From 7dee6bffbd5887619a6e0807c35d612f518977d5 Mon Sep 17 00:00:00 2001 From: root Date: Mon, 2 Mar 2026 02:30:56 +0000 Subject: [PATCH] fix: FR score 0~5 only, no negative scores Direction is already decided. FR layer measures how favorable the funding rate is for that direction. Unfavorable = 0, not negative. --- backend/signal_engine.py | 11 ++++++----- 1 file changed, 6 insertions(+), 5 deletions(-) diff --git a/backend/signal_engine.py b/backend/signal_engine.py index 8e9a862..6831ce3 100644 --- a/backend/signal_engine.py +++ b/backend/signal_engine.py @@ -522,13 +522,14 @@ class SymbolState: fr_abs = abs(funding_rate) # 线性映射: raw = (|当前FR| / 历史最大FR) × 5, clamp到5 raw_score = min(fr_abs / max_fr * 5.0, 5.0) - # 方向判断: 逆向操作加分，顺向操作减分 - # 做多+FR负(空头付钱)=逆向=好 → 正分 - # 做多+FR正(多头付钱)=顺向=坏 → 负分 + # FR评估"资金费率对当前方向有多有利"，0~5分，不扣分 + # 做多+FR负(空头付费给多头)=有利 → 给分 + # 做空+FR正(多头付费给空头)=有利 → 给分 + # 其他情况(FR方向不利) → 0分 if (direction == "LONG" and funding_rate < 0) or (direction == "SHORT" and funding_rate > 0): - fr_score = round(raw_score, 2) # 逆向操作，加分 + fr_score = round(raw_score, 2) # 有利，给分 else: - fr_score = round(-raw_score, 2) # 顺向操作，减分 + fr_score = 0.0 # 不利，不给分也不扣分 # 4) 确认层（15分） confirmation_score = 15 if (