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24 Commits

Author SHA1 Message Date
fanziqi
ae3ed78b10 Refactor V5 engine: split state/scoring and wire strategy factory 2026-03-13 16:00:18 +08:00
root
7cd053c345 docs: add full project spec for Codex rewrite 2026-03-12 14:34:59 +00:00
root
9d44885188 test: verify all 9 V5.4 strategy API endpoints pass 2026-03-11 15:15:14 +00:00
root
b1ed55382c docs: add V5.4 Strategy Factory requirements document 2026-03-11 12:47:44 +00:00
root
8cab470231 docs: strategy-plaza data contract v1.0 2026-03-07 06:15:05 +00:00
root
2d64a5524e docs: add V5.4 execution state machine design (maker/taker combo) 2026-03-06 07:08:20 +00:00
root
c2cae429ad docs: update v53-design.md to reflect unified strategy architecture 2026-03-03 16:05:50 +00:00
fanziqi
22787b3e0a docs: add AI documentation suite and comprehensive code review report 
- Generate full AI-consumable docs (docs/ai/): system overview, architecture,
  module cheatsheet, API contracts, data model, build guide, decision log,
  glossary, and open questions (deep tier coverage)
- Add PROBLEM_REPORT.md: categorized bug/risk summary
- Add DETAILED_CODE_REVIEW.md: full line-by-line review of all 15 backend
  files, documenting 4 fatal issues, 5 critical deployment bugs, 4 security
  vulnerabilities, and 6 architecture defects with prioritized fix plan
 2026-03-03 19:01:18 +08:00
root
0d9dffa44d docs: expand v5.3 weight model and refactor implementation checklist 2026-03-03 09:35:59 +00:00
root
a17c1434b9 docs: add v5.3 development guardrails to gemini analysis 2026-03-03 09:22:59 +00:00
fanziqi
ce0bebd6f5 docs: update v51 gemini analysis 2026-03-03 17:19:27 +08:00
root
b83ab66039 docs: incorporate gemini feedback for labels, ATR snapshot, and release metrics 2026-03-03 09:08:46 +00:00
root
fb4e1e06e5 docs: refine v5.3 with label, execution fallback, btc volatility gate 2026-03-03 09:06:40 +00:00
root
18a2c95e40 docs: add V5.3 design and implementation checklist 2026-03-03 08:58:54 +00:00
fanziqi
4a5d63621f docs: update v51 gemini analysis notes 2026-03-03 16:18:48 +08:00
dev-worker
f3d742fd02 docs: V5.2模拟盘执行分析报告 
核心结论：V5.2毛R=-3.27R（负），V5.1毛R=+10.73R（正）
V5.2增加8信号未提升预测质量，BTC胜率35.9%（更差）
152笔样本不足，结论不确定性高
 2026-03-03 07:53:15 +00:00
fanziqi
63440efc6d docs: add v51 gemini analysis 2026-03-03 15:48:09 +08:00
dev-worker
511f011aef docs: V5.1分析报告+优化方案 
- v51-performance-analysis.md: 完整执行分析（毛R/净R/时段/币种/分数段）
- v51-optimization-plan.md: 优化方案（降频+时段过滤+暂停BTC+拉大TP/SL比）

核心结论：毛R+12R，手续费-109R，净R-97R；信号有微弱优势，费用致亏
 2026-03-03 07:28:53 +00:00
dev-worker
42ccbd35d7 docs: 修正V5.1文档参数与实际配置一致 
TP/SL修正：
- SL: 2.0×ATR → 1.4×ATR
- TP1: 1.5×ATR → 1.05×ATR
- TP2: 3.0×ATR → 2.1×ATR
- 对应R倍数: tp1_r=0.75, tp2_r=1.5

与backend/strategies/v51_baseline.json和replay脚本完全一致
 2026-03-03 05:40:07 +00:00
dev-worker
ffd7bed387 docs: 补充V5.1/V5.2信号系统详细文档 
- v51-signal-system.md: V5.1基础信号系统
- v51-signal-enhancement.md: V5.1增强方案
- v52-signal-system.md: V5.2信号系统
- v52-evolution-roadmap.md: V5.2进化路线图
- v52-development.md: V5.2开发文档(完整版)
 2026-03-03 05:32:44 +00:00
dev-worker
c8c2d801a2 docs: 同步套利引擎私有文档站内容 
从private.darkerilclaw.com同步以下文档：
- requirements-v1.3.md: 需求定稿v1.3
- v5-signal-system.mdx: V5信号系统文档
- v2-v4-plan.mdx: V2-V4方案
- funding-rate-arbitrage-plan.md: 资金费率套利方案
- phase0-progress.md: Phase0进度
- index.mdx: 项目首页

后续工作流：git仓库先写 → 再同步到私有文档站
 2026-03-03 05:26:27 +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
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