feat: sidebar navigation with V5.1/V5.2 separate entries

- 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

@@ -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

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>
+  );
+}

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: "/signals", label: "信号引擎", icon: Crosshair, section: "信号" },
-  { href: "/paper", label: "模拟盘", icon: LineChart },
+  { 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 }) => {
+        {navItems.map(({ href, label, icon: Icon, section, badge }, idx) => {
-          const active = pathname === href;
+          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}
+            <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>{label}</span>}
+                {(!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 */}