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Feature: Add Sharpe ratio for AI self-evolution

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- Implement Sharpe ratio calculation in decision logger
- Add adaptive behavior recommendations based on Sharpe ratio
- Display Sharpe ratio in AI learning dashboard with visual indicators
- Enable AI to adjust trading strategy based on risk-adjusted returns
- Color-coded performance levels (red/yellow/green) for easy monitoring
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
This commit is contained in:
tinkle-community
2025-10-29 02:31:15 +08:00
parent 87ff12757b
commit 0dca506cfc
3 changed files with 272 additions and 8 deletions
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web/src/components/AILearning.tsx
+61 -1
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@@ -1,4 +1,3 @@
import { useEffect, useState } from 'react';
import useSWR from 'swr';
import { useLanguage } from '../contexts/LanguageContext';
import { t } from '../i18n/translations';
@@ -34,6 +33,7 @@ interface PerformanceAnalysis {
avg_win: number;
avg_loss: number;
profit_factor: number;
sharpe_ratio: number; // 夏普比率（风险调整后收益）
recent_trades: TradeOutcome[];
symbol_stats: { [key: string]: SymbolPerformance };
best_symbol: string;
@@ -248,6 +248,66 @@ export default function AILearning({ traderId }: AILearningProps) {
</div>
</div>
{/* 夏普比率 - AI自我进化核心指标 */}
<div className="rounded-2xl p-6 relative overflow-hidden" style={{
background: 'linear-gradient(135deg, rgba(139, 92, 246, 0.2) 0%, rgba(99, 102, 241, 0.1) 100%)',
border: '2px solid rgba(139, 92, 246, 0.4)',
boxShadow: '0 10px 30px rgba(139, 92, 246, 0.3)'
}}>
<div className="absolute top-0 right-0 w-40 h-40 rounded-full opacity-20" style={{
background: 'radial-gradient(circle, #8B5CF6 0%, transparent 70%)',
filter: 'blur(30px)'
}} />
<div className="relative">
<div className="flex items-center gap-2 mb-3">
<span className="text-2xl">🧬</span>
<div>
<div className="text-sm font-bold" style={{ color: '#C4B5FD' }}>夏普比率</div>
<div className="text-xs" style={{ color: '#94A3B8' }}>风险调整后收益 · AI自我进化指标</div>
</div>
</div>
<div className="flex items-end justify-between">
<div className="text-6xl font-bold mono" style={{
color: (performance.sharpe_ratio || 0) >= 2 ? '#10B981' :
(performance.sharpe_ratio || 0) >= 1 ? '#22D3EE' :
(performance.sharpe_ratio || 0) >= 0 ? '#F0B90B' : '#F87171'
}}>
{performance.sharpe_ratio ? performance.sharpe_ratio.toFixed(2) : 'N/A'}
</div>
{performance.sharpe_ratio !== undefined && (
<div className="text-right mb-2">
<div className="text-xs font-bold mb-1" style={{
color: (performance.sharpe_ratio || 0) >= 2 ? '#10B981' :
(performance.sharpe_ratio || 0) >= 1 ? '#22D3EE' :
(performance.sharpe_ratio || 0) >= 0 ? '#F0B90B' : '#F87171'
}}>
{performance.sharpe_ratio >= 2 ? '🟢 卓越表现' :
performance.sharpe_ratio >= 1 ? '🟢 良好表现' :
performance.sharpe_ratio >= 0 ? '🟡 波动较大' : '🔴 需要调整'}
</div>
</div>
)}
</div>
{performance.sharpe_ratio !== undefined && (
<div className="mt-4 p-3 rounded-xl" style={{
background: 'rgba(0, 0, 0, 0.3)',
border: '1px solid rgba(139, 92, 246, 0.2)'
}}>
<div className="text-xs leading-relaxed" style={{ color: '#C4B5FD' }}>
{performance.sharpe_ratio >= 2 && '✨ AI策略非常有效！风险调整后收益优异，可适度扩大仓位但保持纪律。'}
{performance.sharpe_ratio >= 1 && performance.sharpe_ratio < 2 && '✅ 策略表现稳健，风险收益平衡良好，继续保持当前策略。'}
{performance.sharpe_ratio >= 0 && performance.sharpe_ratio < 1 && '⚠️ 收益为正但波动较大，AI正在优化策略，降低风险。'}
{performance.sharpe_ratio < 0 && '🚨 当前策略需要调整！AI已自动进入保守模式，减少仓位和交易频率。'}
</div>
</div>
)}
</div>
</div>
{/* 盈亏比 - 突出显示 */}
<div className="rounded-2xl p-6 relative overflow-hidden" style={{
background: 'linear-gradient(135deg, rgba(240, 185, 11, 0.15) 0%, rgba(252, 213, 53, 0.05) 100%)',