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资金费率套利引擎 BTC/ETH 现货+永续对冲
173 Commits 8 Branches 5 Tags 3.9 MiB
TypeScript 54.4%
Python 45.4%
CSS 0.1%
JavaScript 0.1%
af732f1438
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dev-worker af732f1438 scripts: 全量重放paper_trades(真实价口径) 
- 用agg_trades真实成交价替换VWAP作为entry_price
- 按时间戳判定事件优先级(非固定优先级)
- TP1后进入半仓状态机，防重复计R
- flip/价格触发tie-break：谁早用谁，同时间优先价格
- 保本价常量: BE_OFFSET_LONG=1.0005, BE_OFFSET_SHORT=0.9995
- 手续费: fee_r = 2*0.0005*entry/risk_distance
- 支持--dry-run模式
2026-03-03 04:47:37 +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 feat: store and serve indicators per strategy 2026-03-02 02:52:17 +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: 全量重放paper_trades(真实价口径) 2026-03-03 04:47:37 +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