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feat: implement save_feature_event() for v53 training data collection (Phase 3)

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root 2026-03-03 14:35:26 +00:00
parent 224ca20666
commit a7cd78e06f
1 changed files with 57 additions and 0 deletions
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57
backend/signal_engine.py
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@ -1023,6 +1023,62 @@ def save_indicator(ts: int, symbol: str, result: dict, strategy: str = "v52_8sig
conn.commit()
def save_feature_event(ts: int, symbol: str, result: dict, strategy: str):
"""
V5.3 专用：每次评分后把 raw features + score 层写入 signal_feature_events。
只对 v53_alt / v53_btc 调用，其他策略跳过。
"""
if strategy not in ("v53_alt", "v53_btc"):
return
f = result.get("factors") or {}
track = f.get("track", "ALT")
side = result.get("direction") or ("LONG" if result.get("score", 0) >= 0 else "SHORT")
# ALT层分
score_direction = (f.get("direction") or {}).get("score", 0) if track == "ALT" else None
score_crowding = (f.get("crowding") or {}).get("score", 0) if track == "ALT" else None
score_env = (f.get("environment") or {}).get("score", 0) if track == "ALT" else None
score_aux = (f.get("auxiliary") or {}).get("score", 0) if track == "ALT" else None
gate_passed = f.get("gate_passed") if track == "BTC" else None
block_reason = f.get("block_reason") if track == "BTC" else None
with get_sync_conn() as conn:
with conn.cursor() as cur:
cur.execute(
"""
INSERT INTO signal_feature_events
(ts, symbol, track, side, strategy, strategy_version,
cvd_fast_raw, cvd_mid_raw, cvd_day_raw, cvd_fast_slope_raw,
p95_qty_raw, p99_qty_raw,
atr_value, atr_percentile,
oi_delta_raw, ls_ratio_raw, top_pos_raw, coinbase_premium_raw,
obi_raw, tiered_cvd_whale_raw,
score_direction, score_crowding, score_environment, score_aux, score_total,
gate_passed, block_reason, price)
VALUES
(%s,%s,%s,%s,%s,%s,
%s,%s,%s,%s,
%s,%s,
%s,%s,
%s,%s,%s,%s,
%s,%s,
%s,%s,%s,%s,%s,
%s,%s,%s)
""",
(
ts, symbol, track, side, strategy, "v5.3",
result.get("cvd_fast"), result.get("cvd_mid"), result.get("cvd_day"), result.get("cvd_fast_slope"),
result.get("p95"), result.get("p99"),
result.get("atr_value", result.get("atr")), result.get("atr_pct"),
result.get("oi_delta"), result.get("ls_ratio"), result.get("top_trader_position"),
(f.get("auxiliary") or {}).get("coinbase_premium"),
f.get("obi_raw"), f.get("whale_cvd_ratio"),
score_direction, score_crowding, score_env, score_aux, result.get("score", 0),
gate_passed, block_reason, result.get("price"),
)
)
conn.commit()
def save_indicator_1m(ts: int, symbol: str, result: dict):
bar_ts = (ts // 60000) * 60000
with get_sync_conn() as conn:
@ -1328,6 +1384,7 @@ def main():
for strategy_cfg, strategy_result in strategy_results:
sname = strategy_cfg.get("name", "v51_baseline")
save_indicator(now_ms, sym, strategy_result, strategy=sname)
save_feature_event(now_ms, sym, strategy_result, strategy=sname)
# 1m表仍用primary（图表用）
primary_result = strategy_results[0][1]