资金费率套利引擎 BTC/ETH 现货+永续对冲
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root 72ea0ffd0e fix: remove 0.7 ATR multiplier, store risk_distance in DB
- 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
2026-03-02 07:00:05 +00:00
backend fix: remove 0.7 ATR multiplier, store risk_distance in DB 2026-03-02 07:00:05 +00:00
docs feat: store and serve indicators per strategy 2026-03-02 02:52:17 +00:00
frontend fix: paper latest signals use signal-history with strategy filter + layer scores 2026-03-02 03:08:19 +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
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

arbitrage-engine

资金费率套利引擎 BTC/ETH 现货+永续对冲