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资金费率套利引擎 BTC/ETH 现货+永续对冲
112 Commits 8 Branches 5 Tags 3.9 MiB
TypeScript 54.4%
Python 45.4%
CSS 0.1%
JavaScript 0.1%
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root 45bad25156 fix(P0): pnl_r calculation + cooldown bypass + partition month bug 
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
2026-03-01 09:29:32 +00:00
backend fix(P0): pnl_r calculation + cooldown bypass + partition month bug 2026-03-01 09:29:32 +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

README.md

arbitrage-engine

资金费率套利引擎 BTC/ETH 现货+永续对冲