Record news signals forward for a no-trade edge test

The trader labels crypto news published after 2026-10-16 15:00 with
the configured model (category and BTC direction) and, four hours
later, backfills BTC/ETH 1m opens at publish, +5m, +1h and +4h from
the klines table. A drawer on the trading page shows the cumulative
returns of trading the labelled direction, after fees. Nothing is
traded; this only collects an out-of-sample record.

web/src/apis/trading.ts

@@ -319,6 +319,45 @@ export function listPositionHistorySymbols(): Promise<string[]> {
   return http.get("/trading/positions/history/symbols")
 }
 
+export type SignalHorizon = "1h" | "4h"
+
+/** 新闻信号前向记录：按模型标注方向（利多做多、利空做空）交易的统计；收益单位 bp */
+export interface NewsSignalStat {
+  category: "price_report" | "event" | "irrelevant"
+  symbol: string
+  horizon: SignalHorizon
+  n: number
+  mean_bp: number | null
+  t: number | null
+  /** 扣除来回手续费后的平均收益 */
+  net_bp: number | null
+  win_rate: number | null
+}
+
+export interface NewsSignalItem {
+  news_id: number
+  published_at: string
+  source_code: string
+  title: string
+  category: NewsSignalStat["category"]
+  direction: "bullish" | "bearish" | "neutral"
+  /** 进场后的原始涨跌（bp，未按方向取正负）；发布未满 4 小时为空 */
+  returns: Record<string, Record<SignalHorizon, number>> | null
+}
+
+export interface NewsSignals {
+  /** 前向记录的起点：之后发布的新闻才计入 */
+  start: string
+  labeled: number
+  filled: number
+  stats: NewsSignalStat[]
+  recent: NewsSignalItem[]
+}
+
+export function getNewsSignals(): Promise<NewsSignals> {
+  return http.get("/trading/news-signals")
+}
+
 export function getSymbolPlan(symbol: string): Promise<{ plan: Analysis | null, orders: OrderRow[] }> {
   return http.get(`/trading/symbols/${symbol}/plan`)
 }

web/src/pages/trading/components/NewsSignalDrawer.vue

@@ -0,0 +1,136 @@
+<script lang="ts" setup>
+import type { NewsSignalItem, NewsSignals } from "@/apis/trading"
+import { getNewsSignals } from "@/apis/trading"
+import { useSourceNames } from "@/composables/useSourceNames"
+import { formatTime } from "@/utils/text"
+
+const visible = defineModel<boolean>({ required: true })
+
+const CATEGORY_LABELS = { event: "事件", price_report: "行情播报", irrelevant: "无关" } as const
+const DIRECTION_LABELS = { bullish: "利多", bearish: "利空", neutral: "中性" } as const
+const DIRECTION_TYPES = { bullish: "success", bearish: "danger", neutral: "info" } as const
+
+const sourceNames = useSourceNames()
+const data = ref<NewsSignals>()
+const loading = ref(false)
+
+watch(visible, async (open) => {
+  if (!open)
+    return
+  loading.value = true
+  try {
+    data.value = await getNewsSignals()
+  } finally {
+    loading.value = false
+  }
+})
+
+// 无关类不交易，只看事件和行情播报
+const stats = computed(() => (data.value?.stats ?? []).filter(s => s.category !== "irrelevant"))
+
+function bp(value: number | null) {
+  return value === null ? "-" : `${value >= 0 ? "+" : ""}${value.toFixed(1)}`
+}
+
+function pnlClass(value: number | null) {
+  return value === null ? "" : value > 0 ? "text-emerald-600" : value < 0 ? "text-rose-600" : ""
+}
+
+/** 按标注方向取正负后的收益：利多看涨、利空看跌 */
+function signed(row: NewsSignalItem, symbol: string) {
+  const ret = row.returns?.[symbol]?.["4h"]
+  if (ret === undefined || row.direction === "neutral")
+    return null
+  return row.direction === "bullish" ? ret : -ret
+}
+</script>
+
+<template>
+  <el-drawer v-model="visible" title="新闻信号（前向记录）" size="70%">
+    <div v-loading="loading" class="flex flex-col gap-3 text-sm">
+      <el-alert type="info" :closable="false">
+        <div class="leading-6">
+          只记录、不下单：{{ data ? formatTime(data.start, "MM-DD HH:mm") : "-" }} 之后发布的加密相关新闻，由模型标注类别和对 BTC 的方向，
+          按标注方向（利多做多、利空做空）在发布后第 5 分钟进场，看持有 1 小时、4 小时的收益；扣费按来回 8bp。
+          研究样本里事件新闻 4 小时约 +15bp，但不显著；要确认这个幅度，大约需要 250 条事件信号（约 12 个月）。
+        </div>
+      </el-alert>
+      <div v-if="data" class="text-xs text-slate-500">
+        已标注 <b class="num text-slate-900">{{ data.labeled }}</b> 条，其中满 4 小时、已回填价格 <b class="num text-slate-900">{{ data.filled }}</b> 条
+        （同一件事 10 分钟内的多条报道只算一次）
+      </div>
+
+      <el-table :data="stats" cell-class-name="num" empty-text="还没有满 4 小时的信号">
+        <el-table-column label="类别" width="90">
+          <template #default="{ row }">
+            <span class="font-sans">{{ CATEGORY_LABELS[row.category as keyof typeof CATEGORY_LABELS] }}</span>
+          </template>
+        </el-table-column>
+        <el-table-column prop="symbol" label="币种" width="100" />
+        <el-table-column prop="horizon" label="持有" width="70" />
+        <el-table-column prop="n" label="笔数" width="70" />
+        <el-table-column label="平均（bp）" min-width="90">
+          <template #default="{ row }">
+            <span :class="pnlClass(row.mean_bp)">{{ bp(row.mean_bp) }}</span>
+          </template>
+        </el-table-column>
+        <el-table-column label="t 值" min-width="70">
+          <template #default="{ row }">
+            {{ row.t === null ? "-" : row.t.toFixed(2) }}
+          </template>
+        </el-table-column>
+        <el-table-column label="扣费后（bp）" min-width="100">
+          <template #default="{ row }">
+            <b :class="pnlClass(row.net_bp)">{{ bp(row.net_bp) }}</b>
+          </template>
+        </el-table-column>
+        <el-table-column label="胜率" min-width="70">
+          <template #default="{ row }">
+            {{ row.win_rate === null ? "-" : `${(row.win_rate * 100).toFixed(1)}%` }}
+          </template>
+        </el-table-column>
+      </el-table>
+
+      <div class="mt-2 text-slate-900 font-semibold">
+        最近 50 条
+      </div>
+      <el-table :data="data?.recent ?? []" empty-text="还没有新的加密新闻">
+        <el-table-column label="发布时间" width="120" class-name="num">
+          <template #default="{ row }">
+            {{ formatTime(row.published_at, "MM-DD HH:mm") }}
+          </template>
+        </el-table-column>
+        <el-table-column label="来源" width="100">
+          <template #default="{ row }">
+            <span class="text-xs text-slate-500">{{ sourceNames[row.source_code] ?? row.source_code }}</span>
+          </template>
+        </el-table-column>
+        <el-table-column label="内容" min-width="260" show-overflow-tooltip>
+          <template #default="{ row }">
+            {{ row.title }}
+          </template>
+        </el-table-column>
+        <el-table-column label="标注" width="120">
+          <template #default="{ row }">
+            <div class="flex gap-1">
+              <el-tag size="small" type="info">
+                {{ CATEGORY_LABELS[row.category as keyof typeof CATEGORY_LABELS] }}
+              </el-tag>
+              <el-tag size="small" :type="DIRECTION_TYPES[row.direction as keyof typeof DIRECTION_TYPES]">
+                {{ DIRECTION_LABELS[row.direction as keyof typeof DIRECTION_LABELS] }}
+              </el-tag>
+            </div>
+          </template>
+        </el-table-column>
+        <el-table-column v-for="symbol in ['BTCUSDT', 'ETHUSDT']" :key="symbol" :label="`${symbol.replace('USDT', '')} 4h（bp）`" width="110" class-name="num">
+          <template #default="{ row }">
+            <span v-if="!row.returns" class="font-sans text-xs text-slate-400">未满 4 小时</span>
+            <span v-else :class="pnlClass(signed(row as NewsSignalItem, symbol))" title="按标注方向取正负：正数表示方向判断对了">
+              {{ bp(signed(row as NewsSignalItem, symbol)) }}
+            </span>
+          </template>
+        </el-table-column>
+      </el-table>
+    </div>
+  </el-drawer>
+</template>

web/src/pages/trading/index.vue

@@ -1,13 +1,14 @@
 <script lang="ts" setup>
 import type { Effort, Provider } from "@/apis/settings"
 import type { Analysis, OrderRow, SnapshotPosition, TradingEvent, TradingStatus, TradingSymbol } from "@/apis/trading"
-import { Clock, Plus } from "@element-plus/icons-vue"
+import { Clock, Plus, Reading } from "@element-plus/icons-vue"
 import { EFFORTS, listProviders } from "@/apis/settings"
 import { deleteSymbol, getStatus, getSymbolPlan, isOwnOrder, listAnalyses, listEvents, listSymbols, manualAction, patchConfig, patchSymbol, requestAnalysis, startTrading, stopTrading } from "@/apis/trading"
 import { usePersisted } from "@/utils/storage"
 import { formatTime } from "@/utils/text"
 import AddSymbolDialog from "./components/AddSymbolDialog.vue"
 import AnalysisDrawer from "./components/AnalysisDrawer.vue"
+import NewsSignalDrawer from "./components/NewsSignalDrawer.vue"
 import PlanCard from "./components/PlanCard.vue"
 import PositionHistoryDrawer from "./components/PositionHistoryDrawer.vue"
 
@@ -30,6 +31,7 @@ const requesting = ref(false)
 const drawerVisible = ref(false)
 const drawerAnalysisId = ref<number | null>(null)
 const historyVisible = ref(false)
+const signalsVisible = ref(false)
 
 const snapshot = computed(() => status.value?.snapshot ?? null)
 const account = computed(() => snapshot.value?.account ?? null)
@@ -381,9 +383,14 @@ onBeforeUnmount(() => clearInterval(timer))
       <template #header>
         <div class="flex items-center justify-between">
           持仓（{{ positions.length }}）
-          <el-button link type="primary" :icon="Clock" @click="historyVisible = true">
-            历史仓位
-          </el-button>
+          <div>
+            <el-button link type="primary" :icon="Reading" @click="signalsVisible = true">
+              新闻信号
+            </el-button>
+            <el-button link type="primary" :icon="Clock" @click="historyVisible = true">
+              历史仓位
+            </el-button>
+          </div>
         </div>
       </template>
       <el-table :data="positions" empty-text="没有持仓" cell-class-name="num">
@@ -591,6 +598,7 @@ onBeforeUnmount(() => clearInterval(timer))
 
     <AddSymbolDialog v-model="addVisible" @added="onAdded" />
     <PositionHistoryDrawer v-model="historyVisible" @detail="openAnalysis" />
+    <NewsSignalDrawer v-model="signalsVisible" />
     <AnalysisDrawer v-model="drawerVisible" :analysis-id="drawerAnalysisId" />
   </div>
 </template>