lulu/arbitrage-engine
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
资金费率套利引擎 BTC/ETH 现货+永续对冲
131 Commits 8 Branches 5 Tags 3.9 MiB
TypeScript 54.4%
Python 45.4%
CSS 0.1%
JavaScript 0.1%
05673c0850
Go to file
root 05673c0850 fix: V5.2 scoring uses strategy weights, total capped at 100 
Backend:
- Each layer score scaled by strategy config weights
- direction: 0~40, crowding: 0~18, FR: 0~5, environment: 0~12
- confirmation: 0~15, liquidation: 0~5, auxiliary: 0~5
- total_score clamped to 0~100
- factors include max field for frontend

Frontend:
- V5.2 signals page reads max from factors
2026-03-02 00:34:22 +00:00
backend fix: V5.2 scoring uses strategy weights, total capped at 100 2026-03-02 00:34:22 +00:00
docs fix(P0): pnl_r calculation + cooldown bypass + partition month bug 2026-03-01 09:29:32 +00:00
frontend fix: V5.2 scoring uses strategy weights, total capped at 100 2026-03-02 00:34:22 +00:00
.gitignore chore: gitignore __pycache__ 2026-02-28 11:21:00 +00:00
README.md Initial commit 2026-02-26 11:53:55 +00:00
SEPARATION_TASK.md refactor: completely separate V5.1 and V5.2 pages 2026-03-02 00:25:07 +00:00
signal-engine.log fix: V5.2 scoring uses strategy weights, total capped at 100 2026-03-02 00:34:22 +00:00
V52_FRONTEND_TASK.md feat: V5.2 frontend differentiation - strategy tabs, side-by-side scores, visual badges 2026-03-01 12:21:19 +00:00
V52_TASK.md feat: sidebar navigation with V5.1/V5.2 separate entries 2026-03-01 12:25:40 +00:00

README.md

arbitrage-engine

资金费率套利引擎 BTC/ETH 现货+永续对冲