fix: signal_engine now reads real market_indicators (JSONB parsing + OI change rate)

backend/signal_engine.py

@@ -52,7 +52,8 @@ COOLDOWN_MS = 10 * 60 * 1000
 
 
 def fetch_market_indicators(symbol: str) -> dict:
-    """从PG读取最新的market_indicators数据"""
+    """从PG读取最新的market_indicators数据，解析JSONB提取关键数值"""
+    import json as _json
     with get_sync_conn() as conn:
         with conn.cursor() as cur:
             indicators = {}
@@ -62,7 +63,26 @@ def fetch_market_indicators(symbol: str) -> dict:
                     (symbol, ind_type),
                 )
                 row = cur.fetchone()
-                indicators[ind_type] = row[0] if row else None
+                if not row or row[0] is None:
+                    indicators[ind_type] = None
+                    continue
+                # value可能是JSON字符串或已解析的dict
+                val = row[0]
+                if isinstance(val, str):
+                    try:
+                        val = _json.loads(val)
+                    except Exception:
+                        indicators[ind_type] = None
+                        continue
+                # 提取关键数值
+                if ind_type == "long_short_ratio":
+                    indicators[ind_type] = float(val.get("longShortRatio", 1.0))
+                elif ind_type == "top_trader_position":
+                    indicators[ind_type] = float(val.get("longAccount", 0.5))
+                elif ind_type == "open_interest_hist":
+                    indicators[ind_type] = float(val.get("sumOpenInterestValue", 0))
+                elif ind_type == "coinbase_premium":
+                    indicators[ind_type] = float(val.get("premium_pct", 0))
             return indicators
 
 
@@ -177,6 +197,7 @@ class SymbolState:
         self.warmup = True
         self.prev_cvd_fast = 0.0
         self.prev_cvd_fast_slope = 0.0
+        self.prev_oi_value = 0.0
         self.market_indicators = fetch_market_indicators(symbol)
         self.last_signal_ts = 0
         self.last_signal_dir = ""
@@ -306,16 +327,21 @@ class SymbolState:
                     top_trader_score = 5
         crowding_score = ls_score + top_trader_score
 
-        # 3) 环境层（15分）
-        oi_change = to_float(self.market_indicators.get("open_interest_hist"))
-        if oi_change is None:
+        # 3) 环境层（15分）— OI变化率
+        oi_value = to_float(self.market_indicators.get("open_interest_hist"))
+        if oi_value is None or self.prev_oi_value == 0:
             environment_score = 10
-        elif oi_change >= 0.03:
+            oi_change = 0.0
+        else:
+            oi_change = (oi_value - self.prev_oi_value) / self.prev_oi_value if self.prev_oi_value > 0 else 0
+            if oi_change >= 0.03:
                 environment_score = 15
             elif oi_change > 0:
                 environment_score = 10
             else:
                 environment_score = 5
+        if oi_value is not None and oi_value > 0:
+            self.prev_oi_value = oi_value
 
         # 4) 确认层（15分）
         confirmation_score = 15 if ((direction == "LONG" and cvd_fast > 0 and cvd_mid > 0) or (direction == "SHORT" and cvd_fast < 0 and cvd_mid < 0)) else 0