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资金费率套利引擎 BTC/ETH 现货+永续对冲
179 Commits 8 Branches 5 Tags 3.9 MiB
TypeScript 54.4%
Python 45.4%
CSS 0.1%
JavaScript 0.1%
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dev-worker 511f011aef docs: V5.1分析报告+优化方案 
- v51-performance-analysis.md: 完整执行分析（毛R/净R/时段/币种/分数段）
- v51-optimization-plan.md: 优化方案（降频+时段过滤+暂停BTC+拉大TP/SL比）

核心结论：毛R+12R，手续费-109R，净R-97R；信号有微弱优势，费用致亏
2026-03-03 07:28:53 +00:00
backend fix: entry_price改用最新成交价(last_trade_price)而非VWAP 2026-03-03 02:53:56 +00:00
docs docs: V5.1分析报告+优化方案 2026-03-03 07:28:53 +00:00
frontend fix: 模拟盘前端ActivePositions组件自行fetch config计算paper1R 2026-03-02 17:37:03 +00:00
scripts scripts: replay v4 - 加COALESCE(calc_version,0)<2防重复跑 2026-03-03 04:51:11 +00:00
.gitignore fix: 审阅P1/P2/P3全部修复 2026-03-02 14:04:33 +00:00
README.md Initial commit 2026-02-26 11:53:55 +00:00
signal-engine.log fix: clamp direction score to max weight (accel_bonus included) 2026-03-02 01:36:20 +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

README.md

arbitrage-engine

资金费率套利引擎 BTC/ETH 现货+永续对冲