refactor: 更新市场模拟模块，增强价格生成与保护逻辑

- 新增随机基准价格生成函数 `getRandomBasePrice`，替代原有的固定基准价格
- 在历史数据生成中记录价格变化百分比，提升调试信息的可用性
- 在订单簿生成中引入最小价格限制，确保价格不低于 0.01
- 优化 K 线生成逻辑，增加价格偏离保护，防止价格过度波动
- 更新状态初始化逻辑，使用随机基准价格作为默认起始价格

Author: Duri686

src/workers/marketSimulation/candles/generator.ts

@@ -134,10 +134,20 @@ export function generateNormalCandle(
     changePercent = applyTechnicalResponse(s, open, changePercent);
   }
 
-  // 均值回归
+  // 均值回归 - 防止价格偏离基准价格太远
   const deviation = (open - s.basePrice) / s.basePrice;
   if (Math.abs(deviation) > 0.05) {
-    changePercent -= deviation * 0.0008 * dtScale;
+    // 偏离超过5%时，产生回归力
+    const reversionForce = deviation * 0.3; // 回归强度
+    changePercent -= reversionForce * dtScale;
+  }
+  
+  // 价格保护：防止价格偏离基准价格超过50%
+  const maxDeviation = 0.5; // 最大偏离50%
+  if (Math.abs(deviation) > maxDeviation) {
+    // 如果偏离过大，强制回归
+    const forcedReversion = -deviation * 0.5;
+    changePercent = forcedReversion * dtScale;
   }
 
   // 限制单根K线的最大变化幅度

src/workers/marketSimulation/constants.ts

@@ -3,7 +3,18 @@
  */
 
 export const SYMBOL = 'BTC-USDT';
+
+/**
+ * 生成随机基准价格（锚点价格）
+ * 范围: 100000 - 200000
+ */
+export function getRandomBasePrice(): number {
+  return 100000 + Math.random() * (200000 - 100000);
+}
+
+/** @deprecated 使用 getRandomBasePrice() 替代 */
 export const BASE_PRICE = 40000.0;
+
 export const LEVELS = 50; // 订单簿深度
 export const PRICE_PRECISION = 100; // 价格精度 (0.01)
 

src/workers/marketSimulation/history.ts

@@ -32,11 +32,18 @@ export function generateHistoricalCandles(
     candles.push(candle);
   }
 
+  // 历史数据生成后，状态已保留最后一个价格（在 generateCandleFromState 中更新）
+  const lastPrice = state.currentPrice;
+  const startPrice = state.basePrice;
+  const priceChange = ((lastPrice - startPrice) / startPrice) * 100;
+
   const genTime = performance.now() - startGenTime;
   // eslint-disable-next-line no-console
   console.info(
     `[MockWorker] 生成 ${count} 根 K 线耗时: ${genTime.toFixed(1)}ms ` +
-      `(${((count / genTime) * 1000).toFixed(0)} 根/秒)`,
+      `(${((count / genTime) * 1000).toFixed(0)} 根/秒)\n` +
+      `  起始价格: $${startPrice.toFixed(2)}, 结束价格: $${lastPrice.toFixed(2)} ` +
+      `(变化: ${priceChange > 0 ? '+' : ''}${priceChange.toFixed(2)}%)`,
   );
 
   return candles;

src/workers/marketSimulation/index.ts

@@ -15,7 +15,7 @@ export type {
 } from './types';
 
 // 常量导出
-export { SYMBOL, BASE_PRICE, LEVELS, PRICE_PRECISION } from './constants';
+export { SYMBOL, BASE_PRICE, getRandomBasePrice, LEVELS, PRICE_PRECISION } from './constants';
 
 // 状态管理
 export {

src/workers/marketSimulation/orderbook.ts

@@ -8,6 +8,9 @@ import { SYMBOL, LEVELS } from './constants';
 import { round2, fatTailRandom } from './utils';
 import { getNextPhase, getPhaseDuration } from './wyckoff';
 
+/** 最小价格限制，防止负数或过小的价格 */
+const MIN_PRICE = 0.01;
+
 /**
  * 生成订单簿数据
  */
@@ -38,6 +41,11 @@ export function generateOrderBook(): OrderBook {
   const random = fatTailRandom() * baseVol;
   const changePercent = drift + random + state.momentum * 0.0001;
   state.currentPrice = prevPrice * (1 + changePercent);
+  
+  // 价格保护：确保价格不会变成负数或过小
+  if (state.currentPrice < MIN_PRICE) {
+    state.currentPrice = Math.max(MIN_PRICE, prevPrice * 0.99); // 最多下跌 1%
+  }
 
   // 更新动量
   state.momentum = state.momentum * 0.98 + changePercent * 50;
@@ -56,20 +64,32 @@ export function generateOrderBook(): OrderBook {
   const bids: [number, number][] = [];
   const asks: [number, number][] = [];
 
-  let bidSpread = 0;
-  let askSpread = 0;
+  // 确保当前价格不低于最小价格
+  const currentPrice = Math.max(state.currentPrice, MIN_PRICE);
+
+  // 使用百分比 spread，适应不同价格水平
+  // 每层 spread: 0.05% - 0.3%，累加后最多约 15% 的深度
+  let bidSpreadPercent = 0;
+  let askSpreadPercent = 0;
 
   for (let i = 0; i < LEVELS; i++) {
     const depthMultiplier = 1 + i * 0.15;
     const baseQty = Math.floor(Math.random() * 99) + 1;
 
-    bidSpread += 0.01 + Math.random() * 0.49;
-    const bidPrice = state.currentPrice - bidSpread;
-    bids.push([round2(bidPrice), Math.round(baseQty * depthMultiplier)]);
-
-    askSpread += 0.01 + Math.random() * 0.49;
-    const askPrice = state.currentPrice + askSpread;
-    asks.push([round2(askPrice), Math.round(baseQty * depthMultiplier)]);
+    // 百分比 spread，每层增加 0.05% - 0.3%
+    bidSpreadPercent += (0.0005 + Math.random() * 0.0025);
+    const bidPrice = currentPrice * (1 - bidSpreadPercent);
+    
+    // 确保买单价格不低于最小价格，且低于当前价格
+    const safeBidPrice = Math.max(MIN_PRICE, Math.min(bidPrice, currentPrice * 0.999));
+    bids.push([round2(safeBidPrice), Math.round(baseQty * depthMultiplier)]);
+
+    askSpreadPercent += (0.0005 + Math.random() * 0.0025);
+    const askPrice = currentPrice * (1 + askSpreadPercent);
+    
+    // 确保卖单价格高于当前价格
+    const safeAskPrice = Math.max(askPrice, currentPrice * 1.001);
+    asks.push([round2(safeAskPrice), Math.round(baseQty * depthMultiplier)]);
   }
 
   bids.sort((a, b) => b[0] - a[0]);
@@ -78,7 +98,7 @@ export function generateOrderBook(): OrderBook {
   return {
     symbol: SYMBOL,
     timestamp: Date.now(),
-    price: round2(state.currentPrice),
+    price: round2(currentPrice),
     bids,
     asks,
   };

src/workers/marketSimulation/state.ts

@@ -3,7 +3,7 @@
  */
 
 import type { MarketState } from './types';
-import { BASE_PRICE } from './constants';
+import { getRandomBasePrice } from './constants';
 
 /** 全局状态实例 */
 let state: MarketState | null = null;
@@ -33,7 +33,9 @@ export function getStateOrNull(): MarketState | null {
  * 初始化市场状态
  */
 export function initializeState(startPrice?: number): MarketState {
-  const price = startPrice && startPrice > 0 ? startPrice : BASE_PRICE;
+  // 如果提供了有效的起始价格，使用它；否则使用随机基准价格
+  const price =
+    startPrice && startPrice > 0 ? startPrice : getRandomBasePrice();
 
   state = {
     phase: 'ACCUMULATION',