jackandCursor
97457b0518
自动执行链一行都还没写（下单/持仓状态/跨重启持久化/对账/熔断），而过全部 滤网的信号只有约 5.3 笔/天——低到人手能接。先手工跑一批，就能在写自动化 **之前**拿到真实费率档、真实成交价、真实出场行为，让执行链的每个假设都有 实测对照，而不是写完再发现出场模型不对。 推送内容按手工执行需要给全：参考成交价（回测口径的次根开盘）、按 2/3/8 ATR 换算的绝对价位、下单数量、该币滑点预算，以及一句「偏离超过预算就不值得做」。 剩余半仓止损保持 2ATR 不移成本，这是回测参数，移了就不是同一个收益结构。 时效是这条路最大的风险，所以起点取 kline_ts 而不是信号产生时刻——参考价就是 在 kline_ts 那一刻存在的，从信号时刻起算会漏掉数据延迟加计算那 0.5~1.5s，而 那段不可压缩。超过 TG_STALE_S 直接标记已失效，不让人自己判断：宁可漏做，不 要在偏离预算之外入场。 三条防线：lag 退化时不推（与「停开新仓」同一条规则，不能只在自动化里执行）； 按 (币, K线时刻, 方向) 去重，避免补根或池重建重放导致开两次仓；无预算的币 （如 TRX）不推。推送任何失败只打日志，不连坐采集——已验假 token 下降级为 HTTP 401 日志而非抛异常。 凭据走 tg.env（已 gitignore），给了 tg.env.example 说明怎么拿 token 和 chat id。 Co-authored-by: Cursor <cursoragent@cursor.com>
52 lines
1.1 KiB
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52 lines
1.1 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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