fix: deduplicate recent_large_trades to prevent memory bloat

Each evaluate cycle was re-appending all qualifying trades from
win_fast, causing duplicates. Added seen-set dedup.

backend/signal_engine.py

@@ -261,9 +261,12 @@ class SymbolState:
         cutoff = now_ms - 15 * 60 * 1000
         while self.recent_large_trades and self.recent_large_trades[0][0] < cutoff:
             self.recent_large_trades.popleft()
+        # 只检查新trade（避免重复添加）
+        seen = set(t[0] for t in self.recent_large_trades)  # time_ms作为去重key
         for t in self.win_fast.trades:
-            if t[1] >= p99 and t[0] > cutoff:
+            if t[1] >= p99 and t[0] > cutoff and t[0] not in seen:
                 self.recent_large_trades.append((t[0], t[1], t[3]))
+                seen.add(t[0])
 
     def evaluate_signal(self, now_ms: int) -> dict:
         cvd_fast = self.win_fast.cvd