From a7600e8db13363801c0ad1f3d0f83f360d39ef71 Mon Sep 17 00:00:00 2001
From: root <root@s52867.vps.hosting>
Date: Sun, 1 Mar 2026 11:54:54 +0000
Subject: [PATCH 1/7] Add V5.2 strategy configuration files

---
 backend/strategies/v51_baseline.json | 19 +++++++++++++++++++
 backend/strategies/v52_8signals.json | 19 +++++++++++++++++++
 2 files changed, 38 insertions(+)
 create mode 100644 backend/strategies/v51_baseline.json
 create mode 100644 backend/strategies/v52_8signals.json

diff --git a/backend/strategies/v51_baseline.json b/backend/strategies/v51_baseline.json
new file mode 100644
index 0000000..814d6bf
--- /dev/null
+++ b/backend/strategies/v51_baseline.json
@@ -0,0 +1,19 @@
+{
+  "name": "v51_baseline",
+  "version": "5.1",
+  "threshold": 75,
+  "weights": {
+    "direction": 45,
+    "crowding": 20,
+    "environment": 15,
+    "confirmation": 15,
+    "auxiliary": 5
+  },
+  "accel_bonus": 5,
+  "tp_sl": {
+    "sl_multiplier": 2.0,
+    "tp1_multiplier": 1.5,
+    "tp2_multiplier": 3.0
+  },
+  "signals": ["cvd", "p99", "accel", "ls_ratio", "oi", "coinbase_premium"]
+}
diff --git a/backend/strategies/v52_8signals.json b/backend/strategies/v52_8signals.json
new file mode 100644
index 0000000..5589f92
--- /dev/null
+++ b/backend/strategies/v52_8signals.json
@@ -0,0 +1,19 @@
+{
+  "name": "v52_8signals",
+  "version": "5.2",
+  "threshold": 75,
+  "weights": {
+    "direction": 40,
+    "crowding": 25,
+    "environment": 15,
+    "confirmation": 20,
+    "auxiliary": 5
+  },
+  "accel_bonus": 5,
+  "tp_sl": {
+    "sl_multiplier": 2.0,
+    "tp1_multiplier": 1.5,
+    "tp2_multiplier": 3.0
+  },
+  "signals": ["cvd", "p99", "accel", "ls_ratio", "oi", "coinbase_premium", "funding_rate", "liquidation"]
+}

From 732b01691bbc710594a713bbeda60036b2e551ba Mon Sep 17 00:00:00 2001
From: root <root@s52867.vps.hosting>
Date: Sun, 1 Mar 2026 11:54:58 +0000
Subject: [PATCH 2/7] Implement V5.2 FR/liquidation scoring and strategy AB
 loop

---
 backend/signal_engine.py | 399 +++++++++++++++++++++++++++++++--------
 1 file changed, 318 insertions(+), 81 deletions(-)

diff --git a/backend/signal_engine.py b/backend/signal_engine.py
index cc7dde5..dff9345 100644
--- a/backend/signal_engine.py
+++ b/backend/signal_engine.py
@@ -18,6 +18,7 @@ signal_engine.py — V5 短线交易信号引擎（PostgreSQL版）
 import logging
 import os
 import time
+import json
 from collections import deque
 from datetime import datetime, timezone
 from typing import Any, Optional
@@ -36,6 +37,34 @@ logger = logging.getLogger("signal-engine")
 
 SYMBOLS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"]
 LOOP_INTERVAL = 15  # 秒（从5改15，CPU降60%，信号质量无影响）
+STRATEGY_DIR = os.path.join(os.path.dirname(__file__), "strategies")
+DEFAULT_STRATEGY_FILES = ["v51_baseline.json", "v52_8signals.json"]
+
+
+def load_strategy_configs() -> list[dict]:
+    configs = []
+    for filename in DEFAULT_STRATEGY_FILES:
+        path = os.path.join(STRATEGY_DIR, filename)
+        try:
+            with open(path, "r", encoding="utf-8") as f:
+                cfg = json.load(f)
+                if isinstance(cfg, dict) and cfg.get("name"):
+                    configs.append(cfg)
+        except FileNotFoundError:
+            logger.warning(f"策略配置缺失: {path}")
+        except Exception as e:
+            logger.error(f"策略配置加载失败 {path}: {e}")
+    if not configs:
+        logger.warning("未加载到策略配置，回退到v51_baseline默认配置")
+        configs.append(
+            {
+                "name": "v51_baseline",
+                "threshold": 75,
+                "signals": ["cvd", "p99", "accel", "ls_ratio", "oi", "coinbase_premium"],
+                "tp_sl": {"sl_multiplier": 2.0, "tp1_multiplier": 1.5, "tp2_multiplier": 3.0},
+            }
+        )
+    return configs
 
 # ─── 模拟盘配置 ───────────────────────────────────────────────────
 PAPER_TRADING_ENABLED = False      # 开关（范总确认后通过API开启）
@@ -85,7 +114,7 @@ def fetch_market_indicators(symbol: str) -> dict:
     with get_sync_conn() as conn:
         with conn.cursor() as cur:
             indicators = {}
-            for ind_type in ["long_short_ratio", "top_trader_position", "open_interest_hist", "coinbase_premium"]:
+            for ind_type in ["long_short_ratio", "top_trader_position", "open_interest_hist", "coinbase_premium", "funding_rate"]:
                 cur.execute(
                     "SELECT value FROM market_indicators WHERE symbol=%s AND indicator_type=%s ORDER BY timestamp_ms DESC LIMIT 1",
                     (symbol, ind_type),
@@ -111,6 +140,8 @@ def fetch_market_indicators(symbol: str) -> dict:
                     indicators[ind_type] = float(val.get("sumOpenInterestValue", 0))
                 elif ind_type == "coinbase_premium":
                     indicators[ind_type] = float(val.get("premium_pct", 0))
+                elif ind_type == "funding_rate":
+                    indicators[ind_type] = float(val.get("lastFundingRate", 0))
             return indicators
 
 
@@ -227,8 +258,8 @@ class SymbolState:
         self.prev_cvd_fast_slope = 0.0
         self.prev_oi_value = 0.0
         self.market_indicators = fetch_market_indicators(symbol)
-        self.last_signal_ts = 0
-        self.last_signal_dir = ""
+        self.last_signal_ts: dict[str, int] = {}
+        self.last_signal_dir: dict[str, str] = {}
         self.recent_large_trades: deque = deque()
 
     def process_trade(self, agg_id: int, time_ms: int, price: float, qty: float, is_buyer_maker: int):
@@ -268,9 +299,10 @@ class SymbolState:
                 self.recent_large_trades.append((t[0], t[1], t[3]))
                 seen.add(t[0])
 
-    def evaluate_signal(self, now_ms: int) -> dict:
+    def build_evaluation_snapshot(self, now_ms: int) -> dict:
         cvd_fast = self.win_fast.cvd
         cvd_mid = self.win_mid.cvd
+        cvd_day = self.win_day.cvd
         vwap = self.win_vwap.vwap
         atr = self.atr_calc.atr
         atr_pct = self.atr_calc.atr_percentile
@@ -282,11 +314,94 @@ class SymbolState:
         self.prev_cvd_fast = cvd_fast
         self.prev_cvd_fast_slope = cvd_fast_slope
 
-        result = {
-            "cvd_fast": cvd_fast, "cvd_mid": cvd_mid, "cvd_day": self.win_day.cvd,
+        oi_value = to_float(self.market_indicators.get("open_interest_hist"))
+        if oi_value is None or self.prev_oi_value == 0:
+            oi_change = 0.0
+            environment_score = 10
+        else:
+            oi_change = (oi_value - self.prev_oi_value) / self.prev_oi_value if self.prev_oi_value > 0 else 0.0
+            if oi_change >= 0.03:
+                environment_score = 15
+            elif oi_change > 0:
+                environment_score = 10
+            else:
+                environment_score = 5
+        if oi_value is not None and oi_value > 0:
+            self.prev_oi_value = oi_value
+
+        return {
+            "cvd_fast": cvd_fast,
+            "cvd_mid": cvd_mid,
+            "cvd_day": cvd_day,
+            "vwap": vwap,
+            "atr": atr,
+            "atr_pct": atr_pct,
+            "p95": p95,
+            "p99": p99,
+            "price": price,
             "cvd_fast_slope": cvd_fast_slope,
-            "atr": atr, "atr_pct": atr_pct, "vwap": vwap, "price": price,
-            "p95": p95, "p99": p99, "signal": None, "direction": None, "score": 0,
+            "cvd_fast_accel": cvd_fast_accel,
+            "oi_change": oi_change,
+            "environment_score": environment_score,
+            "oi_value": oi_value,
+        }
+
+    def fetch_recent_liquidations(self, window_ms: int = 300000):
+        """Fetch last 5min liquidation totals from liquidations table"""
+        now_ms = int(time.time() * 1000)
+        cutoff = now_ms - window_ms
+        with get_sync_conn() as conn:
+            with conn.cursor() as cur:
+                cur.execute(
+                    """
+                    SELECT
+                        COALESCE(SUM(CASE WHEN side='SELL' THEN usd_value ELSE 0 END), 0) as long_liq,
+                        COALESCE(SUM(CASE WHEN side='BUY' THEN usd_value ELSE 0 END), 0) as short_liq
+                    FROM liquidations
+                    WHERE symbol=%s AND trade_time >= %s
+                    """,
+                    (self.symbol, cutoff),
+                )
+                row = cur.fetchone()
+                if row:
+                    return {"long_usd": row[0], "short_usd": row[1]}
+        return None
+
+    def evaluate_signal(self, now_ms: int, strategy_cfg: Optional[dict] = None, snapshot: Optional[dict] = None) -> dict:
+        strategy_cfg = strategy_cfg or {}
+        strategy_name = strategy_cfg.get("name", "v51_baseline")
+        strategy_threshold = int(strategy_cfg.get("threshold", 75))
+        enabled_signals = set(strategy_cfg.get("signals", []))
+
+        snap = snapshot or self.build_evaluation_snapshot(now_ms)
+        cvd_fast = snap["cvd_fast"]
+        cvd_mid = snap["cvd_mid"]
+        vwap = snap["vwap"]
+        atr = snap["atr"]
+        atr_pct = snap["atr_pct"]
+        p95 = snap["p95"]
+        p99 = snap["p99"]
+        price = snap["price"]
+        cvd_fast_slope = snap["cvd_fast_slope"]
+        cvd_fast_accel = snap["cvd_fast_accel"]
+        oi_change = snap["oi_change"]
+        environment_score = snap["environment_score"]
+
+        result = {
+            "strategy": strategy_name,
+            "cvd_fast": cvd_fast,
+            "cvd_mid": cvd_mid,
+            "cvd_day": snap["cvd_day"],
+            "cvd_fast_slope": cvd_fast_slope,
+            "atr": atr,
+            "atr_pct": atr_pct,
+            "vwap": vwap,
+            "price": price,
+            "p95": p95,
+            "p99": p99,
+            "signal": None,
+            "direction": None,
+            "score": 0,
             "tier": None,
             "factors": {},
         }
@@ -296,7 +411,8 @@ class SymbolState:
 
         # 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）
         no_direction = False
-        in_cooldown = (now_ms - self.last_signal_ts < COOLDOWN_MS)
+        last_signal_ts = self.last_signal_ts.get(strategy_name, 0)
+        in_cooldown = now_ms - last_signal_ts < COOLDOWN_MS
 
         if cvd_fast > 0 and cvd_mid > 0:
             direction = "LONG"
@@ -326,8 +442,10 @@ class SymbolState:
         elif not has_adverse_p99:
             direction_score += 10
         accel_bonus = 0
-        if (direction == "LONG" and cvd_fast_accel > 0) or (direction == "SHORT" and cvd_fast_accel < 0):
-            accel_bonus = 5
+        if "accel" in enabled_signals and (
+            (direction == "LONG" and cvd_fast_accel > 0) or (direction == "SHORT" and cvd_fast_accel < 0)
+        ):
+            accel_bonus = int(strategy_cfg.get("accel_bonus", 5))
 
         # 2) 拥挤层（20分）- market_indicators缺失时给中间分
         long_short_ratio = to_float(self.market_indicators.get("long_short_ratio"))
@@ -358,24 +476,53 @@ class SymbolState:
                     top_trader_score = 5
         crowding_score = ls_score + top_trader_score
 
-        # 3) 环境层（15分）— OI变化率
-        oi_value = to_float(self.market_indicators.get("open_interest_hist"))
-        if oi_value is None or self.prev_oi_value == 0:
-            environment_score = 10
-            oi_change = 0.0
-        else:
-            oi_change = (oi_value - self.prev_oi_value) / self.prev_oi_value if self.prev_oi_value > 0 else 0
-            if oi_change >= 0.03:
-                environment_score = 15
-            elif oi_change > 0:
-                environment_score = 10
-            else:
-                environment_score = 5
-        if oi_value is not None and oi_value > 0:
-            self.prev_oi_value = oi_value
+        # Funding Rate scoring (拥挤层加分)
+        # Read from market_indicators table
+        funding_rate = to_float(self.market_indicators.get("funding_rate"))
+        fr_score = 0
+        if "funding_rate" in enabled_signals and funding_rate is not None:
+            fr_abs = abs(funding_rate)
+            if fr_abs >= 0.001:  # extreme ±0.1%
+                # Extreme: penalize if going WITH the crowd
+                if (direction == "LONG" and funding_rate > 0.001) or (direction == "SHORT" and funding_rate < -0.001):
+                    fr_score = -5
+                else:
+                    fr_score = 5
+            elif fr_abs >= 0.0003:  # moderate ±0.03%
+                # Moderate: reward going AGAINST the crowd
+                if (direction == "LONG" and funding_rate < -0.0003) or (direction == "SHORT" and funding_rate > 0.0003):
+                    fr_score = 5
+                else:
+                    fr_score = 0
 
         # 4) 确认层（15分）
-        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
+        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
+
+        # Liquidation scoring (确认层加分)
+        liq_score = 0
+        liq_data = None
+        if "liquidation" in enabled_signals:
+            liq_data = self.fetch_recent_liquidations()
+            if liq_data:
+                liq_long_usd = liq_data.get("long_usd", 0)
+                liq_short_usd = liq_data.get("short_usd", 0)
+                thresholds = {"BTCUSDT": 500000, "ETHUSDT": 200000, "XRPUSDT": 100000, "SOLUSDT": 100000}
+                threshold = thresholds.get(self.symbol, 100000)
+                total = liq_long_usd + liq_short_usd
+                if total >= threshold:
+                    if liq_short_usd > 0 and liq_long_usd > 0:
+                        ratio = liq_short_usd / liq_long_usd
+                    elif liq_short_usd > 0:
+                        ratio = float("inf")
+                    else:
+                        ratio = 0
+                    if ratio >= 2.0 and direction == "LONG":
+                        liq_score = 5
+                    elif ratio <= 0.5 and direction == "SHORT":
+                        liq_score = 5
 
         # 5) 辅助层（5分）
         coinbase_premium = to_float(self.market_indicators.get("coinbase_premium"))
@@ -388,7 +535,7 @@ class SymbolState:
         else:
             aux_score = 0
 
-        total_score = direction_score + accel_bonus + crowding_score + environment_score + confirmation_score + aux_score
+        total_score = direction_score + accel_bonus + crowding_score + fr_score + environment_score + confirmation_score + liq_score + aux_score
         result["score"] = total_score
         result["direction"] = direction
         result["factors"] = {
@@ -403,27 +550,31 @@ class SymbolState:
             "environment": {"score": environment_score, "open_interest_hist": oi_change},
             "confirmation": {"score": confirmation_score},
             "auxiliary": {"score": aux_score, "coinbase_premium": coinbase_premium},
+            "funding_rate": {"score": fr_score, "value": funding_rate},
+            "liquidation": {
+                "score": liq_score,
+                "long_usd": liq_data.get("long_usd", 0) if liq_data else 0,
+                "short_usd": liq_data.get("short_usd", 0) if liq_data else 0,
+            },
         }
 
         # 始终输出direction供反向平仓判断（不受冷却限制）
         result["direction"] = direction if not no_direction else None
 
-        if total_score >= 85 and not no_direction and not in_cooldown:
+        heavy_threshold = max(strategy_threshold + 10, 85)
+        if total_score >= heavy_threshold and not no_direction and not in_cooldown:
             result["signal"] = direction
             result["tier"] = "heavy"
-        elif total_score >= 75 and not no_direction and not in_cooldown:
+        elif total_score >= strategy_threshold and not no_direction and not in_cooldown:
             result["signal"] = direction
             result["tier"] = "standard"
-        elif total_score >= 60 and not no_direction and not in_cooldown:
-            result["signal"] = direction
-            result["tier"] = "light"
         else:
             result["signal"] = None
             result["tier"] = None
 
         if result["signal"]:
-            self.last_signal_ts = now_ms
-            self.last_signal_dir = direction
+            self.last_signal_ts[strategy_name] = now_ms
+            self.last_signal_dir[strategy_name] = direction
         return result
 
 
@@ -499,31 +650,60 @@ def save_indicator_1m(ts: int, symbol: str, result: dict):
 
 # ─── 模拟盘 ──────────────────────────────────────────────────────
 
-def paper_open_trade(symbol: str, direction: str, price: float, score: int, tier: str, atr: float, now_ms: int, factors: dict = None):
+def paper_open_trade(
+    symbol: str,
+    direction: str,
+    price: float,
+    score: int,
+    tier: str,
+    atr: float,
+    now_ms: int,
+    factors: dict = None,
+    strategy: str = "v51_baseline",
+    tp_sl: Optional[dict] = None,
+):
     """模拟开仓"""
     import json as _json3
     risk_atr = 0.7 * atr
     if risk_atr <= 0:
         return
+    sl_multiplier = float((tp_sl or {}).get("sl_multiplier", 2.0))
+    tp1_multiplier = float((tp_sl or {}).get("tp1_multiplier", 1.5))
+    tp2_multiplier = float((tp_sl or {}).get("tp2_multiplier", 3.0))
     if direction == "LONG":
-        sl = price - 2.0 * risk_atr
-        tp1 = price + 1.5 * risk_atr
-        tp2 = price + 3.0 * risk_atr
+        sl = price - sl_multiplier * risk_atr
+        tp1 = price + tp1_multiplier * risk_atr
+        tp2 = price + tp2_multiplier * risk_atr
     else:
-        sl = price + 2.0 * risk_atr
-        tp1 = price - 1.5 * risk_atr
-        tp2 = price - 3.0 * risk_atr
+        sl = price + sl_multiplier * risk_atr
+        tp1 = price - tp1_multiplier * risk_atr
+        tp2 = price - tp2_multiplier * risk_atr
 
     with get_sync_conn() as conn:
         with conn.cursor() as cur:
             cur.execute(
-                "INSERT INTO paper_trades (symbol,direction,score,tier,entry_price,entry_ts,tp1_price,tp2_price,sl_price,atr_at_entry,score_factors) "
-                "VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
-                (symbol, direction, score, tier, price, now_ms, tp1, tp2, sl, atr,
-                 _json3.dumps(factors) if factors else None)
+                "INSERT INTO paper_trades (symbol,direction,score,tier,entry_price,entry_ts,tp1_price,tp2_price,sl_price,atr_at_entry,score_factors,strategy) "
+                "VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
+                (
+                    symbol,
+                    direction,
+                    score,
+                    tier,
+                    price,
+                    now_ms,
+                    tp1,
+                    tp2,
+                    sl,
+                    atr,
+                    _json3.dumps(factors) if factors else None,
+                    strategy,
+                ),
             )
             conn.commit()
-    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):
@@ -620,32 +800,54 @@ 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:
-            cur.execute("SELECT COUNT(*) FROM paper_trades WHERE symbol=%s AND status IN ('active','tp1_hit')", (symbol,))
+            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:
-            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,)
-            )
+            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,),
+                )
             positions = cur.fetchall()
             for pos in positions:
                 pid, direction, entry_price, tp1_hit, atr_entry = pos
@@ -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():
@@ -699,36 +909,63 @@ 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:
-                    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']})")
+                    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, 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']})"
+                            )
 
-                if result.get("signal"):
-                    logger.info(f"[{sym}] 🚨 信号: {result['signal']} 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):
-                            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")
-                                )
+                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[{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, 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"),
+                                        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
 

From f6156a2cfebf178315c1c552ec11ef674be72f29 Mon Sep 17 00:00:00 2001
From: root <root@s52867.vps.hosting>
Date: Sun, 1 Mar 2026 11:55:00 +0000
Subject: [PATCH 3/7] Add strategy-aware paper trade schema and API endpoints

---
 backend/db.py   |  4 +++
 backend/main.py | 72 +++++++++++++++++++++++++++++++++++++++++++++----
 2 files changed, 71 insertions(+), 5 deletions(-)

diff --git a/backend/db.py b/backend/db.py
index 5a0df3a..041155b 100644
--- a/backend/db.py
+++ b/backend/db.py
@@ -355,5 +355,9 @@ def init_schema():
                         conn.rollback()
                         # 忽略已存在错误
                         continue
+            cur.execute(
+                "ALTER TABLE paper_trades "
+                "ADD COLUMN IF NOT EXISTS strategy VARCHAR(32) DEFAULT 'v51_baseline'"
+            )
             conn.commit()
     ensure_partitions()
diff --git a/backend/main.py b/backend/main.py
index 7baa144..2cf849f 100644
--- a/backend/main.py
+++ b/backend/main.py
@@ -442,7 +442,7 @@ async def get_market_indicators(user: dict = Depends(get_current_user)):
     result = {}
     for sym in SYMBOLS:
         indicators = {}
-        for ind_type in ["long_short_ratio", "top_trader_position", "open_interest_hist", "coinbase_premium"]:
+        for ind_type in ["long_short_ratio", "top_trader_position", "open_interest_hist", "coinbase_premium", "funding_rate"]:
             row = await async_fetchrow(
                 "SELECT value, timestamp_ms FROM market_indicators WHERE symbol = $1 AND indicator_type = $2 ORDER BY timestamp_ms DESC LIMIT 1",
                 sym,
@@ -568,8 +568,8 @@ async def paper_summary(user: dict = Depends(get_current_user)):
 async def paper_positions(user: dict = Depends(get_current_user)):
     """当前活跃持仓（含实时价格和浮动盈亏）"""
     rows = await async_fetch(
-        "SELECT id, symbol, direction, score, tier, entry_price, entry_ts, "
-        "tp1_price, tp2_price, sl_price, tp1_hit, status, atr_at_entry "
+        "SELECT id, symbol, direction, score, tier, strategy, entry_price, entry_ts, "
+        "tp1_price, tp2_price, sl_price, tp1_hit, status, atr_at_entry, score_factors "
         "FROM paper_trades WHERE status IN ('active','tp1_hit') ORDER BY entry_ts DESC"
     )
     # 从币安API获取实时价格
@@ -624,6 +624,7 @@ async def paper_positions(user: dict = Depends(get_current_user)):
 async def paper_trades(
     symbol: str = "all",
     result: str = "all",
+    strategy: str = "all",
     limit: int = 100,
     user: dict = Depends(get_current_user),
 ):
@@ -642,11 +643,16 @@ async def paper_trades(
     elif result == "loss":
         conditions.append("pnl_r <= 0")
 
+    if strategy != "all":
+        conditions.append(f"strategy = ${idx}")
+        params.append(strategy)
+        idx += 1
+
     where = " AND ".join(conditions)
     params.append(limit)
     rows = await async_fetch(
-        f"SELECT id, symbol, direction, score, tier, entry_price, exit_price, "
-        f"entry_ts, exit_ts, pnl_r, status, tp1_hit "
+        f"SELECT id, symbol, direction, score, tier, strategy, entry_price, exit_price, "
+        f"entry_ts, exit_ts, pnl_r, status, tp1_hit, score_factors "
         f"FROM paper_trades WHERE {where} ORDER BY exit_ts DESC LIMIT ${idx}",
         *params
     )
@@ -788,6 +794,62 @@ async def paper_stats(user: dict = Depends(get_current_user)):
     }
 
 
+@app.get("/api/paper/stats-by-strategy")
+async def paper_stats_by_strategy(user: dict = Depends(get_current_user)):
+    """按策略聚合模拟盘表现"""
+    rows = await async_fetch(
+        "SELECT strategy, pnl_r FROM paper_trades WHERE status NOT IN ('active','tp1_hit')"
+    )
+    active_rows = await async_fetch(
+        "SELECT strategy, COUNT(*) AS active_count FROM paper_trades "
+        "WHERE status IN ('active','tp1_hit') GROUP BY strategy"
+    )
+    if not rows and not active_rows:
+        return {"data": []}
+
+    active_map = {r["strategy"] or "v51_baseline": int(r["active_count"]) for r in active_rows}
+    by_strategy: dict[str, list[float]] = {}
+    for row in rows:
+        strategy = row["strategy"] or "v51_baseline"
+        by_strategy.setdefault(strategy, []).append(float(row["pnl_r"]))
+
+    stats = []
+    for strategy, pnls in by_strategy.items():
+        total = len(pnls)
+        wins = [p for p in pnls if p > 0]
+        losses = [p for p in pnls if p <= 0]
+        avg_win = sum(wins) / len(wins) if wins else 0
+        avg_loss = abs(sum(losses) / len(losses)) if losses else 0
+        stats.append(
+            {
+                "strategy": strategy,
+                "total": total,
+                "win_rate": round((len(wins) / total) * 100, 1) if total else 0,
+                "total_pnl": round(sum(pnls), 2),
+                "avg_win": round(avg_win, 2),
+                "avg_loss": round(avg_loss, 2),
+                "active_positions": active_map.get(strategy, 0),
+            }
+        )
+
+    for strategy, active_count in active_map.items():
+        if strategy not in by_strategy:
+            stats.append(
+                {
+                    "strategy": strategy,
+                    "total": 0,
+                    "win_rate": 0,
+                    "total_pnl": 0,
+                    "avg_win": 0,
+                    "avg_loss": 0,
+                    "active_positions": active_count,
+                }
+            )
+
+    stats.sort(key=lambda x: x["strategy"])
+    return {"data": stats}
+
+
 # ─── 服务器状态监控 ───────────────────────────────────────────────
 
 import shutil, subprocess, psutil

From 7ba53a50052c2364dd19683c43d5adf43b3d49fc Mon Sep 17 00:00:00 2001
From: root <root@s52867.vps.hosting>
Date: Sun, 1 Mar 2026 11:55:03 +0000
Subject: [PATCH 4/7] Update paper UI for strategy filters and FR/liquidation
 details

---
 frontend/app/paper/page.tsx | 147 ++++++++++++++++++++++++++++++------
 1 file changed, 126 insertions(+), 21 deletions(-)

diff --git a/frontend/app/paper/page.tsx b/frontend/app/paper/page.tsx
index c7b6a14..14e88e7 100644
--- a/frontend/app/paper/page.tsx
+++ b/frontend/app/paper/page.tsx
@@ -2,7 +2,7 @@
 import { useState, useEffect } from "react";
 import Link from "next/link";
 import { authFetch, useAuth } from "@/lib/auth";
-import { LineChart, Line, XAxis, YAxis, Tooltip, ResponsiveContainer, ReferenceLine, Area, AreaChart } from "recharts";
+import { XAxis, YAxis, Tooltip, ResponsiveContainer, ReferenceLine, Area, AreaChart } from "recharts";
 
 // ─── 工具函数 ────────────────────────────────────────────────────
 
@@ -15,6 +15,24 @@ function fmtPrice(p: number) {
   return p < 100 ? p.toFixed(4) : p.toLocaleString("en-US", { minimumFractionDigits: 1, maximumFractionDigits: 1 });
 }
 
+function parseFactors(raw: any) {
+  if (!raw) return null;
+  if (typeof raw === "string") {
+    try {
+      return JSON.parse(raw);
+    } catch {
+      return null;
+    }
+  }
+  return raw;
+}
+
+function strategyName(strategy: string | null | undefined) {
+  if (strategy === "v52_8signals") return "V5.2";
+  if (strategy === "v51_baseline") return "V5.1";
+  return strategy || "V5.1";
+}
+
 // ─── 控制面板（开关+配置）──────────────────────────────────────
 
 function ControlPanel() {
@@ -210,6 +228,9 @@ function ActivePositions() {
           const sym = p.symbol?.replace("USDT", "") || "";
           const holdMin = Math.round((Date.now() - p.entry_ts) / 60000);
           const currentPrice = wsPrices[p.symbol] || p.current_price || 0;
+          const factors = parseFactors(p.score_factors);
+          const frScore = factors?.funding_rate?.score ?? 0;
+          const liqScore = factors?.liquidation?.score ?? 0;
           const entry = p.entry_price || 0;
           const atr = p.atr_at_entry || 1;
           const riskDist = 2.0 * 0.7 * atr;
@@ -225,7 +246,9 @@ function ActivePositions() {
                   <span className={`text-xs font-bold ${p.direction === "LONG" ? "text-emerald-600" : "text-red-500"}`}>
                     {p.direction === "LONG" ? "🟢" : "🔴"} {sym} {p.direction}
                   </span>
-                  <span className="text-[10px] text-slate-400">评分{p.score} · {p.tier === "heavy" ? "加仓" : p.tier === "standard" ? "标准" : "轻仓"}</span>
+                  <span className="text-[10px] text-slate-400">
+                    {strategyName(p.strategy)} · 评分{p.score} · {p.tier === "heavy" ? "加仓" : p.tier === "standard" ? "标准" : "轻仓"}
+                  </span>
                 </div>
                 <div className="flex items-center gap-2">
                   <span className={`font-mono text-sm font-bold ${unrealR >= 0 ? "text-emerald-600" : "text-red-500"}`}>
@@ -243,6 +266,8 @@ function ActivePositions() {
                 <span className="text-emerald-600">TP1: ${fmtPrice(p.tp1_price)}{p.tp1_hit ? " ✅" : ""}</span>
                 <span className="text-emerald-600">TP2: ${fmtPrice(p.tp2_price)}</span>
                 <span className="text-red-500">SL: ${fmtPrice(p.sl_price)}</span>
+                <span className="text-amber-600">FR: {frScore >= 0 ? "+" : ""}{frScore}</span>
+                <span className="text-cyan-600">Liq: {liqScore >= 0 ? "+" : ""}{liqScore}</span>
               </div>
             </div>
           );
@@ -287,21 +312,23 @@ function EquityCurve() {
 
 type FilterSymbol = "all" | "BTC" | "ETH" | "XRP" | "SOL";
 type FilterResult = "all" | "win" | "loss";
+type FilterStrategy = "all" | "v51_baseline" | "v52_8signals";
 
 function TradeHistory() {
   const [trades, setTrades] = useState<any[]>([]);
   const [symbol, setSymbol] = useState<FilterSymbol>("all");
   const [result, setResult] = useState<FilterResult>("all");
+  const [strategy, setStrategy] = useState<FilterStrategy>("all");
 
   useEffect(() => {
     const f = async () => {
       try {
-        const r = await authFetch(`/api/paper/trades?symbol=${symbol}&result=${result}&limit=50`);
+        const r = await authFetch(`/api/paper/trades?symbol=${symbol}&result=${result}&strategy=${strategy}&limit=50`);
         if (r.ok) { const j = await r.json(); setTrades(j.data || []); }
       } catch {}
     };
     f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
-  }, [symbol, result]);
+  }, [symbol, result, strategy]);
 
   return (
     <div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
@@ -321,6 +348,13 @@ function TradeHistory() {
               {r === "all" ? "全部" : r === "win" ? "盈利" : "亏损"}
             </button>
           ))}
+          <span className="text-slate-300">|</span>
+          {(["all", "v51_baseline", "v52_8signals"] as FilterStrategy[]).map(s => (
+            <button key={s} onClick={() => setStrategy(s)}
+              className={`px-2 py-0.5 rounded text-[10px] ${strategy === s ? "bg-slate-800 text-white" : "text-slate-500 hover:bg-slate-100"}`}>
+              {s === "all" ? "全部策略" : strategyName(s)}
+            </button>
+          ))}
         </div>
       </div>
       <div className="max-h-64 overflow-y-auto">
@@ -331,6 +365,7 @@ function TradeHistory() {
             <thead className="bg-slate-50 sticky top-0">
               <tr className="text-slate-500">
                 <th className="px-2 py-1.5 text-left font-medium">币种</th>
+                <th className="px-2 py-1.5 text-left font-medium">策略</th>
                 <th className="px-2 py-1.5 text-left font-medium">方向</th>
                 <th className="px-2 py-1.5 text-right font-medium">入场</th>
                 <th className="px-2 py-1.5 text-right font-medium">出场</th>
@@ -343,9 +378,19 @@ function TradeHistory() {
             <tbody className="divide-y divide-slate-50">
               {trades.map((t: any) => {
                 const holdMin = t.exit_ts && t.entry_ts ? Math.round((t.exit_ts - t.entry_ts) / 60000) : 0;
+                const factors = parseFactors(t.score_factors);
+                const frScore = factors?.funding_rate?.score ?? 0;
+                const liqScore = factors?.liquidation?.score ?? 0;
                 return (
                   <tr key={t.id} className="hover:bg-slate-50">
                     <td className="px-2 py-1.5 font-mono">{t.symbol?.replace("USDT", "")}</td>
+                    <td className="px-2 py-1.5 text-[10px]">
+                      <span className={`px-1.5 py-0.5 rounded ${
+                        t.strategy === "v52_8signals" ? "bg-emerald-100 text-emerald-700" : "bg-slate-100 text-slate-600"
+                      }`}>
+                        {strategyName(t.strategy)}
+                      </span>
+                    </td>
                     <td className={`px-2 py-1.5 font-bold ${t.direction === "LONG" ? "text-emerald-600" : "text-red-500"}`}>
                       {t.direction === "LONG" ? "🟢" : "🔴"} {t.direction}
                     </td>
@@ -365,7 +410,10 @@ function TradeHistory() {
                         {t.status === "tp" ? "止盈" : t.status === "sl" ? "止损" : t.status === "sl_be" ? "保本" : t.status === "timeout" ? "超时" : t.status === "signal_flip" ? "翻转" : t.status}
                       </span>
                     </td>
-                    <td className="px-2 py-1.5 text-right font-mono">{t.score}</td>
+                    <td className="px-2 py-1.5 text-right font-mono">
+                      <div>{t.score}</div>
+                      <div className="text-[9px] text-slate-400">FR {frScore >= 0 ? "+" : ""}{frScore} · Liq {liqScore >= 0 ? "+" : ""}{liqScore}</div>
+                    </td>
                     <td className="px-2 py-1.5 text-right text-slate-400">{holdMin}m</td>
                   </tr>
                 );
@@ -383,8 +431,22 @@ function TradeHistory() {
 function StatsPanel() {
   const [data, setData] = useState<any>(null);
   const [tab, setTab] = useState("ALL");
+  const [strategyStats, setStrategyStats] = useState<any[]>([]);
+  const [strategyTab, setStrategyTab] = useState<"all" | "v51_baseline" | "v52_8signals">("all");
   useEffect(() => {
-    const f = async () => { try { const r = await authFetch("/api/paper/stats"); if (r.ok) setData(await r.json()); } catch {} };
+    const f = async () => {
+      try {
+        const [statsRes, byStrategyRes] = await Promise.all([
+          authFetch("/api/paper/stats"),
+          authFetch("/api/paper/stats-by-strategy"),
+        ]);
+        if (statsRes.ok) setData(await statsRes.json());
+        if (byStrategyRes.ok) {
+          const j = await byStrategyRes.json();
+          setStrategyStats(j.data || []);
+        }
+      } catch {}
+    };
     f(); const iv = setInterval(f, 30000); return () => clearInterval(iv);
   }, []);
 
@@ -392,6 +454,20 @@ function StatsPanel() {
 
   const tabs = ["ALL", "BTC", "ETH", "XRP", "SOL"];
   const st = tab === "ALL" ? data : (data.by_symbol?.[tab] || null);
+  const strategyView = strategyTab === "all"
+    ? (() => {
+        if (!strategyStats.length) return null;
+        const total = strategyStats.reduce((sum, s) => sum + (s.total || 0), 0);
+        const weightedWins = strategyStats.reduce((sum, s) => sum + (s.total || 0) * ((s.win_rate || 0) / 100), 0);
+        return {
+          strategy: "all",
+          total,
+          win_rate: total > 0 ? (weightedWins / total) * 100 : 0,
+          total_pnl: strategyStats.reduce((sum, s) => sum + (s.total_pnl || 0), 0),
+          active_positions: strategyStats.reduce((sum, s) => sum + (s.active_positions || 0), 0),
+        };
+      })()
+    : (strategyStats.find((s) => s.strategy === strategyTab) || null);
 
   return (
     <div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
@@ -406,20 +482,49 @@ function StatsPanel() {
         </div>
       </div>
       {st ? (
-        <div className="p-3 grid grid-cols-2 lg:grid-cols-4 gap-2 text-xs">
-          <div><span className="text-slate-400">胜率</span><p className="font-mono font-bold">{st.win_rate}%</p></div>
-          <div><span className="text-slate-400">盈亏比</span><p className="font-mono font-bold">{st.win_loss_ratio}</p></div>
-          <div><span className="text-slate-400">平均盈利</span><p className="font-mono font-bold text-emerald-600">+{st.avg_win}R</p></div>
-          <div><span className="text-slate-400">平均亏损</span><p className="font-mono font-bold text-red-500">-{st.avg_loss}R</p></div>
-          <div><span className="text-slate-400">最大回撤</span><p className="font-mono font-bold">{st.mdd}R</p></div>
-          <div><span className="text-slate-400">夏普比率</span><p className="font-mono font-bold">{st.sharpe}</p></div>
-          <div><span className="text-slate-400">总盈亏</span><p className={`font-mono font-bold ${(st.total_pnl ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>{(st.total_pnl ?? 0) >= 0 ? "+" : ""}{st.total_pnl ?? "-"}R</p></div>
-          <div><span className="text-slate-400">总笔数</span><p className="font-mono font-bold">{st.total ?? data.total}</p></div>
-          <div><span className="text-slate-400">做多胜率</span><p className="font-mono">{st.long_win_rate}% ({st.long_count}笔)</p></div>
-          <div><span className="text-slate-400">做空胜率</span><p className="font-mono">{st.short_win_rate}% ({st.short_count}笔)</p></div>
-          {tab === "ALL" && data.by_tier && Object.entries(data.by_tier).map(([t, v]: [string, any]) => (
-            <div key={t}><span className="text-slate-400">{t === "heavy" ? "加仓档" : t === "standard" ? "标准档" : "轻仓档"}</span><p className="font-mono">{v.win_rate}% ({v.total}笔)</p></div>
-          ))}
+        <div className="p-3 space-y-3">
+          <div className="grid grid-cols-2 lg:grid-cols-4 gap-2 text-xs">
+            <div><span className="text-slate-400">胜率</span><p className="font-mono font-bold">{st.win_rate}%</p></div>
+            <div><span className="text-slate-400">盈亏比</span><p className="font-mono font-bold">{st.win_loss_ratio}</p></div>
+            <div><span className="text-slate-400">平均盈利</span><p className="font-mono font-bold text-emerald-600">+{st.avg_win}R</p></div>
+            <div><span className="text-slate-400">平均亏损</span><p className="font-mono font-bold text-red-500">-{st.avg_loss}R</p></div>
+            <div><span className="text-slate-400">最大回撤</span><p className="font-mono font-bold">{st.mdd}R</p></div>
+            <div><span className="text-slate-400">夏普比率</span><p className="font-mono font-bold">{st.sharpe}</p></div>
+            <div><span className="text-slate-400">总盈亏</span><p className={`font-mono font-bold ${(st.total_pnl ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>{(st.total_pnl ?? 0) >= 0 ? "+" : ""}{st.total_pnl ?? "-"}R</p></div>
+            <div><span className="text-slate-400">总笔数</span><p className="font-mono font-bold">{st.total ?? data.total}</p></div>
+            <div><span className="text-slate-400">做多胜率</span><p className="font-mono">{st.long_win_rate}% ({st.long_count}笔)</p></div>
+            <div><span className="text-slate-400">做空胜率</span><p className="font-mono">{st.short_win_rate}% ({st.short_count}笔)</p></div>
+            {tab === "ALL" && data.by_tier && Object.entries(data.by_tier).map(([t, v]: [string, any]) => (
+              <div key={t}><span className="text-slate-400">{t === "heavy" ? "加仓档" : t === "standard" ? "标准档" : "轻仓档"}</span><p className="font-mono">{v.win_rate}% ({v.total}笔)</p></div>
+            ))}
+          </div>
+          <div className="border-t border-slate-100 pt-2 space-y-2">
+            <div className="flex items-center justify-between">
+              <p className="text-[11px] font-semibold text-slate-700">策略对比</p>
+              <div className="flex gap-1">
+                {(["all", "v51_baseline", "v52_8signals"] as const).map((s) => (
+                  <button
+                    key={s}
+                    onClick={() => setStrategyTab(s)}
+                    className={`px-2 py-0.5 rounded text-[10px] ${strategyTab === s ? "bg-slate-800 text-white" : "bg-slate-100 text-slate-500 hover:bg-slate-200"}`}
+                  >
+                    {s === "all" ? "全部" : strategyName(s)}
+                  </button>
+                ))}
+              </div>
+            </div>
+            {strategyView ? (
+              <div className="grid grid-cols-2 lg:grid-cols-4 gap-2 text-xs">
+                <div><span className="text-slate-400">策略</span><p className="font-mono font-bold">{strategyView.strategy === "all" ? "ALL" : strategyName(strategyView.strategy)}</p></div>
+                <div><span className="text-slate-400">胜率</span><p className="font-mono font-bold">{(strategyView.win_rate || 0).toFixed(1)}%</p></div>
+                <div><span className="text-slate-400">总笔数</span><p className="font-mono font-bold">{strategyView.total || 0}</p></div>
+                <div><span className="text-slate-400">活跃仓位</span><p className="font-mono font-bold">{strategyView.active_positions || 0}</p></div>
+                <div><span className="text-slate-400">总盈亏</span><p className={`font-mono font-bold ${(strategyView.total_pnl || 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>{(strategyView.total_pnl || 0) >= 0 ? "+" : ""}{(strategyView.total_pnl || 0).toFixed(2)}R</p></div>
+              </div>
+            ) : (
+              <div className="text-xs text-slate-400">暂无策略统计</div>
+            )}
+          </div>
         </div>
       ) : (
         <div className="p-3 text-xs text-slate-400">该币种暂无数据</div>
@@ -447,7 +552,7 @@ export default function PaperTradingPage() {
     <div className="space-y-3">
       <div>
         <h1 className="text-lg font-bold text-slate-900">📊 模拟盘</h1>
-        <p className="text-[10px] text-slate-500">V5.1信号引擎自动交易 · 实时追踪 · 数据驱动优化</p>
+        <p className="text-[10px] text-slate-500">V5.2策略AB测试 · 实时追踪 · 数据驱动优化</p>
       </div>
 
       <ControlPanel />

From 778cf8cce13d9de5434e378aa2ad2c4a6ed1a806 Mon Sep 17 00:00:00 2001
From: root <root@s52867.vps.hosting>
Date: Sun, 1 Mar 2026 12:21:19 +0000
Subject: [PATCH 5/7] feat: V5.2 frontend differentiation - strategy tabs,
 side-by-side scores, visual badges
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

- Paper page: prominent strategy tabs (全部/V5.1/V5.2) at top
- Paper trades: strategy column with color-coded badges (blue=V5.1, green=V5.2)
- Paper positions: FR/Liq scores displayed prominently for V5.2
- Signals page: side-by-side V5.1 vs V5.2 score comparison cards
- Signals page title updated to 'V5.1 vs V5.2'
- New API endpoint for strategy comparison data
- Layout: local font fallback for build stability
---
 V52_FRONTEND_TASK.md          |  63 +++++
 backend/main.py               | 194 +++++++++++--
 frontend/app/globals.css      |   2 +
 frontend/app/layout.tsx       |   6 +-
 frontend/app/paper/page.tsx   | 510 ++++++++++++++++++++++------------
 frontend/app/signals/page.tsx |  98 ++++++-
 frontend/package-lock.json    |  16 ++
 7 files changed, 676 insertions(+), 213 deletions(-)
 create mode 100644 V52_FRONTEND_TASK.md

diff --git a/V52_FRONTEND_TASK.md b/V52_FRONTEND_TASK.md
new file mode 100644
index 0000000..64254b9
--- /dev/null
+++ b/V52_FRONTEND_TASK.md
@@ -0,0 +1,63 @@
+# V5.2 Frontend Differentiation Task
+
+## Problem
+V5.1 and V5.2 currently share the same pages. Boss wants clear visual separation.
+
+## Requirements
+
+### 1. Signals Page (/signals) - Side-by-side comparison
+Currently shows one set of scores per coin. Change to show BOTH V5.1 and V5.2 scores side by side.
+
+For the "Latest Signal" cards at the top, each coin should show:
+```
+BTC  SHORT  V5.1: 80分 | V5.2: 85分  5m前
+```
+
+The V5.2 score should show FR and Liquidation subscores that V5.1 doesn't have.
+
+To get V5.2 scores, add a new API endpoint `/api/signals/latest-v52` that returns the V5.2 evaluation alongside V5.1. Or modify the existing `/api/signals/latest` to include both strategy scores.
+
+### 2. Paper Trading Page (/paper) - Strategy Tabs at TOP
+Add prominent tabs at the very top of the page:
+
+```
+[全部] [V5.1 模拟盘] [V5.2 模拟盘]
+```
+
+When selecting a strategy tab:
+- Current positions: only show positions for that strategy
+- Trade history: only show trades for that strategy  
+- Stats: only show stats for that strategy
+- Equity curve: only show curve for that strategy
+- The "全部" tab shows everything combined (current behavior)
+
+### 3. Visual Differentiation
+- V5.1 trades/positions: use a subtle blue-gray badge
+- V5.2 trades/positions: use a green badge with ✨ icon
+- V5.2 positions should show extra info: FR score and Liquidation score prominently
+
+### 4. Backend API Changes Needed
+
+#### Modify `/api/signals/latest` endpoint in main.py
+Return both V5.1 and V5.2 evaluations. The signal_engine already evaluates both strategies per cycle and saves the primary one. We need to also save V5.2 evaluations or compute them on-the-fly.
+
+Simplest approach: Add a field to the signal_indicators table or return strategy-specific data.
+
+Actually, the simplest approach for NOW: In the latest signal cards, just show the score that's already there (from primary strategy), and add a note showing which strategy it's from. The real differentiation happens in paper trades where the strategy column exists.
+
+#### `/api/paper/trades` already supports `?strategy=` filter (Codex added this)
+#### `/api/paper/stats-by-strategy` already exists
+
+### 5. Key Files to Modify
+- `frontend/app/paper/page.tsx` - Add strategy tabs at top, filter everything by selected strategy
+- `frontend/app/signals/page.tsx` - Show V5.2 specific info (FR/Liq scores) in latest signal cards
+- Backend: may need minor API tweaks
+
+### 6. Important
+- Don't break existing functionality
+- The strategy tabs should be very prominent (not small buttons buried in a section)
+- Use consistent styling: slate-800 bg for active tab, slate-100 for inactive
+- Test with `npm run build`
+
+When completely finished, run:
+openclaw system event --text "Done: V5.2 frontend differentiation - strategy tabs, visual badges, FR/Liq display" --mode now
diff --git a/backend/main.py b/backend/main.py
index 2cf849f..16894d9 100644
--- a/backend/main.py
+++ b/backend/main.py
@@ -2,7 +2,7 @@ from fastapi import FastAPI, HTTPException, Depends, Request
 from fastapi.middleware.cors import CORSMiddleware
 import httpx
 from datetime import datetime, timedelta
-import asyncio, time, os
+import asyncio, time, os, json
 
 from auth import router as auth_router, get_current_user, ensure_tables as ensure_auth_tables
 from db import (
@@ -436,6 +436,102 @@ async def get_signal_latest(user: dict = Depends(get_current_user)):
     return result
 
 
+def _primary_signal_strategy() -> str:
+    strategy_dir = os.path.join(os.path.dirname(__file__), "strategies")
+    try:
+        names = []
+        for fn in os.listdir(strategy_dir):
+            if not fn.endswith(".json"):
+                continue
+            with open(os.path.join(strategy_dir, fn), "r", encoding="utf-8") as f:
+                cfg = json.load(f)
+            if cfg.get("name"):
+                names.append(cfg["name"])
+        if "v52_8signals" in names:
+            return "v52_8signals"
+        if "v51_baseline" in names:
+            return "v51_baseline"
+    except Exception:
+        pass
+    return "v51_baseline"
+
+
+def _normalize_factors(raw):
+    if not raw:
+        return {}
+    if isinstance(raw, str):
+        try:
+            return json.loads(raw)
+        except Exception:
+            return {}
+    if isinstance(raw, dict):
+        return raw
+    return {}
+
+
+@app.get("/api/signals/latest-v52")
+async def get_signal_latest_v52(user: dict = Depends(get_current_user)):
+    """返回V5.1/V5.2并排展示所需的最新信号信息。"""
+    primary_strategy = _primary_signal_strategy()
+    result = {}
+    for sym in SYMBOLS:
+        base_row = await async_fetchrow(
+            "SELECT ts, score, signal FROM signal_indicators WHERE symbol = $1 ORDER BY ts DESC LIMIT 1",
+            sym,
+        )
+        strategy_rows = await async_fetch(
+            "SELECT strategy, score, direction, entry_ts, score_factors "
+            "FROM paper_trades WHERE symbol = $1 AND strategy IN ('v51_baseline','v52_8signals') "
+            "ORDER BY entry_ts DESC",
+            sym,
+        )
+        latest_by_strategy: dict[str, dict] = {}
+        for row in strategy_rows:
+            st = (row.get("strategy") or "v51_baseline")
+            if st not in latest_by_strategy:
+                latest_by_strategy[st] = row
+            if "v51_baseline" in latest_by_strategy and "v52_8signals" in latest_by_strategy:
+                break
+
+        def build_strategy_payload(strategy_name: str):
+            trade_row = latest_by_strategy.get(strategy_name)
+            if trade_row:
+                payload = {
+                    "score": trade_row.get("score"),
+                    "signal": trade_row.get("direction"),
+                    "ts": trade_row.get("entry_ts"),
+                    "source": "paper_trade",
+                }
+            elif base_row and primary_strategy == strategy_name:
+                payload = {
+                    "score": base_row.get("score"),
+                    "signal": base_row.get("signal"),
+                    "ts": base_row.get("ts"),
+                    "source": "signal_indicators",
+                }
+            else:
+                payload = {
+                    "score": None,
+                    "signal": None,
+                    "ts": None,
+                    "source": "unavailable",
+                }
+
+            factors = _normalize_factors(trade_row.get("score_factors") if trade_row else None)
+            payload["funding_rate_score"] = factors.get("funding_rate", {}).get("score")
+            payload["liquidation_score"] = factors.get("liquidation", {}).get("score")
+            return payload
+
+        result[sym.replace("USDT", "")] = {
+            "primary_strategy": primary_strategy,
+            "latest_signal": base_row.get("signal") if base_row else None,
+            "latest_ts": base_row.get("ts") if base_row else None,
+            "v51": build_strategy_payload("v51_baseline"),
+            "v52": build_strategy_payload("v52_8signals"),
+        }
+    return result
+
+
 @app.get("/api/signals/market-indicators")
 async def get_market_indicators(user: dict = Depends(get_current_user)):
     """返回最新的market_indicators数据（V5.1新增4个数据源）"""
@@ -532,15 +628,33 @@ async def paper_set_config(request: Request, user: dict = Depends(get_current_us
 
 
 @app.get("/api/paper/summary")
-async def paper_summary(user: dict = Depends(get_current_user)):
+async def paper_summary(
+    strategy: str = "all",
+    user: dict = Depends(get_current_user),
+):
     """模拟盘总览"""
-    closed = await async_fetch(
-        "SELECT pnl_r, direction FROM paper_trades WHERE status NOT IN ('active','tp1_hit')"
-    )
-    active = await async_fetch(
-        "SELECT id FROM paper_trades WHERE status IN ('active','tp1_hit')"
-    )
-    first = await async_fetchrow("SELECT MIN(created_at) as start FROM paper_trades")
+    if strategy == "all":
+        closed = await async_fetch(
+            "SELECT pnl_r, direction FROM paper_trades WHERE status NOT IN ('active','tp1_hit')"
+        )
+        active = await async_fetch(
+            "SELECT id FROM paper_trades WHERE status IN ('active','tp1_hit')"
+        )
+        first = await async_fetchrow("SELECT MIN(created_at) as start FROM paper_trades")
+    else:
+        closed = await async_fetch(
+            "SELECT pnl_r, direction FROM paper_trades "
+            "WHERE status NOT IN ('active','tp1_hit') AND strategy = $1",
+            strategy,
+        )
+        active = await async_fetch(
+            "SELECT id FROM paper_trades WHERE status IN ('active','tp1_hit') AND strategy = $1",
+            strategy,
+        )
+        first = await async_fetchrow(
+            "SELECT MIN(created_at) as start FROM paper_trades WHERE strategy = $1",
+            strategy,
+        )
 
     total = len(closed)
     wins = len([r for r in closed if r["pnl_r"] > 0])
@@ -565,13 +679,24 @@ async def paper_summary(user: dict = Depends(get_current_user)):
 
 
 @app.get("/api/paper/positions")
-async def paper_positions(user: dict = Depends(get_current_user)):
+async def paper_positions(
+    strategy: str = "all",
+    user: dict = Depends(get_current_user),
+):
     """当前活跃持仓（含实时价格和浮动盈亏）"""
-    rows = await async_fetch(
-        "SELECT id, symbol, direction, score, tier, strategy, entry_price, entry_ts, "
-        "tp1_price, tp2_price, sl_price, tp1_hit, status, atr_at_entry, score_factors "
-        "FROM paper_trades WHERE status IN ('active','tp1_hit') ORDER BY entry_ts DESC"
-    )
+    if strategy == "all":
+        rows = await async_fetch(
+            "SELECT id, symbol, direction, score, tier, strategy, entry_price, entry_ts, "
+            "tp1_price, tp2_price, sl_price, tp1_hit, status, atr_at_entry, score_factors "
+            "FROM paper_trades WHERE status IN ('active','tp1_hit') ORDER BY entry_ts DESC"
+        )
+    else:
+        rows = await async_fetch(
+            "SELECT id, symbol, direction, score, tier, strategy, entry_price, entry_ts, "
+            "tp1_price, tp2_price, sl_price, tp1_hit, status, atr_at_entry, score_factors "
+            "FROM paper_trades WHERE status IN ('active','tp1_hit') AND strategy = $1 ORDER BY entry_ts DESC",
+            strategy,
+        )
     # 从币安API获取实时价格
     prices = {}
     symbols_needed = list(set(r["symbol"] for r in rows))
@@ -660,11 +785,22 @@ async def paper_trades(
 
 
 @app.get("/api/paper/equity-curve")
-async def paper_equity_curve(user: dict = Depends(get_current_user)):
+async def paper_equity_curve(
+    strategy: str = "all",
+    user: dict = Depends(get_current_user),
+):
     """权益曲线"""
-    rows = await async_fetch(
-        "SELECT exit_ts, pnl_r FROM paper_trades WHERE status NOT IN ('active','tp1_hit') ORDER BY exit_ts ASC"
-    )
+    if strategy == "all":
+        rows = await async_fetch(
+            "SELECT exit_ts, pnl_r FROM paper_trades "
+            "WHERE status NOT IN ('active','tp1_hit') ORDER BY exit_ts ASC"
+        )
+    else:
+        rows = await async_fetch(
+            "SELECT exit_ts, pnl_r FROM paper_trades "
+            "WHERE status NOT IN ('active','tp1_hit') AND strategy = $1 ORDER BY exit_ts ASC",
+            strategy,
+        )
     cumulative = 0.0
     curve = []
     for r in rows:
@@ -674,12 +810,22 @@ async def paper_equity_curve(user: dict = Depends(get_current_user)):
 
 
 @app.get("/api/paper/stats")
-async def paper_stats(user: dict = Depends(get_current_user)):
+async def paper_stats(
+    strategy: str = "all",
+    user: dict = Depends(get_current_user),
+):
     """详细统计"""
-    rows = await async_fetch(
-        "SELECT symbol, direction, pnl_r, tier, entry_ts, exit_ts "
-        "FROM paper_trades WHERE status NOT IN ('active','tp1_hit')"
-    )
+    if strategy == "all":
+        rows = await async_fetch(
+            "SELECT symbol, direction, pnl_r, tier, entry_ts, exit_ts "
+            "FROM paper_trades WHERE status NOT IN ('active','tp1_hit')"
+        )
+    else:
+        rows = await async_fetch(
+            "SELECT symbol, direction, pnl_r, tier, entry_ts, exit_ts "
+            "FROM paper_trades WHERE status NOT IN ('active','tp1_hit') AND strategy = $1",
+            strategy,
+        )
     if not rows:
         return {"error": "暂无数据"}
 
diff --git a/frontend/app/globals.css b/frontend/app/globals.css
index deb4ccd..f2b3c2a 100644
--- a/frontend/app/globals.css
+++ b/frontend/app/globals.css
@@ -9,6 +9,8 @@
   --muted: #64748b;
   --primary: #2563eb;
   --primary-foreground: #ffffff;
+  --font-geist-sans: "Segoe UI", "PingFang SC", "Noto Sans", sans-serif;
+  --font-geist-mono: "SFMono-Regular", Consolas, "Liberation Mono", Menlo, monospace;
 }
 
 @theme inline {
diff --git a/frontend/app/layout.tsx b/frontend/app/layout.tsx
index 0747d89..ef32d93 100644
--- a/frontend/app/layout.tsx
+++ b/frontend/app/layout.tsx
@@ -1,13 +1,9 @@
 import type { Metadata } from "next";
-import { Geist, Geist_Mono } from "next/font/google";
 import "./globals.css";
 import Sidebar from "@/components/Sidebar";
 import { AuthProvider } from "@/lib/auth";
 import AuthHeader from "@/components/AuthHeader";
 
-const geistSans = Geist({ variable: "--font-geist-sans", subsets: ["latin"] });
-const geistMono = Geist_Mono({ variable: "--font-geist-mono", subsets: ["latin"] });
-
 export const metadata: Metadata = {
   title: "Arbitrage Engine",
   description: "Funding rate arbitrage monitoring system",
@@ -16,7 +12,7 @@ export const metadata: Metadata = {
 export default function RootLayout({ children }: Readonly<{ children: React.ReactNode }>) {
   return (
     <html lang="zh">
-      <body className={`${geistSans.variable} ${geistMono.variable} antialiased min-h-screen bg-slate-50 text-slate-900`}>
+      <body className="antialiased min-h-screen bg-slate-50 text-slate-900">
         <AuthProvider>
           <div className="flex min-h-screen">
             <Sidebar />
diff --git a/frontend/app/paper/page.tsx b/frontend/app/paper/page.tsx
index 14e88e7..b6bfeca 100644
--- a/frontend/app/paper/page.tsx
+++ b/frontend/app/paper/page.tsx
@@ -1,4 +1,5 @@
 "use client";
+
 import { useState, useEffect } from "react";
 import Link from "next/link";
 import { authFetch, useAuth } from "@/lib/auth";
@@ -27,10 +28,40 @@ function parseFactors(raw: any) {
   return raw;
 }
 
+type StrategyFilter = "all" | "v51_baseline" | "v52_8signals";
+
+const STRATEGY_TABS: { value: StrategyFilter; label: string; hint: string }[] = [
+  { value: "all", label: "全部", hint: "总览" },
+  { value: "v51_baseline", label: "V5.1 模拟盘", hint: "经典五层" },
+  { value: "v52_8signals", label: "V5.2 模拟盘", hint: "8信号 + FR/Liq" },
+];
+
+function normalizeStrategy(strategy: string | null | undefined): StrategyFilter {
+  if (strategy === "v52_8signals") return "v52_8signals";
+  if (strategy === "v51_baseline") return "v51_baseline";
+  return "v51_baseline";
+}
+
 function strategyName(strategy: string | null | undefined) {
-  if (strategy === "v52_8signals") return "V5.2";
-  if (strategy === "v51_baseline") return "V5.1";
-  return strategy || "V5.1";
+  const normalized = normalizeStrategy(strategy);
+  if (normalized === "v52_8signals") return "V5.2";
+  return "V5.1";
+}
+
+function strategyBadgeClass(strategy: string | null | undefined) {
+  return normalizeStrategy(strategy) === "v52_8signals"
+    ? "bg-emerald-100 text-emerald-700 border border-emerald-200"
+    : "bg-slate-200 text-slate-700 border border-slate-300";
+}
+
+function strategyBadgeText(strategy: string | null | undefined) {
+  return normalizeStrategy(strategy) === "v52_8signals" ? "✨ V5.2" : "V5.1";
+}
+
+function strategyTabDescription(strategy: StrategyFilter) {
+  if (strategy === "all") return "全部策略合并视图";
+  if (strategy === "v52_8signals") return "仅展示 V5.2 数据（含 FR / Liq）";
+  return "仅展示 V5.1 数据";
 }
 
 // ─── 控制面板（开关+配置）──────────────────────────────────────
@@ -40,7 +71,12 @@ function ControlPanel() {
   const [saving, setSaving] = useState(false);
 
   useEffect(() => {
-    const f = async () => { try { const r = await authFetch("/api/paper/config"); if (r.ok) setConfig(await r.json()); } catch {} };
+    const f = async () => {
+      try {
+        const r = await authFetch("/api/paper/config");
+        if (r.ok) setConfig(await r.json());
+      } catch {}
+    };
     f();
   }, []);
 
@@ -52,8 +88,11 @@ function ControlPanel() {
         headers: { "Content-Type": "application/json" },
         body: JSON.stringify({ enabled: !config.enabled }),
       });
-      if (r.ok) setConfig(await r.json().then(j => j.config));
-    } catch {} finally { setSaving(false); }
+      if (r.ok) setConfig(await r.json().then((j) => j.config));
+    } catch {
+    } finally {
+      setSaving(false);
+    }
   };
 
   if (!config) return null;
@@ -61,12 +100,13 @@ function ControlPanel() {
   return (
     <div className={`rounded-xl border-2 ${config.enabled ? "border-emerald-400 bg-emerald-50" : "border-slate-200 bg-white"} px-3 py-2 flex items-center justify-between`}>
       <div className="flex items-center gap-3">
-        <button onClick={toggle} disabled={saving}
+        <button
+          onClick={toggle}
+          disabled={saving}
           className={`px-3 py-1.5 rounded-lg text-xs font-bold transition-all ${
-            config.enabled
-              ? "bg-red-500 text-white hover:bg-red-600"
-              : "bg-emerald-500 text-white hover:bg-emerald-600"
-          }`}>
+            config.enabled ? "bg-red-500 text-white hover:bg-red-600" : "bg-emerald-500 text-white hover:bg-emerald-600"
+          }`}
+        >
           {saving ? "..." : config.enabled ? "⏹ 停止模拟盘" : "▶️ 启动模拟盘"}
         </button>
         <span className={`text-xs font-medium ${config.enabled ? "text-emerald-700" : "text-slate-500"}`}>
@@ -84,23 +124,40 @@ function ControlPanel() {
 
 // ─── 总览面板 ────────────────────────────────────────────────────
 
-function SummaryCards() {
+function SummaryCards({ strategy }: { strategy: StrategyFilter }) {
   const [data, setData] = useState<any>(null);
+
   useEffect(() => {
-    const f = async () => { try { const r = await authFetch("/api/paper/summary"); if (r.ok) setData(await r.json()); } catch {} };
-    f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
-  }, []);
+    const f = async () => {
+      try {
+        const r = await authFetch(`/api/paper/summary?strategy=${strategy}`);
+        if (r.ok) setData(await r.json());
+      } catch {}
+    };
+    f();
+    const iv = setInterval(f, 10000);
+    return () => clearInterval(iv);
+  }, [strategy]);
+
   if (!data) return <div className="text-center text-slate-400 text-sm py-4">加载中...</div>;
+
   return (
     <div className="grid grid-cols-3 lg:grid-cols-7 gap-1.5">
       <div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
         <p className="text-[10px] text-slate-400">当前资金</p>
-        <p className={`font-mono font-bold text-base ${data.balance >= 10000 ? "text-emerald-600" : "text-red-500"}`}>${data.balance?.toLocaleString()}</p>
+        <p className={`font-mono font-bold text-base ${data.balance >= 10000 ? "text-emerald-600" : "text-red-500"}`}>
+          ${data.balance?.toLocaleString()}
+        </p>
       </div>
       <div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
         <p className="text-[10px] text-slate-400">总盈亏(R)</p>
-        <p className={`font-mono font-bold text-lg ${data.total_pnl >= 0 ? "text-emerald-600" : "text-red-500"}`}>{data.total_pnl >= 0 ? "+" : ""}{data.total_pnl}R</p>
-        <p className={`font-mono text-[10px] ${data.total_pnl_usdt >= 0 ? "text-emerald-500" : "text-red-400"}`}>{data.total_pnl_usdt >= 0 ? "+" : ""}${data.total_pnl_usdt}</p>
+        <p className={`font-mono font-bold text-lg ${data.total_pnl >= 0 ? "text-emerald-600" : "text-red-500"}`}>
+          {data.total_pnl >= 0 ? "+" : ""}
+          {data.total_pnl}R
+        </p>
+        <p className={`font-mono text-[10px] ${data.total_pnl_usdt >= 0 ? "text-emerald-500" : "text-red-400"}`}>
+          {data.total_pnl_usdt >= 0 ? "+" : ""}${data.total_pnl_usdt}
+        </p>
       </div>
       <div className="bg-white rounded-lg border border-slate-200 px-2.5 py-2">
         <p className="text-[10px] text-slate-400">胜率</p>
@@ -136,17 +193,19 @@ function LatestSignals() {
     const f = async () => {
       for (const sym of COINS) {
         try {
-          const r = await authFetch(`/api/signals/signal-history?symbol=${sym.replace("USDT","")}&limit=1`);
+          const r = await authFetch(`/api/signals/signal-history?symbol=${sym.replace("USDT", "")}&limit=1`);
           if (r.ok) {
             const j = await r.json();
             if (j.data && j.data.length > 0) {
-              setSignals(prev => ({ ...prev, [sym]: j.data[0] }));
+              setSignals((prev) => ({ ...prev, [sym]: j.data[0] }));
             }
           }
         } catch {}
       }
     };
-    f(); const iv = setInterval(f, 15000); return () => clearInterval(iv);
+    f();
+    const iv = setInterval(f, 15000);
+    return () => clearInterval(iv);
   }, []);
 
   return (
@@ -155,7 +214,7 @@ function LatestSignals() {
         <h3 className="font-semibold text-slate-800 text-xs">最新信号</h3>
       </div>
       <div className="divide-y divide-slate-50">
-        {COINS.map(sym => {
+        {COINS.map((sym) => {
           const s = signals[sym];
           const coin = sym.replace("USDT", "");
           const ago = s?.ts ? Math.round((Date.now() - s.ts) / 60000) : null;
@@ -174,7 +233,7 @@ function LatestSignals() {
                   <span className="text-[10px] text-slate-400">⚪ 无信号</span>
                 )}
               </div>
-              {ago !== null && <span className="text-[10px] text-slate-400">{ago < 60 ? `${ago}m前` : `${Math.round(ago/60)}h前`}</span>}
+              {ago !== null && <span className="text-[10px] text-slate-400">{ago < 60 ? `${ago}m前` : `${Math.round(ago / 60)}h前`}</span>}
             </div>
           );
         })}
@@ -185,19 +244,27 @@ function LatestSignals() {
 
 // ─── 当前持仓 ────────────────────────────────────────────────────
 
-function ActivePositions() {
+function ActivePositions({ strategy }: { strategy: StrategyFilter }) {
   const [positions, setPositions] = useState<any[]>([]);
   const [wsPrices, setWsPrices] = useState<Record<string, number>>({});
 
-  // 从API获取持仓列表（10秒刷新）
   useEffect(() => {
-    const f = async () => { try { const r = await authFetch("/api/paper/positions"); if (r.ok) { const j = await r.json(); setPositions(j.data || []); } } catch {} };
-    f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
-  }, []);
+    const f = async () => {
+      try {
+        const r = await authFetch(`/api/paper/positions?strategy=${strategy}`);
+        if (r.ok) {
+          const j = await r.json();
+          setPositions(j.data || []);
+        }
+      } catch {}
+    };
+    f();
+    const iv = setInterval(f, 10000);
+    return () => clearInterval(iv);
+  }, [strategy]);
 
-  // WebSocket实时价格（aggTrade逐笔成交）
   useEffect(() => {
-    const streams = ["btcusdt", "ethusdt", "xrpusdt", "solusdt"].map(s => `${s}@aggTrade`).join("/");
+    const streams = ["btcusdt", "ethusdt", "xrpusdt", "solusdt"].map((s) => `${s}@aggTrade`).join("/");
     const ws = new WebSocket(`wss://fstream.binance.com/stream?streams=${streams}`);
     ws.onmessage = (e) => {
       try {
@@ -205,23 +272,26 @@ function ActivePositions() {
         if (msg.data) {
           const sym = msg.data.s;
           const price = parseFloat(msg.data.p);
-          if (sym && price > 0) setWsPrices(prev => ({ ...prev, [sym]: price }));
+          if (sym && price > 0) setWsPrices((prev) => ({ ...prev, [sym]: price }));
         }
       } catch {}
     };
     return () => ws.close();
   }, []);
 
-  if (positions.length === 0) return (
-    <div className="rounded-xl border border-slate-200 bg-white px-3 py-4 text-center text-slate-400 text-sm">
-      暂无活跃持仓
-    </div>
-  );
+  if (positions.length === 0)
+    return (
+      <div className="rounded-xl border border-slate-200 bg-white px-3 py-4 text-center text-slate-400 text-sm">
+        {strategy === "all" ? "暂无活跃持仓" : `${strategyName(strategy)} 暂无活跃持仓`}
+      </div>
+    );
 
   return (
     <div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
       <div className="px-3 py-2 border-b border-slate-100">
-        <h3 className="font-semibold text-slate-800 text-xs">当前持仓 <span className="text-[10px] text-emerald-500 font-normal">● 实时</span></h3>
+        <h3 className="font-semibold text-slate-800 text-xs">
+          当前持仓 <span className="text-[10px] text-emerald-500 font-normal">● 实时</span>
+        </h3>
       </div>
       <div className="divide-y divide-slate-100">
         {positions.map((p: any) => {
@@ -234,25 +304,30 @@ function ActivePositions() {
           const entry = p.entry_price || 0;
           const atr = p.atr_at_entry || 1;
           const riskDist = 2.0 * 0.7 * atr;
-          // TP1触发后只剩半仓：0.5×TP1锁定 + 0.5×当前浮盈
           const fullR = riskDist > 0 ? (p.direction === "LONG" ? (currentPrice - entry) / riskDist : (entry - currentPrice) / riskDist) : 0;
           const tp1R = riskDist > 0 ? (p.direction === "LONG" ? ((p.tp1_price || 0) - entry) / riskDist : (entry - (p.tp1_price || 0)) / riskDist) : 0;
           const unrealR = p.tp1_hit ? 0.5 * tp1R + 0.5 * fullR : fullR;
           const unrealUsdt = unrealR * 200;
+          const isV52 = normalizeStrategy(p.strategy) === "v52_8signals";
           return (
-            <div key={p.id} className="px-3 py-2">
-              <div className="flex items-center justify-between">
-                <div className="flex items-center gap-2">
+            <div key={p.id} className={`px-3 py-2 ${isV52 ? "bg-emerald-50/60" : "bg-slate-50/70"}`}>
+              <div className="flex items-center justify-between gap-2">
+                <div className="flex items-center gap-2 flex-wrap">
                   <span className={`text-xs font-bold ${p.direction === "LONG" ? "text-emerald-600" : "text-red-500"}`}>
                     {p.direction === "LONG" ? "🟢" : "🔴"} {sym} {p.direction}
                   </span>
-                  <span className="text-[10px] text-slate-400">
-                    {strategyName(p.strategy)} · 评分{p.score} · {p.tier === "heavy" ? "加仓" : p.tier === "standard" ? "标准" : "轻仓"}
+                  <span className={`px-1.5 py-0.5 rounded text-[10px] font-semibold ${strategyBadgeClass(p.strategy)}`}>
+                    {strategyBadgeText(p.strategy)}
                   </span>
+                  <span className="text-[10px] text-slate-500">评分{p.score} · {p.tier === "heavy" ? "加仓" : p.tier === "standard" ? "标准" : "轻仓"}</span>
+                  {isV52 && (
+                    <span className="text-[10px] font-semibold text-emerald-700">FR {frScore >= 0 ? "+" : ""}{frScore} · Liq {liqScore >= 0 ? "+" : ""}{liqScore}</span>
+                  )}
                 </div>
                 <div className="flex items-center gap-2">
                   <span className={`font-mono text-sm font-bold ${unrealR >= 0 ? "text-emerald-600" : "text-red-500"}`}>
-                    {unrealR >= 0 ? "+" : ""}{unrealR.toFixed(2)}R
+                    {unrealR >= 0 ? "+" : ""}
+                    {unrealR.toFixed(2)}R
                   </span>
                   <span className={`font-mono text-[10px] ${unrealUsdt >= 0 ? "text-emerald-500" : "text-red-400"}`}>
                     ({unrealUsdt >= 0 ? "+" : ""}${unrealUsdt.toFixed(0)})
@@ -260,15 +335,20 @@ function ActivePositions() {
                   <span className="text-[10px] text-slate-400">{holdMin}m</span>
                 </div>
               </div>
-              <div className="flex gap-3 mt-1 text-[10px] font-mono text-slate-600">
+              <div className="flex gap-3 mt-1 text-[10px] font-mono text-slate-600 flex-wrap">
                 <span>入场: ${fmtPrice(p.entry_price)}</span>
                 <span className="text-blue-600">现价: ${currentPrice ? fmtPrice(currentPrice) : "-"}</span>
                 <span className="text-emerald-600">TP1: ${fmtPrice(p.tp1_price)}{p.tp1_hit ? " ✅" : ""}</span>
                 <span className="text-emerald-600">TP2: ${fmtPrice(p.tp2_price)}</span>
                 <span className="text-red-500">SL: ${fmtPrice(p.sl_price)}</span>
-                <span className="text-amber-600">FR: {frScore >= 0 ? "+" : ""}{frScore}</span>
-                <span className="text-cyan-600">Liq: {liqScore >= 0 ? "+" : ""}{liqScore}</span>
+                {!isV52 && <span className="text-slate-400">FR/Liq 仅 V5.2 显示</span>}
               </div>
+              {isV52 && (
+                <div className="mt-1 grid grid-cols-2 gap-2 text-[10px] font-semibold">
+                  <div className="rounded-md bg-emerald-100/70 text-emerald-800 px-2 py-1">✨ Funding Rate Score: {frScore >= 0 ? "+" : ""}{frScore}</div>
+                  <div className="rounded-md bg-cyan-100/70 text-cyan-800 px-2 py-1">✨ Liquidation Score: {liqScore >= 0 ? "+" : ""}{liqScore}</div>
+                </div>
+              )}
             </div>
           );
         })}
@@ -279,31 +359,44 @@ function ActivePositions() {
 
 // ─── 权益曲线 ────────────────────────────────────────────────────
 
-function EquityCurve() {
+function EquityCurve({ strategy }: { strategy: StrategyFilter }) {
   const [data, setData] = useState<any[]>([]);
-  useEffect(() => {
-    const f = async () => { try { const r = await authFetch("/api/paper/equity-curve"); if (r.ok) { const j = await r.json(); setData(j.data || []); } } catch {} };
-    f(); const iv = setInterval(f, 30000); return () => clearInterval(iv);
-  }, []);
 
-  if (data.length < 2) return null;
+  useEffect(() => {
+    const f = async () => {
+      try {
+        const r = await authFetch(`/api/paper/equity-curve?strategy=${strategy}`);
+        if (r.ok) {
+          const j = await r.json();
+          setData(j.data || []);
+        }
+      } catch {}
+    };
+    f();
+    const iv = setInterval(f, 30000);
+    return () => clearInterval(iv);
+  }, [strategy]);
 
   return (
     <div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
       <div className="px-3 py-2 border-b border-slate-100">
         <h3 className="font-semibold text-slate-800 text-xs">权益曲线 (累计PnL)</h3>
       </div>
-      <div className="p-2" style={{ height: 200 }}>
-        <ResponsiveContainer width="100%" height="100%">
-          <AreaChart data={data}>
-            <XAxis dataKey="ts" tickFormatter={(v) => bjt(v)} tick={{ fontSize: 10 }} />
-            <YAxis tick={{ fontSize: 10 }} tickFormatter={(v) => `${v}R`} />
-            <Tooltip labelFormatter={(v) => bjt(Number(v))} formatter={(v: any) => [`${v}R`, "累计PnL"]} />
-            <ReferenceLine y={0} stroke="#94a3b8" strokeDasharray="3 3" />
-            <Area type="monotone" dataKey="pnl" stroke="#10b981" fill="#d1fae5" strokeWidth={2} />
-          </AreaChart>
-        </ResponsiveContainer>
-      </div>
+      {data.length < 2 ? (
+        <div className="px-3 py-6 text-center text-xs text-slate-400">{strategy === "all" ? "暂无足够历史数据" : `${strategyName(strategy)} 暂无足够历史数据`}</div>
+      ) : (
+        <div className="p-2" style={{ height: 200 }}>
+          <ResponsiveContainer width="100%" height="100%">
+            <AreaChart data={data}>
+              <XAxis dataKey="ts" tickFormatter={(v) => bjt(v)} tick={{ fontSize: 10 }} />
+              <YAxis tick={{ fontSize: 10 }} tickFormatter={(v) => `${v}R`} />
+              <Tooltip labelFormatter={(v) => bjt(Number(v))} formatter={(v: any) => [`${v}R`, "累计PnL"]} />
+              <ReferenceLine y={0} stroke="#94a3b8" strokeDasharray="3 3" />
+              <Area type="monotone" dataKey="pnl" stroke="#10b981" fill="#d1fae5" strokeWidth={2} />
+            </AreaChart>
+          </ResponsiveContainer>
+        </div>
+      )}
     </div>
   );
 }
@@ -312,49 +405,55 @@ function EquityCurve() {
 
 type FilterSymbol = "all" | "BTC" | "ETH" | "XRP" | "SOL";
 type FilterResult = "all" | "win" | "loss";
-type FilterStrategy = "all" | "v51_baseline" | "v52_8signals";
 
-function TradeHistory() {
+function TradeHistory({ strategy }: { strategy: StrategyFilter }) {
   const [trades, setTrades] = useState<any[]>([]);
   const [symbol, setSymbol] = useState<FilterSymbol>("all");
   const [result, setResult] = useState<FilterResult>("all");
-  const [strategy, setStrategy] = useState<FilterStrategy>("all");
 
   useEffect(() => {
     const f = async () => {
       try {
         const r = await authFetch(`/api/paper/trades?symbol=${symbol}&result=${result}&strategy=${strategy}&limit=50`);
-        if (r.ok) { const j = await r.json(); setTrades(j.data || []); }
+        if (r.ok) {
+          const j = await r.json();
+          setTrades(j.data || []);
+        }
       } catch {}
     };
-    f(); const iv = setInterval(f, 10000); return () => clearInterval(iv);
+    f();
+    const iv = setInterval(f, 10000);
+    return () => clearInterval(iv);
   }, [symbol, result, strategy]);
 
   return (
     <div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
       <div className="px-3 py-2 border-b border-slate-100 flex items-center justify-between flex-wrap gap-1">
         <h3 className="font-semibold text-slate-800 text-xs">历史交易</h3>
-        <div className="flex gap-1">
-          {(["all", "BTC", "ETH", "XRP", "SOL"] as FilterSymbol[]).map(s => (
-            <button key={s} onClick={() => setSymbol(s)}
-              className={`px-2 py-0.5 rounded text-[10px] ${symbol === s ? "bg-slate-800 text-white" : "text-slate-500 hover:bg-slate-100"}`}>
+        <div className="flex items-center gap-1 flex-wrap">
+          <span className={`px-2 py-0.5 rounded text-[10px] font-semibold ${strategy === "all" ? "bg-slate-100 text-slate-600" : strategyBadgeClass(strategy)}`}>
+            {strategy === "all" ? "全部策略" : `${strategyBadgeText(strategy)} 视图`}
+          </span>
+          <span className="text-slate-300">|</span>
+          {(["all", "BTC", "ETH", "XRP", "SOL"] as FilterSymbol[]).map((s) => (
+            <button
+              key={s}
+              onClick={() => setSymbol(s)}
+              className={`px-2 py-0.5 rounded text-[10px] ${symbol === s ? "bg-slate-800 text-white" : "text-slate-500 hover:bg-slate-100"}`}
+            >
               {s === "all" ? "全部" : s}
             </button>
           ))}
           <span className="text-slate-300">|</span>
-          {(["all", "win", "loss"] as FilterResult[]).map(r => (
-            <button key={r} onClick={() => setResult(r)}
-              className={`px-2 py-0.5 rounded text-[10px] ${result === r ? "bg-slate-800 text-white" : "text-slate-500 hover:bg-slate-100"}`}>
+          {(["all", "win", "loss"] as FilterResult[]).map((r) => (
+            <button
+              key={r}
+              onClick={() => setResult(r)}
+              className={`px-2 py-0.5 rounded text-[10px] ${result === r ? "bg-slate-800 text-white" : "text-slate-500 hover:bg-slate-100"}`}
+            >
               {r === "all" ? "全部" : r === "win" ? "盈利" : "亏损"}
             </button>
           ))}
-          <span className="text-slate-300">|</span>
-          {(["all", "v51_baseline", "v52_8signals"] as FilterStrategy[]).map(s => (
-            <button key={s} onClick={() => setStrategy(s)}
-              className={`px-2 py-0.5 rounded text-[10px] ${strategy === s ? "bg-slate-800 text-white" : "text-slate-500 hover:bg-slate-100"}`}>
-              {s === "all" ? "全部策略" : strategyName(s)}
-            </button>
-          ))}
         </div>
       </div>
       <div className="max-h-64 overflow-y-auto">
@@ -381,15 +480,12 @@ function TradeHistory() {
                 const factors = parseFactors(t.score_factors);
                 const frScore = factors?.funding_rate?.score ?? 0;
                 const liqScore = factors?.liquidation?.score ?? 0;
+                const isV52 = normalizeStrategy(t.strategy) === "v52_8signals";
                 return (
                   <tr key={t.id} className="hover:bg-slate-50">
                     <td className="px-2 py-1.5 font-mono">{t.symbol?.replace("USDT", "")}</td>
                     <td className="px-2 py-1.5 text-[10px]">
-                      <span className={`px-1.5 py-0.5 rounded ${
-                        t.strategy === "v52_8signals" ? "bg-emerald-100 text-emerald-700" : "bg-slate-100 text-slate-600"
-                      }`}>
-                        {strategyName(t.strategy)}
-                      </span>
+                      <span className={`px-1.5 py-0.5 rounded font-semibold ${strategyBadgeClass(t.strategy)}`}>{strategyBadgeText(t.strategy)}</span>
                     </td>
                     <td className={`px-2 py-1.5 font-bold ${t.direction === "LONG" ? "text-emerald-600" : "text-red-500"}`}>
                       {t.direction === "LONG" ? "🟢" : "🔴"} {t.direction}
@@ -397,22 +493,41 @@ function TradeHistory() {
                     <td className="px-2 py-1.5 text-right font-mono">{fmtPrice(t.entry_price)}</td>
                     <td className="px-2 py-1.5 text-right font-mono">{t.exit_price ? fmtPrice(t.exit_price) : "-"}</td>
                     <td className={`px-2 py-1.5 text-right font-mono font-bold ${t.pnl_r > 0 ? "text-emerald-600" : t.pnl_r < 0 ? "text-red-500" : "text-slate-500"}`}>
-                      {t.pnl_r > 0 ? "+" : ""}{t.pnl_r?.toFixed(2)}
+                      {t.pnl_r > 0 ? "+" : ""}
+                      {t.pnl_r?.toFixed(2)}
                     </td>
                     <td className="px-2 py-1.5 text-center">
-                      <span className={`px-1 py-0.5 rounded text-[9px] ${
-                        t.status === "tp" ? "bg-emerald-100 text-emerald-700" :
-                        t.status === "sl" ? "bg-red-100 text-red-700" :
-                        t.status === "sl_be" ? "bg-amber-100 text-amber-700" :
-                        t.status === "signal_flip" ? "bg-purple-100 text-purple-700" :
-                        "bg-slate-100 text-slate-600"
-                      }`}>
-                        {t.status === "tp" ? "止盈" : t.status === "sl" ? "止损" : t.status === "sl_be" ? "保本" : t.status === "timeout" ? "超时" : t.status === "signal_flip" ? "翻转" : t.status}
+                      <span
+                        className={`px-1 py-0.5 rounded text-[9px] ${
+                          t.status === "tp"
+                            ? "bg-emerald-100 text-emerald-700"
+                            : t.status === "sl"
+                              ? "bg-red-100 text-red-700"
+                              : t.status === "sl_be"
+                                ? "bg-amber-100 text-amber-700"
+                                : t.status === "signal_flip"
+                                  ? "bg-purple-100 text-purple-700"
+                                  : "bg-slate-100 text-slate-600"
+                        }`}
+                      >
+                        {t.status === "tp"
+                          ? "止盈"
+                          : t.status === "sl"
+                            ? "止损"
+                            : t.status === "sl_be"
+                              ? "保本"
+                              : t.status === "timeout"
+                                ? "超时"
+                                : t.status === "signal_flip"
+                                  ? "翻转"
+                                  : t.status}
                       </span>
                     </td>
                     <td className="px-2 py-1.5 text-right font-mono">
                       <div>{t.score}</div>
-                      <div className="text-[9px] text-slate-400">FR {frScore >= 0 ? "+" : ""}{frScore} · Liq {liqScore >= 0 ? "+" : ""}{liqScore}</div>
+                      <div className={`text-[9px] ${isV52 ? "text-emerald-600 font-semibold" : "text-slate-400"}`}>
+                        {isV52 ? `✨ FR ${frScore >= 0 ? "+" : ""}${frScore} · Liq ${liqScore >= 0 ? "+" : ""}${liqScore}` : "FR/Liq 仅V5.2"}
+                      </div>
                     </td>
                     <td className="px-2 py-1.5 text-right text-slate-400">{holdMin}m</td>
                   </tr>
@@ -428,102 +543,109 @@ function TradeHistory() {
 
 // ─── 统计面板 ────────────────────────────────────────────────────
 
-function StatsPanel() {
+function StatsPanel({ strategy }: { strategy: StrategyFilter }) {
   const [data, setData] = useState<any>(null);
   const [tab, setTab] = useState("ALL");
-  const [strategyStats, setStrategyStats] = useState<any[]>([]);
-  const [strategyTab, setStrategyTab] = useState<"all" | "v51_baseline" | "v52_8signals">("all");
+
   useEffect(() => {
     const f = async () => {
       try {
-        const [statsRes, byStrategyRes] = await Promise.all([
-          authFetch("/api/paper/stats"),
-          authFetch("/api/paper/stats-by-strategy"),
-        ]);
-        if (statsRes.ok) setData(await statsRes.json());
-        if (byStrategyRes.ok) {
-          const j = await byStrategyRes.json();
-          setStrategyStats(j.data || []);
-        }
+        const r = await authFetch(`/api/paper/stats?strategy=${strategy}`);
+        if (r.ok) setData(await r.json());
       } catch {}
     };
-    f(); const iv = setInterval(f, 30000); return () => clearInterval(iv);
-  }, []);
+    f();
+    const iv = setInterval(f, 30000);
+    return () => clearInterval(iv);
+  }, [strategy]);
 
-  if (!data || data.error) return null;
+  useEffect(() => {
+    setTab("ALL");
+  }, [strategy]);
+
+  if (!data || data.error) {
+    return (
+      <div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
+        <div className="px-3 py-2 border-b border-slate-100">
+          <h3 className="font-semibold text-slate-800 text-xs">详细统计</h3>
+        </div>
+        <div className="p-3 text-xs text-slate-400">该视图暂无统计数据</div>
+      </div>
+    );
+  }
 
   const tabs = ["ALL", "BTC", "ETH", "XRP", "SOL"];
   const st = tab === "ALL" ? data : (data.by_symbol?.[tab] || null);
-  const strategyView = strategyTab === "all"
-    ? (() => {
-        if (!strategyStats.length) return null;
-        const total = strategyStats.reduce((sum, s) => sum + (s.total || 0), 0);
-        const weightedWins = strategyStats.reduce((sum, s) => sum + (s.total || 0) * ((s.win_rate || 0) / 100), 0);
-        return {
-          strategy: "all",
-          total,
-          win_rate: total > 0 ? (weightedWins / total) * 100 : 0,
-          total_pnl: strategyStats.reduce((sum, s) => sum + (s.total_pnl || 0), 0),
-          active_positions: strategyStats.reduce((sum, s) => sum + (s.active_positions || 0), 0),
-        };
-      })()
-    : (strategyStats.find((s) => s.strategy === strategyTab) || null);
 
   return (
     <div className="rounded-xl border border-slate-200 bg-white overflow-hidden">
       <div className="px-3 py-2 border-b border-slate-100 flex items-center justify-between">
         <h3 className="font-semibold text-slate-800 text-xs">详细统计</h3>
-        <div className="flex gap-1">
-          {tabs.map(t => (
-            <button key={t} onClick={() => setTab(t)}
+        <div className="flex items-center gap-1">
+          {strategy !== "all" && <span className={`px-2 py-0.5 rounded text-[10px] font-semibold ${strategyBadgeClass(strategy)}`}>{strategyBadgeText(strategy)}</span>}
+          {tabs.map((t) => (
+            <button
+              key={t}
+              onClick={() => setTab(t)}
               className={`px-2 py-0.5 rounded text-[10px] font-medium transition-colors ${tab === t ? "bg-slate-800 text-white" : "bg-slate-100 text-slate-500 hover:bg-slate-200"}`}
-            >{t === "ALL" ? "总计" : t}</button>
+            >
+              {t === "ALL" ? "总计" : t}
+            </button>
           ))}
         </div>
       </div>
       {st ? (
         <div className="p-3 space-y-3">
           <div className="grid grid-cols-2 lg:grid-cols-4 gap-2 text-xs">
-            <div><span className="text-slate-400">胜率</span><p className="font-mono font-bold">{st.win_rate}%</p></div>
-            <div><span className="text-slate-400">盈亏比</span><p className="font-mono font-bold">{st.win_loss_ratio}</p></div>
-            <div><span className="text-slate-400">平均盈利</span><p className="font-mono font-bold text-emerald-600">+{st.avg_win}R</p></div>
-            <div><span className="text-slate-400">平均亏损</span><p className="font-mono font-bold text-red-500">-{st.avg_loss}R</p></div>
-            <div><span className="text-slate-400">最大回撤</span><p className="font-mono font-bold">{st.mdd}R</p></div>
-            <div><span className="text-slate-400">夏普比率</span><p className="font-mono font-bold">{st.sharpe}</p></div>
-            <div><span className="text-slate-400">总盈亏</span><p className={`font-mono font-bold ${(st.total_pnl ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>{(st.total_pnl ?? 0) >= 0 ? "+" : ""}{st.total_pnl ?? "-"}R</p></div>
-            <div><span className="text-slate-400">总笔数</span><p className="font-mono font-bold">{st.total ?? data.total}</p></div>
-            <div><span className="text-slate-400">做多胜率</span><p className="font-mono">{st.long_win_rate}% ({st.long_count}笔)</p></div>
-            <div><span className="text-slate-400">做空胜率</span><p className="font-mono">{st.short_win_rate}% ({st.short_count}笔)</p></div>
-            {tab === "ALL" && data.by_tier && Object.entries(data.by_tier).map(([t, v]: [string, any]) => (
-              <div key={t}><span className="text-slate-400">{t === "heavy" ? "加仓档" : t === "standard" ? "标准档" : "轻仓档"}</span><p className="font-mono">{v.win_rate}% ({v.total}笔)</p></div>
-            ))}
-          </div>
-          <div className="border-t border-slate-100 pt-2 space-y-2">
-            <div className="flex items-center justify-between">
-              <p className="text-[11px] font-semibold text-slate-700">策略对比</p>
-              <div className="flex gap-1">
-                {(["all", "v51_baseline", "v52_8signals"] as const).map((s) => (
-                  <button
-                    key={s}
-                    onClick={() => setStrategyTab(s)}
-                    className={`px-2 py-0.5 rounded text-[10px] ${strategyTab === s ? "bg-slate-800 text-white" : "bg-slate-100 text-slate-500 hover:bg-slate-200"}`}
-                  >
-                    {s === "all" ? "全部" : strategyName(s)}
-                  </button>
-                ))}
-              </div>
+            <div>
+              <span className="text-slate-400">胜率</span>
+              <p className="font-mono font-bold">{st.win_rate}%</p>
             </div>
-            {strategyView ? (
-              <div className="grid grid-cols-2 lg:grid-cols-4 gap-2 text-xs">
-                <div><span className="text-slate-400">策略</span><p className="font-mono font-bold">{strategyView.strategy === "all" ? "ALL" : strategyName(strategyView.strategy)}</p></div>
-                <div><span className="text-slate-400">胜率</span><p className="font-mono font-bold">{(strategyView.win_rate || 0).toFixed(1)}%</p></div>
-                <div><span className="text-slate-400">总笔数</span><p className="font-mono font-bold">{strategyView.total || 0}</p></div>
-                <div><span className="text-slate-400">活跃仓位</span><p className="font-mono font-bold">{strategyView.active_positions || 0}</p></div>
-                <div><span className="text-slate-400">总盈亏</span><p className={`font-mono font-bold ${(strategyView.total_pnl || 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>{(strategyView.total_pnl || 0) >= 0 ? "+" : ""}{(strategyView.total_pnl || 0).toFixed(2)}R</p></div>
+            <div>
+              <span className="text-slate-400">盈亏比</span>
+              <p className="font-mono font-bold">{st.win_loss_ratio}</p>
+            </div>
+            <div>
+              <span className="text-slate-400">平均盈利</span>
+              <p className="font-mono font-bold text-emerald-600">+{st.avg_win}R</p>
+            </div>
+            <div>
+              <span className="text-slate-400">平均亏损</span>
+              <p className="font-mono font-bold text-red-500">-{st.avg_loss}R</p>
+            </div>
+            <div>
+              <span className="text-slate-400">最大回撤</span>
+              <p className="font-mono font-bold">{st.mdd}R</p>
+            </div>
+            <div>
+              <span className="text-slate-400">夏普比率</span>
+              <p className="font-mono font-bold">{st.sharpe}</p>
+            </div>
+            <div>
+              <span className="text-slate-400">总盈亏</span>
+              <p className={`font-mono font-bold ${(st.total_pnl ?? 0) >= 0 ? "text-emerald-600" : "text-red-500"}`}>
+                {(st.total_pnl ?? 0) >= 0 ? "+" : ""}
+                {st.total_pnl ?? "-"}R
+              </p>
+            </div>
+            <div>
+              <span className="text-slate-400">总笔数</span>
+              <p className="font-mono font-bold">{st.total ?? data.total}</p>
+            </div>
+            <div>
+              <span className="text-slate-400">做多胜率</span>
+              <p className="font-mono">{st.long_win_rate}% ({st.long_count}笔)</p>
+            </div>
+            <div>
+              <span className="text-slate-400">做空胜率</span>
+              <p className="font-mono">{st.short_win_rate}% ({st.short_count}笔)</p>
+            </div>
+            {tab === "ALL" && data.by_tier && Object.entries(data.by_tier).map(([t, v]: [string, any]) => (
+              <div key={t}>
+                <span className="text-slate-400">{t === "heavy" ? "加仓档" : t === "standard" ? "标准档" : "轻仓档"}</span>
+                <p className="font-mono">{v.win_rate}% ({v.total}笔)</p>
               </div>
-            ) : (
-              <div className="text-xs text-slate-400">暂无策略统计</div>
-            )}
+            ))}
           </div>
         </div>
       ) : (
@@ -537,31 +659,55 @@ function StatsPanel() {
 
 export default function PaperTradingPage() {
   const { isLoggedIn, loading } = useAuth();
+  const [strategyTab, setStrategyTab] = useState<StrategyFilter>("all");
 
   if (loading) return <div className="text-center text-slate-400 py-8">加载中...</div>;
 
-  if (!isLoggedIn) return (
-    <div className="flex flex-col items-center justify-center h-64 gap-4">
-      <div className="text-5xl">🔒</div>
-      <p className="text-slate-600 font-medium">请先登录查看模拟盘</p>
-      <Link href="/login" className="bg-blue-600 text-white px-4 py-2 rounded-lg text-sm">登录</Link>
-    </div>
-  );
+  if (!isLoggedIn)
+    return (
+      <div className="flex flex-col items-center justify-center h-64 gap-4">
+        <div className="text-5xl">🔒</div>
+        <p className="text-slate-600 font-medium">请先登录查看模拟盘</p>
+        <Link href="/login" className="bg-blue-600 text-white px-4 py-2 rounded-lg text-sm">
+          登录
+        </Link>
+      </div>
+    );
 
   return (
     <div className="space-y-3">
+      <div className="rounded-2xl border-2 border-slate-200 bg-white p-2.5 shadow-sm">
+        <p className="text-[11px] font-semibold text-slate-500 mb-2">策略视图（顶部切换）</p>
+        <div className="grid grid-cols-1 sm:grid-cols-3 gap-2">
+          {STRATEGY_TABS.map((tab) => (
+            <button
+              key={tab.value}
+              onClick={() => setStrategyTab(tab.value)}
+              className={`rounded-xl border-2 px-4 py-3 text-left transition-all ${
+                strategyTab === tab.value
+                  ? "border-slate-800 bg-slate-800 text-white shadow"
+                  : "border-slate-100 bg-slate-100 text-slate-600 hover:bg-slate-200"
+              }`}
+            >
+              <p className="text-sm font-bold">{tab.label}</p>
+              <p className={`text-[10px] mt-0.5 ${strategyTab === tab.value ? "text-slate-200" : "text-slate-500"}`}>{tab.hint}</p>
+            </button>
+          ))}
+        </div>
+      </div>
+
       <div>
         <h1 className="text-lg font-bold text-slate-900">📊 模拟盘</h1>
-        <p className="text-[10px] text-slate-500">V5.2策略AB测试 · 实时追踪 · 数据驱动优化</p>
+        <p className="text-[10px] text-slate-500">V5.2策略AB测试 · 实时追踪 · 数据驱动优化 · {strategyTabDescription(strategyTab)}</p>
       </div>
 
       <ControlPanel />
-      <SummaryCards />
+      <SummaryCards strategy={strategyTab} />
       <LatestSignals />
-      <ActivePositions />
-      <EquityCurve />
-      <TradeHistory />
-      <StatsPanel />
+      <ActivePositions strategy={strategyTab} />
+      <EquityCurve strategy={strategyTab} />
+      <TradeHistory strategy={strategyTab} />
+      <StatsPanel strategy={strategyTab} />
     </div>
   );
 }
diff --git a/frontend/app/signals/page.tsx b/frontend/app/signals/page.tsx
index 8e45496..09e322c 100644
--- a/frontend/app/signals/page.tsx
+++ b/frontend/app/signals/page.tsx
@@ -47,6 +47,23 @@ interface LatestIndicator {
   } | null;
 }
 
+interface StrategyScoreSnapshot {
+  score: number | null;
+  signal: string | null;
+  ts: number | null;
+  source?: string;
+  funding_rate_score?: number | null;
+  liquidation_score?: number | null;
+}
+
+interface StrategyLatestRow {
+  primary_strategy?: "v51_baseline" | "v52_8signals";
+  latest_signal?: string | null;
+  latest_ts?: number | null;
+  v51?: StrategyScoreSnapshot;
+  v52?: StrategyScoreSnapshot;
+}
+
 interface MarketIndicatorValue {
   value: Record<string, unknown>;
   ts: number;
@@ -81,6 +98,14 @@ function pct(v: number, digits = 1): string {
   return `${(v * 100).toFixed(digits)}%`;
 }
 
+function agoLabel(ts: number | null | undefined): string {
+  if (!ts) return "--";
+  const minutes = Math.round((Date.now() - ts) / 60000);
+  if (minutes < 1) return "刚刚";
+  if (minutes < 60) return `${minutes}m前`;
+  return `${Math.round(minutes / 60)}h前`;
+}
+
 function LayerScore({ label, score, max, colorClass }: { label: string; score: number; max: number; colorClass: string }) {
   const ratio = Math.max(0, Math.min((score / max) * 100, 100));
   return (
@@ -94,6 +119,73 @@ function LayerScore({ label, score, max, colorClass }: { label: string; score: n
   );
 }
 
+function LatestStrategyComparison() {
+  const [rows, setRows] = useState<Record<Symbol, StrategyLatestRow | undefined>>({
+    BTC: undefined,
+    ETH: undefined,
+    XRP: undefined,
+    SOL: undefined,
+  });
+
+  useEffect(() => {
+    const fetch = async () => {
+      try {
+        const res = await authFetch("/api/signals/latest-v52");
+        if (!res.ok) return;
+        const json = await res.json();
+        setRows({
+          BTC: json.BTC,
+          ETH: json.ETH,
+          XRP: json.XRP,
+          SOL: json.SOL,
+        });
+      } catch {}
+    };
+    fetch();
+    const iv = setInterval(fetch, 10000);
+    return () => clearInterval(iv);
+  }, []);
+
+  return (
+    <div className="rounded-xl border border-slate-200 bg-white shadow-sm overflow-hidden">
+      <div className="px-3 py-2 border-b border-slate-100">
+        <h3 className="font-semibold text-slate-800 text-xs">最新信号对比（V5.1 vs V5.2）</h3>
+      </div>
+      <div className="grid grid-cols-1 sm:grid-cols-2 lg:grid-cols-4 gap-2 p-2">
+        {(["BTC", "ETH", "XRP", "SOL"] as Symbol[]).map((sym) => {
+          const row = rows[sym];
+          const latestSignal = row?.latest_signal;
+          const v51 = row?.v51;
+          const v52 = row?.v52;
+          const v52Fr = v52?.funding_rate_score;
+          const v52Liq = v52?.liquidation_score;
+          return (
+            <div key={sym} className="rounded-lg border border-slate-200 bg-slate-50 px-2.5 py-2">
+              <div className="flex items-center justify-between">
+                <p className="font-mono text-sm font-bold text-slate-800">{sym}</p>
+                <span className="text-[10px] text-slate-400">{agoLabel(row?.latest_ts ?? null)}</span>
+              </div>
+              <p className={`text-[11px] mt-0.5 font-semibold ${latestSignal === "LONG" ? "text-emerald-600" : latestSignal === "SHORT" ? "text-red-500" : "text-slate-400"}`}>
+                {latestSignal === "LONG" ? "🟢 LONG" : latestSignal === "SHORT" ? "🔴 SHORT" : "⚪ 无信号"}
+              </p>
+              <div className="mt-1 text-[11px] text-slate-700 flex items-center gap-1.5 flex-wrap">
+                <span className="rounded bg-slate-200 text-slate-700 px-1.5 py-0.5 font-mono">V5.1: {v51?.score ?? "--"}分</span>
+                <span className="rounded bg-emerald-100 text-emerald-700 px-1.5 py-0.5 font-mono">✨ V5.2: {v52?.score ?? "--"}分</span>
+              </div>
+              <div className="mt-1 text-[10px] text-slate-500">
+                {v52Fr === null || v52Fr === undefined ? "FR --" : `FR ${v52Fr >= 0 ? "+" : ""}${v52Fr}`} · {v52Liq === null || v52Liq === undefined ? "Liq --" : `Liq ${v52Liq >= 0 ? "+" : ""}${v52Liq}`}
+              </div>
+              <div className="mt-1 text-[9px] text-slate-400">
+                来源: V5.1 {v51?.source || "--"} | V5.2 {v52?.source || "--"}
+              </div>
+            </div>
+          );
+        })}
+      </div>
+    </div>
+  );
+}
+
 function MarketIndicatorsCards({ symbol }: { symbol: Symbol }) {
   const [data, setData] = useState<MarketIndicatorSet | null>(null);
 
@@ -436,8 +528,8 @@ export default function SignalsPage() {
       {/* 标题 */}
       <div className="flex items-center justify-between flex-wrap gap-2">
         <div>
-          <h1 className="text-lg font-bold text-slate-900">⚡ 信号引擎 V5.1</h1>
-          <p className="text-slate-500 text-[10px]">五层100分评分 · 市场拥挤度 · 环境确认</p>
+          <h1 className="text-lg font-bold text-slate-900">⚡ 信号引擎 V5.1 vs V5.2</h1>
+          <p className="text-slate-500 text-[10px]">并排评分对比 · V5.2 含 Funding Rate / Liquidation 额外维度</p>
         </div>
         <div className="flex gap-1">
           {(["BTC", "ETH", "XRP", "SOL"] as Symbol[]).map(s => (
@@ -449,6 +541,8 @@ export default function SignalsPage() {
         </div>
       </div>
 
+      <LatestStrategyComparison />
+
       {/* 实时指标卡片 */}
       <IndicatorCards symbol={symbol} />
 
diff --git a/frontend/package-lock.json b/frontend/package-lock.json
index 32d4a48..e00daa3 100644
--- a/frontend/package-lock.json
+++ b/frontend/package-lock.json
@@ -10,6 +10,7 @@
       "dependencies": {
         "class-variance-authority": "^0.7.1",
         "clsx": "^2.1.1",
+        "lightweight-charts": "^5.0.0",
         "lucide-react": "^0.575.0",
         "next": "16.1.6",
         "react": "19.2.3",
@@ -3765,6 +3766,12 @@
       "integrity": "sha512-mlsTRyGaPBjPedk6Bvw+aqbsXDtoAyAzm5MO7JgU+yVRyMQ5O8bD4Kcci7BS85f93veegeCPkL8R4GLClnjLFw==",
       "license": "MIT"
     },
+    "node_modules/fancy-canvas": {
+      "version": "2.1.0",
+      "resolved": "https://registry.npmjs.org/fancy-canvas/-/fancy-canvas-2.1.0.tgz",
+      "integrity": "sha512-nifxXJ95JNLFR2NgRV4/MxVP45G9909wJTEKz5fg/TZS20JJZA6hfgRVh/bC9bwl2zBtBNcYPjiBE4njQHVBwQ==",
+      "license": "MIT"
+    },
     "node_modules/fast-deep-equal": {
       "version": "3.1.3",
       "resolved": "https://registry.npmjs.org/fast-deep-equal/-/fast-deep-equal-3.1.3.tgz",
@@ -5127,6 +5134,15 @@
         "url": "https://opencollective.com/parcel"
       }
     },
+    "node_modules/lightweight-charts": {
+      "version": "5.1.0",
+      "resolved": "https://registry.npmjs.org/lightweight-charts/-/lightweight-charts-5.1.0.tgz",
+      "integrity": "sha512-jEAYR4ODYeyNZcWUigsoLTl52rbPmgXnvd5FLIv/ZoA/2sSDw63YKnef8n4yhzum7W926yHeFwlm7ididKb7YQ==",
+      "license": "Apache-2.0",
+      "dependencies": {
+        "fancy-canvas": "2.1.0"
+      }
+    },
     "node_modules/locate-path": {
       "version": "6.0.0",
       "resolved": "https://registry.npmjs.org/locate-path/-/locate-path-6.0.0.tgz",

From ee90b8dcfab74a110116c0d3b3b539653d62acd3 Mon Sep 17 00:00:00 2001
From: root <root@s52867.vps.hosting>
Date: Sun, 1 Mar 2026 12:25:40 +0000
Subject: [PATCH 6/7] feat: sidebar navigation with V5.1/V5.2 separate entries
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

- Sidebar: 信号/模拟盘 section headers
- Three paper trade entries: 全部持仓, V5.1模拟盘, V5.2模拟盘 (NEW badge)
- Paper page reads strategy from URL query params
- Suspense boundary for useSearchParams
---
 V52_TASK.md                     | 224 ++++++++++++++++++++++++++++++++
 frontend/app/paper/page.tsx     |  24 +++-
 frontend/components/Sidebar.tsx |  40 ++++--
 signal-engine.log               |   0
 4 files changed, 272 insertions(+), 16 deletions(-)
 create mode 100644 V52_TASK.md
 create mode 100644 signal-engine.log

diff --git a/V52_TASK.md b/V52_TASK.md
new file mode 100644
index 0000000..0e79d4a
--- /dev/null
+++ b/V52_TASK.md
@@ -0,0 +1,224 @@
+# V5.2 Development Task
+
+## Context
+You are working on the `dev` branch of the ArbitrageEngine project.
+This is a quantitative trading signal system with:
+- Backend: Python (FastAPI + PostgreSQL)
+- Frontend: Next.js + shadcn/ui + Tailwind
+
+## Database Connection
+- Host: 34.85.117.248 (Cloud SQL)
+- Port: 5432, DB: arb_engine, User: arb, Password: arb_engine_2026
+
+## What to Build (V5.2)
+
+### 1. Strategy Configuration Framework
+Create `backend/strategies/` directory with JSON configs:
+
+**backend/strategies/v51_baseline.json:**
+```json
+{
+  "name": "v51_baseline",
+  "version": "5.1",
+  "threshold": 75,
+  "weights": {
+    "direction": 45,
+    "crowding": 20,
+    "environment": 15,
+    "confirmation": 15,
+    "auxiliary": 5
+  },
+  "accel_bonus": 5,
+  "tp_sl": {
+    "sl_multiplier": 2.0,
+    "tp1_multiplier": 1.5,
+    "tp2_multiplier": 3.0
+  },
+  "signals": ["cvd", "p99", "accel", "ls_ratio", "oi", "coinbase_premium"]
+}
+```
+
+**backend/strategies/v52_8signals.json:**
+```json
+{
+  "name": "v52_8signals",
+  "version": "5.2",
+  "threshold": 75,
+  "weights": {
+    "direction": 40,
+    "crowding": 25,
+    "environment": 15,
+    "confirmation": 20,
+    "auxiliary": 5
+  },
+  "accel_bonus": 5,
+  "tp_sl": {
+    "sl_multiplier": 2.0,
+    "tp1_multiplier": 1.5,
+    "tp2_multiplier": 3.0
+  },
+  "signals": ["cvd", "p99", "accel", "ls_ratio", "oi", "coinbase_premium", "funding_rate", "liquidation"]
+}
+```
+
+### 2. Signal Engine Changes (signal_engine.py)
+
+#### 2a. Add FR scoring to evaluate_signal()
+After the crowding section, add funding_rate scoring:
+
+```python
+# Funding Rate scoring (拥挤层加分)
+# Read from market_indicators table
+funding_rate = to_float(self.market_indicators.get("funding_rate"))
+fr_score = 0
+if funding_rate is not None:
+    fr_abs = abs(funding_rate)
+    if fr_abs >= 0.001:  # extreme ±0.1%
+        # Extreme: penalize if going WITH the crowd
+        if (direction == "LONG" and funding_rate > 0.001) or \
+           (direction == "SHORT" and funding_rate < -0.001):
+            fr_score = -5
+        else:
+            fr_score = 5
+    elif fr_abs >= 0.0003:  # moderate ±0.03%
+        # Moderate: reward going AGAINST the crowd
+        if (direction == "LONG" and funding_rate < -0.0003) or \
+           (direction == "SHORT" and funding_rate > 0.0003):
+            fr_score = 5
+        else:
+            fr_score = 0
+```
+
+#### 2b. Add liquidation scoring
+```python
+# Liquidation scoring (确认层加分)
+liq_score = 0
+liq_data = self.fetch_recent_liquidations()  # new method
+if liq_data:
+    liq_long_usd = liq_data.get("long_usd", 0)
+    liq_short_usd = liq_data.get("short_usd", 0)
+    # Thresholds by symbol
+    thresholds = {"BTCUSDT": 500000, "ETHUSDT": 200000, "XRPUSDT": 100000, "SOLUSDT": 100000}
+    threshold = thresholds.get(self.symbol, 100000)
+    total = liq_long_usd + liq_short_usd
+    if total >= threshold:
+        if liq_short_usd > 0 and liq_long_usd > 0:
+            ratio = liq_short_usd / liq_long_usd
+        elif liq_short_usd > 0:
+            ratio = float('inf')
+        else:
+            ratio = 0
+        if ratio >= 2.0 and direction == "LONG":
+            liq_score = 5  # shorts getting liquidated, price going up
+        elif ratio <= 0.5 and direction == "SHORT":
+            liq_score = 5  # longs getting liquidated, price going down
+```
+
+#### 2c. Add fetch_recent_liquidations method to SymbolState
+```python
+def fetch_recent_liquidations(self, window_ms=300000):
+    """Fetch last 5min liquidation totals from liquidations table"""
+    now_ms = int(time.time() * 1000)
+    cutoff = now_ms - window_ms
+    with get_sync_conn() as conn:
+        with conn.cursor() as cur:
+            cur.execute("""
+                SELECT 
+                    COALESCE(SUM(CASE WHEN side='SELL' THEN usd_value ELSE 0 END), 0) as long_liq,
+                    COALESCE(SUM(CASE WHEN side='BUY' THEN usd_value ELSE 0 END), 0) as short_liq
+                FROM liquidations 
+                WHERE symbol=%s AND trade_time >= %s
+            """, (self.symbol, cutoff))
+            row = cur.fetchone()
+            if row:
+                return {"long_usd": row[0], "short_usd": row[1]}
+    return None
+```
+
+#### 2d. Add funding_rate to fetch_market_indicators
+Add "funding_rate" to the indicator types:
+```python
+for ind_type in ["long_short_ratio", "top_trader_position", "open_interest_hist", "coinbase_premium", "funding_rate"]:
+```
+And the extraction:
+```python
+elif ind_type == "funding_rate":
+    indicators[ind_type] = float(val.get("lastFundingRate", 0))
+```
+
+#### 2e. Update total_score calculation
+Currently:
+```python
+total_score = direction_score + accel_bonus + crowding_score + environment_score + confirmation_score + aux_score
+```
+Change to:
+```python
+total_score = direction_score + accel_bonus + crowding_score + fr_score + environment_score + confirmation_score + liq_score + aux_score
+```
+
+#### 2f. Update factors dict
+Add fr_score and liq_score to the factors:
+```python
+result["factors"] = {
+    ...existing factors...,
+    "funding_rate": {"score": fr_score, "value": funding_rate},
+    "liquidation": {"score": liq_score, "long_usd": liq_data.get("long_usd", 0) if liq_data else 0, "short_usd": liq_data.get("short_usd", 0) if liq_data else 0},
+}
+```
+
+#### 2g. Change threshold from 60 to 75
+In evaluate_signal, change:
+```python
+# OLD
+elif total_score >= 60 and not no_direction and not in_cooldown:
+    result["signal"] = direction
+    result["tier"] = "light"
+# NEW: remove the 60 tier entirely, minimum is 75
+```
+
+Also update reverse signal threshold from 60 to 75:
+In main() loop:
+```python
+# OLD
+if existing_dir and eval_dir and existing_dir != eval_dir and result["score"] >= 60:
+# NEW  
+if existing_dir and eval_dir and existing_dir != eval_dir and result["score"] >= 75:
+```
+
+### 3. Strategy field in paper_trades
+Add SQL migration at top of init_schema() or in a migration:
+```sql
+ALTER TABLE paper_trades ADD COLUMN IF NOT EXISTS strategy VARCHAR(32) DEFAULT 'v51_baseline';
+```
+
+### 4. AB Test: Both strategies evaluate each cycle
+In the main loop, evaluate signal twice (once per strategy config) and potentially open trades for both. Each trade records which strategy triggered it.
+
+### 5. Frontend: Update paper/page.tsx
+- Show strategy column in trade history table
+- Show FR and liquidation scores in signal details
+- Add strategy filter/tab (v51 vs v52)
+
+### 6. API: Add strategy stats endpoint
+In main.py, add `/api/paper/stats-by-strategy` that groups stats by strategy field.
+
+## Important Notes
+- Keep ALL existing functionality working
+- Don't break the existing V5.1 scoring - it should still work as strategy "v51_baseline"
+- The FR data is already in market_indicators table (collected every 5min)
+- The liquidation data is already in liquidations table
+- Test with: `cd frontend && npm run build` to verify no frontend errors
+- Test backend: `python3 -c "from signal_engine import *; print('OK')"` to verify imports
+- Port for dev testing: API=8100, Frontend=3300
+- Total score CAN exceed 100 (that's by design)
+
+## Files to modify:
+1. `backend/signal_engine.py` - core scoring changes
+2. `backend/main.py` - new API endpoints
+3. `backend/db.py` - add strategy column migration
+4. `frontend/app/paper/page.tsx` - UI updates
+5. NEW: `backend/strategies/v51_baseline.json`
+6. NEW: `backend/strategies/v52_8signals.json`
+
+When completely finished, run this command to notify me:
+openclaw system event --text "Done: V5.2 core implementation complete - FR+liquidation scoring, threshold 75, strategy configs, AB test framework" --mode now
diff --git a/frontend/app/paper/page.tsx b/frontend/app/paper/page.tsx
index b6bfeca..fceecb8 100644
--- a/frontend/app/paper/page.tsx
+++ b/frontend/app/paper/page.tsx
@@ -1,6 +1,7 @@
 "use client";
 
-import { useState, useEffect } from "react";
+import { useState, useEffect, Suspense } from "react";
+import { useSearchParams } from "next/navigation";
 import Link from "next/link";
 import { authFetch, useAuth } from "@/lib/auth";
 import { XAxis, YAxis, Tooltip, ResponsiveContainer, ReferenceLine, Area, AreaChart } from "recharts";
@@ -657,9 +658,18 @@ function StatsPanel({ strategy }: { strategy: StrategyFilter }) {
 
 // ─── 主页面 ──────────────────────────────────────────────────────
 
-export default function PaperTradingPage() {
+function PaperTradingPageInner() {
   const { isLoggedIn, loading } = useAuth();
-  const [strategyTab, setStrategyTab] = useState<StrategyFilter>("all");
+  const searchParams = useSearchParams();
+  const urlStrategy = searchParams.get("strategy");
+  const [strategyTab, setStrategyTab] = useState<StrategyFilter>(() => normalizeStrategy(urlStrategy));
+
+  // URL参数变化时同步
+  useEffect(() => {
+    if (urlStrategy) {
+      setStrategyTab(normalizeStrategy(urlStrategy));
+    }
+  }, [urlStrategy]);
 
   if (loading) return <div className="text-center text-slate-400 py-8">加载中...</div>;
 
@@ -711,3 +721,11 @@ export default function PaperTradingPage() {
     </div>
   );
 }
+
+export default function PaperTradingPage() {
+  return (
+    <Suspense fallback={<div className="text-center text-slate-400 py-8">加载中...</div>}>
+      <PaperTradingPageInner />
+    </Suspense>
+  );
+}
diff --git a/frontend/components/Sidebar.tsx b/frontend/components/Sidebar.tsx
index 4764b85..33be8e5 100644
--- a/frontend/components/Sidebar.tsx
+++ b/frontend/components/Sidebar.tsx
@@ -7,14 +7,16 @@ import { useAuth } from "@/lib/auth";
 import {
   LayoutDashboard, Info,
   Menu, X, Zap, LogIn, UserPlus,
-  ChevronLeft, ChevronRight, Activity, LogOut, Crosshair, Monitor, LineChart
+  ChevronLeft, ChevronRight, Activity, LogOut, Crosshair, Monitor, LineChart, Sparkles, FlaskConical
 } from "lucide-react";
 
 const navItems = [
   { href: "/", label: "仪表盘", icon: LayoutDashboard },
   { href: "/trades", label: "成交流", icon: Activity },
-  { href: "/signals", label: "信号引擎 V5.1", icon: Crosshair },
-  { href: "/paper", label: "模拟盘", icon: LineChart },
+  { href: "/signals", label: "信号引擎", icon: Crosshair, section: "信号" },
+  { href: "/paper?strategy=all", label: "全部持仓", icon: LineChart, section: "模拟盘" },
+  { href: "/paper?strategy=v51_baseline", label: "V5.1 模拟盘", icon: FlaskConical },
+  { href: "/paper?strategy=v52_8signals", label: "V5.2 模拟盘", icon: Sparkles, badge: "NEW" },
   { href: "/server", label: "服务器", icon: Monitor },
   { href: "/about", label: "说明", icon: Info },
 ];
@@ -37,17 +39,29 @@ export default function Sidebar() {
 
       {/* Nav */}
       <nav className="flex-1 py-4 space-y-1 px-2">
-        {navItems.map(({ href, label, icon: Icon }) => {
-          const active = pathname === href;
+        {navItems.map(({ href, label, icon: Icon, section, badge }, idx) => {
+          const active = pathname === href || (href.includes("?") && pathname === href.split("?")[0] && typeof window !== "undefined" && window.location.search === "?" + href.split("?")[1]);
           return (
-            <Link key={href} href={href}
-              onClick={() => setMobileOpen(false)}
-              className={`flex items-center gap-3 px-3 py-2.5 rounded-lg text-sm transition-colors
-                ${active ? "bg-blue-50 text-blue-700 font-medium" : "text-slate-600 hover:bg-slate-100 hover:text-slate-900"}
-                ${collapsed && !mobile ? "justify-center" : ""}`}>
-              <Icon className={`shrink-0 ${active ? "text-blue-600" : "text-slate-400"}`} size={18} />
-              {(!collapsed || mobile) && <span>{label}</span>}
-            </Link>
+            <div key={href}>
+              {section && (
+                <div className={`px-3 pt-3 pb-1 text-[10px] font-semibold text-slate-400 uppercase tracking-wider ${idx > 0 ? "mt-2 border-t border-slate-100 pt-4" : ""}`}>
+                  {section}
+                </div>
+              )}
+              <Link href={href}
+                onClick={() => setMobileOpen(false)}
+                className={`flex items-center gap-3 px-3 py-2.5 rounded-lg text-sm transition-colors
+                  ${active ? "bg-blue-50 text-blue-700 font-medium" : "text-slate-600 hover:bg-slate-100 hover:text-slate-900"}
+                  ${collapsed && !mobile ? "justify-center" : ""}`}>
+                <Icon className={`shrink-0 ${active ? "text-blue-600" : "text-slate-400"}`} size={18} />
+                {(!collapsed || mobile) && (
+                  <span className="flex items-center gap-1.5">
+                    {label}
+                    {badge && <span className="text-[9px] bg-emerald-500 text-white px-1 py-0.5 rounded font-bold">{badge}</span>}
+                  </span>
+                )}
+              </Link>
+            </div>
           );
         })}
         {/* 手机端：登录/登出放在菜单里 */}
diff --git a/signal-engine.log b/signal-engine.log
new file mode 100644
index 0000000..e69de29

From a9c3523a245cd48a2b6c6feb7cf1555764356766 Mon Sep 17 00:00:00 2001
From: root <root@s52867.vps.hosting>
Date: Sun, 1 Mar 2026 12:43:46 +0000
Subject: [PATCH 7/7] feat: independent strategy paper trading controls

- Each strategy has its own position count (max 4 each)
- paper_config.enabled_strategies: per-strategy toggle
- is_strategy_enabled() checks both master switch and strategy list
- API: /api/paper/config now supports enabled_strategies array
- Config auto-loads on API startup

Usage: POST /api/paper/config {enabled_strategies: ['v52_8signals']}
---
 backend/main.py          | 14 ++++++++++++--
 backend/signal_engine.py | 37 +++++++++++++++++++++++++++----------
 2 files changed, 39 insertions(+), 12 deletions(-)

diff --git a/backend/main.py b/backend/main.py
index 16894d9..c53513d 100644
--- a/backend/main.py
+++ b/backend/main.py
@@ -597,12 +597,23 @@ async def get_signal_trades(
 # 模拟盘配置状态（与signal_engine共享的运行时状态）
 paper_config = {
     "enabled": False,
+    "enabled_strategies": [],       # 分策略开关: ["v51_baseline", "v52_8signals"]
     "initial_balance": 10000,
     "risk_per_trade": 0.02,
     "max_positions": 4,
     "tier_multiplier": {"light": 0.5, "standard": 1.0, "heavy": 1.5},
 }
 
+# 启动时加载已有配置
+_config_path = os.path.join(os.path.dirname(__file__), "paper_config.json")
+if os.path.exists(_config_path):
+    try:
+        with open(_config_path, "r") as _f:
+            _saved = json.load(_f)
+            paper_config.update(_saved)
+    except Exception:
+        pass
+
 
 @app.get("/api/paper/config")
 async def paper_get_config(user: dict = Depends(get_current_user)):
@@ -616,11 +627,10 @@ async def paper_set_config(request: Request, user: dict = Depends(get_current_us
     if user.get("role") != "admin":
         raise HTTPException(status_code=403, detail="仅管理员可修改")
     body = await request.json()
-    for k in ["enabled", "initial_balance", "risk_per_trade", "max_positions"]:
+    for k in ["enabled", "enabled_strategies", "initial_balance", "risk_per_trade", "max_positions"]:
         if k in body:
             paper_config[k] = body[k]
     # 写入配置文件让signal_engine也能读到
-    import json
     config_path = os.path.join(os.path.dirname(__file__), "paper_config.json")
     with open(config_path, "w") as f:
         json.dump(paper_config, f, indent=2)
diff --git a/backend/signal_engine.py b/backend/signal_engine.py
index dff9345..dc7eec2 100644
--- a/backend/signal_engine.py
+++ b/backend/signal_engine.py
@@ -67,10 +67,11 @@ def load_strategy_configs() -> list[dict]:
     return configs
 
 # ─── 模拟盘配置 ───────────────────────────────────────────────────
-PAPER_TRADING_ENABLED = False      # 开关（范总确认后通过API开启）
+PAPER_TRADING_ENABLED = False      # 总开关（兼容旧逻辑）
+PAPER_ENABLED_STRATEGIES = []      # 分策略开关: ["v51_baseline", "v52_8signals"]
 PAPER_INITIAL_BALANCE = 10000      # 虚拟初始资金 USDT
 PAPER_RISK_PER_TRADE = 0.02        # 单笔风险 2%（即200U）
-PAPER_MAX_POSITIONS = 4            # 最大同时持仓数
+PAPER_MAX_POSITIONS = 4            # 每套策略最大同时持仓数
 PAPER_TIER_MULTIPLIER = {          # 档位仓位倍数
     "light": 0.5,                  # 轻仓: 1%
     "standard": 1.0,               # 标准: 2%
@@ -80,18 +81,29 @@ PAPER_FEE_RATE = 0.0005            # Taker手续费 0.05%（开仓+平仓各一
 
 def load_paper_config():
     """从配置文件加载模拟盘开关和参数"""
-    global PAPER_TRADING_ENABLED, PAPER_INITIAL_BALANCE, PAPER_RISK_PER_TRADE, PAPER_MAX_POSITIONS
+    global PAPER_TRADING_ENABLED, PAPER_ENABLED_STRATEGIES, PAPER_INITIAL_BALANCE, PAPER_RISK_PER_TRADE, PAPER_MAX_POSITIONS
     config_path = os.path.join(os.path.dirname(__file__), "paper_config.json")
     try:
         with open(config_path, "r") as f:
             import json as _json2
             cfg = _json2.load(f)
             PAPER_TRADING_ENABLED = cfg.get("enabled", False)
+            PAPER_ENABLED_STRATEGIES = cfg.get("enabled_strategies", [])
             PAPER_INITIAL_BALANCE = cfg.get("initial_balance", 10000)
             PAPER_RISK_PER_TRADE = cfg.get("risk_per_trade", 0.02)
             PAPER_MAX_POSITIONS = cfg.get("max_positions", 4)
     except FileNotFoundError:
         pass
+
+
+def is_strategy_enabled(strategy_name: str) -> bool:
+    """检查某策略是否启用模拟盘"""
+    if not PAPER_TRADING_ENABLED:
+        return False
+    # 如果enabled_strategies为空，走旧逻辑（全部启用）
+    if not PAPER_ENABLED_STRATEGIES:
+        return True
+    return strategy_name in PAPER_ENABLED_STRATEGIES
 # ─────────────────────────────────────────────────────────────────
 
 # 窗口大小（毫秒）
@@ -870,11 +882,14 @@ def paper_close_by_signal(symbol: str, current_price: float, now_ms: int, strate
             conn.commit()
 
 
-def paper_active_count() -> int:
-    """当前所有币种活跃持仓总数"""
+def paper_active_count(strategy: Optional[str] = None) -> int:
+    """当前活跃持仓总数（按策略独立计数）"""
     with get_sync_conn() as conn:
         with conn.cursor() as cur:
-            cur.execute("SELECT COUNT(*) FROM paper_trades WHERE status IN ('active','tp1_hit')")
+            if strategy:
+                cur.execute("SELECT COUNT(*) FROM paper_trades WHERE strategy=%s AND status IN ('active','tp1_hit')", (strategy,))
+            else:
+                cur.execute("SELECT COUNT(*) FROM paper_trades WHERE status IN ('active','tp1_hit')")
             return cur.fetchone()[0]
 
 
@@ -929,9 +944,11 @@ def main():
                     last_1m_save[sym] = bar_1m
 
                 # 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:
+                if warmup_cycles <= 0:
                     for strategy_cfg, result in strategy_results:
                         strategy_name = strategy_cfg.get("name", "v51_baseline")
+                        if not is_strategy_enabled(strategy_name):
+                            continue
                         eval_dir = result.get("direction")
                         existing_dir = paper_get_active_direction(sym, strategy_name)
                         if existing_dir and eval_dir and existing_dir != eval_dir and result["score"] >= 75:
@@ -948,10 +965,10 @@ def main():
                             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:
+                        # 模拟盘开仓（需该策略启用 + 跳过冷启动）
+                        if is_strategy_enabled(strategy_name) and warmup_cycles <= 0:
                             if not paper_has_active_position(sym, strategy_name):
-                                active_count = paper_active_count()
+                                active_count = paper_active_count(strategy_name)
                                 if active_count < PAPER_MAX_POSITIONS:
                                     tier = result.get("tier", "standard")
                                     paper_open_trade(