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feat: record cvd_fast_5m in signal_indicators for v53_fast strategy

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root 2026-03-04 02:41:02 +00:00
parent 98a88d7c19
commit 4446f61680
1 changed files with 6 additions and 3 deletions
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9
backend/signal_engine.py
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@ -938,6 +938,7 @@ class SymbolState:
"score": total_score,
"direction": direction if (not no_direction and gate_passed) else None,
"atr_value": atr_value,
"cvd_fast_5m": cvd_fast if is_fast else None, # v53_fast: 存5m实算CVD
"factors": {
"track": "BTC" if self.symbol == "BTCUSDT" else "ALT",
"gate_passed": gate_passed,
@ -1022,14 +1023,16 @@ def save_indicator(ts: int, symbol: str, result: dict, strategy: str = "v52_8sig
with conn.cursor() as cur:
import json as _json3
factors_json = _json3.dumps(result.get("factors")) if result.get("factors") else None
cvd_fast_5m = result.get("cvd_fast_5m") # v53_fast 专用：5m窗口CVD，其他策略为None
cur.execute(
"INSERT INTO signal_indicators "
"(ts,symbol,strategy,cvd_fast,cvd_mid,cvd_day,cvd_fast_slope,atr_5m,atr_percentile,atr_value,vwap_30m,price,p95_qty,p99_qty,score,signal,factors) "
"VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
"(ts,symbol,strategy,cvd_fast,cvd_mid,cvd_day,cvd_fast_slope,atr_5m,atr_percentile,atr_value,vwap_30m,price,p95_qty,p99_qty,score,signal,factors,cvd_fast_5m) "
"VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
(ts, symbol, strategy, result["cvd_fast"], result["cvd_mid"], result["cvd_day"], result["cvd_fast_slope"],
result["atr"], result["atr_pct"], result.get("atr_value", result["atr"]),
result["vwap"], result["price"],
result["p95"], result["p99"], result["score"], result.get("signal"), factors_json)
result["p95"], result["p99"], result["score"], result.get("signal"), factors_json,
cvd_fast_5m)
)
# 有信号时通知live_executor
if result.get("signal"):