Implement V5.2 FR/liquidation scoring and strategy AB loop
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@ -18,6 +18,7 @@ signal_engine.py — V5 短线交易信号引擎（PostgreSQL版）
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import logging
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import os
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import time
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import json
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from collections import deque
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from datetime import datetime, timezone
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from typing import Any, Optional
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@ -36,6 +37,34 @@ logger = logging.getLogger("signal-engine")
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SYMBOLS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"]
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LOOP_INTERVAL = 15 # 秒（从5改15，CPU降60%，信号质量无影响）
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STRATEGY_DIR = os.path.join(os.path.dirname(__file__), "strategies")
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DEFAULT_STRATEGY_FILES = ["v51_baseline.json", "v52_8signals.json"]
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def load_strategy_configs() -> list[dict]:
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configs = []
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for filename in DEFAULT_STRATEGY_FILES:
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path = os.path.join(STRATEGY_DIR, filename)
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try:
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with open(path, "r", encoding="utf-8") as f:
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cfg = json.load(f)
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if isinstance(cfg, dict) and cfg.get("name"):
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configs.append(cfg)
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except FileNotFoundError:
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logger.warning(f"策略配置缺失: {path}")
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except Exception as e:
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logger.error(f"策略配置加载失败 {path}: {e}")
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if not configs:
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logger.warning("未加载到策略配置，回退到v51_baseline默认配置")
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configs.append(
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{
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"name": "v51_baseline",
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"threshold": 75,
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"signals": ["cvd", "p99", "accel", "ls_ratio", "oi", "coinbase_premium"],
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"tp_sl": {"sl_multiplier": 2.0, "tp1_multiplier": 1.5, "tp2_multiplier": 3.0},
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}
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)
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return configs
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# ─── 模拟盘配置 ───────────────────────────────────────────────────
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PAPER_TRADING_ENABLED = False # 开关（范总确认后通过API开启）
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@ -85,7 +114,7 @@ def fetch_market_indicators(symbol: str) -> dict:
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with get_sync_conn() as conn:
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with conn.cursor() as cur:
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indicators = {}
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for ind_type in ["long_short_ratio", "top_trader_position", "open_interest_hist", "coinbase_premium"]:
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for ind_type in ["long_short_ratio", "top_trader_position", "open_interest_hist", "coinbase_premium", "funding_rate"]:
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cur.execute(
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"SELECT value FROM market_indicators WHERE symbol=%s AND indicator_type=%s ORDER BY timestamp_ms DESC LIMIT 1",
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(symbol, ind_type),
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@ -111,6 +140,8 @@ def fetch_market_indicators(symbol: str) -> dict:
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indicators[ind_type] = float(val.get("sumOpenInterestValue", 0))
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elif ind_type == "coinbase_premium":
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indicators[ind_type] = float(val.get("premium_pct", 0))
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elif ind_type == "funding_rate":
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indicators[ind_type] = float(val.get("lastFundingRate", 0))
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return indicators
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@ -227,8 +258,8 @@ class SymbolState:
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self.prev_cvd_fast_slope = 0.0
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self.prev_oi_value = 0.0
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self.market_indicators = fetch_market_indicators(symbol)
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self.last_signal_ts = 0
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self.last_signal_dir = ""
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self.last_signal_ts: dict[str, int] = {}
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self.last_signal_dir: dict[str, str] = {}
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self.recent_large_trades: deque = deque()
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def process_trade(self, agg_id: int, time_ms: int, price: float, qty: float, is_buyer_maker: int):
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@ -268,9 +299,10 @@ class SymbolState:
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self.recent_large_trades.append((t[0], t[1], t[3]))
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seen.add(t[0])
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def evaluate_signal(self, now_ms: int) -> dict:
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def build_evaluation_snapshot(self, now_ms: int) -> dict:
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cvd_fast = self.win_fast.cvd
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cvd_mid = self.win_mid.cvd
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cvd_day = self.win_day.cvd
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vwap = self.win_vwap.vwap
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atr = self.atr_calc.atr
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atr_pct = self.atr_calc.atr_percentile
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@ -282,11 +314,94 @@ class SymbolState:
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self.prev_cvd_fast = cvd_fast
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self.prev_cvd_fast_slope = cvd_fast_slope
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result = {
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"cvd_fast": cvd_fast, "cvd_mid": cvd_mid, "cvd_day": self.win_day.cvd,
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oi_value = to_float(self.market_indicators.get("open_interest_hist"))
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if oi_value is None or self.prev_oi_value == 0:
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oi_change = 0.0
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environment_score = 10
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else:
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oi_change = (oi_value - self.prev_oi_value) / self.prev_oi_value if self.prev_oi_value > 0 else 0.0
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if oi_change >= 0.03:
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environment_score = 15
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elif oi_change > 0:
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environment_score = 10
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else:
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environment_score = 5
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if oi_value is not None and oi_value > 0:
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self.prev_oi_value = oi_value
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return {
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"cvd_fast": cvd_fast,
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"cvd_mid": cvd_mid,
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"cvd_day": cvd_day,
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"vwap": vwap,
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"atr": atr,
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"atr_pct": atr_pct,
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"p95": p95,
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"p99": p99,
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"price": price,
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"cvd_fast_slope": cvd_fast_slope,
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"atr": atr, "atr_pct": atr_pct, "vwap": vwap, "price": price,
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"p95": p95, "p99": p99, "signal": None, "direction": None, "score": 0,
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"cvd_fast_accel": cvd_fast_accel,
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"oi_change": oi_change,
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"environment_score": environment_score,
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"oi_value": oi_value,
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}
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def fetch_recent_liquidations(self, window_ms: int = 300000):
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"""Fetch last 5min liquidation totals from liquidations table"""
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now_ms = int(time.time() * 1000)
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cutoff = now_ms - window_ms
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with get_sync_conn() as conn:
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with conn.cursor() as cur:
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cur.execute(
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"""
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SELECT
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COALESCE(SUM(CASE WHEN side='SELL' THEN usd_value ELSE 0 END), 0) as long_liq,
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COALESCE(SUM(CASE WHEN side='BUY' THEN usd_value ELSE 0 END), 0) as short_liq
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FROM liquidations
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WHERE symbol=%s AND trade_time >= %s
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""",
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(self.symbol, cutoff),
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)
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row = cur.fetchone()
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if row:
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return {"long_usd": row[0], "short_usd": row[1]}
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return None
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def evaluate_signal(self, now_ms: int, strategy_cfg: Optional[dict] = None, snapshot: Optional[dict] = None) -> dict:
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strategy_cfg = strategy_cfg or {}
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strategy_name = strategy_cfg.get("name", "v51_baseline")
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strategy_threshold = int(strategy_cfg.get("threshold", 75))
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enabled_signals = set(strategy_cfg.get("signals", []))
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snap = snapshot or self.build_evaluation_snapshot(now_ms)
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cvd_fast = snap["cvd_fast"]
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cvd_mid = snap["cvd_mid"]
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vwap = snap["vwap"]
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atr = snap["atr"]
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atr_pct = snap["atr_pct"]
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p95 = snap["p95"]
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p99 = snap["p99"]
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price = snap["price"]
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cvd_fast_slope = snap["cvd_fast_slope"]
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cvd_fast_accel = snap["cvd_fast_accel"]
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oi_change = snap["oi_change"]
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environment_score = snap["environment_score"]
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result = {
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"strategy": strategy_name,
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"cvd_fast": cvd_fast,
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"cvd_mid": cvd_mid,
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"cvd_day": snap["cvd_day"],
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"cvd_fast_slope": cvd_fast_slope,
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"atr": atr,
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"atr_pct": atr_pct,
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"vwap": vwap,
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"price": price,
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"p95": p95,
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"p99": p99,
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"signal": None,
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"direction": None,
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"score": 0,
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"tier": None,
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"factors": {},
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}
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@ -296,7 +411,8 @@ class SymbolState:
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# 判断倾向方向（用于评分展示，即使冷却或方向不一致也计算）
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no_direction = False
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in_cooldown = (now_ms - self.last_signal_ts < COOLDOWN_MS)
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last_signal_ts = self.last_signal_ts.get(strategy_name, 0)
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in_cooldown = now_ms - last_signal_ts < COOLDOWN_MS
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if cvd_fast > 0 and cvd_mid > 0:
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direction = "LONG"
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@ -326,8 +442,10 @@ class SymbolState:
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elif not has_adverse_p99:
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direction_score += 10
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accel_bonus = 0
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if (direction == "LONG" and cvd_fast_accel > 0) or (direction == "SHORT" and cvd_fast_accel < 0):
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accel_bonus = 5
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if "accel" in enabled_signals and (
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(direction == "LONG" and cvd_fast_accel > 0) or (direction == "SHORT" and cvd_fast_accel < 0)
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):
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accel_bonus = int(strategy_cfg.get("accel_bonus", 5))
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# 2) 拥挤层（20分）- market_indicators缺失时给中间分
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long_short_ratio = to_float(self.market_indicators.get("long_short_ratio"))
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@ -358,24 +476,53 @@ class SymbolState:
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top_trader_score = 5
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crowding_score = ls_score + top_trader_score
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# 3) 环境层（15分）— OI变化率
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oi_value = to_float(self.market_indicators.get("open_interest_hist"))
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if oi_value is None or self.prev_oi_value == 0:
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environment_score = 10
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oi_change = 0.0
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# Funding Rate scoring (拥挤层加分)
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# Read from market_indicators table
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funding_rate = to_float(self.market_indicators.get("funding_rate"))
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fr_score = 0
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if "funding_rate" in enabled_signals and funding_rate is not None:
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fr_abs = abs(funding_rate)
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if fr_abs >= 0.001: # extreme ±0.1%
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# Extreme: penalize if going WITH the crowd
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if (direction == "LONG" and funding_rate > 0.001) or (direction == "SHORT" and funding_rate < -0.001):
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fr_score = -5
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else:
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oi_change = (oi_value - self.prev_oi_value) / self.prev_oi_value if self.prev_oi_value > 0 else 0
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if oi_change >= 0.03:
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environment_score = 15
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elif oi_change > 0:
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environment_score = 10
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fr_score = 5
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elif fr_abs >= 0.0003: # moderate ±0.03%
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# Moderate: reward going AGAINST the crowd
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if (direction == "LONG" and funding_rate < -0.0003) or (direction == "SHORT" and funding_rate > 0.0003):
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fr_score = 5
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else:
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environment_score = 5
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if oi_value is not None and oi_value > 0:
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self.prev_oi_value = oi_value
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fr_score = 0
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# 4) 确认层（15分）
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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
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confirmation_score = 15 if (
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(direction == "LONG" and cvd_fast > 0 and cvd_mid > 0)
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or (direction == "SHORT" and cvd_fast < 0 and cvd_mid < 0)
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) else 0
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# Liquidation scoring (确认层加分)
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liq_score = 0
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liq_data = None
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if "liquidation" in enabled_signals:
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liq_data = self.fetch_recent_liquidations()
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if liq_data:
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liq_long_usd = liq_data.get("long_usd", 0)
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liq_short_usd = liq_data.get("short_usd", 0)
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thresholds = {"BTCUSDT": 500000, "ETHUSDT": 200000, "XRPUSDT": 100000, "SOLUSDT": 100000}
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threshold = thresholds.get(self.symbol, 100000)
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total = liq_long_usd + liq_short_usd
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if total >= threshold:
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if liq_short_usd > 0 and liq_long_usd > 0:
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ratio = liq_short_usd / liq_long_usd
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elif liq_short_usd > 0:
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ratio = float("inf")
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else:
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ratio = 0
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if ratio >= 2.0 and direction == "LONG":
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liq_score = 5
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elif ratio <= 0.5 and direction == "SHORT":
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liq_score = 5
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# 5) 辅助层（5分）
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coinbase_premium = to_float(self.market_indicators.get("coinbase_premium"))
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@ -388,7 +535,7 @@ class SymbolState:
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else:
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aux_score = 0
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total_score = direction_score + accel_bonus + crowding_score + environment_score + confirmation_score + aux_score
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total_score = direction_score + accel_bonus + crowding_score + fr_score + environment_score + confirmation_score + liq_score + aux_score
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result["score"] = total_score
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result["direction"] = direction
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result["factors"] = {
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@ -403,27 +550,31 @@ class SymbolState:
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"environment": {"score": environment_score, "open_interest_hist": oi_change},
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"confirmation": {"score": confirmation_score},
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"auxiliary": {"score": aux_score, "coinbase_premium": coinbase_premium},
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"funding_rate": {"score": fr_score, "value": funding_rate},
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"liquidation": {
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"score": liq_score,
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"long_usd": liq_data.get("long_usd", 0) if liq_data else 0,
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"short_usd": liq_data.get("short_usd", 0) if liq_data else 0,
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},
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}
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# 始终输出direction供反向平仓判断（不受冷却限制）
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result["direction"] = direction if not no_direction else None
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if total_score >= 85 and not no_direction and not in_cooldown:
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heavy_threshold = max(strategy_threshold + 10, 85)
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if total_score >= heavy_threshold and not no_direction and not in_cooldown:
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result["signal"] = direction
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result["tier"] = "heavy"
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elif total_score >= 75 and not no_direction and not in_cooldown:
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elif total_score >= strategy_threshold and not no_direction and not in_cooldown:
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result["signal"] = direction
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result["tier"] = "standard"
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elif total_score >= 60 and not no_direction and not in_cooldown:
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result["signal"] = direction
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result["tier"] = "light"
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else:
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result["signal"] = None
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result["tier"] = None
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if result["signal"]:
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self.last_signal_ts = now_ms
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self.last_signal_dir = direction
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self.last_signal_ts[strategy_name] = now_ms
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self.last_signal_dir[strategy_name] = direction
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return result
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@ -499,31 +650,60 @@ def save_indicator_1m(ts: int, symbol: str, result: dict):
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# ─── 模拟盘 ──────────────────────────────────────────────────────
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def paper_open_trade(symbol: str, direction: str, price: float, score: int, tier: str, atr: float, now_ms: int, factors: dict = None):
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def paper_open_trade(
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symbol: str,
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direction: str,
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price: float,
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score: int,
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tier: str,
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atr: float,
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now_ms: int,
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factors: dict = None,
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strategy: str = "v51_baseline",
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tp_sl: Optional[dict] = None,
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):
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"""模拟开仓"""
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import json as _json3
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risk_atr = 0.7 * atr
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if risk_atr <= 0:
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return
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sl_multiplier = float((tp_sl or {}).get("sl_multiplier", 2.0))
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tp1_multiplier = float((tp_sl or {}).get("tp1_multiplier", 1.5))
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tp2_multiplier = float((tp_sl or {}).get("tp2_multiplier", 3.0))
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if direction == "LONG":
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sl = price - 2.0 * risk_atr
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tp1 = price + 1.5 * risk_atr
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tp2 = price + 3.0 * risk_atr
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sl = price - sl_multiplier * risk_atr
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tp1 = price + tp1_multiplier * risk_atr
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tp2 = price + tp2_multiplier * risk_atr
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else:
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sl = price + 2.0 * risk_atr
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tp1 = price - 1.5 * risk_atr
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tp2 = price - 3.0 * risk_atr
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sl = price + sl_multiplier * risk_atr
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tp1 = price - tp1_multiplier * risk_atr
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tp2 = price - tp2_multiplier * risk_atr
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with get_sync_conn() as conn:
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with conn.cursor() as cur:
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cur.execute(
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"INSERT INTO paper_trades (symbol,direction,score,tier,entry_price,entry_ts,tp1_price,tp2_price,sl_price,atr_at_entry,score_factors) "
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"VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
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(symbol, direction, score, tier, price, now_ms, tp1, tp2, sl, atr,
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_json3.dumps(factors) if factors else None)
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"INSERT INTO paper_trades (symbol,direction,score,tier,entry_price,entry_ts,tp1_price,tp2_price,sl_price,atr_at_entry,score_factors,strategy) "
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"VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
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(
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symbol,
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direction,
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score,
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tier,
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price,
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now_ms,
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tp1,
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tp2,
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sl,
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atr,
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_json3.dumps(factors) if factors else None,
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strategy,
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),
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)
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conn.commit()
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logger.info(f"[{symbol}] 📝 模拟开仓: {direction} @ {price:.2f} score={score} tier={tier} TP1={tp1:.2f} TP2={tp2:.2f} SL={sl:.2f}")
|
||||
logger.info(
|
||||
f"[{symbol}] 📝 模拟开仓: {direction} @ {price:.2f} score={score} tier={tier} strategy={strategy} "
|
||||
f"TP1={tp1:.2f} TP2={tp2:.2f} SL={sl:.2f}"
|
||||
)
|
||||
|
||||
|
||||
def paper_check_positions(symbol: str, current_price: float, now_ms: int):
|
||||
@ -620,31 +800,53 @@ def paper_check_positions(symbol: str, current_price: float, now_ms: int):
|
||||
conn.commit()
|
||||
|
||||
|
||||
def paper_has_active_position(symbol: str) -> bool:
|
||||
def paper_has_active_position(symbol: str, strategy: Optional[str] = None) -> bool:
|
||||
"""检查该币种是否有活跃持仓"""
|
||||
with get_sync_conn() as conn:
|
||||
with conn.cursor() as cur:
|
||||
if strategy:
|
||||
cur.execute(
|
||||
"SELECT COUNT(*) FROM paper_trades WHERE symbol=%s AND strategy=%s AND status IN ('active','tp1_hit')",
|
||||
(symbol, strategy),
|
||||
)
|
||||
else:
|
||||
cur.execute("SELECT COUNT(*) FROM paper_trades WHERE symbol=%s AND status IN ('active','tp1_hit')", (symbol,))
|
||||
return cur.fetchone()[0] > 0
|
||||
|
||||
|
||||
def paper_get_active_direction(symbol: str) -> str | None:
|
||||
def paper_get_active_direction(symbol: str, strategy: Optional[str] = None) -> str | None:
|
||||
"""获取该币种活跃持仓的方向，无持仓返回None"""
|
||||
with get_sync_conn() as conn:
|
||||
with conn.cursor() as cur:
|
||||
cur.execute("SELECT direction FROM paper_trades WHERE symbol=%s AND status IN ('active','tp1_hit') LIMIT 1", (symbol,))
|
||||
if strategy:
|
||||
cur.execute(
|
||||
"SELECT direction FROM paper_trades WHERE symbol=%s AND strategy=%s AND status IN ('active','tp1_hit') LIMIT 1",
|
||||
(symbol, strategy),
|
||||
)
|
||||
else:
|
||||
cur.execute(
|
||||
"SELECT direction FROM paper_trades WHERE symbol=%s AND status IN ('active','tp1_hit') LIMIT 1",
|
||||
(symbol,),
|
||||
)
|
||||
row = cur.fetchone()
|
||||
return row[0] if row else None
|
||||
|
||||
|
||||
def paper_close_by_signal(symbol: str, current_price: float, now_ms: int):
|
||||
def paper_close_by_signal(symbol: str, current_price: float, now_ms: int, strategy: Optional[str] = None):
|
||||
"""反向信号平仓：按当前价平掉该币种所有活跃仓位"""
|
||||
with get_sync_conn() as conn:
|
||||
with conn.cursor() as cur:
|
||||
if strategy:
|
||||
cur.execute(
|
||||
"SELECT id, direction, entry_price, tp1_hit, atr_at_entry "
|
||||
"FROM paper_trades WHERE symbol=%s AND strategy=%s AND status IN ('active','tp1_hit')",
|
||||
(symbol, strategy),
|
||||
)
|
||||
else:
|
||||
cur.execute(
|
||||
"SELECT id, direction, entry_price, tp1_hit, atr_at_entry "
|
||||
"FROM paper_trades WHERE symbol=%s AND status IN ('active','tp1_hit')",
|
||||
(symbol,)
|
||||
(symbol,),
|
||||
)
|
||||
positions = cur.fetchall()
|
||||
for pos in positions:
|
||||
@ -661,7 +863,10 @@ def paper_close_by_signal(symbol: str, current_price: float, now_ms: int):
|
||||
"UPDATE paper_trades SET status='signal_flip', exit_price=%s, exit_ts=%s, pnl_r=%s WHERE id=%s",
|
||||
(current_price, now_ms, round(pnl_r, 4), pid)
|
||||
)
|
||||
logger.info(f"[{symbol}] 📝 反向信号平仓: {direction} @ {current_price:.2f} pnl={pnl_r:+.2f}R")
|
||||
logger.info(
|
||||
f"[{symbol}] 📝 反向信号平仓: {direction} @ {current_price:.2f} pnl={pnl_r:+.2f}R"
|
||||
f"{f' strategy={strategy}' if strategy else ''}"
|
||||
)
|
||||
conn.commit()
|
||||
|
||||
|
||||
@ -677,6 +882,11 @@ def paper_active_count() -> int:
|
||||
|
||||
def main():
|
||||
init_schema()
|
||||
strategy_configs = load_strategy_configs()
|
||||
strategy_names = [cfg.get("name", "unknown") for cfg in strategy_configs]
|
||||
logger.info(f"已加载策略配置: {', '.join(strategy_names)}")
|
||||
primary_strategy_name = "v52_8signals" if any(cfg.get("name") == "v52_8signals" for cfg in strategy_configs) else strategy_names[0]
|
||||
|
||||
states = {sym: SymbolState(sym) for sym in SYMBOLS}
|
||||
|
||||
for sym, state in states.items():
|
||||
@ -699,35 +909,62 @@ def main():
|
||||
state.process_trade(t["agg_id"], t["time_ms"], t["price"], t["qty"], t["is_buyer_maker"])
|
||||
|
||||
state.market_indicators = fetch_market_indicators(sym)
|
||||
result = state.evaluate_signal(now_ms)
|
||||
save_indicator(now_ms, sym, result)
|
||||
snapshot = state.build_evaluation_snapshot(now_ms)
|
||||
strategy_results: list[tuple[dict, dict]] = []
|
||||
for strategy_cfg in strategy_configs:
|
||||
strategy_result = state.evaluate_signal(now_ms, strategy_cfg=strategy_cfg, snapshot=snapshot)
|
||||
strategy_results.append((strategy_cfg, strategy_result))
|
||||
|
||||
primary_result = strategy_results[0][1]
|
||||
for strategy_cfg, strategy_result in strategy_results:
|
||||
if strategy_cfg.get("name") == primary_strategy_name:
|
||||
primary_result = strategy_result
|
||||
break
|
||||
|
||||
save_indicator(now_ms, sym, primary_result)
|
||||
|
||||
bar_1m = (now_ms // 60000) * 60000
|
||||
if last_1m_save.get(sym) != bar_1m:
|
||||
save_indicator_1m(now_ms, sym, result)
|
||||
save_indicator_1m(now_ms, sym, primary_result)
|
||||
last_1m_save[sym] = bar_1m
|
||||
|
||||
# 反向信号平仓：基于direction（不受冷却限制），score>=60才触发
|
||||
# 反向信号平仓：按策略独立判断，score>=75才触发
|
||||
if PAPER_TRADING_ENABLED and warmup_cycles <= 0:
|
||||
for strategy_cfg, result in strategy_results:
|
||||
strategy_name = strategy_cfg.get("name", "v51_baseline")
|
||||
eval_dir = result.get("direction")
|
||||
existing_dir = paper_get_active_direction(sym)
|
||||
if existing_dir and eval_dir and existing_dir != eval_dir and result["score"] >= 60:
|
||||
paper_close_by_signal(sym, result["price"], now_ms)
|
||||
logger.info(f"[{sym}] 📝 反向信号平仓: {existing_dir} → {eval_dir} (score={result['score']})")
|
||||
existing_dir = paper_get_active_direction(sym, strategy_name)
|
||||
if existing_dir and eval_dir and existing_dir != eval_dir and result["score"] >= 75:
|
||||
paper_close_by_signal(sym, result["price"], now_ms, strategy_name)
|
||||
logger.info(
|
||||
f"[{sym}] 📝 反向信号平仓[{strategy_name}]: {existing_dir} → {eval_dir} "
|
||||
f"(score={result['score']})"
|
||||
)
|
||||
|
||||
for strategy_cfg, result in strategy_results:
|
||||
strategy_name = strategy_cfg.get("name", "v51_baseline")
|
||||
if result.get("signal"):
|
||||
logger.info(f"[{sym}] 🚨 信号: {result['signal']} score={result['score']} price={result['price']:.1f}")
|
||||
logger.info(
|
||||
f"[{sym}] 🚨 信号[{strategy_name}]: {result['signal']} "
|
||||
f"score={result['score']} price={result['price']:.1f}"
|
||||
)
|
||||
# 模拟盘开仓（需开关开启 + 跳过冷启动）
|
||||
if PAPER_TRADING_ENABLED and warmup_cycles <= 0:
|
||||
if not paper_has_active_position(sym):
|
||||
if not paper_has_active_position(sym, strategy_name):
|
||||
active_count = paper_active_count()
|
||||
if active_count < PAPER_MAX_POSITIONS:
|
||||
tier = result.get("tier", "standard")
|
||||
paper_open_trade(
|
||||
sym, result["signal"], result["price"],
|
||||
result["score"], tier,
|
||||
result["atr"], now_ms,
|
||||
factors=result.get("factors")
|
||||
sym,
|
||||
result["signal"],
|
||||
result["price"],
|
||||
result["score"],
|
||||
tier,
|
||||
result["atr"],
|
||||
now_ms,
|
||||
factors=result.get("factors"),
|
||||
strategy=strategy_name,
|
||||
tp_sl=strategy_cfg.get("tp_sl"),
|
||||
)
|
||||
|
||||
# 模拟盘持仓检查由paper_monitor.py通过WebSocket实时处理，这里不再检查
|
||||
|
||||
Loading…
Reference in New Issue
Block a user