From 18d628359ccf39968c815d06c50e6b6af0fdb8f7 Mon Sep 17 00:00:00 2001
From: root <root@s52867.vps.hosting>
Date: Wed, 4 Mar 2026 13:02:34 +0000
Subject: [PATCH] fix: label_backfill.py use signal_feature_events as source
 (not signal_indicators) to match FK constraint

---
 scripts/label_backfill.py | 26 ++++++++++++++------------
 1 file changed, 14 insertions(+), 12 deletions(-)

diff --git a/scripts/label_backfill.py b/scripts/label_backfill.py
index 2e10191..c813845 100644
--- a/scripts/label_backfill.py
+++ b/scripts/label_backfill.py
@@ -3,9 +3,9 @@
 label_backfill.py — V5.3 信号标签回填脚本
 
 功能：
-  - 遍历 signal_indicators 中有 signal 的历史记录
-  - 根据 signal 时点后 15/30/60 分钟的 agg_trades 价格计算标签
-  - 写入 signal_label_events 表（event_id 复用 signal_indicators.id）
+  - 遍历 signal_feature_events 中有 side 的历史记录
+  - 根据 side 时点后 15/30/60 分钟的 agg_trades 价格计算标签
+  - 写入 signal_label_events 表（event_id 复用 signal_feature_events.event_id）
 
 标签定义（严格按 Mark Price + 时间序列方向）：
   y_binary_60m = 1 if price_60m_later > price_at_signal (LONG)
@@ -64,31 +64,33 @@ def ensure_label_table(conn):
 
 
 def fetch_unlabeled_signals(conn, symbol=None, since_ms=None, limit=BATCH_SIZE):
-    """取尚未回填标签的 signal_indicators（有 signal 且 60m 已过期）"""
+    """取尚未回填标签的 signal_feature_events（有 side 且 60m 已过期）"""
     cutoff_ms = int(time.time() * 1000) - HORIZONS_MS["60m"] - 60_000  # 多留1分钟缓冲
     with conn.cursor(cursor_factory=psycopg2.extras.DictCursor) as cur:
         params = []
         conds = [
-            "si.signal IS NOT NULL",
-            "si.ts < %s",
+            "sfe.side IS NOT NULL",
+            "sfe.side != ''",
+            "sfe.ts < %s",
             "sle.event_id IS NULL",  # 尚未回填
         ]
         params.append(cutoff_ms)
         if symbol:
-            conds.append("si.symbol = %s")
+            conds.append("sfe.symbol = %s")
             params.append(symbol.upper())
         if since_ms:
-            conds.append("si.ts >= %s")
+            conds.append("sfe.ts >= %s")
             params.append(since_ms)
         where = " AND ".join(conds)
         params.append(limit)
         cur.execute(
             f"""
-            SELECT si.id, si.ts, si.symbol, si.signal, si.price, si.atr_value
-            FROM signal_indicators si
-            LEFT JOIN {LABEL_TABLE} sle ON sle.event_id = si.id
+            SELECT sfe.event_id AS id, sfe.ts, sfe.symbol, sfe.side AS signal,
+                   sfe.price, sfe.atr_value
+            FROM signal_feature_events sfe
+            LEFT JOIN {LABEL_TABLE} sle ON sle.event_id = sfe.event_id
             WHERE {where}
-            ORDER BY si.ts ASC
+            ORDER BY sfe.ts ASC
             LIMIT %s
             """,
             params,