arbitrage-engine/backend
root b08ea8f772 feat: risk_guard.py - 风控熔断模块
- 单日亏损超限(-5R): 已实现+未实现亏损预估 → 全平+停机
- 连续亏损(5连亏): 暂停开仓1小时,冷却期后自动恢复
- API连接异常(>30秒): 暂停开仓,恢复后自动解除
- 余额不足(<风险×2): 拒绝开仓
- 持仓超时: 45min黄/60min红+10min人工窗口/70min自动平仓
- 写/tmp/risk_guard_state.json供live_executor读取
- 每5秒检查一次,每60秒输出状态日志
2026-03-02 09:06:31 +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 feat: live_executor.py + signal_engine NOTIFY + live_trades table 2026-03-02 08:55:36 +00:00
main.py fix: add risk_distance to positions API query 2026-03-02 07:08:49 +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 feat: position_sync.py - 仓位对账+SL自动补挂+TP1监控+平仓检测 2026-03-02 09:04:27 +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 feat: risk_guard.py - 风控熔断模块 2026-03-02 09:06:31 +00:00
signal_engine.py feat: live_executor.py + signal_engine NOTIFY + live_trades table 2026-03-02 08:55:36 +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