From ccb53cb3a82e1b3fb6d99689881086949009fcff Mon Sep 17 00:00:00 2001 From: root Date: Wed, 4 Mar 2026 02:41:02 +0000 Subject: [PATCH] feat: record cvd_fast_5m in signal_indicators for v53_fast strategy --- backend/signal_engine.py | 9 ++++++--- 1 file changed, 6 insertions(+), 3 deletions(-) diff --git a/backend/signal_engine.py b/backend/signal_engine.py index 36dabe1..9749cbc 100644 --- a/backend/signal_engine.py +++ b/backend/signal_engine.py @@ -938,6 +938,7 @@ class SymbolState: "score": total_score, "direction": direction if (not no_direction and gate_passed) else None, "atr_value": atr_value, + "cvd_fast_5m": cvd_fast if is_fast else None, # v53_fast: 存5m实算CVD "factors": { "track": "BTC" if self.symbol == "BTCUSDT" else "ALT", "gate_passed": gate_passed, @@ -1022,14 +1023,16 @@ def save_indicator(ts: int, symbol: str, result: dict, strategy: str = "v52_8sig with conn.cursor() as cur: import json as _json3 factors_json = _json3.dumps(result.get("factors")) if result.get("factors") else None + cvd_fast_5m = result.get("cvd_fast_5m") # v53_fast 专用：5m窗口CVD，其他策略为None cur.execute( "INSERT INTO signal_indicators " - "(ts,symbol,strategy,cvd_fast,cvd_mid,cvd_day,cvd_fast_slope,atr_5m,atr_percentile,atr_value,vwap_30m,price,p95_qty,p99_qty,score,signal,factors) " - "VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)", + "(ts,symbol,strategy,cvd_fast,cvd_mid,cvd_day,cvd_fast_slope,atr_5m,atr_percentile,atr_value,vwap_30m,price,p95_qty,p99_qty,score,signal,factors,cvd_fast_5m) " + "VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)", (ts, symbol, strategy, result["cvd_fast"], result["cvd_mid"], result["cvd_day"], result["cvd_fast_slope"], result["atr"], result["atr_pct"], result.get("atr_value", result["atr"]), result["vwap"], result["price"], - result["p95"], result["p99"], result["score"], result.get("signal"), factors_json) + result["p95"], result["p99"], result["score"], result.get("signal"), factors_json, + cvd_fast_5m) ) # 有信号时通知live_executor if result.get("signal"):