508 lines
24 KiB
TypeScript
508 lines
24 KiB
TypeScript
'use client';
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import React, { useState, useMemo } from 'react';
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import { useSandboxStore } from '@/lib/store';
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import { predictCryptoTrend, calculateBetaPosterior } from '@/lib/math/statistics';
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import 'katex/dist/katex.min.css';
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import { BlockMath, InlineMath } from 'react-katex';
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import CryptoMathModal from './CryptoMathModal';
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import {
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Cpu, Search, RefreshCw, BarChart2, TrendingUp, AlertCircle, Info,
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ChevronDown, ChevronUp, ArrowUpRight, ArrowDownRight, Compass, ShieldAlert, Sparkles,
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BookOpen
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} from 'lucide-react';
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interface CoinData {
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ticker: string;
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name: string;
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price: string;
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change24h: number;
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fundingRate: number; // in %
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openInterestChange: number; // in %
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longShortRatio: number;
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whaleInflow: number; // net flows
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exchangeReserves: number; // in %
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liqLong: string;
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liqShort: string;
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}
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const defaultCoins: Record<string, CoinData> = {
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'BTC': {
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ticker: 'BTC',
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name: 'Bitcoin',
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price: '$69,450',
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change24h: 2.4,
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fundingRate: -0.015,
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openInterestChange: 8.2,
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longShortRatio: 0.92,
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whaleInflow: 480,
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exchangeReserves: -1.4,
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liqLong: '$68,200',
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liqShort: '$70,500'
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},
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'ETH': {
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ticker: 'ETH',
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name: 'Ethereum',
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price: '$3,820',
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change24h: -1.2,
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fundingRate: 0.045,
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openInterestChange: -3.5,
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longShortRatio: 1.34,
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whaleInflow: -120,
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exchangeReserves: 0.8,
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liqLong: '$3,710',
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liqShort: '$3,920'
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},
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'SOL': {
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ticker: 'SOL',
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name: 'Solana',
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price: '$184.20',
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change24h: 5.8,
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fundingRate: 0.082,
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openInterestChange: 14.5,
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longShortRatio: 1.62,
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whaleInflow: 1250,
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exchangeReserves: -2.8,
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liqLong: '$176.00',
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liqShort: '$192.50'
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}
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};
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export default function CryptoDemo() {
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const { alphaSuccess, betaFailure, addModelTrial } = useSandboxStore();
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const [activeTicker, setActiveTicker] = useState<string>('BTC');
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const [searchQuery, setSearchQuery] = useState('');
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const [customCoins, setCustomCoins] = useState<Record<string, CoinData>>({});
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const [searchError, setSearchError] = useState(false);
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const [showMathAccordion, setShowMathAccordion] = useState(false);
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const [isMathModalOpen, setIsMathModalOpen] = useState(false);
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const [simulatedTrialLogged, setSimulatedTrialLogged] = useState(false);
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const [lastTrialSuccess, setLastTrialSuccess] = useState(false);
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// Active Coin data retrieval
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const activeCoin = useMemo(() => {
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return customCoins[activeTicker] || defaultCoins[activeTicker] || defaultCoins['BTC'];
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}, [activeTicker, customCoins]);
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// Compute live Random Forest baseline predictions
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const mlPredictions = useMemo(() => {
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const inputs = {
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fundingRate: activeCoin.fundingRate,
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openInterestChange: activeCoin.openInterestChange,
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longShortRatio: activeCoin.longShortRatio,
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whaleInflow: activeCoin.whaleInflow
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};
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return predictCryptoTrend(inputs);
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}, [activeCoin]);
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// Apply Bayesian online learning error-correction posterior update
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const correctedPredictions = useMemo(() => {
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// Correct short term probability
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const shortTermCorrected = calculateBetaPosterior(
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alphaSuccess,
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betaFailure,
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mlPredictions.shortTermProb,
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12 // pseudo weight/confidence scale
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);
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// Correct medium term probability
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const mediumTermCorrected = calculateBetaPosterior(
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alphaSuccess,
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betaFailure,
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mlPredictions.mediumTermProb,
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12
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);
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return {
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shortTerm: shortTermCorrected,
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mediumTerm: mediumTermCorrected
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};
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}, [mlPredictions, alphaSuccess, betaFailure]);
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// Perform search check for Altcoins
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const handleAltcoinSearch = (e: React.FormEvent) => {
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e.preventDefault();
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setSearchError(false);
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const query = searchQuery.trim().toUpperCase();
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if (!query) return;
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if (defaultCoins[query]) {
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setActiveTicker(query);
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setSearchQuery('');
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return;
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}
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if (customCoins[query]) {
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setActiveTicker(query);
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setSearchQuery('');
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return;
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}
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// Generate simulated data for Altcoin
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const isBull = Math.random() > 0.45;
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const simulatedChange = isBull ? 3 + Math.random() * 8 : -2 - Math.random() * 6;
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const simulatedPrice = isBull ? 2 + Math.random() * 10 : 0.2 + Math.random() * 3;
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const newCoin: CoinData = {
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ticker: query,
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name: `${query} Token`,
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price: `$${simulatedPrice.toFixed(4)}`,
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change24h: parseFloat(simulatedChange.toFixed(2)),
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fundingRate: parseFloat((Math.random() * 0.12 - 0.04).toFixed(3)),
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openInterestChange: parseFloat((Math.random() * 30 - 10).toFixed(1)),
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longShortRatio: parseFloat((0.8 + Math.random() * 1.1).toFixed(2)),
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whaleInflow: Math.floor(Math.random() * 1500 - 400),
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exchangeReserves: parseFloat((Math.random() * 4 - 2).toFixed(1)),
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liqLong: `$${(simulatedPrice * 0.9).toFixed(4)}`,
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liqShort: `$${(simulatedPrice * 1.1).toFixed(4)}`
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};
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setCustomCoins(prev => ({ ...prev, [query]: newCoin }));
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setActiveTicker(query);
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setSearchQuery('');
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};
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const handleSimulateTrial = (success: boolean) => {
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addModelTrial(success);
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setLastTrialSuccess(success);
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setSimulatedTrialLogged(true);
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setTimeout(() => setSimulatedTrialLogged(false), 2500);
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};
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const totalTrials = alphaSuccess + betaFailure;
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const priorAccuracy = (alphaSuccess / (totalTrials || 1)) * 100;
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return (
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<div className="bg-slate-900/60 backdrop-blur-md border border-slate-800 rounded-2xl p-6 text-slate-100 shadow-xl relative overflow-hidden">
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<div className="absolute top-0 right-0 w-32 h-32 bg-cyan-500/10 rounded-full blur-3xl -z-10" />
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{/* Header */}
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<div className="flex flex-col lg:flex-row justify-between items-start lg:items-center gap-4 border-b border-slate-800 pb-4 mb-6">
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<div>
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<span className="text-cyan-400 text-xs font-semibold uppercase tracking-wider">Element 4</span>
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<h2 className="text-2xl font-bold bg-gradient-to-r from-cyan-400 to-sky-200 bg-clip-text text-transparent">
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Predictive Krypto-Modelle & Bayes Self-Correction
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</h2>
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</div>
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<div className="flex flex-wrap items-center gap-3">
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<span className="inline-flex items-center gap-1.5 px-3 py-2.5 rounded-xl text-xs font-bold bg-amber-500/10 text-amber-400 border border-amber-500/20 shadow-[0_0_15px_rgba(245,158,11,0.15)] h-11">
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<ShieldAlert className="w-4 h-4 text-amber-400" />
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<span>SYSTEM-AUTARK (OFFLINE-CORE)</span>
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</span>
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<button
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onClick={() => setIsMathModalOpen(true)}
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className="flex items-center gap-1.5 px-4 py-2 rounded-xl bg-slate-950/80 hover:bg-slate-900 border border-slate-800 hover:border-slate-700 transition-all font-semibold text-xs tracking-wider text-cyan-400 justify-center h-11"
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>
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<BookOpen className="w-3.5 h-3.5" />
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<span>📖 Modulerklärung</span>
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</button>
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<div className="bg-slate-900 border border-slate-800 rounded-xl px-4 py-2 flex items-center gap-3 h-11">
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<Cpu className="text-cyan-400 w-5 h-5 animate-spin-slow" />
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<div>
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<p className="text-slate-400 text-xs">A-Priori Genauigkeit</p>
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<p className="font-mono text-sm font-bold text-cyan-400">
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{priorAccuracy.toFixed(1)}% (n={totalTrials})
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</p>
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</div>
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</div>
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</div>
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</div>
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{/* SECTION 1: Top 3 Cards & Search Mask */}
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<div className="grid grid-cols-1 lg:grid-cols-4 gap-4 mb-6">
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{/* Status Cards BTC, ETH, SOL */}
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{['BTC', 'ETH', 'SOL'].map((tick) => {
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const coin = defaultCoins[tick];
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const isActive = activeTicker === tick;
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const isUp = coin.change24h >= 0;
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return (
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<div
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key={tick}
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onClick={() => setActiveTicker(tick)}
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className={`p-4 rounded-xl border cursor-pointer transition-all hover:bg-slate-850 flex items-center justify-between relative overflow-hidden ${isActive ? 'border-cyan-500/40 bg-cyan-500/5 shadow-md shadow-cyan-500/5' : 'border-slate-850 bg-slate-950/20'}`}
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>
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<div>
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<div className="text-xs text-slate-400 font-semibold">{coin.name}</div>
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<div className="text-xl font-extrabold font-mono mt-1 text-slate-100">{coin.price}</div>
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<div className={`text-[10px] font-bold font-mono mt-0.5 flex items-center gap-0.5 ${isUp ? 'text-emerald-400' : 'text-rose-400'}`}>
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{isUp ? <ArrowUpRight className="w-3.5 h-3.5" /> : <ArrowDownRight className="w-3.5 h-3.5" />}
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<span>{isUp ? '+' : ''}{coin.change24h}%</span>
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</div>
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</div>
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<div className="text-right">
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<span className="text-2xl font-bold font-mono text-slate-800">{tick}</span>
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</div>
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</div>
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);
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})}
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{/* Custom Search bar */}
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<div className="p-4 rounded-xl border border-slate-850 bg-slate-950/20 flex flex-col justify-center gap-2">
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<form onSubmit={handleAltcoinSearch} className="flex gap-2">
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<input
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type="text"
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required
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placeholder="Altcoin Ticker (z.B. LINK)"
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className="bg-slate-900 border border-slate-800 rounded-lg p-2 flex-1 text-slate-100 font-mono text-xs uppercase focus:outline-none focus:border-cyan-500"
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value={searchQuery}
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onChange={(e) => setSearchQuery(e.target.value)}
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/>
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<button
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type="submit"
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className="bg-slate-800 hover:bg-slate-700 text-cyan-400 hover:text-cyan-350 font-bold px-3 py-2 border border-slate-700 rounded-lg transition-colors text-xs"
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>
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<Search className="w-4 h-4" />
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</button>
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</form>
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{Object.keys(customCoins).length > 0 && (
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<div className="flex flex-wrap gap-1.5 mt-1 overflow-x-auto max-h-[32px]">
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{Object.keys(customCoins).map(tick => (
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<button
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key={tick}
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onClick={() => setActiveTicker(tick)}
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className={`px-2 py-0.5 rounded font-mono text-[9px] border ${activeTicker === tick ? 'bg-cyan-500/10 text-cyan-400 border-cyan-500/30' : 'bg-slate-900 text-slate-500 border-slate-800'}`}
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>
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{tick}
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</button>
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))}
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</div>
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)}
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</div>
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</div>
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{/* SECTION 2: Derivatives & On-Chain Metrics Ledger */}
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<div className="grid grid-cols-1 xl:grid-cols-3 gap-8">
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{/* Left Column: Metrics Widgets */}
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<div className="xl:col-span-2 space-y-6">
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<h3 className="text-base font-bold text-white flex items-center gap-2 border-b border-slate-800 pb-3">
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<BarChart2 className="text-cyan-400 w-5 h-5" /> On-Chain & Derivate-Indikatoren ({activeCoin.ticker})
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</h3>
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<div className="grid grid-cols-1 sm:grid-cols-2 gap-4">
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{/* Funding & Open Interest Widget */}
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<div className="p-4 rounded-xl border border-slate-850 bg-slate-950/40 space-y-3">
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<h4 className="text-xs font-semibold text-slate-400 uppercase tracking-wider">Ref-Zinssatz & Kontrakte (OI)</h4>
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<div className="space-y-2">
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<div className="flex justify-between items-center text-sm font-mono">
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<span className="text-slate-400 text-xs">Daily Funding Rate:</span>
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<span className={`font-bold ${activeCoin.fundingRate < 0 ? 'text-emerald-400' : 'text-rose-400'}`}>
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{activeCoin.fundingRate > 0 ? '+' : ''}{activeCoin.fundingRate.toFixed(3)}%
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</span>
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</div>
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<div className="flex justify-between items-center text-sm font-mono">
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<span className="text-slate-400 text-xs">Open Interest (24h Δ):</span>
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<span className={`font-bold ${activeCoin.openInterestChange >= 0 ? 'text-emerald-400' : 'text-rose-400'}`}>
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{activeCoin.openInterestChange > 0 ? '+' : ''}{activeCoin.openInterestChange.toFixed(1)}%
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</span>
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</div>
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</div>
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</div>
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{/* Long/Short & Liquidation Widget */}
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<div className="p-4 rounded-xl border border-slate-850 bg-slate-950/40 space-y-3">
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<h4 className="text-xs font-semibold text-slate-400 uppercase tracking-wider">Positionierung & Liquidationen</h4>
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<div className="space-y-2">
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<div className="flex justify-between items-center text-sm font-mono">
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<span className="text-slate-400 text-xs">Long / Short Ratio:</span>
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<span className="text-slate-200 font-bold">{activeCoin.longShortRatio}</span>
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</div>
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<div className="flex justify-between items-center text-xs font-mono">
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<span className="text-slate-400">Liq-Cluster:</span>
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<span className="text-rose-400">Long: {activeCoin.liqLong} | Short: {activeCoin.liqShort}</span>
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</div>
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</div>
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</div>
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{/* Whale Flows Widget */}
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<div className="p-4 rounded-xl border border-slate-850 bg-slate-950/40 space-y-3">
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<h4 className="text-xs font-semibold text-slate-400 uppercase tracking-wider">Whale-Ströme (Nettozufluss)</h4>
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<div className="space-y-2">
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<div className="flex justify-between items-center text-sm font-mono">
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<span className="text-slate-400 text-xs">Netto Inflow (Wallets):</span>
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<span className={`font-bold ${activeCoin.whaleInflow >= 0 ? 'text-emerald-400' : 'text-rose-400'}`}>
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{activeCoin.whaleInflow > 0 ? '+' : ''}{activeCoin.whaleInflow} {activeCoin.ticker}
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</span>
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</div>
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<div className="text-[10px] text-slate-500 leading-relaxed font-sans">
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Positive Werte signalisieren, dass Großinvestoren Bestände von Börsen auf private Wallets (Akkumulation) abziehen.
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</div>
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</div>
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</div>
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{/* Exchange Reserves Widget */}
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<div className="p-4 rounded-xl border border-slate-850 bg-slate-950/40 space-y-3">
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<h4 className="text-xs font-semibold text-slate-400 uppercase tracking-wider">Börsenreserven (Spot)</h4>
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<div className="space-y-2">
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<div className="flex justify-between items-center text-sm font-mono">
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<span className="text-slate-400 text-xs">Reservenänderung (7d):</span>
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<span className={`font-bold ${activeCoin.exchangeReserves <= 0 ? 'text-emerald-400' : 'text-rose-400'}`}>
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{activeCoin.exchangeReserves > 0 ? '+' : ''}{activeCoin.exchangeReserves}%
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</span>
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</div>
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<div className="text-[10px] text-slate-500 leading-relaxed font-sans">
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Sinkende Reserven an den Spot-Börsen reduzieren den verfügbaren Verkaufsdruck und begünstigen Squeezes.
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</div>
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</div>
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</div>
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</div>
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</div>
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{/* Right Column: Predictive Gauges & Correction Calibration */}
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<div className="bg-slate-900/60 backdrop-blur-md border border-slate-800 rounded-2xl p-6 text-slate-100 shadow-xl space-y-6">
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<h3 className="text-base font-bold text-white flex items-center gap-2 border-b border-slate-800 pb-3">
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<Compass className="text-cyan-400 w-5 h-5" /> Vorhersage-Wahrscheinlichkeiten
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</h3>
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{/* Gauges / Progress Bars */}
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<div className="space-y-4">
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{/* 24h Gauge */}
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<div className="space-y-2">
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<div className="flex justify-between text-xs font-semibold">
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<span className="text-slate-300">24h Volatility Squeeze (Short-Term)</span>
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<span className="text-cyan-400 font-mono">{(correctedPredictions.shortTerm * 100).toFixed(0)}%</span>
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</div>
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<div className="w-full bg-slate-950 rounded-full h-3 overflow-hidden border border-slate-850 flex">
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{/* ML Baseline Overlay */}
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<div
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className="bg-cyan-500 h-full rounded-l transition-all duration-500 opacity-30"
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style={{ width: `${mlPredictions.shortTermProb * 100}%` }}
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/>
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{/* Corrected Posterior Marker */}
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<div
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className="bg-cyan-400 h-full rounded-r transition-all duration-500 -ml-[20%] shadow-[0_0_10px_rgba(34,211,238,0.5)]"
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style={{ width: `${correctedPredictions.shortTerm * 100}%` }}
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/>
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</div>
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<div className="flex justify-between text-[9px] text-slate-500 font-mono">
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<span>ML-Signal: {(mlPredictions.shortTermProb * 100).toFixed(0)}%</span>
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<span className="text-cyan-400">Bayes-Korrigiert: {(correctedPredictions.shortTerm * 100).toFixed(0)}%</span>
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</div>
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</div>
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{/* 14d Gauge */}
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<div className="space-y-2">
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<div className="flex justify-between text-xs font-semibold">
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<span className="text-slate-300">14d Struktureller Bullish-Trend (Medium-Term)</span>
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<span className="text-teal-400 font-mono">{(correctedPredictions.mediumTerm * 100).toFixed(0)}%</span>
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</div>
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<div className="w-full bg-slate-950 rounded-full h-3 overflow-hidden border border-slate-850 flex">
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<div
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className="bg-teal-500 h-full rounded-l transition-all duration-500 opacity-30"
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style={{ width: `${mlPredictions.mediumTermProb * 100}%` }}
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/>
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<div
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className="bg-teal-400 h-full rounded-r transition-all duration-500 -ml-[20%] shadow-[0_0_10px_rgba(45,212,191,0.5)]"
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style={{ width: `${correctedPredictions.mediumTerm * 100}%` }}
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/>
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|
</div>
|
|
<div className="flex justify-between text-[9px] text-slate-500 font-mono">
|
|
<span>ML-Signal: {(mlPredictions.mediumTermProb * 100).toFixed(0)}%</span>
|
|
<span className="text-teal-400">Bayes-Korrigiert: {(correctedPredictions.mediumTerm * 100).toFixed(0)}%</span>
|
|
</div>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
{/* Model Calibration Log & Simulation */}
|
|
<div className="p-4 rounded-xl border border-slate-850 bg-slate-950/40 space-y-3">
|
|
<div className="flex items-center justify-between">
|
|
<h4 className="text-xs font-bold text-slate-300 uppercase">Bayes Modell-Kalibrierung</h4>
|
|
<span className="text-[10px] text-slate-500 font-mono">n = {totalTrials} Trials</span>
|
|
</div>
|
|
<div className="grid grid-cols-2 gap-2 text-xs font-mono pb-2 border-b border-slate-900">
|
|
<div className="text-slate-400">Erfolge (α):</div>
|
|
<div className="text-emerald-400 font-bold">{alphaSuccess}</div>
|
|
<div className="text-slate-400">Fehlalarme (β):</div>
|
|
<div className="text-rose-400 font-bold">{betaFailure}</div>
|
|
</div>
|
|
|
|
{/* Trial simulator */}
|
|
<div className="space-y-2">
|
|
<p className="text-[10px] text-slate-400">Modell-Drift simulieren: Fügen Sie richtige/falsche Outcomes hinzu, um die Beta-Verteilung anzupassen.</p>
|
|
<div className="flex gap-2">
|
|
<button
|
|
onClick={() => handleSimulateTrial(true)}
|
|
className="flex-1 bg-emerald-500/10 hover:bg-emerald-500/20 text-emerald-400 border border-emerald-500/20 py-1.5 rounded-lg text-xs font-semibold font-mono"
|
|
>
|
|
+1 Erfolg
|
|
</button>
|
|
<button
|
|
onClick={() => handleSimulateTrial(false)}
|
|
className="flex-1 bg-rose-500/10 hover:bg-rose-500/20 text-rose-400 border border-rose-500/20 py-1.5 rounded-lg text-xs font-semibold font-mono"
|
|
>
|
|
+1 Fehlalarm
|
|
</button>
|
|
</div>
|
|
{simulatedTrialLogged && (
|
|
<div className="text-[10px] text-cyan-400 font-mono text-center animate-pulse">
|
|
Trial geloggt! Bayes-Prior wurde auf {lastTrialSuccess ? 'Erfolg' : 'Fehlalarm'} aktualisiert.
|
|
</div>
|
|
)}
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
{/* SECTION 3: Mathematical LaTeX Accordion */}
|
|
<div className="border-t border-slate-850 pt-4 mt-6">
|
|
<button
|
|
onClick={() => setShowMathAccordion(!showMathAccordion)}
|
|
className="flex items-center gap-1.5 text-xs text-slate-400 hover:text-cyan-400 transition-colors focus:outline-none"
|
|
>
|
|
<span>{showMathAccordion ? <ChevronUp className="w-4 h-4" /> : <ChevronDown className="w-4 h-4" />}</span>
|
|
<span className="font-semibold uppercase tracking-wider">Mathematische Formulierung (Beta-Update & Random Forest)</span>
|
|
</button>
|
|
|
|
{showMathAccordion && (
|
|
<div className="mt-4 p-4 rounded-xl border border-slate-850 bg-slate-950/40 text-xs text-slate-300 space-y-4">
|
|
<div>
|
|
<h4 className="font-bold text-cyan-400 mb-1">1. Bayesianische Beta-Konjugierte Fehlerkorrektur</h4>
|
|
<p className="mb-2">
|
|
Wir modellieren das Vertrauensintervall über die Fehlerraten des Modells mittels einer Beta-Verteilung. Der A-Priori Fehlerzustand wird durch die Parameter <InlineMath math="\alpha" /> (Erfolge) und <InlineMath math="\beta" /> (Fehlalarme) dargestellt:
|
|
</p>
|
|
<div className="py-2 overflow-x-auto text-slate-200">
|
|
<BlockMath math="P \sim \text{Beta}(\alpha, \beta) \quad \text{mit Erwartungswert } \mathbb{E}[P] = \frac{\alpha}{\alpha + \beta}" />
|
|
</div>
|
|
<p className="mb-2">
|
|
Bei einem neuen ML-Signal <InlineMath math="P_{\text{ML}}" /> führen wir ein konjugiertes Bayes-Update mit einem Vertrauensgewicht <InlineMath math="w" /> aus:
|
|
</p>
|
|
<div className="py-2 overflow-x-auto text-slate-200">
|
|
<BlockMath math="\alpha_{\text{post}} = \alpha + w \cdot P_{\text{ML}}, \quad \beta_{\text{post}} = \beta + w \cdot (1 - P_{\text{ML}})" />
|
|
</div>
|
|
<div className="py-2 overflow-x-auto text-slate-200">
|
|
<BlockMath math="P_{\text{Posterior}} = \frac{\alpha_{\text{post}}}{\alpha_{\text{post}} + \beta_{\text{post}}}" />
|
|
</div>
|
|
<p className="text-slate-400">
|
|
Ist das Modell historisch sehr instabil (hohes <InlineMath math="\beta" />), korrigiert der Bayesianische Term ein übermütiges ML-Signal nach unten, was die Robustheit des Gesamtsystems schützt.
|
|
</p>
|
|
</div>
|
|
|
|
<div className="border-t border-slate-900 pt-3">
|
|
<h4 className="font-bold text-cyan-400 mb-1">2. Random Forest Nicht-Lineares Signalmapping</h4>
|
|
<p className="mb-2">
|
|
Der Random Forest simuliert ein Ensemble von 10 schwachen Entscheidungsbäumen. Jeder Baum spaltet die Daten nach Schwellenwerten (z.B. „Funding-Rate < -0.04%“ und „Open Interest > 10%“) auf:
|
|
</p>
|
|
<div className="py-2 overflow-x-auto text-slate-200">
|
|
<BlockMath math="\text{ML}_{\text{prob}} = \frac{1}{M} \sum_{m=1}^{M} T_m(\mathbf{x})" />
|
|
</div>
|
|
<p className="text-slate-400">
|
|
wobei <InlineMath math="T_m(\mathbf{x})" /> der prognostizierte Ausgabewert des <InlineMath math="m" />-ten Entscheidungsbaumes für den Featurevektor <InlineMath math="\mathbf{x}" /> ist.
|
|
</p>
|
|
</div>
|
|
</div>
|
|
)}
|
|
</div>
|
|
|
|
<CryptoMathModal isOpen={isMathModalOpen} onClose={() => setIsMathModalOpen(false)} />
|
|
</div>
|
|
);
|
|
}
|