root
0a5222a1de
feat: Phase 0 - add signal_feature_events/label_events tables, atr_value snapshot, label_backfill script
2026-03-03 13:22:53 +00:00
root
cf7756b4e5
security: S2 remove hardcoded DB password, S3 JWT already enforced, S4 remove localhost CORS
2026-03-03 12:53:26 +00:00
root
3172300fd0
fix: increase sync connection pool maxconn 5->20 to prevent pool exhaustion
2026-03-03 12:36:58 +00:00
root
91ed44ad9f
refactor: unify all DB connections to Cloud SQL, remove dual-write and SQLite code
2026-03-03 12:30:01 +00:00
dev-worker
31e6e19ea6
fix: V3全面审阅修复 — 12项问题
...
P0-1: 风控Fail-Closed(状态文件缺失/过期/异常→拒绝开仓)
P0-2: 1R基准跨模块统一(position_sync+risk_guard从live_config动态读)
P0-3: close_all紧急全平校验返回值+二次验仓
P0-4: Coinbase Premium单位修复(premium_pct/100→比例值)
P1-3: 正向funding计入净PnL(不再只扣负值)
P1-4: 数据新鲜度检查落地(查signal_indicators最新ts)
P1-6: live表DDL补全到SCHEMA_SQL(live_config/live_events/live_trades)
P2-1: _get_risk_usd()加60秒缓存
P2-3: 模拟盘前端*200→从config动态算paper1R
P2-4: XRP/SOL跳过Coinbase Premium采集(无数据源)
P3-2: SQL参数化(fetch_pending_signals用ANY替代f-string)
额外: pnl_r公式修正(gross-fee+funding，funding正负都正确计入)
2026-03-02 17:28:23 +00:00
root
f6156a2cfe
Add strategy-aware paper trade schema and API endpoints
2026-03-01 11:55:00 +00:00
root
45bad25156
fix(P0): pnl_r calculation + cooldown bypass + partition month bug
...
P0-1: Reverse signal now bypasses cooldown - evaluate_signal always
outputs direction, main loop checks direction+score>=60 for
closing positions against trend (not blocked by COOLDOWN_MS)
P0-2: pnl_r unified to (exit-entry)/risk_distance across all exit
scenarios (tp, sl, sl_be, timeout) in both paper_monitor.py
and signal_engine.py. Old hardcoded values (1.5R/2.25R) were
~2x too high vs actual risk_distance basis.
P1-1: ensure_partitions month calculation fixed from timedelta(30d)
to proper month arithmetic. Also fixed UTC timezone for
partition boundaries.
docs: V52-TODO.md with full audit backlog for V5.2
2026-03-01 09:29:32 +00:00
root
4f54e36d1a
feat: dual-write agg_trades to local PG + Cloud SQL
...
- db.py: add Cloud SQL connection pool (CLOUD_PG_ENABLED env toggle)
- agg_trades_collector: flush_buffer writes to both local and cloud
- Cloud SQL write failure is non-fatal (log warning, don't block local)
2026-03-01 07:16:03 +00:00
root
022ead6d6c
feat: paper_trades store score_factors JSONB (direction/crowding/environment/confirmation/auxiliary breakdown)
2026-02-28 13:45:26 +00:00
root
e054db112d
feat: paper trading - backend (table+signal_engine integration+5 APIs) + frontend page
2026-02-28 11:10:28 +00:00
root
4168c1dd88
refactor: SQLite→PostgreSQL migration - db.py连接层 + main/collector/signal-engine/backfill全部改PG
...
Phase 1: 核心数据表(agg_trades/rate_snapshots/signal*)迁PG
auth.py暂保留SQLite(低频，不影响性能)
- db.py: psycopg2同步池 + asyncpg异步池 + PG schema + 分区管理
- main.py: 全部改asyncpg查询
- collector: psycopg2 + execute_values批量写入
- signal-engine: psycopg2同步读写
- backfill: psycopg2 + ON CONFLICT DO NOTHING
2026-02-27 16:15:16 +00:00
