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
9528d69a42
fix: deduplicate recent_large_trades to prevent memory bloat
...
Each evaluate cycle was re-appending all qualifying trades from
win_fast, causing duplicates. Added seen-set dedup.
2026-03-01 07:58:51 +00:00
root
022ead6d6c
feat: paper_trades store score_factors JSONB (direction/crowding/environment/confirmation/auxiliary breakdown)
2026-02-28 13:45:26 +00:00
root
95b45d0f07
fix: skip first 3 cycles after cold start to prevent duplicate paper trades
2026-02-28 12:03:48 +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
47004ece8c
feat: paper trading deduct taker fee 0.05% per side (0.1% round trip)
2026-02-28 11:30:17 +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
317031ab57
fix: signal_engine now reads real market_indicators (JSONB parsing + OI change rate)
2026-02-28 11:03:44 +00:00
root
0ac2225979
feat: add XRP and SOL symbols (4 coins total)
2026-02-28 10:11:05 +00:00
root
424cb993f8
feat: signal history list + always compute scoring even without signal
2026-02-28 06:09:32 +00:00
root
5c38a2f9bf
feat: upgrade signal engine to V5.1 layered scoring
2026-02-28 05:24:16 +00:00
root
fbf84f2be5
tune: signal-engine循环15秒(从5秒,降CPU60%)
2026-02-27 18:38:03 +00:00
root
4168c1dd88
refactor: SQLite→PostgreSQL migration - db.py连接层 + main/collector/signal-engine/backfill全部改PG
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Phase 1: 核心数据表(agg_trades/rate_snapshots/signal*)迁PG
auth.py暂保留SQLite(低频，不影响性能)
- db.py: psycopg2同步池 + asyncpg异步池 + PG schema + 分区管理
- main.py: 全部改asyncpg查询
- collector: psycopg2 + execute_values批量写入
- signal-engine: psycopg2同步读写
- backfill: psycopg2 + ON CONFLICT DO NOTHING
2026-02-27 16:15:16 +00:00
root
547f093352
feat: V5 signal-engine + API endpoints for indicators/latest/trades
2026-02-27 15:31:12 +00:00
