fanziqi
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cd1d41cff5
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add ETH/XRP/SOL factory strategies and plaza filters
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2026-03-13 17:53:28 +08:00 |
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root
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6fbf3566f9
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fix: add 1s sleep between batches to reduce DB pressure during backfill
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2026-03-04 13:31:28 +00:00 |
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root
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18d628359c
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fix: label_backfill.py use signal_feature_events as source (not signal_indicators) to match FK constraint
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2026-03-04 13:02:34 +00:00 |
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root
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0a5222a1de
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feat: Phase 0 - add signal_feature_events/label_events tables, atr_value snapshot, label_backfill script
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2026-03-03 13:22:53 +00:00 |
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dev-worker
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548c7f0e33
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scripts: replay v4 - 加COALESCE(calc_version,0)<2防重复跑
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2026-03-03 04:51:11 +00:00 |
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dev-worker
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809fb60a50
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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
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2026-03-03 04:50:00 +00:00 |
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dev-worker
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af732f1438
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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
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2026-03-03 04:47:37 +00:00 |
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