From 8279b16c688f034cd8818b82b23fea27402d012c Mon Sep 17 00:00:00 2001
From: root <root@s52867.vps.hosting>
Date: Sun, 1 Mar 2026 23:23:43 +0000
Subject: [PATCH] fix: FR thresholds based on actual data
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Historical FR range: BTC ±0.005%, SOL/XRP max -0.022%
Old thresholds were unreachable (0.03% extreme / 0.005% moderate)

New thresholds:
- Extreme: ±0.01% (0.0001) — clearly biased market
- Moderate: ±0.003% (0.00003) — slight bias, reward contrarian
---
 backend/signal_engine.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/backend/signal_engine.py b/backend/signal_engine.py
index fae313e..b96afef 100644
--- a/backend/signal_engine.py
+++ b/backend/signal_engine.py
@@ -494,14 +494,14 @@ class SymbolState:
         fr_score = 0
         if "funding_rate" in enabled_signals and funding_rate is not None:
             fr_abs = abs(funding_rate)
-            if fr_abs >= 0.0003:  # extreme ±0.03% — 很高的FR，逆向减分
-                # 做多但FR极高（多头拥挤）= 危险，减分
+            if fr_abs >= 0.0001:  # extreme ±0.01% — FR明显偏移
+                # 做多但FR高（多头拥挤付费）= 危险
                 if (direction == "LONG" and funding_rate > 0) or (direction == "SHORT" and funding_rate < 0):
                     fr_score = -5
                 else:
                     fr_score = 5  # 反向操作，加分
-            elif fr_abs >= 0.00005:  # moderate ±0.005% — 轻度偏移，顺向加分
-                # 做多且FR为负（空头付钱给多头）= 顺势，加分
+            elif fr_abs >= 0.00003:  # moderate ±0.003% — 轻度偏移
+                # 做多且FR为负（空头付钱给多头）= 顺势
                 if (direction == "LONG" and funding_rate < 0) or (direction == "SHORT" and funding_rate > 0):
                     fr_score = 5
                 else: