binance-api/archived/debug_scripts/volume_experiment.ts

#!/usr/bin/env tsx

/**
 * 长时间刷量交易实验
 * 用于验证刷量策略的长期效果
 */

import { CompleteTradingSystem } from './src/main-complete.js'

class VolumeExperiment {
  private system?: CompleteTradingSystem
  private startTime = Date.now()
  private experimentDuration = 10 * 60 * 1000 // 10分钟实验
  private logInterval = 30 * 1000 // 每30秒记录一次统计
  private experimentStats = {
    startTime: Date.now(),
    totalExperimentTrades: 0,
    totalExperimentVolume: 0,
    tradeHistory: [] as any[],
    hourlyStats: [] as any[],
  }

  async runExperiment() {
    console.log(`
🧪 长期刷量交易实验开始
===============================================
实验时长: ${this.experimentDuration / 60000}分钟
数据记录间隔: ${this.logInterval / 1000}秒
实验目标: 验证刷量交易策略的持续效果
===============================================
    `)

    try {
      // 启动完整交易系统
      this.system = new CompleteTradingSystem()

      // 监听交易事件
      this.system.on('trade_executed', (data: any) => {
        this.recordTrade(data)
      })

      await this.system.start()

      // 定期记录统计数据
      const statsTimer = setInterval(() => {
        this.logExperimentStats()
      }, this.logInterval)

      // 设置实验结束定时器
      setTimeout(() => {
        clearInterval(statsTimer)
        this.endExperiment()
      }, this.experimentDuration)

      console.log('✅ 长期实验已启动，系统将自动运行...')
      console.log(`⏰ 实验将在 ${this.experimentDuration / 60000} 分钟后自动结束`)
    } catch (error: any) {
      console.error('❌ 实验启动失败:', error.message)
      process.exit(1)
    }
  }

  private recordTrade(trade: any) {
    this.experimentStats.tradeHistory.push({
      timestamp: Date.now(),
      ...trade,
    })
    this.experimentStats.totalExperimentTrades++
    this.experimentStats.totalExperimentVolume += parseFloat(trade.amount || '0')
  }

  private logExperimentStats() {
    const runtime = Date.now() - this.startTime
    const runtimeMinutes = Math.floor(runtime / 60000)
    const systemStats = this.system?.getSystemStats()

    const currentStats = {
      timestamp: Date.now(),
      runtime: runtimeMinutes,
      totalTrades: systemStats?.trading.totalTrades || 0,
      successfulTrades: systemStats?.trading.successfulTrades || 0,
      totalVolume: systemStats?.trading.totalVolume || 0,
      successRate: systemStats?.trading.successRate || 0,
      tradesPerMinute: systemStats?.trading.totalTrades
        ? (systemStats.trading.totalTrades / Math.max(runtimeMinutes, 1)).toFixed(2)
        : '0.00',
    }

    this.experimentStats.hourlyStats.push(currentStats)

    // 清屏并显示实验统计
    process.stdout.write('\u001B[2J\u001B[0;0f')

    console.log(`🧪 长期刷量交易实验 - 实时统计`)
    console.log('='.repeat(80))
    console.log(`⏰ 实验进度`)
    console.log(`   运行时间: ${runtimeMinutes}/${this.experimentDuration / 60000}分钟`)
    console.log(`   完成度: ${((runtime / this.experimentDuration) * 100).toFixed(1)}%`)

    console.log(`\n📊 累计交易统计`)
    console.log(`   总交易数: ${currentStats.totalTrades}`)
    console.log(`   成功交易: ${currentStats.successfulTrades}`)
    console.log(`   失败交易: ${currentStats.totalTrades - currentStats.successfulTrades}`)
    console.log(`   总交易量: ${currentStats.totalVolume} BTC`)
    console.log(`   成功率: ${currentStats.successRate}%`)

    console.log(`\n⚡ 交易效率`)
    console.log(`   每分钟交易数: ${currentStats.tradesPerMinute}`)
    console.log(`   预期小时交易数: ${(parseFloat(currentStats.tradesPerMinute) * 60).toFixed(0)}`)

    if (this.experimentStats.hourlyStats.length > 1) {
      const recent = this.experimentStats.hourlyStats.slice(-2)
      const recentTradeDiff = recent[1].totalTrades - recent[0].totalTrades
      const timeDiff = (recent[1].timestamp - recent[0].timestamp) / 1000 / 60
      const recentRate = (recentTradeDiff / timeDiff).toFixed(2)
      console.log(`   最近${this.logInterval / 1000}s交易率: ${recentRate}笔/分钟`)
    }

    console.log(`\n🎯 刷量效果评估`)
    const expectedMinimumTrades = Math.floor(runtimeMinutes * 2) // 期望每分钟至少2笔交易
    const actualTrades = currentStats.totalTrades
    const efficiency = actualTrades >= expectedMinimumTrades ? '✅ 达标' : '⚠️ 低于预期'
    console.log(`   预期最少交易数: ${expectedMinimumTrades}`)
    console.log(`   实际交易数: ${actualTrades}`)
    console.log(`   刷量效率: ${efficiency}`)

    if (runtimeMinutes > 0) {
      const volumePerMinute = (currentStats.totalVolume / runtimeMinutes).toFixed(4)
      console.log(`   每分钟交易量: ${volumePerMinute} BTC`)
      console.log(`   预期小时交易量: ${(parseFloat(volumePerMinute) * 60).toFixed(2)} BTC`)
    }

    console.log(`\n📈 趋势分析`)
    if (this.experimentStats.hourlyStats.length >= 3) {
      const last3Stats = this.experimentStats.hourlyStats.slice(-3)
      const tradeGrowth = last3Stats.map(s => s.totalTrades)
      const isIncreasing = tradeGrowth[2] > tradeGrowth[1] && tradeGrowth[1] > tradeGrowth[0]
      console.log(`   交易趋势: ${isIncreasing ? '📈 上升' : '📊 稳定'}`)

      const avgRate = last3Stats.map(s => parseFloat(s.tradesPerMinute)).reduce((a, b) => a + b) / 3
      console.log(`   平均交易率: ${avgRate.toFixed(2)}笔/分钟`)
    }

    console.log(`\n⏰ 最后更新: ${new Date().toLocaleTimeString()}`)
    console.log('='.repeat(80))
    console.log(`💡 实验持续进行中... 按 Ctrl+C 提前结束`)
  }

  private async endExperiment() {
    console.log('\n🏁 实验完成！正在生成最终报告...')

    const finalStats = this.system?.getSystemStats()
    const totalRuntime = Date.now() - this.startTime
    const totalMinutes = totalRuntime / 60000

    console.log(`
🧪 长期刷量交易实验 - 最终报告
===============================================
实验时长: ${totalMinutes.toFixed(1)}分钟
开始时间: ${new Date(this.startTime).toLocaleString()}
结束时间: ${new Date().toLocaleString()}
===============================================

📊 总体统计:
   总交易数: ${finalStats?.trading.totalTrades || 0}
   成功交易: ${finalStats?.trading.successfulTrades || 0}
   失败交易: ${(finalStats?.trading.totalTrades || 0) - (finalStats?.trading.successfulTrades || 0)}
   总交易量: ${finalStats?.trading.totalVolume || 0} BTC
   成功率: ${finalStats?.trading.successRate || 0}%

⚡ 效率分析:
   平均每分钟: ${((finalStats?.trading.totalTrades || 0) / totalMinutes).toFixed(2)} 笔
   预期每小时: ${(((finalStats?.trading.totalTrades || 0) / totalMinutes) * 60).toFixed(0)} 笔
   每分钟交易量: ${((finalStats?.trading.totalVolume || 0) / totalMinutes).toFixed(4)} BTC
   预期小时交易量: ${(((finalStats?.trading.totalVolume || 0) / totalMinutes) * 60).toFixed(2)} BTC

🎯 刷量效果:
   期望最少交易: ${Math.floor(totalMinutes * 2)}
   实际完成交易: ${finalStats?.trading.totalTrades || 0}
   效率达成率: ${(((finalStats?.trading.totalTrades || 0) / Math.max(Math.floor(totalMinutes * 2), 1)) * 100).toFixed(
     1,
   )}%

💡 结论:
   刷量策略: ${(finalStats?.trading.totalTrades || 0) >= Math.floor(totalMinutes * 2) ? '✅ 有效' : '⚠️ 需优化'}
   系统稳定性: ${(finalStats?.trading.successRate || 0) >= 90 ? '✅ 稳定' : '⚠️ 需改进'}
   风险控制: ${finalStats?.trading.totalTrades ? '✅ 正常' : '❌ 异常'}

===============================================
    `)

    // 保存详细统计到文件
    const reportData = {
      experimentConfig: {
        duration: this.experimentDuration,
        startTime: this.startTime,
        endTime: Date.now(),
      },
      finalStats,
      hourlyStats: this.experimentStats.hourlyStats,
      tradeHistory: this.experimentStats.tradeHistory,
    }

    // 保存到 JSON 文件
    const fs = require('fs')
    const reportPath = `./volume_experiment_${new Date().getTime()}.json`
    fs.writeFileSync(reportPath, JSON.stringify(reportData, null, 2))
    console.log(`📁 详细报告已保存到: ${reportPath}`)

    if (this.system) {
      await this.system.shutdown()
    }

    process.exit(0)
  }
}

// 启动实验
if (import.meta.url === `file://${process.argv[1]}`) {
  const experiment = new VolumeExperiment()
  experiment.runExperiment().catch(console.error)
}