# 资金费率 → 拥挤层加分
# FR > 0.03% = 多头过度拥挤 → SHORT加分
# FR < -0.03% = 空头过度拥挤 → LONG加分
# |FR| > 0.1% = 极端值 → 反向强信号

funding_rate = self.market_indicators.get("funding_rate")
if funding_rate is not None:
    if direction == "LONG" and funding_rate < -0.0003:
        fr_score = 5  # 空头拥挤，做多有利
    elif direction == "SHORT" and funding_rate > 0.0003:
        fr_score = 5  # 多头拥挤，做空有利
    elif direction == "LONG" and funding_rate > 0.001:
        fr_score = -5  # 多头极度拥挤，做多危险（减分）
    elif direction == "SHORT" and funding_rate < -0.001:
        fr_score = -5  # 空头极度拥挤，做空危险
    else:
        fr_score = 0

# 大额清算 → 确认层加分
# 大额空单清算 = 空头被清洗 → SHORT可能结束，LONG加分
# 大额多单清算 = 多头被清洗 → LONG可能结束，SHORT加分
# 5分钟内清算量 > 阈值 = 趋势加速信号

liq_long = self.market_indicators.get("long_liq_usd", 0)
liq_short = self.market_indicators.get("short_liq_usd", 0)
if direction == "LONG" and liq_short > 500000:
    liq_score = 5  # 大量空单被清算，趋势确认
elif direction == "SHORT" and liq_long > 500000:
    liq_score = 5
else:
    liq_score = 0

// strategies/v51.json
{
  "name": "v51_baseline",
  "threshold": 75,
  "weights": {
    "direction": 45,
    "crowding": 20,
    "environment": 15,
    "confirmation": 15,
    "auxiliary": 5
  },
  "tp_sl": {
    "sl_multiplier": 2.0,
    "tp1_multiplier": 1.5,
    "tp2_multiplier": 3.0
  },
  "signals": ["cvd", "p99", "accel", "ls_ratio", "oi", "coinbase_premium"]
}

// strategies/v52.json
{
  "name": "v52_8signals",
  "threshold": 75,
  "weights": {
    "direction": 40,
    "crowding": 25,
    "environment": 15,
    "confirmation": 20,
    "auxiliary": 5
  },
  "tp_sl": {
    "sl_multiplier": 3.0,
    "tp1_multiplier": 2.0,
    "tp2_multiplier": 4.0
  },
  "signals": ["cvd", "p99", "accel", "ls_ratio", "oi", "coinbase_premium", "funding_rate", "liquidation"]
}

ALTER TABLE paper_trades ADD COLUMN strategy VARCHAR(32) DEFAULT 'v51_baseline';

signal_engine.py
    ├── evaluate_signal(state, strategy="v51") → score_A, signal_A
    ├── evaluate_signal(state, strategy="v52") → score_B, signal_B
    │
    ├── paper_open_trade(strategy="v51", ...) → paper_trades.strategy='v51'
    └── paper_open_trade(strategy="v52", ...) → paper_trades.strategy='v52'

def main():
    states = {sym: SymbolState(sym) for sym in SYMBOLS}
    
    # 分批加载24小时（每批100万条，避免OOM）
    for sym, state in states.items():
        load_historical_chunked(state, 24 * 3600 * 1000)
        logger.info(f"[{sym}] warmup complete")
    
    logger.info("=== 全部币种warmup完成，开始出信号 ===")
    # 这之后才开始评估循环