fix: entry_price改用最新成交价(last_trade_price)而非VWAP

VWAP是30分钟加权均价，快速行情下与实际价偏差可达1-2%
历史587笔entry_price+596笔pnl_r已用agg_trades真实价修正
平均偏差31.9bps, 最大189.4bps(1.9%)
V5.1: 42.18R→15.32R | V5.2: 29.83R→0.76R

backend/signal_engine.py

@@ -291,6 +291,7 @@ class SymbolState:
         self.win_vwap = TradeWindow(WINDOW_VWAP)
         self.atr_calc = ATRCalculator()
         self.last_processed_id = 0
+        self.last_trade_price = 0.0
         self.warmup = True
         self.prev_cvd_fast = 0.0
         self.prev_cvd_fast_slope = 0.0
@@ -312,6 +313,7 @@ class SymbolState:
         self.win_day.trim(now_ms)
         self.win_vwap.trim(now_ms)
         self.last_processed_id = agg_id
+        self.last_trade_price = price  # 最新成交价，用于entry_price
 
     def compute_p95_p99(self) -> tuple:
         if len(self.win_day.trades) < 100:
@@ -346,7 +348,7 @@ class SymbolState:
         atr_pct = self.atr_calc.atr_percentile
         p95, p99 = self.compute_p95_p99()
         self.update_large_trades(now_ms, p99)
-        price = vwap if vwap > 0 else 0
+        price = self.last_trade_price if self.last_trade_price > 0 else vwap  # 用最新成交价，非VWAP
         cvd_fast_slope = cvd_fast - self.prev_cvd_fast
         cvd_fast_accel = cvd_fast_slope - self.prev_cvd_fast_slope
         self.prev_cvd_fast = cvd_fast