2026-03-16T08:47:00+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:47:00 🪟 btc-updown-5m-1773621900 T-179s | p=UP58% σ=0.27 | Up=0.62/163 Dn=0.39/17 spd=0.01 | beat=72533.08 px=72542.71 +1.3bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-16T08:47:00+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:47:00 ⏭ btc-updown-5m-1773621900 | rej=无信号 执行edge不足 best=Up net=-0.049 thr=0.070 margin=-0.119 Up:执行edge不足 Down:量不足 | Up=0.62/163 Dn=0.39/17 spd=0.01 | beat=72533.08 px=72542.71 +1.3bp 2026-03-16T08:47:01+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:47:01 💓 heartbeat | 余额=99.06 usdc.e | traded=126 | 今日 31W-14L 已实现PnL=$+9.62 | BTC5 trade=7 2W-5L WR=28.6% PnL=$-17.69 | 无持仓 | 扫描=575 2026-03-16T08:47:06+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:47:06 🪟 btc-updown-5m-1773621900 T-174s | p=UP59% σ=0.27 | Up=0.70/106 Dn=0.31/86 spd=0.01 | beat=72533.08 px=72544.00 +1.5bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-16T08:47:06+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:47:06 ⏭ btc-updown-5m-1773621900 | rej=near_beat diff=1.5bp adjust -> cal(identity) | window=135~180s | edge raw>0.030 net>0.070 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载83项 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 参数 主链决策=59 (Market 15 + Entry 44) | 执行=13 | 历史兼容=8 | 提醒: 保持低维adjust,避免过度拟合 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 调整 distilled (gap=0.06, vol=0.04; clip=0.12/0.03) | cal=identity 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 风控 guard=consensus/near-beat/confirmation | reversal=on | ask=0.08~0.92 spread≤0.030 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | sigma_lookback=300s 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 运行 shadow=off | poll=0.50s | user_ws=on | market_ws=on 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 执行 recheck=1.0s | fill_timeout=12.0s | Chainlink BTC/USD 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 📡 价格流启动: binance-perp 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 UserOrderFeed 启动 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 MarketResolutionFeed 启动 2026-03-16T09:03:08+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:08 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-16T09:03:08+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:08 📡 binance-perp WS 已连接 2026-03-16T09:03:11+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:11 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-16T09:03:11+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:11 💓 heartbeat | 余额=97.42 usdc.e | traded=124 | 今日 31W-16L 已实现PnL=$+8.58 | BTC5 trade=8 2W-6L WR=25.0% PnL=$-18.03 | 无持仓 | 扫描=1 2026-03-16T09:04:11+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:04:11 💓 heartbeat | 余额=97.42 usdc.e | traded=124 | 今日 31W-16L 已实现PnL=$+8.58 | BTC5 trade=8 2W-6L WR=25.0% PnL=$-18.03 | 无持仓 | 扫描=102 2026-03-16T09:05:12+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:05:12 💓 heartbeat | 余额=97.42 usdc.e | traded=124 | 今日 31W-16L 已实现PnL=$+8.58 | BTC5 trade=8 2W-6L WR=25.0% PnL=$-18.03 | 无持仓 | 扫描=198 2026-03-16T09:06:12+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:06:12 💓 heartbeat | 余额=97.42 usdc.e | traded=124 | 今日 31W-16L 已实现PnL=$+8.58 | BTC5 trade=8 2W-6L WR=25.0% PnL=$-18.03 | 无持仓 | 扫描=299 2026-03-16T09:07:00+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:00 🪟 btc-updown-5m-1773623100 | 进入决策窗口 T-180s [135s~180s] 2026-03-16T09:07:00+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:00 🪟 btc-updown-5m-1773623100 T-180s | p=UP87% σ=0.41 | Up=0.62/1 Dn=0.39/91 spd=0.01 | beat=72393.11 px=72471.97 +10.9bp | nb=8.7bp flip=0.02 | ↑11s ↓0s 2026-03-16T09:07:00+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:00 ⏭ btc-updown-5m-1773623100 | rej=无信号 无候选 Up:量不足 Down:contrarian_probability_too_low | Up=0.62/1 Dn=0.39/91 spd=0.01 | beat=72393.11 px=72471.97 +10.9bp 2026-03-16T09:07:04+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:04 ⏭ btc-updown-5m-1773623100 | rej=recheck无信号 无候选 Up:量不足 Down:量不足 | Up=0.55/3 Dn=0.46/0 spd=0.01 | beat=72393.11 px=72469.37 +10.5bp 2026-03-16T09:07:06+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:06 🪟 btc-updown-5m-1773623100 T-174s | p=UP87% σ=0.40 | Up=0.58/999 Dn=0.46/5 spd=0.04 | beat=72393.11 px=72468.84 +10.5bp | nb=5.8bp flip=0.02 | ↑12s ↓0s 2026-03-16T09:07:12+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:12 UserOrderFeed WebSocket 已连接 2026-03-16T09:07:12+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:12 FAK 无可匹配对手盘: PolyApiException[status_code=400, error_message={'error': 'no orders found to match with FAK order. FAK orders are partially filled or killed if no match is found.'}] 2026-03-16T09:07:12+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:12 ❌ v11买入未成交 btc-updown-5m-1773623100 | Up limit=0.550 reason=order_unfilled order=- 2026-03-16T09:07:12+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:12 ⏭ btc-updown-5m-1773623100 | 执行层放弃 reason=order_unfilled 2026-03-16T09:07:13+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:13 💓 heartbeat | 余额=89.30 usdc.e | traded=124 | 今日 31W-16L 已实现PnL=$+8.58 | BTC5 trade=8 2W-6L WR=25.0% PnL=$-18.03 | 无持仓 | 扫描=388 2026-03-16T09:07:14+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:14 🪟 btc-updown-5m-1773623100 T-166s | p=UP73% σ=0.39 | Up=0.54/13 Dn=0.48/25 spd=0.02 | beat=72393.11 px=72433.89 +5.6bp | nb=8.6bp flip=0.02 | ↑10s ↓0s 2026-03-16T09:07:14+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:14 ⏭ btc-updown-5m-1773623100 | rej=无信号 无候选 Up:量不足 Down:contrarian_edge_below_threshold | Up=0.54/13 Dn=0.48/25 spd=0.02 | beat=72393.11 px=72433.89 +5.6bp 2026-03-16T09:07:15+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:15 ⏭ btc-updown-5m-1773623100 | rej=near_beat diff=4.8bp