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资金费率套利引擎 BTC/ETH 现货+永续对冲
181 Commits 8 Branches 5 Tags 3.9 MiB
TypeScript 54.4%
Python 45.4%
CSS 0.1%
JavaScript 0.1%
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dev-worker f3d742fd02 docs: V5.2模拟盘执行分析报告 
核心结论：V5.2毛R=-3.27R（负），V5.1毛R=+10.73R（正）
V5.2增加8信号未提升预测质量，BTC胜率35.9%（更差）
152笔样本不足，结论不确定性高
2026-03-03 07:53:15 +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 docs: V5.2模拟盘执行分析报告 2026-03-03 07:53:15 +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: replay v4 - 加COALESCE(calc_version,0)<2防重复跑 2026-03-03 04:51:11 +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