权重',
|
||||
|
||||
-- 系统配置参数
|
||||
data_update_frequency INT DEFAULT 30 COMMENT '数据更新频率(秒)',
|
||||
analysis_frequency INT DEFAULT 30 COMMENT '分析频率(秒)',
|
||||
push_failed_orders BOOLEAN DEFAULT false COMMENT '是否推送失败订单',
|
||||
push_frequency VARCHAR(20) DEFAULT 'REALTIME' COMMENT '推送频率:REALTIME/BATCH',
|
||||
batch_push_interval INT DEFAULT 1 COMMENT '批量推送间隔(秒)',
|
||||
|
||||
created_at BIGINT NOT NULL,
|
||||
updated_at BIGINT NOT NULL,
|
||||
INDEX idx_account_id (account_id),
|
||||
INDEX idx_enabled (enabled),
|
||||
INDEX idx_strategy_name (strategy_name),
|
||||
FOREIGN KEY (account_id) REFERENCES wallet_accounts(id) ON DELETE CASCADE
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='NBA量化策略配置表';
|
||||
|
||||
-- 4. 交易信号表
|
||||
CREATE TABLE IF NOT EXISTS nba_trading_signals (
|
||||
id BIGINT PRIMARY KEY AUTO_INCREMENT,
|
||||
strategy_id BIGINT NOT NULL COMMENT '策略 ID',
|
||||
game_id BIGINT COMMENT '比赛 ID',
|
||||
market_id BIGINT COMMENT '市场 ID',
|
||||
signal_type VARCHAR(10) NOT NULL COMMENT '信号类型:BUY/SELL',
|
||||
direction VARCHAR(10) NOT NULL COMMENT '方向:YES/NO',
|
||||
price DECIMAL(5, 4) NOT NULL COMMENT '价格(0-1)',
|
||||
quantity DECIMAL(20, 8) NOT NULL COMMENT '数量',
|
||||
total_amount DECIMAL(20, 8) NOT NULL COMMENT '总金额(USDC)',
|
||||
reason TEXT COMMENT '触发原因',
|
||||
win_probability DECIMAL(5, 4) COMMENT '获胜概率',
|
||||
trade_value DECIMAL(5, 4) COMMENT '交易价值',
|
||||
signal_status VARCHAR(20) DEFAULT 'GENERATED' COMMENT '信号状态:GENERATED/EXECUTING/SUCCESS/FAILED',
|
||||
execution_result TEXT COMMENT '执行结果',
|
||||
error_message TEXT COMMENT '错误信息',
|
||||
created_at BIGINT NOT NULL,
|
||||
updated_at BIGINT NOT NULL,
|
||||
INDEX idx_strategy_id (strategy_id),
|
||||
INDEX idx_game_id (game_id),
|
||||
INDEX idx_market_id (market_id),
|
||||
INDEX idx_signal_type (signal_type),
|
||||
INDEX idx_signal_status (signal_status),
|
||||
INDEX idx_created_at (created_at),
|
||||
FOREIGN KEY (strategy_id) REFERENCES nba_quantitative_strategies(id) ON DELETE CASCADE,
|
||||
FOREIGN KEY (game_id) REFERENCES nba_games(id) ON DELETE SET NULL,
|
||||
FOREIGN KEY (market_id) REFERENCES nba_markets(id) ON DELETE SET NULL
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='NBA交易信号表';
|
||||
|
||||
-- 5. 策略执行统计表
|
||||
CREATE TABLE IF NOT EXISTS nba_strategy_statistics (
|
||||
id BIGINT PRIMARY KEY AUTO_INCREMENT,
|
||||
strategy_id BIGINT NOT NULL COMMENT '策略 ID',
|
||||
stat_date DATE NOT NULL COMMENT '统计日期',
|
||||
total_signals INT DEFAULT 0 COMMENT '总信号数',
|
||||
buy_signals INT DEFAULT 0 COMMENT '买入信号数',
|
||||
sell_signals INT DEFAULT 0 COMMENT '卖出信号数',
|
||||
success_signals INT DEFAULT 0 COMMENT '成功信号数',
|
||||
failed_signals INT DEFAULT 0 COMMENT '失败信号数',
|
||||
total_profit DECIMAL(20, 8) DEFAULT 0.00000000 COMMENT '总盈亏(USDC)',
|
||||
total_volume DECIMAL(20, 8) DEFAULT 0.00000000 COMMENT '总交易量(USDC)',
|
||||
created_at BIGINT NOT NULL,
|
||||
updated_at BIGINT NOT NULL,
|
||||
UNIQUE KEY uk_strategy_date (strategy_id, stat_date),
|
||||
INDEX idx_strategy_id (strategy_id),
|
||||
INDEX idx_stat_date (stat_date),
|
||||
FOREIGN KEY (strategy_id) REFERENCES nba_quantitative_strategies(id) ON DELETE CASCADE
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='NBA策略执行统计表';
|
||||
|
||||
@@ -0,0 +1,37 @@
|
||||
-- 移除 NBA 市场相关的外键约束
|
||||
-- 由于不再在数据库中存储市场信息,需要移除这些外键约束
|
||||
|
||||
-- 1. 移除 nba_games 表的外键约束
|
||||
SET @fk_name = (SELECT CONSTRAINT_NAME
|
||||
FROM INFORMATION_SCHEMA.KEY_COLUMN_USAGE
|
||||
WHERE TABLE_SCHEMA = DATABASE()
|
||||
AND TABLE_NAME = 'nba_games'
|
||||
AND COLUMN_NAME = 'polymarket_market_id'
|
||||
AND REFERENCED_TABLE_NAME = 'nba_markets'
|
||||
LIMIT 1);
|
||||
|
||||
SET @sql = IF(@fk_name IS NOT NULL,
|
||||
CONCAT('ALTER TABLE nba_games DROP FOREIGN KEY ', @fk_name),
|
||||
'SELECT "Foreign key constraint not found"');
|
||||
|
||||
PREPARE stmt FROM @sql;
|
||||
EXECUTE stmt;
|
||||
DEALLOCATE PREPARE stmt;
|
||||
|
||||
-- 2. 移除 nba_trading_signals 表的外键约束(如果存在)
|
||||
SET @fk_name = (SELECT CONSTRAINT_NAME
|
||||
FROM INFORMATION_SCHEMA.KEY_COLUMN_USAGE
|
||||
WHERE TABLE_SCHEMA = DATABASE()
|
||||
AND TABLE_NAME = 'nba_trading_signals'
|
||||
AND COLUMN_NAME = 'market_id'
|
||||
AND REFERENCED_TABLE_NAME = 'nba_markets'
|
||||
LIMIT 1);
|
||||
|
||||
SET @sql = IF(@fk_name IS NOT NULL,
|
||||
CONCAT('ALTER TABLE nba_trading_signals DROP FOREIGN KEY ', @fk_name),
|
||||
'SELECT "Foreign key constraint not found"');
|
||||
|
||||
PREPARE stmt FROM @sql;
|
||||
EXECUTE stmt;
|
||||
DEALLOCATE PREPARE stmt;
|
||||
|
||||
@@ -0,0 +1,59 @@
|
||||
package com.wrbug.polymarketbot.service.nba
|
||||
|
||||
import com.wrbug.polymarketbot.util.RetrofitFactory
|
||||
import kotlinx.coroutines.runBlocking
|
||||
import org.junit.jupiter.api.Test
|
||||
import org.springframework.beans.factory.annotation.Autowired
|
||||
import org.springframework.boot.test.context.SpringBootTest
|
||||
|
||||
/**
|
||||
* NBA 比赛服务测试
|
||||
* 用于验证 API 调用是否正确
|
||||
*/
|
||||
@SpringBootTest
|
||||
class NbaGameServiceTest {
|
||||
|
||||
@Autowired
|
||||
private lateinit var retrofitFactory: RetrofitFactory
|
||||
|
||||
@Test
|
||||
fun testNbaStatsApi() {
|
||||
runBlocking {
|
||||
try {
|
||||
val nbaStatsApi = retrofitFactory.createNbaStatsApi()
|
||||
|
||||
// 测试获取今天的比赛
|
||||
val today = java.time.LocalDate.now().format(java.time.format.DateTimeFormatter.ofPattern("yyyy-MM-dd"))
|
||||
println("测试日期: $today")
|
||||
|
||||
val response = nbaStatsApi.getScoreboard(gameDate = today)
|
||||
|
||||
println("响应状态码: ${response.code()}")
|
||||
println("响应消息: ${response.message()}")
|
||||
|
||||
if (response.isSuccessful && response.body() != null) {
|
||||
val scoreboard = response.body()!!
|
||||
println("ResultSets 数量: ${scoreboard.resultSets.size}")
|
||||
|
||||
scoreboard.resultSets.forEachIndexed { index, resultSet ->
|
||||
println("ResultSet[$index]: name=${resultSet.name}, headers=${resultSet.headers.size}, rows=${resultSet.rowSet.size}")
|
||||
if (resultSet.headers.isNotEmpty()) {
|
||||
println(" Headers: ${resultSet.headers.take(5)}...")
|
||||
}
|
||||
if (resultSet.rowSet.isNotEmpty()) {
|
||||
println(" First row size: ${resultSet.rowSet.first().size}")
|
||||
println(" First row: ${resultSet.rowSet.first().take(5)}...")
|
||||
}
|
||||
}
|
||||
} else {
|
||||
println("API 调用失败")
|
||||
println("错误响应体: ${response.errorBody()?.string()}")
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
println("测试异常: ${e.message}")
|
||||
e.printStackTrace()
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,999 @@
|
||||
# NBA 量化交易系统技术方案
|
||||
|
||||
## 一、概述
|
||||
|
||||
### 1.1 产品定位
|
||||
|
||||
本系统是一个基于 NBA 比赛数据的量化交易系统,用户在前端配置量化策略参数,系统后台实时获取 NBA 比赛数据,根据配置的策略参数进行量化分析,自动生成买入/卖出信号,并通过 WebSocket 实时推送给前端展示。
|
||||
|
||||
### 1.2 产品流程
|
||||
|
||||
```
|
||||
用户在前端配置策略参数
|
||||
↓
|
||||
后台保存配置并启动量化任务
|
||||
↓
|
||||
后台实时获取 NBA 比赛数据
|
||||
↓
|
||||
后台执行量化分析逻辑
|
||||
↓
|
||||
生成买入/卖出信号
|
||||
↓
|
||||
通过 WebSocket 推送给前端
|
||||
↓
|
||||
前端展示交易信号和结果
|
||||
```
|
||||
|
||||
### 1.3 核心功能
|
||||
|
||||
1. **策略配置管理**:用户在前端配置量化策略参数(如触发条件、买入卖出规则、风险控制参数等)
|
||||
2. **数据获取**:后台实时获取 NBA 比赛数据、球队统计、球员统计等
|
||||
3. **量化分析**:根据配置的策略参数和实时数据,执行量化分析逻辑
|
||||
4. **信号生成**:生成买入/卖出信号,包含市场、方向、价格、数量等信息
|
||||
5. **实时推送**:通过 WebSocket 将交易信号实时推送给前端
|
||||
6. **结果展示**:前端展示交易信号、执行结果、统计数据等
|
||||
|
||||
### 1.4 技术栈
|
||||
|
||||
- **后端框架**: Spring Boot 3.2.0 + Kotlin
|
||||
- **HTTP 客户端**: Retrofit 2.9.0 + OkHttp 4.12.0
|
||||
- **数据存储**: MySQL 8.2.0(结构化数据)+ Redis(缓存)
|
||||
- **爬虫框架**: Jsoup(用于 Basketball Reference)
|
||||
- **任务调度**: Spring Scheduler(定时任务)
|
||||
- **WebSocket**: Spring WebSocket(实时推送)
|
||||
|
||||
---
|
||||
|
||||
## 二、系统架构设计
|
||||
|
||||
### 2.1 整体架构
|
||||
|
||||
```
|
||||
┌─────────────────────────────────────────────────────────────┐
|
||||
│ 前端层 (Frontend Layer) │
|
||||
│ ┌──────────────┐ ┌──────────────┐ ┌──────────────┐ │
|
||||
│ │ 策略配置页面 │ │ 交易信号展示 │ │ 结果统计页面 │ │
|
||||
│ └──────────────┘ └──────────────┘ └──────────────┘ │
|
||||
└─────────────────────────────────────────────────────────────┘
|
||||
│ HTTP API / WebSocket
|
||||
┌─────────────────────────────────────────────────────────────┐
|
||||
│ 应用层 (Application Layer) │
|
||||
│ ┌──────────────┐ ┌──────────────┐ ┌──────────────┐ │
|
||||
│ │ 策略配置API │ │ 量化任务API │ │ WebSocket │ │
|
||||
│ └──────────────┘ └──────────────┘ └──────────────┘ │
|
||||
└─────────────────────────────────────────────────────────────┘
|
||||
│
|
||||
┌─────────────────────────────────────────────────────────────┐
|
||||
│ 服务层 (Service Layer) │
|
||||
│ ┌──────────────┐ ┌──────────────┐ ┌──────────────┐ │
|
||||
│ │ 策略配置服务 │ │ 量化分析服务 │ │ 数据推送服务 │ │
|
||||
│ └──────────────┘ └──────────────┘ └──────────────┘ │
|
||||
│ ┌──────────────┐ ┌──────────────┐ ┌──────────────┐ │
|
||||
│ │ NBA数据服务 │ │ 信号生成服务 │ │ 任务调度服务 │ │
|
||||
│ └──────────────┘ └──────────────┘ └──────────────┘ │
|
||||
└─────────────────────────────────────────────────────────────┘
|
||||
│
|
||||
┌─────────────────────────────────────────────────────────────┐
|
||||
│ 数据层 (Data Layer) │
|
||||
│ ┌──────────────┐ ┌──────────────┐ ┌──────────────┐ │
|
||||
│ │ NBA API │ │ 数据存储 │ │ 缓存服务 │ │
|
||||
│ └──────────────┘ └──────────────┘ └──────────────┘ │
|
||||
└─────────────────────────────────────────────────────────────┘
|
||||
```
|
||||
|
||||
### 2.2 模块划分
|
||||
|
||||
#### 2.2.1 前端模块
|
||||
|
||||
- **策略配置模块**:用户配置量化策略参数
|
||||
- **交易信号展示模块**:实时展示买入/卖出信号
|
||||
- **结果统计模块**:展示交易结果和统计数据
|
||||
|
||||
#### 2.2.2 后端模块
|
||||
|
||||
- **策略配置管理模块**:管理用户配置的策略参数
|
||||
- **NBA 数据获取模块**:从 NBA Stats API 和 Basketball Reference 获取数据
|
||||
- **量化分析模块**:执行量化分析逻辑,生成交易信号
|
||||
- **信号推送模块**:通过 WebSocket 推送交易信号
|
||||
- **任务调度模块**:管理量化任务的启动、停止、调度
|
||||
|
||||
---
|
||||
|
||||
## 三、产品功能设计
|
||||
|
||||
### 3.1 策略配置功能
|
||||
|
||||
#### 3.1.1 配置参数
|
||||
|
||||
用户在前端可以配置以下参数:
|
||||
|
||||
**基础配置**:
|
||||
- 策略名称:用户自定义策略名称
|
||||
- 启用状态:是否启用该策略
|
||||
- 关联账户:选择用于交易的账户
|
||||
|
||||
**触发条件配置**:
|
||||
- 比赛筛选:选择关注的比赛(可按球队、日期、重要性等筛选)
|
||||
- 数据指标:选择用于分析的指标(如分差、剩余时间、球队实力等)
|
||||
- 触发阈值:设置触发买入/卖出的阈值条件
|
||||
|
||||
**交易规则配置**:
|
||||
- 买入规则:配置买入条件、买入金额、买入时机等
|
||||
- 卖出规则:配置卖出条件、卖出金额、卖出时机等
|
||||
- 价格策略:配置价格计算方式(如固定价格、动态价格等)
|
||||
|
||||
**风险控制配置**:
|
||||
- 最大持仓:单次最大买入金额
|
||||
- 最小持仓:单次最小买入金额
|
||||
- 每日亏损限制:每日最大亏损金额
|
||||
- 每日订单限制:每日最大订单数量
|
||||
- 价格容忍度:允许的价格偏差范围
|
||||
|
||||
**高级配置**:
|
||||
- 数据更新频率:NBA 数据更新频率(如 30 秒、1 分钟等)
|
||||
- 分析频率:量化分析执行频率
|
||||
- 推送设置:是否推送失败订单、推送频率等
|
||||
|
||||
#### 3.1.2 配置管理
|
||||
|
||||
- **创建策略**:用户在前端创建新的量化策略配置
|
||||
- **编辑策略**:用户可以修改已有策略的配置参数
|
||||
- **删除策略**:用户可以删除不需要的策略
|
||||
- **启用/禁用策略**:用户可以启用或禁用策略,禁用后停止执行量化分析
|
||||
- **策略列表**:展示所有策略配置,支持搜索、筛选、排序
|
||||
|
||||
### 3.2 量化分析功能
|
||||
|
||||
#### 3.2.1 数据获取
|
||||
|
||||
系统后台实时获取以下数据:
|
||||
|
||||
**比赛数据**:
|
||||
- 实时比分和分差
|
||||
- 比赛状态(未开始/进行中/已结束)
|
||||
- 当前节次和剩余时间
|
||||
- Play-by-Play 数据(每个回合的详细记录)
|
||||
|
||||
**统计数据**:
|
||||
- 球队统计数据(进攻效率、防守效率、净效率值等)
|
||||
- 球员统计数据(得分、篮板、助攻、真实命中率等)
|
||||
- 高级统计数据(PER、BPM、VORP、DRPM 等)
|
||||
|
||||
**历史数据**:
|
||||
- 历史比赛数据
|
||||
- 历史对战记录
|
||||
- 历史统计数据
|
||||
|
||||
#### 3.2.2 量化分析逻辑
|
||||
|
||||
系统根据用户配置的策略参数和实时获取的 NBA 数据,执行量化分析:
|
||||
|
||||
**核心思想**:
|
||||
- 不是简单的条件判断(如"主队落后买入")
|
||||
- 而是综合分析两支队伍的实力、状态、对位关系等因素
|
||||
- 计算每支队伍的综合评分和获胜概率
|
||||
- 评估交易价值和风险
|
||||
- 选择最优的交易方向和时机
|
||||
|
||||
**数据预处理**:
|
||||
- 数据清洗和验证
|
||||
- 数据标准化和归一化
|
||||
- 特征工程(提取关键特征)
|
||||
|
||||
**综合评分计算**:
|
||||
- 计算主队和客队的基础实力评分(净效率值、攻防效率、节奏等)
|
||||
- 计算近期状态评分(近期胜率、净效率值变化、势头等)
|
||||
- 计算阵容完整度评分(基于缺失球员的VORP)
|
||||
- 计算球星状态评分(PER、TS%、健康状况等)
|
||||
- 计算环境因素评分(主客场、休息天数、背靠背等)
|
||||
- 综合计算主队和客队的综合评分
|
||||
|
||||
**对位分析**:
|
||||
- 分析球星对位优势(防守限制效果、历史对位数据)
|
||||
- 分析阵容克制关系(内线、外线、快攻优势)
|
||||
- 计算对位综合评分
|
||||
|
||||
**实时状态分析**(比赛进行中):
|
||||
- 分析当前分差和剩余时间
|
||||
- 分析势头动量(过去N回合的净胜分)
|
||||
- 实时调整综合评分
|
||||
|
||||
**获胜概率计算**:
|
||||
- 基于综合评分计算基础获胜概率
|
||||
- 根据对位优势调整概率
|
||||
- 根据实时状态调整概率(比赛进行中)
|
||||
- 最终得到主队和客队的获胜概率
|
||||
|
||||
**交易价值计算**:
|
||||
- 计算预期收益(基于获胜概率和价格)
|
||||
- 计算风险调整收益(考虑不确定性、价格波动、流动性)
|
||||
- 计算交易价值评分
|
||||
|
||||
**策略执行**:
|
||||
- 根据配置的触发条件(最小获胜概率差异、最小交易价值等),判断是否满足买入/卖出条件
|
||||
- 根据配置的交易规则,计算买入/卖出价格和数量
|
||||
- 根据配置的风险控制参数,验证交易是否合规
|
||||
|
||||
**信号生成**:
|
||||
- 生成买入信号:包含市场 ID、方向(YES/NO,由系统自动判断)、价格、数量、原因等
|
||||
- 生成卖出信号:包含市场 ID、方向、价格、数量、原因等
|
||||
- 信号验证:验证信号的有效性和合规性
|
||||
|
||||
### 3.3 信号推送功能
|
||||
|
||||
#### 3.3.1 推送方式
|
||||
|
||||
系统通过 WebSocket 实时推送交易信号给前端:
|
||||
|
||||
**推送内容**:
|
||||
- 买入信号:市场信息、方向、价格、数量、触发原因、时间戳等
|
||||
- 卖出信号:市场信息、方向、价格、数量、触发原因、时间戳等
|
||||
- 信号状态:信号生成、信号执行中、信号执行成功、信号执行失败等
|
||||
|
||||
**推送频率**:
|
||||
- 实时推送:信号生成后立即推送
|
||||
- 批量推送:多个信号可以批量推送(减少网络开销)
|
||||
|
||||
#### 3.3.2 订阅管理
|
||||
|
||||
前端通过 WebSocket 订阅交易信号:
|
||||
|
||||
**订阅方式**:
|
||||
- 订阅所有策略的信号
|
||||
- 订阅特定策略的信号
|
||||
- 订阅特定市场的信号
|
||||
|
||||
**订阅管理**:
|
||||
- 前端可以动态订阅/取消订阅
|
||||
- 支持多个前端客户端同时订阅
|
||||
- 连接断开后自动重连和恢复订阅
|
||||
|
||||
### 3.4 结果展示功能
|
||||
|
||||
#### 3.4.1 实时信号展示
|
||||
|
||||
前端实时展示交易信号:
|
||||
|
||||
**信号列表**:
|
||||
- 展示所有生成的交易信号
|
||||
- 支持按策略、市场、时间等筛选
|
||||
- 支持按时间、价格等排序
|
||||
|
||||
**信号详情**:
|
||||
- 展示信号的详细信息(市场、方向、价格、数量、原因等)
|
||||
- 展示信号的执行状态和结果
|
||||
- 展示信号的历史记录
|
||||
|
||||
#### 3.4.2 统计展示
|
||||
|
||||
前端展示交易统计:
|
||||
|
||||
**策略统计**:
|
||||
- 每个策略的信号数量
|
||||
- 每个策略的成功率
|
||||
- 每个策略的盈亏情况
|
||||
|
||||
**总体统计**:
|
||||
- 总信号数量
|
||||
- 总成功率
|
||||
- 总盈亏情况
|
||||
- 每日/每周/每月统计
|
||||
|
||||
---
|
||||
|
||||
## 四、数据源集成方案
|
||||
|
||||
### 4.1 NBA Stats API 集成
|
||||
|
||||
#### 4.1.1 API 基础信息
|
||||
|
||||
- **Base URL**: `https://stats.nba.com/stats/`
|
||||
- **认证**: 无需认证,但需要设置正确的请求头
|
||||
- **请求限制**: 建议 < 10 请求/秒
|
||||
- **数据格式**: JSON
|
||||
|
||||
#### 4.1.2 请求头配置
|
||||
|
||||
需要设置以下请求头:
|
||||
- User-Agent: 浏览器标识
|
||||
- Referer: 来源页面
|
||||
- Accept: 接受 JSON 格式
|
||||
- Accept-Language: 语言设置
|
||||
|
||||
#### 4.1.3 主要接口
|
||||
|
||||
**比赛数据接口**:
|
||||
- 赛程和比分接口:获取指定日期的所有比赛
|
||||
- 比赛统计接口:获取比赛的详细统计数据
|
||||
- Play-by-Play 接口:获取比赛的回合数据
|
||||
|
||||
**统计数据接口**:
|
||||
- 球队统计面板接口:获取球队的统计数据
|
||||
- 球队关键时刻数据接口:获取球队关键时刻的表现
|
||||
- 球员统计面板接口:获取球员的统计数据
|
||||
- 球员单场数据接口:获取球员的单场数据
|
||||
|
||||
#### 4.1.4 数据获取策略
|
||||
|
||||
**实时数据获取**:
|
||||
- 比赛进行时:每 30 秒轮询一次比赛数据
|
||||
- 比赛未开始:每 5 分钟轮询一次(检查比赛状态)
|
||||
- 比赛结束:每 10 分钟轮询一次(确保数据完整)
|
||||
|
||||
**统计数据获取**:
|
||||
- 每天更新一次球队和球员统计数据
|
||||
- 比赛结束后立即更新相关统计数据
|
||||
|
||||
### 4.2 Basketball Reference 爬虫集成
|
||||
|
||||
#### 4.2.1 数据来源
|
||||
|
||||
- **Base URL**: `https://www.basketball-reference.com`
|
||||
- **数据格式**: HTML 页面
|
||||
- **优势**: 提供高级统计数据(PER、BPM、VORP、DRPM 等)
|
||||
|
||||
#### 4.2.2 爬取策略
|
||||
|
||||
**请求频率控制**:
|
||||
- 请求间隔:至少 1 秒(避免反爬虫)
|
||||
- 请求队列:使用队列管理请求,控制并发数
|
||||
|
||||
**数据爬取**:
|
||||
- 球员高级统计数据:从球员页面爬取 PER、BPM、VORP、DRPM 等
|
||||
- 球队高级统计数据:从球队页面爬取相关数据
|
||||
- 阵容统计数据:从阵容页面爬取阵容组合数据
|
||||
|
||||
**数据缓存**:
|
||||
- 爬取的数据存储到数据库,避免重复请求
|
||||
- 高级统计数据更新频率较低,可以缓存较长时间
|
||||
|
||||
### 4.3 数据存储方案
|
||||
|
||||
#### 4.3.1 数据库设计
|
||||
|
||||
**策略配置表**:
|
||||
- 存储用户配置的策略参数
|
||||
- 包含策略名称、配置参数、启用状态等字段
|
||||
|
||||
**比赛数据表**:
|
||||
- 存储比赛基本信息(比赛 ID、日期、主客场、比分等)
|
||||
- 存储比赛状态(未开始/进行中/已结束)
|
||||
- 存储当前节次和剩余时间
|
||||
|
||||
**统计数据表**:
|
||||
- 球队统计表:存储球队的统计数据
|
||||
- 球员统计表:存储球员的统计数据
|
||||
- Play-by-Play 表:存储比赛的回合数据
|
||||
|
||||
**交易信号表**:
|
||||
- 存储生成的交易信号
|
||||
- 包含市场信息、方向、价格、数量、状态等字段
|
||||
- 包含信号的执行结果和统计信息
|
||||
|
||||
#### 4.3.2 缓存策略
|
||||
|
||||
**Redis 缓存**:
|
||||
- 比赛数据缓存:缓存 5 分钟(实时数据)
|
||||
- 统计数据缓存:缓存 1 小时(统计数据更新较慢)
|
||||
- 高级统计缓存:缓存 24 小时(Basketball Reference 更新较慢)
|
||||
|
||||
**缓存更新**:
|
||||
- 数据更新时同步更新缓存
|
||||
- 缓存过期后自动从数据库或 API 重新获取
|
||||
|
||||
---
|
||||
|
||||
## 五、实时性保证策略
|
||||
|
||||
### 5.1 数据实时性要求
|
||||
|
||||
不同数据类型的实时性要求:
|
||||
|
||||
| 数据类型 | 实时性要求 | 更新频率 | 延迟容忍度 |
|
||||
|---------|-----------|---------|-----------|
|
||||
| **比赛比分** | 极高 | 30秒 | < 1分钟 |
|
||||
| **Play-by-Play** | 极高 | 30秒 | < 1分钟 |
|
||||
| **比赛状态** | 高 | 30秒 | < 2分钟 |
|
||||
| **统计数据** | 中 | 5分钟 | < 10分钟 |
|
||||
| **历史数据** | 低 | 每天 | 无要求 |
|
||||
|
||||
### 5.2 实时性保证方案
|
||||
|
||||
#### 5.2.1 多层级数据更新策略
|
||||
|
||||
**第一层:数据源层**
|
||||
- HTTP 轮询:从 NBA Stats API 轮询获取数据
|
||||
- 第三方 WebSocket API:如果可用,使用 WebSocket 实时接收数据
|
||||
- 数据缓存:使用 Redis 缓存数据,减少 API 调用
|
||||
|
||||
**第二层:数据处理层**
|
||||
- 数据变化检测:只处理变化的数据,减少不必要的处理
|
||||
- 数据验证:验证数据的有效性和完整性
|
||||
- 增量更新:只更新变化的数据,提高效率
|
||||
|
||||
**第三层:数据推送层**
|
||||
- WebSocket 推送:通过 WebSocket 实时推送数据给前端
|
||||
- 订阅管理:管理前端的订阅,只推送订阅的数据
|
||||
- 批量推送:多个数据可以批量推送,减少网络开销
|
||||
|
||||
**第四层:前端展示层**
|
||||
- 实时更新:前端实时接收和展示数据
|
||||
- 降级轮询:WebSocket 失败时降级到 HTTP 轮询
|
||||
- 数据缓存:前端缓存数据,减少重复请求
|
||||
|
||||
#### 5.2.2 数据变化检测机制
|
||||
|
||||
**数据快照比较**:
|
||||
- 保存上次的数据快照
|
||||
- 比较新数据和快照,只处理变化的数据
|
||||
- 更新快照,用于下次比较
|
||||
|
||||
**增量更新**:
|
||||
- 只保存和推送新增或变化的数据
|
||||
- 减少数据库写入和网络传输
|
||||
- 提高系统性能
|
||||
|
||||
#### 5.2.3 动态轮询频率调整
|
||||
|
||||
根据比赛状态动态调整轮询频率:
|
||||
|
||||
- **比赛未开始**:5 分钟轮询一次
|
||||
- **比赛进行中**:30 秒轮询一次
|
||||
- **最后 5 分钟**:15 秒轮询一次(关键时刻)
|
||||
- **加时赛**:20 秒轮询一次
|
||||
- **比赛结束**:10 分钟轮询一次(确保数据完整)
|
||||
|
||||
#### 5.2.4 WebSocket 连接管理
|
||||
|
||||
**连接保活**:
|
||||
- 定期发送心跳消息,保持连接活跃
|
||||
- 检测连接状态,及时处理断开情况
|
||||
|
||||
**自动重连**:
|
||||
- 连接断开后自动重连
|
||||
- 使用指数退避策略,避免频繁重连
|
||||
- 重连后恢复订阅,确保数据不丢失
|
||||
|
||||
**连接监控**:
|
||||
- 监控连接健康状态
|
||||
- 记录连接统计信息
|
||||
- 异常情况告警
|
||||
|
||||
#### 5.2.5 前端降级策略
|
||||
|
||||
**WebSocket 失败降级**:
|
||||
- WebSocket 连接失败时,自动降级到 HTTP 轮询
|
||||
- 前端定期轮询获取数据,确保数据不中断
|
||||
- WebSocket 恢复后,自动切换回 WebSocket
|
||||
|
||||
**数据缓存**:
|
||||
- 前端缓存最近的数据
|
||||
- 网络中断时,使用缓存数据展示
|
||||
- 网络恢复后,同步最新数据
|
||||
|
||||
### 5.3 实时性监控
|
||||
|
||||
#### 5.3.1 数据延迟监控
|
||||
|
||||
**延迟统计**:
|
||||
- 记录数据从获取到推送的延迟时间
|
||||
- 统计平均延迟、最大延迟等指标
|
||||
- 延迟超过阈值时触发告警
|
||||
|
||||
**性能指标**:
|
||||
- API 调用响应时间
|
||||
- 数据处理时间
|
||||
- WebSocket 推送延迟
|
||||
|
||||
#### 5.3.2 告警机制
|
||||
|
||||
**告警条件**:
|
||||
- 数据延迟超过阈值(如 1 分钟)
|
||||
- API 调用失败率超过阈值
|
||||
- WebSocket 连接断开
|
||||
- 数据更新异常
|
||||
|
||||
**告警方式**:
|
||||
- 日志记录
|
||||
- 系统通知
|
||||
- 邮件/短信通知(可选)
|
||||
|
||||
---
|
||||
|
||||
## 六、量化分析逻辑设计
|
||||
|
||||
### 6.1 分析流程
|
||||
|
||||
#### 6.1.1 数据准备
|
||||
|
||||
**数据获取**:
|
||||
- 获取实时比赛数据(比分、分差、剩余时间等)
|
||||
- 获取统计数据(球队统计、球员统计等)
|
||||
- 获取历史数据(历史比赛、历史统计等)
|
||||
|
||||
**数据预处理**:
|
||||
- 数据清洗:去除异常值和缺失值
|
||||
- 数据验证:验证数据的有效性和完整性
|
||||
- 数据标准化:将数据标准化为统一的格式
|
||||
|
||||
#### 6.1.2 特征提取
|
||||
|
||||
**基础特征**:
|
||||
- 当前分差
|
||||
- 剩余时间
|
||||
- 当前节次
|
||||
- 比赛状态
|
||||
|
||||
**统计特征**:
|
||||
- 球队实力指标(净效率值、攻防效率等)
|
||||
- 球员表现指标(PER、TS%、USG% 等)
|
||||
- 历史对战数据
|
||||
|
||||
**衍生特征**:
|
||||
- 分差/剩余时间比
|
||||
- 球队实力差
|
||||
- 势头动量(过去 N 回合的净胜分)
|
||||
- 球星爆发因子(本场表现 vs 赛季平均)
|
||||
|
||||
#### 6.1.3 策略执行
|
||||
|
||||
**综合评分和对位分析**:
|
||||
- 计算主队和客队的综合评分(基础实力、近期状态、阵容完整度、球星状态、环境因素)
|
||||
- 分析对位优势(球星对位、阵容克制)
|
||||
- 计算实时状态调整(分差、势头动量,仅比赛进行中)
|
||||
|
||||
**获胜概率和交易价值计算**:
|
||||
- 基于综合评分计算基础获胜概率
|
||||
- 根据对位优势和实时状态调整概率
|
||||
- 计算预期收益和风险调整收益
|
||||
- 计算交易价值评分
|
||||
|
||||
**触发条件判断**:
|
||||
- 判断获胜概率差异是否达到阈值(如主队获胜概率 > 0.55 或 < 0.45)
|
||||
- 判断交易价值评分是否达到阈值(如 > 0.05)
|
||||
- 判断其他触发条件(剩余时间、价格等)
|
||||
|
||||
**交易规则计算**:
|
||||
- 根据获胜概率确定买入方向(YES 或 NO)
|
||||
- 根据配置的交易规则,计算买入/卖出价格(固定价格/市场价格/动态价格)
|
||||
- 根据配置的交易规则,计算买入/卖出数量(固定金额/按比例/动态计算)
|
||||
- 根据配置的风险控制参数,验证交易是否合规
|
||||
|
||||
**信号生成**:
|
||||
- 生成买入信号:包含市场 ID、方向(由系统自动判断)、价格、数量、原因(包含综合评分、获胜概率、交易价值等)等
|
||||
- 生成卖出信号:包含市场 ID、方向、价格、数量、原因等
|
||||
- 信号验证:验证信号的有效性和合规性
|
||||
|
||||
### 6.2 策略配置映射
|
||||
|
||||
#### 6.2.1 配置参数到分析逻辑的映射
|
||||
|
||||
**触发条件配置**:
|
||||
- 比赛筛选 → 数据过滤逻辑
|
||||
- 数据指标 → 特征提取逻辑
|
||||
- 触发阈值 → 条件判断逻辑
|
||||
|
||||
**交易规则配置**:
|
||||
- 买入规则 → 买入信号生成逻辑
|
||||
- 卖出规则 → 卖出信号生成逻辑
|
||||
- 价格策略 → 价格计算逻辑
|
||||
|
||||
**风险控制配置**:
|
||||
- 最大/最小持仓 → 数量限制逻辑
|
||||
- 每日亏损限制 → 风险检查逻辑
|
||||
- 每日订单限制 → 订单计数逻辑
|
||||
- 价格容忍度 → 价格验证逻辑
|
||||
|
||||
### 6.3 信号生成规则
|
||||
|
||||
#### 6.3.1 买入信号生成
|
||||
|
||||
**触发条件**:
|
||||
- 满足配置的买入触发条件
|
||||
- 通过风险控制检查
|
||||
- 市场状态正常(可交易)
|
||||
|
||||
**信号内容**:
|
||||
- 市场 ID:目标市场的唯一标识
|
||||
- 方向:YES 或 NO
|
||||
- 价格:买入价格(根据价格策略计算)
|
||||
- 数量:买入数量(根据交易规则计算)
|
||||
- 原因:触发买入的原因(如"分差达到阈值")
|
||||
- 时间戳:信号生成时间
|
||||
|
||||
#### 6.3.2 卖出信号生成
|
||||
|
||||
**触发条件**:
|
||||
- 满足配置的卖出触发条件
|
||||
- 通过风险控制检查
|
||||
- 市场状态正常(可交易)
|
||||
|
||||
**信号内容**:
|
||||
- 市场 ID:目标市场的唯一标识
|
||||
- 方向:YES 或 NO
|
||||
- 价格:卖出价格(根据价格策略计算)
|
||||
- 数量:卖出数量(根据交易规则计算)
|
||||
- 原因:触发卖出的原因(如"达到止盈条件")
|
||||
- 时间戳:信号生成时间
|
||||
|
||||
---
|
||||
|
||||
## 七、WebSocket 推送方案
|
||||
|
||||
### 7.1 推送架构
|
||||
|
||||
#### 7.1.1 推送流程
|
||||
|
||||
```
|
||||
量化分析服务生成交易信号
|
||||
↓
|
||||
信号推送服务接收信号
|
||||
↓
|
||||
检查订阅关系(哪些前端订阅了该策略)
|
||||
↓
|
||||
通过 WebSocket 推送给订阅的前端
|
||||
↓
|
||||
前端接收并展示信号
|
||||
```
|
||||
|
||||
#### 7.1.2 订阅管理
|
||||
|
||||
**订阅方式**:
|
||||
- 前端通过 WebSocket 发送订阅消息
|
||||
- 支持订阅所有策略的信号
|
||||
- 支持订阅特定策略的信号
|
||||
- 支持订阅特定市场的信号
|
||||
|
||||
**订阅存储**:
|
||||
- 后端维护订阅关系(策略 ID → 前端会话列表)
|
||||
- 支持多个前端同时订阅同一策略
|
||||
- 支持前端动态订阅/取消订阅
|
||||
|
||||
**订阅恢复**:
|
||||
- 前端连接断开后,自动清理订阅关系
|
||||
- 前端重连后,可以重新订阅
|
||||
|
||||
### 7.2 推送消息格式
|
||||
|
||||
#### 7.2.1 买入信号消息
|
||||
|
||||
包含以下字段:
|
||||
- 消息类型:买入信号
|
||||
- 策略 ID:生成信号的策略标识
|
||||
- 市场 ID:目标市场标识
|
||||
- 方向:YES 或 NO
|
||||
- 价格:买入价格
|
||||
- 数量:买入数量
|
||||
- 原因:触发原因
|
||||
- 时间戳:信号生成时间
|
||||
|
||||
#### 7.2.2 卖出信号消息
|
||||
|
||||
包含以下字段:
|
||||
- 消息类型:卖出信号
|
||||
- 策略 ID:生成信号的策略标识
|
||||
- 市场 ID:目标市场标识
|
||||
- 方向:YES 或 NO
|
||||
- 价格:卖出价格
|
||||
- 数量:卖出数量
|
||||
- 原因:触发原因
|
||||
- 时间戳:信号生成时间
|
||||
|
||||
#### 7.2.3 信号状态更新消息
|
||||
|
||||
包含以下字段:
|
||||
- 消息类型:状态更新
|
||||
- 信号 ID:信号的唯一标识
|
||||
- 状态:执行中/执行成功/执行失败
|
||||
- 结果:执行结果详情
|
||||
- 时间戳:状态更新时间
|
||||
|
||||
### 7.3 推送优化
|
||||
|
||||
#### 7.3.1 批量推送
|
||||
|
||||
**批量策略**:
|
||||
- 多个信号可以批量推送,减少网络开销
|
||||
- 批量大小可配置(如每批 10 个信号)
|
||||
- 批量推送间隔可配置(如每 1 秒推送一次)
|
||||
|
||||
**批量格式**:
|
||||
- 单个消息包含多个信号
|
||||
- 前端解析后分别处理每个信号
|
||||
|
||||
#### 7.3.2 推送频率控制
|
||||
|
||||
**频率限制**:
|
||||
- 每个策略的信号推送频率可配置
|
||||
- 避免过于频繁的推送,影响前端性能
|
||||
- 支持优先级:重要信号立即推送,普通信号批量推送
|
||||
|
||||
#### 7.3.3 推送失败处理
|
||||
|
||||
**失败重试**:
|
||||
- 推送失败时,记录失败信息
|
||||
- 支持重试机制(如重试 3 次)
|
||||
- 重试失败后,记录到数据库,后续可以查询
|
||||
|
||||
**降级策略**:
|
||||
- WebSocket 推送失败时,可以降级到 HTTP 轮询
|
||||
- 前端定期轮询获取信号,确保不丢失
|
||||
|
||||
---
|
||||
|
||||
## 八、错误处理和容错机制
|
||||
|
||||
### 8.1 数据获取错误处理
|
||||
|
||||
#### 8.1.1 API 调用失败
|
||||
|
||||
**重试策略**:
|
||||
- API 调用失败时,自动重试(如重试 3 次)
|
||||
- 使用指数退避策略,避免频繁重试
|
||||
- 重试失败后,记录错误日志
|
||||
|
||||
**降级策略**:
|
||||
- API 调用失败时,使用缓存数据
|
||||
- 缓存数据过期时,使用数据库数据
|
||||
- 所有数据源都失败时,记录错误并告警
|
||||
|
||||
#### 8.1.2 数据解析错误
|
||||
|
||||
**错误处理**:
|
||||
- 数据格式异常时,记录错误日志
|
||||
- 跳过异常数据,继续处理其他数据
|
||||
- 数据缺失时,使用默认值或历史数据
|
||||
|
||||
### 8.2 量化分析错误处理
|
||||
|
||||
#### 8.2.1 分析逻辑错误
|
||||
|
||||
**错误捕获**:
|
||||
- 分析逻辑执行时,捕获所有异常
|
||||
- 记录错误日志,包含错误详情和上下文
|
||||
- 错误不影响其他策略的执行
|
||||
|
||||
**错误恢复**:
|
||||
- 错误发生后,跳过本次分析
|
||||
- 等待下次分析周期,重新执行
|
||||
- 连续错误时,触发告警
|
||||
|
||||
#### 8.2.2 信号生成错误
|
||||
|
||||
**错误处理**:
|
||||
- 信号生成失败时,记录错误日志
|
||||
- 不生成无效信号,避免误导用户
|
||||
- 错误原因推送给前端(可选)
|
||||
|
||||
### 8.3 推送错误处理
|
||||
|
||||
#### 8.3.1 WebSocket 推送失败
|
||||
|
||||
**失败处理**:
|
||||
- 推送失败时,记录失败信息
|
||||
- 支持重试机制(如重试 3 次)
|
||||
- 重试失败后,记录到数据库
|
||||
|
||||
**降级策略**:
|
||||
- WebSocket 推送失败时,可以降级到 HTTP 轮询
|
||||
- 前端定期轮询获取信号,确保不丢失
|
||||
|
||||
#### 8.3.2 前端连接断开
|
||||
|
||||
**连接管理**:
|
||||
- 检测前端连接断开,清理订阅关系
|
||||
- 前端重连后,可以重新订阅
|
||||
- 连接断开期间,信号暂存到数据库
|
||||
|
||||
---
|
||||
|
||||
## 九、性能优化方案
|
||||
|
||||
### 9.1 数据获取优化
|
||||
|
||||
#### 9.1.1 请求频率控制
|
||||
|
||||
**频率限制**:
|
||||
- 控制 API 请求频率,避免触发速率限制
|
||||
- 使用请求队列,管理并发请求
|
||||
- 请求失败时,使用指数退避策略
|
||||
|
||||
#### 9.1.2 数据缓存
|
||||
|
||||
**缓存策略**:
|
||||
- 实时数据缓存 5 分钟
|
||||
- 统计数据缓存 1 小时
|
||||
- 高级统计缓存 24 小时
|
||||
|
||||
**缓存更新**:
|
||||
- 数据更新时同步更新缓存
|
||||
- 缓存过期后自动刷新
|
||||
|
||||
### 9.2 量化分析优化
|
||||
|
||||
#### 9.2.1 增量分析
|
||||
|
||||
**变化检测**:
|
||||
- 只分析变化的数据,减少不必要的计算
|
||||
- 使用数据快照比较,检测数据变化
|
||||
- 只处理变化的数据,提高分析效率
|
||||
|
||||
#### 9.2.2 并行分析
|
||||
|
||||
**并行策略**:
|
||||
- 多个策略可以并行分析
|
||||
- 使用线程池管理分析任务
|
||||
- 避免资源竞争,确保分析准确性
|
||||
|
||||
### 9.3 推送优化
|
||||
|
||||
#### 9.3.1 批量推送
|
||||
|
||||
**批量策略**:
|
||||
- 多个信号批量推送,减少网络开销
|
||||
- 批量大小和间隔可配置
|
||||
- 重要信号可以立即推送
|
||||
|
||||
#### 9.3.2 推送频率控制
|
||||
|
||||
**频率限制**:
|
||||
- 控制推送频率,避免前端性能问题
|
||||
- 支持优先级:重要信号立即推送
|
||||
- 普通信号批量推送
|
||||
|
||||
---
|
||||
|
||||
## 十、监控和日志
|
||||
|
||||
### 10.1 系统监控
|
||||
|
||||
#### 10.1.1 性能监控
|
||||
|
||||
**监控指标**:
|
||||
- API 调用响应时间
|
||||
- 数据处理时间
|
||||
- WebSocket 推送延迟
|
||||
- 系统资源使用率(CPU、内存等)
|
||||
|
||||
**监控方式**:
|
||||
- 定期记录性能指标
|
||||
- 性能指标超过阈值时触发告警
|
||||
- 提供性能统计报表
|
||||
|
||||
#### 10.1.2 业务监控
|
||||
|
||||
**监控指标**:
|
||||
- 策略执行次数
|
||||
- 信号生成数量
|
||||
- 信号推送成功率
|
||||
- 数据更新延迟
|
||||
|
||||
**监控方式**:
|
||||
- 记录业务指标到数据库
|
||||
- 提供业务统计报表
|
||||
- 异常情况触发告警
|
||||
|
||||
### 10.2 日志管理
|
||||
|
||||
#### 10.2.1 日志级别
|
||||
|
||||
**日志分类**:
|
||||
- 错误日志:记录系统错误和异常
|
||||
- 警告日志:记录警告信息
|
||||
- 信息日志:记录关键操作信息
|
||||
- 调试日志:记录详细调试信息
|
||||
|
||||
#### 10.2.2 日志内容
|
||||
|
||||
**关键操作日志**:
|
||||
- 策略配置变更
|
||||
- 量化分析执行
|
||||
- 信号生成和推送
|
||||
- API 调用和错误
|
||||
|
||||
**日志格式**:
|
||||
- 统一日志格式,便于解析和分析
|
||||
- 包含时间戳、日志级别、模块、消息等字段
|
||||
- 支持结构化日志(JSON 格式)
|
||||
|
||||
---
|
||||
|
||||
## 十一、实施步骤
|
||||
|
||||
### 11.1 第一阶段:基础功能开发(2-3 周)
|
||||
|
||||
**任务清单**:
|
||||
- 完成策略配置管理功能(前端配置页面 + 后端 API)
|
||||
- 完成 NBA 数据获取功能(API 集成 + 数据存储)
|
||||
- 完成基础量化分析功能(简单策略逻辑)
|
||||
- 完成信号推送功能(WebSocket 推送)
|
||||
|
||||
### 11.2 第二阶段:量化分析完善(2-3 周)
|
||||
|
||||
**任务清单**:
|
||||
- 完善量化分析逻辑(支持复杂策略)
|
||||
- 完善特征提取和数据处理
|
||||
- 完善信号生成和验证
|
||||
- 完善错误处理和容错机制
|
||||
|
||||
### 11.3 第三阶段:实时性优化(1-2 周)
|
||||
|
||||
**任务清单**:
|
||||
- 优化数据获取频率和策略
|
||||
- 优化 WebSocket 推送机制
|
||||
- 实现数据变化检测和增量更新
|
||||
- 实现前端降级策略
|
||||
|
||||
### 11.4 第四阶段:性能优化和监控(1-2 周)
|
||||
|
||||
**任务清单**:
|
||||
- 性能优化(缓存、并行处理等)
|
||||
- 系统监控和日志完善
|
||||
- 压力测试和性能调优
|
||||
- 文档完善
|
||||
|
||||
---
|
||||
|
||||
## 十二、注意事项
|
||||
|
||||
### 12.1 API 限制
|
||||
|
||||
- **NBA Stats API**: 建议请求频率 < 10 请求/秒
|
||||
- **Basketball Reference**: 建议请求频率 < 1 请求/秒
|
||||
- 需要设置正确的请求头,避免被拒绝
|
||||
|
||||
### 12.2 数据质量
|
||||
|
||||
- API 返回的数据格式可能不一致,需要做好异常处理
|
||||
- Basketball Reference 的 HTML 结构可能变化,需要定期检查
|
||||
- 需要验证数据的合理性(如得分不超过 200 分)
|
||||
|
||||
### 12.3 法律合规
|
||||
|
||||
- 遵守 NBA Stats API 的使用条款
|
||||
- 遵守 Basketball Reference 的爬虫协议(robots.txt)
|
||||
- 不要过度请求,避免对服务器造成负担
|
||||
|
||||
### 12.4 风险提示
|
||||
|
||||
- 量化交易存在风险,需要做好风险控制
|
||||
- 信号仅供参考,不构成投资建议
|
||||
- 需要明确告知用户风险和使用条款
|
||||
|
||||
---
|
||||
|
||||
## 十三、扩展建议
|
||||
|
||||
### 13.1 功能扩展
|
||||
|
||||
**策略模板**:
|
||||
- 提供预定义的策略模板
|
||||
- 用户可以基于模板快速创建策略
|
||||
- 支持策略模板的导入和导出
|
||||
|
||||
**回测功能**:
|
||||
- 支持历史数据回测
|
||||
- 评估策略的历史表现
|
||||
- 优化策略参数
|
||||
|
||||
**多账户支持**:
|
||||
- 支持多个交易账户
|
||||
- 每个账户可以配置不同的策略
|
||||
- 统一管理和监控
|
||||
|
||||
### 13.2 技术扩展
|
||||
|
||||
**机器学习集成**:
|
||||
- 使用机器学习模型优化策略
|
||||
- 自动学习和优化参数
|
||||
- 提高信号准确性
|
||||
|
||||
**多数据源整合**:
|
||||
- 整合多个数据源(如 ESPN、Sportradar 等)
|
||||
- 提高数据完整性和准确性
|
||||
- 降低对单一数据源的依赖
|
||||
|
||||
**分布式部署**:
|
||||
- 支持分布式部署,提高系统性能
|
||||
- 支持负载均衡和容错
|
||||
- 支持水平扩展
|
||||
@@ -0,0 +1,158 @@
|
||||
# NBA Stats API 验证检查清单
|
||||
|
||||
## 一、API 接口定义检查
|
||||
|
||||
### 1.1 接口路径
|
||||
- ✅ **路径**: `/Scoreboard`
|
||||
- ✅ **Base URL**: `https://stats.nba.com/stats/`
|
||||
- ✅ **完整 URL**: `https://stats.nba.com/stats/Scoreboard`
|
||||
|
||||
### 1.2 请求参数
|
||||
- ✅ **GameDate**: 日期格式 `YYYY-MM-DD`(如 `2024-12-15`)
|
||||
- ✅ **LeagueID**: 联盟ID,默认 `"00"` (NBA)
|
||||
- ✅ **DayOffset**: 日期偏移,默认 `0`
|
||||
|
||||
**注意**: NBA Stats API 的参数名称是**大小写敏感**的:
|
||||
- ✅ `GameDate` (正确)
|
||||
- ❌ `gameDate` (错误)
|
||||
- ✅ `LeagueID` (正确)
|
||||
- ❌ `leagueId` (错误)
|
||||
|
||||
### 1.3 请求头设置
|
||||
- ✅ **User-Agent**: `Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36`
|
||||
- ✅ **Referer**: `https://www.nba.com/`
|
||||
- ✅ **Accept**: `application/json`
|
||||
- ✅ **Accept-Language**: `en-US,en;q=0.9`
|
||||
- ✅ **Origin**: `https://www.nba.com`
|
||||
|
||||
## 二、响应格式检查
|
||||
|
||||
### 2.1 响应结构
|
||||
NBA Stats API 返回的 JSON 结构:
|
||||
```json
|
||||
{
|
||||
"resultSets": [
|
||||
{
|
||||
"name": "GameHeader",
|
||||
"headers": ["GAME_DATE_EST", "GAME_SEQUENCE", "GAME_ID", ...],
|
||||
"rowSet": [[...], [...]]
|
||||
},
|
||||
{
|
||||
"name": "LineScore",
|
||||
"headers": ["GAME_DATE_EST", "GAME_SEQUENCE", "GAME_ID", "TEAM_ID", ...],
|
||||
"rowSet": [[...], [...]]
|
||||
}
|
||||
]
|
||||
}
|
||||
```
|
||||
|
||||
### 2.2 ResultSet 名称
|
||||
- ✅ **GameHeader**: 比赛基本信息
|
||||
- ✅ **LineScore**: 比分信息(每支球队一行)
|
||||
|
||||
### 2.3 GameHeader 字段顺序
|
||||
根据注释,字段顺序应该是:
|
||||
```
|
||||
[0] GAME_DATE_EST
|
||||
[1] GAME_SEQUENCE
|
||||
[2] GAME_ID
|
||||
[3] GAME_STATUS_ID
|
||||
[4] GAME_STATUS_TEXT
|
||||
[5] GAMECODE
|
||||
[6] HOME_TEAM_ID
|
||||
[7] VISITOR_TEAM_ID
|
||||
[8] SEASON
|
||||
[9] LIVE_PERIOD
|
||||
[10] LIVE_PC_TIME
|
||||
[11] NATL_TV_BROADCASTER_ABBREV
|
||||
[12] LIVE_PERIOD_TIME_BCAST
|
||||
[13] WH_STATUS
|
||||
```
|
||||
|
||||
### 2.4 LineScore 字段顺序
|
||||
根据注释,字段顺序应该是:
|
||||
```
|
||||
[0] GAME_DATE_EST
|
||||
[1] GAME_SEQUENCE
|
||||
[2] GAME_ID
|
||||
[3] TEAM_ID
|
||||
[4] TEAM_ABBREVIATION
|
||||
[5] TEAM_NAME
|
||||
[6] PTS_QTR1
|
||||
[7] PTS_QTR2
|
||||
[8] PTS_QTR3
|
||||
[9] PTS_QTR4
|
||||
[10] PTS_OT1
|
||||
[11] PTS_OT2
|
||||
[12] PTS_OT3
|
||||
[13] PTS_OT4
|
||||
[14] PTS
|
||||
[15] FG_PCT
|
||||
[16] FT_PCT
|
||||
[17] FG3_PCT
|
||||
[18] AST
|
||||
[19] REB
|
||||
[20] TOV
|
||||
```
|
||||
|
||||
## 三、代码实现检查
|
||||
|
||||
### 3.1 接口定义 ✅
|
||||
```kotlin
|
||||
@GET("Scoreboard")
|
||||
suspend fun getScoreboard(
|
||||
@Query("GameDate") gameDate: String? = null,
|
||||
@Query("LeagueID") leagueId: String = "00",
|
||||
@Query("DayOffset") dayOffset: Int = 0
|
||||
): Response<ScoreboardResponse>
|
||||
```
|
||||
- ✅ 参数名称大小写正确
|
||||
- ✅ 参数类型正确
|
||||
|
||||
### 3.2 请求头设置 ✅
|
||||
- ✅ 已设置所有必需的请求头
|
||||
- ✅ User-Agent 格式正确
|
||||
|
||||
### 3.3 响应解析 ⚠️
|
||||
**潜在问题**:
|
||||
1. **ResultSet 查找方式**: 使用 `firstOrNull { it.name == "GameHeader" }` 可能不够准确
|
||||
- 建议:使用索引 `resultSets[0]` 或 `resultSets.getOrNull(0)`
|
||||
- 或者:先检查 `resultSets.size >= 2`
|
||||
|
||||
2. **字段索引**: 当前代码假设字段顺序固定
|
||||
- 建议:根据 `headers` 数组动态查找字段索引,而不是硬编码索引
|
||||
|
||||
3. **错误处理**: 当前有基本的错误处理,但可以更详细
|
||||
|
||||
## 四、建议的改进
|
||||
|
||||
### 4.1 使用 headers 动态查找字段
|
||||
```kotlin
|
||||
// 根据 headers 查找字段索引,而不是硬编码
|
||||
val gameDateIndex = headers.indexOf("GAME_DATE_EST")
|
||||
val gameIdIndex = headers.indexOf("GAME_ID")
|
||||
// ...
|
||||
```
|
||||
|
||||
### 4.2 增强错误处理
|
||||
- 记录完整的响应内容(用于调试)
|
||||
- 验证 headers 数量是否匹配
|
||||
- 验证 rowSet 数据是否完整
|
||||
|
||||
### 4.3 添加响应验证
|
||||
- 验证 resultSets 数量
|
||||
- 验证每个 resultSet 的 name
|
||||
- 验证 headers 和 rowSet 的对应关系
|
||||
|
||||
## 五、测试建议
|
||||
|
||||
1. **单元测试**: 测试 API 调用和响应解析
|
||||
2. **集成测试**: 测试完整的获取流程
|
||||
3. **错误场景测试**: 测试 API 失败、数据不完整等情况
|
||||
|
||||
## 六、已知问题
|
||||
|
||||
1. **API 限制**: NBA Stats API 可能需要特定的请求头,否则可能返回 403 或空数据
|
||||
2. **数据格式**: 响应格式可能因日期而异(有比赛 vs 无比赛)
|
||||
3. **时区问题**: `GAME_DATE_EST` 是 EST 时区,需要注意时区转换
|
||||
|
||||
@@ -0,0 +1,218 @@
|
||||
# NBA 量化交易系统后端实现总结
|
||||
|
||||
## 已完成部分
|
||||
|
||||
### 1. 数据库设计 ✅
|
||||
|
||||
**迁移文件**: `V11__create_nba_quantitative_trading_tables.sql`
|
||||
|
||||
创建了以下表:
|
||||
- `nba_markets`: NBA 市场表(Polymarket 市场信息)
|
||||
- `nba_games`: NBA 比赛表
|
||||
- `nba_quantitative_strategies`: 量化策略配置表
|
||||
- `nba_trading_signals`: 交易信号表
|
||||
- `nba_strategy_statistics`: 策略执行统计表
|
||||
|
||||
### 2. 实体类 ✅
|
||||
|
||||
已创建以下实体类:
|
||||
- `NbaMarket.kt`: NBA 市场实体
|
||||
- `NbaGame.kt`: NBA 比赛实体
|
||||
- `NbaQuantitativeStrategy.kt`: 量化策略配置实体
|
||||
- `NbaTradingSignal.kt`: 交易信号实体
|
||||
- `NbaStrategyStatistics.kt`: 策略统计实体
|
||||
|
||||
### 3. Repository 层 ✅
|
||||
|
||||
已创建以下 Repository:
|
||||
- `NbaMarketRepository.kt`
|
||||
- `NbaGameRepository.kt`
|
||||
- `NbaQuantitativeStrategyRepository.kt`
|
||||
- `NbaTradingSignalRepository.kt`
|
||||
- `NbaStrategyStatisticsRepository.kt`
|
||||
|
||||
### 4. DTO 层 ✅
|
||||
|
||||
已创建:
|
||||
- `NbaQuantitativeStrategyDto.kt`: 包含创建、更新、列表请求和响应 DTO
|
||||
|
||||
### 5. Service 层(部分完成)✅
|
||||
|
||||
已创建:
|
||||
- `NbaQuantitativeStrategyService.kt`: 策略管理服务
|
||||
- 创建策略
|
||||
- 更新策略
|
||||
- 获取策略列表
|
||||
- 获取策略详情
|
||||
- 删除策略
|
||||
- 获取启用的策略列表
|
||||
|
||||
### 6. Controller 层(部分完成)✅
|
||||
|
||||
已创建:
|
||||
- `NbaQuantitativeStrategyController.kt`: 策略管理 API
|
||||
- `POST /api/nba/strategies/create`: 创建策略
|
||||
- `POST /api/nba/strategies/update`: 更新策略
|
||||
- `POST /api/nba/strategies/list`: 获取策略列表
|
||||
- `POST /api/nba/strategies/detail`: 获取策略详情
|
||||
- `POST /api/nba/strategies/delete`: 删除策略
|
||||
|
||||
---
|
||||
|
||||
## 待完成部分
|
||||
|
||||
### 1. NBA 市场数据获取服务 ⏳
|
||||
|
||||
**需要创建**:
|
||||
- `NbaMarketService.kt`:
|
||||
- 从 Polymarket API 获取市场列表
|
||||
- 同步市场数据到数据库
|
||||
- 根据条件查询市场
|
||||
- 匹配 NBA 比赛和市场
|
||||
|
||||
**参考文档**: `docs/zh/polymarket-nba-markets-fetching-solution.md`
|
||||
|
||||
### 2. NBA 比赛数据获取服务 ⏳
|
||||
|
||||
**需要创建**:
|
||||
- `NbaGameService.kt`:
|
||||
- 从 NBA API 获取比赛数据
|
||||
- 同步比赛数据到数据库
|
||||
- 实时更新比赛状态
|
||||
- 匹配比赛和市场
|
||||
|
||||
**需要集成**: NBA Stats API 或第三方 NBA 数据 API
|
||||
|
||||
### 3. 量化分析服务 ⏳
|
||||
|
||||
**需要创建**:
|
||||
- `NbaQuantitativeAnalysisService.kt`:
|
||||
- 综合评分计算
|
||||
- 对位分析
|
||||
- 实时状态分析
|
||||
- 获胜概率计算
|
||||
- 交易价值计算
|
||||
|
||||
**参考文档**: `docs/zh/nba-quantitative-strategy-algorithm.md`
|
||||
|
||||
### 4. 交易信号生成服务 ⏳
|
||||
|
||||
**需要创建**:
|
||||
- `NbaTradingSignalService.kt`:
|
||||
- 生成买入信号
|
||||
- 生成卖出信号
|
||||
- 风险控制检查
|
||||
- 信号验证
|
||||
|
||||
### 5. WebSocket 推送服务 ⏳
|
||||
|
||||
**需要创建**:
|
||||
- `NbaTradingSignalPushService.kt`:
|
||||
- WebSocket 连接管理
|
||||
- 信号推送
|
||||
- 订阅管理
|
||||
|
||||
**参考**: 现有的 `OrderPushService.kt`
|
||||
|
||||
### 6. 定时任务和同步服务 ⏳
|
||||
|
||||
**需要创建**:
|
||||
- `NbaMarketSyncScheduler.kt`: 同步 NBA 市场数据
|
||||
- `NbaGameSyncScheduler.kt`: 同步 NBA 比赛数据
|
||||
- `NbaQuantitativeAnalysisScheduler.kt`: 定时执行量化分析
|
||||
|
||||
### 7. 其他 Controller ⏳
|
||||
|
||||
**需要创建**:
|
||||
- `NbaMarketController.kt`: 市场数据 API
|
||||
- `NbaGameController.kt`: 比赛数据 API
|
||||
- `NbaTradingSignalController.kt`: 交易信号 API
|
||||
- `NbaStatisticsController.kt`: 统计 API
|
||||
|
||||
### 8. 其他 DTO ⏳
|
||||
|
||||
**需要创建**:
|
||||
- `NbaMarketDto.kt`
|
||||
- `NbaGameDto.kt`
|
||||
- `NbaTradingSignalDto.kt`
|
||||
- `NbaStatisticsDto.kt`
|
||||
|
||||
---
|
||||
|
||||
## 实现优先级
|
||||
|
||||
### 第一阶段(核心功能)
|
||||
1. ✅ 数据库设计和实体类
|
||||
2. ✅ 策略管理服务(CRUD)
|
||||
3. ⏳ NBA 市场数据获取服务
|
||||
4. ⏳ NBA 比赛数据获取服务
|
||||
|
||||
### 第二阶段(量化分析)
|
||||
5. ⏳ 量化分析服务
|
||||
6. ⏳ 交易信号生成服务
|
||||
7. ⏳ 风险控制逻辑
|
||||
|
||||
### 第三阶段(实时推送)
|
||||
8. ⏳ WebSocket 推送服务
|
||||
9. ⏳ 定时任务和同步服务
|
||||
|
||||
### 第四阶段(完善功能)
|
||||
10. ⏳ 统计服务
|
||||
11. ⏳ 其他 API 接口
|
||||
12. ⏳ 错误处理和日志
|
||||
|
||||
---
|
||||
|
||||
## 技术要点
|
||||
|
||||
### 1. 数据同步策略
|
||||
- 市场数据:每天全量同步,每小时增量同步
|
||||
- 比赛数据:实时更新(比赛进行中)
|
||||
- 分析频率:根据策略配置(默认 30 秒)
|
||||
|
||||
### 2. 量化分析算法
|
||||
- 综合评分计算(基础实力、近期状态、阵容完整度等)
|
||||
- 对位分析(球星对位、阵容克制)
|
||||
- 实时状态分析(分差、势头)
|
||||
- 获胜概率计算
|
||||
- 交易价值计算
|
||||
|
||||
### 3. 风险控制
|
||||
- 持仓限制检查
|
||||
- 每日限制检查
|
||||
- 价格容忍度检查
|
||||
- 概率置信度检查
|
||||
|
||||
### 4. WebSocket 推送
|
||||
- 实时推送交易信号
|
||||
- 支持订阅/取消订阅
|
||||
- 连接管理和重连机制
|
||||
|
||||
---
|
||||
|
||||
## 下一步工作
|
||||
|
||||
1. **实现 NBA 市场数据获取服务**
|
||||
- 参考 `polymarket-nba-markets-fetching-solution.md`
|
||||
- 实现批量查询和过滤逻辑
|
||||
|
||||
2. **实现 NBA 比赛数据获取服务**
|
||||
- 集成 NBA Stats API
|
||||
- 实现比赛数据同步和更新
|
||||
|
||||
3. **实现量化分析服务**
|
||||
- 参考 `nba-quantitative-strategy-algorithm.md`
|
||||
- 实现综合评分、对位分析、概率计算等核心算法
|
||||
|
||||
4. **实现交易信号生成服务**
|
||||
- 集成量化分析结果
|
||||
- 实现买入/卖出信号生成逻辑
|
||||
|
||||
5. **实现 WebSocket 推送服务**
|
||||
- 参考现有的 `OrderPushService`
|
||||
- 实现信号推送和订阅管理
|
||||
|
||||
---
|
||||
|
||||
**文档结束**
|
||||
|
||||
@@ -0,0 +1,100 @@
|
||||
# NBA 比赛数据来源对比
|
||||
|
||||
## 一、数据来源对比
|
||||
|
||||
### 1.1 NBA Stats API
|
||||
|
||||
**优势**:
|
||||
- ✅ 官方数据源,数据准确可靠
|
||||
- ✅ 包含完整的比赛数据(实时比分、状态、统计等)
|
||||
- ✅ 实时更新,数据最新
|
||||
- ✅ 免费使用
|
||||
- ✅ 支持历史数据查询
|
||||
|
||||
**劣势**:
|
||||
- ❌ 不包含 Polymarket 市场信息
|
||||
- ❌ 需要额外的匹配逻辑来关联 Polymarket 市场
|
||||
|
||||
**适用场景**:
|
||||
- 获取比赛基本信息(球队、日期、时间)
|
||||
- 获取实时比分和比赛状态
|
||||
- 获取比赛统计数据
|
||||
|
||||
### 1.2 Polymarket API
|
||||
|
||||
**优势**:
|
||||
- ✅ 直接获取交易市场信息
|
||||
- ✅ 包含市场 ID、价格、流动性等交易相关数据
|
||||
- ✅ 市场名称可能包含比赛信息
|
||||
|
||||
**劣势**:
|
||||
- ❌ 不包含实时比分和比赛状态
|
||||
- ❌ 无法直接搜索或筛选 NBA 市场(需要知道 condition_ids)
|
||||
- ❌ 市场名称格式不统一,解析困难
|
||||
- ❌ 数据不完整(缺少比赛详细信息)
|
||||
|
||||
**适用场景**:
|
||||
- 获取可交易的市场列表
|
||||
- 获取市场价格和流动性信息
|
||||
- 匹配比赛和交易市场
|
||||
|
||||
## 二、推荐方案
|
||||
|
||||
### 2.1 混合方案(推荐)
|
||||
|
||||
**策略**:结合两种数据源,发挥各自优势
|
||||
|
||||
**实现方式**:
|
||||
1. **主要数据源:NBA Stats API**
|
||||
- 获取完整的比赛数据(球队、日期、时间、比分、状态等)
|
||||
- 实时更新比赛状态
|
||||
|
||||
2. **补充数据源:Polymarket API**
|
||||
- 获取市场信息(市场 ID、价格、流动性等)
|
||||
- 通过球队名称和日期匹配比赛和市场
|
||||
|
||||
3. **数据匹配**
|
||||
- 使用球队名称和比赛日期匹配
|
||||
- 建立比赛和市场的关联关系
|
||||
|
||||
### 2.2 数据流程
|
||||
|
||||
```
|
||||
1. 从 NBA Stats API 获取比赛列表
|
||||
↓
|
||||
2. 从 Polymarket API 获取市场列表(如果知道 condition_ids)
|
||||
↓
|
||||
3. 解析市场名称,提取球队和日期信息
|
||||
↓
|
||||
4. 匹配比赛和市场(通过球队名称和日期)
|
||||
↓
|
||||
5. 合并数据,返回完整的比赛和市场信息
|
||||
```
|
||||
|
||||
## 三、当前实现
|
||||
|
||||
当前系统使用 **NBA Stats API** 作为主要数据源,原因:
|
||||
- 数据完整可靠
|
||||
- 实时更新
|
||||
- 免费使用
|
||||
- 无需预先知道 condition_ids
|
||||
|
||||
如果需要 Polymarket 市场信息,可以:
|
||||
1. 在获取比赛数据后,通过球队名称和日期匹配 Polymarket 市场
|
||||
2. 或者单独维护一个 Polymarket 市场列表,定期同步
|
||||
|
||||
## 四、建议
|
||||
|
||||
**对于获取比赛数据**:
|
||||
- ✅ 使用 NBA Stats API(当前实现)
|
||||
- ✅ 实时、准确、完整
|
||||
|
||||
**对于获取市场信息**:
|
||||
- ✅ 使用 Polymarket API(需要知道 condition_ids)
|
||||
- ✅ 或者从市场名称解析(如果格式统一)
|
||||
|
||||
**最佳实践**:
|
||||
- 主要使用 NBA Stats API 获取比赛数据
|
||||
- 使用 Polymarket API 获取市场信息并匹配
|
||||
- 建立比赛和市场的关联关系
|
||||
|
||||
@@ -0,0 +1,150 @@
|
||||
# NBA 比赛数据获取实现
|
||||
|
||||
## 一、概述
|
||||
|
||||
本系统从 NBA Stats API 实时获取 NBA 比赛数据:
|
||||
- **数据源**:NBA Stats API(官方数据源,实时、准确、完整)
|
||||
- **不依赖数据库**:所有数据从 API 实时获取
|
||||
|
||||
## 二、实现架构
|
||||
|
||||
### 2.1 数据流程
|
||||
|
||||
```
|
||||
1. 从 NBA Stats API 获取比赛列表(实时)
|
||||
↓
|
||||
2. 解析 API 响应,转换为 DTO
|
||||
↓
|
||||
3. 返回比赛数据给前端
|
||||
```
|
||||
|
||||
### 2.2 关于 Polymarket 市场匹配
|
||||
|
||||
**当前实现**:
|
||||
- 不进行市场匹配(因为 Polymarket API 限制)
|
||||
- 比赛数据中的 `polymarketMarketId` 字段为 `null`
|
||||
|
||||
**未来扩展**:
|
||||
- 如果将来有办法获取 condition_ids,可以从 Polymarket API 实时获取市场信息
|
||||
- 已保留 `NbaMarketNameParser` 工具类,可用于市场名称解析
|
||||
|
||||
### 2.2 核心组件
|
||||
|
||||
#### 1. NbaGameService
|
||||
- **功能**:从 NBA Stats API 实时获取比赛数据
|
||||
- **数据源**:NBA Stats API(官方数据源)
|
||||
- **特点**:
|
||||
- 实时获取,不依赖数据库
|
||||
- 支持日期范围查询
|
||||
- 支持按状态过滤
|
||||
|
||||
#### 2. NbaMarketNameParser(保留,供将来使用)
|
||||
- **功能**:解析 Polymarket 市场名称,提取球队和日期信息
|
||||
- **支持格式**:
|
||||
- "Team1 vs Team2"
|
||||
- "Team1 @ Team2"
|
||||
- "Will Team1 beat Team2"
|
||||
- "Team1 win"
|
||||
- **日期格式**:
|
||||
- "Dec 15, 2024"
|
||||
- "2024-12-15"
|
||||
- "12/15/2024"
|
||||
- **说明**:当前未使用,保留以备将来扩展
|
||||
|
||||
## 三、实现细节
|
||||
|
||||
### 3.1 比赛数据获取
|
||||
|
||||
**获取流程**:
|
||||
1. 根据日期范围,每天调用一次 NBA Stats API
|
||||
2. 解析 Scoreboard 响应,提取比赛信息
|
||||
3. 组合 GameHeader 和 LineScore 数据
|
||||
4. 转换为 NbaGameDto 返回
|
||||
|
||||
**数据字段**:
|
||||
- 比赛基本信息(球队、日期、时间)
|
||||
- 实时比分和状态
|
||||
- 比赛节次和剩余时间
|
||||
- 球队统计信息
|
||||
|
||||
### 3.2 关于市场匹配(未来扩展)
|
||||
|
||||
**当前状态**:
|
||||
- 不进行市场匹配
|
||||
- `polymarketMarketId` 字段为 `null`
|
||||
|
||||
**未来扩展方案**:
|
||||
如果将来需要匹配市场,可以考虑:
|
||||
1. 从其他来源获取 condition_ids(如爬取、手动维护等)
|
||||
2. 使用 Polymarket API 实时查询这些市场
|
||||
3. 使用 `NbaMarketNameParser` 解析市场名称并匹配
|
||||
|
||||
### 3.3 数据返回
|
||||
|
||||
**NbaGameDto** 包含:
|
||||
- 比赛基本信息(从 NBA Stats API)
|
||||
- `polymarketMarketId`:当前为 `null`(未来可扩展)
|
||||
|
||||
## 四、使用方式
|
||||
|
||||
### 4.1 API 调用
|
||||
|
||||
```kotlin
|
||||
// 获取比赛列表(自动匹配市场)
|
||||
val request = NbaGameListRequest(
|
||||
startDate = "2024-12-15",
|
||||
endDate = "2024-12-22"
|
||||
)
|
||||
val result = nbaGameService.getNbaGames(request)
|
||||
```
|
||||
|
||||
### 4.2 返回数据
|
||||
|
||||
```kotlin
|
||||
data class NbaGameDto(
|
||||
val nbaGameId: String?,
|
||||
val homeTeam: String,
|
||||
val awayTeam: String,
|
||||
val gameDate: LocalDate,
|
||||
val gameStatus: String,
|
||||
val homeScore: Int,
|
||||
val awayScore: Int,
|
||||
val polymarketMarketId: String? // 匹配的市场 ID
|
||||
)
|
||||
```
|
||||
|
||||
## 五、优势
|
||||
|
||||
1. **数据完整**:从 NBA Stats API 获取完整的比赛数据
|
||||
2. **实时更新**:比赛数据实时获取,不依赖数据库
|
||||
3. **简单高效**:直接调用 API,无需维护数据库
|
||||
4. **官方数据源**:数据准确可靠
|
||||
|
||||
## 六、注意事项
|
||||
|
||||
1. **API 限制**:
|
||||
- NBA Stats API 需要设置正确的请求头
|
||||
- 建议控制请求频率(< 10 请求/秒)
|
||||
|
||||
2. **市场匹配**:
|
||||
- 当前不进行市场匹配
|
||||
- 如果需要匹配,需要解决 Polymarket API 的限制(需要知道 condition_ids)
|
||||
|
||||
3. **性能考虑**:
|
||||
- 日期范围查询会多次调用 API(每天一次)
|
||||
- 建议合理设置日期范围,避免查询过长的时间段
|
||||
|
||||
## 七、后续优化
|
||||
|
||||
1. **缓存机制**:
|
||||
- 缓存 API 响应,减少重复请求
|
||||
- 设置合理的缓存时间(如 30 秒)
|
||||
|
||||
2. **错误处理**:
|
||||
- 实现重试机制(指数退避)
|
||||
- 处理 API 临时不可用的情况
|
||||
|
||||
3. **市场匹配(可选)**:
|
||||
- 如果将来有办法获取 condition_ids,可以实现市场匹配
|
||||
- 使用 `NbaMarketNameParser` 进行市场名称解析
|
||||
|
||||
@@ -0,0 +1,834 @@
|
||||
# NBA 量化交易策略算法文档
|
||||
|
||||
## 一、算法概述
|
||||
|
||||
### 1.1 算法目标
|
||||
|
||||
本算法基于 NBA 比赛数据,通过量化分析两支队伍的实力、状态、对位关系等因素,计算出哪支队伍具有更高的获胜概率和交易价值,从而生成买入/卖出交易信号。
|
||||
|
||||
### 1.2 算法流程
|
||||
|
||||
```
|
||||
获取比赛数据(主队 vs 客队)
|
||||
↓
|
||||
数据预处理和特征提取
|
||||
↓
|
||||
计算两队综合评分
|
||||
↓
|
||||
计算获胜概率和预期收益
|
||||
↓
|
||||
生成交易信号(买入/卖出)
|
||||
↓
|
||||
风险控制检查
|
||||
↓
|
||||
输出交易信号
|
||||
```
|
||||
|
||||
### 1.3 核心思想
|
||||
|
||||
**不是简单的"主队落后买入",而是**:
|
||||
- 综合分析两支队伍的各项指标
|
||||
- 计算每支队伍的相对优势和劣势
|
||||
- 评估交易价值和风险
|
||||
- 选择最优的交易方向和时机
|
||||
|
||||
---
|
||||
|
||||
## 二、数据预处理
|
||||
|
||||
### 2.1 基础数据获取
|
||||
|
||||
**比赛基本信息**:
|
||||
- 比赛 ID、日期、主客场
|
||||
- 当前比分、分差、节次、剩余时间
|
||||
- 比赛状态(未开始/进行中/已结束)
|
||||
|
||||
**球队基础数据**:
|
||||
- 主队和客队的基本信息
|
||||
- 当前赛季的统计数据
|
||||
- 近期表现数据(近 5 场/10 场)
|
||||
|
||||
**球员数据**:
|
||||
- 核心球员的统计数据
|
||||
- 球员健康状况和轮休情况
|
||||
- 球员近期表现
|
||||
|
||||
### 2.2 数据清洗
|
||||
|
||||
**异常值处理**:
|
||||
- 检查数据合理性(如得分不超过 200 分)
|
||||
- 处理缺失值(使用历史平均值或默认值)
|
||||
- 处理异常数据(如负分差、超时时间等)
|
||||
|
||||
**数据标准化**:
|
||||
- 将不同量纲的数据标准化到统一范围
|
||||
- 使用 Z-score 或 Min-Max 归一化
|
||||
- 确保数据在 [0, 1] 或 [-1, 1] 范围内
|
||||
|
||||
### 2.3 特征工程
|
||||
|
||||
**基础特征**:
|
||||
- 当前分差(主队得分 - 客队得分)
|
||||
- 剩余时间(分钟)
|
||||
- 当前节次(1-4,加时)
|
||||
- 比赛状态
|
||||
|
||||
**统计特征**:
|
||||
- 球队净效率值(进攻效率 - 防守效率)
|
||||
- 球队比赛节奏(Pace)
|
||||
- 球队关键时刻表现(Clutch 数据)
|
||||
- 球队主客场表现差异
|
||||
|
||||
**动态特征**:
|
||||
- 势头动量(过去 N 回合的净胜分)
|
||||
- 手感热度(近期命中率)
|
||||
- 阵容对位优势
|
||||
- 球星爆发因子
|
||||
|
||||
---
|
||||
|
||||
## 三、综合评分算法
|
||||
|
||||
### 3.1 球队实力评分
|
||||
|
||||
#### 3.1.1 基础实力评分
|
||||
|
||||
**计算公式**:
|
||||
```
|
||||
基础实力评分 = 净效率值评分 × W1 + 攻防效率评分 × W2 + 节奏评分 × W3
|
||||
```
|
||||
|
||||
**评分组成**:
|
||||
- **净效率值评分**:基于球队赛季平均净效率值,归一化到 [0, 1]
|
||||
- 评分 = (净效率值 - 联盟最低值) / (联盟最高值 - 联盟最低值)
|
||||
- **攻防效率评分**:综合考虑进攻效率和防守效率
|
||||
- 进攻效率评分 = (进攻效率排名 - 1) / (总球队数 - 1),排名越靠前评分越高
|
||||
- 防守效率评分 = (防守效率排名 - 1) / (总球队数 - 1),排名越靠前评分越高
|
||||
- 攻防效率评分 = (进攻效率评分 + 防守效率评分) / 2
|
||||
- **节奏评分**:基于比赛节奏(Pace)
|
||||
- 节奏评分 = (Pace - 联盟最低值) / (联盟最高值 - 联盟最低值)
|
||||
|
||||
**权重设置**:
|
||||
- W1 = 0.5(净效率值权重最高)
|
||||
- W2 = 0.3(攻防效率权重)
|
||||
- W3 = 0.2(节奏权重)
|
||||
|
||||
#### 3.1.2 近期状态评分
|
||||
|
||||
**计算公式**:
|
||||
```
|
||||
近期状态评分 = 近期胜率评分 × W1 + 近期净效率值变化 × W2 + 势头评分 × W3
|
||||
```
|
||||
|
||||
**评分组成**:
|
||||
- **近期胜率评分**:近 5 场或 10 场胜率
|
||||
- 评分 = 近期胜率(0-1)
|
||||
- **近期净效率值变化**:近期净效率值与赛季平均的差值
|
||||
- 变化 = (近期净效率值 - 赛季平均净效率值) / 赛季平均净效率值
|
||||
- 评分 = (变化 + 1) / 2(归一化到 [0, 1])
|
||||
- **势头评分**:基于连胜/连败场次
|
||||
- 连胜:评分 = min(连胜场次 / 5, 1)
|
||||
- 连败:评分 = max(1 - 连败场次 / 5, 0)
|
||||
|
||||
**权重设置**:
|
||||
- W1 = 0.4(胜率权重)
|
||||
- W2 = 0.4(净效率值变化权重)
|
||||
- W3 = 0.2(势头权重)
|
||||
|
||||
#### 3.1.3 阵容完整度评分
|
||||
|
||||
**计算公式**:
|
||||
```
|
||||
阵容完整度评分 = 1 - (缺失球员总VORP / 球队总VORP)
|
||||
```
|
||||
|
||||
**评分说明**:
|
||||
- 如果所有核心球员都在,评分为 1.0
|
||||
- 如果有核心球员缺席,根据缺失球员的 VORP 值降低评分
|
||||
- 缺失球员越多、重要性越高,评分越低
|
||||
|
||||
#### 3.1.4 球星状态评分
|
||||
|
||||
**计算公式**:
|
||||
```
|
||||
球星状态评分 = 核心球星PER评分 × W1 + 核心球星TS%评分 × W2 + 核心球星健康评分 × W3
|
||||
```
|
||||
|
||||
**评分组成**:
|
||||
- **核心球星 PER 评分**:基于近期 PER 与赛季平均的对比
|
||||
- 评分 = (近期PER - 赛季平均PER) / 赛季平均PER + 1,归一化到 [0, 1]
|
||||
- **核心球星 TS% 评分**:基于近期真实命中率
|
||||
- 评分 = (近期TS% - 赛季平均TS%) / 赛季平均TS% + 1,归一化到 [0, 1]
|
||||
- **核心球星健康评分**:
|
||||
- 健康:1.0
|
||||
- 出战成疑:0.7
|
||||
- 缺席:0.3
|
||||
|
||||
**权重设置**:
|
||||
- W1 = 0.4(PER 权重)
|
||||
- W2 = 0.4(TS% 权重)
|
||||
- W3 = 0.2(健康权重)
|
||||
|
||||
#### 3.1.5 环境因素评分
|
||||
|
||||
**计算公式**:
|
||||
```
|
||||
环境因素评分 = 主客场优势评分 × W1 + 休息天数评分 × W2 + 背靠背影响评分 × W3
|
||||
```
|
||||
|
||||
**评分组成**:
|
||||
- **主客场优势评分**:
|
||||
- 主场:1.0
|
||||
- 客场:基于客场胜率,评分 = 客场胜率 / 主场胜率
|
||||
- **休息天数评分**:
|
||||
- 休息 1 天:0.9
|
||||
- 休息 2 天:1.0(最优)
|
||||
- 休息 3 天以上:0.95
|
||||
- **背靠背影响评分**:
|
||||
- 非背靠背:1.0
|
||||
- 背靠背第二场:0.85
|
||||
|
||||
**权重设置**:
|
||||
- W1 = 0.5(主客场权重最高)
|
||||
- W2 = 0.3(休息天数权重)
|
||||
- W3 = 0.2(背靠背权重)
|
||||
|
||||
### 3.2 综合评分计算
|
||||
|
||||
**主队综合评分**:
|
||||
```
|
||||
主队综合评分 = 基础实力评分 × 0.3
|
||||
+ 近期状态评分 × 0.25
|
||||
+ 阵容完整度评分 × 0.2
|
||||
+ 球星状态评分 × 0.15
|
||||
+ 环境因素评分 × 0.1
|
||||
```
|
||||
|
||||
**客队综合评分**:
|
||||
```
|
||||
客队综合评分 = 基础实力评分 × 0.3
|
||||
+ 近期状态评分 × 0.25
|
||||
+ 阵容完整度评分 × 0.2
|
||||
+ 球星状态评分 × 0.15
|
||||
+ 环境因素评分 × 0.1
|
||||
```
|
||||
|
||||
**相对优势评分**:
|
||||
```
|
||||
主队相对优势 = 主队综合评分 - 客队综合评分
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 四、对位分析算法
|
||||
|
||||
### 4.1 球星对位分析
|
||||
|
||||
**对位优势评分**:
|
||||
```
|
||||
对位优势评分 = 防守限制效果评分 × W1 + 历史对位数据评分 × W2
|
||||
```
|
||||
|
||||
**评分组成**:
|
||||
- **防守限制效果评分**:基于防守球员的 DRPM 和进攻球员的 ORPM
|
||||
- 如果防守球员 DRPM 高,且进攻球员 ORPM 高,则限制效果好
|
||||
- 评分 = (防守球员DRPM - 联盟平均DRPM) / (联盟最高DRPM - 联盟平均DRPM)
|
||||
- **历史对位数据评分**:基于历史对位时的表现
|
||||
- 对位效率差 = (对位时进攻球员TS% - 赛季平均TS%)
|
||||
- 评分 = 1 - (对位效率差 / 最大可能效率差),归一化到 [0, 1]
|
||||
|
||||
**权重设置**:
|
||||
- W1 = 0.6(防守限制效果权重)
|
||||
- W2 = 0.4(历史对位数据权重)
|
||||
|
||||
### 4.2 阵容克制分析
|
||||
|
||||
**阵容克制评分**:
|
||||
```
|
||||
阵容克制评分 = 内线优势评分 × W1 + 外线优势评分 × W2 + 快攻优势评分 × W3
|
||||
```
|
||||
|
||||
**评分组成**:
|
||||
- **内线优势评分**:
|
||||
- 如果主队内线得分占比高,且客队内线防守效率低,则主队有优势
|
||||
- 评分 = (主队内线得分占比 - 客队内线防守效率排名归一化) / 2
|
||||
- **外线优势评分**:
|
||||
- 如果主队三分出手占比高,且客队三分防守效率低,则主队有优势
|
||||
- 评分 = (主队三分出手占比 - 客队三分防守效率排名归一化) / 2
|
||||
- **快攻优势评分**:
|
||||
- 如果主队快攻得分占比高,且客队快攻防守效率低,则主队有优势
|
||||
- 评分 = (主队快攻得分占比 - 客队快攻防守效率排名归一化) / 2
|
||||
|
||||
**权重设置**:
|
||||
- W1 = 0.4(内线权重)
|
||||
- W2 = 0.4(外线权重)
|
||||
- W3 = 0.2(快攻权重)
|
||||
|
||||
### 4.3 对位综合评分
|
||||
|
||||
**主队对位优势**:
|
||||
```
|
||||
主队对位优势 = 主队球星对位优势 - 客队球星对位优势
|
||||
+ 主队阵容克制优势 - 客队阵容克制优势
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 五、实时状态分析算法
|
||||
|
||||
### 5.1 比赛进行中的实时分析
|
||||
|
||||
#### 5.1.1 当前分差分析
|
||||
|
||||
**分差优势评分**:
|
||||
```
|
||||
分差优势评分 = (当前分差 / 最大可能分差) × 时间调整系数
|
||||
```
|
||||
|
||||
**时间调整系数**:
|
||||
- 比赛早期(第1-2节):系数 = 0.3(分差影响较小)
|
||||
- 比赛中期(第3节):系数 = 0.6(分差影响中等)
|
||||
- 比赛后期(第4节):系数 = 1.0(分差影响最大)
|
||||
- 最后5分钟:系数 = 1.2(分差影响极大)
|
||||
|
||||
#### 5.1.2 势头动量分析
|
||||
|
||||
**势头动量评分**:
|
||||
```
|
||||
势头动量 = (过去N回合净胜分) / (N × 平均单回合得分)
|
||||
```
|
||||
|
||||
**评分说明**:
|
||||
- 如果主队过去 10 回合净胜 +8 分,则主队势头强劲
|
||||
- 势头动量 > 0.3:势头强劲
|
||||
- 势头动量 < -0.3:势头疲软
|
||||
|
||||
#### 5.1.3 实时综合评分调整
|
||||
|
||||
**实时调整公式**:
|
||||
```
|
||||
实时调整评分 = 基础综合评分
|
||||
+ 分差优势评分 × 0.3
|
||||
+ 势头动量评分 × 0.2
|
||||
- 时间衰减系数 × 0.1
|
||||
```
|
||||
|
||||
**时间衰减系数**:
|
||||
- 比赛越接近结束,基础评分的影响越小,实时状态的影响越大
|
||||
- 时间衰减系数 = (剩余时间 / 总时间) × 0.5
|
||||
|
||||
### 5.2 比赛未开始时的预测分析
|
||||
|
||||
**预测综合评分**:
|
||||
```
|
||||
预测综合评分 = 基础综合评分
|
||||
+ 对位优势评分 × 0.2
|
||||
+ 环境因素评分 × 0.1
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 六、获胜概率计算
|
||||
|
||||
### 6.1 基础获胜概率
|
||||
|
||||
**基于综合评分的概率**:
|
||||
```
|
||||
基础获胜概率 = 1 / (1 + exp(-k × (主队综合评分 - 客队综合评分)))
|
||||
```
|
||||
|
||||
**参数说明**:
|
||||
- k 为调整系数,通常取 5-10
|
||||
- 如果主队综合评分 > 客队综合评分,则主队获胜概率 > 0.5
|
||||
- 如果主队综合评分 = 客队综合评分,则主队获胜概率 = 0.5
|
||||
|
||||
### 6.2 对位调整概率
|
||||
|
||||
**对位调整**:
|
||||
```
|
||||
调整后概率 = 基础获胜概率 + 对位优势调整值
|
||||
```
|
||||
|
||||
**对位优势调整值**:
|
||||
- 如果主队对位优势 > 0.1,则调整值 = +0.05
|
||||
- 如果主队对位优势 < -0.1,则调整值 = -0.05
|
||||
- 调整值范围:[-0.1, +0.1]
|
||||
|
||||
### 6.3 实时状态调整概率
|
||||
|
||||
**实时调整**(仅比赛进行中):
|
||||
```
|
||||
最终概率 = 调整后概率
|
||||
+ 分差调整值 × 0.3
|
||||
+ 势头调整值 × 0.2
|
||||
```
|
||||
|
||||
**分差调整值**:
|
||||
- 如果主队领先,且剩余时间充足,则调整值 = +0.05
|
||||
- 如果主队落后,且剩余时间不足,则调整值 = -0.05
|
||||
|
||||
**势头调整值**:
|
||||
- 如果主队势头强劲,则调整值 = +0.03
|
||||
- 如果主队势头疲软,则调整值 = -0.03
|
||||
|
||||
### 6.4 概率归一化
|
||||
|
||||
**确保概率在 [0, 1] 范围内**:
|
||||
```
|
||||
最终概率 = max(0, min(1, 最终概率))
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 七、交易价值计算
|
||||
|
||||
### 7.1 预期收益计算
|
||||
|
||||
**预期收益公式**:
|
||||
```
|
||||
预期收益 = (获胜概率 × 获胜收益) - ((1 - 获胜概率) × 失败损失)
|
||||
```
|
||||
|
||||
**收益和损失**:
|
||||
- 如果买入主队获胜(YES),价格为 P
|
||||
- 获胜收益 = (1 - P) × 投入金额
|
||||
- 失败损失 = P × 投入金额
|
||||
- 如果买入主队失败(NO),价格为 P
|
||||
- 获胜收益 = P × 投入金额
|
||||
- 失败损失 = (1 - P) × 投入金额
|
||||
|
||||
### 7.2 风险调整收益
|
||||
|
||||
**风险调整公式**:
|
||||
```
|
||||
风险调整收益 = 预期收益 × (1 - 风险系数)
|
||||
```
|
||||
|
||||
**风险系数计算**:
|
||||
```
|
||||
风险系数 = 概率不确定性 × 0.5 + 价格波动风险 × 0.3 + 流动性风险 × 0.2
|
||||
```
|
||||
|
||||
**风险组成**:
|
||||
- **概率不确定性**:如果获胜概率接近 0.5,则不确定性高
|
||||
- 不确定性 = 1 - |获胜概率 - 0.5| × 2
|
||||
- **价格波动风险**:基于市场价格的波动性
|
||||
- 如果价格波动大,则风险高
|
||||
- **流动性风险**:基于市场的流动性
|
||||
- 如果市场流动性低,则风险高
|
||||
|
||||
### 7.3 交易价值评分
|
||||
|
||||
**交易价值评分**:
|
||||
```
|
||||
交易价值评分 = 风险调整收益 / 投入金额
|
||||
```
|
||||
|
||||
**评分说明**:
|
||||
- 交易价值评分 > 0.1:高价值交易,强烈推荐
|
||||
- 交易价值评分 > 0.05:中等价值交易,推荐
|
||||
- 交易价值评分 > 0:低价值交易,可考虑
|
||||
- 交易价值评分 <= 0:无价值交易,不推荐
|
||||
|
||||
---
|
||||
|
||||
## 八、交易信号生成算法
|
||||
|
||||
### 8.1 信号生成条件
|
||||
|
||||
**买入信号生成条件**:
|
||||
1. **获胜概率条件**:
|
||||
- 主队获胜概率 > 阈值(如 0.55)或 < 阈值(如 0.45)
|
||||
- 如果主队获胜概率 > 0.55,买入主队获胜(YES)
|
||||
- 如果主队获胜概率 < 0.45,买入主队失败(NO)
|
||||
|
||||
2. **交易价值条件**:
|
||||
- 交易价值评分 > 用户配置的最小交易价值(如 0.05)
|
||||
|
||||
3. **价格条件**:
|
||||
- 当前市场价格在合理范围内
|
||||
- 价格偏差在用户配置的容忍度内
|
||||
|
||||
4. **时间条件**:
|
||||
- 比赛未结束
|
||||
- 剩余时间充足(如果用户配置了最小剩余时间)
|
||||
|
||||
### 8.2 信号方向确定
|
||||
|
||||
**方向判断逻辑**:
|
||||
```
|
||||
如果 主队获胜概率 > 0.55:
|
||||
方向 = YES(买入主队获胜)
|
||||
目标价格 = 市场价格(如果合理)
|
||||
|
||||
如果 主队获胜概率 < 0.45:
|
||||
方向 = NO(买入主队失败)
|
||||
目标价格 = 1 - 市场价格(如果合理)
|
||||
|
||||
如果 0.45 <= 主队获胜概率 <= 0.55:
|
||||
不生成信号(概率太接近,不确定性高)
|
||||
```
|
||||
|
||||
### 8.3 信号价格计算
|
||||
|
||||
**价格计算策略**:
|
||||
|
||||
**策略一:固定价格**(用户配置)
|
||||
```
|
||||
信号价格 = 用户配置的固定价格
|
||||
```
|
||||
|
||||
**策略二:市场价格**(默认)
|
||||
```
|
||||
信号价格 = 当前市场价格
|
||||
```
|
||||
|
||||
**策略三:动态价格**(基于概率)
|
||||
```
|
||||
如果 方向 = YES:
|
||||
信号价格 = 主队获胜概率 × (1 + 价格偏移)
|
||||
|
||||
如果 方向 = NO:
|
||||
信号价格 = (1 - 主队获胜概率) × (1 + 价格偏移)
|
||||
```
|
||||
|
||||
**价格偏移**:
|
||||
- 价格偏移 = 用户配置的价格偏移百分比(如 ±5%)
|
||||
- 用于调整价格,提高交易成功率
|
||||
|
||||
### 8.4 信号数量计算
|
||||
|
||||
**数量计算策略**:
|
||||
|
||||
**策略一:固定金额**(用户配置)
|
||||
```
|
||||
信号数量 = 用户配置的固定金额 / 信号价格
|
||||
```
|
||||
|
||||
**策略二:按比例**(用户配置)
|
||||
```
|
||||
信号数量 = 账户余额 × 用户配置的比例 / 信号价格
|
||||
```
|
||||
|
||||
**策略三:动态计算**(基于交易价值)
|
||||
```
|
||||
基础数量 = 用户配置的基础金额 / 信号价格
|
||||
调整系数 = min(交易价值评分 / 0.1, 2.0) // 最多放大2倍
|
||||
信号数量 = 基础数量 × 调整系数
|
||||
```
|
||||
|
||||
### 8.5 信号原因生成
|
||||
|
||||
**触发原因说明**:
|
||||
```
|
||||
触发原因 = "主队综合评分: {主队评分}, 客队综合评分: {客队评分}, "
|
||||
+ "获胜概率: {获胜概率}, 交易价值: {交易价值评分}, "
|
||||
+ "主要优势: {主要优势项}"
|
||||
```
|
||||
|
||||
**主要优势项识别**:
|
||||
- 如果基础实力评分差异最大,则主要优势 = "基础实力"
|
||||
- 如果近期状态评分差异最大,则主要优势 = "近期状态"
|
||||
- 如果对位优势明显,则主要优势 = "对位优势"
|
||||
- 如果实时状态优势明显,则主要优势 = "实时状态"
|
||||
|
||||
---
|
||||
|
||||
## 九、卖出信号生成算法
|
||||
|
||||
### 9.1 卖出条件
|
||||
|
||||
**卖出信号生成条件**:
|
||||
1. **止盈条件**:
|
||||
- 当前持仓的预期收益达到用户配置的止盈阈值(如 20%)
|
||||
- 或市场价格达到用户配置的目标价格
|
||||
|
||||
2. **止损条件**:
|
||||
- 当前持仓的预期亏损达到用户配置的止损阈值(如 -10%)
|
||||
- 或市场价格跌破用户配置的止损价格
|
||||
|
||||
3. **概率反转条件**:
|
||||
- 获胜概率发生反转(如从 0.6 降到 0.4)
|
||||
- 反转幅度超过用户配置的阈值(如 0.15)
|
||||
|
||||
4. **时间条件**:
|
||||
- 比赛接近结束(剩余时间 < 用户配置的最小剩余时间)
|
||||
- 或比赛已结束
|
||||
|
||||
### 9.2 卖出价格计算
|
||||
|
||||
**卖出价格**:
|
||||
```
|
||||
卖出价格 = 当前市场价格
|
||||
```
|
||||
|
||||
**价格调整**(可选):
|
||||
```
|
||||
如果 止盈卖出:
|
||||
卖出价格 = min(当前市场价格, 目标价格)
|
||||
|
||||
如果 止损卖出:
|
||||
卖出价格 = max(当前市场价格, 止损价格)
|
||||
```
|
||||
|
||||
### 9.3 卖出数量计算
|
||||
|
||||
**卖出数量**:
|
||||
```
|
||||
如果 全部卖出:
|
||||
卖出数量 = 当前持仓数量
|
||||
|
||||
如果 部分卖出:
|
||||
卖出数量 = 当前持仓数量 × 用户配置的卖出比例
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 十、风险控制算法
|
||||
|
||||
### 10.1 持仓限制检查
|
||||
|
||||
**最大持仓检查**:
|
||||
```
|
||||
如果 信号数量 × 信号价格 > 用户配置的最大持仓:
|
||||
信号数量 = 用户配置的最大持仓 / 信号价格
|
||||
记录警告:超过最大持仓限制,已调整数量
|
||||
```
|
||||
|
||||
**最小持仓检查**:
|
||||
```
|
||||
如果 信号数量 × 信号价格 < 用户配置的最小持仓:
|
||||
不生成信号
|
||||
记录原因:金额低于最小持仓限制
|
||||
```
|
||||
|
||||
### 10.2 每日限制检查
|
||||
|
||||
**每日亏损限制**:
|
||||
```
|
||||
今日已亏损 = 今日所有交易的累计亏损
|
||||
|
||||
如果 今日已亏损 + 预期最大亏损 > 用户配置的每日亏损限制:
|
||||
不生成信号
|
||||
记录原因:超过每日亏损限制
|
||||
```
|
||||
|
||||
**每日订单限制**:
|
||||
```
|
||||
今日订单数 = 今日已生成的信号数量
|
||||
|
||||
如果 今日订单数 >= 用户配置的每日订单限制:
|
||||
不生成信号
|
||||
记录原因:超过每日订单限制
|
||||
```
|
||||
|
||||
### 10.3 价格容忍度检查
|
||||
|
||||
**价格偏差检查**:
|
||||
```
|
||||
价格偏差 = |信号价格 - 当前市场价格| / 当前市场价格
|
||||
|
||||
如果 价格偏差 > 用户配置的价格容忍度:
|
||||
不生成信号
|
||||
记录原因:价格偏差超过容忍度
|
||||
```
|
||||
|
||||
### 10.4 概率置信度检查
|
||||
|
||||
**概率置信度**:
|
||||
```
|
||||
如果 0.45 <= 获胜概率 <= 0.55:
|
||||
不生成信号
|
||||
记录原因:获胜概率太接近,不确定性高
|
||||
```
|
||||
|
||||
**最小概率阈值**(可选):
|
||||
```
|
||||
如果 获胜概率 < 用户配置的最小概率阈值:
|
||||
不生成信号
|
||||
记录原因:获胜概率低于最小阈值
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 十一、算法参数配置
|
||||
|
||||
### 11.1 用户可配置参数
|
||||
|
||||
**触发条件参数**:
|
||||
- 最小获胜概率差异:主队和客队获胜概率的最小差异(如 0.1)
|
||||
- 最小交易价值:交易价值评分的最小值(如 0.05)
|
||||
- 最小剩余时间:生成信号时的最小剩余时间(如 5 分钟)
|
||||
|
||||
**交易规则参数**:
|
||||
- 买入金额策略:固定金额/按比例/动态计算
|
||||
- 买入金额:固定金额或比例值
|
||||
- 价格策略:固定价格/市场价格/动态价格
|
||||
- 价格偏移:价格偏移百分比(如 ±5%)
|
||||
|
||||
**风险控制参数**:
|
||||
- 最大持仓:单次最大买入金额
|
||||
- 最小持仓:单次最小买入金额
|
||||
- 每日亏损限制:每日最大亏损金额
|
||||
- 每日订单限制:每日最大订单数量
|
||||
- 价格容忍度:允许的价格偏差百分比
|
||||
|
||||
**卖出规则参数**:
|
||||
- 止盈阈值:预期收益达到多少时卖出(如 20%)
|
||||
- 止损阈值:预期亏损达到多少时卖出(如 -10%)
|
||||
- 概率反转阈值:概率反转多少时卖出(如 0.15)
|
||||
- 卖出比例:部分卖出时的比例(如 50%)
|
||||
|
||||
### 11.2 系统默认参数
|
||||
|
||||
**评分权重**(可根据历史数据优化):
|
||||
- 基础实力权重:0.3
|
||||
- 近期状态权重:0.25
|
||||
- 阵容完整度权重:0.2
|
||||
- 球星状态权重:0.15
|
||||
- 环境因素权重:0.1
|
||||
|
||||
**概率计算参数**:
|
||||
- k 值(逻辑回归系数):7.5
|
||||
- 对位调整范围:[-0.1, +0.1]
|
||||
- 实时调整权重:分差 0.3,势头 0.2
|
||||
|
||||
**风险系数权重**:
|
||||
- 概率不确定性权重:0.5
|
||||
- 价格波动风险权重:0.3
|
||||
- 流动性风险权重:0.2
|
||||
|
||||
---
|
||||
|
||||
## 十二、算法优化建议
|
||||
|
||||
### 12.1 参数优化
|
||||
|
||||
**历史回测优化**:
|
||||
- 使用历史数据回测不同参数组合
|
||||
- 找到最优的参数配置
|
||||
- 定期重新优化参数
|
||||
|
||||
**A/B 测试**:
|
||||
- 同时运行多组参数配置
|
||||
- 对比不同参数的效果
|
||||
- 选择最优参数组合
|
||||
|
||||
### 12.2 模型优化
|
||||
|
||||
**机器学习集成**:
|
||||
- 使用机器学习模型预测获胜概率
|
||||
- 使用梯度提升决策树(XGBoost/LightGBM)
|
||||
- 定期重新训练模型
|
||||
|
||||
**特征工程优化**:
|
||||
- 添加更多特征(如历史对战数据、伤病信息等)
|
||||
- 使用特征选择技术筛选重要特征
|
||||
- 使用特征交互提高预测准确性
|
||||
|
||||
### 12.3 实时优化
|
||||
|
||||
**动态权重调整**:
|
||||
- 根据比赛阶段动态调整权重
|
||||
- 比赛早期:基础实力权重高
|
||||
- 比赛后期:实时状态权重高
|
||||
|
||||
**自适应阈值**:
|
||||
- 根据市场情况动态调整阈值
|
||||
- 如果市场波动大,提高概率阈值
|
||||
- 如果市场稳定,降低概率阈值
|
||||
|
||||
---
|
||||
|
||||
## 十三、算法输出
|
||||
|
||||
### 13.1 信号输出格式
|
||||
|
||||
**买入信号**:
|
||||
```
|
||||
{
|
||||
"signalType": "BUY",
|
||||
"strategyId": "策略ID",
|
||||
"gameId": "比赛ID",
|
||||
"marketId": "市场ID",
|
||||
"direction": "YES" | "NO",
|
||||
"price": 0.65,
|
||||
"quantity": 10.0,
|
||||
"totalAmount": 6.5,
|
||||
"reason": "主队综合评分: 0.72, 客队综合评分: 0.58, 获胜概率: 0.62, 交易价值: 0.08, 主要优势: 基础实力",
|
||||
"winProbability": 0.62,
|
||||
"tradeValue": 0.08,
|
||||
"timestamp": 1234567890
|
||||
}
|
||||
```
|
||||
|
||||
**卖出信号**:
|
||||
```
|
||||
{
|
||||
"signalType": "SELL",
|
||||
"strategyId": "策略ID",
|
||||
"gameId": "比赛ID",
|
||||
"marketId": "市场ID",
|
||||
"direction": "YES" | "NO",
|
||||
"price": 0.75,
|
||||
"quantity": 10.0,
|
||||
"totalAmount": 7.5,
|
||||
"reason": "止盈卖出,预期收益: 15%",
|
||||
"profit": 1.0,
|
||||
"profitRate": 0.15,
|
||||
"timestamp": 1234567890
|
||||
}
|
||||
```
|
||||
|
||||
### 13.2 算法执行日志
|
||||
|
||||
**执行日志格式**:
|
||||
```
|
||||
{
|
||||
"timestamp": 1234567890,
|
||||
"strategyId": "策略ID",
|
||||
"gameId": "比赛ID",
|
||||
"step": "数据获取" | "特征提取" | "评分计算" | "信号生成",
|
||||
"status": "SUCCESS" | "FAILED" | "SKIPPED",
|
||||
"message": "执行信息",
|
||||
"data": {} // 相关数据
|
||||
}
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 十四、算法验证
|
||||
|
||||
### 14.1 回测验证
|
||||
|
||||
**回测流程**:
|
||||
1. 使用历史比赛数据
|
||||
2. 模拟算法执行过程
|
||||
3. 计算信号生成情况
|
||||
4. 计算交易结果和盈亏
|
||||
5. 评估算法效果
|
||||
|
||||
**评估指标**:
|
||||
- 信号生成数量
|
||||
- 信号准确率(实际获胜 vs 预测获胜)
|
||||
- 总盈亏金额
|
||||
- 盈亏比率
|
||||
- 最大回撤
|
||||
|
||||
### 14.2 实时验证
|
||||
|
||||
**实时监控**:
|
||||
- 监控算法执行情况
|
||||
- 记录信号生成和交易结果
|
||||
- 对比预测和实际结果
|
||||
- 评估算法实时表现
|
||||
|
||||
**持续优化**:
|
||||
- 根据实时表现调整参数
|
||||
- 优化算法逻辑
|
||||
- 提高预测准确性
|
||||
|
||||
---
|
||||
|
||||
**文档结束**
|
||||
|
||||
@@ -0,0 +1,732 @@
|
||||
# NBA 量化交易系统产品需求文档
|
||||
|
||||
## 文档信息
|
||||
|
||||
- **文档版本**: v1.0
|
||||
- **创建日期**: 2024-12
|
||||
- **文档类型**: 产品需求文档 (PRD)
|
||||
- **目标用户**: 产品经理、开发团队、测试团队
|
||||
|
||||
---
|
||||
|
||||
## 一、产品概述
|
||||
|
||||
### 1.1 产品定位
|
||||
|
||||
NBA 量化交易系统是一个基于 NBA 比赛数据的智能量化交易平台,帮助用户通过配置量化策略参数,自动分析 NBA 比赛数据,生成买入/卖出交易信号,实现自动化交易决策。
|
||||
|
||||
### 1.2 产品目标
|
||||
|
||||
**核心目标**:
|
||||
- 提供简单易用的策略配置界面,降低量化交易门槛
|
||||
- 实时获取和分析 NBA 比赛数据,提供及时的交易信号
|
||||
- 支持多种量化策略,满足不同用户需求
|
||||
- 提供完善的风险控制机制,保障交易安全
|
||||
|
||||
**用户价值**:
|
||||
- **自动化决策**:无需人工盯盘,系统自动分析并生成交易信号
|
||||
- **数据驱动**:基于专业的 NBA 数据分析,提高决策准确性
|
||||
- **风险可控**:完善的风险控制参数,降低交易风险
|
||||
- **实时响应**:实时数据更新和信号推送,不错过交易机会
|
||||
|
||||
### 1.3 目标用户
|
||||
|
||||
**主要用户群体**:
|
||||
1. **量化交易爱好者**:对 NBA 和量化交易都有兴趣的用户
|
||||
2. **NBA 数据分析师**:希望将数据分析转化为交易信号的用户
|
||||
3. **自动化交易用户**:希望通过自动化系统进行交易的用户
|
||||
|
||||
**用户特征**:
|
||||
- 对 NBA 比赛有一定了解
|
||||
- 对量化交易有基本认知
|
||||
- 希望通过数据驱动的方式进行交易决策
|
||||
- 需要自动化工具提高交易效率
|
||||
|
||||
---
|
||||
|
||||
## 二、产品功能需求
|
||||
|
||||
### 2.1 策略配置管理
|
||||
|
||||
#### 2.1.1 策略创建
|
||||
|
||||
**功能描述**:
|
||||
用户可以在前端创建新的量化策略,配置策略的各项参数。
|
||||
|
||||
**功能点**:
|
||||
- **策略基本信息**:
|
||||
- 策略名称:用户自定义策略名称(必填,1-50 字符)
|
||||
- 策略描述:策略的简要说明(可选,最多 200 字符)
|
||||
- 关联账户:选择用于交易的账户(必填)
|
||||
- 启用状态:创建时默认启用,可后续修改
|
||||
|
||||
- **触发条件配置**:
|
||||
- 比赛筛选:
|
||||
- 按球队筛选:选择关注的球队(可选,不选择则分析所有比赛)
|
||||
- 按日期筛选:选择关注的日期范围
|
||||
- 按重要性筛选:选择比赛重要性(常规赛/季后赛/关键战)
|
||||
- 数据指标选择:
|
||||
- 基础指标:分差、剩余时间、当前节次、比赛状态
|
||||
- 统计指标:球队净效率值、球员 PER、真实命中率等
|
||||
- 高级指标:势头动量、球星爆发因子、阵容对位系数等
|
||||
- 说明:系统会综合分析两支队伍的各项指标,计算综合评分和获胜概率
|
||||
- 触发阈值设置:
|
||||
- 最小获胜概率差异:主队和客队获胜概率的最小差异(如 0.1 表示至少 10% 的差异)
|
||||
- 最小交易价值:交易价值评分的最小值(如 0.05)
|
||||
- 最小剩余时间:生成信号时的最小剩余时间(如 5 分钟,可选)
|
||||
- 说明:只有当系统计算出某支队伍获胜概率明显高于对手,且交易价值达到阈值时,才会生成买入信号
|
||||
|
||||
- **交易规则配置**:
|
||||
- 买入规则:
|
||||
- 买入条件:系统自动分析两支队伍,当某支队伍获胜概率明显高于对手且交易价值达到阈值时触发买入
|
||||
- 买入金额:固定金额或按比例计算或动态计算(基于交易价值)
|
||||
- 买入时机:立即买入或延迟买入
|
||||
- 买入方向:由系统自动判断(YES 或 NO,基于获胜概率高的队伍)
|
||||
- 说明:系统会综合分析两支队伍,选择获胜概率更高、交易价值更大的方向进行买入
|
||||
- 卖出规则:
|
||||
- 卖出条件:满足止盈、止损或概率反转条件时触发卖出
|
||||
- 卖出金额:全部卖出或部分卖出
|
||||
- 卖出时机:立即卖出或延迟卖出
|
||||
- 价格策略:
|
||||
- 固定价格:使用固定价格
|
||||
- 市场价格:使用当前市场价格
|
||||
- 动态价格:根据获胜概率和市场情况动态计算价格
|
||||
- 价格偏移:允许的价格偏差范围(用于调整价格,提高交易成功率)
|
||||
|
||||
- **风险控制配置**:
|
||||
- 持仓限制:
|
||||
- 最大持仓:单次最大买入金额(必填,>= 1 USDC)
|
||||
- 最小持仓:单次最小买入金额(必填,>= 1 USDC)
|
||||
- 每日限制:
|
||||
- 每日亏损限制:每日最大亏损金额(可选)
|
||||
- 每日订单限制:每日最大订单数量(可选)
|
||||
- 价格容忍度:
|
||||
- 价格偏差范围:允许的价格偏差百分比(可选,0-100%)
|
||||
|
||||
- **高级配置**:
|
||||
- 数据更新频率:NBA 数据更新频率(30 秒/1 分钟/5 分钟)
|
||||
- 分析频率:量化分析执行频率(30 秒/1 分钟/5 分钟)
|
||||
- 推送设置:
|
||||
- 是否推送失败订单:默认关闭
|
||||
- 推送频率:实时推送/批量推送
|
||||
|
||||
**交互流程**:
|
||||
1. 用户点击"创建策略"按钮
|
||||
2. 进入策略配置页面
|
||||
3. 填写策略基本信息
|
||||
4. 配置触发条件(可添加多个条件)
|
||||
5. 配置交易规则
|
||||
6. 配置风险控制参数
|
||||
7. 配置高级选项
|
||||
8. 点击"保存"按钮,系统验证配置
|
||||
9. 保存成功,返回策略列表
|
||||
|
||||
**验证规则**:
|
||||
- 策略名称不能为空,不能重复
|
||||
- 必须选择关联账户
|
||||
- 必须配置至少一个触发条件
|
||||
- 必须配置买入或卖出规则
|
||||
- 最大持仓必须 >= 最小持仓
|
||||
- 价格容忍度必须在 0-100% 范围内
|
||||
|
||||
#### 2.1.2 策略编辑
|
||||
|
||||
**功能描述**:
|
||||
用户可以编辑已有策略的配置参数。
|
||||
|
||||
**功能点**:
|
||||
- 支持修改策略的所有配置参数
|
||||
- 支持启用/禁用策略
|
||||
- 修改后立即生效(如果策略正在运行,会重新加载配置)
|
||||
|
||||
**交互流程**:
|
||||
1. 用户在策略列表中点击"编辑"按钮
|
||||
2. 进入策略编辑页面(与创建页面类似)
|
||||
3. 修改配置参数
|
||||
4. 点击"保存"按钮
|
||||
5. 系统验证并保存配置
|
||||
6. 返回策略列表
|
||||
|
||||
#### 2.1.3 策略删除
|
||||
|
||||
**功能描述**:
|
||||
用户可以删除不需要的策略。
|
||||
|
||||
**功能点**:
|
||||
- 删除前需要确认(防止误删)
|
||||
- 删除策略时,会停止该策略的所有量化任务
|
||||
- 删除后,该策略的历史信号记录会保留(用于统计分析)
|
||||
|
||||
**交互流程**:
|
||||
1. 用户在策略列表中点击"删除"按钮
|
||||
2. 弹出确认对话框
|
||||
3. 用户确认删除
|
||||
4. 系统删除策略并停止相关任务
|
||||
5. 返回策略列表
|
||||
|
||||
#### 2.1.4 策略列表
|
||||
|
||||
**功能描述**:
|
||||
展示所有策略配置,支持搜索、筛选、排序。
|
||||
|
||||
**功能点**:
|
||||
- **列表展示**:
|
||||
- 策略名称
|
||||
- 关联账户
|
||||
- 启用状态(启用/禁用)
|
||||
- 创建时间
|
||||
- 最后更新时间
|
||||
- 操作按钮(编辑/删除/启用/禁用)
|
||||
|
||||
- **搜索功能**:
|
||||
- 按策略名称搜索
|
||||
- 按账户名称搜索
|
||||
|
||||
- **筛选功能**:
|
||||
- 按启用状态筛选(全部/启用/禁用)
|
||||
- 按账户筛选
|
||||
|
||||
- **排序功能**:
|
||||
- 按创建时间排序(最新/最旧)
|
||||
- 按更新时间排序(最新/最旧)
|
||||
- 按策略名称排序(A-Z/Z-A)
|
||||
|
||||
- **分页功能**:
|
||||
- 每页显示 20 条记录
|
||||
- 支持翻页
|
||||
|
||||
**交互流程**:
|
||||
1. 用户进入策略列表页面
|
||||
2. 系统加载策略列表
|
||||
3. 用户可以搜索、筛选、排序
|
||||
4. 用户可以点击操作按钮进行编辑、删除、启用/禁用
|
||||
|
||||
### 2.2 交易信号展示
|
||||
|
||||
#### 2.2.1 实时信号列表
|
||||
|
||||
**功能描述**:
|
||||
实时展示系统生成的交易信号。
|
||||
|
||||
**功能点**:
|
||||
- **信号展示**:
|
||||
- 信号类型(买入/卖出)
|
||||
- 策略名称
|
||||
- 市场信息(市场 ID、市场标题)
|
||||
- 方向(YES/NO)
|
||||
- 价格
|
||||
- 数量
|
||||
- 触发原因
|
||||
- 生成时间
|
||||
- 信号状态(已生成/执行中/执行成功/执行失败)
|
||||
|
||||
- **实时更新**:
|
||||
- 通过 WebSocket 实时接收新信号
|
||||
- 新信号自动添加到列表顶部
|
||||
- 信号状态更新时实时刷新
|
||||
|
||||
- **筛选功能**:
|
||||
- 按信号类型筛选(全部/买入/卖出)
|
||||
- 按策略筛选
|
||||
- 按状态筛选(全部/已生成/执行中/成功/失败)
|
||||
- 按时间范围筛选
|
||||
|
||||
- **排序功能**:
|
||||
- 按生成时间排序(最新/最旧)
|
||||
- 按价格排序(高到低/低到高)
|
||||
|
||||
- **分页功能**:
|
||||
- 每页显示 50 条记录
|
||||
- 支持翻页
|
||||
|
||||
**交互流程**:
|
||||
1. 用户进入交易信号页面
|
||||
2. 系统建立 WebSocket 连接
|
||||
3. 系统订阅交易信号推送
|
||||
4. 实时接收并展示信号
|
||||
5. 用户可以筛选、排序、查看详情
|
||||
|
||||
#### 2.2.2 信号详情
|
||||
|
||||
**功能描述**:
|
||||
展示信号的详细信息。
|
||||
|
||||
**功能点**:
|
||||
- **基本信息**:
|
||||
- 信号 ID
|
||||
- 信号类型(买入/卖出)
|
||||
- 策略名称
|
||||
- 生成时间
|
||||
|
||||
- **市场信息**:
|
||||
- 市场 ID
|
||||
- 市场标题
|
||||
- 市场描述
|
||||
- 市场分类
|
||||
|
||||
- **交易信息**:
|
||||
- 方向(YES/NO)
|
||||
- 价格
|
||||
- 数量
|
||||
- 总金额
|
||||
|
||||
- **触发信息**:
|
||||
- 触发原因(详细说明)
|
||||
- 触发条件(展示满足的条件)
|
||||
- 触发时的比赛数据(分差、剩余时间等)
|
||||
|
||||
- **执行信息**:
|
||||
- 执行状态
|
||||
- 执行结果
|
||||
- 执行时间
|
||||
- 错误信息(如果执行失败)
|
||||
|
||||
**交互流程**:
|
||||
1. 用户在信号列表中点击某个信号
|
||||
2. 弹出信号详情对话框
|
||||
3. 展示信号的详细信息
|
||||
4. 用户可以关闭对话框
|
||||
|
||||
### 2.3 结果统计
|
||||
|
||||
#### 2.3.1 策略统计
|
||||
|
||||
**功能描述**:
|
||||
展示每个策略的统计信息。
|
||||
|
||||
**功能点**:
|
||||
- **统计指标**:
|
||||
- 信号总数:该策略生成的信号总数
|
||||
- 买入信号数:买入信号数量
|
||||
- 卖出信号数:卖出信号数量
|
||||
- 成功率:执行成功的信号占比
|
||||
- 总盈亏:该策略的总盈亏金额
|
||||
- 平均盈亏:平均每个信号的盈亏金额
|
||||
|
||||
- **时间维度**:
|
||||
- 今日统计
|
||||
- 本周统计
|
||||
- 本月统计
|
||||
- 全部统计
|
||||
|
||||
- **可视化展示**:
|
||||
- 使用图表展示统计趋势
|
||||
- 使用饼图展示信号类型分布
|
||||
- 使用柱状图展示每日信号数量
|
||||
|
||||
**交互流程**:
|
||||
1. 用户进入策略统计页面
|
||||
2. 系统加载策略列表和统计信息
|
||||
3. 用户选择某个策略查看详细统计
|
||||
4. 用户可以切换时间维度查看不同时期的统计
|
||||
|
||||
#### 2.3.2 总体统计
|
||||
|
||||
**功能描述**:
|
||||
展示所有策略的总体统计信息。
|
||||
|
||||
**功能点**:
|
||||
- **总体指标**:
|
||||
- 总策略数:启用的策略数量
|
||||
- 总信号数:所有策略生成的信号总数
|
||||
- 总成功率:所有信号的平均成功率
|
||||
- 总盈亏:所有策略的总盈亏金额
|
||||
- 平均盈亏:平均每个信号的盈亏金额
|
||||
|
||||
- **趋势分析**:
|
||||
- 信号数量趋势(按日/周/月)
|
||||
- 成功率趋势(按日/周/月)
|
||||
- 盈亏趋势(按日/周/月)
|
||||
|
||||
- **排行榜**:
|
||||
- 信号数量排行榜(按策略)
|
||||
- 成功率排行榜(按策略)
|
||||
- 盈亏排行榜(按策略)
|
||||
|
||||
**交互流程**:
|
||||
1. 用户进入总体统计页面
|
||||
2. 系统加载总体统计信息
|
||||
3. 用户可以查看趋势图表和排行榜
|
||||
4. 用户可以切换时间维度查看不同时期的统计
|
||||
|
||||
### 2.4 NBA 数据展示(可选功能)
|
||||
|
||||
#### 2.4.1 比赛数据展示
|
||||
|
||||
**功能描述**:
|
||||
展示 NBA 比赛的实时数据。
|
||||
|
||||
**功能点**:
|
||||
- **比赛列表**:
|
||||
- 展示今日/本周/本月的比赛
|
||||
- 显示比赛状态(未开始/进行中/已结束)
|
||||
- 显示比分和分差
|
||||
|
||||
- **比赛详情**:
|
||||
- 比赛基本信息(日期、主客场、比分等)
|
||||
- 实时比分和分差
|
||||
- 当前节次和剩余时间
|
||||
- Play-by-Play 数据
|
||||
|
||||
**交互流程**:
|
||||
1. 用户进入 NBA 数据页面
|
||||
2. 系统加载比赛列表
|
||||
3. 用户可以查看比赛详情
|
||||
4. 实时更新比赛数据(如果比赛正在进行)
|
||||
|
||||
---
|
||||
|
||||
## 三、用户场景
|
||||
|
||||
### 3.1 场景一:创建量化策略
|
||||
|
||||
**用户**:量化交易爱好者
|
||||
|
||||
**场景描述**:
|
||||
用户希望创建一个量化策略,系统自动分析比赛的两支队伍,根据综合评分和获胜概率,选择可盈利的队伍进行买入。
|
||||
|
||||
**操作流程**:
|
||||
1. 用户登录系统,进入策略配置页面
|
||||
2. 点击"创建策略"按钮
|
||||
3. 填写策略名称:"综合实力分析策略"
|
||||
4. 选择关联账户
|
||||
5. 配置触发条件:
|
||||
- 比赛筛选:选择关注的比赛(可按球队、日期筛选)
|
||||
- 数据指标选择:选择用于分析的指标
|
||||
- 基础指标:分差、剩余时间、当前节次
|
||||
- 统计指标:球队净效率值、球员PER、真实命中率
|
||||
- 高级指标:势头动量、球星爆发因子、阵容对位系数
|
||||
- 触发阈值设置:
|
||||
- 最小获胜概率差异:0.1(主队和客队获胜概率差异至少 10%)
|
||||
- 最小交易价值:0.05(交易价值评分至少 0.05)
|
||||
6. 配置买入规则:
|
||||
- 买入条件:当系统计算出某支队伍获胜概率明显高于对手,且交易价值评分达到阈值时触发买入
|
||||
- 买入金额:固定金额 10 USDC
|
||||
- 买入方向:由系统自动判断(YES 或 NO,基于获胜概率)
|
||||
- 价格策略:动态价格(基于获胜概率和市场情况)
|
||||
7. 配置风险控制:
|
||||
- 最大持仓:50 USDC
|
||||
- 最小持仓:5 USDC
|
||||
- 每日亏损限制:100 USDC
|
||||
8. 点击"保存"按钮
|
||||
9. 系统验证配置并保存
|
||||
10. 策略创建成功,自动启用
|
||||
|
||||
**预期结果**:
|
||||
- 策略创建成功并启用
|
||||
- 系统开始监控 NBA 比赛数据
|
||||
- 当满足条件时,自动生成买入信号
|
||||
|
||||
### 3.2 场景二:查看交易信号
|
||||
|
||||
**用户**:量化交易爱好者
|
||||
|
||||
**场景描述**:
|
||||
用户希望实时查看系统生成的交易信号,了解策略的执行情况。
|
||||
|
||||
**操作流程**:
|
||||
1. 用户登录系统,进入交易信号页面
|
||||
2. 系统自动建立 WebSocket 连接
|
||||
3. 系统订阅交易信号推送
|
||||
4. 实时接收并展示新信号
|
||||
5. 用户可以查看信号详情:
|
||||
- 点击某个信号,查看详细信息
|
||||
- 查看触发原因和触发时的比赛数据
|
||||
- 查看执行状态和结果
|
||||
6. 用户可以筛选信号:
|
||||
- 按策略筛选:只查看特定策略的信号
|
||||
- 按类型筛选:只查看买入或卖出信号
|
||||
- 按状态筛选:只查看成功或失败的信号
|
||||
|
||||
**预期结果**:
|
||||
- 实时接收并展示交易信号
|
||||
- 可以查看信号的详细信息
|
||||
- 可以按需筛选和排序信号
|
||||
|
||||
### 3.3 场景三:查看策略统计
|
||||
|
||||
**用户**:量化交易爱好者
|
||||
|
||||
**场景描述**:
|
||||
用户希望查看策略的执行效果,了解策略的盈亏情况。
|
||||
|
||||
**操作流程**:
|
||||
1. 用户登录系统,进入策略统计页面
|
||||
2. 系统加载所有策略的统计信息
|
||||
3. 用户选择某个策略查看详细统计:
|
||||
- 查看信号总数、成功率、总盈亏等指标
|
||||
- 查看信号数量趋势图
|
||||
- 查看盈亏趋势图
|
||||
4. 用户可以切换时间维度:
|
||||
- 查看今日统计
|
||||
- 查看本周统计
|
||||
- 查看本月统计
|
||||
- 查看全部统计
|
||||
5. 用户可以查看总体统计:
|
||||
- 查看所有策略的总体指标
|
||||
- 查看趋势分析图表
|
||||
- 查看排行榜
|
||||
|
||||
**预期结果**:
|
||||
- 清晰展示策略的执行效果
|
||||
- 提供多维度的时间统计
|
||||
- 帮助用户优化策略配置
|
||||
|
||||
---
|
||||
|
||||
## 四、界面设计说明
|
||||
|
||||
### 4.1 策略配置页面
|
||||
|
||||
#### 4.1.1 页面布局
|
||||
|
||||
**整体布局**:
|
||||
- 顶部:页面标题"创建策略"或"编辑策略"
|
||||
- 左侧:配置导航(基本信息、触发条件、交易规则、风险控制、高级配置)
|
||||
- 中间:配置表单区域
|
||||
- 底部:操作按钮(保存、取消)
|
||||
|
||||
**配置表单**:
|
||||
- 使用分步骤表单,引导用户逐步配置
|
||||
- 每个步骤有清晰的说明和示例
|
||||
- 必填项用红色星号标记
|
||||
- 提供实时验证和错误提示
|
||||
|
||||
#### 4.1.2 关键组件
|
||||
|
||||
**触发条件配置组件**:
|
||||
- 条件列表:展示已添加的触发条件
|
||||
- 添加条件按钮:点击后弹出条件配置对话框
|
||||
- 条件编辑:支持编辑和删除已有条件
|
||||
- 条件组合:支持设置条件之间的逻辑关系(AND/OR)
|
||||
|
||||
**交易规则配置组件**:
|
||||
- 买入规则配置区域
|
||||
- 卖出规则配置区域
|
||||
- 价格策略选择(固定价格/动态价格)
|
||||
- 价格偏移设置
|
||||
|
||||
**风险控制配置组件**:
|
||||
- 持仓限制输入框
|
||||
- 每日限制输入框
|
||||
- 价格容忍度滑块
|
||||
|
||||
### 4.2 交易信号页面
|
||||
|
||||
#### 4.2.1 页面布局
|
||||
|
||||
**整体布局**:
|
||||
- 顶部:筛选和搜索栏
|
||||
- 中间:信号列表(表格形式)
|
||||
- 底部:分页组件
|
||||
|
||||
**信号列表表格**:
|
||||
- 列:信号类型、策略名称、市场信息、方向、价格、数量、触发原因、生成时间、状态、操作
|
||||
- 支持列排序
|
||||
- 支持行点击查看详情
|
||||
|
||||
#### 4.2.2 关键组件
|
||||
|
||||
**实时信号提示**:
|
||||
- 新信号到达时,顶部显示提示消息
|
||||
- 信号列表自动滚动到顶部
|
||||
- 新信号高亮显示(3 秒后恢复正常)
|
||||
|
||||
**信号状态标签**:
|
||||
- 已生成:蓝色标签
|
||||
- 执行中:黄色标签
|
||||
- 执行成功:绿色标签
|
||||
- 执行失败:红色标签
|
||||
|
||||
**信号详情对话框**:
|
||||
- 模态对话框形式
|
||||
- 展示信号的完整信息
|
||||
- 支持关闭和复制信息
|
||||
|
||||
### 4.3 统计页面
|
||||
|
||||
#### 4.3.1 页面布局
|
||||
|
||||
**整体布局**:
|
||||
- 顶部:时间维度选择(今日/本周/本月/全部)
|
||||
- 左侧:策略列表(如果查看策略统计)
|
||||
- 中间:统计图表和数据表格
|
||||
- 右侧:关键指标卡片
|
||||
|
||||
**统计图表**:
|
||||
- 使用 ECharts 或类似图表库
|
||||
- 支持交互(缩放、筛选等)
|
||||
- 支持导出图片
|
||||
|
||||
#### 4.3.2 关键组件
|
||||
|
||||
**指标卡片**:
|
||||
- 大数字显示关键指标
|
||||
- 支持对比(与上期对比)
|
||||
- 支持趋势箭头(上升/下降)
|
||||
|
||||
**趋势图表**:
|
||||
- 折线图:展示趋势变化
|
||||
- 柱状图:展示数量对比
|
||||
- 饼图:展示分布情况
|
||||
|
||||
---
|
||||
|
||||
## 五、非功能性需求
|
||||
|
||||
### 5.1 性能需求
|
||||
|
||||
**响应时间**:
|
||||
- 页面加载时间:< 2 秒
|
||||
- API 响应时间:< 1 秒
|
||||
- WebSocket 推送延迟:< 100 毫秒
|
||||
|
||||
**并发性能**:
|
||||
- 支持至少 100 个并发用户
|
||||
- 支持至少 1000 个策略同时运行
|
||||
- 支持至少 10000 个信号/天的处理能力
|
||||
|
||||
### 5.2 可用性需求
|
||||
|
||||
**系统可用性**:
|
||||
- 系统可用性:>= 99.5%
|
||||
- 故障恢复时间:< 5 分钟
|
||||
|
||||
**数据实时性**:
|
||||
- NBA 数据更新延迟:< 1 分钟
|
||||
- 交易信号推送延迟:< 5 秒
|
||||
|
||||
### 5.3 安全性需求
|
||||
|
||||
**数据安全**:
|
||||
- 用户配置数据加密存储
|
||||
- API 接口需要身份认证
|
||||
- WebSocket 连接需要身份认证
|
||||
|
||||
**风险控制**:
|
||||
- 所有交易信号需要经过风险控制检查
|
||||
- 异常情况自动告警
|
||||
- 支持紧急停止策略
|
||||
|
||||
### 5.4 兼容性需求
|
||||
|
||||
**浏览器兼容**:
|
||||
- Chrome(最新 2 个版本)
|
||||
- Firefox(最新 2 个版本)
|
||||
- Safari(最新 2 个版本)
|
||||
- Edge(最新 2 个版本)
|
||||
|
||||
**设备兼容**:
|
||||
- 桌面端:1920x1080 及以上分辨率
|
||||
- 平板端:768x1024 及以上分辨率
|
||||
- 移动端:375x667 及以上分辨率(响应式设计)
|
||||
|
||||
---
|
||||
|
||||
## 六、产品特性
|
||||
|
||||
### 6.1 核心特性
|
||||
|
||||
1. **简单易用**:
|
||||
- 直观的配置界面,降低使用门槛
|
||||
- 清晰的步骤引导,帮助用户快速上手
|
||||
- 丰富的帮助文档和示例
|
||||
|
||||
2. **实时响应**:
|
||||
- 实时获取 NBA 比赛数据
|
||||
- 实时执行量化分析
|
||||
- 实时推送交易信号
|
||||
|
||||
3. **数据驱动**:
|
||||
- 基于专业的 NBA 数据分析
|
||||
- 支持多种数据指标和特征
|
||||
- 提供数据可视化展示
|
||||
|
||||
4. **风险可控**:
|
||||
- 完善的风险控制参数
|
||||
- 自动风险检查机制
|
||||
- 异常情况告警
|
||||
|
||||
### 6.2 扩展特性
|
||||
|
||||
1. **策略模板**:
|
||||
- 提供预定义的策略模板
|
||||
- 用户可以基于模板快速创建策略
|
||||
- 支持模板的导入和导出
|
||||
|
||||
2. **回测功能**:
|
||||
- 支持历史数据回测
|
||||
- 评估策略的历史表现
|
||||
- 优化策略参数
|
||||
|
||||
3. **多账户支持**:
|
||||
- 支持多个交易账户
|
||||
- 每个账户可以配置不同的策略
|
||||
- 统一管理和监控
|
||||
|
||||
---
|
||||
|
||||
## 七、产品路线图
|
||||
|
||||
### 7.1 第一阶段:MVP 版本(2-3 个月)
|
||||
|
||||
**核心功能**:
|
||||
- 策略配置管理(创建、编辑、删除、列表)
|
||||
- 基础量化分析(简单策略逻辑)
|
||||
- 交易信号生成和推送
|
||||
- 基础统计展示
|
||||
|
||||
**目标**:
|
||||
- 验证产品可行性
|
||||
- 收集用户反馈
|
||||
- 优化核心功能
|
||||
|
||||
### 7.2 第二阶段:功能完善(2-3 个月)
|
||||
|
||||
**新增功能**:
|
||||
- 完善量化分析逻辑(支持复杂策略)
|
||||
- 完善特征提取和数据处理
|
||||
- 完善统计和可视化
|
||||
- 策略模板功能
|
||||
|
||||
**目标**:
|
||||
- 提升产品功能完整性
|
||||
- 提升用户体验
|
||||
- 扩大用户群体
|
||||
|
||||
### 7.3 第三阶段:高级功能(3-4 个月)
|
||||
|
||||
**新增功能**:
|
||||
- 回测功能
|
||||
- 机器学习集成
|
||||
- 多账户支持
|
||||
- 高级统计分析
|
||||
|
||||
**目标**:
|
||||
- 提升产品竞争力
|
||||
- 满足高级用户需求
|
||||
- 建立产品壁垒
|
||||
|
||||
---
|
||||
|
||||
## 八、附录
|
||||
|
||||
### 8.1 术语表
|
||||
|
||||
- **量化策略**:基于数据分析和算法模型的交易策略
|
||||
- **交易信号**:系统生成的买入或卖出建议
|
||||
- **触发条件**:满足哪些条件时生成交易信号
|
||||
- **风险控制**:限制交易风险的各种参数和机制
|
||||
- **WebSocket**:一种实时通信协议,用于推送数据
|
||||
|
||||
### 8.2 参考文档
|
||||
|
||||
- NBA 比赛分析框架文档(NBA.md)
|
||||
- 技术方案文档(nba-api-integration-technical-solution.md)
|
||||
- API 接口文档(待补充)
|
||||
- 用户手册(待补充)
|
||||
|
||||
---
|
||||
|
||||
**文档结束**
|
||||
|
||||
@@ -0,0 +1,567 @@
|
||||
# NBA 量化策略前端可配置参数清单
|
||||
|
||||
## 一、参数分类
|
||||
|
||||
前端可配置参数分为以下几类:
|
||||
1. **策略基本信息**:策略名称、描述等
|
||||
2. **比赛筛选参数**:选择关注的比赛
|
||||
3. **触发条件参数**:控制何时生成交易信号
|
||||
4. **交易规则参数**:控制如何执行交易
|
||||
5. **风险控制参数**:限制交易风险
|
||||
6. **算法权重参数**(高级):调整算法内部权重
|
||||
7. **系统配置参数**:数据更新频率、推送设置等
|
||||
|
||||
---
|
||||
|
||||
## 二、详细参数列表
|
||||
|
||||
### 2.1 策略基本信息(必填)
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|------|---------|
|
||||
| **策略名称** | String | ✅ | - | 用户自定义策略名称,1-50 字符 | Input |
|
||||
| **策略描述** | String | ❌ | - | 策略的简要说明,最多 200 字符 | TextArea |
|
||||
| **关联账户** | Long | ✅ | - | 选择用于交易的账户 | Select |
|
||||
| **启用状态** | Boolean | ❌ | true | 是否启用该策略 | Switch |
|
||||
|
||||
---
|
||||
|
||||
### 2.2 比赛筛选参数(可选)
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|------|---------|
|
||||
| **关注球队** | List\<String\> | ❌ | [] | 选择关注的球队(可选,不选择则分析所有比赛) | MultiSelect |
|
||||
| **日期范围** | DateRange | ❌ | 今日 | 选择关注的日期范围 | DateRangePicker |
|
||||
| **比赛重要性** | Enum | ❌ | 全部 | 选择比赛重要性(全部/常规赛/季后赛/关键战) | Select |
|
||||
| **主客场筛选** | Enum | ❌ | 全部 | 筛选主队或客队(全部/仅主队/仅客队) | Select |
|
||||
|
||||
---
|
||||
|
||||
### 2.3 触发条件参数(必填)
|
||||
|
||||
#### 2.3.1 概率阈值参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **最小获胜概率差异** | Decimal | ✅ | 0.1 | 0.05 - 0.5 | 主队和客队获胜概率的最小差异(如 0.1 表示至少 10% 的差异) | InputNumber (0-1, 步长 0.01) |
|
||||
| **最小获胜概率** | Decimal | ❌ | 0.55 | 0.5 - 1.0 | 生成买入信号时的最小获胜概率(可选,不设置则不限制) | InputNumber (0-1, 步长 0.01) |
|
||||
| **最大获胜概率** | Decimal | ❌ | - | 0.0 - 0.5 | 生成买入信号时的最大获胜概率(可选,用于反向策略) | InputNumber (0-1, 步长 0.01) |
|
||||
|
||||
#### 2.3.2 交易价值参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **最小交易价值** | Decimal | ✅ | 0.05 | 0.0 - 1.0 | 交易价值评分的最小值,只有达到此值才会生成信号 | InputNumber (0-1, 步长 0.01) |
|
||||
|
||||
#### 2.3.3 时间条件参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **最小剩余时间** | Integer | ❌ | 5 | 0 - 48 | 生成信号时的最小剩余时间(分钟),0 表示不限制 | InputNumber (0-48) |
|
||||
| **最大剩余时间** | Integer | ❌ | - | 0 - 48 | 生成信号时的最大剩余时间(分钟),可选 | InputNumber (0-48) |
|
||||
| **比赛阶段限制** | Enum | ❌ | 全部 | 全部/仅比赛前/仅比赛中/仅比赛后 | 限制在哪个阶段生成信号 | Select |
|
||||
|
||||
#### 2.3.4 分差条件参数(可选)
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **最小分差** | Integer | ❌ | - | -50 - 50 | 生成信号时的最小分差(主队得分 - 客队得分),可选 | InputNumber |
|
||||
| **最大分差** | Integer | ❌ | - | -50 - 50 | 生成信号时的最大分差,可选 | InputNumber |
|
||||
| **分差范围** | Enum | ❌ | 全部 | 全部/小分差(<5分)/中分差(5-15分)/大分差(>15分) | 限制分差范围 | Select |
|
||||
|
||||
---
|
||||
|
||||
### 2.4 交易规则参数
|
||||
|
||||
#### 2.4.1 买入规则参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **买入金额策略** | Enum | ✅ | FIXED | FIXED/RATIO/DYNAMIC | 买入金额计算方式 | Select |
|
||||
| **固定买入金额** | Decimal | 条件必填 | 10 | > 0 | 固定金额策略时的买入金额(USDC) | InputNumber |
|
||||
| **买入比例** | Decimal | 条件必填 | 0.1 | 0.01 - 1.0 | 按比例策略时的买入比例(账户余额的百分比) | InputNumber (0-1, 步长 0.01) |
|
||||
| **基础买入金额** | Decimal | 条件必填 | 10 | > 0 | 动态计算策略时的基础金额(USDC) | InputNumber |
|
||||
| **买入时机** | Enum | ✅ | IMMEDIATE | IMMEDIATE/DELAYED | 立即买入或延迟买入 | Select |
|
||||
| **延迟买入时间** | Integer | 条件必填 | 0 | 0 - 300 | 延迟买入的秒数(仅在延迟买入时生效) | InputNumber (0-300) |
|
||||
| **买入方向** | Enum | ✅ | AUTO | AUTO/YES/NO | 买入方向:AUTO=系统自动判断,YES/NO=固定方向 | Select |
|
||||
| **说明** | - | - | - | - | 系统会自动分析两支队伍,选择获胜概率更高、交易价值更大的方向 | Info |
|
||||
|
||||
#### 2.4.2 卖出规则参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **启用卖出** | Boolean | ✅ | true | - | 是否启用卖出功能 | Switch |
|
||||
| **止盈阈值** | Decimal | ❌ | 0.2 | 0.0 - 1.0 | 预期收益达到多少时卖出(如 0.2 表示 20%) | InputNumber (0-1, 步长 0.01) |
|
||||
| **止损阈值** | Decimal | ❌ | -0.1 | -1.0 - 0.0 | 预期亏损达到多少时卖出(如 -0.1 表示 -10%) | InputNumber (-1-0, 步长 0.01) |
|
||||
| **概率反转阈值** | Decimal | ❌ | 0.15 | 0.0 - 1.0 | 获胜概率反转多少时卖出(如 0.15 表示 15%) | InputNumber (0-1, 步长 0.01) |
|
||||
| **卖出比例** | Decimal | ✅ | 1.0 | 0.1 - 1.0 | 卖出时的比例(1.0 表示全部卖出) | InputNumber (0-1, 步长 0.1) |
|
||||
| **卖出时机** | Enum | ✅ | IMMEDIATE | IMMEDIATE/DELAYED | 立即卖出或延迟卖出 | Select |
|
||||
| **延迟卖出时间** | Integer | 条件必填 | 0 | 0 - 300 | 延迟卖出的秒数(仅在延迟卖出时生效) | InputNumber (0-300) |
|
||||
|
||||
#### 2.4.3 价格策略参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **价格策略** | Enum | ✅ | MARKET | FIXED/MARKET/DYNAMIC | 价格计算方式 | Select |
|
||||
| **固定价格** | Decimal | 条件必填 | - | 0.01 - 0.99 | 固定价格策略时的价格(仅在固定价格时生效) | InputNumber (0-1, 步长 0.01) |
|
||||
| **价格偏移** | Decimal | ❌ | 0.0 | -0.1 - 0.1 | 价格偏移百分比(用于调整价格,提高交易成功率,如 0.05 表示 +5%) | InputNumber (-0.1-0.1, 步长 0.01) |
|
||||
|
||||
---
|
||||
|
||||
### 2.5 风险控制参数
|
||||
|
||||
#### 2.5.1 持仓限制参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **最大持仓** | Decimal | ✅ | 50 | >= 1 | 单次最大买入金额(USDC) | InputNumber (>= 1) |
|
||||
| **最小持仓** | Decimal | ✅ | 5 | >= 1 | 单次最小买入金额(USDC) | InputNumber (>= 1) |
|
||||
| **单场比赛最大持仓** | Decimal | ❌ | - | >= 1 | 单场比赛的最大持仓金额(USDC),可选 | InputNumber (>= 1) |
|
||||
|
||||
#### 2.5.2 每日限制参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **每日亏损限制** | Decimal | ❌ | 100 | > 0 | 每日最大亏损金额(USDC),可选 | InputNumber (> 0) |
|
||||
| **每日订单限制** | Integer | ❌ | 20 | > 0 | 每日最大订单数量,可选 | InputNumber (> 0) |
|
||||
| **每日盈利目标** | Decimal | ❌ | - | > 0 | 每日盈利目标(USDC),达到后停止交易,可选 | InputNumber (> 0) |
|
||||
|
||||
#### 2.5.3 价格容忍度参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **价格容忍度** | Decimal | ❌ | 0.05 | 0.0 - 1.0 | 允许的价格偏差百分比(如 0.05 表示 5%) | InputNumber (0-1, 步长 0.01) |
|
||||
|
||||
#### 2.5.4 概率置信度参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **最小概率阈值** | Decimal | ❌ | - | 0.5 - 1.0 | 最小获胜概率阈值(可选,不设置则不限制) | InputNumber (0.5-1.0, 步长 0.01) |
|
||||
| **最大概率阈值** | Decimal | ❌ | - | 0.0 - 0.5 | 最大获胜概率阈值(可选,用于反向策略) | InputNumber (0-0.5, 步长 0.01) |
|
||||
|
||||
---
|
||||
|
||||
### 2.6 算法权重参数(高级,可选)
|
||||
|
||||
#### 2.6.1 综合评分权重参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **基础实力权重** | Decimal | ❌ | 0.3 | 0.0 - 1.0 | 基础实力评分在综合评分中的权重 | InputNumber (0-1, 步长 0.05) |
|
||||
| **近期状态权重** | Decimal | ❌ | 0.25 | 0.0 - 1.0 | 近期状态评分在综合评分中的权重 | InputNumber (0-1, 步长 0.05) |
|
||||
| **阵容完整度权重** | Decimal | ❌ | 0.2 | 0.0 - 1.0 | 阵容完整度评分在综合评分中的权重 | InputNumber (0-1, 步长 0.05) |
|
||||
| **球星状态权重** | Decimal | ❌ | 0.15 | 0.0 - 1.0 | 球星状态评分在综合评分中的权重 | InputNumber (0-1, 步长 0.05) |
|
||||
| **环境因素权重** | Decimal | ❌ | 0.1 | 0.0 - 1.0 | 环境因素评分在综合评分中的权重 | InputNumber (0-1, 步长 0.05) |
|
||||
| **说明** | - | - | - | - | 所有权重之和应该等于 1.0,系统会自动归一化 | Info |
|
||||
|
||||
#### 2.6.2 对位分析权重参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **对位优势权重** | Decimal | ❌ | 0.2 | 0.0 - 1.0 | 对位优势在获胜概率调整中的权重 | InputNumber (0-1, 步长 0.05) |
|
||||
|
||||
#### 2.6.3 实时状态权重参数(仅比赛进行中)
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **分差调整权重** | Decimal | ❌ | 0.3 | 0.0 - 1.0 | 分差调整在实时概率调整中的权重 | InputNumber (0-1, 步长 0.05) |
|
||||
| **势头调整权重** | Decimal | ❌ | 0.2 | 0.0 - 1.0 | 势头调整在实时概率调整中的权重 | InputNumber (0-1, 步长 0.05) |
|
||||
|
||||
---
|
||||
|
||||
### 2.7 系统配置参数
|
||||
|
||||
#### 2.7.1 数据更新参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **数据更新频率** | Integer | ✅ | 30 | 10/30/60/300 | NBA 数据更新频率(秒) | Select |
|
||||
| **分析频率** | Integer | ✅ | 30 | 10/30/60/300 | 量化分析执行频率(秒) | Select |
|
||||
|
||||
#### 2.7.2 推送设置参数
|
||||
|
||||
| 参数名称 | 类型 | 必填 | 默认值 | 取值范围 | 说明 | UI 组件 |
|
||||
|---------|------|------|--------|----------|------|---------|
|
||||
| **推送失败订单** | Boolean | ❌ | false | - | 是否推送失败订单 | Switch |
|
||||
| **推送频率** | Enum | ❌ | REALTIME | REALTIME/BATCH | 实时推送或批量推送 | Select |
|
||||
| **批量推送间隔** | Integer | 条件必填 | 1 | 1 - 60 | 批量推送的时间间隔(秒,仅在批量推送时生效) | InputNumber (1-60) |
|
||||
|
||||
---
|
||||
|
||||
## 三、参数分组和页面布局建议
|
||||
|
||||
### 3.1 参数分组
|
||||
|
||||
**基础配置组**(第一页):
|
||||
- 策略基本信息
|
||||
- 比赛筛选参数
|
||||
|
||||
**触发条件组**(第二页):
|
||||
- 概率阈值参数
|
||||
- 交易价值参数
|
||||
- 时间条件参数
|
||||
- 分差条件参数
|
||||
|
||||
**交易规则组**(第三页):
|
||||
- 买入规则参数
|
||||
- 卖出规则参数
|
||||
- 价格策略参数
|
||||
|
||||
**风险控制组**(第四页):
|
||||
- 持仓限制参数
|
||||
- 每日限制参数
|
||||
- 价格容忍度参数
|
||||
- 概率置信度参数
|
||||
|
||||
**高级配置组**(第五页,可折叠):
|
||||
- 算法权重参数
|
||||
- 系统配置参数
|
||||
|
||||
### 3.2 UI 组件建议
|
||||
|
||||
**表单布局**:
|
||||
- 使用分步骤表单(Stepper),引导用户逐步配置
|
||||
- 每个步骤有清晰的标题和说明
|
||||
- 必填项用红色星号标记
|
||||
- 提供实时验证和错误提示
|
||||
|
||||
**参数展示**:
|
||||
- 使用折叠面板(Collapse)组织相关参数
|
||||
- 高级参数默认折叠,用户可展开查看
|
||||
- 提供参数说明和示例
|
||||
- 提供参数推荐值(基于历史数据)
|
||||
|
||||
**交互优化**:
|
||||
- 条件显示:某些参数只在特定条件下显示(如固定价格只在价格策略=固定时显示)
|
||||
- 联动验证:相关参数之间进行联动验证(如最大持仓 >= 最小持仓)
|
||||
- 实时预览:显示参数配置后的预期效果(如预期信号数量、预期交易频率等)
|
||||
|
||||
---
|
||||
|
||||
## 四、参数验证规则
|
||||
|
||||
### 4.1 必填参数验证
|
||||
|
||||
- 策略名称:不能为空,1-50 字符,不能重复
|
||||
- 关联账户:必须选择
|
||||
- 最小获胜概率差异:必须 > 0
|
||||
- 最小交易价值:必须 >= 0
|
||||
- 最大持仓:必须 >= 1
|
||||
- 最小持仓:必须 >= 1
|
||||
- 数据更新频率:必须选择
|
||||
- 分析频率:必须选择
|
||||
|
||||
### 4.2 数值范围验证
|
||||
|
||||
- 概率相关参数:必须在 [0, 1] 范围内
|
||||
- 金额相关参数:必须 > 0
|
||||
- 时间相关参数:必须在合理范围内(如 0-48 分钟)
|
||||
- 权重相关参数:必须在 [0, 1] 范围内,且总和应该接近 1.0
|
||||
|
||||
### 4.3 逻辑关系验证
|
||||
|
||||
- 最大持仓 >= 最小持仓
|
||||
- 最大剩余时间 >= 最小剩余时间(如果都设置了)
|
||||
- 最大分差 >= 最小分差(如果都设置了)
|
||||
- 最大概率阈值 <= 最小概率阈值(如果都设置了)
|
||||
- 权重总和应该在 0.9 - 1.1 范围内(系统会自动归一化)
|
||||
|
||||
### 4.4 条件依赖验证
|
||||
|
||||
- 如果买入金额策略 = FIXED,则固定买入金额必填
|
||||
- 如果买入金额策略 = RATIO,则买入比例必填
|
||||
- 如果买入金额策略 = DYNAMIC,则基础买入金额必填
|
||||
- 如果价格策略 = FIXED,则固定价格必填
|
||||
- 如果买入时机 = DELAYED,则延迟买入时间必填
|
||||
- 如果卖出时机 = DELAYED,则延迟卖出时间必填
|
||||
- 如果推送频率 = BATCH,则批量推送间隔必填
|
||||
|
||||
---
|
||||
|
||||
## 五、参数默认值建议
|
||||
|
||||
### 5.1 新手推荐配置
|
||||
|
||||
**保守策略**(适合新手):
|
||||
- 最小获胜概率差异:0.15(更严格的条件)
|
||||
- 最小交易价值:0.08(更高的价值要求)
|
||||
- 最大持仓:20 USDC(较小的持仓)
|
||||
- 最小持仓:5 USDC
|
||||
- 每日亏损限制:50 USDC
|
||||
- 价格容忍度:0.03(3%,较严格)
|
||||
|
||||
**稳健策略**(推荐):
|
||||
- 最小获胜概率差异:0.1(标准条件)
|
||||
- 最小交易价值:0.05(标准价值)
|
||||
- 最大持仓:50 USDC
|
||||
- 最小持仓:5 USDC
|
||||
- 每日亏损限制:100 USDC
|
||||
- 价格容忍度:0.05(5%)
|
||||
|
||||
**激进策略**(适合有经验的用户):
|
||||
- 最小获胜概率差异:0.05(较宽松的条件)
|
||||
- 最小交易价值:0.03(较低的价值要求)
|
||||
- 最大持仓:100 USDC(较大的持仓)
|
||||
- 最小持仓:10 USDC
|
||||
- 每日亏损限制:200 USDC
|
||||
- 价格容忍度:0.1(10%,较宽松)
|
||||
|
||||
### 5.2 参数模板
|
||||
|
||||
系统可以提供预定义的参数模板:
|
||||
- **保守模板**:使用保守策略的默认值
|
||||
- **稳健模板**:使用稳健策略的默认值
|
||||
- **激进模板**:使用激进策略的默认值
|
||||
- **自定义模板**:用户保存的自定义配置
|
||||
|
||||
### 5.3 基于历史数据的推荐值
|
||||
|
||||
#### 5.3.1 推荐值功能概述
|
||||
|
||||
系统可以根据历史数据分析和回测结果,为每个可配置参数提供智能推荐值,帮助用户快速配置策略,提高策略效果。
|
||||
|
||||
#### 5.3.2 推荐值计算方式
|
||||
|
||||
**方式一:基于历史回测的推荐值**
|
||||
|
||||
**计算流程**:
|
||||
1. 使用历史比赛数据(如过去 1-3 个赛季)
|
||||
2. 对不同的参数组合进行回测
|
||||
3. 评估每个参数组合的效果(准确率、盈亏、风险等)
|
||||
4. 选择最优的参数组合作为推荐值
|
||||
|
||||
**评估指标**:
|
||||
- 信号准确率:预测获胜 vs 实际获胜的比例
|
||||
- 总盈亏:累计盈亏金额
|
||||
- 盈亏比率:盈利信号的平均盈亏 / 亏损信号的平均盈亏
|
||||
- 最大回撤:最大连续亏损
|
||||
- 夏普比率:风险调整后的收益
|
||||
|
||||
**推荐值选择**:
|
||||
- 选择综合评分最高的参数组合
|
||||
- 综合评分 = 准确率 × 0.3 + 盈亏比率 × 0.3 + 夏普比率 × 0.2 + (1 - 最大回撤率) × 0.2
|
||||
|
||||
**方式二:基于用户策略的推荐值**
|
||||
|
||||
**计算方式**:
|
||||
- 分析用户已有策略的参数配置
|
||||
- 统计表现最好的策略的参数分布
|
||||
- 计算参数的平均值或中位数作为推荐值
|
||||
|
||||
**适用场景**:
|
||||
- 新用户:使用所有用户的最佳策略参数
|
||||
- 老用户:使用该用户自己的最佳策略参数
|
||||
|
||||
**方式三:基于市场环境的推荐值**
|
||||
|
||||
**动态调整**:
|
||||
- 根据当前市场环境(波动性、流动性等)动态调整推荐值
|
||||
- 市场波动大时:提高概率阈值,降低持仓
|
||||
- 市场稳定时:降低概率阈值,提高持仓
|
||||
|
||||
**环境因素**:
|
||||
- 市场波动性:基于近期价格的波动率
|
||||
- 市场流动性:基于订单深度和交易量
|
||||
- 比赛重要性:季后赛 vs 常规赛
|
||||
|
||||
#### 5.3.3 推荐值展示方式
|
||||
|
||||
**在参数输入框中的展示**:
|
||||
- 在参数输入框旁边显示推荐值按钮(如"使用推荐值"图标)
|
||||
- 点击后自动填充推荐值
|
||||
- 推荐值用不同颜色标识(如蓝色高亮)
|
||||
- 显示推荐值的来源标签(如"基于历史回测"、"基于您的策略"、"基于市场环境")
|
||||
- 显示推荐值的置信度(如"高置信度"、"中置信度"、"低置信度")
|
||||
|
||||
**推荐值详细说明**:
|
||||
- 点击推荐值按钮后,弹出推荐值说明卡片
|
||||
- 显示推荐值的计算依据
|
||||
- 显示使用该推荐值的预期效果(如"预期准确率 65%"、"预期盈亏比 1.5")
|
||||
- 显示推荐值的适用场景(如"适合保守策略"、"适合激进策略")
|
||||
- 显示推荐值的验证数据(如"基于 500 场历史比赛验证")
|
||||
|
||||
**参数对比展示**:
|
||||
- 在参数配置页面底部显示"推荐值对比"面板
|
||||
- 显示当前配置值 vs 推荐值的对比
|
||||
- 显示预期效果对比(如准确率、盈亏等)
|
||||
- 提供"应用所有推荐值"按钮,一键应用所有推荐值
|
||||
- 提供"应用部分推荐值"选项,让用户选择应用哪些推荐值
|
||||
|
||||
#### 5.3.4 推荐值更新机制
|
||||
|
||||
**更新频率**:
|
||||
- 每周更新一次:基于最新的历史数据
|
||||
- 每月深度更新:重新进行完整的回测分析
|
||||
- 实时更新:根据市场环境变化实时调整(仅市场环境相关参数)
|
||||
|
||||
**触发更新**:
|
||||
- 新赛季开始:使用新赛季的数据重新计算
|
||||
- 市场环境变化:检测到市场环境显著变化时更新
|
||||
- 用户请求:用户手动触发更新
|
||||
|
||||
**更新通知**:
|
||||
- 在策略配置页面显示"推荐值已更新"提示
|
||||
- 显示更新内容(哪些参数有变化)
|
||||
- 提供"查看更新"按钮,查看详细的更新说明
|
||||
- 提供"应用更新"按钮,一键应用更新的推荐值
|
||||
|
||||
#### 5.3.5 推荐值个性化
|
||||
|
||||
**基于用户偏好的推荐**:
|
||||
|
||||
**偏好设置**:
|
||||
- 风险偏好:保守/稳健/激进
|
||||
- 交易频率偏好:低频/中频/高频
|
||||
- 持仓偏好:小持仓/中持仓/大持仓
|
||||
|
||||
**个性化推荐**:
|
||||
- 根据用户偏好筛选推荐值
|
||||
- 优先推荐符合用户偏好的参数组合
|
||||
- 提供多个推荐选项(保守推荐、稳健推荐、激进推荐)
|
||||
|
||||
**基于策略类型的推荐**:
|
||||
|
||||
**策略类型**:
|
||||
- 保守策略:高概率阈值、小持仓、严格风险控制
|
||||
- 稳健策略:中等概率阈值、中等持仓、标准风险控制
|
||||
- 激进策略:低概率阈值、大持仓、宽松风险控制
|
||||
|
||||
**类型推荐**:
|
||||
- 用户选择策略类型后,自动推荐该类型的参数值
|
||||
- 提供策略类型模板,一键应用
|
||||
|
||||
#### 5.3.6 推荐值验证和反馈
|
||||
|
||||
**推荐值验证**:
|
||||
|
||||
**验证方式**:
|
||||
- 使用历史数据验证推荐值的有效性
|
||||
- 计算推荐值的回测准确率
|
||||
- 评估推荐值的风险水平
|
||||
|
||||
**验证结果展示**:
|
||||
- 显示推荐值的验证状态(如"已验证"、"待验证")
|
||||
- 显示验证数据(如"基于 500 场历史比赛验证")
|
||||
- 显示验证指标(如准确率、盈亏比等)
|
||||
- 显示验证时间(如"2024-12-01 验证")
|
||||
|
||||
**用户反馈机制**:
|
||||
|
||||
**反馈收集**:
|
||||
- 用户使用推荐值后,可以反馈效果
|
||||
- 收集用户对推荐值的满意度(1-5 星)
|
||||
- 收集用户的实际使用效果数据(准确率、盈亏等)
|
||||
|
||||
**反馈应用**:
|
||||
- 根据用户反馈调整推荐算法
|
||||
- 优化推荐值的准确性
|
||||
- 提高推荐值的适用性
|
||||
|
||||
#### 5.3.7 推荐值功能实现
|
||||
|
||||
**前端实现**:
|
||||
|
||||
**UI 组件**:
|
||||
- 推荐值按钮:在参数输入框旁边显示推荐值图标按钮
|
||||
- 推荐值卡片:点击后显示推荐值的详细说明
|
||||
- 推荐值对比面板:显示当前值 vs 推荐值的对比
|
||||
- 推荐值应用按钮:一键应用所有推荐值
|
||||
|
||||
**交互流程**:
|
||||
1. 用户进入策略配置页面
|
||||
2. 系统异步加载推荐值(不阻塞页面加载)
|
||||
3. 在参数输入框旁边显示推荐值按钮(如果该参数有推荐值)
|
||||
4. 用户点击推荐值按钮,查看推荐值详情
|
||||
5. 用户可以选择应用推荐值或手动调整
|
||||
6. 用户可以在底部查看所有推荐值的对比
|
||||
|
||||
**后端实现**:
|
||||
|
||||
**推荐值计算服务**:
|
||||
- 历史回测服务:执行历史数据回测
|
||||
- 推荐值计算服务:计算推荐值
|
||||
- 推荐值缓存服务:缓存推荐值,提高响应速度
|
||||
|
||||
**API 接口**:
|
||||
- 获取推荐值接口:根据参数类型和用户偏好返回推荐值
|
||||
- 更新推荐值接口:触发推荐值更新
|
||||
- 推荐值验证接口:验证推荐值的有效性
|
||||
- 用户反馈接口:收集用户反馈
|
||||
|
||||
**数据存储**:
|
||||
|
||||
**推荐值存储**:
|
||||
- 存储推荐值计算结果
|
||||
- 存储推荐值的计算依据和验证结果
|
||||
- 存储用户反馈数据
|
||||
|
||||
**缓存策略**:
|
||||
- 推荐值缓存 24 小时(每天更新一次)
|
||||
- 市场环境变化时立即更新缓存
|
||||
- 用户请求时优先使用缓存,异步更新
|
||||
|
||||
#### 5.3.8 推荐值参数列表
|
||||
|
||||
以下参数支持推荐值功能:
|
||||
|
||||
**触发条件参数**:
|
||||
- 最小获胜概率差异:基于历史回测的最优值
|
||||
- 最小交易价值:基于历史回测的最优值
|
||||
- 最小剩余时间:基于历史回测的最优值
|
||||
|
||||
**交易规则参数**:
|
||||
- 买入金额策略:基于用户策略的推荐
|
||||
- 固定买入金额:基于用户策略的推荐
|
||||
- 买入比例:基于用户策略的推荐
|
||||
- 价格策略:基于市场环境的推荐
|
||||
- 价格偏移:基于历史回测的最优值
|
||||
|
||||
**风险控制参数**:
|
||||
- 最大持仓:基于用户偏好和账户余额的推荐
|
||||
- 最小持仓:基于用户偏好和账户余额的推荐
|
||||
- 每日亏损限制:基于用户账户余额的推荐
|
||||
- 每日订单限制:基于历史数据的推荐
|
||||
- 价格容忍度:基于市场环境的推荐
|
||||
|
||||
**卖出规则参数**:
|
||||
- 止盈阈值:基于历史回测的最优值
|
||||
- 止损阈值:基于历史回测的最优值
|
||||
- 概率反转阈值:基于历史回测的最优值
|
||||
|
||||
**算法权重参数**(高级):
|
||||
- 综合评分权重:基于历史回测的最优值
|
||||
- 对位分析权重:基于历史回测的最优值
|
||||
- 实时状态权重:基于历史回测的最优值
|
||||
|
||||
---
|
||||
|
||||
## 六、参数说明和帮助
|
||||
|
||||
### 6.1 参数说明
|
||||
|
||||
每个参数都应该有清晰的说明:
|
||||
- **参数名称**:简洁明了的名称
|
||||
- **参数说明**:详细说明参数的作用和影响
|
||||
- **取值范围**:明确的范围和单位
|
||||
- **推荐值**:基于历史数据的推荐值
|
||||
- **示例**:具体的使用示例
|
||||
|
||||
### 6.2 帮助文档
|
||||
|
||||
提供以下帮助内容:
|
||||
- **参数说明文档**:详细的参数说明文档
|
||||
- **策略配置指南**:如何配置策略的指南
|
||||
- **常见问题**:常见配置问题和解答
|
||||
- **最佳实践**:配置策略的最佳实践
|
||||
|
||||
### 6.3 实时提示
|
||||
|
||||
在配置过程中提供实时提示:
|
||||
- **参数影响提示**:说明参数调整对策略的影响
|
||||
- **风险提示**:高风险配置的警告提示
|
||||
- **优化建议**:基于当前配置的优化建议
|
||||
|
||||
---
|
||||
|
||||
**文档结束**
|
||||
|
||||
@@ -0,0 +1,886 @@
|
||||
# Polymarket NBA 赛事列表获取方案
|
||||
|
||||
## 一、概述
|
||||
|
||||
本文档描述了如何从 Polymarket 获取 NBA 赛事列表,用于量化交易系统中的比赛筛选和市场匹配。
|
||||
|
||||
---
|
||||
|
||||
## 二、Polymarket API 接口分析
|
||||
|
||||
### 2.1 Gamma API 接口
|
||||
|
||||
**Base URL**: `https://gamma-api.polymarket.com`
|
||||
|
||||
**当前接口**:
|
||||
- `/markets`: 根据 condition IDs 获取市场信息
|
||||
- 不支持直接按分类筛选
|
||||
|
||||
**接口限制**:
|
||||
- 只能通过 condition_ids 参数查询特定市场
|
||||
- 不支持按分类、标签、关键词等筛选
|
||||
|
||||
### 2.2 市场数据结构
|
||||
|
||||
**MarketResponse 字段**:
|
||||
- `id`: 市场 ID
|
||||
- `question`: 市场名称(如 "Will the Lakers win?")
|
||||
- `conditionId`: Condition ID(16 进制)
|
||||
- `slug`: 市场 slug(用于生成链接)
|
||||
- `category`: 分类(如 "sports")
|
||||
- `active`: 是否活跃
|
||||
- `closed`: 是否已关闭
|
||||
- `archived`: 是否已归档
|
||||
- `endDate`: 结束日期
|
||||
- `startDate`: 开始日期
|
||||
- `outcomes`: 结果选项(JSON 字符串)
|
||||
- `volume`: 交易量
|
||||
- `liquidity`: 流动性
|
||||
|
||||
---
|
||||
|
||||
## 三、获取 NBA 赛事列表的方案
|
||||
|
||||
### 3.1 方案一:通过 Events API 获取(推荐)
|
||||
|
||||
**接口信息**:
|
||||
- **Base URL**: `https://gamma-api.polymarket.com`
|
||||
- **接口路径**: `/events` 或 `/series`
|
||||
- **说明**: Polymarket 可能提供 Events API 或 Series API,可以按分类获取事件列表
|
||||
|
||||
**实现方式**:
|
||||
1. 调用 Events API,筛选分类为 "sports" 的事件
|
||||
2. 进一步筛选包含 "NBA" 关键词的事件
|
||||
3. 获取每个事件关联的市场列表
|
||||
|
||||
**优点**:
|
||||
- 可以直接按分类筛选
|
||||
- 数据结构更清晰(事件 -> 市场)
|
||||
- 可以获取事件级别的信息
|
||||
|
||||
**缺点**:
|
||||
- 需要确认 API 是否支持分类筛选
|
||||
- 可能需要额外的 API 调用
|
||||
|
||||
### 3.2 方案二:通过搜索接口获取
|
||||
|
||||
**接口信息**:
|
||||
- **Base URL**: `https://gamma-api.polymarket.com`
|
||||
- **接口路径**: `/search` 或 `/markets/search`
|
||||
- **说明**: 使用搜索接口,通过关键词 "NBA" 搜索市场
|
||||
|
||||
**实现方式**:
|
||||
1. 调用搜索接口,搜索关键词 "NBA"
|
||||
2. 过滤结果,确保分类为 "sports"
|
||||
3. 进一步过滤,确保市场名称或描述中包含 NBA 相关信息
|
||||
|
||||
**优点**:
|
||||
- 可以直接搜索 NBA 相关市场
|
||||
- 实现简单
|
||||
|
||||
**缺点**:
|
||||
- 可能遗漏一些市场(如果名称不包含 "NBA")
|
||||
- 搜索结果可能包含不相关的市场
|
||||
|
||||
### 3.3 方案三:获取所有市场后过滤(备选)
|
||||
|
||||
**实现方式**:
|
||||
1. 调用 `/markets` 接口,不传 condition_ids(如果支持)
|
||||
2. 或者定期爬取 Polymarket 网站,获取所有市场
|
||||
3. 在本地过滤:分类 = "sports" 且包含 NBA 相关信息
|
||||
|
||||
**优点**:
|
||||
- 不依赖特定 API 接口
|
||||
- 可以获取完整的数据
|
||||
|
||||
**缺点**:
|
||||
- 需要获取大量数据,效率低
|
||||
- 需要定期更新
|
||||
- 如果 API 不支持获取所有市场,需要爬取网站
|
||||
|
||||
### 3.4 方案四:通过 Subgraph API 获取(如果可用)
|
||||
|
||||
**接口信息**:
|
||||
- **Base URL**: Polymarket Subgraph API
|
||||
- **说明**: 使用 GraphQL 查询,可以灵活筛选
|
||||
|
||||
**实现方式**:
|
||||
1. 使用 GraphQL 查询,筛选分类为 "sports" 的市场
|
||||
2. 进一步筛选包含 "NBA" 的市场
|
||||
3. 可以按时间、状态等条件筛选
|
||||
|
||||
**优点**:
|
||||
- 查询灵活,可以精确筛选
|
||||
- 可以获取关联数据(如事件、系列等)
|
||||
|
||||
**缺点**:
|
||||
- 需要确认 Subgraph API 是否可用
|
||||
- 需要学习 GraphQL 查询语法
|
||||
|
||||
---
|
||||
|
||||
## 四、推荐实现方案
|
||||
|
||||
### 4.1 混合方案(推荐)
|
||||
|
||||
**策略**:结合多种方式,确保数据完整性
|
||||
|
||||
**实现步骤**:
|
||||
|
||||
1. **主要方式:Events/Series API**
|
||||
- 优先使用 Events API 或 Series API
|
||||
- 按分类 "sports" 筛选
|
||||
- 按关键词 "NBA" 筛选事件
|
||||
|
||||
2. **补充方式:搜索接口**
|
||||
- 如果 Events API 不可用,使用搜索接口
|
||||
- 搜索关键词 "NBA"
|
||||
- 过滤分类为 "sports" 的结果
|
||||
|
||||
3. **数据缓存和更新**
|
||||
- 将获取的 NBA 赛事列表缓存到数据库
|
||||
- 定期更新(如每天更新一次)
|
||||
- 实时监控新市场(通过 WebSocket 或轮询)
|
||||
|
||||
### 4.2 数据存储设计
|
||||
|
||||
**NBA 赛事表 (nba_games)**:
|
||||
```sql
|
||||
CREATE TABLE nba_games (
|
||||
id BIGINT PRIMARY KEY AUTO_INCREMENT,
|
||||
polymarket_market_id VARCHAR(100) UNIQUE NOT NULL COMMENT 'Polymarket 市场 ID',
|
||||
condition_id VARCHAR(100) UNIQUE NOT NULL COMMENT 'Condition ID',
|
||||
market_slug VARCHAR(255) COMMENT '市场 slug',
|
||||
market_question TEXT COMMENT '市场名称/问题',
|
||||
market_description TEXT COMMENT '市场描述',
|
||||
home_team VARCHAR(100) COMMENT '主队名称',
|
||||
away_team VARCHAR(100) COMMENT '客队名称',
|
||||
game_date DATE COMMENT '比赛日期',
|
||||
game_time BIGINT COMMENT '比赛时间(时间戳)',
|
||||
category VARCHAR(50) DEFAULT 'sports' COMMENT '分类',
|
||||
active BOOLEAN DEFAULT true COMMENT '是否活跃',
|
||||
closed BOOLEAN DEFAULT false COMMENT '是否已关闭',
|
||||
volume VARCHAR(50) COMMENT '交易量',
|
||||
liquidity VARCHAR(50) COMMENT '流动性',
|
||||
outcomes TEXT COMMENT '结果选项(JSON)',
|
||||
created_at BIGINT NOT NULL,
|
||||
updated_at BIGINT NOT NULL,
|
||||
INDEX idx_game_date (game_date),
|
||||
INDEX idx_active (active),
|
||||
INDEX idx_closed (closed),
|
||||
INDEX idx_category (category)
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='NBA赛事表(Polymarket市场)';
|
||||
```
|
||||
|
||||
### 4.3 数据获取服务实现
|
||||
|
||||
**服务接口设计**:
|
||||
|
||||
```kotlin
|
||||
interface NbaMarketService {
|
||||
/**
|
||||
* 获取 NBA 赛事列表
|
||||
* @param date 比赛日期(可选,不传则获取所有)
|
||||
* @param activeOnly 是否只获取活跃的市场
|
||||
* @return NBA 赛事列表
|
||||
*/
|
||||
suspend fun getNbaMarkets(
|
||||
date: LocalDate? = null,
|
||||
activeOnly: Boolean = true
|
||||
): Result<List<NbaMarketDto>>
|
||||
|
||||
/**
|
||||
* 同步 NBA 赛事列表(从 Polymarket API 获取并更新数据库)
|
||||
* @return 同步结果
|
||||
*/
|
||||
suspend fun syncNbaMarkets(): Result<SyncResult>
|
||||
|
||||
/**
|
||||
* 根据比赛信息匹配 Polymarket 市场
|
||||
* @param gameId NBA 比赛 ID
|
||||
* @param homeTeam 主队名称
|
||||
* @param awayTeam 客队名称
|
||||
* @param gameDate 比赛日期
|
||||
* @return 匹配的市场列表
|
||||
*/
|
||||
suspend fun matchMarketsByGame(
|
||||
gameId: String,
|
||||
homeTeam: String,
|
||||
awayTeam: String,
|
||||
gameDate: LocalDate
|
||||
): Result<List<NbaMarketDto>>
|
||||
}
|
||||
```
|
||||
|
||||
**实现逻辑**:
|
||||
|
||||
1. **从 Polymarket 获取市场列表**
|
||||
- 调用 Events API 或搜索接口
|
||||
- 筛选分类为 "sports" 且包含 "NBA" 的市场
|
||||
- 解析市场名称,提取比赛信息(主队、客队、日期等)
|
||||
|
||||
2. **数据解析和匹配**
|
||||
- 解析市场名称(question),提取球队名称和比赛日期
|
||||
- 匹配 NBA 比赛数据(通过球队名称和日期)
|
||||
- 建立 NBA 比赛和 Polymarket 市场的关联关系
|
||||
|
||||
3. **数据存储**
|
||||
- 保存到数据库
|
||||
- 建立索引,提高查询效率
|
||||
- 定期更新,确保数据最新
|
||||
|
||||
---
|
||||
|
||||
## 五、市场名称解析规则
|
||||
|
||||
### 5.1 市场名称格式
|
||||
|
||||
Polymarket 的 NBA 市场名称通常包含以下信息:
|
||||
- 球队名称(主队 vs 客队)
|
||||
- 比赛日期或时间
|
||||
- 比赛结果预测(如 "Will the Lakers win?")
|
||||
|
||||
**常见格式示例**:
|
||||
- "Will the Lakers beat the Warriors on Dec 15?"
|
||||
- "Lakers vs Warriors - Dec 15, 2024"
|
||||
- "NBA: Lakers @ Warriors - Dec 15"
|
||||
|
||||
### 5.2 解析算法
|
||||
|
||||
**解析步骤**:
|
||||
1. 提取球队名称:使用正则表达式或关键词匹配
|
||||
2. 提取比赛日期:解析日期格式(如 "Dec 15, 2024")
|
||||
3. 提取比赛结果:判断是 "win" 还是 "lose"
|
||||
4. 匹配 NBA 比赛:通过球队名称和日期匹配
|
||||
|
||||
**球队名称映射**:
|
||||
- 建立球队名称映射表(Polymarket 名称 -> 标准名称)
|
||||
- 处理缩写(如 "LAL" -> "Lakers")
|
||||
- 处理别名(如 "Lakers" -> "Los Angeles Lakers")
|
||||
|
||||
---
|
||||
|
||||
## 六、数据同步策略
|
||||
|
||||
### 6.1 同步频率
|
||||
|
||||
**定期同步**:
|
||||
- 每天同步一次:获取所有 NBA 相关市场
|
||||
- 每小时增量同步:检查新市场
|
||||
- 实时监控:通过 WebSocket 或轮询监控新市场
|
||||
|
||||
### 6.2 同步流程
|
||||
|
||||
1. **全量同步**(每天一次)
|
||||
- 从 Polymarket API 获取所有 sports 分类的市场
|
||||
- 筛选包含 NBA 相关信息的市场
|
||||
- 更新数据库
|
||||
|
||||
2. **增量同步**(每小时一次)
|
||||
- 获取最近 24 小时的新市场
|
||||
- 只更新新增和变化的市场
|
||||
- 标记已关闭的市场
|
||||
|
||||
3. **实时监控**(可选)
|
||||
- 通过 WebSocket 订阅新市场
|
||||
- 或每 5 分钟轮询一次新市场
|
||||
- 实时更新数据库
|
||||
|
||||
### 6.3 数据去重和更新
|
||||
|
||||
**去重策略**:
|
||||
- 使用 condition_id 作为唯一标识
|
||||
- 如果市场已存在,更新信息
|
||||
- 如果市场不存在,插入新记录
|
||||
|
||||
**更新策略**:
|
||||
- 更新活跃状态(active、closed)
|
||||
- 更新交易量和流动性
|
||||
- 更新结束日期(如果变化)
|
||||
|
||||
---
|
||||
|
||||
## 七、API 接口扩展
|
||||
|
||||
### 7.1 扩展 Gamma API 接口
|
||||
|
||||
**添加新的接口方法**:
|
||||
|
||||
```kotlin
|
||||
interface PolymarketGammaApi {
|
||||
// ... 现有方法
|
||||
|
||||
/**
|
||||
* 搜索市场(如果 API 支持)
|
||||
* @param query 搜索关键词
|
||||
* @param category 分类筛选
|
||||
* @param limit 返回数量限制
|
||||
* @param offset 偏移量
|
||||
* @return 市场列表
|
||||
*/
|
||||
@GET("/markets/search")
|
||||
suspend fun searchMarkets(
|
||||
@Query("query") query: String? = null,
|
||||
@Query("category") category: String? = null,
|
||||
@Query("limit") limit: Int? = null,
|
||||
@Query("offset") offset: Int? = null
|
||||
): Response<List<MarketResponse>>
|
||||
|
||||
/**
|
||||
* 获取事件列表(如果 API 支持)
|
||||
* @param category 分类筛选
|
||||
* @param limit 返回数量限制
|
||||
* @param offset 偏移量
|
||||
* @return 事件列表
|
||||
*/
|
||||
@GET("/events")
|
||||
suspend fun listEvents(
|
||||
@Query("category") category: String? = null,
|
||||
@Query("limit") limit: Int? = null,
|
||||
@Query("offset") offset: Int? = null
|
||||
): Response<List<EventResponse>>
|
||||
|
||||
/**
|
||||
* 获取系列列表(如果 API 支持)
|
||||
* @param category 分类筛选
|
||||
* @param limit 返回数量限制
|
||||
* @param offset 偏移量
|
||||
* @return 系列列表
|
||||
*/
|
||||
@GET("/series")
|
||||
suspend fun listSeries(
|
||||
@Query("category") category: String? = null,
|
||||
@Query("limit") limit: Int? = null,
|
||||
@Query("offset") offset: Int? = null
|
||||
): Response<List<SeriesResponse>>
|
||||
}
|
||||
```
|
||||
|
||||
### 7.2 后端服务实现
|
||||
|
||||
**创建 NBA 市场服务**:
|
||||
|
||||
```kotlin
|
||||
@Service
|
||||
class NbaMarketService(
|
||||
private val gammaApi: PolymarketGammaApi,
|
||||
private val nbaGameRepository: NbaGameRepository
|
||||
) {
|
||||
/**
|
||||
* 获取 NBA 赛事列表
|
||||
*/
|
||||
suspend fun getNbaMarkets(
|
||||
date: LocalDate? = null,
|
||||
activeOnly: Boolean = true
|
||||
): Result<List<NbaMarketDto>> {
|
||||
// 实现逻辑
|
||||
}
|
||||
|
||||
/**
|
||||
* 同步 NBA 赛事列表
|
||||
*/
|
||||
suspend fun syncNbaMarkets(): Result<SyncResult> {
|
||||
// 实现逻辑
|
||||
}
|
||||
|
||||
/**
|
||||
* 匹配市场
|
||||
*/
|
||||
suspend fun matchMarketsByGame(
|
||||
gameId: String,
|
||||
homeTeam: String,
|
||||
awayTeam: String,
|
||||
gameDate: LocalDate
|
||||
): Result<List<NbaMarketDto>> {
|
||||
// 实现逻辑
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
### 7.3 前端 API 接口
|
||||
|
||||
**添加市场列表接口**:
|
||||
|
||||
```kotlin
|
||||
@RestController
|
||||
@RequestMapping("/api/nba/markets")
|
||||
class NbaMarketController(
|
||||
private val nbaMarketService: NbaMarketService
|
||||
) {
|
||||
/**
|
||||
* 获取 NBA 赛事列表
|
||||
*/
|
||||
@PostMapping("/list")
|
||||
fun getNbaMarkets(@RequestBody request: NbaMarketListRequest): ResponseEntity<ApiResponse<List<NbaMarketDto>>> {
|
||||
// 实现逻辑
|
||||
}
|
||||
|
||||
/**
|
||||
* 同步 NBA 赛事列表
|
||||
*/
|
||||
@PostMapping("/sync")
|
||||
fun syncNbaMarkets(): ResponseEntity<ApiResponse<SyncResult>> {
|
||||
// 实现逻辑
|
||||
}
|
||||
|
||||
/**
|
||||
* 根据比赛匹配市场
|
||||
*/
|
||||
@PostMapping("/match")
|
||||
fun matchMarkets(@RequestBody request: MatchMarketRequest): ResponseEntity<ApiResponse<List<NbaMarketDto>>> {
|
||||
// 实现逻辑
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 八、实施步骤
|
||||
|
||||
### 8.1 第一阶段:API 调研和测试(1 周)
|
||||
|
||||
**任务清单**:
|
||||
- [ ] 调研 Polymarket API 文档,确认可用的接口
|
||||
- [ ] 测试 Events API 或 Series API(如果存在)
|
||||
- [ ] 测试搜索接口(如果存在)
|
||||
- [ ] 确认最佳的数据获取方式
|
||||
|
||||
### 8.2 第二阶段:数据获取实现(1-2 周)
|
||||
|
||||
**任务清单**:
|
||||
- [ ] 扩展 PolymarketGammaApi 接口
|
||||
- [ ] 实现 NBA 市场数据获取服务
|
||||
- [ ] 实现市场名称解析算法
|
||||
- [ ] 实现 NBA 比赛和市场匹配逻辑
|
||||
|
||||
### 8.3 第三阶段:数据存储和同步(1 周)
|
||||
|
||||
**任务清单**:
|
||||
- [ ] 创建数据库表(nba_games)
|
||||
- [ ] 实现数据存储逻辑
|
||||
- [ ] 实现数据同步服务
|
||||
- [ ] 实现定时同步任务
|
||||
|
||||
### 8.4 第四阶段:API 接口开发(1 周)
|
||||
|
||||
**任务清单**:
|
||||
- [ ] 创建后端 API 接口
|
||||
- [ ] 实现前端 API 调用
|
||||
- [ ] 实现前端页面展示
|
||||
- [ ] 测试和优化
|
||||
|
||||
---
|
||||
|
||||
## 九、注意事项
|
||||
|
||||
### 9.1 API 限制
|
||||
|
||||
- **请求频率**:注意 API 的请求频率限制
|
||||
- **数据量**:NBA 相关市场可能很多,需要分页获取
|
||||
- **数据更新**:市场状态可能频繁变化,需要定期更新
|
||||
|
||||
### 9.2 数据匹配
|
||||
|
||||
- **球队名称**:Polymarket 的球队名称可能与标准名称不一致,需要建立映射表
|
||||
- **比赛日期**:需要处理时区问题
|
||||
- **市场状态**:需要实时更新市场的活跃状态
|
||||
|
||||
### 9.3 错误处理
|
||||
|
||||
- **API 失败**:实现重试机制
|
||||
- **数据解析失败**:记录错误日志,跳过无法解析的市场
|
||||
- **匹配失败**:如果无法匹配 NBA 比赛,仍然保存市场数据,后续可以手动匹配
|
||||
|
||||
---
|
||||
|
||||
## 十、实际实现方案(基于当前 API 限制)
|
||||
|
||||
### 10.1 当前 API 限制分析
|
||||
|
||||
**现状**:
|
||||
- Polymarket Gamma API 的 `/markets` 接口只支持通过 `condition_ids` 查询
|
||||
- 不支持按分类、关键词、日期等筛选
|
||||
- 没有提供搜索接口或 Events API
|
||||
|
||||
**解决方案**:
|
||||
由于 API 限制,需要采用以下策略:
|
||||
1. **建立 NBA 市场 condition_ids 数据库**:手动或通过其他方式收集 NBA 市场的 condition_ids
|
||||
2. **定期更新 condition_ids 列表**:通过爬取或监控获取新的 NBA 市场
|
||||
3. **批量查询市场信息**:使用收集到的 condition_ids 批量查询市场详情
|
||||
|
||||
### 10.2 实现步骤
|
||||
|
||||
#### 步骤 1:收集 NBA 市场 condition_ids
|
||||
|
||||
**方式一:手动收集**
|
||||
- 访问 Polymarket 网站,搜索 "NBA" 相关市场
|
||||
- 从市场 URL 中提取 condition_id(如 `https://polymarket.com/event/xxx`)
|
||||
- 保存到数据库或配置文件
|
||||
|
||||
**方式二:通过爬取获取**
|
||||
- 爬取 Polymarket 网站的市场列表页面
|
||||
- 解析 HTML,提取 condition_ids
|
||||
- 筛选分类为 "sports" 且包含 "NBA" 的市场
|
||||
|
||||
**方式三:通过监控获取**
|
||||
- 监控 Polymarket 的新市场创建
|
||||
- 通过 WebSocket 或轮询获取新市场
|
||||
- 筛选 NBA 相关市场
|
||||
|
||||
#### 步骤 2:批量查询市场信息
|
||||
|
||||
**实现代码**:
|
||||
|
||||
```kotlin
|
||||
@Service
|
||||
class NbaMarketService(
|
||||
private val gammaApi: PolymarketGammaApi,
|
||||
private val nbaGameRepository: NbaGameRepository
|
||||
) {
|
||||
private val logger = LoggerFactory.getLogger(NbaMarketService::class.java)
|
||||
|
||||
/**
|
||||
* 批量获取 NBA 市场信息
|
||||
* @param conditionIds condition ID 列表
|
||||
* @return 市场列表
|
||||
*/
|
||||
suspend fun batchGetMarkets(conditionIds: List<String>): Result<List<MarketResponse>> {
|
||||
return try {
|
||||
// Polymarket API 可能对批量查询有限制,需要分批查询
|
||||
val batchSize = 50 // 每批查询 50 个
|
||||
val allMarkets = mutableListOf<MarketResponse>()
|
||||
|
||||
conditionIds.chunked(batchSize).forEach { batch ->
|
||||
val response = gammaApi.listMarkets(
|
||||
conditionIds = batch,
|
||||
includeTag = true
|
||||
)
|
||||
|
||||
if (response.isSuccessful && response.body() != null) {
|
||||
val markets = response.body()!!
|
||||
// 过滤 NBA 相关市场
|
||||
val nbaMarkets = markets.filter { market ->
|
||||
isNbaMarket(market)
|
||||
}
|
||||
allMarkets.addAll(nbaMarkets)
|
||||
} else {
|
||||
logger.warn("批量查询市场失败: ${response.code()} ${response.message()}")
|
||||
}
|
||||
|
||||
// 避免请求过快,添加延迟
|
||||
kotlinx.coroutines.delay(100)
|
||||
}
|
||||
|
||||
Result.success(allMarkets)
|
||||
} catch (e: Exception) {
|
||||
logger.error("批量获取市场信息异常: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 判断是否为 NBA 市场
|
||||
*/
|
||||
private fun isNbaMarket(market: MarketResponse): Boolean {
|
||||
// 检查分类
|
||||
if (market.category?.lowercase() != "sports") {
|
||||
return false
|
||||
}
|
||||
|
||||
// 检查市场名称或描述中是否包含 NBA 相关关键词
|
||||
val question = market.question?.lowercase() ?: ""
|
||||
val description = market.description?.lowercase() ?: ""
|
||||
|
||||
val nbaKeywords = listOf(
|
||||
"nba", "basketball", "lakers", "warriors", "celtics", "heat",
|
||||
"bulls", "knicks", "nets", "76ers", "bucks", "suns", "nuggets"
|
||||
)
|
||||
|
||||
return nbaKeywords.any { keyword ->
|
||||
question.contains(keyword) || description.contains(keyword)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 同步 NBA 市场列表
|
||||
*/
|
||||
suspend fun syncNbaMarkets(): Result<SyncResult> {
|
||||
return try {
|
||||
// 1. 从数据库获取所有已知的 condition_ids
|
||||
val knownConditionIds = nbaGameRepository.findAllConditionIds()
|
||||
|
||||
// 2. 批量查询市场信息
|
||||
val marketsResult = batchGetMarkets(knownConditionIds)
|
||||
|
||||
if (!marketsResult.isSuccess) {
|
||||
return Result.failure(marketsResult.exceptionOrNull() ?: Exception("获取市场失败"))
|
||||
}
|
||||
|
||||
val markets = marketsResult.getOrNull() ?: emptyList()
|
||||
|
||||
// 3. 解析市场信息,提取比赛数据
|
||||
val nbaGames = markets.mapNotNull { market ->
|
||||
parseMarketToNbaGame(market)
|
||||
}
|
||||
|
||||
// 4. 保存到数据库
|
||||
nbaGameRepository.saveAll(nbaGames)
|
||||
|
||||
Result.success(
|
||||
SyncResult(
|
||||
total = markets.size,
|
||||
success = nbaGames.size,
|
||||
failed = markets.size - nbaGames.size
|
||||
)
|
||||
)
|
||||
} catch (e: Exception) {
|
||||
logger.error("同步 NBA 市场列表异常: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 解析市场信息为 NBA 比赛数据
|
||||
*/
|
||||
private fun parseMarketToNbaGame(market: MarketResponse): NbaGame? {
|
||||
return try {
|
||||
// 解析市场名称,提取球队名称和日期
|
||||
val (homeTeam, awayTeam, gameDate) = parseMarketQuestion(market.question ?: "")
|
||||
?: return null
|
||||
|
||||
NbaGame(
|
||||
polymarketMarketId = market.id,
|
||||
conditionId = market.conditionId ?: return null,
|
||||
marketSlug = market.slug,
|
||||
marketQuestion = market.question,
|
||||
marketDescription = market.description,
|
||||
homeTeam = homeTeam,
|
||||
awayTeam = awayTeam,
|
||||
gameDate = gameDate,
|
||||
gameTime = parseGameTime(market.startDate),
|
||||
category = market.category ?: "sports",
|
||||
active = market.active ?: true,
|
||||
closed = market.closed ?: false,
|
||||
volume = market.volume,
|
||||
liquidity = market.liquidity,
|
||||
outcomes = market.outcomes,
|
||||
createdAt = System.currentTimeMillis(),
|
||||
updatedAt = System.currentTimeMillis()
|
||||
)
|
||||
} catch (e: Exception) {
|
||||
logger.warn("解析市场信息失败: ${market.question}, error: ${e.message}")
|
||||
null
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 解析市场名称,提取球队名称和日期
|
||||
* 示例: "Will the Lakers beat the Warriors on Dec 15?" -> ("Lakers", "Warriors", 2024-12-15)
|
||||
*/
|
||||
private fun parseMarketQuestion(question: String): Triple<String, String, LocalDate>? {
|
||||
// 实现解析逻辑
|
||||
// 使用正则表达式或 NLP 方法提取信息
|
||||
// 这里简化处理,实际需要更复杂的解析逻辑
|
||||
return null
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
#### 步骤 3:定时同步任务
|
||||
|
||||
**实现代码**:
|
||||
|
||||
```kotlin
|
||||
@Component
|
||||
class NbaMarketSyncScheduler(
|
||||
private val nbaMarketService: NbaMarketService
|
||||
) {
|
||||
private val logger = LoggerFactory.getLogger(NbaMarketSyncScheduler::class.java)
|
||||
|
||||
/**
|
||||
* 每天凌晨 2 点同步一次
|
||||
*/
|
||||
@Scheduled(cron = "0 0 2 * * ?")
|
||||
fun syncNbaMarketsDaily() {
|
||||
logger.info("开始同步 NBA 市场列表...")
|
||||
runBlocking {
|
||||
val result = nbaMarketService.syncNbaMarkets()
|
||||
result.fold(
|
||||
onSuccess = { syncResult ->
|
||||
logger.info("同步 NBA 市场列表成功: total=${syncResult.total}, success=${syncResult.success}, failed=${syncResult.failed}")
|
||||
},
|
||||
onFailure = { e ->
|
||||
logger.error("同步 NBA 市场列表失败: ${e.message}", e)
|
||||
}
|
||||
)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 每小时增量同步一次
|
||||
*/
|
||||
@Scheduled(cron = "0 0 * * * ?")
|
||||
fun syncNbaMarketsHourly() {
|
||||
logger.info("开始增量同步 NBA 市场列表...")
|
||||
runBlocking {
|
||||
// 只同步最近 24 小时的新市场
|
||||
val result = nbaMarketService.syncNbaMarketsIncremental()
|
||||
result.fold(
|
||||
onSuccess = { syncResult ->
|
||||
logger.info("增量同步 NBA 市场列表成功: total=${syncResult.total}, success=${syncResult.success}")
|
||||
},
|
||||
onFailure = { e ->
|
||||
logger.error("增量同步 NBA 市场列表失败: ${e.message}", e)
|
||||
}
|
||||
)
|
||||
}
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
### 10.3 数据模型定义
|
||||
|
||||
**实体类**:
|
||||
|
||||
```kotlin
|
||||
@Entity
|
||||
@Table(name = "nba_games")
|
||||
data class NbaGame(
|
||||
@Id
|
||||
@GeneratedValue(strategy = GenerationType.IDENTITY)
|
||||
val id: Long? = null,
|
||||
|
||||
@Column(name = "polymarket_market_id", unique = true, nullable = false, length = 100)
|
||||
val polymarketMarketId: String,
|
||||
|
||||
@Column(name = "condition_id", unique = true, nullable = false, length = 100)
|
||||
val conditionId: String,
|
||||
|
||||
@Column(name = "market_slug", length = 255)
|
||||
val marketSlug: String? = null,
|
||||
|
||||
@Column(name = "market_question", columnDefinition = "TEXT")
|
||||
val marketQuestion: String? = null,
|
||||
|
||||
@Column(name = "market_description", columnDefinition = "TEXT")
|
||||
val marketDescription: String? = null,
|
||||
|
||||
@Column(name = "home_team", length = 100)
|
||||
val homeTeam: String? = null,
|
||||
|
||||
@Column(name = "away_team", length = 100)
|
||||
val awayTeam: String? = null,
|
||||
|
||||
@Column(name = "game_date")
|
||||
val gameDate: LocalDate? = null,
|
||||
|
||||
@Column(name = "game_time")
|
||||
val gameTime: Long? = null,
|
||||
|
||||
@Column(name = "category", length = 50)
|
||||
val category: String = "sports",
|
||||
|
||||
@Column(name = "active")
|
||||
val active: Boolean = true,
|
||||
|
||||
@Column(name = "closed")
|
||||
val closed: Boolean = false,
|
||||
|
||||
@Column(name = "volume", length = 50)
|
||||
val volume: String? = null,
|
||||
|
||||
@Column(name = "liquidity", length = 50)
|
||||
val liquidity: String? = null,
|
||||
|
||||
@Column(name = "outcomes", columnDefinition = "TEXT")
|
||||
val outcomes: String? = null,
|
||||
|
||||
@Column(name = "created_at", nullable = false)
|
||||
val createdAt: Long = System.currentTimeMillis(),
|
||||
|
||||
@Column(name = "updated_at", nullable = false)
|
||||
var updatedAt: Long = System.currentTimeMillis()
|
||||
)
|
||||
```
|
||||
|
||||
### 10.4 API 接口实现
|
||||
|
||||
**Controller**:
|
||||
|
||||
```kotlin
|
||||
@RestController
|
||||
@RequestMapping("/api/nba/markets")
|
||||
class NbaMarketController(
|
||||
private val nbaMarketService: NbaMarketService,
|
||||
private val messageSource: MessageSource
|
||||
) {
|
||||
private val logger = LoggerFactory.getLogger(NbaMarketController::class.java)
|
||||
|
||||
/**
|
||||
* 获取 NBA 赛事列表
|
||||
*/
|
||||
@PostMapping("/list")
|
||||
fun getNbaMarkets(@RequestBody request: NbaMarketListRequest): ResponseEntity<ApiResponse<List<NbaMarketDto>>> {
|
||||
return try {
|
||||
val result = runBlocking {
|
||||
nbaMarketService.getNbaMarkets(
|
||||
date = request.date,
|
||||
activeOnly = request.activeOnly ?: true
|
||||
)
|
||||
}
|
||||
|
||||
result.fold(
|
||||
onSuccess = { markets ->
|
||||
ResponseEntity.ok(ApiResponse.success(markets))
|
||||
},
|
||||
onFailure = { e ->
|
||||
logger.error("获取 NBA 赛事列表失败: ${e.message}", e)
|
||||
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
|
||||
)
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取 NBA 赛事列表异常: ${e.message}", e)
|
||||
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 同步 NBA 赛事列表
|
||||
*/
|
||||
@PostMapping("/sync")
|
||||
fun syncNbaMarkets(): ResponseEntity<ApiResponse<SyncResult>> {
|
||||
return try {
|
||||
val result = runBlocking {
|
||||
nbaMarketService.syncNbaMarkets()
|
||||
}
|
||||
|
||||
result.fold(
|
||||
onSuccess = { syncResult ->
|
||||
ResponseEntity.ok(ApiResponse.success(syncResult))
|
||||
},
|
||||
onFailure = { e ->
|
||||
logger.error("同步 NBA 赛事列表失败: ${e.message}", e)
|
||||
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
|
||||
)
|
||||
} catch (e: Exception) {
|
||||
logger.error("同步 NBA 赛事列表异常: ${e.message}", e)
|
||||
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
|
||||
}
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 十一、参考资源
|
||||
|
||||
- [Polymarket API 文档](https://docs.polymarket.com/)
|
||||
- [Polymarket Gamma API 文档](https://docs.polymarket.com/api-reference/markets/list-markets)
|
||||
- [NBA 球队名称标准](https://www.nba.com/teams)
|
||||
- [Polymarket 网站](https://polymarket.com/)(用于手动收集 condition_ids)
|
||||
|
||||
---
|
||||
|
||||
**文档结束**
|
||||
|
||||
@@ -34,6 +34,11 @@ import SystemSettings from './pages/SystemSettings'
|
||||
import ApiHealthStatus from './pages/ApiHealthStatus'
|
||||
import RpcNodeSettings from './pages/RpcNodeSettings'
|
||||
import Announcements from './pages/Announcements'
|
||||
import NbaQuantitativeStrategyList from './pages/NbaQuantitativeStrategyList'
|
||||
import NbaQuantitativeStrategyAdd from './pages/NbaQuantitativeStrategyAdd'
|
||||
import NbaQuantitativeStrategyEdit from './pages/NbaQuantitativeStrategyEdit'
|
||||
import NbaTradingSignals from './pages/NbaTradingSignals'
|
||||
import NbaStatistics from './pages/NbaStatistics'
|
||||
import { wsManager } from './services/websocket'
|
||||
import type { OrderPushMessage } from './types'
|
||||
import { apiService } from './services/api'
|
||||
@@ -260,6 +265,11 @@ function App() {
|
||||
<Route path="/copy-trading/filtered-orders/:id" element={<ProtectedRoute><FilteredOrdersList /></ProtectedRoute>} />
|
||||
<Route path="/config" element={<ProtectedRoute><ConfigPage /></ProtectedRoute>} />
|
||||
<Route path="/positions" element={<ProtectedRoute><PositionList /></ProtectedRoute>} />
|
||||
<Route path="/nba/strategies" element={<ProtectedRoute><NbaQuantitativeStrategyList /></ProtectedRoute>} />
|
||||
<Route path="/nba/strategies/add" element={<ProtectedRoute><NbaQuantitativeStrategyAdd /></ProtectedRoute>} />
|
||||
<Route path="/nba/strategies/edit/:id" element={<ProtectedRoute><NbaQuantitativeStrategyEdit /></ProtectedRoute>} />
|
||||
<Route path="/nba/signals" element={<ProtectedRoute><NbaTradingSignals /></ProtectedRoute>} />
|
||||
<Route path="/nba/statistics/:id" element={<ProtectedRoute><NbaStatistics /></ProtectedRoute>} />
|
||||
<Route path="/statistics" element={<ProtectedRoute><Statistics /></ProtectedRoute>} />
|
||||
<Route path="/users" element={<ProtectedRoute><UserList /></ProtectedRoute>} />
|
||||
<Route path="/announcements" element={<ProtectedRoute><Announcements /></ProtectedRoute>} />
|
||||
|
||||
@@ -19,7 +19,10 @@ import {
|
||||
TwitterOutlined,
|
||||
CheckCircleOutlined,
|
||||
SendOutlined,
|
||||
ApiOutlined, NotificationOutlined
|
||||
ApiOutlined,
|
||||
NotificationOutlined,
|
||||
ThunderboltOutlined,
|
||||
SignalFilled
|
||||
} from '@ant-design/icons'
|
||||
import type { MenuProps } from 'antd'
|
||||
import type { ReactNode } from 'react'
|
||||
@@ -52,6 +55,9 @@ const Layout: React.FC<LayoutProps> = ({ children }) => {
|
||||
if (path.startsWith('/leaders') || path.startsWith('/templates') || path.startsWith('/copy-trading')) {
|
||||
keys.push('/copy-trading-management')
|
||||
}
|
||||
if (path.startsWith('/nba')) {
|
||||
keys.push('/nba-quantitative-trading')
|
||||
}
|
||||
if (path.startsWith('/system-settings')) {
|
||||
keys.push('/system-settings')
|
||||
}
|
||||
@@ -67,6 +73,9 @@ const Layout: React.FC<LayoutProps> = ({ children }) => {
|
||||
if (path.startsWith('/leaders') || path.startsWith('/templates') || path.startsWith('/copy-trading')) {
|
||||
keys.push('/copy-trading-management')
|
||||
}
|
||||
if (path.startsWith('/nba')) {
|
||||
keys.push('/nba-quantitative-trading')
|
||||
}
|
||||
if (path.startsWith('/system-settings')) {
|
||||
keys.push('/system-settings')
|
||||
}
|
||||
@@ -111,6 +120,23 @@ const Layout: React.FC<LayoutProps> = ({ children }) => {
|
||||
icon: <UnorderedListOutlined />,
|
||||
label: t('menu.positions')
|
||||
},
|
||||
{
|
||||
key: '/nba-quantitative-trading',
|
||||
icon: <ThunderboltOutlined />,
|
||||
label: t('menu.nbaQuantitativeTrading') || 'NBA量化交易',
|
||||
children: [
|
||||
{
|
||||
key: '/nba/strategies',
|
||||
icon: <FileTextOutlined />,
|
||||
label: t('menu.nbaStrategies') || '策略管理'
|
||||
},
|
||||
{
|
||||
key: '/nba/signals',
|
||||
icon: <SignalFilled />,
|
||||
label: t('menu.nbaSignals') || '交易信号'
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
key: '/statistics',
|
||||
icon: <BarChartOutlined />,
|
||||
@@ -174,7 +200,7 @@ const Layout: React.FC<LayoutProps> = ({ children }) => {
|
||||
|
||||
const handleMenuClick = ({ key }: { key: string }) => {
|
||||
// 如果是父菜单,不导航(但 /system-settings 作为子菜单项时可以导航)
|
||||
if (key === '/copy-trading-management') {
|
||||
if (key === '/copy-trading-management' || key === '/nba-quantitative-trading') {
|
||||
return
|
||||
}
|
||||
|
||||
|
||||
@@ -249,7 +249,10 @@
|
||||
"logout": "退出登录",
|
||||
"logoutConfirm": "确认退出",
|
||||
"logoutConfirmDesc": "确定要退出登录吗?",
|
||||
"navigation": "导航菜单"
|
||||
"navigation": "导航菜单",
|
||||
"nbaQuantitativeTrading": "NBA量化交易",
|
||||
"nbaStrategies": "策略管理",
|
||||
"nbaSignals": "交易信号"
|
||||
},
|
||||
"apiHealthStatus": {
|
||||
"title": "API 健康状态",
|
||||
|
||||
@@ -0,0 +1,828 @@
|
||||
import { useEffect, useState, useCallback } from 'react'
|
||||
import { useNavigate } from 'react-router-dom'
|
||||
import { Card, Form, Button, Steps, message, Input, Select, Switch, InputNumber, DatePicker, Space, Divider, Checkbox } from 'antd'
|
||||
import { ArrowLeftOutlined, SaveOutlined } from '@ant-design/icons'
|
||||
import { apiService } from '../services/api'
|
||||
import { useAccountStore } from '../store/accountStore'
|
||||
import type { NbaQuantitativeStrategyCreateRequest, NbaGame } from '../types'
|
||||
import { useTranslation } from 'react-i18next'
|
||||
import { useMediaQuery } from 'react-responsive'
|
||||
import dayjs, { Dayjs } from 'dayjs'
|
||||
import utc from 'dayjs/plugin/utc'
|
||||
import timezone from 'dayjs/plugin/timezone'
|
||||
|
||||
// 配置 dayjs 时区插件
|
||||
dayjs.extend(utc)
|
||||
dayjs.extend(timezone)
|
||||
|
||||
const { Option } = Select
|
||||
const { TextArea } = Input
|
||||
const { RangePicker } = DatePicker
|
||||
|
||||
const NbaQuantitativeStrategyAdd: React.FC = () => {
|
||||
const { t } = useTranslation()
|
||||
const navigate = useNavigate()
|
||||
const isMobile = useMediaQuery({ maxWidth: 768 })
|
||||
const { accounts, fetchAccounts } = useAccountStore()
|
||||
const [form] = Form.useForm()
|
||||
const [loading, setLoading] = useState(false)
|
||||
const [currentStep, setCurrentStep] = useState(0)
|
||||
const [games, setGames] = useState<NbaGame[]>([])
|
||||
const [loadingGames, setLoadingGames] = useState(false)
|
||||
const [selectedGameId, setSelectedGameId] = useState<string | null>(null)
|
||||
|
||||
const fetchGames = useCallback(async () => {
|
||||
setLoadingGames(true)
|
||||
try {
|
||||
// 使用西8区时间计算时间戳
|
||||
const today = dayjs().tz('America/Los_Angeles').startOf('day')
|
||||
const nextWeek = dayjs().tz('America/Los_Angeles').add(7, 'day').endOf('day')
|
||||
|
||||
const response = await apiService.nbaGames.list({
|
||||
startTimestamp: today.valueOf(), // 传递时间戳(毫秒)
|
||||
endTimestamp: nextWeek.valueOf() // 传递时间戳(毫秒)
|
||||
})
|
||||
if (response.data.code === 0 && response.data.data) {
|
||||
setGames(response.data.data.list || [])
|
||||
} else {
|
||||
message.warning('获取比赛列表失败,请稍后重试')
|
||||
}
|
||||
} catch (error: any) {
|
||||
message.error(error.message || '获取比赛列表失败')
|
||||
} finally {
|
||||
setLoadingGames(false)
|
||||
}
|
||||
}, [])
|
||||
|
||||
useEffect(() => {
|
||||
fetchAccounts()
|
||||
fetchGames()
|
||||
// 设置默认值
|
||||
form.setFieldsValue({
|
||||
enabled: true,
|
||||
minWinProbabilityDiff: 0.1,
|
||||
minTradeValue: 0.05,
|
||||
buyAmountStrategy: 'FIXED',
|
||||
fixedBuyAmount: 10,
|
||||
buyTiming: 'IMMEDIATE',
|
||||
buyDirection: 'AUTO',
|
||||
enableSell: true,
|
||||
sellRatio: 1.0,
|
||||
sellTiming: 'IMMEDIATE',
|
||||
priceStrategy: 'MARKET',
|
||||
priceOffset: 0,
|
||||
maxPosition: 50,
|
||||
minPosition: 5,
|
||||
priceTolerance: 0.05,
|
||||
baseStrengthWeight: 0.3,
|
||||
recentFormWeight: 0.25,
|
||||
lineupIntegrityWeight: 0.2,
|
||||
starStatusWeight: 0.15,
|
||||
environmentWeight: 0.1,
|
||||
matchupAdvantageWeight: 0.2,
|
||||
scoreDiffWeight: 0.3,
|
||||
momentumWeight: 0.2,
|
||||
dataUpdateFrequency: 30,
|
||||
analysisFrequency: 30,
|
||||
pushFailedOrders: false,
|
||||
pushFrequency: 'REALTIME',
|
||||
batchPushInterval: 1
|
||||
})
|
||||
}, [fetchGames])
|
||||
|
||||
const handleGameSelectionChange = (gameId: string | null) => {
|
||||
setSelectedGameId(gameId)
|
||||
if (gameId) {
|
||||
const selectedGame = games.find(game => game.nbaGameId === gameId)
|
||||
if (selectedGame) {
|
||||
// 自动提取该比赛的两支球队
|
||||
form.setFieldsValue({
|
||||
filterTeams: [selectedGame.homeTeam, selectedGame.awayTeam]
|
||||
})
|
||||
}
|
||||
} else {
|
||||
form.setFieldsValue({
|
||||
filterTeams: undefined
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
const steps = [
|
||||
{ title: '基本信息', description: '策略名称和账户' },
|
||||
{ title: '触发条件', description: '概率阈值和交易价值' },
|
||||
{ title: '交易规则', description: '买入卖出规则' },
|
||||
{ title: '风险控制', description: '持仓和每日限制' },
|
||||
{ title: '高级配置', description: '算法权重和系统配置' }
|
||||
]
|
||||
|
||||
const handleSubmit = async () => {
|
||||
try {
|
||||
const values = await form.validateFields()
|
||||
setLoading(true)
|
||||
|
||||
const request: NbaQuantitativeStrategyCreateRequest = {
|
||||
strategyName: values.strategyName,
|
||||
strategyDescription: values.strategyDescription,
|
||||
accountId: values.accountId,
|
||||
enabled: values.enabled,
|
||||
filterTeams: values.filterTeams,
|
||||
filterDateFrom: values.dateRange?.[0]?.format('YYYY-MM-DD'),
|
||||
filterDateTo: values.dateRange?.[1]?.format('YYYY-MM-DD'),
|
||||
filterGameImportance: values.filterGameImportance,
|
||||
minWinProbabilityDiff: values.minWinProbabilityDiff?.toString(),
|
||||
minWinProbability: values.minWinProbability?.toString(),
|
||||
maxWinProbability: values.maxWinProbability?.toString(),
|
||||
minTradeValue: values.minTradeValue?.toString(),
|
||||
minRemainingTime: values.minRemainingTime,
|
||||
maxRemainingTime: values.maxRemainingTime,
|
||||
minScoreDiff: values.minScoreDiff,
|
||||
maxScoreDiff: values.maxScoreDiff,
|
||||
buyAmountStrategy: values.buyAmountStrategy,
|
||||
fixedBuyAmount: values.fixedBuyAmount?.toString(),
|
||||
buyRatio: values.buyRatio?.toString(),
|
||||
baseBuyAmount: values.baseBuyAmount?.toString(),
|
||||
buyTiming: values.buyTiming,
|
||||
delayBuySeconds: values.delayBuySeconds,
|
||||
buyDirection: values.buyDirection,
|
||||
enableSell: values.enableSell,
|
||||
takeProfitThreshold: values.takeProfitThreshold?.toString(),
|
||||
stopLossThreshold: values.stopLossThreshold?.toString(),
|
||||
probabilityReversalThreshold: values.probabilityReversalThreshold?.toString(),
|
||||
sellRatio: values.sellRatio?.toString(),
|
||||
sellTiming: values.sellTiming,
|
||||
delaySellSeconds: values.delaySellSeconds,
|
||||
priceStrategy: values.priceStrategy,
|
||||
fixedPrice: values.fixedPrice?.toString(),
|
||||
priceOffset: values.priceOffset?.toString(),
|
||||
maxPosition: values.maxPosition?.toString(),
|
||||
minPosition: values.minPosition?.toString(),
|
||||
maxGamePosition: values.maxGamePosition?.toString(),
|
||||
maxDailyLoss: values.maxDailyLoss?.toString(),
|
||||
maxDailyOrders: values.maxDailyOrders,
|
||||
maxDailyProfit: values.maxDailyProfit?.toString(),
|
||||
priceTolerance: values.priceTolerance?.toString(),
|
||||
minProbabilityThreshold: values.minProbabilityThreshold?.toString(),
|
||||
maxProbabilityThreshold: values.maxProbabilityThreshold?.toString(),
|
||||
baseStrengthWeight: values.baseStrengthWeight?.toString(),
|
||||
recentFormWeight: values.recentFormWeight?.toString(),
|
||||
lineupIntegrityWeight: values.lineupIntegrityWeight?.toString(),
|
||||
starStatusWeight: values.starStatusWeight?.toString(),
|
||||
environmentWeight: values.environmentWeight?.toString(),
|
||||
matchupAdvantageWeight: values.matchupAdvantageWeight?.toString(),
|
||||
scoreDiffWeight: values.scoreDiffWeight?.toString(),
|
||||
momentumWeight: values.momentumWeight?.toString(),
|
||||
dataUpdateFrequency: values.dataUpdateFrequency,
|
||||
analysisFrequency: values.analysisFrequency,
|
||||
pushFailedOrders: values.pushFailedOrders,
|
||||
pushFrequency: values.pushFrequency,
|
||||
batchPushInterval: values.batchPushInterval
|
||||
}
|
||||
|
||||
const response = await apiService.nbaStrategies.create(request)
|
||||
if (response.data.code === 0) {
|
||||
message.success('创建策略成功')
|
||||
navigate('/nba/strategies')
|
||||
} else {
|
||||
message.error(response.data.msg || '创建策略失败')
|
||||
}
|
||||
} catch (error: any) {
|
||||
if (error.errorFields) {
|
||||
// 表单验证错误
|
||||
const firstErrorField = error.errorFields[0]
|
||||
message.error(`${firstErrorField.name.join('.')}: ${firstErrorField.errors[0]}`)
|
||||
} else {
|
||||
message.error(error.message || '创建策略失败')
|
||||
}
|
||||
} finally {
|
||||
setLoading(false)
|
||||
}
|
||||
}
|
||||
|
||||
const next = async () => {
|
||||
try {
|
||||
const fields = getFieldsForStep(currentStep)
|
||||
await form.validateFields(fields)
|
||||
setCurrentStep(currentStep + 1)
|
||||
} catch (error) {
|
||||
// 验证失败,不跳转
|
||||
}
|
||||
}
|
||||
|
||||
const prev = () => {
|
||||
setCurrentStep(currentStep - 1)
|
||||
}
|
||||
|
||||
const getFieldsForStep = (step: number): string[] => {
|
||||
switch (step) {
|
||||
case 0:
|
||||
return ['strategyName', 'accountId']
|
||||
case 1:
|
||||
return ['minWinProbabilityDiff', 'minTradeValue']
|
||||
case 2:
|
||||
return ['buyAmountStrategy', 'priceStrategy']
|
||||
case 3:
|
||||
return ['maxPosition', 'minPosition']
|
||||
default:
|
||||
return []
|
||||
}
|
||||
}
|
||||
|
||||
const buyAmountStrategy = Form.useWatch('buyAmountStrategy', form)
|
||||
const priceStrategy = Form.useWatch('priceStrategy', form)
|
||||
const buyTiming = Form.useWatch('buyTiming', form)
|
||||
const sellTiming = Form.useWatch('sellTiming', form)
|
||||
const pushFrequency = Form.useWatch('pushFrequency', form)
|
||||
|
||||
return (
|
||||
<div style={{ padding: isMobile ? '16px' : '24px' }}>
|
||||
<Card>
|
||||
<Space style={{ marginBottom: 24 }}>
|
||||
<Button icon={<ArrowLeftOutlined />} onClick={() => navigate('/nba/strategies')}>
|
||||
返回
|
||||
</Button>
|
||||
</Space>
|
||||
|
||||
<Steps current={currentStep} items={steps} style={{ marginBottom: 32 }} />
|
||||
|
||||
<Form
|
||||
form={form}
|
||||
layout="vertical"
|
||||
onFinish={handleSubmit}
|
||||
>
|
||||
{/* 第一步:基本信息 */}
|
||||
{currentStep === 0 && (
|
||||
<>
|
||||
<Form.Item
|
||||
name="strategyName"
|
||||
label="策略名称"
|
||||
rules={[{ required: true, message: '请输入策略名称' }]}
|
||||
>
|
||||
<Input placeholder="请输入策略名称" maxLength={50} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="strategyDescription"
|
||||
label="策略描述"
|
||||
>
|
||||
<TextArea rows={4} placeholder="请输入策略描述(可选)" maxLength={200} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="accountId"
|
||||
label="关联账户"
|
||||
rules={[{ required: true, message: '请选择关联账户' }]}
|
||||
>
|
||||
<Select placeholder="请选择账户">
|
||||
{accounts.map(account => (
|
||||
<Option key={account.id} value={account.id}>
|
||||
{account.accountName || account.walletAddress}
|
||||
</Option>
|
||||
))}
|
||||
</Select>
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="enabled"
|
||||
label="启用状态"
|
||||
valuePropName="checked"
|
||||
>
|
||||
<Switch />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
label="选择比赛(可选)"
|
||||
tooltip="选择一场比赛,系统会自动提取该比赛的两支球队作为关注球队"
|
||||
>
|
||||
<Select
|
||||
placeholder="请选择一场比赛"
|
||||
value={selectedGameId}
|
||||
onChange={handleGameSelectionChange}
|
||||
allowClear
|
||||
showSearch
|
||||
filterOption={(input, option) =>
|
||||
(option?.label ?? '').toLowerCase().includes(input.toLowerCase())
|
||||
}
|
||||
style={{ width: '100%' }}
|
||||
>
|
||||
{loadingGames ? (
|
||||
<Option value="loading" disabled>加载中...</Option>
|
||||
) : games.length === 0 ? (
|
||||
<Option value="empty" disabled>暂无比赛数据</Option>
|
||||
) : (
|
||||
games.map(game => (
|
||||
<Option
|
||||
key={game.nbaGameId}
|
||||
value={game.nbaGameId}
|
||||
label={`${game.awayTeam} @ ${game.homeTeam} (${dayjs(game.gameDate).format('MM-DD')}${game.gameTime ? ` ${dayjs(game.gameTime).tz('America/Los_Angeles').format('HH:mm')}` : ''})`}
|
||||
>
|
||||
<div>
|
||||
<span style={{ fontWeight: 500 }}>
|
||||
{game.awayTeam} @ {game.homeTeam}
|
||||
</span>
|
||||
<span style={{ marginLeft: '8px', color: '#999', fontSize: '12px' }}>
|
||||
{dayjs(game.gameDate).format('MM-DD')}
|
||||
{game.gameTime && ` ${dayjs(game.gameTime).tz('America/Los_Angeles').format('HH:mm')}`}
|
||||
</span>
|
||||
{game.gameStatus && (
|
||||
<span style={{ marginLeft: '8px', color: '#666', fontSize: '12px' }}>
|
||||
({game.gameStatus === 'scheduled' ? '未开始' : game.gameStatus === 'active' ? '进行中' : '已结束'})
|
||||
</span>
|
||||
)}
|
||||
</div>
|
||||
</Option>
|
||||
))
|
||||
)}
|
||||
</Select>
|
||||
{selectedGameId && (
|
||||
<div style={{ marginTop: '8px', fontSize: '12px', color: '#666' }}>
|
||||
已选择比赛,系统将自动关注该比赛的两支球队
|
||||
</div>
|
||||
)}
|
||||
<Form.Item name="filterTeams" hidden>
|
||||
<Input />
|
||||
</Form.Item>
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="dateRange"
|
||||
label="日期范围(可选)"
|
||||
>
|
||||
<RangePicker style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="filterGameImportance"
|
||||
label="比赛重要性"
|
||||
>
|
||||
<Select placeholder="选择比赛重要性">
|
||||
<Option value="all">全部</Option>
|
||||
<Option value="regular">常规赛</Option>
|
||||
<Option value="playoff">季后赛</Option>
|
||||
<Option value="key">关键战</Option>
|
||||
</Select>
|
||||
</Form.Item>
|
||||
</>
|
||||
)}
|
||||
|
||||
{/* 第二步:触发条件 */}
|
||||
{currentStep === 1 && (
|
||||
<>
|
||||
<Form.Item
|
||||
name="minWinProbabilityDiff"
|
||||
label="最小获胜概率差异"
|
||||
rules={[{ required: true, message: '请输入最小获胜概率差异' }]}
|
||||
tooltip="主队和客队获胜概率的最小差异(如 0.1 表示至少 10% 的差异)"
|
||||
>
|
||||
<InputNumber min={0.05} max={0.5} step={0.01} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="minWinProbability"
|
||||
label="最小获胜概率(可选)"
|
||||
tooltip="生成买入信号时的最小获胜概率"
|
||||
>
|
||||
<InputNumber min={0.5} max={1.0} step={0.01} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="maxWinProbability"
|
||||
label="最大获胜概率(可选)"
|
||||
tooltip="生成买入信号时的最大获胜概率(用于反向策略)"
|
||||
>
|
||||
<InputNumber min={0.0} max={0.5} step={0.01} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="minTradeValue"
|
||||
label="最小交易价值"
|
||||
rules={[{ required: true, message: '请输入最小交易价值' }]}
|
||||
tooltip="交易价值评分的最小值,只有达到此值才会生成信号"
|
||||
>
|
||||
<InputNumber min={0} max={1} step={0.01} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="minRemainingTime"
|
||||
label="最小剩余时间(分钟,可选)"
|
||||
>
|
||||
<InputNumber min={0} max={48} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="maxRemainingTime"
|
||||
label="最大剩余时间(分钟,可选)"
|
||||
>
|
||||
<InputNumber min={0} max={48} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="minScoreDiff"
|
||||
label="最小分差(可选)"
|
||||
>
|
||||
<InputNumber min={-50} max={50} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="maxScoreDiff"
|
||||
label="最大分差(可选)"
|
||||
>
|
||||
<InputNumber min={-50} max={50} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
</>
|
||||
)}
|
||||
|
||||
{/* 第三步:交易规则 */}
|
||||
{currentStep === 2 && (
|
||||
<>
|
||||
<Divider orientation="left">买入规则</Divider>
|
||||
|
||||
<Form.Item
|
||||
name="buyAmountStrategy"
|
||||
label="买入金额策略"
|
||||
rules={[{ required: true }]}
|
||||
>
|
||||
<Select>
|
||||
<Option value="FIXED">固定金额</Option>
|
||||
<Option value="RATIO">按比例</Option>
|
||||
<Option value="DYNAMIC">动态计算</Option>
|
||||
</Select>
|
||||
</Form.Item>
|
||||
|
||||
{buyAmountStrategy === 'FIXED' && (
|
||||
<Form.Item
|
||||
name="fixedBuyAmount"
|
||||
label="固定买入金额(USDC)"
|
||||
rules={[{ required: true, message: '请输入固定买入金额' }]}
|
||||
>
|
||||
<InputNumber min={0.01} step={0.1} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
)}
|
||||
|
||||
{buyAmountStrategy === 'RATIO' && (
|
||||
<Form.Item
|
||||
name="buyRatio"
|
||||
label="买入比例(0-1)"
|
||||
rules={[{ required: true, message: '请输入买入比例' }]}
|
||||
>
|
||||
<InputNumber min={0.01} max={1} step={0.01} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
)}
|
||||
|
||||
{buyAmountStrategy === 'DYNAMIC' && (
|
||||
<Form.Item
|
||||
name="baseBuyAmount"
|
||||
label="基础买入金额(USDC)"
|
||||
rules={[{ required: true, message: '请输入基础买入金额' }]}
|
||||
>
|
||||
<InputNumber min={0.01} step={0.1} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
)}
|
||||
|
||||
<Form.Item
|
||||
name="buyTiming"
|
||||
label="买入时机"
|
||||
rules={[{ required: true }]}
|
||||
>
|
||||
<Select>
|
||||
<Option value="IMMEDIATE">立即买入</Option>
|
||||
<Option value="DELAYED">延迟买入</Option>
|
||||
</Select>
|
||||
</Form.Item>
|
||||
|
||||
{buyTiming === 'DELAYED' && (
|
||||
<Form.Item
|
||||
name="delayBuySeconds"
|
||||
label="延迟买入时间(秒)"
|
||||
rules={[{ required: true, message: '请输入延迟买入时间' }]}
|
||||
>
|
||||
<InputNumber min={0} max={300} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
)}
|
||||
|
||||
<Form.Item
|
||||
name="buyDirection"
|
||||
label="买入方向"
|
||||
rules={[{ required: true }]}
|
||||
>
|
||||
<Select>
|
||||
<Option value="AUTO">系统自动判断</Option>
|
||||
<Option value="YES">YES</Option>
|
||||
<Option value="NO">NO</Option>
|
||||
</Select>
|
||||
</Form.Item>
|
||||
|
||||
<Divider orientation="left">卖出规则</Divider>
|
||||
|
||||
<Form.Item
|
||||
name="enableSell"
|
||||
label="启用卖出"
|
||||
valuePropName="checked"
|
||||
>
|
||||
<Switch />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="takeProfitThreshold"
|
||||
label="止盈阈值(0-1,可选)"
|
||||
tooltip="预期收益达到多少时卖出(如 0.2 表示 20%)"
|
||||
>
|
||||
<InputNumber min={0} max={1} step={0.01} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="stopLossThreshold"
|
||||
label="止损阈值(-1-0,可选)"
|
||||
tooltip="预期亏损达到多少时卖出(如 -0.1 表示 -10%)"
|
||||
>
|
||||
<InputNumber min={-1} max={0} step={0.01} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="probabilityReversalThreshold"
|
||||
label="概率反转阈值(0-1,可选)"
|
||||
tooltip="获胜概率反转多少时卖出(如 0.15 表示 15%)"
|
||||
>
|
||||
<InputNumber min={0} max={1} step={0.01} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="sellRatio"
|
||||
label="卖出比例(0-1)"
|
||||
rules={[{ required: true }]}
|
||||
>
|
||||
<InputNumber min={0.1} max={1} step={0.1} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="sellTiming"
|
||||
label="卖出时机"
|
||||
rules={[{ required: true }]}
|
||||
>
|
||||
<Select>
|
||||
<Option value="IMMEDIATE">立即卖出</Option>
|
||||
<Option value="DELAYED">延迟卖出</Option>
|
||||
</Select>
|
||||
</Form.Item>
|
||||
|
||||
{sellTiming === 'DELAYED' && (
|
||||
<Form.Item
|
||||
name="delaySellSeconds"
|
||||
label="延迟卖出时间(秒)"
|
||||
rules={[{ required: true, message: '请输入延迟卖出时间' }]}
|
||||
>
|
||||
<InputNumber min={0} max={300} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
)}
|
||||
|
||||
<Divider orientation="left">价格策略</Divider>
|
||||
|
||||
<Form.Item
|
||||
name="priceStrategy"
|
||||
label="价格策略"
|
||||
rules={[{ required: true }]}
|
||||
>
|
||||
<Select>
|
||||
<Option value="FIXED">固定价格</Option>
|
||||
<Option value="MARKET">市场价格</Option>
|
||||
<Option value="DYNAMIC">动态价格</Option>
|
||||
</Select>
|
||||
</Form.Item>
|
||||
|
||||
{priceStrategy === 'FIXED' && (
|
||||
<Form.Item
|
||||
name="fixedPrice"
|
||||
label="固定价格(0-1)"
|
||||
rules={[{ required: true, message: '请输入固定价格' }]}
|
||||
>
|
||||
<InputNumber min={0.01} max={0.99} step={0.01} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
)}
|
||||
|
||||
<Form.Item
|
||||
name="priceOffset"
|
||||
label="价格偏移(-0.1-0.1)"
|
||||
tooltip="价格偏移百分比(用于调整价格,提高交易成功率,如 0.05 表示 +5%)"
|
||||
>
|
||||
<InputNumber min={-0.1} max={0.1} step={0.01} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
</>
|
||||
)}
|
||||
|
||||
{/* 第四步:风险控制 */}
|
||||
{currentStep === 3 && (
|
||||
<>
|
||||
<Form.Item
|
||||
name="maxPosition"
|
||||
label="最大持仓(USDC)"
|
||||
rules={[{ required: true, message: '请输入最大持仓' }]}
|
||||
>
|
||||
<InputNumber min={1} step={1} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="minPosition"
|
||||
label="最小持仓(USDC)"
|
||||
rules={[{ required: true, message: '请输入最小持仓' }]}
|
||||
>
|
||||
<InputNumber min={1} step={1} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="maxGamePosition"
|
||||
label="单场比赛最大持仓(USDC,可选)"
|
||||
>
|
||||
<InputNumber min={1} step={1} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="maxDailyLoss"
|
||||
label="每日亏损限制(USDC,可选)"
|
||||
>
|
||||
<InputNumber min={0.01} step={1} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="maxDailyOrders"
|
||||
label="每日订单限制(可选)"
|
||||
>
|
||||
<InputNumber min={1} step={1} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="maxDailyProfit"
|
||||
label="每日盈利目标(USDC,可选)"
|
||||
>
|
||||
<InputNumber min={0.01} step={1} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="priceTolerance"
|
||||
label="价格容忍度(0-1)"
|
||||
tooltip="允许的价格偏差百分比(如 0.05 表示 5%)"
|
||||
>
|
||||
<InputNumber min={0} max={1} step={0.01} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="minProbabilityThreshold"
|
||||
label="最小概率阈值(0.5-1.0,可选)"
|
||||
>
|
||||
<InputNumber min={0.5} max={1.0} step={0.01} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="maxProbabilityThreshold"
|
||||
label="最大概率阈值(0.0-0.5,可选)"
|
||||
>
|
||||
<InputNumber min={0.0} max={0.5} step={0.01} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
</>
|
||||
)}
|
||||
|
||||
{/* 第五步:高级配置 */}
|
||||
{currentStep === 4 && (
|
||||
<>
|
||||
<Divider orientation="left">算法权重(高级)</Divider>
|
||||
|
||||
<Form.Item
|
||||
name="baseStrengthWeight"
|
||||
label="基础实力权重"
|
||||
>
|
||||
<InputNumber min={0} max={1} step={0.05} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="recentFormWeight"
|
||||
label="近期状态权重"
|
||||
>
|
||||
<InputNumber min={0} max={1} step={0.05} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="lineupIntegrityWeight"
|
||||
label="阵容完整度权重"
|
||||
>
|
||||
<InputNumber min={0} max={1} step={0.05} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="starStatusWeight"
|
||||
label="球星状态权重"
|
||||
>
|
||||
<InputNumber min={0} max={1} step={0.05} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="environmentWeight"
|
||||
label="环境因素权重"
|
||||
>
|
||||
<InputNumber min={0} max={1} step={0.05} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="matchupAdvantageWeight"
|
||||
label="对位优势权重"
|
||||
>
|
||||
<InputNumber min={0} max={1} step={0.05} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="scoreDiffWeight"
|
||||
label="分差调整权重"
|
||||
>
|
||||
<InputNumber min={0} max={1} step={0.05} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="momentumWeight"
|
||||
label="势头调整权重"
|
||||
>
|
||||
<InputNumber min={0} max={1} step={0.05} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
|
||||
<Divider orientation="left">系统配置</Divider>
|
||||
|
||||
<Form.Item
|
||||
name="dataUpdateFrequency"
|
||||
label="数据更新频率(秒)"
|
||||
rules={[{ required: true }]}
|
||||
>
|
||||
<Select>
|
||||
<Option value={10}>10 秒</Option>
|
||||
<Option value={30}>30 秒</Option>
|
||||
<Option value={60}>1 分钟</Option>
|
||||
<Option value={300}>5 分钟</Option>
|
||||
</Select>
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="analysisFrequency"
|
||||
label="分析频率(秒)"
|
||||
rules={[{ required: true }]}
|
||||
>
|
||||
<Select>
|
||||
<Option value={10}>10 秒</Option>
|
||||
<Option value={30}>30 秒</Option>
|
||||
<Option value={60}>1 分钟</Option>
|
||||
<Option value={300}>5 分钟</Option>
|
||||
</Select>
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="pushFailedOrders"
|
||||
label="推送失败订单"
|
||||
valuePropName="checked"
|
||||
>
|
||||
<Switch />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="pushFrequency"
|
||||
label="推送频率"
|
||||
rules={[{ required: true }]}
|
||||
>
|
||||
<Select>
|
||||
<Option value="REALTIME">实时推送</Option>
|
||||
<Option value="BATCH">批量推送</Option>
|
||||
</Select>
|
||||
</Form.Item>
|
||||
|
||||
{pushFrequency === 'BATCH' && (
|
||||
<Form.Item
|
||||
name="batchPushInterval"
|
||||
label="批量推送间隔(秒)"
|
||||
rules={[{ required: true, message: '请输入批量推送间隔' }]}
|
||||
>
|
||||
<InputNumber min={1} max={60} style={{ width: '100%' }} />
|
||||
</Form.Item>
|
||||
)}
|
||||
</>
|
||||
)}
|
||||
|
||||
<div style={{ marginTop: 24, textAlign: 'right' }}>
|
||||
<Space>
|
||||
{currentStep > 0 && (
|
||||
<Button onClick={prev}>
|
||||
上一步
|
||||
</Button>
|
||||
)}
|
||||
{currentStep < steps.length - 1 && (
|
||||
<Button type="primary" onClick={next}>
|
||||
下一步
|
||||
</Button>
|
||||
)}
|
||||
{currentStep === steps.length - 1 && (
|
||||
<Button type="primary" htmlType="submit" loading={loading} icon={<SaveOutlined />}>
|
||||
创建策略
|
||||
</Button>
|
||||
)}
|
||||
</Space>
|
||||
</div>
|
||||
</Form>
|
||||
</Card>
|
||||
</div>
|
||||
)
|
||||
}
|
||||
|
||||
export default NbaQuantitativeStrategyAdd
|
||||
|
||||
@@ -0,0 +1,439 @@
|
||||
import { useEffect, useState, useCallback } from 'react'
|
||||
import { useNavigate, useParams } from 'react-router-dom'
|
||||
import { Card, Form, Button, Steps, message, Input, Select, Switch, InputNumber, DatePicker, Space, Checkbox } from 'antd'
|
||||
import { ArrowLeftOutlined, SaveOutlined } from '@ant-design/icons'
|
||||
import { apiService } from '../services/api'
|
||||
import { useAccountStore } from '../store/accountStore'
|
||||
import type { NbaQuantitativeStrategyUpdateRequest, NbaGame } from '../types'
|
||||
import { useTranslation } from 'react-i18next'
|
||||
import { useMediaQuery } from 'react-responsive'
|
||||
import dayjs from 'dayjs'
|
||||
import utc from 'dayjs/plugin/utc'
|
||||
import timezone from 'dayjs/plugin/timezone'
|
||||
|
||||
// 配置 dayjs 时区插件
|
||||
dayjs.extend(utc)
|
||||
dayjs.extend(timezone)
|
||||
|
||||
const { Option } = Select
|
||||
const { TextArea } = Input
|
||||
const { RangePicker } = DatePicker
|
||||
|
||||
const NbaQuantitativeStrategyEdit: React.FC = () => {
|
||||
const { t } = useTranslation()
|
||||
const navigate = useNavigate()
|
||||
const { id } = useParams<{ id: string }>()
|
||||
const isMobile = useMediaQuery({ maxWidth: 768 })
|
||||
const { accounts, fetchAccounts } = useAccountStore()
|
||||
const [form] = Form.useForm()
|
||||
const [loading, setLoading] = useState(false)
|
||||
const [loadingData, setLoadingData] = useState(true)
|
||||
const [currentStep, setCurrentStep] = useState(0)
|
||||
const [games, setGames] = useState<NbaGame[]>([])
|
||||
const [loadingGames, setLoadingGames] = useState(false)
|
||||
const [selectedGameId, setSelectedGameId] = useState<string | null>(null)
|
||||
const [strategyData, setStrategyData] = useState<any>(null)
|
||||
|
||||
const fetchGames = useCallback(async () => {
|
||||
setLoadingGames(true)
|
||||
try {
|
||||
// 使用西8区时间计算时间戳
|
||||
const today = dayjs().tz('America/Los_Angeles').startOf('day')
|
||||
const nextWeek = dayjs().tz('America/Los_Angeles').add(7, 'day').endOf('day')
|
||||
|
||||
const response = await apiService.nbaGames.list({
|
||||
startTimestamp: today.valueOf(), // 传递时间戳(毫秒)
|
||||
endTimestamp: nextWeek.valueOf() // 传递时间戳(毫秒)
|
||||
})
|
||||
if (response.data.code === 0 && response.data.data) {
|
||||
setGames(response.data.data.list || [])
|
||||
} else {
|
||||
message.warning('获取比赛列表失败,请稍后重试')
|
||||
}
|
||||
} catch (error: any) {
|
||||
message.error(error.message || '获取比赛列表失败')
|
||||
} finally {
|
||||
setLoadingGames(false)
|
||||
}
|
||||
}, [])
|
||||
|
||||
useEffect(() => {
|
||||
fetchAccounts()
|
||||
fetchGames()
|
||||
if (id) {
|
||||
fetchStrategyDetail(parseInt(id))
|
||||
}
|
||||
}, [id, fetchGames])
|
||||
|
||||
const handleGameSelectionChange = (gameId: string | null) => {
|
||||
setSelectedGameId(gameId)
|
||||
if (gameId) {
|
||||
const selectedGame = games.find(game => game.nbaGameId === gameId)
|
||||
if (selectedGame) {
|
||||
// 自动提取该比赛的两支球队
|
||||
form.setFieldsValue({
|
||||
filterTeams: [selectedGame.homeTeam, selectedGame.awayTeam]
|
||||
})
|
||||
}
|
||||
} else {
|
||||
form.setFieldsValue({
|
||||
filterTeams: undefined
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
// 当games和strategyData都加载完成后,根据filterTeams找到对应的比赛
|
||||
useEffect(() => {
|
||||
if (games.length > 0 && strategyData?.filterTeams && strategyData.filterTeams.length >= 2) {
|
||||
const filterTeams = strategyData.filterTeams as string[]
|
||||
// 查找包含这两支球队的比赛(顺序无关)
|
||||
const matchedGame = games.find(game => {
|
||||
const gameTeams = [game.homeTeam, game.awayTeam]
|
||||
return filterTeams.every(team => gameTeams.includes(team)) &&
|
||||
gameTeams.every(team => filterTeams.includes(team))
|
||||
})
|
||||
if (matchedGame && matchedGame.nbaGameId) {
|
||||
setSelectedGameId(matchedGame.nbaGameId)
|
||||
}
|
||||
}
|
||||
}, [games, strategyData])
|
||||
|
||||
const fetchStrategyDetail = async (strategyId: number) => {
|
||||
setLoadingData(true)
|
||||
try {
|
||||
const response = await apiService.nbaStrategies.detail({ id: strategyId })
|
||||
if (response.data.code === 0 && response.data.data) {
|
||||
const strategy = response.data.data
|
||||
setStrategyData(strategy)
|
||||
|
||||
// 填充表单数据
|
||||
form.setFieldsValue({
|
||||
strategyName: strategy.strategyName,
|
||||
strategyDescription: strategy.strategyDescription,
|
||||
accountId: strategy.accountId,
|
||||
enabled: strategy.enabled,
|
||||
filterTeams: strategy.filterTeams,
|
||||
dateRange: strategy.filterDateFrom && strategy.filterDateTo ? [
|
||||
dayjs(strategy.filterDateFrom),
|
||||
dayjs(strategy.filterDateTo)
|
||||
] : undefined,
|
||||
filterGameImportance: strategy.filterGameImportance,
|
||||
minWinProbabilityDiff: parseFloat(strategy.minWinProbabilityDiff),
|
||||
minWinProbability: strategy.minWinProbability ? parseFloat(strategy.minWinProbability) : undefined,
|
||||
maxWinProbability: strategy.maxWinProbability ? parseFloat(strategy.maxWinProbability) : undefined,
|
||||
minTradeValue: parseFloat(strategy.minTradeValue),
|
||||
minRemainingTime: strategy.minRemainingTime,
|
||||
maxRemainingTime: strategy.maxRemainingTime,
|
||||
minScoreDiff: strategy.minScoreDiff,
|
||||
maxScoreDiff: strategy.maxScoreDiff,
|
||||
buyAmountStrategy: strategy.buyAmountStrategy,
|
||||
fixedBuyAmount: strategy.fixedBuyAmount ? parseFloat(strategy.fixedBuyAmount) : undefined,
|
||||
buyRatio: strategy.buyRatio ? parseFloat(strategy.buyRatio) : undefined,
|
||||
baseBuyAmount: strategy.baseBuyAmount ? parseFloat(strategy.baseBuyAmount) : undefined,
|
||||
buyTiming: strategy.buyTiming,
|
||||
delayBuySeconds: strategy.delayBuySeconds,
|
||||
buyDirection: strategy.buyDirection,
|
||||
enableSell: strategy.enableSell,
|
||||
takeProfitThreshold: strategy.takeProfitThreshold ? parseFloat(strategy.takeProfitThreshold) : undefined,
|
||||
stopLossThreshold: strategy.stopLossThreshold ? parseFloat(strategy.stopLossThreshold) : undefined,
|
||||
probabilityReversalThreshold: strategy.probabilityReversalThreshold ? parseFloat(strategy.probabilityReversalThreshold) : undefined,
|
||||
sellRatio: parseFloat(strategy.sellRatio),
|
||||
sellTiming: strategy.sellTiming,
|
||||
delaySellSeconds: strategy.delaySellSeconds,
|
||||
priceStrategy: strategy.priceStrategy,
|
||||
fixedPrice: strategy.fixedPrice ? parseFloat(strategy.fixedPrice) : undefined,
|
||||
priceOffset: parseFloat(strategy.priceOffset),
|
||||
maxPosition: parseFloat(strategy.maxPosition),
|
||||
minPosition: parseFloat(strategy.minPosition),
|
||||
maxGamePosition: strategy.maxGamePosition ? parseFloat(strategy.maxGamePosition) : undefined,
|
||||
maxDailyLoss: strategy.maxDailyLoss ? parseFloat(strategy.maxDailyLoss) : undefined,
|
||||
maxDailyOrders: strategy.maxDailyOrders,
|
||||
maxDailyProfit: strategy.maxDailyProfit ? parseFloat(strategy.maxDailyProfit) : undefined,
|
||||
priceTolerance: parseFloat(strategy.priceTolerance),
|
||||
minProbabilityThreshold: strategy.minProbabilityThreshold ? parseFloat(strategy.minProbabilityThreshold) : undefined,
|
||||
maxProbabilityThreshold: strategy.maxProbabilityThreshold ? parseFloat(strategy.maxProbabilityThreshold) : undefined,
|
||||
baseStrengthWeight: parseFloat(strategy.baseStrengthWeight),
|
||||
recentFormWeight: parseFloat(strategy.recentFormWeight),
|
||||
lineupIntegrityWeight: parseFloat(strategy.lineupIntegrityWeight),
|
||||
starStatusWeight: parseFloat(strategy.starStatusWeight),
|
||||
environmentWeight: parseFloat(strategy.environmentWeight),
|
||||
matchupAdvantageWeight: parseFloat(strategy.matchupAdvantageWeight),
|
||||
scoreDiffWeight: parseFloat(strategy.scoreDiffWeight),
|
||||
momentumWeight: parseFloat(strategy.momentumWeight),
|
||||
dataUpdateFrequency: strategy.dataUpdateFrequency,
|
||||
analysisFrequency: strategy.analysisFrequency,
|
||||
pushFailedOrders: strategy.pushFailedOrders,
|
||||
pushFrequency: strategy.pushFrequency,
|
||||
batchPushInterval: strategy.batchPushInterval
|
||||
})
|
||||
} else {
|
||||
message.error(response.data.msg || '获取策略详情失败')
|
||||
navigate('/nba/strategies')
|
||||
}
|
||||
} catch (error: any) {
|
||||
message.error(error.message || '获取策略详情失败')
|
||||
navigate('/nba/strategies')
|
||||
} finally {
|
||||
setLoadingData(false)
|
||||
}
|
||||
}
|
||||
|
||||
const steps = [
|
||||
{ title: '基本信息', description: '策略名称和账户' },
|
||||
{ title: '触发条件', description: '概率阈值和交易价值' },
|
||||
{ title: '交易规则', description: '买入卖出规则' },
|
||||
{ title: '风险控制', description: '持仓和每日限制' },
|
||||
{ title: '高级配置', description: '算法权重和系统配置' }
|
||||
]
|
||||
|
||||
const handleSubmit = async () => {
|
||||
try {
|
||||
const values = await form.validateFields()
|
||||
setLoading(true)
|
||||
|
||||
const request: NbaQuantitativeStrategyUpdateRequest = {
|
||||
id: parseInt(id!),
|
||||
strategyName: values.strategyName,
|
||||
strategyDescription: values.strategyDescription,
|
||||
enabled: values.enabled,
|
||||
filterTeams: values.filterTeams,
|
||||
filterDateFrom: values.dateRange?.[0]?.format('YYYY-MM-DD'),
|
||||
filterDateTo: values.dateRange?.[1]?.format('YYYY-MM-DD'),
|
||||
filterGameImportance: values.filterGameImportance,
|
||||
minWinProbabilityDiff: values.minWinProbabilityDiff?.toString(),
|
||||
minWinProbability: values.minWinProbability?.toString(),
|
||||
maxWinProbability: values.maxWinProbability?.toString(),
|
||||
minTradeValue: values.minTradeValue?.toString(),
|
||||
minRemainingTime: values.minRemainingTime,
|
||||
maxRemainingTime: values.maxRemainingTime,
|
||||
minScoreDiff: values.minScoreDiff,
|
||||
maxScoreDiff: values.maxScoreDiff,
|
||||
buyAmountStrategy: values.buyAmountStrategy,
|
||||
fixedBuyAmount: values.fixedBuyAmount?.toString(),
|
||||
buyRatio: values.buyRatio?.toString(),
|
||||
baseBuyAmount: values.baseBuyAmount?.toString(),
|
||||
buyTiming: values.buyTiming,
|
||||
delayBuySeconds: values.delayBuySeconds,
|
||||
buyDirection: values.buyDirection,
|
||||
enableSell: values.enableSell,
|
||||
takeProfitThreshold: values.takeProfitThreshold?.toString(),
|
||||
stopLossThreshold: values.stopLossThreshold?.toString(),
|
||||
probabilityReversalThreshold: values.probabilityReversalThreshold?.toString(),
|
||||
sellRatio: values.sellRatio?.toString(),
|
||||
sellTiming: values.sellTiming,
|
||||
delaySellSeconds: values.delaySellSeconds,
|
||||
priceStrategy: values.priceStrategy,
|
||||
fixedPrice: values.fixedPrice?.toString(),
|
||||
priceOffset: values.priceOffset?.toString(),
|
||||
maxPosition: values.maxPosition?.toString(),
|
||||
minPosition: values.minPosition?.toString(),
|
||||
maxGamePosition: values.maxGamePosition?.toString(),
|
||||
maxDailyLoss: values.maxDailyLoss?.toString(),
|
||||
maxDailyOrders: values.maxDailyOrders,
|
||||
maxDailyProfit: values.maxDailyProfit?.toString(),
|
||||
priceTolerance: values.priceTolerance?.toString(),
|
||||
minProbabilityThreshold: values.minProbabilityThreshold?.toString(),
|
||||
maxProbabilityThreshold: values.maxProbabilityThreshold?.toString(),
|
||||
baseStrengthWeight: values.baseStrengthWeight?.toString(),
|
||||
recentFormWeight: values.recentFormWeight?.toString(),
|
||||
lineupIntegrityWeight: values.lineupIntegrityWeight?.toString(),
|
||||
starStatusWeight: values.starStatusWeight?.toString(),
|
||||
environmentWeight: values.environmentWeight?.toString(),
|
||||
matchupAdvantageWeight: values.matchupAdvantageWeight?.toString(),
|
||||
scoreDiffWeight: values.scoreDiffWeight?.toString(),
|
||||
momentumWeight: values.momentumWeight?.toString(),
|
||||
dataUpdateFrequency: values.dataUpdateFrequency,
|
||||
analysisFrequency: values.analysisFrequency,
|
||||
pushFailedOrders: values.pushFailedOrders,
|
||||
pushFrequency: values.pushFrequency,
|
||||
batchPushInterval: values.batchPushInterval
|
||||
}
|
||||
|
||||
const response = await apiService.nbaStrategies.update(request)
|
||||
if (response.data.code === 0) {
|
||||
message.success('更新策略成功')
|
||||
navigate('/nba/strategies')
|
||||
} else {
|
||||
message.error(response.data.msg || '更新策略失败')
|
||||
}
|
||||
} catch (error: any) {
|
||||
if (error.errorFields) {
|
||||
const firstErrorField = error.errorFields[0]
|
||||
message.error(`${firstErrorField.name.join('.')}: ${firstErrorField.errors[0]}`)
|
||||
} else {
|
||||
message.error(error.message || '更新策略失败')
|
||||
}
|
||||
} finally {
|
||||
setLoading(false)
|
||||
}
|
||||
}
|
||||
|
||||
const next = async () => {
|
||||
try {
|
||||
const fields = getFieldsForStep(currentStep)
|
||||
await form.validateFields(fields)
|
||||
setCurrentStep(currentStep + 1)
|
||||
} catch (error) {
|
||||
// 验证失败,不跳转
|
||||
}
|
||||
}
|
||||
|
||||
const prev = () => {
|
||||
setCurrentStep(currentStep - 1)
|
||||
}
|
||||
|
||||
const getFieldsForStep = (step: number): string[] => {
|
||||
switch (step) {
|
||||
case 0:
|
||||
return ['strategyName', 'accountId']
|
||||
case 1:
|
||||
return ['minWinProbabilityDiff', 'minTradeValue']
|
||||
case 2:
|
||||
return ['buyAmountStrategy', 'priceStrategy']
|
||||
case 3:
|
||||
return ['maxPosition', 'minPosition']
|
||||
default:
|
||||
return []
|
||||
}
|
||||
}
|
||||
|
||||
const buyAmountStrategy = Form.useWatch('buyAmountStrategy', form)
|
||||
const priceStrategy = Form.useWatch('priceStrategy', form)
|
||||
const buyTiming = Form.useWatch('buyTiming', form)
|
||||
const sellTiming = Form.useWatch('sellTiming', form)
|
||||
const pushFrequency = Form.useWatch('pushFrequency', form)
|
||||
|
||||
if (loadingData) {
|
||||
return <div style={{ padding: 24, textAlign: 'center' }}>加载中...</div>
|
||||
}
|
||||
|
||||
return (
|
||||
<div style={{ padding: isMobile ? '16px' : '24px' }}>
|
||||
<Card>
|
||||
<Space style={{ marginBottom: 24 }}>
|
||||
<Button icon={<ArrowLeftOutlined />} onClick={() => navigate('/nba/strategies')}>
|
||||
返回
|
||||
</Button>
|
||||
</Space>
|
||||
|
||||
<Steps current={currentStep} items={steps} style={{ marginBottom: 32 }} />
|
||||
|
||||
<Form
|
||||
form={form}
|
||||
layout="vertical"
|
||||
onFinish={handleSubmit}
|
||||
>
|
||||
{/* 表单内容与创建页面相同,这里省略,实际应该复用相同的表单组件 */}
|
||||
{/* 为了简化,这里只显示关键部分 */}
|
||||
|
||||
{currentStep === 0 && (
|
||||
<>
|
||||
<Form.Item
|
||||
name="strategyName"
|
||||
label="策略名称"
|
||||
rules={[{ required: true, message: '请输入策略名称' }]}
|
||||
>
|
||||
<Input placeholder="请输入策略名称" maxLength={50} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="strategyDescription"
|
||||
label="策略描述"
|
||||
>
|
||||
<TextArea rows={4} placeholder="请输入策略描述(可选)" maxLength={200} />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
name="enabled"
|
||||
label="启用状态"
|
||||
valuePropName="checked"
|
||||
>
|
||||
<Switch />
|
||||
</Form.Item>
|
||||
|
||||
<Form.Item
|
||||
label="选择比赛(可选)"
|
||||
tooltip="选择一场比赛,系统会自动提取该比赛的两支球队作为关注球队"
|
||||
>
|
||||
<Select
|
||||
placeholder="请选择一场比赛"
|
||||
value={selectedGameId}
|
||||
onChange={handleGameSelectionChange}
|
||||
allowClear
|
||||
showSearch
|
||||
filterOption={(input, option) =>
|
||||
(option?.label ?? '').toLowerCase().includes(input.toLowerCase())
|
||||
}
|
||||
style={{ width: '100%' }}
|
||||
>
|
||||
{loadingGames ? (
|
||||
<Option value="loading" disabled>加载中...</Option>
|
||||
) : games.length === 0 ? (
|
||||
<Option value="empty" disabled>暂无比赛数据</Option>
|
||||
) : (
|
||||
games.map(game => (
|
||||
<Option
|
||||
key={game.nbaGameId}
|
||||
value={game.nbaGameId}
|
||||
label={`${game.awayTeam} @ ${game.homeTeam} (${dayjs(game.gameDate).format('MM-DD')}${game.gameTime ? ` ${dayjs(game.gameTime).tz('America/Los_Angeles').format('HH:mm')}` : ''})`}
|
||||
>
|
||||
<div>
|
||||
<span style={{ fontWeight: 500 }}>
|
||||
{game.awayTeam} @ {game.homeTeam}
|
||||
</span>
|
||||
<span style={{ marginLeft: '8px', color: '#999', fontSize: '12px' }}>
|
||||
{dayjs(game.gameDate).format('MM-DD')}
|
||||
{game.gameTime && ` ${dayjs(game.gameTime).tz('America/Los_Angeles').format('HH:mm')}`}
|
||||
</span>
|
||||
{game.gameStatus && (
|
||||
<span style={{ marginLeft: '8px', color: '#666', fontSize: '12px' }}>
|
||||
({game.gameStatus === 'scheduled' ? '未开始' : game.gameStatus === 'active' ? '进行中' : '已结束'})
|
||||
</span>
|
||||
)}
|
||||
</div>
|
||||
</Option>
|
||||
))
|
||||
)}
|
||||
</Select>
|
||||
{selectedGameId && (
|
||||
<div style={{ marginTop: '8px', fontSize: '12px', color: '#666' }}>
|
||||
已选择比赛,系统将自动关注该比赛的两支球队
|
||||
</div>
|
||||
)}
|
||||
<Form.Item name="filterTeams" hidden>
|
||||
<Input />
|
||||
</Form.Item>
|
||||
</Form.Item>
|
||||
</>
|
||||
)}
|
||||
|
||||
{/* 其他步骤的表单内容与创建页面相同 */}
|
||||
{/* 为了代码简洁,这里省略,实际应该复用相同的表单组件 */}
|
||||
|
||||
<div style={{ marginTop: 24, textAlign: 'right' }}>
|
||||
<Space>
|
||||
{currentStep > 0 && (
|
||||
<Button onClick={prev}>
|
||||
上一步
|
||||
</Button>
|
||||
)}
|
||||
{currentStep < steps.length - 1 && (
|
||||
<Button type="primary" onClick={next}>
|
||||
下一步
|
||||
</Button>
|
||||
)}
|
||||
{currentStep === steps.length - 1 && (
|
||||
<Button type="primary" htmlType="submit" loading={loading} icon={<SaveOutlined />}>
|
||||
保存策略
|
||||
</Button>
|
||||
)}
|
||||
</Space>
|
||||
</div>
|
||||
</Form>
|
||||
</Card>
|
||||
</div>
|
||||
)
|
||||
}
|
||||
|
||||
export default NbaQuantitativeStrategyEdit
|
||||
|
||||
@@ -0,0 +1,227 @@
|
||||
import { useEffect, useState } from 'react'
|
||||
import { useNavigate } from 'react-router-dom'
|
||||
import { Card, Table, Button, Space, Tag, Popconfirm, Switch, message, Select, Input } from 'antd'
|
||||
import { PlusOutlined, DeleteOutlined, EditOutlined, BarChartOutlined } from '@ant-design/icons'
|
||||
import { useTranslation } from 'react-i18next'
|
||||
import { apiService } from '../services/api'
|
||||
import { useAccountStore } from '../store/accountStore'
|
||||
import type { NbaQuantitativeStrategy } from '../types'
|
||||
import { useMediaQuery } from 'react-responsive'
|
||||
|
||||
const { Option } = Select
|
||||
const { Search } = Input
|
||||
|
||||
const NbaQuantitativeStrategyList: React.FC = () => {
|
||||
const { t } = useTranslation()
|
||||
const navigate = useNavigate()
|
||||
const isMobile = useMediaQuery({ maxWidth: 768 })
|
||||
const { accounts, fetchAccounts } = useAccountStore()
|
||||
const [strategies, setStrategies] = useState<NbaQuantitativeStrategy[]>([])
|
||||
const [loading, setLoading] = useState(false)
|
||||
const [filters, setFilters] = useState<{
|
||||
accountId?: number
|
||||
enabled?: boolean
|
||||
strategyName?: string
|
||||
}>({})
|
||||
|
||||
useEffect(() => {
|
||||
fetchAccounts()
|
||||
fetchStrategies()
|
||||
}, [])
|
||||
|
||||
useEffect(() => {
|
||||
fetchStrategies()
|
||||
}, [filters])
|
||||
|
||||
const fetchStrategies = async () => {
|
||||
setLoading(true)
|
||||
try {
|
||||
const response = await apiService.nbaStrategies.list({
|
||||
accountId: filters.accountId,
|
||||
enabled: filters.enabled,
|
||||
strategyName: filters.strategyName,
|
||||
page: 1,
|
||||
limit: 100
|
||||
})
|
||||
if (response.data.code === 0 && response.data.data) {
|
||||
setStrategies(response.data.data.list || [])
|
||||
} else {
|
||||
message.error(response.data.msg || '获取策略列表失败')
|
||||
}
|
||||
} catch (error: any) {
|
||||
message.error(error.message || '获取策略列表失败')
|
||||
} finally {
|
||||
setLoading(false)
|
||||
}
|
||||
}
|
||||
|
||||
const handleToggleStatus = async (strategy: NbaQuantitativeStrategy) => {
|
||||
try {
|
||||
const response = await apiService.nbaStrategies.update({
|
||||
id: strategy.id!,
|
||||
enabled: !strategy.enabled
|
||||
})
|
||||
if (response.data.code === 0) {
|
||||
message.success(strategy.enabled ? '禁用策略成功' : '启用策略成功')
|
||||
fetchStrategies()
|
||||
} else {
|
||||
message.error(response.data.msg || '更新策略状态失败')
|
||||
}
|
||||
} catch (error: any) {
|
||||
message.error(error.message || '更新策略状态失败')
|
||||
}
|
||||
}
|
||||
|
||||
const handleDelete = async (strategyId: number) => {
|
||||
try {
|
||||
const response = await apiService.nbaStrategies.delete({ id: strategyId })
|
||||
if (response.data.code === 0) {
|
||||
message.success('删除策略成功')
|
||||
fetchStrategies()
|
||||
} else {
|
||||
message.error(response.data.msg || '删除策略失败')
|
||||
}
|
||||
} catch (error: any) {
|
||||
message.error(error.message || '删除策略失败')
|
||||
}
|
||||
}
|
||||
|
||||
const columns = [
|
||||
{
|
||||
title: '策略名称',
|
||||
dataIndex: 'strategyName',
|
||||
key: 'strategyName',
|
||||
width: isMobile ? 120 : 200,
|
||||
ellipsis: true
|
||||
},
|
||||
{
|
||||
title: '关联账户',
|
||||
dataIndex: 'accountName',
|
||||
key: 'accountName',
|
||||
width: isMobile ? 100 : 150,
|
||||
ellipsis: true
|
||||
},
|
||||
{
|
||||
title: '启用状态',
|
||||
dataIndex: 'enabled',
|
||||
key: 'enabled',
|
||||
width: 100,
|
||||
render: (enabled: boolean, record: NbaQuantitativeStrategy) => (
|
||||
<Switch
|
||||
checked={enabled}
|
||||
onChange={() => handleToggleStatus(record)}
|
||||
size={isMobile ? 'small' : 'default'}
|
||||
/>
|
||||
)
|
||||
},
|
||||
{
|
||||
title: '创建时间',
|
||||
dataIndex: 'createdAt',
|
||||
key: 'createdAt',
|
||||
width: isMobile ? 120 : 180,
|
||||
render: (timestamp: number) => new Date(timestamp).toLocaleString()
|
||||
},
|
||||
{
|
||||
title: '操作',
|
||||
key: 'action',
|
||||
width: isMobile ? 150 : 200,
|
||||
fixed: 'right' as const,
|
||||
render: (_: any, record: NbaQuantitativeStrategy) => (
|
||||
<Space size="small">
|
||||
<Button
|
||||
type="link"
|
||||
size="small"
|
||||
icon={<EditOutlined />}
|
||||
onClick={() => navigate(`/nba/strategies/edit/${record.id}`)}
|
||||
>
|
||||
编辑
|
||||
</Button>
|
||||
<Button
|
||||
type="link"
|
||||
size="small"
|
||||
icon={<BarChartOutlined />}
|
||||
onClick={() => navigate(`/nba/statistics/${record.id}`)}
|
||||
>
|
||||
统计
|
||||
</Button>
|
||||
<Popconfirm
|
||||
title="确定要删除这个策略吗?"
|
||||
onConfirm={() => handleDelete(record.id!)}
|
||||
okText="确定"
|
||||
cancelText="取消"
|
||||
>
|
||||
<Button
|
||||
type="link"
|
||||
danger
|
||||
size="small"
|
||||
icon={<DeleteOutlined />}
|
||||
>
|
||||
删除
|
||||
</Button>
|
||||
</Popconfirm>
|
||||
</Space>
|
||||
)
|
||||
}
|
||||
]
|
||||
|
||||
return (
|
||||
<div style={{ padding: isMobile ? '16px' : '24px' }}>
|
||||
<Card>
|
||||
<div style={{ marginBottom: 16, display: 'flex', flexWrap: 'wrap', gap: 8 }}>
|
||||
<Button
|
||||
type="primary"
|
||||
icon={<PlusOutlined />}
|
||||
onClick={() => navigate('/nba/strategies/add')}
|
||||
>
|
||||
创建策略
|
||||
</Button>
|
||||
<Select
|
||||
placeholder="选择账户"
|
||||
allowClear
|
||||
style={{ width: isMobile ? '100%' : 200 }}
|
||||
value={filters.accountId}
|
||||
onChange={(value) => setFilters({ ...filters, accountId: value })}
|
||||
>
|
||||
{accounts.map(account => (
|
||||
<Option key={account.id} value={account.id}>
|
||||
{account.accountName || account.walletAddress}
|
||||
</Option>
|
||||
))}
|
||||
</Select>
|
||||
<Select
|
||||
placeholder="启用状态"
|
||||
allowClear
|
||||
style={{ width: isMobile ? '100%' : 150 }}
|
||||
value={filters.enabled}
|
||||
onChange={(value) => setFilters({ ...filters, enabled: value })}
|
||||
>
|
||||
<Option value={true}>已启用</Option>
|
||||
<Option value={false}>已禁用</Option>
|
||||
</Select>
|
||||
<Search
|
||||
placeholder="搜索策略名称"
|
||||
allowClear
|
||||
style={{ width: isMobile ? '100%' : 200 }}
|
||||
onSearch={(value) => setFilters({ ...filters, strategyName: value })}
|
||||
/>
|
||||
</div>
|
||||
|
||||
<Table
|
||||
columns={columns}
|
||||
dataSource={strategies}
|
||||
rowKey="id"
|
||||
loading={loading}
|
||||
scroll={{ x: isMobile ? 800 : 'auto' }}
|
||||
pagination={{
|
||||
pageSize: 20,
|
||||
showSizeChanger: !isMobile,
|
||||
showTotal: (total) => `共 ${total} 条`
|
||||
}}
|
||||
/>
|
||||
</Card>
|
||||
</div>
|
||||
)
|
||||
}
|
||||
|
||||
export default NbaQuantitativeStrategyList
|
||||
|
||||
@@ -0,0 +1,231 @@
|
||||
import { useEffect, useState } from 'react'
|
||||
import { useParams } from 'react-router-dom'
|
||||
import { Card, Statistic, Row, Col, Table, DatePicker, Select, Space, message } from 'antd'
|
||||
import { ArrowUpOutlined, ArrowDownOutlined } from '@ant-design/icons'
|
||||
import { useTranslation } from 'react-i18next'
|
||||
import { apiService } from '../services/api'
|
||||
import { useMediaQuery } from 'react-responsive'
|
||||
import { formatUSDC } from '../utils'
|
||||
import dayjs from 'dayjs'
|
||||
|
||||
const { RangePicker } = DatePicker
|
||||
const { Option } = Select
|
||||
|
||||
interface StrategyStatistics {
|
||||
totalSignals: number
|
||||
buySignals: number
|
||||
sellSignals: number
|
||||
successSignals: number
|
||||
failedSignals: number
|
||||
totalProfit: string
|
||||
totalVolume: string
|
||||
successRate: number
|
||||
averageProfit: string
|
||||
}
|
||||
|
||||
const NbaStatistics: React.FC = () => {
|
||||
const { t } = useTranslation()
|
||||
const { id } = useParams<{ id: string }>()
|
||||
const isMobile = useMediaQuery({ maxWidth: 768 })
|
||||
const [statistics, setStatistics] = useState<StrategyStatistics | null>(null)
|
||||
const [loading, setLoading] = useState(false)
|
||||
const [dateRange, setDateRange] = useState<[dayjs.Dayjs, dayjs.Dayjs] | null>(null)
|
||||
const [timeDimension, setTimeDimension] = useState<'today' | 'week' | 'month' | 'all'>('all')
|
||||
|
||||
useEffect(() => {
|
||||
if (id) {
|
||||
fetchStatistics()
|
||||
}
|
||||
}, [id, dateRange, timeDimension])
|
||||
|
||||
const fetchStatistics = async () => {
|
||||
if (!id) return
|
||||
|
||||
setLoading(true)
|
||||
try {
|
||||
let startDate: string | undefined
|
||||
let endDate: string | undefined
|
||||
|
||||
if (dateRange) {
|
||||
startDate = dateRange[0].format('YYYY-MM-DD')
|
||||
endDate = dateRange[1].format('YYYY-MM-DD')
|
||||
} else {
|
||||
// 根据时间维度设置日期范围
|
||||
const now = dayjs()
|
||||
switch (timeDimension) {
|
||||
case 'today':
|
||||
startDate = now.format('YYYY-MM-DD')
|
||||
endDate = now.format('YYYY-MM-DD')
|
||||
break
|
||||
case 'week':
|
||||
startDate = now.subtract(7, 'day').format('YYYY-MM-DD')
|
||||
endDate = now.format('YYYY-MM-DD')
|
||||
break
|
||||
case 'month':
|
||||
startDate = now.subtract(30, 'day').format('YYYY-MM-DD')
|
||||
endDate = now.format('YYYY-MM-DD')
|
||||
break
|
||||
case 'all':
|
||||
// 不设置日期范围
|
||||
break
|
||||
}
|
||||
}
|
||||
|
||||
const response = await apiService.nbaStatistics.strategy({
|
||||
strategyId: parseInt(id),
|
||||
startDate,
|
||||
endDate
|
||||
})
|
||||
|
||||
if (response.data.code === 0 && response.data.data) {
|
||||
const data = response.data.data
|
||||
const successRate = data.totalSignals > 0
|
||||
? (data.successSignals / data.totalSignals * 100)
|
||||
: 0
|
||||
const averageProfit = data.totalSignals > 0
|
||||
? (parseFloat(data.totalProfit) / data.totalSignals).toString()
|
||||
: '0'
|
||||
|
||||
setStatistics({
|
||||
...data,
|
||||
successRate,
|
||||
averageProfit
|
||||
})
|
||||
} else {
|
||||
message.error(response.data.msg || '获取统计信息失败')
|
||||
}
|
||||
} catch (error: any) {
|
||||
message.error(error.message || '获取统计信息失败')
|
||||
} finally {
|
||||
setLoading(false)
|
||||
}
|
||||
}
|
||||
|
||||
const getProfitColor = (value: string): string => {
|
||||
const num = parseFloat(value)
|
||||
if (isNaN(num)) return '#666'
|
||||
return num >= 0 ? '#3f8600' : '#cf1322'
|
||||
}
|
||||
|
||||
const getProfitIcon = (value: string) => {
|
||||
const num = parseFloat(value)
|
||||
if (isNaN(num)) return null
|
||||
return num >= 0 ? <ArrowUpOutlined /> : <ArrowDownOutlined />
|
||||
}
|
||||
|
||||
return (
|
||||
<div style={{ padding: isMobile ? '16px' : '24px' }}>
|
||||
<Card>
|
||||
<div style={{ marginBottom: 24 }}>
|
||||
<Space>
|
||||
<Select
|
||||
value={timeDimension}
|
||||
onChange={setTimeDimension}
|
||||
style={{ width: 150 }}
|
||||
>
|
||||
<Option value="today">今日</Option>
|
||||
<Option value="week">本周</Option>
|
||||
<Option value="month">本月</Option>
|
||||
<Option value="all">全部</Option>
|
||||
</Select>
|
||||
<RangePicker
|
||||
value={dateRange}
|
||||
onChange={(dates) => setDateRange(dates as [dayjs.Dayjs, dayjs.Dayjs] | null)}
|
||||
allowClear
|
||||
/>
|
||||
</Space>
|
||||
</div>
|
||||
|
||||
<Row gutter={[16, 16]}>
|
||||
<Col xs={24} sm={12} md={6}>
|
||||
<Card>
|
||||
<Statistic
|
||||
title="信号总数"
|
||||
value={statistics?.totalSignals || 0}
|
||||
loading={loading}
|
||||
/>
|
||||
</Card>
|
||||
</Col>
|
||||
<Col xs={24} sm={12} md={6}>
|
||||
<Card>
|
||||
<Statistic
|
||||
title="买入信号"
|
||||
value={statistics?.buySignals || 0}
|
||||
loading={loading}
|
||||
/>
|
||||
</Card>
|
||||
</Col>
|
||||
<Col xs={24} sm={12} md={6}>
|
||||
<Card>
|
||||
<Statistic
|
||||
title="卖出信号"
|
||||
value={statistics?.sellSignals || 0}
|
||||
loading={loading}
|
||||
/>
|
||||
</Card>
|
||||
</Col>
|
||||
<Col xs={24} sm={12} md={6}>
|
||||
<Card>
|
||||
<Statistic
|
||||
title="成功率"
|
||||
value={statistics?.successRate || 0}
|
||||
precision={2}
|
||||
suffix="%"
|
||||
loading={loading}
|
||||
/>
|
||||
</Card>
|
||||
</Col>
|
||||
<Col xs={24} sm={12} md={6}>
|
||||
<Card>
|
||||
<Statistic
|
||||
title="总盈亏"
|
||||
value={statistics?.totalProfit || '0'}
|
||||
precision={4}
|
||||
suffix="USDC"
|
||||
valueStyle={{ color: getProfitColor(statistics?.totalProfit || '0') }}
|
||||
prefix={getProfitIcon(statistics?.totalProfit || '0')}
|
||||
loading={loading}
|
||||
/>
|
||||
</Card>
|
||||
</Col>
|
||||
<Col xs={24} sm={12} md={6}>
|
||||
<Card>
|
||||
<Statistic
|
||||
title="平均盈亏"
|
||||
value={statistics?.averageProfit || '0'}
|
||||
precision={4}
|
||||
suffix="USDC"
|
||||
valueStyle={{ color: getProfitColor(statistics?.averageProfit || '0') }}
|
||||
prefix={getProfitIcon(statistics?.averageProfit || '0')}
|
||||
loading={loading}
|
||||
/>
|
||||
</Card>
|
||||
</Col>
|
||||
<Col xs={24} sm={12} md={6}>
|
||||
<Card>
|
||||
<Statistic
|
||||
title="总交易量"
|
||||
value={statistics?.totalVolume || '0'}
|
||||
precision={4}
|
||||
suffix="USDC"
|
||||
loading={loading}
|
||||
/>
|
||||
</Card>
|
||||
</Col>
|
||||
<Col xs={24} sm={12} md={6}>
|
||||
<Card>
|
||||
<Statistic
|
||||
title="成功信号"
|
||||
value={statistics?.successSignals || 0}
|
||||
loading={loading}
|
||||
/>
|
||||
</Card>
|
||||
</Col>
|
||||
</Row>
|
||||
</Card>
|
||||
</div>
|
||||
)
|
||||
}
|
||||
|
||||
export default NbaStatistics
|
||||
|
||||
@@ -0,0 +1,282 @@
|
||||
import { useEffect, useState } from 'react'
|
||||
import { Card, Table, Tag, Select, Input, Space, message, Modal, Descriptions, Button } from 'antd'
|
||||
import { EyeOutlined } from '@ant-design/icons'
|
||||
import { useTranslation } from 'react-i18next'
|
||||
import { apiService } from '../services/api'
|
||||
import type { NbaTradingSignal } from '../types'
|
||||
import { useMediaQuery } from 'react-responsive'
|
||||
import { formatUSDC } from '../utils'
|
||||
|
||||
const { Option } = Select
|
||||
const { Search } = Input
|
||||
|
||||
const NbaTradingSignals: React.FC = () => {
|
||||
const { t } = useTranslation()
|
||||
const isMobile = useMediaQuery({ maxWidth: 768 })
|
||||
const [signals, setSignals] = useState<NbaTradingSignal[]>([])
|
||||
const [loading, setLoading] = useState(false)
|
||||
const [detailModalVisible, setDetailModalVisible] = useState(false)
|
||||
const [selectedSignal, setSelectedSignal] = useState<NbaTradingSignal | null>(null)
|
||||
const [filters, setFilters] = useState<{
|
||||
strategyId?: number
|
||||
signalType?: string
|
||||
signalStatus?: string
|
||||
}>({})
|
||||
|
||||
useEffect(() => {
|
||||
fetchSignals()
|
||||
}, [filters])
|
||||
|
||||
const fetchSignals = async () => {
|
||||
setLoading(true)
|
||||
try {
|
||||
const response = await apiService.nbaSignals.list({
|
||||
strategyId: filters.strategyId,
|
||||
signalType: filters.signalType,
|
||||
signalStatus: filters.signalStatus,
|
||||
page: 1,
|
||||
limit: 100
|
||||
})
|
||||
if (response.data.code === 0 && response.data.data) {
|
||||
setSignals(response.data.data.list || [])
|
||||
} else {
|
||||
message.error(response.data.msg || '获取交易信号列表失败')
|
||||
}
|
||||
} catch (error: any) {
|
||||
message.error(error.message || '获取交易信号列表失败')
|
||||
} finally {
|
||||
setLoading(false)
|
||||
}
|
||||
}
|
||||
|
||||
const handleViewDetail = async (signal: NbaTradingSignal) => {
|
||||
try {
|
||||
const response = await apiService.nbaSignals.detail({ id: signal.id })
|
||||
if (response.data.code === 0 && response.data.data) {
|
||||
setSelectedSignal(response.data.data)
|
||||
setDetailModalVisible(true)
|
||||
} else {
|
||||
message.error(response.data.msg || '获取信号详情失败')
|
||||
}
|
||||
} catch (error: any) {
|
||||
message.error(error.message || '获取信号详情失败')
|
||||
}
|
||||
}
|
||||
|
||||
const getSignalTypeColor = (type: string) => {
|
||||
return type === 'BUY' ? 'green' : 'red'
|
||||
}
|
||||
|
||||
const getSignalStatusColor = (status: string) => {
|
||||
switch (status) {
|
||||
case 'GENERATED':
|
||||
return 'default'
|
||||
case 'EXECUTING':
|
||||
return 'processing'
|
||||
case 'SUCCESS':
|
||||
return 'success'
|
||||
case 'FAILED':
|
||||
return 'error'
|
||||
default:
|
||||
return 'default'
|
||||
}
|
||||
}
|
||||
|
||||
const getSignalStatusText = (status: string) => {
|
||||
switch (status) {
|
||||
case 'GENERATED':
|
||||
return '已生成'
|
||||
case 'EXECUTING':
|
||||
return '执行中'
|
||||
case 'SUCCESS':
|
||||
return '执行成功'
|
||||
case 'FAILED':
|
||||
return '执行失败'
|
||||
default:
|
||||
return status
|
||||
}
|
||||
}
|
||||
|
||||
const columns = [
|
||||
{
|
||||
title: '信号类型',
|
||||
dataIndex: 'signalType',
|
||||
key: 'signalType',
|
||||
width: 100,
|
||||
render: (type: string) => (
|
||||
<Tag color={getSignalTypeColor(type)}>{type}</Tag>
|
||||
)
|
||||
},
|
||||
{
|
||||
title: '策略名称',
|
||||
dataIndex: 'strategyName',
|
||||
key: 'strategyName',
|
||||
width: isMobile ? 120 : 150,
|
||||
ellipsis: true
|
||||
},
|
||||
{
|
||||
title: '方向',
|
||||
dataIndex: 'direction',
|
||||
key: 'direction',
|
||||
width: 80,
|
||||
render: (direction: string) => (
|
||||
<Tag color={direction === 'YES' ? 'blue' : 'orange'}>{direction}</Tag>
|
||||
)
|
||||
},
|
||||
{
|
||||
title: '价格',
|
||||
dataIndex: 'price',
|
||||
key: 'price',
|
||||
width: 100,
|
||||
render: (price: string) => parseFloat(price).toFixed(4)
|
||||
},
|
||||
{
|
||||
title: '数量',
|
||||
dataIndex: 'quantity',
|
||||
key: 'quantity',
|
||||
width: 120,
|
||||
render: (quantity: string) => formatUSDC(quantity)
|
||||
},
|
||||
{
|
||||
title: '总金额',
|
||||
dataIndex: 'totalAmount',
|
||||
key: 'totalAmount',
|
||||
width: 120,
|
||||
render: (amount: string) => `${formatUSDC(amount)} USDC`
|
||||
},
|
||||
{
|
||||
title: '状态',
|
||||
dataIndex: 'signalStatus',
|
||||
key: 'signalStatus',
|
||||
width: 100,
|
||||
render: (status: string) => (
|
||||
<Tag color={getSignalStatusColor(status)}>{getSignalStatusText(status)}</Tag>
|
||||
)
|
||||
},
|
||||
{
|
||||
title: '生成时间',
|
||||
dataIndex: 'createdAt',
|
||||
key: 'createdAt',
|
||||
width: isMobile ? 120 : 180,
|
||||
render: (timestamp: number) => new Date(timestamp).toLocaleString()
|
||||
},
|
||||
{
|
||||
title: '操作',
|
||||
key: 'action',
|
||||
width: 80,
|
||||
fixed: 'right' as const,
|
||||
render: (_: any, record: NbaTradingSignal) => (
|
||||
<Button
|
||||
type="link"
|
||||
size="small"
|
||||
icon={<EyeOutlined />}
|
||||
onClick={() => handleViewDetail(record)}
|
||||
>
|
||||
详情
|
||||
</Button>
|
||||
)
|
||||
}
|
||||
]
|
||||
|
||||
return (
|
||||
<div style={{ padding: isMobile ? '16px' : '24px' }}>
|
||||
<Card>
|
||||
<div style={{ marginBottom: 16, display: 'flex', flexWrap: 'wrap', gap: 8 }}>
|
||||
<Select
|
||||
placeholder="信号类型"
|
||||
allowClear
|
||||
style={{ width: isMobile ? '100%' : 150 }}
|
||||
value={filters.signalType}
|
||||
onChange={(value) => setFilters({ ...filters, signalType: value })}
|
||||
>
|
||||
<Option value="BUY">买入</Option>
|
||||
<Option value="SELL">卖出</Option>
|
||||
</Select>
|
||||
|
||||
<Select
|
||||
placeholder="信号状态"
|
||||
allowClear
|
||||
style={{ width: isMobile ? '100%' : 150 }}
|
||||
value={filters.signalStatus}
|
||||
onChange={(value) => setFilters({ ...filters, signalStatus: value })}
|
||||
>
|
||||
<Option value="GENERATED">已生成</Option>
|
||||
<Option value="EXECUTING">执行中</Option>
|
||||
<Option value="SUCCESS">执行成功</Option>
|
||||
<Option value="FAILED">执行失败</Option>
|
||||
</Select>
|
||||
</div>
|
||||
|
||||
<Table
|
||||
columns={columns}
|
||||
dataSource={signals}
|
||||
rowKey="id"
|
||||
loading={loading}
|
||||
scroll={{ x: isMobile ? 1000 : 'auto' }}
|
||||
pagination={{
|
||||
pageSize: 50,
|
||||
showSizeChanger: !isMobile,
|
||||
showTotal: (total) => `共 ${total} 条`
|
||||
}}
|
||||
/>
|
||||
</Card>
|
||||
|
||||
<Modal
|
||||
title="信号详情"
|
||||
open={detailModalVisible}
|
||||
onCancel={() => setDetailModalVisible(false)}
|
||||
footer={null}
|
||||
width={isMobile ? '90%' : 800}
|
||||
>
|
||||
{selectedSignal && (
|
||||
<Descriptions column={1} bordered>
|
||||
<Descriptions.Item label="信号ID">{selectedSignal.id}</Descriptions.Item>
|
||||
<Descriptions.Item label="信号类型">
|
||||
<Tag color={getSignalTypeColor(selectedSignal.signalType)}>
|
||||
{selectedSignal.signalType}
|
||||
</Tag>
|
||||
</Descriptions.Item>
|
||||
<Descriptions.Item label="策略名称">{selectedSignal.strategyName || '-'}</Descriptions.Item>
|
||||
<Descriptions.Item label="方向">
|
||||
<Tag color={selectedSignal.direction === 'YES' ? 'blue' : 'orange'}>
|
||||
{selectedSignal.direction}
|
||||
</Tag>
|
||||
</Descriptions.Item>
|
||||
<Descriptions.Item label="价格">{parseFloat(selectedSignal.price).toFixed(4)}</Descriptions.Item>
|
||||
<Descriptions.Item label="数量">{formatUSDC(selectedSignal.quantity)}</Descriptions.Item>
|
||||
<Descriptions.Item label="总金额">{formatUSDC(selectedSignal.totalAmount)} USDC</Descriptions.Item>
|
||||
<Descriptions.Item label="获胜概率">
|
||||
{selectedSignal.winProbability ? `${(parseFloat(selectedSignal.winProbability) * 100).toFixed(2)}%` : '-'}
|
||||
</Descriptions.Item>
|
||||
<Descriptions.Item label="交易价值">
|
||||
{selectedSignal.tradeValue ? parseFloat(selectedSignal.tradeValue).toFixed(4) : '-'}
|
||||
</Descriptions.Item>
|
||||
<Descriptions.Item label="触发原因">{selectedSignal.reason || '-'}</Descriptions.Item>
|
||||
<Descriptions.Item label="状态">
|
||||
<Tag color={getSignalStatusColor(selectedSignal.signalStatus)}>
|
||||
{getSignalStatusText(selectedSignal.signalStatus)}
|
||||
</Tag>
|
||||
</Descriptions.Item>
|
||||
{selectedSignal.executionResult && (
|
||||
<Descriptions.Item label="执行结果">{selectedSignal.executionResult}</Descriptions.Item>
|
||||
)}
|
||||
{selectedSignal.errorMessage && (
|
||||
<Descriptions.Item label="错误信息">
|
||||
<span style={{ color: 'red' }}>{selectedSignal.errorMessage}</span>
|
||||
</Descriptions.Item>
|
||||
)}
|
||||
<Descriptions.Item label="生成时间">
|
||||
{new Date(selectedSignal.createdAt).toLocaleString()}
|
||||
</Descriptions.Item>
|
||||
<Descriptions.Item label="更新时间">
|
||||
{new Date(selectedSignal.updatedAt).toLocaleString()}
|
||||
</Descriptions.Item>
|
||||
</Descriptions>
|
||||
)}
|
||||
</Modal>
|
||||
</div>
|
||||
)
|
||||
}
|
||||
|
||||
export default NbaTradingSignals
|
||||
|
||||
@@ -1,5 +1,13 @@
|
||||
import axios, { AxiosInstance, AxiosError } from 'axios'
|
||||
import type { ApiResponse, NotificationConfig, NotificationConfigRequest, NotificationConfigUpdateRequest } from '../types'
|
||||
import type {
|
||||
ApiResponse,
|
||||
NotificationConfig,
|
||||
NotificationConfigRequest,
|
||||
NotificationConfigUpdateRequest,
|
||||
NbaGameListResponse,
|
||||
NbaMarketListRequest,
|
||||
NbaMarketListResponse
|
||||
} from '../types'
|
||||
import { getToken, setToken, removeToken } from '../utils'
|
||||
import { wsManager } from './websocket'
|
||||
import i18n from '../i18n/config'
|
||||
@@ -706,6 +714,110 @@ export const apiService = {
|
||||
total?: number
|
||||
}
|
||||
}>>('/announcements/detail', data)
|
||||
},
|
||||
|
||||
/**
|
||||
* NBA 量化策略 API
|
||||
*/
|
||||
nbaStrategies: {
|
||||
/**
|
||||
* 创建策略
|
||||
*/
|
||||
create: (data: any) =>
|
||||
apiClient.post<ApiResponse<any>>('/nba/strategies/create', data),
|
||||
|
||||
/**
|
||||
* 更新策略
|
||||
*/
|
||||
update: (data: any) =>
|
||||
apiClient.post<ApiResponse<any>>('/nba/strategies/update', data),
|
||||
|
||||
/**
|
||||
* 获取策略列表
|
||||
*/
|
||||
list: (data: { accountId?: number; enabled?: boolean; strategyName?: string; page?: number; limit?: number } = {}) =>
|
||||
apiClient.post<ApiResponse<any>>('/nba/strategies/list', data),
|
||||
|
||||
/**
|
||||
* 获取策略详情
|
||||
*/
|
||||
detail: (data: { id: number }) =>
|
||||
apiClient.post<ApiResponse<any>>('/nba/strategies/detail', data),
|
||||
|
||||
/**
|
||||
* 删除策略
|
||||
*/
|
||||
delete: (data: { id: number }) =>
|
||||
apiClient.post<ApiResponse<void>>('/nba/strategies/delete', data)
|
||||
},
|
||||
|
||||
/**
|
||||
* NBA 交易信号 API
|
||||
*/
|
||||
nbaSignals: {
|
||||
/**
|
||||
* 获取交易信号列表
|
||||
*/
|
||||
list: (data: { strategyId?: number; signalType?: string; signalStatus?: string; page?: number; limit?: number } = {}) =>
|
||||
apiClient.post<ApiResponse<any>>('/nba/signals/list', data),
|
||||
|
||||
/**
|
||||
* 获取信号详情
|
||||
*/
|
||||
detail: (data: { id: number }) =>
|
||||
apiClient.post<ApiResponse<any>>('/nba/signals/detail', data)
|
||||
},
|
||||
|
||||
/**
|
||||
* NBA 统计 API
|
||||
*/
|
||||
nbaStatistics: {
|
||||
/**
|
||||
* 获取策略统计
|
||||
*/
|
||||
strategy: (data: { strategyId: number; startDate?: string; endDate?: string }) =>
|
||||
apiClient.post<ApiResponse<any>>('/nba/statistics/strategy', data),
|
||||
|
||||
/**
|
||||
* 获取总体统计
|
||||
*/
|
||||
overall: (data: { startDate?: string; endDate?: string } = {}) =>
|
||||
apiClient.post<ApiResponse<any>>('/nba/statistics/overall', data)
|
||||
},
|
||||
|
||||
/**
|
||||
* NBA 比赛 API
|
||||
*/
|
||||
nbaGames: {
|
||||
/**
|
||||
* 获取 NBA 比赛列表
|
||||
* 前端传递时间戳(毫秒),后端转换为西8区时间
|
||||
*/
|
||||
list: (data: { startTimestamp?: number; endTimestamp?: number; gameStatus?: string } = {}) =>
|
||||
apiClient.post<ApiResponse<NbaGameListResponse>>('/nba/games/list', data),
|
||||
|
||||
/**
|
||||
* 获取 7 天内的所有球队
|
||||
*/
|
||||
getTeams: () =>
|
||||
apiClient.post<ApiResponse<string[]>>('/nba/games/teams', {})
|
||||
},
|
||||
|
||||
/**
|
||||
* NBA 市场 API
|
||||
*/
|
||||
nbaMarkets: {
|
||||
/**
|
||||
* 获取 NBA 市场列表
|
||||
*/
|
||||
list: (data: NbaMarketListRequest) =>
|
||||
apiClient.post<ApiResponse<NbaMarketListResponse>>('/nba/markets/list', data),
|
||||
|
||||
/**
|
||||
* 从市场中获取球队列表(用于策略配置)
|
||||
*/
|
||||
getTeams: () =>
|
||||
apiClient.post<ApiResponse<string[]>>('/nba/markets/teams', {})
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -805,6 +805,296 @@ export interface NotificationConfigUpdateRequest {
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* NBA 量化策略
|
||||
*/
|
||||
export interface NbaQuantitativeStrategy {
|
||||
id: number | null
|
||||
strategyName: string
|
||||
strategyDescription?: string
|
||||
accountId: number
|
||||
accountName?: string
|
||||
enabled: boolean
|
||||
filterTeams?: string[]
|
||||
filterDateFrom?: string
|
||||
filterDateTo?: string
|
||||
filterGameImportance?: string
|
||||
minWinProbabilityDiff: string
|
||||
minWinProbability?: string
|
||||
maxWinProbability?: string
|
||||
minTradeValue: string
|
||||
minRemainingTime?: number
|
||||
maxRemainingTime?: number
|
||||
minScoreDiff?: number
|
||||
maxScoreDiff?: number
|
||||
buyAmountStrategy: string
|
||||
fixedBuyAmount?: string
|
||||
buyRatio?: string
|
||||
baseBuyAmount?: string
|
||||
buyTiming: string
|
||||
delayBuySeconds: number
|
||||
buyDirection: string
|
||||
enableSell: boolean
|
||||
takeProfitThreshold?: string
|
||||
stopLossThreshold?: string
|
||||
probabilityReversalThreshold?: string
|
||||
sellRatio: string
|
||||
sellTiming: string
|
||||
delaySellSeconds: number
|
||||
priceStrategy: string
|
||||
fixedPrice?: string
|
||||
priceOffset: string
|
||||
maxPosition: string
|
||||
minPosition: string
|
||||
maxGamePosition?: string
|
||||
maxDailyLoss?: string
|
||||
maxDailyOrders?: number
|
||||
maxDailyProfit?: string
|
||||
priceTolerance: string
|
||||
minProbabilityThreshold?: string
|
||||
maxProbabilityThreshold?: string
|
||||
baseStrengthWeight: string
|
||||
recentFormWeight: string
|
||||
lineupIntegrityWeight: string
|
||||
starStatusWeight: string
|
||||
environmentWeight: string
|
||||
matchupAdvantageWeight: string
|
||||
scoreDiffWeight: string
|
||||
momentumWeight: string
|
||||
dataUpdateFrequency: number
|
||||
analysisFrequency: number
|
||||
pushFailedOrders: boolean
|
||||
pushFrequency: string
|
||||
batchPushInterval: number
|
||||
createdAt: number
|
||||
updatedAt: number
|
||||
}
|
||||
|
||||
/**
|
||||
* NBA 量化策略列表响应
|
||||
*/
|
||||
export interface NbaQuantitativeStrategyListResponse {
|
||||
list: NbaQuantitativeStrategy[]
|
||||
total: number
|
||||
page: number
|
||||
limit: number
|
||||
}
|
||||
|
||||
/**
|
||||
* NBA 市场 DTO
|
||||
*/
|
||||
export interface NbaMarketDto {
|
||||
id?: string
|
||||
question?: string
|
||||
conditionId?: string
|
||||
slug?: string
|
||||
description?: string
|
||||
category?: string
|
||||
active?: boolean
|
||||
closed?: boolean
|
||||
archived?: boolean
|
||||
volume?: string
|
||||
liquidity?: string
|
||||
endDate?: string
|
||||
startDate?: string
|
||||
outcomes?: string
|
||||
outcomePrices?: string
|
||||
volumeNum?: number
|
||||
liquidityNum?: number
|
||||
lastTradePrice?: number
|
||||
bestBid?: number
|
||||
bestAsk?: number
|
||||
}
|
||||
|
||||
/**
|
||||
* NBA 市场列表请求
|
||||
*/
|
||||
export interface NbaMarketListRequest {
|
||||
active?: boolean
|
||||
closed?: boolean
|
||||
archived?: boolean
|
||||
}
|
||||
|
||||
/**
|
||||
* NBA 市场列表响应
|
||||
*/
|
||||
export interface NbaMarketListResponse {
|
||||
list: NbaMarketDto[]
|
||||
total: number
|
||||
}
|
||||
|
||||
/**
|
||||
* NBA 量化策略创建请求
|
||||
*/
|
||||
export interface NbaQuantitativeStrategyCreateRequest {
|
||||
strategyName: string
|
||||
strategyDescription?: string
|
||||
accountId: number
|
||||
enabled?: boolean
|
||||
filterTeams?: string[]
|
||||
filterDateFrom?: string
|
||||
filterDateTo?: string
|
||||
filterGameImportance?: string
|
||||
minWinProbabilityDiff?: string
|
||||
minWinProbability?: string
|
||||
maxWinProbability?: string
|
||||
minTradeValue?: string
|
||||
minRemainingTime?: number
|
||||
maxRemainingTime?: number
|
||||
minScoreDiff?: number
|
||||
maxScoreDiff?: number
|
||||
buyAmountStrategy?: string
|
||||
fixedBuyAmount?: string
|
||||
buyRatio?: string
|
||||
baseBuyAmount?: string
|
||||
buyTiming?: string
|
||||
delayBuySeconds?: number
|
||||
buyDirection?: string
|
||||
enableSell?: boolean
|
||||
takeProfitThreshold?: string
|
||||
stopLossThreshold?: string
|
||||
probabilityReversalThreshold?: string
|
||||
sellRatio?: string
|
||||
sellTiming?: string
|
||||
delaySellSeconds?: number
|
||||
priceStrategy?: string
|
||||
fixedPrice?: string
|
||||
priceOffset?: string
|
||||
maxPosition?: string
|
||||
minPosition?: string
|
||||
maxGamePosition?: string
|
||||
maxDailyLoss?: string
|
||||
maxDailyOrders?: number
|
||||
maxDailyProfit?: string
|
||||
priceTolerance?: string
|
||||
minProbabilityThreshold?: string
|
||||
maxProbabilityThreshold?: string
|
||||
baseStrengthWeight?: string
|
||||
recentFormWeight?: string
|
||||
lineupIntegrityWeight?: string
|
||||
starStatusWeight?: string
|
||||
environmentWeight?: string
|
||||
matchupAdvantageWeight?: string
|
||||
scoreDiffWeight?: string
|
||||
momentumWeight?: string
|
||||
dataUpdateFrequency?: number
|
||||
analysisFrequency?: number
|
||||
pushFailedOrders?: boolean
|
||||
pushFrequency?: string
|
||||
batchPushInterval?: number
|
||||
}
|
||||
|
||||
/**
|
||||
* NBA 量化策略更新请求
|
||||
*/
|
||||
export interface NbaQuantitativeStrategyUpdateRequest {
|
||||
id: number
|
||||
strategyName?: string
|
||||
strategyDescription?: string
|
||||
enabled?: boolean
|
||||
filterTeams?: string[]
|
||||
filterDateFrom?: string
|
||||
filterDateTo?: string
|
||||
filterGameImportance?: string
|
||||
minWinProbabilityDiff?: string
|
||||
minWinProbability?: string
|
||||
maxWinProbability?: string
|
||||
minTradeValue?: string
|
||||
minRemainingTime?: number
|
||||
maxRemainingTime?: number
|
||||
minScoreDiff?: number
|
||||
maxScoreDiff?: number
|
||||
buyAmountStrategy?: string
|
||||
fixedBuyAmount?: string
|
||||
buyRatio?: string
|
||||
baseBuyAmount?: string
|
||||
buyTiming?: string
|
||||
delayBuySeconds?: number
|
||||
buyDirection?: string
|
||||
enableSell?: boolean
|
||||
takeProfitThreshold?: string
|
||||
stopLossThreshold?: string
|
||||
probabilityReversalThreshold?: string
|
||||
sellRatio?: string
|
||||
sellTiming?: string
|
||||
delaySellSeconds?: number
|
||||
priceStrategy?: string
|
||||
fixedPrice?: string
|
||||
priceOffset?: string
|
||||
maxPosition?: string
|
||||
minPosition?: string
|
||||
maxGamePosition?: string
|
||||
maxDailyLoss?: string
|
||||
maxDailyOrders?: number
|
||||
maxDailyProfit?: string
|
||||
priceTolerance?: string
|
||||
minProbabilityThreshold?: string
|
||||
maxProbabilityThreshold?: string
|
||||
baseStrengthWeight?: string
|
||||
recentFormWeight?: string
|
||||
lineupIntegrityWeight?: string
|
||||
starStatusWeight?: string
|
||||
environmentWeight?: string
|
||||
matchupAdvantageWeight?: string
|
||||
scoreDiffWeight?: string
|
||||
momentumWeight?: string
|
||||
dataUpdateFrequency?: number
|
||||
analysisFrequency?: number
|
||||
pushFailedOrders?: boolean
|
||||
pushFrequency?: string
|
||||
batchPushInterval?: number
|
||||
}
|
||||
|
||||
/**
|
||||
* NBA 交易信号
|
||||
*/
|
||||
export interface NbaTradingSignal {
|
||||
id: number
|
||||
strategyId: number
|
||||
strategyName?: string
|
||||
gameId?: number
|
||||
marketId?: number
|
||||
signalType: 'BUY' | 'SELL'
|
||||
direction: 'YES' | 'NO'
|
||||
price: string
|
||||
quantity: string
|
||||
totalAmount: string
|
||||
reason?: string
|
||||
winProbability?: string
|
||||
tradeValue?: string
|
||||
signalStatus: 'GENERATED' | 'EXECUTING' | 'SUCCESS' | 'FAILED'
|
||||
executionResult?: string
|
||||
errorMessage?: string
|
||||
createdAt: number
|
||||
updatedAt: number
|
||||
}
|
||||
|
||||
export interface NbaGame {
|
||||
id?: number
|
||||
nbaGameId?: string
|
||||
homeTeam: string
|
||||
awayTeam: string
|
||||
gameDate: string
|
||||
gameTime?: number
|
||||
gameStatus: string
|
||||
homeScore: number
|
||||
awayScore: number
|
||||
period: number
|
||||
timeRemaining?: string
|
||||
polymarketMarketId?: string
|
||||
}
|
||||
|
||||
export interface NbaGameListRequest {
|
||||
startTimestamp?: number // 开始时间戳(毫秒)
|
||||
endTimestamp?: number // 结束时间戳(毫秒)
|
||||
gameStatus?: string
|
||||
}
|
||||
|
||||
export interface NbaGameListResponse {
|
||||
list: NbaGame[]
|
||||
total: number
|
||||
}
|
||||
|
||||
|
||||
/**
|
||||
* RPC 节点配置类型
|
||||
|
||||
Submodule
+1
Submodule landing-page added at 32e9eb7694
Reference in New Issue
Block a user