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资金费率套利引擎 BTC/ETH 现货+永续对冲
155 Commits 8 Branches 5 Tags 3.9 MiB
TypeScript 54.4%
Python 45.4%
CSS 0.1%
JavaScript 0.1%
fb0c3806b5
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root fb0c3806b5 feat: PnL五项拆解 (gross/fee/funding/slippage/net) 
后端:
- /api/live/trades 返回 gross_pnl_r, fee_r, funding_r, slippage_r, net_pnl_r
- gross = 方向盈亏(含TP1半仓锁定)
- fee_r = 实际手续费/risk_usd
- funding_r = 不利资金费/risk_usd
- slippage_r = 滑点损失估算
- net = pnl_r(已是净值)

前端L10:
- 表头改为: Gross | Fee | FR | Slip | Net
- 颜色: gross绿/红, fee橙, FR紫, slip灰, net加粗绿/红
- 每笔交易一目了然：赚了多少、扣了多少、净剩多少
2026-03-02 10:13:51 +00:00
backend feat: PnL五项拆解 (gross/fee/funding/slippage/net) 2026-03-02 10:13:51 +00:00
docs feat: store and serve indicators per strategy 2026-03-02 02:52:17 +00:00
frontend feat: PnL五项拆解 (gross/fee/funding/slippage/net) 2026-03-02 10:13:51 +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

README.md

arbitrage-engine

资金费率套利引擎 BTC/ETH 现货+永续对冲