arbitrage-engine/backend
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
..
admin_cli.py feat: migrate auth system from SQLite to PostgreSQL 2026-03-01 07:29:14 +00:00
agg_trades_collector.py feat: dual-write agg_trades to local PG + Cloud SQL 2026-03-01 07:16:03 +00:00
auth.py feat: migrate auth system from SQLite to PostgreSQL 2026-03-01 07:29:14 +00:00
backfill_agg_trades.py tune: backfill改500ms/批(CPU100%→平衡模式) 2026-02-27 17:59:20 +00:00
backtest.py perf: backtest optimization - 15s eval interval + 50k batch + OHLC TP/SL check 2026-02-28 07:34:48 +00:00
db.py fix(P0): pnl_r calculation + cooldown bypass + partition month bug 2026-03-01 09:29:32 +00:00
liquidation_collector.py feat: liquidation_collector.py - Binance WS forceOrder realtime + 5min aggregation to market_indicators 2026-02-28 15:38:14 +00:00
main.py fix: add total_pnl to stats API top-level response 2026-03-01 01:42:39 +00:00
market_data_collector.py feat: market_data_collector add funding_rate collection for all 4 symbols 2026-02-28 15:34:24 +00:00
migrate_auth_sqlite_to_pg.py feat: migrate auth system from SQLite to PostgreSQL 2026-03-01 07:29:14 +00:00
migrate_sqlite_to_pg.py feat: SQLite→PG data migration script 2026-02-27 16:16:06 +00:00
paper_monitor.py fix(P0): pnl_r calculation + cooldown bypass + partition month bug 2026-03-01 09:29:32 +00:00
requirements.txt feat: 服务器监控面板(/server) - CPU/内存/硬盘/PM2进程/PG数据库/回补状态 2026-02-27 17:30:41 +00:00
signal_engine.py fix(P0): pnl_r calculation + cooldown bypass + partition month bug 2026-03-01 09:29:32 +00:00
signal_pusher.py feat: use discord bot api for signal push, add binance fallback 2026-02-26 16:54:45 +00:00
subscriptions.py feat: add auth and subscriptions backend modules 2026-02-27 02:28:21 +00:00