资金费率套利引擎 BTC/ETH 现货+永续对冲
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 |
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|---|---|---|
| backend | ||
| docs | ||
| frontend | ||
| scripts | ||
| .gitignore | ||
| README.md | ||
| signal-engine.log | ||
| V52_FRONTEND_TASK.md | ||
| V52_TASK.md | ||
arbitrage-engine
资金费率套利引擎 BTC/ETH 现货+永续对冲