Commit Graph

4 Commits

Author SHA1 Message Date
fanziqi
ee64f2c4ad docs: add full audit v3 review report 2026-03-03 01:07:08 +08:00
root
7ebdb98643 feat: store and serve indicators per strategy
- signal_indicators table: added strategy column
- Each strategy gets its own row per cycle
- API /api/signals/latest?strategy=v51_baseline|v52_8signals
- API /api/signals/signal-history?strategy=...
- V5.1 page reads v51_baseline data, V5.2 reads v52_8signals
- Now V5.1 and V5.2 show truly independent scores
2026-03-02 02:52:17 +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
d8ad87958a docs: add comprehensive project documentation (PROJECT.md)
- Full architecture overview
- All 36 files documented with purpose and line counts
- 5-layer scoring system explained
- Database schema, PM2 processes, signal sources
- Deployment info, version roadmap
- Known issues and improvements
2026-03-01 08:34:56 +00:00