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fix: clamp direction score to max weight (accel_bonus included)

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root 2026-03-02 01:36:20 +00:00
parent 1a45c5725a
commit 318bcb99a3
2 changed files with 10 additions and 1 deletions
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2
backend/signal_engine.py
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@ -592,7 +592,7 @@ class SymbolState:
# 原始评分范围: direction 0~45, crowding 0~20, environment 0~15, confirmation 0~15, auxiliary 0~5 # 原始评分范围: direction 0~45, crowding 0~20, environment 0~15, confirmation 0~15, auxiliary 0~5
# FR 0~5 (or -5~5), Liq 0~5 # FR 0~5 (or -5~5), Liq 0~5
# 缩放到配置权重 # 缩放到配置权重
scaled_direction = round(direction_score / 45 * w_direction) + accel_bonus scaled_direction = min(round(direction_score / 45 * w_direction) + accel_bonus, w_direction)
scaled_crowding = round(crowding_score / 20 * w_crowding) scaled_crowding = round(crowding_score / 20 * w_crowding)
scaled_fr = fr_score if w_fr > 0 else 0 # FR already 0~5 range, matches w_fr=5 scaled_fr = fr_score if w_fr > 0 else 0 # FR already 0~5 range, matches w_fr=5
scaled_environment = round(environment_score / 15 * w_environment) scaled_environment = round(environment_score / 15 * w_environment)

9
signal-engine.log
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@ -185,3 +185,12 @@
2026-03-02 01:11:58,908 [INFO] signal-engine: [ETHUSDT] 状态: CVD_fast=31499.2 CVD_mid=101911.4 ATR=7.67 (100%) VWAP=1966.7 2026-03-02 01:11:58,908 [INFO] signal-engine: [ETHUSDT] 状态: CVD_fast=31499.2 CVD_mid=101911.4 ATR=7.67 (100%) VWAP=1966.7
2026-03-02 01:11:58,908 [INFO] signal-engine: [XRPUSDT] 状态: CVD_fast=763930.9 CVD_mid=3518537.2 ATR=0.01 (100%) VWAP=1.4 2026-03-02 01:11:58,908 [INFO] signal-engine: [XRPUSDT] 状态: CVD_fast=763930.9 CVD_mid=3518537.2 ATR=0.01 (100%) VWAP=1.4
2026-03-02 01:11:58,908 [INFO] signal-engine: [SOLUSDT] 状态: CVD_fast=173330.9 CVD_mid=509498.7 ATR=0.38 (46%) VWAP=85.1 2026-03-02 01:11:58,908 [INFO] signal-engine: [SOLUSDT] 状态: CVD_fast=173330.9 CVD_mid=509498.7 ATR=0.38 (46%) VWAP=85.1
2026-03-02 01:16:57,856 [INFO] signal-engine: [BTCUSDT] 🚨 信号[v51_baseline]: LONG score=85 price=66677.4
2026-03-02 01:16:57,856 [INFO] signal-engine: [BTCUSDT] 🚨 信号[v52_8signals]: LONG score=78.0 price=66677.4
2026-03-02 01:16:58,164 [INFO] signal-engine: [ETHUSDT] 🚨 信号[v51_baseline]: LONG score=85 price=1971.5
2026-03-02 01:16:58,164 [INFO] signal-engine: [ETHUSDT] 🚨 信号[v52_8signals]: LONG score=78.0 price=1971.5
2026-03-02 01:16:58,185 [INFO] signal-engine: [ETHUSDT] 📝 模拟开仓: LONG @ 1971.50 score=78.0 tier=standard strategy=v52_8signals TP1=1984.82 TP2=2001.47 SL=1951.52
2026-03-02 01:16:58,264 [INFO] signal-engine: [XRPUSDT] 🚨 信号[v51_baseline]: LONG score=77 price=1.4
2026-03-02 01:16:58,346 [INFO] signal-engine: [SOLUSDT] 🚨 信号[v51_baseline]: LONG score=82 price=85.3
2026-03-02 01:16:58,346 [INFO] signal-engine: [SOLUSDT] 🚨 信号[v52_8signals]: LONG score=75.0 price=85.3
2026-03-02 01:16:58,368 [INFO] signal-engine: [SOLUSDT] 📝 模拟开仓: LONG @ 85.32 score=75.0 tier=standard strategy=v52_8signals TP1=85.98 TP2=86.80 SL=84.34