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v5.3-baseline
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Author SHA1 Message Date
root
ccb53cb3a8 feat: record cvd_fast_5m in signal_indicators for v53_fast strategy 2026-03-04 02:41:02 +00:00
root
98a88d7c19 fix: signals-v53fast use correct strategy=v53_fast; label CVD as 5m/30m realtime 2026-03-04 02:01:50 +00:00
root
84d8535066 feat: v53fast frontend - orange banner, OBI/accel indicators, distinct from v53 2026-03-04 01:53:36 +00:00
root
c8416b4916 feat: add v53_fast strategy - 5m/30m CVD + OBI positive scoring + accel independent trigger 2026-03-04 01:44:09 +00:00
root
5becf882e4 chore: disable v51/v52 paper trading (signals kept); remove from sidebar 2026-03-04 01:23:15 +00:00
root
3352489ce9 fix: add SL sanity check on open_position; add entry_ts display in paper-v53 positions 2026-03-04 01:15:09 +00:00
root
91a8e7a1ea archive: save v51/v52 paper history before unified reset (2026-03-03) 2026-03-03 16:13:42 +00:00
root
c2cae429ad docs: update v53-design.md to reflect unified strategy architecture 2026-03-03 16:05:50 +00:00
root
d2ddc3ea46 feat: unify v53 frontend - single strategy, no ALT/BTC tab split; update main.py display_score 2026-03-03 16:03:25 +00:00
root
42cb230337 feat: merge v53_alt+v53_btc into unified v53 strategy (all 4 symbols, per-symbol gates) 2026-03-03 15:59:27 +00:00
root
546fae39d0 fix: expose display_score/gate_passed as top-level fields in /api/signals/latest for v53_btc 2026-03-03 15:45:09 +00:00
root
67f68f8756 fix: BTC shows alt_score_ref as display score, not gated-zero score 2026-03-03 15:39:15 +00:00
root
dfcf4f43c4 fix: show 4-layer scores for BTC too (removed !isBTC guard) 2026-03-03 15:34:21 +00:00
root
2a9e4db756 fix: pass ALT layer scores into BTC factors for frontend display 2026-03-03 15:32:04 +00:00
root
f87edc0339 feat: add ALT gate-control card to signals-v53 and paper-v53 latest signals 2026-03-03 15:27:03 +00:00
root
1e982c48f9 feat: extend RT-WS to ETH/XRP/SOL + add per-symbol 4-gate control to v53_alt 2026-03-03 15:22:54 +00:00
root
57f749c094 fix: set gate_passed=True for ALT track in save_feature_event (NOT NULL constraint) 2026-03-03 14:37:38 +00:00
root
a7cd78e06f feat: implement save_feature_event() for v53 training data collection (Phase 3) 2026-03-03 14:35:26 +00:00
root
224ca20666 fix: add LatestSignals component to paper-v53 page 2026-03-03 14:28:19 +00:00
root
18af5bb711 feat: add V5.3 signal + paper frontend pages and sidebar nav 2026-03-03 14:09:49 +00:00
root
85db47e41f feat: Phase 2 - realtime WebSocket OBI + spot/perp divergence for BTC gate-control, tiered whale CVD in-process 2026-03-03 13:59:34 +00:00
root
17a387b6f4 feat: Phase 2 - collect obi_depth_10, spot_perp_divergence, tiered_cvd_whale for BTC gate-control 2026-03-03 13:42:21 +00:00
root
fcac8c2334 feat: Phase 1 - V5.3 dual-track signal engine (ALT 55/25/15/5, BTC gate-control) 2026-03-03 13:35:23 +00:00
root
4c43309c16 fix: remove leftover conn.commit() after deleting paper_check_positions 2026-03-03 13:27:40 +00:00
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
root
8280aaf6ea refactor: A1 hot-reload strategy configs, A4 remove dead paper_check_positions, A6 signals/history query signal_indicators 2026-03-03 13:00:54 +00:00
root
cf7756b4e5 security: S2 remove hardcoded DB password, S3 JWT already enforced, S4 remove localhost CORS 2026-03-03 12:53:26 +00:00
root
c645178f7b fix: H4 - restrict /api/kline to BTC/ETH, return 400 for XRP/SOL 2026-03-03 12:45:36 +00:00
root
3172300fd0 fix: increase sync connection pool maxconn 5->20 to prevent pool exhaustion 2026-03-03 12:36:58 +00:00
root
91ed44ad9f refactor: unify all DB connections to Cloud SQL, remove dual-write and SQLite code 2026-03-03 12:30:01 +00:00
root
c0c37c4c7e security: remove hardcoded Discord token, load from env/GCP Secret Manager 2026-03-03 11:58:26 +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
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
dev-worker
262594f16e fix: entry_price改用最新成交价(last_trade_price)而非VWAP 
VWAP是30分钟加权均价，快速行情下与实际价偏差可达1-2%
历史587笔entry_price+596笔pnl_r已用agg_trades真实价修正
平均偏差31.9bps, 最大189.4bps(1.9%)
V5.1: 42.18R→15.32R | V5.2: 29.83R→0.76R
 2026-03-03 02:53:56 +00:00
dev-worker
66b094c711 fix: 数据新鲜度熔断自动恢复 + 阈值10→30秒(允许启动回灌) 2026-03-02 17:41:23 +00:00