资金费率套利引擎 BTC/ETH 现货+永续对冲
- Removed 0.7*ATR multiplier from signal_engine and paper_monitor - risk_distance now stored per-trade in paper_trades table - paper_monitor/signal_engine read risk_distance from DB (no hardcoded values) - V5.1 TP/SL: 2.0/1.5/3.0 -> 1.4/1.05/2.1 (same actual distance) - V5.2 TP/SL: 3.0/2.0/4.5 -> 2.1/1.4/3.15 (same actual distance) - Fixed V5.2 pnl_r: all historical values corrected by *2/3 - API unrealized_pnl_r also reads from DB risk_distance |
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| backend | ||
| docs | ||
| frontend | ||
| .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