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fix: FR score 0~5 only, no negative scores

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Direction is already decided. FR layer measures how favorable
the funding rate is for that direction. Unfavorable = 0, not negative.
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root 2026-03-02 02:30:56 +00:00
parent 318bcb99a3
commit 7dee6bffbd
1 changed files with 6 additions and 5 deletions
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11
backend/signal_engine.py
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@ -522,13 +522,14 @@ class SymbolState:
fr_abs = abs(funding_rate) fr_abs = abs(funding_rate)
# 线性映射: raw = (|当前FR| / 历史最大FR) × 5, clamp到5 # 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) 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 # 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(空头付钱)=逆向=好 → 正分 # 做多+FR负(空头付费给多头)=有利 → 给分
# 做多+FR正(多头付钱)=顺向=坏 → 负分 # 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): 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: 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） # 4) 确认层（15分）
confirmation_score = 15 if ( confirmation_score = 15 if (