45bad25156
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
62 lines
3.5 KiB
Markdown
62 lines
3.5 KiB
Markdown
# V5.2 待修复清单
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> 来源：Claude Code审阅报告 + 露露复查
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> 创建：2026-03-01
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## 已在V5.1-hotfix中修复（P0）
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| ID | 问题 | 修复 |
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|----|------|------|
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| P0-1 | 冷却期阻断反向信号平仓 | evaluate_signal始终输出direction，主循环基于direction+score>=60触发反向平仓 |
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| P0-2 | pnl_r TP场景虚高2倍 | paper_monitor+signal_engine统一用(exit-entry)/risk_distance计算 |
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| P1-1 | 分区月份Bug(timedelta 30天) | 改为正确的月份加法 + UTC时区 |
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| P2-2 | 分区边界用本地时区 | 改为datetime.timezone.utc |
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## V5.2 必须修复
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### 后端
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| ID | 优先级 | 文件 | 问题 | 建议修复 |
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|----|--------|------|------|---------|
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| P0-3 | P1 | signal_engine.py | 开仓价用30分VWAP而非实时价 | 改用win_fast.trades[-1][2]最新成交价 |
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| P0-4 | P2 | signal_engine+paper_monitor | 双进程并发写竞态 | SELECT FOR UPDATE SKIP LOCKED |
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| P1-2 | P2 | signal_engine.py | 浮点精度漂移(buy_vol/sell_vol) | 每N次trim后从deque重算sums |
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| P1-3 | P1 | market_data_collector.py | 单连接无重连 | 改用db.get_sync_conn()连接池 |
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| P1-4 | P3 | db.py | 连接池初始化线程不安全 | 加threading.Lock双重检查 |
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| P2-1 | P2 | market_data_collector.py | XRP/SOL coinbase_premium KeyError | 不在pair_map中的跳过 |
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| P2-3 | P2 | agg_trades_collector.py | flush_buffer每秒调ensure_partitions | 移到定时任务(每小时) |
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| P2-4 | P3 | liquidation_collector.py | elif条件冗余 | 改为else |
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| P2-5 | P2 | signal_engine.py | atr_percentile @property有写副作用 | 移到显式update_atr_history() |
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| P2-6 | P2 | main.py | 1R=$200硬编码 | 从paper_config.json读取 |
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| P3-1 | P2 | auth.py | JWT密钥硬编码默认值 | 启动时强制校验环境变量 |
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| P3-2 | P3 | main.py | CORS allow_origins=["*"] | 限制为前端域名 |
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| P3-3 | P3 | auth.py | refresh token刷新非原子 | UPDATE...RETURNING原子操作 |
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| P3-4 | P3 | auth.py | 登录无频率限制 | slowapi或Redis计数器 |
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| NEW | P1 | signal_engine.py | 冷启动warmup只有4小时 | 分批加载24小时数据，加载完再出信号 |
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### 前端
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| ID | 优先级 | 文件 | 问题 | 建议修复 |
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|----|--------|------|------|---------|
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| FE-P1-1 | P1 | lib/auth.tsx | 并发401多次refresh竞态 | 单例Promise防并发刷新 |
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| FE-P1-2 | P1 | lib/auth.tsx | 刷新失败AuthContext未同步 | 事件总线通知强制logout |
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| FE-P1-3 | P1 | 所有页面 | catch{}静默吞掉API错误 | 加error state+用户提示 |
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| FE-P1-4 | P2 | paper/page.tsx | LatestSignals串行4请求 | Promise.allSettled并行 |
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| FE-P2-1 | P3 | app/page.tsx | MiniKChart每30秒销毁重建 | 只更新数据不重建chart |
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| FE-P2-3 | P2 | paper/page.tsx | ControlPanel非admin可见 | 校验isAdmin |
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| FE-P2-4 | P1 | paper/page.tsx | WebSocket无断线重连 | 指数退避重连+断线提示 |
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| FE-P2-5 | P2 | paper/page.tsx | 1R=$200前端硬编码 | 从API读取配置 |
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| FE-P2-6 | P2 | signals/page.tsx | 5秒轮询5分钟数据 | 改为300秒间隔 |
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| FE-P2-8 | P3 | paper/signals | 大量any类型 | 定义TypeScript interface |
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| FE-P3-1 | P3 | lib/auth.tsx | Token存localStorage | 评估httpOnly cookie |
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| FE-P3-3 | P3 | app/page.tsx | Promise.all任一失败全丢 | 改Promise.allSettled |
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## V5.2 新功能（同步开发）
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| 功能 | 说明 |
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|------|------|
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| FR+清算加入评分 | 8信号源完整接入 |
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| 策略配置化框架 | 一套代码多份配置 |
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| AB测试 | V5.1 vs V5.2两套权重对比 |
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| 24h warmup | 启动时分批加载24小时数据 |
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