- signal_indicators table: added strategy column - Each strategy gets its own row per cycle - API /api/signals/latest?strategy=v51_baseline|v52_8signals - API /api/signals/signal-history?strategy=... - V5.1 page reads v51_baseline data, V5.2 reads v52_8signals - Now V5.1 and V5.2 show truly independent scores
37 lines
1.2 KiB
Markdown
37 lines
1.2 KiB
Markdown
# AB测试观测清单(2026-03-02 ~ 03-16)
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## 冻结期规则
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- 不改权重、不改阈值、不改评分逻辑
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- 如需改动必须打新版本号并分段统计
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- 单写入源(小周生产环境)
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## 两周后评审项目
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### 1. 确认层重复计分审计
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- **问题**:方向层和确认层都用CVD_fast/CVD_mid,同源重复
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- **审计方法**:统计确认层=15 vs 确认层=0时的胜率差异
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- **如果差异不显著**:V5.3降权或重构为"CVD斜率加速+趋势强度"
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### 2. 拥挤层 vs FR相关性
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- **审计**:`corr(FR_score, crowd_score)`
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- **如果>0.7**:说明重复表达,降一层权重
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### 3. OI持续性审计
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- **字段**:`oi_persist_n`(连续同向窗口数)— 目前未记录,需V5.3加
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- **审计**:高分单里`oi_persist_n=1`的胜率是否显著差于`>=2`
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- **如果差异明显**:升为正式门槛
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### 4. 清算触发率审计(按币种)
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- 各币种清算信号触发率
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- 触发后净R分布
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- 避免某币种几乎不触发/过度触发
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### 5. config_hash落库(V5.3)
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- 每笔强制落库:`strategy`, `strategy_version`, `config_hash`, `engine_instance`
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- 报表按config_hash分组
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## 数据目标
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- V5.1:500+笔(当前282)
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- V5.2:200+笔(当前12)
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- 每策略每币种50+笔
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