lulu/arbitrage-engine
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arbitrage-engine/backend
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root 8694e5cf3a fix: 审阅P1/P2/P3全部修复 
P1-1: exit_price按reduceOnly过滤平仓成交+加权平均价
P1-2: 资金费率窗口对齐8h结算周期(0/8/16 UTC)，防双累加
P2-2: emergency文件先执行操作+写state再删除，消除TOCTOU
P2-3: API恢复auto_resume排除日限亏损/人工熔断
P2-4: fee汇总窗口从entry_ts-200ms起算(与P1-1一起修)
P3-1: SYMBOL_PRECISION提取到trade_config.py共用模块
P3-2: main.py 4处hardcoded risk_usd=2改为从live_config读
P3-3: CORS限制为arb.zhouyangclaw.com+localhost
P3-4: 三进程加RotatingFileHandler(10MB×5轮转)
2026-03-02 14:04:33 +00:00
..
logs fix: 审阅P1/P2/P3全部修复 2026-03-02 14:04:33 +00:00
strategies fix: remove 0.7 ATR multiplier, store risk_distance in DB 2026-03-02 07:00:05 +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 Add strategy-aware paper trade schema and API endpoints 2026-03-01 11:55:00 +00:00
ecosystem.dev.config.js fix: V5.2 TP/SL parameters - wider stops for better risk/reward 2026-03-01 23:06:29 +00:00
fix_historical_pnl.py fix: simulate limit orders for TP/SL (match real trading) 2026-03-01 09:40:00 +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
live_executor.py fix: 审阅P1/P2/P3全部修复 2026-03-02 14:04:33 +00:00
main.py fix: 审阅P1/P2/P3全部修复 2026-03-02 14:04:33 +00:00
market_data_collector.py fix: FR collector use premiumIndex API for real-time 5min data 2026-03-02 04:22:12 +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_config.json fix: V5.2 TP/SL parameters - wider stops for better risk/reward 2026-03-01 23:06:29 +00:00
paper_monitor.py fix: remove 0.7 ATR multiplier, store risk_distance in DB 2026-03-02 07:00:05 +00:00
position_sync.py fix: 审阅P1/P2/P3全部修复 2026-03-02 14:04:33 +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
risk_guard.py fix: 审阅P1/P2/P3全部修复 2026-03-02 14:04:33 +00:00
signal_engine.py feat: signal-engine配置热加载，改paper_config不需要重启 2026-03-02 13:12:04 +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
trade_config.py fix: 审阅P1/P2/P3全部修复 2026-03-02 14:04:33 +00:00