4 Commits

Author	SHA1	Message	Date
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
dev-worker	548c7f0e33	scripts: replay v4 - 加COALESCE(calc_version,0)<2防重复跑	2026-03-03 04:51:11 +00:00
dev-worker	809fb60a50	scripts: replay_paper_trades v3修复 ... - 加status NOT IN (active,tp1_hit)保护活跃单 - 内置fee_r扣除: 2*0.0005*entry/rd - 解决xiaofan审阅的3个硬问题	2026-03-03 04:50:00 +00:00
dev-worker	af732f1438	scripts: 全量重放paper_trades(真实价口径) ... - 用agg_trades真实成交价替换VWAP作为entry_price - 按时间戳判定事件优先级(非固定优先级) - TP1后进入半仓状态机，防重复计R - flip/价格触发tie-break：谁早用谁，同时间优先价格 - 保本价常量: BE_OFFSET_LONG=1.0005, BE_OFFSET_SHORT=0.9995 - 手续费: fee_r = 2*0.0005*entry/risk_distance - 支持--dry-run模式	2026-03-03 04:47:37 +00:00