Record news signals forward for a no-trade edge test

The trader labels crypto news published after 2026-10-16 15:00 with
the configured model (category and BTC direction) and, four hours
later, backfills BTC/ETH 1m opens at publish, +5m, +1h and +4h from
the klines table. A drawer on the trading page shows the cumulative
returns of trading the labelled direction, after fees. Nothing is
traded; this only collects an out-of-sample record.
This commit is contained in:
eezd committed 2026-10-16 14:47:06 +08:00
1 parent 0397e30870
commit 23a9a5175e
11 files changed
+537 -7

No files matched your search

+3 -1
View File
@@ -1,4 +1,4 @@
"""模拟盘交易进程:同步账户快照、执行器对账、调度分析。
"""模拟盘交易进程:同步账户快照、执行器对账、调度分析、记录新闻信号。
用法:python -m alphapulse.trading.engine
"""
@@ -13,6 +13,7 @@ from alphapulse.core.db import SessionLocal
from alphapulse.models import TradingAnalysis, TradingSymbol
from alphapulse.trading.analyst import run_analysis
from alphapulse.trading.executor import executor_loop
from alphapulse.trading.news_signals import news_signal_loop
from alphapulse.trading.schedule import routine_requests
from alphapulse.trading.snapshot import snapshot_loop
@@ -74,6 +75,7 @@ async def main() -> None:
tg.create_task(snapshot_loop())
tg.create_task(executor_loop())
tg.create_task(analysis_loop())
tg.create_task(news_signal_loop())
if __name__ == "__main__":