lulu/arbitrage-engine
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1ef1f97b5d
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87 Commits

Author SHA1 Message Date
root
1ef1f97b5d feat: /live 实盘交易前端页面 
- 风控状态面板: 实时显示(正常/警告/熔断)、已实现R+未实现R+合计、连亏次数
- 紧急操作: 全平(双重确认)、禁止开仓、恢复交易
- 总览卡片: 盈亏R+USDT、胜率、持仓数、PF、手续费、资金费
- 当前持仓: WebSocket实时价格、滑点/裸奔/延迟指标、OrderID
- 权益曲线: Recharts AreaChart
- 历史交易: 含成交价/滑点/费用列、币种/盈亏筛选
- 详细统计: 滑点P50/P95/均值、按币种分组
- 导航栏: 新增实盘入口(Bolt图标)

风格与模拟盘一致: 白底+slate+emerald/red配色
 2026-03-02 09:28:07 +00:00
root
a7dec3fe14 fix: frontend use DB risk_distance + add entry time with ms 
- Both paper pages now read risk_distance from API (not hardcoded 2.0*0.7*ATR)
- Added entry timestamp display (精确到毫秒) in active positions
- Applies to both V5.1 and V5.2 paper pages
 2026-03-02 07:13:52 +00:00
root
984019d9ab fix: paper latest signals use signal-history with strategy filter + layer scores 
- V5.1 paper: signal-history?strategy=v51_baseline
- V5.2 paper: signal-history?strategy=v52_8signals
- API now returns factors in signal-history
- Each signal shows layer score badges below
 2026-03-02 03:08:19 +00:00
root
5b704a0a0e feat: paper pages show per-strategy signals with layer scores 
- V5.1 paper reads /api/signals/latest?strategy=v51_baseline
- V5.2 paper reads /api/signals/latest?strategy=v52_8signals
- Each coin shows layer score badges (方向/拥挤/环境/确认/辅助)
- V5.2 additionally shows FR and 清算 badges
 2026-03-02 02:59:39 +00:00
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
1a45c5725a fix: V5.2 tier labels - no light tier, <75=不开仓, 75-84=标准, ≥85=加仓 2026-03-02 01:12:12 +00:00
root
05673c0850 fix: V5.2 scoring uses strategy weights, total capped at 100 
Backend:
- Each layer score scaled by strategy config weights
- direction: 0~40, crowding: 0~18, FR: 0~5, environment: 0~12
- confirmation: 0~15, liquidation: 0~5, auxiliary: 0~5
- total_score clamped to 0~100
- factors include max field for frontend

Frontend:
- V5.2 signals page reads max from factors
 2026-03-02 00:34:22 +00:00
root
5849bf6522 refactor: completely separate V5.1 and V5.2 pages 
- /signals: V5.1 ONLY, 5-layer scoring, no FR/Liq
- /signals-v52: V5.2 ONLY, 7-layer scoring with FR/Liq
- /paper: V5.1 ONLY, no strategy tabs/badges
- /paper-v52: V5.2 ONLY, with FR/Liq display
- Sidebar: V5.1 and V5.2 separate sections
- V5.2 weights: 40+18+5+12+15+5+5=100 (no more >100)
- Zero cross-contamination between V5.1 and V5.2
 2026-03-02 00:25:07 +00:00
root
01b1992643 feat: save factors to signal_indicators + show FR/Liq on signals page 
- DB: added factors JSONB column to signal_indicators
- Backend: save_indicator now includes factors JSON
- API: /api/signals/latest returns factors field
- Frontend: signals page shows FR and 清算 score bars
 2026-03-01 23:57:55 +00:00
root
ec198db504 fix: always show FR/Liq scores for V5.2 trades in history 2026-03-01 23:18:48 +00:00
root
7d2bb9f392 fix: FR/Liq scoring bugs + compact UI 
Backend:
- FR threshold: 0.001→0.0003 (extreme), 0.0003→0.00005 (moderate)
- Liquidation SQL: side='SELL'/'BUY' → 'LONG'/'SHORT' (was never matching!)

Frontend:
- FR/Liq scores now inline in score column (compact)
- Removed bulky green badge buttons from position cards
 2026-03-01 23:14:07 +00:00
root
ee90b8dcfa 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
 2026-03-01 12:25:40 +00:00
root
778cf8cce1 feat: V5.2 frontend differentiation - strategy tabs, side-by-side scores, visual badges 
- Paper page: prominent strategy tabs (全部/V5.1/V5.2) at top
- Paper trades: strategy column with color-coded badges (blue=V5.1, green=V5.2)
- Paper positions: FR/Liq scores displayed prominently for V5.2
- Signals page: side-by-side V5.1 vs V5.2 score comparison cards
- Signals page title updated to 'V5.1 vs V5.2'
- New API endpoint for strategy comparison data
- Layout: local font fallback for build stability
 2026-03-01 12:21:19 +00:00
root
7ba53a5005 Update paper UI for strategy filters and FR/liquidation details 2026-03-01 11:55:03 +00:00
root
4b841bc5f4 fix: floating PnL now accounts for half-position after TP1 
Before: unrealR = full position × price move (wrong after TP1)
After: unrealR = 0.5×TP1_locked + 0.5×current_float (correct)

This fixes the display showing >1R floating profit that never
materializes in final PnL because only half position remains.
 2026-03-01 09:48:46 +00:00
root
bda42e669a feat: stats panel with per-symbol tabs (ALL/BTC/ETH/XRP/SOL) - full stats for each coin 2026-03-01 01:37:02 +00:00
root
83dc456119 feat: signal page add detailed 5-layer explanation section 2026-02-28 14:33:33 +00:00
root
404cc683e0 fix: latest signals pass symbol without USDT suffix to signal-history API 2026-02-28 13:31:14 +00:00
root
71192d4209 fix: latest signals use signal-history API (last triggered signal, not realtime eval) 2026-02-28 13:20:24 +00:00
root
374615dea7 feat: paper page show latest signal per coin 2026-02-28 12:45:47 +00:00
root
95fec35d97 fix: paper balance font-size auto-fit (text-base instead of text-lg) 2026-02-28 12:38:52 +00:00
root
1d2304261b feat: paper frontend use aggTrade WS for real-time price (every tick instead of 1s) 2026-02-28 12:30:11 +00:00
root
d0e626a437 feat: paper summary add balance + pnl_usdt 2026-02-28 12:00:19 +00:00
root
7b901a2390 feat: paper_monitor.py - WebSocket realtime TP/SL + frontend WS price feed (1s update) 2026-02-28 11:55:40 +00:00
root
66810701fb feat: paper trading signal flip - reverse signal closes existing position then opens new 2026-02-28 11:45:48 +00:00
root
f90df6f3b5 feat: paper positions show real-time price + unrealized PnL (R + USDT) 2026-02-28 11:40:11 +00:00
root
59910fe9cd fix: paper page use useAuth() instead of manual localStorage check 2026-02-28 11:24:29 +00:00
root
282aed138a feat: paper trading switch + config API + max positions limit 2026-02-28 11:13:39 +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
271658c725 ui: sidebar label → 信号引擎 V5.1 2026-02-28 10:46:29 +00:00
root
9382d35496 ui: compact signal engine layout - smaller panels, tighter spacing, V5.1 title 2026-02-28 10:42:51 +00:00
root
fb37dfb288 fix: show 4 decimal places for prices under 00 (XRP/SOL) 2026-02-28 10:22:52 +00:00
root
2c28d660ce fix: add XRP/SOL to trades and kline pages 2026-02-28 10:19:33 +00:00
root
5cf2003ca7 fix: limit trade flow to 20 rows 2026-02-28 10:16:38 +00:00
root
0ac2225979 feat: add XRP and SOL symbols (4 coins total) 2026-02-28 10:11:05 +00:00
root
ec6a8fc64d fix: rename signal-history API to avoid route conflict + restart backfill 2026-02-28 06:22:32 +00:00
root
424cb993f8 feat: signal history list + always compute scoring even without signal 2026-02-28 06:09:32 +00:00
root
2e969f68b4 fix: parse JSONB string from asyncpg + frontend parseVal fallback 2026-02-28 05:49:42 +00:00
root
9525b06710 fix: market indicators JSONB parsing + fallback layer scores 2026-02-28 05:42:42 +00:00
root
340d8eb3a1 feat: V5.1 frontend - 5-layer scoring display + market indicators panel 2026-02-28 05:33:40 +00:00
root
7b8a0f74f2 fix: 服务器监控页面改用白色主题统一现有风格(white bg/slate text/blue accent) 2026-02-27 17:50:21 +00:00
root
28da06ba69 fix: server页面auth类型修复(token→isLoggedIn) 2026-02-27 17:37:17 +00:00
root
930c8d3a9c feat: 服务器监控面板(/server) - CPU/内存/硬盘/PM2进程/PG数据库/回补状态 2026-02-27 17:30:41 +00:00
root
871da720ab fix: 实时成交显示20条 2026-02-27 17:17:00 +00:00
root
f2ab9e4252 fix: 实时成交表格底部白边(flex-1+bg-white填满容器) 2026-02-27 17:09:23 +00:00
root
35fcb7cef0 feat: V5 signals page - CVD三轨+ATR+VWAP+大单阈值实时展示+信号状态 2026-02-27 15:34:11 +00:00
root
41af2ed2e6 fix: price axis auto-range to show actual volatility, not 0-based 2026-02-27 14:13:51 +00:00
root
4a6232ed05 feat: dual-axis Delta+price chart, show vwap price overlay on delta chart 2026-02-27 14:08:45 +00:00
root
f27fdca6ac fix: mobile scroll - remove nested overflow on mobile, disable sticky thead on mobile, 2s interval 2026-02-27 13:11:12 +00:00
root
04d3219a1c fix: latest trades on top + fixed height container so page never jumps 2026-02-27 13:01:47 +00:00