jackandCursor
335d891478
实盘要跑在 AWS（API key 绑了 IP 白名单），而信号在新加坡那台算。借这次 把生产从研究侧摘出来，四条具体代价里第一条已经咬过： 1. live_state.json 原先落在 research/out/，而那里 shadow_hb 会自动 rename 归档、研究脚本会写、人也手工清过。那文件装的是 MAX_DAY_LOSS 累计与已 处理信号键，被清掉不报错，只是两道闸静默失效。改到 LIVE_HOME。 2. 采集器十币清空 300~560ms 直接叠在信号到达执行器的延迟上。 3. 研究侧探针 OOM 过一次（14.9GB），当时若有仓位在场会连坐执行器。 4. 为读两个常量 import 研究侧 step43，把 numpy/pandas/pyarrow 拖进实盘 进程。抽出 stdlib-only 的 live/exit_params.py，install.sh 加断言挡回归。 新增 live/ship_signals.py：AWS 侧 ssh tail 拉总线，每次重连从文件头重放 + 按幂等键去重，断线期间的信号自愈；旧信号由 staleness 闸挡掉不补做。 带时钟倒流检测——两机时钟不同步会让那道闸静默放宽。 部署件：systemd 两单元（搬运挂了执行器仍管在场仓位的超时平仓）、 install.sh、dryrun.sh（验密钥/白名单/时钟/ssh/取整）、status.sh、README。 验证：live_exec 重构后端到端空跑，SOL 多头与 ADA 空头的止损/两级止盈/ 数量取整逐项核对正确，isolated + post_only + reduceOnly 都在；搬运的去重、 重启不重复追加、脏数据跳过、断线重连重放均已测。 Co-authored-by: Cursor <cursoragent@cursor.com>
60 lines
1.4 KiB
Plaintext
60 lines
1.4 KiB
Plaintext
# MacOS
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.DS_Store
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# Python
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__pycache__/
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*.py[cod]
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*$py.class
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*.pyc
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*.pyo
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.pytest_cache/
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# Logs & databases
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*.log
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*.sqlite
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*.sqlite-shm
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*.sqlite-wal
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# Office documents kept alongside the repo but not part of it.
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# "~$" files are Excel's lock files, recreated every time a workbook is opened.
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*.xlsx
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*.xls
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~$*
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# Local data
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data/
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# Exchange history fetched by research/live/*.py. 40MB and re-fetchable from
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# the venue, so it stays local; the small result CSVs it feeds are committed.
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research/live/cache/
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# Scratch outputs from short shakedown runs, superseded by the real collection.
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research/out/archive/
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# Per-trade simulation dumps from research/step*.py. 70MB+ and regenerable by
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# rerunning the step; the summaries they feed live in HANDOFF.md.
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research/out/*.feather
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# Virtualenvs. venv writes its own .gitignore since 3.11, but only for the
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# directory it creates — declare it here so other layouts are covered too.
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.venv/
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venv/
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# Local tooling
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.gstack/
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research/out/*.jsonl.gz
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research/out/penetration.csv
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research/out/shadow_*.csv
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research/out/run_meta_*.json
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# Telegram 凭据。**不要提交**
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research/live/deploy/tg.env
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# 生产状态与信号总线。刻意放在仓库外（LIVE_HOME / BUS_DIR），这几条只防
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# 有人把它们指回仓库里：里面是日亏损累计与已处理信号键，被 git clean
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# 清掉等于两道闸静默失忆
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/live/deploy/live.env
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live_state.json
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live_trades.jsonl
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signals_live.jsonl
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