资金费率套利引擎 BTC/ETH 现货+永续对冲
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root 1fa6f178b6 feat: linear FR scoring based on historical max
- FR score = (|current_FR| / max_historical_FR) × 5, clamped to [-5, +5]
- Contrarian direction: positive score (going against crowded side)
- Same direction: negative score (going with crowded side)
- Historical max FR cached per symbol, refreshed every hour
- Score is float with 2 decimal places
- Total score supports 1 decimal place
2026-03-02 00:56:22 +00:00
backend feat: linear FR scoring based on historical max 2026-03-02 00:56:22 +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 feat: linear FR scoring based on historical max 2026-03-02 00:56:22 +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

arbitrage-engine

资金费率套利引擎 BTC/ETH 现货+永续对冲