feat: store and serve indicators per strategy

- signal_indicators table: added strategy column
- Each strategy gets its own row per cycle
- API /api/signals/latest?strategy=v51_baseline|v52_8signals
- API /api/signals/signal-history?strategy=...
- V5.1 page reads v51_baseline data, V5.2 reads v52_8signals
- Now V5.1 and V5.2 show truly independent scores

backend/main.py

@@ -422,18 +422,17 @@ async def get_signal_indicators(
 
 
 @app.get("/api/signals/latest")
-async def get_signal_latest(user: dict = Depends(get_current_user)):
+async def get_signal_latest(user: dict = Depends(get_current_user), strategy: str = "v52_8signals"):
     result = {}
     for sym in SYMBOLS:
         row = await async_fetchrow(
             "SELECT ts, cvd_fast, cvd_mid, cvd_day, cvd_fast_slope, atr_5m, atr_percentile, "
             "vwap_30m, price, p95_qty, p99_qty, score, signal, factors "
-            "FROM signal_indicators WHERE symbol = $1 ORDER BY ts DESC LIMIT 1",
+            "FROM signal_indicators WHERE symbol = $1 AND strategy = $2 ORDER BY ts DESC LIMIT 1",
-            sym
+            sym, strategy
         )
         if row:
             data = dict(row)
-            # factors可能是JSON string（psycopg2写入），需要解析
             if isinstance(data.get("factors"), str):
                 try:
                     data["factors"] = json.loads(data["factors"])
@@ -568,15 +567,16 @@ async def get_market_indicators(user: dict = Depends(get_current_user)):
 async def get_signal_history(
     symbol: str = "BTC",
     limit: int = 50,
+    strategy: str = "v52_8signals",
     user: dict = Depends(get_current_user),
 ):
     """返回最近的信号历史（只返回有信号的记录）"""
     sym_full = symbol.upper() + "USDT"
     rows = await async_fetch(
         "SELECT ts, score, signal FROM signal_indicators "
-        "WHERE symbol = $1 AND signal IS NOT NULL "
+        "WHERE symbol = $1 AND strategy = $2 AND signal IS NOT NULL "
-        "ORDER BY ts DESC LIMIT $2",
+        "ORDER BY ts DESC LIMIT $3",
-        sym_full, limit
+        sym_full, strategy, limit
     )
     return {"symbol": symbol, "count": len(rows), "data": rows}
 

backend/signal_engine.py

@@ -684,16 +684,16 @@ def fetch_new_trades(symbol: str, last_id: int) -> list:
                     for r in cur.fetchall()]
 
 
-def save_indicator(ts: int, symbol: str, result: dict):
+def save_indicator(ts: int, symbol: str, result: dict, strategy: str = "v52_8signals"):
     with get_sync_conn() as conn:
         with conn.cursor() as cur:
             import json as _json3
             factors_json = _json3.dumps(result.get("factors")) if result.get("factors") else None
             cur.execute(
                 "INSERT INTO signal_indicators "
-                "(ts,symbol,cvd_fast,cvd_mid,cvd_day,cvd_fast_slope,atr_5m,atr_percentile,vwap_30m,price,p95_qty,p99_qty,score,signal,factors) "
+                "(ts,symbol,strategy,cvd_fast,cvd_mid,cvd_day,cvd_fast_slope,atr_5m,atr_percentile,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)",
+                "VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
-                (ts, symbol, result["cvd_fast"], result["cvd_mid"], result["cvd_day"], result["cvd_fast_slope"],
+                (ts, symbol, strategy, result["cvd_fast"], result["cvd_mid"], result["cvd_day"], result["cvd_fast_slope"],
                  result["atr"], result["atr_pct"], result["vwap"], result["price"],
                  result["p95"], result["p99"], result["score"], result.get("signal"), factors_json)
             )
@@ -990,14 +990,18 @@ def main():
                     strategy_result = state.evaluate_signal(now_ms, strategy_cfg=strategy_cfg, snapshot=snapshot)
                     strategy_results.append((strategy_cfg, strategy_result))
 
+                # 每个策略独立存储indicator
+                for strategy_cfg, strategy_result in strategy_results:
+                    sname = strategy_cfg.get("name", "v51_baseline")
+                    save_indicator(now_ms, sym, strategy_result, strategy=sname)
+
+                # 1m表仍用primary（图表用）
                 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, primary_result)

docs/AB_TEST_CHECKLIST.md

@@ -0,0 +1,36 @@
+# AB测试观测清单（2026-03-02 ~ 03-16）
+
+## 冻结期规则
+- 不改权重、不改阈值、不改评分逻辑
+- 如需改动必须打新版本号并分段统计
+- 单写入源（小周生产环境）
+
+## 两周后评审项目
+
+### 1. 确认层重复计分审计
+- **问题**：方向层和确认层都用CVD_fast/CVD_mid，同源重复
+- **审计方法**：统计确认层=15 vs 确认层=0时的胜率差异
+- **如果差异不显著**：V5.3降权或重构为"CVD斜率加速+趋势强度"
+
+### 2. 拥挤层 vs FR相关性
+- **审计**：`corr(FR_score, crowd_score)`
+- **如果>0.7**：说明重复表达，降一层权重
+
+### 3. OI持续性审计
+- **字段**：`oi_persist_n`（连续同向窗口数）— 目前未记录，需V5.3加
+- **审计**：高分单里`oi_persist_n=1`的胜率是否显著差于`>=2`
+- **如果差异明显**：升为正式门槛
+
+### 4. 清算触发率审计（按币种）
+- 各币种清算信号触发率
+- 触发后净R分布
+- 避免某币种几乎不触发/过度触发
+
+### 5. config_hash落库（V5.3）
+- 每笔强制落库：`strategy`, `strategy_version`, `config_hash`, `engine_instance`
+- 报表按config_hash分组
+
+## 数据目标
+- V5.1：500+笔（当前282）
+- V5.2：200+笔（当前12）
+- 每策略每币种50+笔

frontend/app/signals-v52/page.tsx

@@ -173,7 +173,7 @@ function SignalHistory({ symbol }: { symbol: Symbol }) {
   useEffect(() => {
     const fetchData = async () => {
       try {
-        const res = await authFetch(`/api/signals/signal-history?symbol=${symbol}&limit=20`);
+        const res = await authFetch(`/api/signals/signal-history?symbol=${symbol}&limit=20&strategy=v52_8signals`);
         if (!res.ok) return;
         const json = await res.json();
         setData(json.data || []);
@@ -225,7 +225,7 @@ function IndicatorCards({ symbol }: { symbol: Symbol }) {
   useEffect(() => {
     const fetch = async () => {
       try {
-        const res = await authFetch("/api/signals/latest");
+        const res = await authFetch("/api/signals/latest?strategy=v52_8signals");
         if (!res.ok) return;
         const json = await res.json();
         setData(json[symbol] || null);

frontend/app/signals/page.tsx

@@ -175,7 +175,7 @@ function SignalHistory({ symbol }: { symbol: Symbol }) {
   useEffect(() => {
     const fetchData = async () => {
       try {
-        const res = await authFetch(`/api/signals/signal-history?symbol=${symbol}&limit=20`);
+        const res = await authFetch(`/api/signals/signal-history?symbol=${symbol}&limit=20&strategy=v51_baseline`);
         if (!res.ok) return;
         const json = await res.json();
         setData(json.data || []);
@@ -227,7 +227,7 @@ function IndicatorCards({ symbol }: { symbol: Symbol }) {
   useEffect(() => {
     const fetch = async () => {
       try {
-        const res = await authFetch("/api/signals/latest");
+        const res = await authFetch("/api/signals/latest?strategy=v51_baseline");
         if (!res.ok) return;
         const json = await res.json();
         setData(json[symbol] || null);