Switch demo trading to 5m short-term swing setups (plan 3.1)

- The model now submits a pending setup (direction, zone, confirm price,
  validity); the executor enters at market once a 5m close confirms a
  dip into support or a rejection from resistance, and cancels the setup
  when the zone breaks, the trigger is missed or the stop is too far
- Stop beyond the confirmation extreme by 0.5 x ATR14(5m), skipped above
  1%; fixed take-profit ladders from the fill price (long 60/30/10 at
  +0.5/0.75/1%, short 80/20 at -0.5/0.75%); 4h time stop
- While holding, the model may only keep or exit
- Drop the long-term angle from the program, API, tables and page

web/src/apis/trading.ts

@@ -1,10 +1,6 @@
 import type { Effort } from "@/apis/settings"
 import { http } from "@/http"
 
-export type Angle = "short" | "long"
-
-export const ANGLE_LABELS: Record<Angle, string> = { short: "短线（24h 内平仓）", long: "长线（12–48h 平仓）" }
-
 /** 以下数值字段都是币安返回的十进制字符串，避免浮点误差 */
 export interface SnapshotPosition {
   symbol: string
@@ -73,7 +69,6 @@ export interface TradingStatus {
 
 export interface TradingSymbol {
   symbol: string
-  angle: Angle
   added_at: string
   analysis_requested_at: string | null
   analyzing: boolean
@@ -128,12 +123,8 @@ export function listSymbols(): Promise<TradingSymbol[]> {
   return http.get("/trading/symbols")
 }
 
-export function addSymbol(symbol: string, angle: Angle): Promise<void> {
-  return http.post("/trading/symbols", { symbol, angle })
-}
-
-export function patchSymbol(symbol: string, angle: Angle): Promise<void> {
-  return http.patch(`/trading/symbols/${symbol}`, { angle })
+export function addSymbol(symbol: string): Promise<void> {
+  return http.post("/trading/symbols", { symbol })
 }
 
 export function deleteSymbol(symbol: string): Promise<void> {
@@ -147,7 +138,7 @@ export function listEvents(params: { symbol?: string, before?: number, limit?: n
 export interface PlanCondition {
   direction: "above" | "below"
   price: string
-  timeframe: "mark" | "1m" | "15m" | "1h" | "4h"
+  timeframe: "mark" | "1m" | "5m" | "15m" | "1h" | "4h"
   basis: string
 }
 
@@ -160,42 +151,39 @@ export interface TradeDecision {
   reevaluate: PlanCondition[]
   direction: "long" | "short" | null
   confidence: "high" | "medium" | "low" | null
-  entries: { price: string, ratio: string, basis: string }[] | null
-  stop: string | null
-  stop_basis: string | null
-  take_profits: { price: string, basis: string }[] | null
-  entry_valid_hours: string | null
-  max_hold_hours: string | null
-  invalidation: PlanCondition | null
+  /** 待确认入场；计划 3.1 之前的分析没有这个字段 */
+  setup?: { zone_low: string, zone_high: string, confirm_price: string, basis: string } | null
+  valid_hours?: string | null
 }
 
-/** 程序按交易资金算出的数量和风险 */
-export interface Sizing {
-  direction: "long" | "short"
-  entries: { price: string, ratio: string, quantity: string, notional: string }[]
+/** 程序按止损和交易资金算出的数量与风险 */
+export interface EntrySizing {
+  price: string
   stop: string
-  take_profits: { price: string, ratio: string, quantity: string }[]
-  average_price: string
+  stop_pct: string
   quantity: string
   notional: string
-  capital: string
   leverage: string
   risk_amount: string
   risk_at_stop: string
   risk_pct: string
   capped_by_leverage: boolean
-  reward_risk: string
-  reward_risk_first_only: string
-  /** 采纳前核对用：提交时的持仓数量 */
+}
+
+export interface Sizing {
+  direction: "long" | "short"
+  setup: { zone_low: string, zone_high: string, confirm_price: string }
+  /** 提交时按确认价入场、止损放在区间远端外估算 */
+  estimate: EntrySizing
+  atr: string
   position_qty: string
-  /** 持仓中调整的计划：不加仓 */
-  managed: boolean
+  /** 5m 确认后由执行器写入；有它表示已触发 */
+  entry?: EntrySizing & { triggered_at: string, bar_close: string, extreme: string, atr: string }
 }
 
 export interface Analysis {
   id: number
   symbol: string
-  angle: Angle
   reasons: string[]
   dry_run: boolean
   status: "running" | "done" | "failed"
@@ -232,7 +220,7 @@ export type PlanStatus = "proposed" | "pending" | "open" | "closing" | "closed"
 
 export const PLAN_STATUS_LABELS: Record<PlanStatus, string> = {
   proposed: "待采纳",
-  pending: "挂单中",
+  pending: "等待确认",
   open: "持仓中",
   closing: "平仓中",
   closed: "已结束",
@@ -259,6 +247,29 @@ export interface OrderRow {
   created_at: string
 }
 
+export const CLOSE_REASON_LABELS: Record<string, string> = {
+  stop: "止损",
+  take_profit: "止盈",
+  time: "到达持仓时限",
+  exit: "模型决定结束",
+  external: "外部平仓",
+  stop_failed: "止损挂单失败",
+  close: "市价平仓",
+  replaced: "被新计划替换",
+  expired: "到期未触发",
+  stopped: "已停止交易",
+  broken: "区间被突破",
+  missed: "错过确认",
+  skipped: "止损过远，放弃入场",
+  entry_failed: "入场失败"
+}
+
+/** 止盈阶梯（与后端 plan.TAKE_PROFIT_STEPS 一致）：[距成交均价的涨跌幅, 平仓比例] */
+export const TAKE_PROFIT_STEPS: Record<"long" | "short", [number, number][]> = {
+  long: [[0.005, 0.6], [0.0075, 0.3], [0.01, 0.1]],
+  short: [[0.005, 0.8], [0.0075, 0.2]]
+}
+
 export function getSymbolPlan(symbol: string): Promise<{ plan: Analysis | null, orders: OrderRow[] }> {
   return http.get(`/trading/symbols/${symbol}/plan`)
 }

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

@@ -1,12 +1,11 @@
 <script lang="ts" setup>
-import type { Angle, SymbolOption } from "@/apis/trading"
-import { addSymbol, ANGLE_LABELS, listSymbolOptions } from "@/apis/trading"
+import type { SymbolOption } from "@/apis/trading"
+import { addSymbol, listSymbolOptions } from "@/apis/trading"
 
 const emit = defineEmits<{ added: [symbol: string] }>()
 const visible = defineModel<boolean>({ required: true })
 
 const symbol = ref("")
-const angle = ref<Angle>("long")
 const symbolOptions = ref<SymbolOption[]>([])
 const loading = ref(false)
 const submitting = ref(false)
@@ -28,7 +27,7 @@ watch(visible, async (open) => {
 async function submit() {
   submitting.value = true
   try {
-    await addSymbol(symbol.value, angle.value)
+    await addSymbol(symbol.value)
     ElMessage.success(`已加入 ${symbol.value}`)
     emit("added", symbol.value)
     visible.value = false
@@ -50,13 +49,6 @@ async function submit() {
           只列出模拟盘和实盘都在交易的加密货币 USDT 永续合约
         </div>
       </el-form-item>
-      <el-form-item label="角度">
-        <el-radio-group v-model="angle">
-          <el-radio v-for="(label, value) in ANGLE_LABELS" :key="value" :value="value">
-            {{ label }}
-          </el-radio>
-        </el-radio-group>
-      </el-form-item>
     </el-form>
     <template #footer>
       <el-button @click="visible = false">

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

@@ -1,6 +1,6 @@
 <script lang="ts" setup>
 import type { Analysis, OrderRow, PlanCondition, TradingSymbol } from "@/apis/trading"
-import { ANGLE_LABELS, PLAN_STATUS_LABELS } from "@/apis/trading"
+import { CLOSE_REASON_LABELS, PLAN_STATUS_LABELS, TAKE_PROFIT_STEPS } from "@/apis/trading"
 import { formatTime } from "@/utils/text"
 
 /** analysis：执行中的计划，没有时为最近一次分析；latest：最近一次分析（与 analysis 不同时另行提示） */
@@ -9,7 +9,8 @@ const emit = defineEmits<{ analyze: [], detail: [id: number] }>()
 
 const ACTION_LABELS = { plan: "新计划", keep: "维持当前计划", exit: "结束当前计划", wait: "观望" } as const
 const CONFIDENCE_LABELS = { high: "高", medium: "中", low: "低" } as const
-const TIMEFRAME_LABELS = { "mark": "标记价触及", "1m": "1m 收盘", "15m": "15m 收盘", "1h": "1h 收盘", "4h": "4h 收盘" } as const
+const TIMEFRAME_LABELS = { "mark": "标记价触及", "1m": "1m 收盘", "5m": "5m 收盘", "15m": "15m 收盘", "1h": "1h 收盘", "4h": "4h 收盘" } as const
+const ACTIVE_ORDER_STATUSES = ["submitting", "new", "partially_filled"]
 
 const now = ref(Date.now())
 const ticker = setInterval(() => now.value = Date.now(), 1000)
@@ -38,15 +39,26 @@ function condition(c: PlanCondition) {
   return `${TIMEFRAME_LABELS[c.timeframe]}${c.direction === "above" ? "高于" : "低于"} ${c.price}`
 }
 
-/** 失效后的应急动作：短线立即市价平仓，长线等 4h 收盘后请模型复核 */
-const invalidationAction = computed(() => props.analysis?.angle === "short" ? "立即市价平仓" : "请模型复核")
+const long = computed(() => sizing.value?.direction === "long")
+const entryRow = computed(() => props.orders.find(o => o.purpose === "entry" && Number(o.filled_qty) > 0))
+/** 交易所上生效的止损：止盈 1 后会移到保本价 */
+const currentStop = computed(() => props.orders.filter(o => o.purpose === "stop" && ACTIVE_ORDER_STATUSES.includes(o.status)).at(-1)?.trigger_price)
+const ladder = computed(() => sizing.value?.entry
+  ? TAKE_PROFIT_STEPS[sizing.value.direction].map(([pct, ratio], leg) => ({
+      leg,
+      move: `${long.value ? "+" : "−"}${pct * 100}%`,
+      ratio: `${Math.round(ratio * 100)}%`,
+      price: props.orders.filter(o => o.purpose === "tp" && o.leg === leg).at(-1)?.price ?? "-",
+      filled: filled("tp", leg)
+    }))
+  : [])
 </script>
 
 <template>
   <div class="border border-[var(--el-border-color)] rounded border-solid p-3">
     <div class="mb-2 flex items-center gap-2">
       <span class="font-bold">{{ symbol.symbol }}</span>
-      <span class="text-xs text-[var(--el-text-color-secondary)]">{{ ANGLE_LABELS[symbol.angle] }}</span>
+      <span class="text-xs text-[var(--el-text-color-secondary)]">短线做波动（5m 确认入场，最长持仓 4 小时）</span>
       <div class="flex-1" />
       <el-button v-if="analysis && analysis.status !== 'running'" link type="primary" @click="emit('detail', analysis.id)">
         查看完整分析
@@ -104,79 +116,58 @@ const invalidationAction = computed(() => props.analysis?.angle === "short" ? "
         </el-link>
       </div>
       <div v-if="analysis.valid_until || analysis.close_deadline" class="flex flex-wrap gap-x-6">
-        <span v-if="analysis.plan_status === 'pending' && analysis.valid_until"><span class="label">入场单有效至</span>{{ formatTime(analysis.valid_until, "MM-DD HH:mm") }}（剩 {{ countdown(analysis.valid_until) }}）</span>
-        <span v-if="analysis.first_fill_at"><span class="label">首档成交</span>{{ formatTime(analysis.first_fill_at, "MM-DD HH:mm") }}</span>
+        <span v-if="analysis.plan_status === 'pending' && analysis.valid_until && !sizing?.entry"><span class="label">等待确认至</span>{{ formatTime(analysis.valid_until, "MM-DD HH:mm") }}（剩 {{ countdown(analysis.valid_until) }}）</span>
+        <span v-if="analysis.first_fill_at"><span class="label">入场</span>{{ formatTime(analysis.first_fill_at, "MM-DD HH:mm") }}</span>
         <span v-if="analysis.close_deadline"><span class="label">最晚平仓</span>{{ formatTime(analysis.close_deadline, "MM-DD HH:mm") }}（剩 {{ countdown(analysis.close_deadline) }}）</span>
       </div>
       <div v-if="analysis.result">
-        <span class="label">结果</span>{{ analysis.close_reason }}，净盈亏 {{ analysis.result.net }} USDT（手续费 {{ analysis.result.commission }}）
+        <span class="label">结果</span>{{ CLOSE_REASON_LABELS[analysis.close_reason ?? ""] ?? analysis.close_reason }}，净盈亏 {{ analysis.result.net }} USDT（手续费 {{ analysis.result.commission }}）
       </div>
       <div><span class="label">为什么</span>{{ decision.reasons }}</div>
 
-      <div v-if="sizing?.managed" class="text-xs text-[var(--el-text-color-secondary)]">
-        持仓中调整的计划：不加仓，止盈按当前持仓数量拆分
-      </div>
-      <template v-if="decision.action === 'plan' && sizing">
-        <el-table v-if="sizing.entries.length" :data="sizing.entries" border size="small">
-          <el-table-column label="入场档位" min-width="110">
-            <template #default="{ $index }">
-              第 {{ $index + 1 }} 档
-            </template>
-          </el-table-column>
-          <el-table-column prop="price" label="挂单价" min-width="100" />
-          <el-table-column label="比例" width="80">
-            <template #default="{ row }">
-              {{ Math.round(Number(row.ratio) * 100) }}%
-            </template>
-          </el-table-column>
-          <el-table-column prop="quantity" label="数量" min-width="90" />
-          <el-table-column prop="notional" label="名义 USDT" min-width="100" />
-          <el-table-column label="已成交" min-width="80">
-            <template #default="{ $index }">
-              {{ filled("entry", $index) }}
-            </template>
-          </el-table-column>
-          <el-table-column label="依据" min-width="200">
-            <template #default="{ $index }">
-              {{ decision.entries?.[$index]?.basis }}
-            </template>
-          </el-table-column>
-        </el-table>
-        <el-table :data="sizing.take_profits" border size="small">
-          <el-table-column label="分批止盈" min-width="110">
-            <template #default="{ $index }">
-              止盈 {{ $index + 1 }}
-            </template>
-          </el-table-column>
-          <el-table-column prop="price" label="价格" min-width="100" />
-          <el-table-column label="平仓比例" width="80">
-            <template #default="{ row }">
-              {{ Math.round(Number(row.ratio) * 100) }}%
-            </template>
-          </el-table-column>
-          <el-table-column prop="quantity" label="数量" min-width="90" />
-          <el-table-column label="已成交" min-width="80">
-            <template #default="{ $index }">
-              {{ filled("tp", $index) }}
-            </template>
-          </el-table-column>
-          <el-table-column label="依据" min-width="300">
-            <template #default="{ $index }">
-              {{ decision.take_profits?.[$index]?.basis }}
-            </template>
-          </el-table-column>
-        </el-table>
+      <template v-if="decision.action === 'plan' && decision.setup && sizing?.setup">
         <div class="grid grid-cols-2 gap-x-6 gap-y-1">
-          <div><span class="label">止损</span>{{ sizing.stop }}（交易所挂单，标记价触发）· {{ decision.stop_basis }}</div>
           <div>
-            <span class="label">失效条件</span>{{ decision.invalidation ? condition(decision.invalidation) : "-" }}
-            → {{ invalidationAction }} · {{ decision.invalidation?.basis }}
+            <span class="label">{{ long ? "支撑区" : "压力区" }}</span>{{ sizing.setup.zone_low }} – {{ sizing.setup.zone_high }} · {{ decision.setup.basis }}
+          </div>
+          <div>
+            <span class="label">确认</span>5m {{ long ? "最低价进区后收盘 ≥" : "最高价进区后收盘 ≤" }} {{ sizing.setup.confirm_price }} → 市价{{ long ? "做多" : "做空" }}；
+            先有收盘{{ long ? "低于" : "高于" }} {{ long ? sizing.setup.zone_low : sizing.setup.zone_high }} 则撤销
+          </div>
+          <div v-if="!sizing.entry">
+            <span class="label">预估</span>按确认价入场：止损 {{ sizing.estimate.stop }}（{{ sizing.estimate.stop_pct }}%），数量 {{ sizing.estimate.quantity }}，止损亏损 {{ sizing.estimate.risk_at_stop }} USDT
+          </div>
+          <div v-if="!sizing.entry">
+            <span class="label">有效期</span>{{ decision.valid_hours }} 小时；止损按触发时的极值外 0.5×ATR(5m) 计算，超过 1% 放弃入场
           </div>
-          <div><span class="label">均价 / 数量</span>{{ sizing.average_price }} / {{ sizing.quantity }}（名义 {{ sizing.notional }} USDT，{{ sizing.leverage }} 倍交易资金）</div>
-          <div><span class="label">止损亏损</span>{{ sizing.risk_at_stop }} USDT（交易资金的 {{ sizing.risk_pct }}%）{{ sizing.capped_by_leverage ? "，受 3 倍上限限制" : "" }}</div>
-          <div><span class="label">盈亏比</span>全部成交 {{ sizing.reward_risk }}，仅首档 {{ sizing.reward_risk_first_only }}</div>
-          <div><span class="label">时效</span>挂单 {{ decision.entry_valid_hours }} 小时内有效，首档成交后最长持仓 {{ decision.max_hold_hours }} 小时</div>
         </div>
+        <template v-if="sizing.entry">
+          <div class="grid grid-cols-2 gap-x-6 gap-y-1">
+            <div>
+              <span class="label">触发</span>{{ formatTime(sizing.entry.triggered_at, "MM-DD HH:mm:ss") }}，5m 收盘 {{ sizing.entry.bar_close }}，{{ long ? "最低" : "最高" }} {{ sizing.entry.extreme }}，ATR {{ sizing.entry.atr }}
+            </div>
+            <div>
+              <span class="label">入场</span>市价 {{ sizing.entry.quantity }}，成交均价 {{ entryRow?.avg_price ?? "待成交" }}（名义 {{ sizing.entry.notional }} USDT，{{ sizing.entry.leverage }} 倍交易资金）
+            </div>
+            <div>
+              <span class="label">止损</span>{{ currentStop ?? sizing.entry.stop }}（初始 {{ sizing.entry.stop }}，{{ sizing.entry.stop_pct }}%；止盈 1 后移到保本价）
+            </div>
+            <div>
+              <span class="label">止损亏损</span>{{ sizing.entry.risk_at_stop }} USDT（交易资金的 {{ sizing.entry.risk_pct }}%）{{ sizing.entry.capped_by_leverage ? "，受 3 倍上限限制" : "" }}
+            </div>
+          </div>
+          <el-table :data="ladder" border size="small">
+            <el-table-column label="分批止盈" min-width="90">
+              <template #default="{ row }">
+                止盈 {{ row.leg + 1 }}
+              </template>
+            </el-table-column>
+            <el-table-column prop="move" label="距成交均价" min-width="90" />
+            <el-table-column prop="ratio" label="平仓比例" min-width="80" />
+            <el-table-column prop="price" label="价格" min-width="100" />
+            <el-table-column prop="filled" label="已成交" min-width="80" />
+          </el-table>
+        </template>
       </template>
 
       <div v-if="decision.reevaluate.length">

web/src/pages/trading/index.vue

@@ -1,8 +1,8 @@
 <script lang="ts" setup>
 import type { Effort, Provider } from "@/apis/settings"
-import type { Analysis, Angle, OrderRow, SnapshotPosition, TradingEvent, TradingStatus, TradingSymbol } from "@/apis/trading"
+import type { Analysis, OrderRow, SnapshotPosition, TradingEvent, TradingStatus, TradingSymbol } from "@/apis/trading"
 import { EFFORTS, listProviders } from "@/apis/settings"
-import { ANGLE_LABELS, deleteSymbol, getStatus, getSymbolPlan, isOwnOrder, listAnalyses, listEvents, listSymbols, patchConfig, patchSymbol, requestAnalysis, startTrading, stopTrading } from "@/apis/trading"
+import { deleteSymbol, getStatus, getSymbolPlan, isOwnOrder, listAnalyses, listEvents, listSymbols, patchConfig, requestAnalysis, startTrading, stopTrading } from "@/apis/trading"
 import { usePersisted } from "@/utils/storage"
 import { formatTime } from "@/utils/text"
 import AddSymbolDialog from "./components/AddSymbolDialog.vue"
@@ -11,7 +11,6 @@ import PlanCard from "./components/PlanCard.vue"
 
 const STATUS_REFRESH_MS = 3000
 const EVENTS_PAGE = 50
-const SHORT_ANGLE_LABELS: Record<Angle, string> = { short: "短线", long: "长线" }
 const LEVEL_TYPES = { info: "primary", warn: "warning", error: "danger" } as const
 
 const status = ref<TradingStatus>()
@@ -88,7 +87,7 @@ function symbolState(s: TradingSymbol) {
   if (positions.value.some(p => p.symbol === s.symbol))
     return { label: "持仓中", type: "success" } as const
   if (s.plan_status === "pending")
-    return { label: "挂单中", type: "primary" } as const
+    return { label: "等待确认", type: "primary" } as const
   return { label: "空仓", type: "info" } as const
 }
 
@@ -171,7 +170,7 @@ watch(selected, () => {
 async function toggleRunning() {
   if (status.value!.running) {
     await ElMessageBox.confirm(
-      "停止后不再做新的分析，并撤销未成交的入场单。已有持仓保留，止损、止盈、到期平仓、短线失效平仓等程序规则继续执行。",
+      "停止后不再做新的分析，并撤销还在等待确认的计划。已有持仓保留，止损、止盈、到期平仓等程序规则继续执行。",
       "停止行情交易",
       { type: "warning", confirmButtonText: "停止" }
     )
@@ -215,13 +214,6 @@ async function changeEffort(effort: Effort | null) {
   status.value = await patchConfig({ reasoning_effort: effort })
 }
 
-async function switchAngle(s: TradingSymbol) {
-  const angle: Angle = s.angle === "short" ? "long" : "short"
-  await ElMessageBox.confirm(`把 ${s.symbol} 从${SHORT_ANGLE_LABELS[s.angle]}改为${SHORT_ANGLE_LABELS[angle]}？`, "切换角度")
-  await patchSymbol(s.symbol, angle)
-  await Promise.all([refresh(), refreshEvents()])
-}
-
 async function remove(s: TradingSymbol) {
   await ElMessageBox.confirm(`把 ${s.symbol} 移出交易列表？历史分析和时间线会保留。`, "删除确认", { type: "warning" })
   await deleteSymbol(s.symbol)
@@ -397,12 +389,10 @@ onBeforeUnmount(() => clearInterval(timer))
                 {{ symbolState(s).label }}
               </el-tag>
             </div>
-            <div class="mt-1 flex items-center justify-between text-xs text-[var(--el-text-color-secondary)]">
-              <span>{{ ANGLE_LABELS[s.angle] }}</span>
-              <span>
-                <el-link type="primary" underline="never" class="text-xs!" @click.stop="switchAngle(s)">切换角度</el-link>
-                <el-link type="danger" underline="never" class="ml-2 text-xs!" @click.stop="remove(s)">删除</el-link>
-              </span>
+            <div class="mt-1 flex justify-end text-xs">
+              <el-link type="danger" underline="never" class="text-xs!" @click.stop="remove(s)">
+                删除
+              </el-link>
             </div>
           </div>
           <el-empty v-if="!symbols.length" description="还没有交易币种" :image-size="60" />