资金费率套利引擎 BTC/ETH 现货+永续对冲
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root 2f9dce483c fix: simulate limit orders for TP/SL (match real trading)
- TP/SL now exit at order price (limit order), not market price
- SL exits at sl_price, TP1 at tp1_price, TP2 at tp2_price
- Only timeout and signal_flip use market price (current price)
- Updated fix_historical_pnl.py to also correct exit_price
- This eliminates fake slippage in paper trading stats
2026-03-01 09:40:00 +00:00
backend fix: simulate limit orders for TP/SL (match real trading) 2026-03-01 09:40:00 +00:00
docs fix(P0): pnl_r calculation + cooldown bypass + partition month bug 2026-03-01 09:29:32 +00:00
frontend feat: stats panel with per-symbol tabs (ALL/BTC/ETH/XRP/SOL) - full stats for each coin 2026-03-01 01:37:02 +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

arbitrage-engine

资金费率套利引擎 BTC/ETH 现货+永续对冲